@reyaxyz/api-sdk 0.75.4 → 0.76.1

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

@@ -81,6 +81,7 @@ var IsolatedOrderSimulationClient = /** @class */ (function () {
         if (!this.loadedData) {
             throw new Error('Data not loaded. Call arm() first.');
         }
+        // todo: p2: check if it's intended behaviour to not sure snapped amount for simulation calcs e.g. liq. price
         var amount = (0, bignumber_js_1.default)(params.amount)
             .div(this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id])
             .toNumber();
@@ -143,6 +144,12 @@ var IsolatedOrderSimulationClient = /** @class */ (function () {
     IsolatedOrderSimulationClient.prototype.roundToBaseSpacing = function (amount, baseSpacing) {
         return Math.floor(amount / baseSpacing) * baseSpacing;
     };
+    IsolatedOrderSimulationClient.prototype.amountToSnappedAmount = function (amountInRusd, spotPrice, baseSpacing) {
+        var amountInBase = (0, bignumber_js_1.default)(amountInRusd)
+            .div((0, bignumber_js_1.default)(spotPrice))
+            .toNumber();
+        return this.roundToBaseSpacing(amountInBase, baseSpacing) * spotPrice;
+    };
     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) {
@@ -156,13 +163,15 @@ var IsolatedOrderSimulationClient = /** @class */ (function () {
         return common_1.ExposureCommand.computeLiquidationMarginRequirement(isolatedRiskMatrix, isolatedFilledExposures);
     };
     IsolatedOrderSimulationClient.prototype.leverageBoundsAndAvailableMargin = function (_a) {
+        // todo: p1: convert amountTradedInRusd into snapped amount
         var amountTradedInRusd = _a.amountTradedInRusd;
         if (!this.loadedData) {
             throw new Error('Data not loaded. Call arm() first.');
         }
+        var spotPrice = this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id];
+        var baseSpacing = (0, common_1.amountNormalizer)(this.loadedData.marketConfiguration.base_spacing).toNumber();
+        var snappedAmountInRusd = this.amountToSnappedAmount(amountTradedInRusd, spotPrice, baseSpacing);
         /*
-          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
@@ -184,7 +193,7 @@ var IsolatedOrderSimulationClient = /** @class */ (function () {
         */
         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)
+        var minBound = (0, bignumber_js_1.default)(snappedAmountInRusd)
             .dividedBy(availableMargin)
             .toNumber();
         return {

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

@@ -1 +1 @@
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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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{\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    // todo: p2: check if it's intended behaviour to not sure snapped amount for simulation calcs e.g. liq. price\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  amountToSnappedAmount(\n    amountInRusd: number,\n    spotPrice: number,\n    baseSpacing: number,\n  ): number {\n    const amountInBase = BigNumber(amountInRusd)\n      .div(BigNumber(spotPrice))\n      .toNumber();\n\n    return this.roundToBaseSpacing(amountInBase, baseSpacing) * spotPrice;\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    // todo: p1: convert amountTradedInRusd into snapped amount\n\n    if (!this.loadedData) {\n      throw new Error('Data not loaded. Call arm() first.');\n    }\n\n    const spotPrice =\n      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[\n        this.loadedData.marketConfiguration.market_id\n      ];\n    const baseSpacing = amountNormalizer(\n      this.loadedData.marketConfiguration.base_spacing,\n    ).toNumber();\n    const snappedAmountInRusd = this.amountToSnappedAmount(\n      amountTradedInRusd,\n      spotPrice,\n      baseSpacing,\n    );\n\n    /*\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(snappedAmountInRusd)\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 {\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"]}
+{"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  // Note, this amount is not expected to be snapped\n  amountTradedInRusd: number;\n};\n"]}

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

@@ -11,6 +11,7 @@ export default class IsolatedOrderSimulationClient {
     simulate(params: IsolatedOrderSimulationSimulateParams): SimulateIsolatedOrderEntity;
     convertValue(params: IsolatedOrderSimulationConvertValueParams): IsolatedOrderSimulationConvertValueResult;
     roundToBaseSpacing(amount: number, baseSpacing: number): number;
+    amountToSnappedAmount(amountInRusd: number, spotPrice: number, baseSpacing: number): number;
     calculateIsolatedLMR(isolatedExposure: number): number;
     leverageBoundsAndAvailableMargin({ amountTradedInRusd, }: LeverageBoundsAndAvailableMarginParams): LeverageBoundsAndAvailableMarginResult;
 }

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

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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@reyaxyz/api-sdk",
-  "version": "0.75.4",
+  "version": "0.76.1",
   "publishConfig": {
     "access": "public",
     "registry": "https://registry.npmjs.org"
@@ -33,9 +33,9 @@
     "generate:coverage-badges": "npx istanbul-badges-readme --silent"
   },
   "dependencies": {
-    "@reyaxyz/common": "0.87.1",
+    "@reyaxyz/common": "0.88.0",
     "bignumber.js": "^9.1.2"
   },
   "packageManager": "pnpm@8.3.1",
-  "gitHead": "a16abed819df8c81f6ea4820a2b2870b8de2b306"
+  "gitHead": "808598f63468b98d7803ec0fdcd3729812294fba"
 }

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

@@ -73,6 +73,7 @@ export default class IsolatedOrderSimulationClient {
       throw new Error('Data not loaded. Call arm() first.');
     }
 
+    // todo: p2: check if it's intended behaviour to not sure snapped amount for simulation calcs e.g. liq. price
     const amount = BigNumber(params.amount)
       .div(
         this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
@@ -208,6 +209,18 @@ export default class IsolatedOrderSimulationClient {
     return Math.floor(amount / baseSpacing) * baseSpacing;
   }
 
+  amountToSnappedAmount(
+    amountInRusd: number,
+    spotPrice: number,
+    baseSpacing: number,
+  ): number {
+    const amountInBase = BigNumber(amountInRusd)
+      .div(BigNumber(spotPrice))
+      .toNumber();
+
+    return this.roundToBaseSpacing(amountInBase, baseSpacing) * spotPrice;
+  }
+
   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) {
@@ -234,12 +247,26 @@ export default class IsolatedOrderSimulationClient {
   leverageBoundsAndAvailableMargin({
     amountTradedInRusd,
   }: LeverageBoundsAndAvailableMarginParams): LeverageBoundsAndAvailableMarginResult {
+    // todo: p1: convert amountTradedInRusd into snapped amount
+
     if (!this.loadedData) {
       throw new Error('Data not loaded. Call arm() first.');
     }
+
+    const spotPrice =
+      this.loadedData.exposureDataPassivePool.oraclePricePerMarket[
+        this.loadedData.marketConfiguration.market_id
+      ];
+    const baseSpacing = amountNormalizer(
+      this.loadedData.marketConfiguration.base_spacing,
+    ).toNumber();
+    const snappedAmountInRusd = this.amountToSnappedAmount(
+      amountTradedInRusd,
+      spotPrice,
+      baseSpacing,
+    );
+
     /*
-      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
@@ -276,7 +303,7 @@ export default class IsolatedOrderSimulationClient {
       userAccountExposure.getUsdNodeMarginInfo.initialDelta;
 
     // todo: p2: how do we deal with edge cases where e.g. min bound > maxBound
-    const minBound = BigNumber(amountTradedInRusd)
+    const minBound = BigNumber(snappedAmountInRusd)
       .dividedBy(availableMargin)
       .toNumber();
 

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

@@ -41,5 +41,6 @@ export type LeverageBoundsAndAvailableMarginResult = {
 };
 
 export type LeverageBoundsAndAvailableMarginParams = {
+  // Note, this amount is not expected to be snapped
   amountTradedInRusd: number;
 };