@reyaxyz/api-sdk 0.73.2 → 0.74.0

package/dist/clients/modules/isolated-order.simulation/index.js

@@ -63,6 +63,9 @@ var IsolatedOrderSimulationClient = /** @class */ (function () {
             });
         });
     };
+    IsolatedOrderSimulationClient.genExposureCommandObject = function (exposureCommandState) {
+        return new common_1.ExposureCommand(exposureCommandState.accountId, exposureCommandState.rootCollateralPoolId, exposureCommandState.oraclePricePerMarket, exposureCommandState.accountBalancePerAsset, exposureCommandState.groupedByCollateral, exposureCommandState.riskMultipliers, exposureCommandState.riskMatrices, exposureCommandState.exchangeInfoPerAsset, exposureCommandState.positionInfoMarketConfiguration, exposureCommandState.uniqueTokenAddresses, exposureCommandState.uniqueQuoteCollaterals, exposureCommandState.tokenMarginInfoPerAsset, exposureCommandState.realizedPnLSum, exposureCommandState.unrealizedPnLSum, exposureCommandState.collateralAddressToExchangePrice);
+    };
     IsolatedOrderSimulationClient.prototype.fetchMarketData = function (marketId, accountId) {
         return __awaiter(this, void 0, void 0, function () {
             return __generator(this, function (_a) {
@@ -81,8 +84,8 @@ var IsolatedOrderSimulationClient = /** @class */ (function () {
         var amount = (0, bignumber_js_1.default)(params.amount)
             .div(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id])
             .toNumber();
-        var userAccountExposure = new common_1.ExposureCommand(this.loadedData.exposureDataAccount.accountId, this.loadedData.exposureDataAccount.rootCollateralPoolId, this.loadedData.exposureDataAccount.oraclePricePerMarket, this.loadedData.exposureDataAccount.accountBalancePerAsset, this.loadedData.exposureDataAccount.groupedByCollateral, this.loadedData.exposureDataAccount.riskMultipliers, this.loadedData.exposureDataAccount.riskMatrices, this.loadedData.exposureDataAccount.exchangeInfoPerAsset, this.loadedData.exposureDataAccount.positionInfoMarketConfiguration, this.loadedData.exposureDataAccount.uniqueTokenAddresses, this.loadedData.exposureDataAccount.uniqueQuoteCollaterals, this.loadedData.exposureDataAccount.tokenMarginInfoPerAsset, this.loadedData.exposureDataAccount.realizedPnLSum, this.loadedData.exposureDataAccount.unrealizedPnLSum, this.loadedData.exposureDataAccount.collateralAddressToExchangePrice);
-        var passivePoolExposure = new common_1.ExposureCommand(this.loadedData.exposureDataPassivePool.accountId, this.loadedData.exposureDataPassivePool.rootCollateralPoolId, this.loadedData.exposureDataPassivePool.oraclePricePerMarket, this.loadedData.exposureDataPassivePool.accountBalancePerAsset, this.loadedData.exposureDataPassivePool.groupedByCollateral, this.loadedData.exposureDataPassivePool.riskMultipliers, this.loadedData.exposureDataPassivePool.riskMatrices, this.loadedData.exposureDataPassivePool.exchangeInfoPerAsset, this.loadedData.exposureDataPassivePool.positionInfoMarketConfiguration, this.loadedData.exposureDataPassivePool.uniqueTokenAddresses, this.loadedData.exposureDataPassivePool.uniqueQuoteCollaterals, this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset, this.loadedData.exposureDataPassivePool.realizedPnLSum, this.loadedData.exposureDataPassivePool.unrealizedPnLSum, this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice);
+        var userAccountExposure = IsolatedOrderSimulationClient.genExposureCommandObject(this.loadedData.exposureDataAccount);
+        var passivePoolExposure = IsolatedOrderSimulationClient.genExposureCommandObject(this.loadedData.exposureDataPassivePool);
         var slippage = passivePoolExposure.getSlippage((0, bignumber_js_1.default)(amount).negated().toNumber(), this.loadedData.marketConfiguration, this.loadedData.marketStorage);
         var estimatedPrice = common_1.ExposureCommand.calculateEstimatedPrice(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id], slippage);
         var fees = common_1.ExposureCommand.calculateFee(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id], amount, this.loadedData.feeParameter);
@@ -93,22 +96,12 @@ var IsolatedOrderSimulationClient = /** @class */ (function () {
         var requiredMargin = (0, bignumber_js_1.default)(params.amount)
             .div((0, bignumber_js_1.default)(params.isolatedPositionLeverage))
             .toNumber();
-        /*
-          max amount of margin in rUSD terms that can be transferred from the source account to the destination account
-          that performs the isolated position trade
-         */
-        var availableMargin = userAccountExposure.getUsdNodeMarginInfo.initialDelta;
-        // todo: p1: handle multiple collateral token cases (currently hardcoding testnet rusd address)
-        var newMarginInfoSource = userAccountExposure.getUsdNodeMarginInfoPostEditCollateral(-requiredMargin, '0x26Ee9DfB27f12990D90EC003af7c5E9C19eA2A4c');
+        var editCollateralActions = userAccountExposure.getEditCollateralActionsToCoverMargin(requiredMargin);
+        var newMarginInfoSource = userAccountExposure.getUsdNodeMarginInfoPostEditCollaterals(editCollateralActions);
         /*
          * Compute Isolated Account Liquidation Margin Requirement Post Transfer + Trade
          * */
-        // todo: p2: consider abstracting into pure function + carefully test
-        var marketRiskMatrix = this.loadedData.exposureDataAccount.riskMatrices[this.loadedData.marketStorage.risk_block_id];
-        var marketDiagonalRiskParam = marketRiskMatrix.matrix[this.loadedData.marketConfiguration.risk_matrix_index][this.loadedData.marketConfiguration.risk_matrix_index];
-        var isolatedRiskMatrix = [[marketDiagonalRiskParam]];
-        var isolatedFilledExposures = [(0, bignumber_js_1.default)(params.amount)];
-        var isolatedLMR = common_1.ExposureCommand.computeLiquidationMarginRequirement(isolatedRiskMatrix, isolatedFilledExposures);
+        var isolatedLMR = this.calculateIsolatedLMR(params.amount);
         /*
          * margin balance of the destination account is the requiredMargin which is expected to be transferred
          * to the destination account that performs the isolated trade
@@ -130,8 +123,8 @@ var IsolatedOrderSimulationClient = /** @class */ (function () {
             marginRatioHealth: marginRatioHealth,
             snappedAmount: this.roundToBaseSpacing(amount, baseSpacing) * spotPrice,
             snappedAmountInBase: this.roundToBaseSpacing(amount, baseSpacing),
-            availableMargin: availableMargin,
             requiredMargin: requiredMargin,
+            editCollateralActions: editCollateralActions,
         };
     };
     IsolatedOrderSimulationClient.prototype.convertValue = function (params) {
@@ -150,6 +143,55 @@ var IsolatedOrderSimulationClient = /** @class */ (function () {
     IsolatedOrderSimulationClient.prototype.roundToBaseSpacing = function (amount, baseSpacing) {
         return Math.floor(amount / baseSpacing) * baseSpacing;
     };
+    IsolatedOrderSimulationClient.prototype.calculateIsolatedLMR = function (isolatedExposure) {
+        // todo: p2: consider removing the need to load the entire data just to get a few vars to calc leverage bounds
+        if (!this.loadedData) {
+            throw new Error('Data not loaded. Call arm() first.');
+        }
+        // todo: p2: carefully test
+        var marketRiskMatrix = this.loadedData.exposureDataAccount.riskMatrices[this.loadedData.marketStorage.risk_block_id];
+        var marketDiagonalRiskParam = marketRiskMatrix.matrix[this.loadedData.marketConfiguration.risk_matrix_index][this.loadedData.marketConfiguration.risk_matrix_index];
+        var isolatedRiskMatrix = [[marketDiagonalRiskParam]];
+        var isolatedFilledExposures = [(0, bignumber_js_1.default)(isolatedExposure)];
+        return common_1.ExposureCommand.computeLiquidationMarginRequirement(isolatedRiskMatrix, isolatedFilledExposures);
+    };
+    IsolatedOrderSimulationClient.prototype.leverageBoundsAndAvailableMargin = function (amountTradedInRusd) {
+        if (!this.loadedData) {
+            throw new Error('Data not loaded. Call arm() first.');
+        }
+        /*
+          and for completeness, if the available margin is too low then no point even showing any data as the
+          order of the user provided size is not supported
+          todo: p2: consider introducing buffer to the leverage (e.g. to account for the effect of trade on upnl
+          and actually depending on the size of the trade the estimated price would change -> different upnl
+          as upnl is calculated against oracle prioce + rpnl is also affected through the fees
+         * once the trader knows their trade size (in base & rusd terms), they should be able to toggle isolated trade flow
+         * which will prompt the user to choose a desired leverage value
+         * 0.1 can be hardcoded to be the min bound
+         * to get the maximum bound we need to calculate leverage that can be achieved when IMR is reached for position
+         * with 1 rUSD exposure in the market -> max leverage = 1/IMR
+         * */
+        // set max bound
+        var lmrUnitExposure = this.calculateIsolatedLMR(1);
+        var imrUnitExposure = (0, common_1.amountNormalizer)(String(this.loadedData.exposureDataAccount.riskMultipliers.im_multiplier)).multipliedBy(lmrUnitExposure);
+        var maxBound = (0, bignumber_js_1.default)(1).dividedBy(imrUnitExposure).toNumber();
+        // set min bound
+        var userAccountExposure = IsolatedOrderSimulationClient.genExposureCommandObject(this.loadedData.exposureDataAccount);
+        /*
+          max amount of margin in rUSD terms that can be transferred from the source account to the destination account
+          that performs the isolated position trade
+        */
+        var availableMargin = userAccountExposure.getUsdNodeMarginInfo.initialDelta;
+        // todo: p2: how do we deal with edge cases where e.g. min bound > maxBound
+        var minBound = (0, bignumber_js_1.default)(amountTradedInRusd)
+            .dividedBy(availableMargin)
+            .toNumber();
+        return {
+            minBound: minBound,
+            maxBound: maxBound,
+            availableMargin: availableMargin,
+        };
+    };
     return IsolatedOrderSimulationClient;
 }());
 exports.default = IsolatedOrderSimulationClient;

package/dist/clients/modules/isolated-order.simulation/index.js.map

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{\n  SimulateIsolatedOrderEntity,\n  IsolatedOrderSimulationConvertValueParams,\n  IsolatedOrderSimulationConvertValueResult,\n  IsolatedOrderSimulationLoadDataParams,\n  IsolatedOrderSimulationSimulateParams,\n} from './types';\nimport AccountClient from '../account';\nimport {\n  amountNormalizer,\n  ExposureCommand,\n  TradeSimulationState,\n} from '@reyaxyz/common';\nimport BigNumber from 'bignumber.js';\n\nexport default class IsolatedOrderSimulationClient {\n  private loadedData: TradeSimulationState | null = null;\n  private accountClient: AccountClient;\n  constructor(accountClient: AccountClient) {\n    // Constructor added\n    this.accountClient = accountClient;\n  }\n\n  // Method to asynchronously load data based on marketId and accountId\n  async arm(params: IsolatedOrderSimulationLoadDataParams): Promise<void> {\n    this.loadedData = await this.fetchMarketData(\n      params.marketId,\n      params.marginAccountId,\n    );\n  }\n\n  private async fetchMarketData(\n    marketId: number,\n    accountId: number,\n  ): Promise<TradeSimulationState> {\n    return this.accountClient.getTransactionSimulationInitialData({\n      marginAccountId: accountId,\n      marketId: marketId,\n    });\n  }\n\n  // Synchronous method to simulate operations\n  simulate(\n    params: IsolatedOrderSimulationSimulateParams,\n  ): SimulateIsolatedOrderEntity {\n    if (!this.loadedData) {\n      throw new Error('Data not loaded. Call arm() first.');\n    }\n\n    const amount = BigNumber(params.amount)\n      .div(\n        this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n          this.loadedData.marketConfiguration.market_id\n        ],\n      )\n      .toNumber();\n\n    const userAccountExposure = new ExposureCommand(\n      this.loadedData.exposureDataAccount.accountId,\n      this.loadedData.exposureDataAccount.rootCollateralPoolId,\n      this.loadedData.exposureDataAccount.oraclePricePerMarket,\n      this.loadedData.exposureDataAccount.accountBalancePerAsset,\n      this.loadedData.exposureDataAccount.groupedByCollateral,\n      this.loadedData.exposureDataAccount.riskMultipliers,\n      this.loadedData.exposureDataAccount.riskMatrices,\n      this.loadedData.exposureDataAccount.exchangeInfoPerAsset,\n      this.loadedData.exposureDataAccount.positionInfoMarketConfiguration,\n      this.loadedData.exposureDataAccount.uniqueTokenAddresses,\n      this.loadedData.exposureDataAccount.uniqueQuoteCollaterals,\n      this.loadedData.exposureDataAccount.tokenMarginInfoPerAsset,\n      this.loadedData.exposureDataAccount.realizedPnLSum,\n      this.loadedData.exposureDataAccount.unrealizedPnLSum,\n      this.loadedData.exposureDataAccount.collateralAddressToExchangePrice,\n    );\n\n    const passivePoolExposure = new ExposureCommand(\n      this.loadedData.exposureDataPassivePool.accountId,\n      this.loadedData.exposureDataPassivePool.rootCollateralPoolId,\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket,\n      this.loadedData.exposureDataPassivePool.accountBalancePerAsset,\n      this.loadedData.exposureDataPassivePool.groupedByCollateral,\n      this.loadedData.exposureDataPassivePool.riskMultipliers,\n      this.loadedData.exposureDataPassivePool.riskMatrices,\n      this.loadedData.exposureDataPassivePool.exchangeInfoPerAsset,\n      this.loadedData.exposureDataPassivePool.positionInfoMarketConfiguration,\n      this.loadedData.exposureDataPassivePool.uniqueTokenAddresses,\n      this.loadedData.exposureDataPassivePool.uniqueQuoteCollaterals,\n      this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset,\n      this.loadedData.exposureDataPassivePool.realizedPnLSum,\n      this.loadedData.exposureDataPassivePool.unrealizedPnLSum,\n      this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice,\n    );\n\n    const slippage = passivePoolExposure.getSlippage(\n      BigNumber(amount).negated().toNumber(),\n      this.loadedData.marketConfiguration,\n      this.loadedData.marketStorage,\n    );\n    const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n        this.loadedData.marketConfiguration.market_id\n      ],\n      slippage,\n    );\n\n    const fees = ExposureCommand.calculateFee(\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n        this.loadedData.marketConfiguration.market_id\n      ],\n      amount,\n      this.loadedData.feeParameter,\n    );\n\n    /*\n       amount of margin in rUSD terms that needs to be transferred from the source account to the destination account,\n       this value is equal to size in rUSD terms / leverage\n     */\n\n    const requiredMargin = BigNumber(params.amount)\n      .div(BigNumber(params.isolatedPositionLeverage))\n      .toNumber();\n\n    /*\n      max amount of margin in rUSD terms that can be transferred from the source account to the destination account\n      that performs the isolated position trade\n     */\n    const availableMargin =\n      userAccountExposure.getUsdNodeMarginInfo.initialDelta;\n\n    // todo: p1: handle multiple collateral token cases (currently hardcoding testnet rusd address)\n    const newMarginInfoSource =\n      userAccountExposure.getUsdNodeMarginInfoPostEditCollateral(\n        -requiredMargin,\n        '0x26Ee9DfB27f12990D90EC003af7c5E9C19eA2A4c',\n      );\n\n    /*\n     * Compute Isolated Account Liquidation Margin Requirement Post Transfer + Trade\n     * */\n    // todo: p2: consider abstracting into pure function + carefully test\n    const marketRiskMatrix =\n      this.loadedData.exposureDataAccount.riskMatrices[\n        this.loadedData.marketStorage.risk_block_id\n      ];\n    const marketDiagonalRiskParam =\n      marketRiskMatrix.matrix[\n        this.loadedData.marketConfiguration.risk_matrix_index\n      ][this.loadedData.marketConfiguration.risk_matrix_index];\n    const isolatedRiskMatrix: BigNumber[][] = [[marketDiagonalRiskParam]];\n    const isolatedFilledExposures: BigNumber[] = [BigNumber(params.amount)];\n\n    const isolatedLMR = ExposureCommand.computeLiquidationMarginRequirement(\n      isolatedRiskMatrix,\n      isolatedFilledExposures,\n    );\n\n    /*\n     * margin balance of the destination account is the requiredMargin which is expected to be transferred\n     * to the destination account that performs the isolated trade\n     * the liquidation price in this case is trying to estimate what the liquidation price would be all else equal for\n     * the market where the trade is being made by the isolated account that is going to be created as part of isolated\n     * trade operation\n     * */\n    const liquidationPrice = ExposureCommand.calculateLiquidation(\n      requiredMargin,\n      isolatedLMR,\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n        this.loadedData.marketConfiguration.market_id\n      ],\n      amount,\n    );\n\n    const marginRatio = ExposureCommand.getMarginRatio(newMarginInfoSource);\n\n    const marginRatioHealth = ExposureCommand.evaluateHealthStatus(\n      marginRatio,\n      newMarginInfoSource,\n    );\n\n    const baseSpacing = amountNormalizer(\n      this.loadedData.marketConfiguration.base_spacing,\n    ).toNumber();\n\n    const spotPrice =\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n        this.loadedData.marketConfiguration.market_id\n      ];\n    return {\n      estimatedPrice: estimatedPrice,\n      estimatedSlippage: slippage * 100,\n      fees: fees,\n      liquidationPrice: liquidationPrice.toNumber(),\n      marginRatio: marginRatio * 100,\n      marginRatioHealth: marginRatioHealth,\n      snappedAmount: this.roundToBaseSpacing(amount, baseSpacing) * spotPrice,\n      snappedAmountInBase: this.roundToBaseSpacing(amount, baseSpacing),\n      availableMargin: availableMargin,\n      requiredMargin: requiredMargin,\n    } as SimulateIsolatedOrderEntity;\n  }\n\n  convertValue(\n    params: IsolatedOrderSimulationConvertValueParams,\n  ): IsolatedOrderSimulationConvertValueResult {\n    if (!this.loadedData) {\n      throw new Error('Data not loaded. Call arm() first.');\n    }\n\n    if (!params.fromBase)\n      return BigNumber(params.amount)\n        .div(\n          this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n            this.loadedData.marketConfiguration.market_id\n          ],\n        )\n        .toNumber();\n    else\n      return BigNumber(params.amount)\n        .times(\n          this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n            this.loadedData.marketConfiguration.market_id\n          ],\n        )\n        .toNumber();\n  }\n\n  roundToBaseSpacing(amount: number, baseSpacing: number): number {\n    return Math.floor(amount / baseSpacing) * baseSpacing;\n  }\n}\n"]}
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{\n  SimulateIsolatedOrderEntity,\n  IsolatedOrderSimulationConvertValueParams,\n  IsolatedOrderSimulationConvertValueResult,\n  IsolatedOrderSimulationLoadDataParams,\n  IsolatedOrderSimulationSimulateParams,\n  LeverageBoundsAndAvailableMarginResult,\n} from './types';\nimport AccountClient from '../account';\nimport {\n  amountNormalizer,\n  ExposureCommand,\n  ExposureCommandState,\n  TradeSimulationState,\n} from '@reyaxyz/common';\nimport BigNumber from 'bignumber.js';\nimport { EditCollateralAction } from '@reyaxyz/common';\n\nexport default class IsolatedOrderSimulationClient {\n  private loadedData: TradeSimulationState | null = null;\n  private accountClient: AccountClient;\n  constructor(accountClient: AccountClient) {\n    // Constructor added\n    this.accountClient = accountClient;\n  }\n\n  // Method to asynchronously load data based on marketId and accountId\n  async arm(params: IsolatedOrderSimulationLoadDataParams): Promise<void> {\n    this.loadedData = await this.fetchMarketData(\n      params.marketId,\n      params.marginAccountId,\n    );\n  }\n\n  static genExposureCommandObject(\n    exposureCommandState: ExposureCommandState,\n  ): ExposureCommand {\n    return new ExposureCommand(\n      exposureCommandState.accountId,\n      exposureCommandState.rootCollateralPoolId,\n      exposureCommandState.oraclePricePerMarket,\n      exposureCommandState.accountBalancePerAsset,\n      exposureCommandState.groupedByCollateral,\n      exposureCommandState.riskMultipliers,\n      exposureCommandState.riskMatrices,\n      exposureCommandState.exchangeInfoPerAsset,\n      exposureCommandState.positionInfoMarketConfiguration,\n      exposureCommandState.uniqueTokenAddresses,\n      exposureCommandState.uniqueQuoteCollaterals,\n      exposureCommandState.tokenMarginInfoPerAsset,\n      exposureCommandState.realizedPnLSum,\n      exposureCommandState.unrealizedPnLSum,\n      exposureCommandState.collateralAddressToExchangePrice,\n    );\n  }\n\n  private async fetchMarketData(\n    marketId: number,\n    accountId: number,\n  ): Promise<TradeSimulationState> {\n    return this.accountClient.getTransactionSimulationInitialData({\n      marginAccountId: accountId,\n      marketId: marketId,\n    });\n  }\n\n  // Synchronous method to simulate operations\n  simulate(\n    params: IsolatedOrderSimulationSimulateParams,\n  ): SimulateIsolatedOrderEntity {\n    if (!this.loadedData) {\n      throw new Error('Data not loaded. Call arm() first.');\n    }\n\n    const amount = BigNumber(params.amount)\n      .div(\n        this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n          this.loadedData.marketConfiguration.market_id\n        ],\n      )\n      .toNumber();\n\n    const userAccountExposure =\n      IsolatedOrderSimulationClient.genExposureCommandObject(\n        this.loadedData.exposureDataAccount,\n      );\n\n    const passivePoolExposure =\n      IsolatedOrderSimulationClient.genExposureCommandObject(\n        this.loadedData.exposureDataPassivePool,\n      );\n\n    const slippage = passivePoolExposure.getSlippage(\n      BigNumber(amount).negated().toNumber(),\n      this.loadedData.marketConfiguration,\n      this.loadedData.marketStorage,\n    );\n    const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n        this.loadedData.marketConfiguration.market_id\n      ],\n      slippage,\n    );\n\n    const fees = ExposureCommand.calculateFee(\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n        this.loadedData.marketConfiguration.market_id\n      ],\n      amount,\n      this.loadedData.feeParameter,\n    );\n\n    /*\n       amount of margin in rUSD terms that needs to be transferred from the source account to the destination account,\n       this value is equal to size in rUSD terms / leverage\n     */\n\n    const requiredMargin = BigNumber(params.amount)\n      .div(BigNumber(params.isolatedPositionLeverage))\n      .toNumber();\n\n    const editCollateralActions: EditCollateralAction[] =\n      userAccountExposure.getEditCollateralActionsToCoverMargin(requiredMargin);\n\n    const newMarginInfoSource =\n      userAccountExposure.getUsdNodeMarginInfoPostEditCollaterals(\n        editCollateralActions,\n      );\n\n    /*\n     * Compute Isolated Account Liquidation Margin Requirement Post Transfer + Trade\n     * */\n\n    const isolatedLMR = this.calculateIsolatedLMR(params.amount);\n\n    /*\n     * margin balance of the destination account is the requiredMargin which is expected to be transferred\n     * to the destination account that performs the isolated trade\n     * the liquidation price in this case is trying to estimate what the liquidation price would be all else equal for\n     * the market where the trade is being made by the isolated account that is going to be created as part of isolated\n     * trade operation\n     * */\n    const liquidationPrice = ExposureCommand.calculateLiquidation(\n      requiredMargin,\n      isolatedLMR,\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n        this.loadedData.marketConfiguration.market_id\n      ],\n      amount,\n    );\n\n    const marginRatio = ExposureCommand.getMarginRatio(newMarginInfoSource);\n\n    const marginRatioHealth = ExposureCommand.evaluateHealthStatus(\n      marginRatio,\n      newMarginInfoSource,\n    );\n\n    const baseSpacing = amountNormalizer(\n      this.loadedData.marketConfiguration.base_spacing,\n    ).toNumber();\n\n    const spotPrice =\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n        this.loadedData.marketConfiguration.market_id\n      ];\n    return {\n      estimatedPrice: estimatedPrice,\n      estimatedSlippage: slippage * 100,\n      fees: fees,\n      liquidationPrice: liquidationPrice.toNumber(),\n      marginRatio: marginRatio * 100,\n      marginRatioHealth: marginRatioHealth,\n      snappedAmount: this.roundToBaseSpacing(amount, baseSpacing) * spotPrice,\n      snappedAmountInBase: this.roundToBaseSpacing(amount, baseSpacing),\n      requiredMargin: requiredMargin,\n      editCollateralActions: editCollateralActions,\n    } as SimulateIsolatedOrderEntity;\n  }\n\n  convertValue(\n    params: IsolatedOrderSimulationConvertValueParams,\n  ): IsolatedOrderSimulationConvertValueResult {\n    if (!this.loadedData) {\n      throw new Error('Data not loaded. Call arm() first.');\n    }\n\n    if (!params.fromBase)\n      return BigNumber(params.amount)\n        .div(\n          this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n            this.loadedData.marketConfiguration.market_id\n          ],\n        )\n        .toNumber();\n    else\n      return BigNumber(params.amount)\n        .times(\n          this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n            this.loadedData.marketConfiguration.market_id\n          ],\n        )\n        .toNumber();\n  }\n\n  roundToBaseSpacing(amount: number, baseSpacing: number): number {\n    return Math.floor(amount / baseSpacing) * baseSpacing;\n  }\n\n  calculateIsolatedLMR(isolatedExposure: number): number {\n    // todo: p2: consider removing the need to load the entire data just to get a few vars to calc leverage bounds\n    if (!this.loadedData) {\n      throw new Error('Data not loaded. Call arm() first.');\n    }\n    // todo: p2: carefully test\n    const marketRiskMatrix =\n      this.loadedData.exposureDataAccount.riskMatrices[\n        this.loadedData.marketStorage.risk_block_id\n      ];\n    const marketDiagonalRiskParam =\n      marketRiskMatrix.matrix[\n        this.loadedData.marketConfiguration.risk_matrix_index\n      ][this.loadedData.marketConfiguration.risk_matrix_index];\n    const isolatedRiskMatrix: BigNumber[][] = [[marketDiagonalRiskParam]];\n    const isolatedFilledExposures: BigNumber[] = [BigNumber(isolatedExposure)];\n\n    return ExposureCommand.computeLiquidationMarginRequirement(\n      isolatedRiskMatrix,\n      isolatedFilledExposures,\n    );\n  }\n  leverageBoundsAndAvailableMargin(\n    amountTradedInRusd: number,\n  ): LeverageBoundsAndAvailableMarginResult {\n    if (!this.loadedData) {\n      throw new Error('Data not loaded. Call arm() first.');\n    }\n    /*\n      and for completeness, if the available margin is too low then no point even showing any data as the\n      order of the user provided size is not supported\n      todo: p2: consider introducing buffer to the leverage (e.g. to account for the effect of trade on upnl\n      and actually depending on the size of the trade the estimated price would change -> different upnl\n      as upnl is calculated against oracle prioce + rpnl is also affected through the fees\n     * once the trader knows their trade size (in base & rusd terms), they should be able to toggle isolated trade flow\n     * which will prompt the user to choose a desired leverage value\n     * 0.1 can be hardcoded to be the min bound\n     * to get the maximum bound we need to calculate leverage that can be achieved when IMR is reached for position\n     * with 1 rUSD exposure in the market -> max leverage = 1/IMR\n     * */\n\n    // set max bound\n\n    const lmrUnitExposure = this.calculateIsolatedLMR(1);\n\n    const imrUnitExposure: BigNumber = amountNormalizer(\n      String(this.loadedData.exposureDataAccount.riskMultipliers.im_multiplier),\n    ).multipliedBy(lmrUnitExposure);\n\n    const maxBound = BigNumber(1).dividedBy(imrUnitExposure).toNumber();\n\n    // set min bound\n\n    const userAccountExposure =\n      IsolatedOrderSimulationClient.genExposureCommandObject(\n        this.loadedData.exposureDataAccount,\n      );\n\n    /*\n      max amount of margin in rUSD terms that can be transferred from the source account to the destination account\n      that performs the isolated position trade\n    */\n\n    const availableMargin =\n      userAccountExposure.getUsdNodeMarginInfo.initialDelta;\n\n    // todo: p2: how do we deal with edge cases where e.g. min bound > maxBound\n    const minBound = BigNumber(amountTradedInRusd)\n      .dividedBy(availableMargin)\n      .toNumber();\n\n    return {\n      minBound: minBound,\n      maxBound: maxBound,\n      availableMargin: availableMargin,\n    };\n  }\n}\n"]}

package/dist/clients/modules/isolated-order.simulation/types.js.map

@@ -1 +1 @@
-{"version":3,"file":"types.js","sourceRoot":"/","sources":["clients/modules/isolated-order.simulation/types.ts"],"names":[],"mappings":"","sourcesContent":["import { MarginAccountEntity, MarketEntity } from '@reyaxyz/common';\n\nexport type IsolatedOrderSimulationLoadDataParams = {\n  marketId: MarketEntity['id'];\n  marginAccountId: MarginAccountEntity['id'];\n};\n\nexport type IsolatedOrderSimulationSimulateParams = {\n  amount: number; // position size in rUSD terms, + for long | - for short\n  isolatedPositionLeverage: number; // leverage chosen for isolated position trade\n};\n\nexport type IsolatedOrderSimulationConvertValueParams = {\n  amount: number;\n  fromBase: boolean;\n};\n\nexport type SimulateIsolatedOrderEntity = {\n  liquidationPrice: number;\n  fees: number;\n  estimatedPrice: number;\n  estimatedSlippage: number;\n  marginRatio: MarginAccountEntity['marginRatioPercentage'];\n  marginRatioHealth: MarginAccountEntity['marginRatioHealth'];\n  snappedAmount: number;\n  snappedAmountInBase: number;\n  availableMargin: number;\n  requiredMargin: number;\n};\n\nexport type IsolatedOrderSimulationConvertValueResult = number;\n"]}
+{"version":3,"file":"types.js","sourceRoot":"/","sources":["clients/modules/isolated-order.simulation/types.ts"],"names":[],"mappings":"","sourcesContent":["import {\n  MarginAccountEntity,\n  MarketEntity,\n  EditCollateralAction,\n} from '@reyaxyz/common';\n\nexport type IsolatedOrderSimulationLoadDataParams = {\n  marketId: MarketEntity['id'];\n  marginAccountId: MarginAccountEntity['id'];\n};\n\nexport type IsolatedOrderSimulationSimulateParams = {\n  amount: number; // position size in rUSD terms, + for long | - for short\n  isolatedPositionLeverage: number; // leverage chosen for isolated position trade\n};\n\nexport type IsolatedOrderSimulationConvertValueParams = {\n  amount: number;\n  fromBase: boolean;\n};\n\nexport type SimulateIsolatedOrderEntity = {\n  liquidationPrice: number;\n  fees: number;\n  estimatedPrice: number;\n  estimatedSlippage: number;\n  marginRatio: MarginAccountEntity['marginRatioPercentage'];\n  marginRatioHealth: MarginAccountEntity['marginRatioHealth'];\n  snappedAmount: number;\n  snappedAmountInBase: number;\n  requiredMargin: number;\n  editCollateralActions: EditCollateralAction[];\n};\n\nexport type IsolatedOrderSimulationConvertValueResult = number;\n\nexport type LeverageBoundsAndAvailableMarginResult = {\n  minBound: number;\n  maxBound: number;\n  availableMargin: number;\n};\n"]}

package/dist/clients/modules/trade.simulation/index.js

@@ -88,31 +88,30 @@ var TradeSimulationClient = /** @class */ (function () {
             .toNumber();
         var userAccountExposure = new common_1.ExposureCommand(this.loadedData.exposureDataAccount.accountId, this.loadedData.exposureDataAccount.rootCollateralPoolId, this.loadedData.exposureDataAccount.oraclePricePerMarket, this.loadedData.exposureDataAccount.accountBalancePerAsset, this.loadedData.exposureDataAccount.groupedByCollateral, this.loadedData.exposureDataAccount.riskMultipliers, this.loadedData.exposureDataAccount.riskMatrices, this.loadedData.exposureDataAccount.exchangeInfoPerAsset, this.loadedData.exposureDataAccount.positionInfoMarketConfiguration, this.loadedData.exposureDataAccount.uniqueTokenAddresses, this.loadedData.exposureDataAccount.uniqueQuoteCollaterals, this.loadedData.exposureDataAccount.tokenMarginInfoPerAsset, this.loadedData.exposureDataAccount.realizedPnLSum, this.loadedData.exposureDataAccount.unrealizedPnLSum, this.loadedData.exposureDataAccount.collateralAddressToExchangePrice);
         var passivePoolExposure = new common_1.ExposureCommand(this.loadedData.exposureDataPassivePool.accountId, this.loadedData.exposureDataPassivePool.rootCollateralPoolId, this.loadedData.exposureDataPassivePool.oraclePricePerMarket, this.loadedData.exposureDataPassivePool.accountBalancePerAsset, this.loadedData.exposureDataPassivePool.groupedByCollateral, this.loadedData.exposureDataPassivePool.riskMultipliers, this.loadedData.exposureDataPassivePool.riskMatrices, this.loadedData.exposureDataPassivePool.exchangeInfoPerAsset, this.loadedData.exposureDataPassivePool.positionInfoMarketConfiguration, this.loadedData.exposureDataPassivePool.uniqueTokenAddresses, this.loadedData.exposureDataPassivePool.uniqueQuoteCollaterals, this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset, this.loadedData.exposureDataPassivePool.realizedPnLSum, this.loadedData.exposureDataPassivePool.unrealizedPnLSum, this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice);
+        /*
+          max amount of margin in rUSD terms that can be transferred from the source account to the destination account
+          that performs the isolated position trade (PRE TRADE)
+        */
+        var availableMargin = userAccountExposure.getUsdNodeMarginInfo.initialDelta;
         var slippage = passivePoolExposure.getSlippage((0, bignumber_js_1.default)(amount).negated().toNumber(), this.loadedData.marketConfiguration, this.loadedData.marketStorage);
         var estimatedPrice = common_1.ExposureCommand.calculateEstimatedPrice(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id], slippage);
         var fees = common_1.ExposureCommand.calculateFee(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id], amount, this.loadedData.feeParameter);
-        var oldMarginInfo = userAccountExposure.getUsdNodeMarginInfo;
-        var oldTokenMarginInfo = userAccountExposure.tokenMarginInfoPerAsset.find(function (marginInfo) {
-            var _a, _b;
-            return (marginInfo.assetAddress ===
-                ((_b = (_a = _this.loadedData) === null || _a === void 0 ? void 0 : _a.marketStorage) === null || _b === void 0 ? void 0 : _b.quote_collateral));
-        });
-        if (!oldTokenMarginInfo) {
-            throw new Error('Error performing simulation');
-        }
         var _a = userAccountExposure.getUsdNodeMarginInfoPostTrade(amount, this.loadedData.marketStorage.quote_collateral, this.loadedData.marketConfiguration, this.loadedData.marketStorage.risk_block_id), newMarginInfo = _a.usdNodeMarginInfo, tokenMarginInfoPerAsset = _a.tokenMarginInfoPerAsset;
-        var newTokenMarginInfo = tokenMarginInfoPerAsset.find(function (marginInfo) {
+        var newQuoteTokenMarginInfo = tokenMarginInfoPerAsset.find(function (marginInfo) {
             var _a, _b;
             return (marginInfo.assetAddress ===
                 ((_b = (_a = _this.loadedData) === null || _a === void 0 ? void 0 : _a.marketStorage) === null || _b === void 0 ? void 0 : _b.quote_collateral));
         });
-        if (!newTokenMarginInfo) {
+        if (!newQuoteTokenMarginInfo) {
             throw new Error('Error performing simulation');
         }
-        var impliedLeverage = common_1.ExposureCommand.calculateImpliedLeverage(amount *
-            this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id], oldMarginInfo.marginBalance - oldTokenMarginInfo.initialDelta, newMarginInfo.marginBalance - newTokenMarginInfo.initialDelta);
-        var postTradeImr = newMarginInfo.marginBalance - newTokenMarginInfo.initialDelta;
-        var liquidationPrice = common_1.ExposureCommand.calculateLiquidation(newMarginInfo.marginBalance, newTokenMarginInfo.liquidationMarginRequirement, this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id], amount);
+        /*
+         * Note, required margin is the initial margin requirement in rUSD terms of the account after the trade.
+         * margin balance rusd - initial delta rusd = margin balance rusd - (margin balance rusd - imr rusd) = imr rusd
+         * */
+        var requiredMargin = newQuoteTokenMarginInfo.marginBalance -
+            newQuoteTokenMarginInfo.initialDelta;
+        var liquidationPrice = common_1.ExposureCommand.calculateLiquidation(newMarginInfo.marginBalance, newQuoteTokenMarginInfo.liquidationMarginRequirement, this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id], amount);
         var marginRatio = common_1.ExposureCommand.getMarginRatio(newMarginInfo);
         var marginRatioHealth = common_1.ExposureCommand.evaluateHealthStatus(marginRatio, newMarginInfo);
         var baseSpacing = (0, common_1.amountNormalizer)(this.loadedData.marketConfiguration.base_spacing).toNumber();
@@ -121,11 +120,11 @@ var TradeSimulationClient = /** @class */ (function () {
             estimatedPrice: estimatedPrice,
             estimatedSlippage: slippage * 100,
             fees: fees,
-            impliedLeverage: impliedLeverage,
-            imr: postTradeImr,
             liquidationPrice: liquidationPrice.toNumber(),
             marginRatio: marginRatio * 100,
             marginRatioHealth: marginRatioHealth,
+            availableMargin: availableMargin,
+            requiredMargin: requiredMargin,
             snappedAmount: this.roundToBaseSpacing(amount, baseSpacing) * spotPrice,
             snappedAmountInBase: this.roundToBaseSpacing(amount, baseSpacing),
         };

package/dist/clients/modules/trade.simulation/index.js.map

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{\n  SimulateTradeEntity,\n  TradeSimulationConvertValueParams,\n  TradeSimulationConvertValueResult,\n  TradeSimulationLoadDataParams,\n  TradeSimulationSimulateParams,\n} from './types';\nimport AccountClient from '../account';\nimport {\n  amountNormalizer,\n  ExposureCommand,\n  MarginInfo,\n  TradeSimulationState,\n} from '@reyaxyz/common';\nimport BigNumber from 'bignumber.js';\n\nexport default class TradeSimulationClient {\n  private marketId: number | null = null;\n  private accountId: number | null = null;\n  private loadedData: TradeSimulationState | null = null;\n  private accountClient: AccountClient;\n  constructor(accountClient: AccountClient) {\n    // Constructor added\n    this.accountClient = accountClient;\n  }\n\n  // Method to asynchronously load data based on marketId and accountId\n  async arm(params: TradeSimulationLoadDataParams): Promise<void> {\n    this.marketId = params.marketId;\n    this.accountId = params.marginAccountId;\n\n    this.loadedData = await this.fetchMarketData(this.marketId, this.accountId);\n  }\n\n  private async fetchMarketData(\n    marketId: number,\n    accountId: number,\n  ): Promise<TradeSimulationState> {\n    return this.accountClient.getTransactionSimulationInitialData({\n      marginAccountId: accountId,\n      marketId: marketId,\n    });\n  }\n\n  // Synchronous method to simulate operations based on an amount\n  simulate(params: TradeSimulationSimulateParams): SimulateTradeEntity {\n    if (!this.loadedData) {\n      throw new Error('Data not loaded. Call arm() first.');\n    }\n\n    const amount = BigNumber(params.amount)\n      .div(\n        this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n          this.loadedData.marketConfiguration.market_id\n        ],\n      )\n      .toNumber();\n\n    const userAccountExposure = new ExposureCommand(\n      this.loadedData.exposureDataAccount.accountId,\n      this.loadedData.exposureDataAccount.rootCollateralPoolId,\n      this.loadedData.exposureDataAccount.oraclePricePerMarket,\n      this.loadedData.exposureDataAccount.accountBalancePerAsset,\n      this.loadedData.exposureDataAccount.groupedByCollateral,\n      this.loadedData.exposureDataAccount.riskMultipliers,\n      this.loadedData.exposureDataAccount.riskMatrices,\n      this.loadedData.exposureDataAccount.exchangeInfoPerAsset,\n      this.loadedData.exposureDataAccount.positionInfoMarketConfiguration,\n      this.loadedData.exposureDataAccount.uniqueTokenAddresses,\n      this.loadedData.exposureDataAccount.uniqueQuoteCollaterals,\n      this.loadedData.exposureDataAccount.tokenMarginInfoPerAsset,\n      this.loadedData.exposureDataAccount.realizedPnLSum,\n      this.loadedData.exposureDataAccount.unrealizedPnLSum,\n      this.loadedData.exposureDataAccount.collateralAddressToExchangePrice,\n    );\n\n    const passivePoolExposure = new ExposureCommand(\n      this.loadedData.exposureDataPassivePool.accountId,\n      this.loadedData.exposureDataPassivePool.rootCollateralPoolId,\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket,\n      this.loadedData.exposureDataPassivePool.accountBalancePerAsset,\n      this.loadedData.exposureDataPassivePool.groupedByCollateral,\n      this.loadedData.exposureDataPassivePool.riskMultipliers,\n      this.loadedData.exposureDataPassivePool.riskMatrices,\n      this.loadedData.exposureDataPassivePool.exchangeInfoPerAsset,\n      this.loadedData.exposureDataPassivePool.positionInfoMarketConfiguration,\n      this.loadedData.exposureDataPassivePool.uniqueTokenAddresses,\n      this.loadedData.exposureDataPassivePool.uniqueQuoteCollaterals,\n      this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset,\n      this.loadedData.exposureDataPassivePool.realizedPnLSum,\n      this.loadedData.exposureDataPassivePool.unrealizedPnLSum,\n      this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice,\n    );\n\n    const slippage = passivePoolExposure.getSlippage(\n      BigNumber(amount).negated().toNumber(),\n      this.loadedData.marketConfiguration,\n      this.loadedData.marketStorage,\n    );\n    const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n        this.loadedData.marketConfiguration.market_id\n      ],\n      slippage,\n    );\n    const fees = ExposureCommand.calculateFee(\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n        this.loadedData.marketConfiguration.market_id\n      ],\n      amount,\n      this.loadedData.feeParameter,\n    );\n\n    const oldMarginInfo = userAccountExposure.getUsdNodeMarginInfo;\n\n    const oldTokenMarginInfo = userAccountExposure.tokenMarginInfoPerAsset.find(\n      (marginInfo: MarginInfo) => {\n        return (\n          marginInfo.assetAddress ===\n          this.loadedData?.marketStorage?.quote_collateral\n        );\n      },\n    );\n    if (!oldTokenMarginInfo) {\n      throw new Error('Error performing simulation');\n    }\n\n    const { usdNodeMarginInfo: newMarginInfo, tokenMarginInfoPerAsset } =\n      userAccountExposure.getUsdNodeMarginInfoPostTrade(\n        amount,\n        this.loadedData.marketStorage.quote_collateral,\n        this.loadedData.marketConfiguration,\n        this.loadedData.marketStorage.risk_block_id,\n      );\n\n    const newTokenMarginInfo = tokenMarginInfoPerAsset.find(\n      (marginInfo: MarginInfo) => {\n        return (\n          marginInfo.assetAddress ===\n          this.loadedData?.marketStorage?.quote_collateral\n        );\n      },\n    );\n\n    if (!newTokenMarginInfo) {\n      throw new Error('Error performing simulation');\n    }\n\n    const impliedLeverage = ExposureCommand.calculateImpliedLeverage(\n      amount *\n        this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n          this.loadedData.marketConfiguration.market_id\n        ],\n      oldMarginInfo.marginBalance - oldTokenMarginInfo.initialDelta,\n      newMarginInfo.marginBalance - newTokenMarginInfo.initialDelta,\n    );\n\n    const postTradeImr =\n      newMarginInfo.marginBalance - newTokenMarginInfo.initialDelta;\n\n    const liquidationPrice = ExposureCommand.calculateLiquidation(\n      newMarginInfo.marginBalance,\n      newTokenMarginInfo.liquidationMarginRequirement,\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n        this.loadedData.marketConfiguration.market_id\n      ],\n      amount,\n    );\n\n    const marginRatio = ExposureCommand.getMarginRatio(newMarginInfo);\n\n    const marginRatioHealth = ExposureCommand.evaluateHealthStatus(\n      marginRatio,\n      newMarginInfo,\n    );\n\n    const baseSpacing = amountNormalizer(\n      this.loadedData.marketConfiguration.base_spacing,\n    ).toNumber();\n\n    const spotPrice =\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n        this.loadedData.marketConfiguration.market_id\n      ];\n    return {\n      estimatedPrice: estimatedPrice,\n      estimatedSlippage: slippage * 100,\n      fees: fees,\n      impliedLeverage: impliedLeverage,\n      imr: postTradeImr,\n      liquidationPrice: liquidationPrice.toNumber(),\n      marginRatio: marginRatio * 100,\n      marginRatioHealth: marginRatioHealth,\n      snappedAmount: this.roundToBaseSpacing(amount, baseSpacing) * spotPrice,\n      snappedAmountInBase: this.roundToBaseSpacing(amount, baseSpacing),\n    } as SimulateTradeEntity;\n  }\n\n  convertValue(\n    params: TradeSimulationConvertValueParams,\n  ): TradeSimulationConvertValueResult {\n    if (!this.loadedData) {\n      throw new Error('Data not loaded. Call arm() first.');\n    }\n\n    if (!params.fromBase)\n      return BigNumber(params.amount)\n        .div(\n          this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n            this.loadedData.marketConfiguration.market_id\n          ],\n        )\n        .toNumber();\n    else\n      return BigNumber(params.amount)\n        .times(\n          this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n            this.loadedData.marketConfiguration.market_id\n          ],\n        )\n        .toNumber();\n  }\n\n  roundToBaseSpacing(amount: number, baseSpacing: number): number {\n    return Math.floor(amount / baseSpacing) * baseSpacing;\n  }\n}\n"]}
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{\n  SimulateTradeEntity,\n  TradeSimulationConvertValueParams,\n  TradeSimulationConvertValueResult,\n  TradeSimulationLoadDataParams,\n  TradeSimulationSimulateParams,\n} from './types';\nimport AccountClient from '../account';\nimport {\n  amountNormalizer,\n  ExposureCommand,\n  MarginInfo,\n  TradeSimulationState,\n} from '@reyaxyz/common';\nimport BigNumber from 'bignumber.js';\n\nexport default class TradeSimulationClient {\n  private marketId: number | null = null;\n  private accountId: number | null = null;\n  private loadedData: TradeSimulationState | null = null;\n  private accountClient: AccountClient;\n  constructor(accountClient: AccountClient) {\n    // Constructor added\n    this.accountClient = accountClient;\n  }\n\n  // Method to asynchronously load data based on marketId and accountId\n  async arm(params: TradeSimulationLoadDataParams): Promise<void> {\n    this.marketId = params.marketId;\n    this.accountId = params.marginAccountId;\n\n    this.loadedData = await this.fetchMarketData(this.marketId, this.accountId);\n  }\n\n  private async fetchMarketData(\n    marketId: number,\n    accountId: number,\n  ): Promise<TradeSimulationState> {\n    return this.accountClient.getTransactionSimulationInitialData({\n      marginAccountId: accountId,\n      marketId: marketId,\n    });\n  }\n\n  // Synchronous method to simulate operations based on an amount\n  simulate(params: TradeSimulationSimulateParams): SimulateTradeEntity {\n    if (!this.loadedData) {\n      throw new Error('Data not loaded. Call arm() first.');\n    }\n\n    const amount = BigNumber(params.amount)\n      .div(\n        this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n          this.loadedData.marketConfiguration.market_id\n        ],\n      )\n      .toNumber();\n\n    const userAccountExposure = new ExposureCommand(\n      this.loadedData.exposureDataAccount.accountId,\n      this.loadedData.exposureDataAccount.rootCollateralPoolId,\n      this.loadedData.exposureDataAccount.oraclePricePerMarket,\n      this.loadedData.exposureDataAccount.accountBalancePerAsset,\n      this.loadedData.exposureDataAccount.groupedByCollateral,\n      this.loadedData.exposureDataAccount.riskMultipliers,\n      this.loadedData.exposureDataAccount.riskMatrices,\n      this.loadedData.exposureDataAccount.exchangeInfoPerAsset,\n      this.loadedData.exposureDataAccount.positionInfoMarketConfiguration,\n      this.loadedData.exposureDataAccount.uniqueTokenAddresses,\n      this.loadedData.exposureDataAccount.uniqueQuoteCollaterals,\n      this.loadedData.exposureDataAccount.tokenMarginInfoPerAsset,\n      this.loadedData.exposureDataAccount.realizedPnLSum,\n      this.loadedData.exposureDataAccount.unrealizedPnLSum,\n      this.loadedData.exposureDataAccount.collateralAddressToExchangePrice,\n    );\n\n    const passivePoolExposure = new ExposureCommand(\n      this.loadedData.exposureDataPassivePool.accountId,\n      this.loadedData.exposureDataPassivePool.rootCollateralPoolId,\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket,\n      this.loadedData.exposureDataPassivePool.accountBalancePerAsset,\n      this.loadedData.exposureDataPassivePool.groupedByCollateral,\n      this.loadedData.exposureDataPassivePool.riskMultipliers,\n      this.loadedData.exposureDataPassivePool.riskMatrices,\n      this.loadedData.exposureDataPassivePool.exchangeInfoPerAsset,\n      this.loadedData.exposureDataPassivePool.positionInfoMarketConfiguration,\n      this.loadedData.exposureDataPassivePool.uniqueTokenAddresses,\n      this.loadedData.exposureDataPassivePool.uniqueQuoteCollaterals,\n      this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset,\n      this.loadedData.exposureDataPassivePool.realizedPnLSum,\n      this.loadedData.exposureDataPassivePool.unrealizedPnLSum,\n      this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice,\n    );\n\n    /*\n      max amount of margin in rUSD terms that can be transferred from the source account to the destination account\n      that performs the isolated position trade (PRE TRADE)\n    */\n\n    const availableMargin =\n      userAccountExposure.getUsdNodeMarginInfo.initialDelta;\n\n    const slippage = passivePoolExposure.getSlippage(\n      BigNumber(amount).negated().toNumber(),\n      this.loadedData.marketConfiguration,\n      this.loadedData.marketStorage,\n    );\n    const estimatedPrice = ExposureCommand.calculateEstimatedPrice(\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n        this.loadedData.marketConfiguration.market_id\n      ],\n      slippage,\n    );\n    const fees = ExposureCommand.calculateFee(\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n        this.loadedData.marketConfiguration.market_id\n      ],\n      amount,\n      this.loadedData.feeParameter,\n    );\n\n    const { usdNodeMarginInfo: newMarginInfo, tokenMarginInfoPerAsset } =\n      userAccountExposure.getUsdNodeMarginInfoPostTrade(\n        amount,\n        this.loadedData.marketStorage.quote_collateral,\n        this.loadedData.marketConfiguration,\n        this.loadedData.marketStorage.risk_block_id,\n      );\n\n    const newQuoteTokenMarginInfo = tokenMarginInfoPerAsset.find(\n      (marginInfo: MarginInfo) => {\n        return (\n          marginInfo.assetAddress ===\n          this.loadedData?.marketStorage?.quote_collateral\n        );\n      },\n    );\n\n    if (!newQuoteTokenMarginInfo) {\n      throw new Error('Error performing simulation');\n    }\n\n    /*\n     * Note, required margin is the initial margin requirement in rUSD terms of the account after the trade.\n     * margin balance rusd - initial delta rusd = margin balance rusd - (margin balance rusd - imr rusd) = imr rusd\n     * */\n\n    const requiredMargin =\n      newQuoteTokenMarginInfo.marginBalance -\n      newQuoteTokenMarginInfo.initialDelta;\n\n    const liquidationPrice = ExposureCommand.calculateLiquidation(\n      newMarginInfo.marginBalance,\n      newQuoteTokenMarginInfo.liquidationMarginRequirement,\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n        this.loadedData.marketConfiguration.market_id\n      ],\n      amount,\n    );\n\n    const marginRatio = ExposureCommand.getMarginRatio(newMarginInfo);\n\n    const marginRatioHealth = ExposureCommand.evaluateHealthStatus(\n      marginRatio,\n      newMarginInfo,\n    );\n\n    const baseSpacing = amountNormalizer(\n      this.loadedData.marketConfiguration.base_spacing,\n    ).toNumber();\n\n    const spotPrice =\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n        this.loadedData.marketConfiguration.market_id\n      ];\n\n    return {\n      estimatedPrice: estimatedPrice,\n      estimatedSlippage: slippage * 100,\n      fees: fees,\n      liquidationPrice: liquidationPrice.toNumber(),\n      marginRatio: marginRatio * 100,\n      marginRatioHealth: marginRatioHealth,\n      availableMargin: availableMargin,\n      requiredMargin: requiredMargin,\n      snappedAmount: this.roundToBaseSpacing(amount, baseSpacing) * spotPrice,\n      snappedAmountInBase: this.roundToBaseSpacing(amount, baseSpacing),\n    } as SimulateTradeEntity;\n  }\n\n  convertValue(\n    params: TradeSimulationConvertValueParams,\n  ): TradeSimulationConvertValueResult {\n    if (!this.loadedData) {\n      throw new Error('Data not loaded. Call arm() first.');\n    }\n\n    if (!params.fromBase)\n      return BigNumber(params.amount)\n        .div(\n          this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n            this.loadedData.marketConfiguration.market_id\n          ],\n        )\n        .toNumber();\n    else\n      return BigNumber(params.amount)\n        .times(\n          this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n            this.loadedData.marketConfiguration.market_id\n          ],\n        )\n        .toNumber();\n  }\n\n  roundToBaseSpacing(amount: number, baseSpacing: number): number {\n    return Math.floor(amount / baseSpacing) * baseSpacing;\n  }\n}\n"]}

package/dist/clients/modules/trade.simulation/types.js.map

@@ -1 +1 @@
-{"version":3,"file":"types.js","sourceRoot":"/","sources":["clients/modules/trade.simulation/types.ts"],"names":[],"mappings":"","sourcesContent":["import { MarginAccountEntity, MarketEntity } from '@reyaxyz/common';\n\nexport type TradeSimulationLoadDataParams = {\n  marketId: MarketEntity['id'];\n  marginAccountId: MarginAccountEntity['id'];\n};\n\nexport type TradeSimulationSimulateParams = {\n  amount: number; // position size, + for long | - for short\n};\n\nexport type TradeSimulationConvertValueParams = {\n  amount: number;\n  fromBase: boolean;\n};\n\nexport type SimulateTradeEntity = {\n  liquidationPrice: number;\n  fees: number;\n  estimatedPrice: number;\n  estimatedSlippage: number;\n  imr: number;\n  impliedLeverage: number;\n  marginRatio: MarginAccountEntity['marginRatioPercentage'];\n  marginRatioHealth: MarginAccountEntity['marginRatioHealth'];\n  snappedAmount: number;\n  snappedAmountInBase: number;\n};\n\nexport type TradeSimulationConvertValueResult = number;\n"]}
+{"version":3,"file":"types.js","sourceRoot":"/","sources":["clients/modules/trade.simulation/types.ts"],"names":[],"mappings":"","sourcesContent":["import { MarginAccountEntity, MarketEntity } from '@reyaxyz/common';\n\nexport type TradeSimulationLoadDataParams = {\n  marketId: MarketEntity['id'];\n  marginAccountId: MarginAccountEntity['id'];\n};\n\nexport type TradeSimulationSimulateParams = {\n  amount: number; // position size, + for long | - for short\n};\n\nexport type TradeSimulationConvertValueParams = {\n  amount: number;\n  fromBase: boolean;\n};\n\nexport type SimulateTradeEntity = {\n  liquidationPrice: number;\n  fees: number;\n  estimatedPrice: number;\n  estimatedSlippage: number;\n  marginRatio: MarginAccountEntity['marginRatioPercentage'];\n  marginRatioHealth: MarginAccountEntity['marginRatioHealth'];\n  availableMargin: number;\n  requiredMargin: number;\n  snappedAmount: number;\n  snappedAmountInBase: number;\n};\n\nexport type TradeSimulationConvertValueResult = number;\n"]}

package/dist/types/clients/modules/isolated-order.simulation/index.d.ts

@@ -1,13 +1,17 @@
-import { SimulateIsolatedOrderEntity, IsolatedOrderSimulationConvertValueParams, IsolatedOrderSimulationConvertValueResult, IsolatedOrderSimulationLoadDataParams, IsolatedOrderSimulationSimulateParams } from './types';
+import { SimulateIsolatedOrderEntity, IsolatedOrderSimulationConvertValueParams, IsolatedOrderSimulationConvertValueResult, IsolatedOrderSimulationLoadDataParams, IsolatedOrderSimulationSimulateParams, LeverageBoundsAndAvailableMarginResult } from './types';
 import AccountClient from '../account';
+import { ExposureCommand, ExposureCommandState } from '@reyaxyz/common';
 export default class IsolatedOrderSimulationClient {
     private loadedData;
     private accountClient;
     constructor(accountClient: AccountClient);
     arm(params: IsolatedOrderSimulationLoadDataParams): Promise<void>;
+    static genExposureCommandObject(exposureCommandState: ExposureCommandState): ExposureCommand;
     private fetchMarketData;
     simulate(params: IsolatedOrderSimulationSimulateParams): SimulateIsolatedOrderEntity;
     convertValue(params: IsolatedOrderSimulationConvertValueParams): IsolatedOrderSimulationConvertValueResult;
     roundToBaseSpacing(amount: number, baseSpacing: number): number;
+    calculateIsolatedLMR(isolatedExposure: number): number;
+    leverageBoundsAndAvailableMargin(amountTradedInRusd: number): LeverageBoundsAndAvailableMarginResult;
 }
 //# sourceMappingURL=index.d.ts.map

package/dist/types/clients/modules/isolated-order.simulation/index.d.ts.map

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package/dist/types/clients/modules/isolated-order.simulation/types.d.ts

@@ -1,4 +1,4 @@
-import { MarginAccountEntity, MarketEntity } from '@reyaxyz/common';
+import { MarginAccountEntity, MarketEntity, EditCollateralAction } from '@reyaxyz/common';
 export type IsolatedOrderSimulationLoadDataParams = {
     marketId: MarketEntity['id'];
     marginAccountId: MarginAccountEntity['id'];
@@ -20,8 +20,13 @@ export type SimulateIsolatedOrderEntity = {
     marginRatioHealth: MarginAccountEntity['marginRatioHealth'];
     snappedAmount: number;
     snappedAmountInBase: number;
-    availableMargin: number;
     requiredMargin: number;
+    editCollateralActions: EditCollateralAction[];
 };
 export type IsolatedOrderSimulationConvertValueResult = number;
+export type LeverageBoundsAndAvailableMarginResult = {
+    minBound: number;
+    maxBound: number;
+    availableMargin: number;
+};
 //# sourceMappingURL=types.d.ts.map

package/dist/types/clients/modules/isolated-order.simulation/types.d.ts.map

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package/dist/types/clients/modules/trade.simulation/index.d.ts.map

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package/dist/types/clients/modules/trade.simulation/types.d.ts

@@ -15,10 +15,10 @@ export type SimulateTradeEntity = {
     fees: number;
     estimatedPrice: number;
     estimatedSlippage: number;
-    imr: number;
-    impliedLeverage: number;
     marginRatio: MarginAccountEntity['marginRatioPercentage'];
     marginRatioHealth: MarginAccountEntity['marginRatioHealth'];
+    availableMargin: number;
+    requiredMargin: number;
     snappedAmount: number;
     snappedAmountInBase: number;
 };

package/dist/types/clients/modules/trade.simulation/types.d.ts.map

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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@reyaxyz/api-sdk",
-  "version": "0.73.2",
+  "version": "0.74.0",
   "publishConfig": {
     "access": "public",
     "registry": "https://registry.npmjs.org"
@@ -33,9 +33,9 @@
     "generate:coverage-badges": "npx istanbul-badges-readme --silent"
   },
   "dependencies": {
-    "@reyaxyz/common": "0.82.0",
+    "@reyaxyz/common": "0.84.0",
     "bignumber.js": "^9.1.2"
   },
   "packageManager": "pnpm@8.3.1",
-  "gitHead": "e684daf29377b0e1347c62e54b7d42fe667795e5"
+  "gitHead": "29a00168492dd0fd9b0fea958196b6eae689543c"
 }

package/src/clients/modules/isolated-order.simulation/index.ts

@@ -4,14 +4,17 @@ import {
   IsolatedOrderSimulationConvertValueResult,
   IsolatedOrderSimulationLoadDataParams,
   IsolatedOrderSimulationSimulateParams,
+  LeverageBoundsAndAvailableMarginResult,
 } from './types';
 import AccountClient from '../account';
 import {
   amountNormalizer,
   ExposureCommand,
+  ExposureCommandState,
   TradeSimulationState,
 } from '@reyaxyz/common';
 import BigNumber from 'bignumber.js';
+import { EditCollateralAction } from '@reyaxyz/common';
 
 export default class IsolatedOrderSimulationClient {
   private loadedData: TradeSimulationState | null = null;
@@ -29,6 +32,28 @@ export default class IsolatedOrderSimulationClient {
     );
   }
 
+  static genExposureCommandObject(
+    exposureCommandState: ExposureCommandState,
+  ): ExposureCommand {
+    return new ExposureCommand(
+      exposureCommandState.accountId,
+      exposureCommandState.rootCollateralPoolId,
+      exposureCommandState.oraclePricePerMarket,
+      exposureCommandState.accountBalancePerAsset,
+      exposureCommandState.groupedByCollateral,
+      exposureCommandState.riskMultipliers,
+      exposureCommandState.riskMatrices,
+      exposureCommandState.exchangeInfoPerAsset,
+      exposureCommandState.positionInfoMarketConfiguration,
+      exposureCommandState.uniqueTokenAddresses,
+      exposureCommandState.uniqueQuoteCollaterals,
+      exposureCommandState.tokenMarginInfoPerAsset,
+      exposureCommandState.realizedPnLSum,
+      exposureCommandState.unrealizedPnLSum,
+      exposureCommandState.collateralAddressToExchangePrice,
+    );
+  }
+
   private async fetchMarketData(
     marketId: number,
     accountId: number,
@@ -55,41 +80,15 @@ export default class IsolatedOrderSimulationClient {
       )
       .toNumber();
 
-    const userAccountExposure = new ExposureCommand(
-      this.loadedData.exposureDataAccount.accountId,
-      this.loadedData.exposureDataAccount.rootCollateralPoolId,
-      this.loadedData.exposureDataAccount.oraclePricePerMarket,
-      this.loadedData.exposureDataAccount.accountBalancePerAsset,
-      this.loadedData.exposureDataAccount.groupedByCollateral,
-      this.loadedData.exposureDataAccount.riskMultipliers,
-      this.loadedData.exposureDataAccount.riskMatrices,
-      this.loadedData.exposureDataAccount.exchangeInfoPerAsset,
-      this.loadedData.exposureDataAccount.positionInfoMarketConfiguration,
-      this.loadedData.exposureDataAccount.uniqueTokenAddresses,
-      this.loadedData.exposureDataAccount.uniqueQuoteCollaterals,
-      this.loadedData.exposureDataAccount.tokenMarginInfoPerAsset,
-      this.loadedData.exposureDataAccount.realizedPnLSum,
-      this.loadedData.exposureDataAccount.unrealizedPnLSum,
-      this.loadedData.exposureDataAccount.collateralAddressToExchangePrice,
-    );
+    const userAccountExposure =
+      IsolatedOrderSimulationClient.genExposureCommandObject(
+        this.loadedData.exposureDataAccount,
+      );
 
-    const passivePoolExposure = new ExposureCommand(
-      this.loadedData.exposureDataPassivePool.accountId,
-      this.loadedData.exposureDataPassivePool.rootCollateralPoolId,
-      this.loadedData.exposureDataPassivePool.oraclePricePerMarket,
-      this.loadedData.exposureDataPassivePool.accountBalancePerAsset,
-      this.loadedData.exposureDataPassivePool.groupedByCollateral,
-      this.loadedData.exposureDataPassivePool.riskMultipliers,
-      this.loadedData.exposureDataPassivePool.riskMatrices,
-      this.loadedData.exposureDataPassivePool.exchangeInfoPerAsset,
-      this.loadedData.exposureDataPassivePool.positionInfoMarketConfiguration,
-      this.loadedData.exposureDataPassivePool.uniqueTokenAddresses,
-      this.loadedData.exposureDataPassivePool.uniqueQuoteCollaterals,
-      this.loadedData.exposureDataPassivePool.tokenMarginInfoPerAsset,
-      this.loadedData.exposureDataPassivePool.realizedPnLSum,
-      this.loadedData.exposureDataPassivePool.unrealizedPnLSum,
-      this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice,
-    );
+    const passivePoolExposure =
+      IsolatedOrderSimulationClient.genExposureCommandObject(
+        this.loadedData.exposureDataPassivePool,
+      );
 
     const slippage = passivePoolExposure.getSlippage(
       BigNumber(amount).negated().toNumber(),
@@ -120,39 +119,19 @@ export default class IsolatedOrderSimulationClient {
       .div(BigNumber(params.isolatedPositionLeverage))
       .toNumber();
 
-    /*
-      max amount of margin in rUSD terms that can be transferred from the source account to the destination account
-      that performs the isolated position trade
-     */
-    const availableMargin =
-      userAccountExposure.getUsdNodeMarginInfo.initialDelta;
+    const editCollateralActions: EditCollateralAction[] =
+      userAccountExposure.getEditCollateralActionsToCoverMargin(requiredMargin);
 
-    // todo: p1: handle multiple collateral token cases (currently hardcoding testnet rusd address)
     const newMarginInfoSource =
-      userAccountExposure.getUsdNodeMarginInfoPostEditCollateral(
-        -requiredMargin,
-        '0x26Ee9DfB27f12990D90EC003af7c5E9C19eA2A4c',
+      userAccountExposure.getUsdNodeMarginInfoPostEditCollaterals(
+        editCollateralActions,
       );
 
     /*
      * Compute Isolated Account Liquidation Margin Requirement Post Transfer + Trade
      * */
-    // todo: p2: consider abstracting into pure function + carefully test
-    const marketRiskMatrix =
-      this.loadedData.exposureDataAccount.riskMatrices[
-        this.loadedData.marketStorage.risk_block_id
-      ];
-    const marketDiagonalRiskParam =
-      marketRiskMatrix.matrix[
-        this.loadedData.marketConfiguration.risk_matrix_index
-      ][this.loadedData.marketConfiguration.risk_matrix_index];
-    const isolatedRiskMatrix: BigNumber[][] = [[marketDiagonalRiskParam]];
-    const isolatedFilledExposures: BigNumber[] = [BigNumber(params.amount)];
 
-    const isolatedLMR = ExposureCommand.computeLiquidationMarginRequirement(
-      isolatedRiskMatrix,
-      isolatedFilledExposures,
-    );
+    const isolatedLMR = this.calculateIsolatedLMR(params.amount);
 
     /*
      * margin balance of the destination account is the requiredMargin which is expected to be transferred
@@ -194,8 +173,8 @@ export default class IsolatedOrderSimulationClient {
       marginRatioHealth: marginRatioHealth,
       snappedAmount: this.roundToBaseSpacing(amount, baseSpacing) * spotPrice,
       snappedAmountInBase: this.roundToBaseSpacing(amount, baseSpacing),
-      availableMargin: availableMargin,
       requiredMargin: requiredMargin,
+      editCollateralActions: editCollateralActions,
     } as SimulateIsolatedOrderEntity;
   }
 
@@ -227,4 +206,82 @@ export default class IsolatedOrderSimulationClient {
   roundToBaseSpacing(amount: number, baseSpacing: number): number {
     return Math.floor(amount / baseSpacing) * baseSpacing;
   }
+
+  calculateIsolatedLMR(isolatedExposure: number): number {
+    // todo: p2: consider removing the need to load the entire data just to get a few vars to calc leverage bounds
+    if (!this.loadedData) {
+      throw new Error('Data not loaded. Call arm() first.');
+    }
+    // todo: p2: carefully test
+    const marketRiskMatrix =
+      this.loadedData.exposureDataAccount.riskMatrices[
+        this.loadedData.marketStorage.risk_block_id
+      ];
+    const marketDiagonalRiskParam =
+      marketRiskMatrix.matrix[
+        this.loadedData.marketConfiguration.risk_matrix_index
+      ][this.loadedData.marketConfiguration.risk_matrix_index];
+    const isolatedRiskMatrix: BigNumber[][] = [[marketDiagonalRiskParam]];
+    const isolatedFilledExposures: BigNumber[] = [BigNumber(isolatedExposure)];
+
+    return ExposureCommand.computeLiquidationMarginRequirement(
+      isolatedRiskMatrix,
+      isolatedFilledExposures,
+    );
+  }
+  leverageBoundsAndAvailableMargin(
+    amountTradedInRusd: number,
+  ): LeverageBoundsAndAvailableMarginResult {
+    if (!this.loadedData) {
+      throw new Error('Data not loaded. Call arm() first.');
+    }
+    /*
+      and for completeness, if the available margin is too low then no point even showing any data as the
+      order of the user provided size is not supported
+      todo: p2: consider introducing buffer to the leverage (e.g. to account for the effect of trade on upnl
+      and actually depending on the size of the trade the estimated price would change -> different upnl
+      as upnl is calculated against oracle prioce + rpnl is also affected through the fees
+     * once the trader knows their trade size (in base & rusd terms), they should be able to toggle isolated trade flow
+     * which will prompt the user to choose a desired leverage value
+     * 0.1 can be hardcoded to be the min bound
+     * to get the maximum bound we need to calculate leverage that can be achieved when IMR is reached for position
+     * with 1 rUSD exposure in the market -> max leverage = 1/IMR
+     * */
+
+    // set max bound
+
+    const lmrUnitExposure = this.calculateIsolatedLMR(1);
+
+    const imrUnitExposure: BigNumber = amountNormalizer(
+      String(this.loadedData.exposureDataAccount.riskMultipliers.im_multiplier),
+    ).multipliedBy(lmrUnitExposure);
+
+    const maxBound = BigNumber(1).dividedBy(imrUnitExposure).toNumber();
+
+    // set min bound
+
+    const userAccountExposure =
+      IsolatedOrderSimulationClient.genExposureCommandObject(
+        this.loadedData.exposureDataAccount,
+      );
+
+    /*
+      max amount of margin in rUSD terms that can be transferred from the source account to the destination account
+      that performs the isolated position trade
+    */
+
+    const availableMargin =
+      userAccountExposure.getUsdNodeMarginInfo.initialDelta;
+
+    // todo: p2: how do we deal with edge cases where e.g. min bound > maxBound
+    const minBound = BigNumber(amountTradedInRusd)
+      .dividedBy(availableMargin)
+      .toNumber();
+
+    return {
+      minBound: minBound,
+      maxBound: maxBound,
+      availableMargin: availableMargin,
+    };
+  }
 }

package/src/clients/modules/isolated-order.simulation/types.ts

@@ -1,4 +1,8 @@
-import { MarginAccountEntity, MarketEntity } from '@reyaxyz/common';
+import {
+  MarginAccountEntity,
+  MarketEntity,
+  EditCollateralAction,
+} from '@reyaxyz/common';
 
 export type IsolatedOrderSimulationLoadDataParams = {
   marketId: MarketEntity['id'];
@@ -24,8 +28,14 @@ export type SimulateIsolatedOrderEntity = {
   marginRatioHealth: MarginAccountEntity['marginRatioHealth'];
   snappedAmount: number;
   snappedAmountInBase: number;
-  availableMargin: number;
   requiredMargin: number;
+  editCollateralActions: EditCollateralAction[];
 };
 
 export type IsolatedOrderSimulationConvertValueResult = number;
+
+export type LeverageBoundsAndAvailableMarginResult = {
+  minBound: number;
+  maxBound: number;
+  availableMargin: number;
+};

package/src/clients/modules/trade.simulation/index.ts

@@ -92,6 +92,14 @@ export default class TradeSimulationClient {
       this.loadedData.exposureDataPassivePool.collateralAddressToExchangePrice,
     );
 
+    /*
+      max amount of margin in rUSD terms that can be transferred from the source account to the destination account
+      that performs the isolated position trade (PRE TRADE)
+    */
+
+    const availableMargin =
+      userAccountExposure.getUsdNodeMarginInfo.initialDelta;
+
     const slippage = passivePoolExposure.getSlippage(
       BigNumber(amount).negated().toNumber(),
       this.loadedData.marketConfiguration,
@@ -111,20 +119,6 @@ export default class TradeSimulationClient {
       this.loadedData.feeParameter,
     );
 
-    const oldMarginInfo = userAccountExposure.getUsdNodeMarginInfo;
-
-    const oldTokenMarginInfo = userAccountExposure.tokenMarginInfoPerAsset.find(
-      (marginInfo: MarginInfo) => {
-        return (
-          marginInfo.assetAddress ===
-          this.loadedData?.marketStorage?.quote_collateral
-        );
-      },
-    );
-    if (!oldTokenMarginInfo) {
-      throw new Error('Error performing simulation');
-    }
-
     const { usdNodeMarginInfo: newMarginInfo, tokenMarginInfoPerAsset } =
       userAccountExposure.getUsdNodeMarginInfoPostTrade(
         amount,
@@ -133,7 +127,7 @@ export default class TradeSimulationClient {
         this.loadedData.marketStorage.risk_block_id,
       );
 
-    const newTokenMarginInfo = tokenMarginInfoPerAsset.find(
+    const newQuoteTokenMarginInfo = tokenMarginInfoPerAsset.find(
       (marginInfo: MarginInfo) => {
         return (
           marginInfo.assetAddress ===
@@ -142,25 +136,22 @@ export default class TradeSimulationClient {
       },
     );
 
-    if (!newTokenMarginInfo) {
+    if (!newQuoteTokenMarginInfo) {
       throw new Error('Error performing simulation');
     }
 
-    const impliedLeverage = ExposureCommand.calculateImpliedLeverage(
-      amount *
-        this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
-          this.loadedData.marketConfiguration.market_id
-        ],
-      oldMarginInfo.marginBalance - oldTokenMarginInfo.initialDelta,
-      newMarginInfo.marginBalance - newTokenMarginInfo.initialDelta,
-    );
+    /*
+     * Note, required margin is the initial margin requirement in rUSD terms of the account after the trade.
+     * margin balance rusd - initial delta rusd = margin balance rusd - (margin balance rusd - imr rusd) = imr rusd
+     * */
 
-    const postTradeImr =
-      newMarginInfo.marginBalance - newTokenMarginInfo.initialDelta;
+    const requiredMargin =
+      newQuoteTokenMarginInfo.marginBalance -
+      newQuoteTokenMarginInfo.initialDelta;
 
     const liquidationPrice = ExposureCommand.calculateLiquidation(
       newMarginInfo.marginBalance,
-      newTokenMarginInfo.liquidationMarginRequirement,
+      newQuoteTokenMarginInfo.liquidationMarginRequirement,
       this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
         this.loadedData.marketConfiguration.market_id
       ],
@@ -182,15 +173,16 @@ export default class TradeSimulationClient {
       this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
         this.loadedData.marketConfiguration.market_id
       ];
+
     return {
       estimatedPrice: estimatedPrice,
       estimatedSlippage: slippage * 100,
       fees: fees,
-      impliedLeverage: impliedLeverage,
-      imr: postTradeImr,
       liquidationPrice: liquidationPrice.toNumber(),
       marginRatio: marginRatio * 100,
       marginRatioHealth: marginRatioHealth,
+      availableMargin: availableMargin,
+      requiredMargin: requiredMargin,
       snappedAmount: this.roundToBaseSpacing(amount, baseSpacing) * spotPrice,
       snappedAmountInBase: this.roundToBaseSpacing(amount, baseSpacing),
     } as SimulateTradeEntity;

package/src/clients/modules/trade.simulation/types.ts

@@ -19,10 +19,10 @@ export type SimulateTradeEntity = {
   fees: number;
   estimatedPrice: number;
   estimatedSlippage: number;
-  imr: number;
-  impliedLeverage: number;
   marginRatio: MarginAccountEntity['marginRatioPercentage'];
   marginRatioHealth: MarginAccountEntity['marginRatioHealth'];
+  availableMargin: number;
+  requiredMargin: number;
   snappedAmount: number;
   snappedAmountInBase: number;
 };