@reyaxyz/api-sdk 0.74.1 → 0.74.2
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/clients/modules/isolated-order.simulation/index.js +2 -1
- package/dist/clients/modules/isolated-order.simulation/index.js.map +1 -1
- package/dist/clients/modules/isolated-order.simulation/types.js.map +1 -1
- package/dist/types/clients/modules/isolated-order.simulation/index.d.ts +2 -2
- package/dist/types/clients/modules/isolated-order.simulation/index.d.ts.map +1 -1
- package/dist/types/clients/modules/isolated-order.simulation/types.d.ts +3 -0
- package/dist/types/clients/modules/isolated-order.simulation/types.d.ts.map +1 -1
- package/package.json +2 -2
- package/src/clients/modules/isolated-order.simulation/index.ts +5 -3
- package/src/clients/modules/isolated-order.simulation/types.ts +4 -0
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@@ -155,7 +155,8 @@ var IsolatedOrderSimulationClient = /** @class */ (function () {
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var isolatedFilledExposures = [(0, bignumber_js_1.default)(isolatedExposure)];
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return common_1.ExposureCommand.computeLiquidationMarginRequirement(isolatedRiskMatrix, isolatedFilledExposures);
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};
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IsolatedOrderSimulationClient.prototype.leverageBoundsAndAvailableMargin = function (
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IsolatedOrderSimulationClient.prototype.leverageBoundsAndAvailableMargin = function (_a) {
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var amountTradedInRusd = _a.amountTradedInRusd;
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if (!this.loadedData) {
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throw new Error('Data not loaded. Call arm() first.');
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}
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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"]}
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{\n SimulateIsolatedOrderEntity,\n IsolatedOrderSimulationConvertValueParams,\n IsolatedOrderSimulationConvertValueResult,\n IsolatedOrderSimulationLoadDataParams,\n IsolatedOrderSimulationSimulateParams,\n LeverageBoundsAndAvailableMarginResult,\n LeverageBoundsAndAvailableMarginParams,\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\n leverageBoundsAndAvailableMargin({\n amountTradedInRusd,\n }: LeverageBoundsAndAvailableMarginParams): 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"]}
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{"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"]}
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{"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\nexport type LeverageBoundsAndAvailableMarginParams = {\n amountTradedInRusd: number;\n};\n"]}
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import { SimulateIsolatedOrderEntity, IsolatedOrderSimulationConvertValueParams, IsolatedOrderSimulationConvertValueResult, IsolatedOrderSimulationLoadDataParams, IsolatedOrderSimulationSimulateParams, LeverageBoundsAndAvailableMarginResult } from './types';
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import { SimulateIsolatedOrderEntity, IsolatedOrderSimulationConvertValueParams, IsolatedOrderSimulationConvertValueResult, IsolatedOrderSimulationLoadDataParams, IsolatedOrderSimulationSimulateParams, LeverageBoundsAndAvailableMarginResult, LeverageBoundsAndAvailableMarginParams } from './types';
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import AccountClient from '../account';
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import { ExposureCommand, ExposureCommandState } from '@reyaxyz/common';
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export default class IsolatedOrderSimulationClient {
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convertValue(params: IsolatedOrderSimulationConvertValueParams): IsolatedOrderSimulationConvertValueResult;
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roundToBaseSpacing(amount: number, baseSpacing: number): number;
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calculateIsolatedLMR(isolatedExposure: number): number;
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leverageBoundsAndAvailableMargin(amountTradedInRusd:
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leverageBoundsAndAvailableMargin({ amountTradedInRusd, }: LeverageBoundsAndAvailableMarginParams): LeverageBoundsAndAvailableMarginResult;
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}
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//# sourceMappingURL=index.d.ts.map
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-
{"version":3,"file":"index.d.ts","sourceRoot":"/","sources":["clients/modules/isolated-order.simulation/index.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,2BAA2B,EAC3B,yCAAyC,EACzC,yCAAyC,EACzC,qCAAqC,EACrC,qCAAqC,EACrC,sCAAsC,EACvC,MAAM,SAAS,CAAC;AACjB,OAAO,aAAa,MAAM,YAAY,CAAC;AACvC,OAAO,EAEL,eAAe,EACf,oBAAoB,EAErB,MAAM,iBAAiB,CAAC;AAIzB,MAAM,CAAC,OAAO,OAAO,6BAA6B;IAChD,OAAO,CAAC,UAAU,CAAqC;IACvD,OAAO,CAAC,aAAa,CAAgB;gBACzB,aAAa,EAAE,aAAa;IAMlC,GAAG,CAAC,MAAM,EAAE,qCAAqC,GAAG,OAAO,CAAC,IAAI,CAAC;IAOvE,MAAM,CAAC,wBAAwB,CAC7B,oBAAoB,EAAE,oBAAoB,GACzC,eAAe;YAoBJ,eAAe;IAW7B,QAAQ,CACN,MAAM,EAAE,qCAAqC,GAC5C,2BAA2B;IA+G9B,YAAY,CACV,MAAM,EAAE,yCAAyC,GAChD,yCAAyC;IAuB5C,kBAAkB,CAAC,MAAM,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM,GAAG,MAAM;IAI/D,oBAAoB,CAAC,gBAAgB,EAAE,MAAM,GAAG,MAAM;
|
|
1
|
+
{"version":3,"file":"index.d.ts","sourceRoot":"/","sources":["clients/modules/isolated-order.simulation/index.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,2BAA2B,EAC3B,yCAAyC,EACzC,yCAAyC,EACzC,qCAAqC,EACrC,qCAAqC,EACrC,sCAAsC,EACtC,sCAAsC,EACvC,MAAM,SAAS,CAAC;AACjB,OAAO,aAAa,MAAM,YAAY,CAAC;AACvC,OAAO,EAEL,eAAe,EACf,oBAAoB,EAErB,MAAM,iBAAiB,CAAC;AAIzB,MAAM,CAAC,OAAO,OAAO,6BAA6B;IAChD,OAAO,CAAC,UAAU,CAAqC;IACvD,OAAO,CAAC,aAAa,CAAgB;gBACzB,aAAa,EAAE,aAAa;IAMlC,GAAG,CAAC,MAAM,EAAE,qCAAqC,GAAG,OAAO,CAAC,IAAI,CAAC;IAOvE,MAAM,CAAC,wBAAwB,CAC7B,oBAAoB,EAAE,oBAAoB,GACzC,eAAe;YAoBJ,eAAe;IAW7B,QAAQ,CACN,MAAM,EAAE,qCAAqC,GAC5C,2BAA2B;IA+G9B,YAAY,CACV,MAAM,EAAE,yCAAyC,GAChD,yCAAyC;IAuB5C,kBAAkB,CAAC,MAAM,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM,GAAG,MAAM;IAI/D,oBAAoB,CAAC,gBAAgB,EAAE,MAAM,GAAG,MAAM;IAuBtD,gCAAgC,CAAC,EAC/B,kBAAkB,GACnB,EAAE,sCAAsC,GAAG,sCAAsC;CAqDnF"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"types.d.ts","sourceRoot":"/","sources":["clients/modules/isolated-order.simulation/types.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,mBAAmB,EACnB,YAAY,EACZ,oBAAoB,EACrB,MAAM,iBAAiB,CAAC;AAEzB,MAAM,MAAM,qCAAqC,GAAG;IAClD,QAAQ,EAAE,YAAY,CAAC,IAAI,CAAC,CAAC;IAC7B,eAAe,EAAE,mBAAmB,CAAC,IAAI,CAAC,CAAC;CAC5C,CAAC;AAEF,MAAM,MAAM,qCAAqC,GAAG;IAClD,MAAM,EAAE,MAAM,CAAC;IACf,wBAAwB,EAAE,MAAM,CAAC;CAClC,CAAC;AAEF,MAAM,MAAM,yCAAyC,GAAG;IACtD,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,OAAO,CAAC;CACnB,CAAC;AAEF,MAAM,MAAM,2BAA2B,GAAG;IACxC,gBAAgB,EAAE,MAAM,CAAC;IACzB,IAAI,EAAE,MAAM,CAAC;IACb,cAAc,EAAE,MAAM,CAAC;IACvB,iBAAiB,EAAE,MAAM,CAAC;IAC1B,WAAW,EAAE,mBAAmB,CAAC,uBAAuB,CAAC,CAAC;IAC1D,iBAAiB,EAAE,mBAAmB,CAAC,mBAAmB,CAAC,CAAC;IAC5D,aAAa,EAAE,MAAM,CAAC;IACtB,mBAAmB,EAAE,MAAM,CAAC;IAC5B,cAAc,EAAE,MAAM,CAAC;IACvB,qBAAqB,EAAE,oBAAoB,EAAE,CAAC;CAC/C,CAAC;AAEF,MAAM,MAAM,yCAAyC,GAAG,MAAM,CAAC;AAE/D,MAAM,MAAM,sCAAsC,GAAG;IACnD,QAAQ,EAAE,MAAM,CAAC;IACjB,QAAQ,EAAE,MAAM,CAAC;IACjB,eAAe,EAAE,MAAM,CAAC;CACzB,CAAC"}
|
|
1
|
+
{"version":3,"file":"types.d.ts","sourceRoot":"/","sources":["clients/modules/isolated-order.simulation/types.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,mBAAmB,EACnB,YAAY,EACZ,oBAAoB,EACrB,MAAM,iBAAiB,CAAC;AAEzB,MAAM,MAAM,qCAAqC,GAAG;IAClD,QAAQ,EAAE,YAAY,CAAC,IAAI,CAAC,CAAC;IAC7B,eAAe,EAAE,mBAAmB,CAAC,IAAI,CAAC,CAAC;CAC5C,CAAC;AAEF,MAAM,MAAM,qCAAqC,GAAG;IAClD,MAAM,EAAE,MAAM,CAAC;IACf,wBAAwB,EAAE,MAAM,CAAC;CAClC,CAAC;AAEF,MAAM,MAAM,yCAAyC,GAAG;IACtD,MAAM,EAAE,MAAM,CAAC;IACf,QAAQ,EAAE,OAAO,CAAC;CACnB,CAAC;AAEF,MAAM,MAAM,2BAA2B,GAAG;IACxC,gBAAgB,EAAE,MAAM,CAAC;IACzB,IAAI,EAAE,MAAM,CAAC;IACb,cAAc,EAAE,MAAM,CAAC;IACvB,iBAAiB,EAAE,MAAM,CAAC;IAC1B,WAAW,EAAE,mBAAmB,CAAC,uBAAuB,CAAC,CAAC;IAC1D,iBAAiB,EAAE,mBAAmB,CAAC,mBAAmB,CAAC,CAAC;IAC5D,aAAa,EAAE,MAAM,CAAC;IACtB,mBAAmB,EAAE,MAAM,CAAC;IAC5B,cAAc,EAAE,MAAM,CAAC;IACvB,qBAAqB,EAAE,oBAAoB,EAAE,CAAC;CAC/C,CAAC;AAEF,MAAM,MAAM,yCAAyC,GAAG,MAAM,CAAC;AAE/D,MAAM,MAAM,sCAAsC,GAAG;IACnD,QAAQ,EAAE,MAAM,CAAC;IACjB,QAAQ,EAAE,MAAM,CAAC;IACjB,eAAe,EAAE,MAAM,CAAC;CACzB,CAAC;AAEF,MAAM,MAAM,sCAAsC,GAAG;IACnD,kBAAkB,EAAE,MAAM,CAAC;CAC5B,CAAC"}
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@reyaxyz/api-sdk",
|
|
3
|
-
"version": "0.74.
|
|
3
|
+
"version": "0.74.2",
|
|
4
4
|
"publishConfig": {
|
|
5
5
|
"access": "public",
|
|
6
6
|
"registry": "https://registry.npmjs.org"
|
|
@@ -37,5 +37,5 @@
|
|
|
37
37
|
"bignumber.js": "^9.1.2"
|
|
38
38
|
},
|
|
39
39
|
"packageManager": "pnpm@8.3.1",
|
|
40
|
-
"gitHead": "
|
|
40
|
+
"gitHead": "815fb8d75910b56b717a40a458a66882deb56f8d"
|
|
41
41
|
}
|
|
@@ -5,6 +5,7 @@ import {
|
|
|
5
5
|
IsolatedOrderSimulationLoadDataParams,
|
|
6
6
|
IsolatedOrderSimulationSimulateParams,
|
|
7
7
|
LeverageBoundsAndAvailableMarginResult,
|
|
8
|
+
LeverageBoundsAndAvailableMarginParams,
|
|
8
9
|
} from './types';
|
|
9
10
|
import AccountClient from '../account';
|
|
10
11
|
import {
|
|
@@ -229,9 +230,10 @@ export default class IsolatedOrderSimulationClient {
|
|
|
229
230
|
isolatedFilledExposures,
|
|
230
231
|
);
|
|
231
232
|
}
|
|
232
|
-
|
|
233
|
-
|
|
234
|
-
|
|
233
|
+
|
|
234
|
+
leverageBoundsAndAvailableMargin({
|
|
235
|
+
amountTradedInRusd,
|
|
236
|
+
}: LeverageBoundsAndAvailableMarginParams): LeverageBoundsAndAvailableMarginResult {
|
|
235
237
|
if (!this.loadedData) {
|
|
236
238
|
throw new Error('Data not loaded. Call arm() first.');
|
|
237
239
|
}
|