@reyaxyz/api-sdk 0.76.0 → 0.77.0

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

@@ -151,19 +151,29 @@ var IsolatedOrderSimulationClient = /** @class */ (function () {
         return this.roundToBaseSpacing(amountInBase, baseSpacing) * spotPrice;
     };
     IsolatedOrderSimulationClient.prototype.calculateIsolatedLMR = function (isolatedExposure) {
+        var _this = this;
         // 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.');
         }
+        if (!this.loadedData.marketStorage) {
+            throw new Error('Market storage not loaded');
+        }
         // todo: p2: carefully test
-        var marketRiskMatrix = this.loadedData.exposureDataAccount.riskMatrices[this.loadedData.marketStorage.risk_block_id];
+        var marketRiskMatrix = this.loadedData.exposureDataAccount.riskMatrices.find(function (riskMatrix) {
+            var _a;
+            return (riskMatrix.risk_block_id ===
+                (0, bignumber_js_1.default)(String((_a = _this.loadedData) === null || _a === void 0 ? void 0 : _a.marketStorage.risk_block_id)).toNumber());
+        });
+        if (!marketRiskMatrix) {
+            throw new Error('Failed to load risk matrix');
+        }
         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 (_a) {
-        // todo: p1: convert amountTradedInRusd into snapped amount
         var amountTradedInRusd = _a.amountTradedInRusd;
         if (!this.loadedData) {
             throw new Error('Data not loaded. Call arm() first.');

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    // 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"]}
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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  RiskMatrix,\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\n    if (!this.loadedData.marketStorage) {\n      throw new Error('Market storage not loaded');\n    }\n\n    // todo: p2: carefully test\n    const marketRiskMatrix =\n      this.loadedData.exposureDataAccount.riskMatrices.find(\n        (riskMatrix: RiskMatrix) => {\n          return (\n            riskMatrix.risk_block_id ===\n            BigNumber(\n              String(this.loadedData?.marketStorage.risk_block_id),\n            ).toNumber()\n          );\n        },\n      );\n\n    if (!marketRiskMatrix) {\n      throw new Error('Failed to load risk matrix');\n    }\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    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/types/clients/modules/isolated-order.simulation/index.d.ts.map

@@ -1 +1 @@
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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,EACtC,sCAAsC,EACvC,MAAM,SAAS,CAAC;AACjB,OAAO,aAAa,MAAM,YAAY,CAAC;AACvC,OAAO,EAEL,eAAe,EACf,oBAAoB,EAGrB,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;IAgH9B,YAAY,CACV,MAAM,EAAE,yCAAyC,GAChD,yCAAyC;IAuB5C,kBAAkB,CAAC,MAAM,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM,GAAG,MAAM;IAI/D,qBAAqB,CACnB,YAAY,EAAE,MAAM,EACpB,SAAS,EAAE,MAAM,EACjB,WAAW,EAAE,MAAM,GAClB,MAAM;IAQT,oBAAoB,CAAC,gBAAgB,EAAE,MAAM,GAAG,MAAM;IAwCtD,gCAAgC,CAAC,EAC/B,kBAAkB,GACnB,EAAE,sCAAsC,GAAG,sCAAsC;CAiEnF"}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@reyaxyz/api-sdk",
-  "version": "0.76.0",
+  "version": "0.77.0",
   "publishConfig": {
     "access": "public",
     "registry": "https://registry.npmjs.org"
@@ -33,9 +33,9 @@
     "generate:coverage-badges": "npx istanbul-badges-readme --silent"
   },
   "dependencies": {
-    "@reyaxyz/common": "0.87.1",
+    "@reyaxyz/common": "0.89.0",
     "bignumber.js": "^9.1.2"
   },
   "packageManager": "pnpm@8.3.1",
-  "gitHead": "663d59c64873fe07bcbe9608797553300e42ddfb"
+  "gitHead": "ac54258e9861cebb71eee5af8f79e6c3ca868dca"
 }

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

@@ -12,6 +12,7 @@ import {
   amountNormalizer,
   ExposureCommand,
   ExposureCommandState,
+  RiskMatrix,
   TradeSimulationState,
 } from '@reyaxyz/common';
 import BigNumber from 'bignumber.js';
@@ -226,11 +227,28 @@ export default class IsolatedOrderSimulationClient {
     if (!this.loadedData) {
       throw new Error('Data not loaded. Call arm() first.');
     }
+
+    if (!this.loadedData.marketStorage) {
+      throw new Error('Market storage not loaded');
+    }
+
     // todo: p2: carefully test
     const marketRiskMatrix =
-      this.loadedData.exposureDataAccount.riskMatrices[
-        this.loadedData.marketStorage.risk_block_id
-      ];
+      this.loadedData.exposureDataAccount.riskMatrices.find(
+        (riskMatrix: RiskMatrix) => {
+          return (
+            riskMatrix.risk_block_id ===
+            BigNumber(
+              String(this.loadedData?.marketStorage.risk_block_id),
+            ).toNumber()
+          );
+        },
+      );
+
+    if (!marketRiskMatrix) {
+      throw new Error('Failed to load risk matrix');
+    }
+
     const marketDiagonalRiskParam =
       marketRiskMatrix.matrix[
         this.loadedData.marketConfiguration.risk_matrix_index
@@ -247,8 +265,6 @@ 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.');
     }