@reyaxyz/api-sdk 0.77.0 → 0.78.0

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

@@ -111,6 +111,7 @@ var IsolatedOrderSimulationClient = /** @class */ (function () {
          * trade operation
          * */
         var liquidationPrice = common_1.ExposureCommand.calculateLiquidation(requiredMargin, isolatedLMR, this.loadedData.exposureDataPassivePool.oraclePricePerMarket[this.loadedData.marketConfiguration.market_id], amount);
+        // todo: p1:  margin ratio seems to be wrong on ui
         var marginRatio = common_1.ExposureCommand.getMarginRatio(newMarginInfoSource);
         var marginRatioHealth = common_1.ExposureCommand.evaluateHealthStatus(marginRatio, newMarginInfoSource);
         var baseSpacing = (0, common_1.amountNormalizer)(this.loadedData.marketConfiguration.base_spacing).toNumber();
@@ -202,10 +203,12 @@ var IsolatedOrderSimulationClient = /** @class */ (function () {
           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)(snappedAmountInRusd)
             .dividedBy(availableMargin)
             .toNumber();
+        if (minBound > maxBound) {
+            throw Error('Min leverage bound higher than max');
+        }
         return {
             minBound: minBound,
             maxBound: maxBound,

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

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"/","sources":["clients/modules/isolated-order.simulation/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAUA,0CAMyB;AACzB,8DAAqC;AAGrC;IAGE,uCAAY,aAA4B;QAFhC,eAAU,GAAgC,IAAI,CAAC;QAGrD,oBAAoB;QACpB,IAAI,CAAC,aAAa,GAAG,aAAa,CAAC;IACrC,CAAC;IAED,qEAAqE;IAC/D,2CAAG,GAAT,UAAU,MAA6C;;;;;;wBACrD,KAAA,IAAI,CAAA;wBAAc,qBAAM,IAAI,CAAC,eAAe,CAC1C,MAAM,CAAC,QAAQ,EACf,MAAM,CAAC,eAAe,CACvB,EAAA;;wBAHD,GAAK,UAAU,GAAG,SAGjB,CAAC;;;;;KACH;IAEM,sDAAwB,GAA/B,UACE,oBAA0C;QAE1C,OAAO,IAAI,wBAAe,CACxB,oBAAoB,CAAC,SAAS,EAC9B,oBAAoB,CAAC,oBAAoB,EACzC,oBAAoB,CAAC,oBAAoB,EACzC,oBAAoB,CAAC,sBAAsB,EAC3C,oBAAoB,CAAC,mBAAmB,EACxC,oBAAoB,CAAC,eAAe,EACpC,oBAAoB,CAAC,YAAY,EACjC,oBAAoB,CAAC,oBAAoB,EACzC,oBAAoB,CAAC,+BAA+B,EACpD,oBAAoB,CAAC,oBAAoB,EACzC,oBAAoB,CAAC,sBAAsB,EAC3C,oBAAoB,CAAC,uBAAuB,EAC5C,oBAAoB,CAAC,cAAc,EACnC,oBAAoB,CAAC,gBAAgB,EACrC,oBAAoB,CAAC,gCAAgC,CACtD,CAAC;IACJ,CAAC;IAEa,uDAAe,GAA7B,UACE,QAAgB,EAChB,SAAiB;;;gBAEjB,sBAAO,IAAI,CAAC,aAAa,CAAC,mCAAmC,CAAC;wBAC5D,eAAe,EAAE,SAAS;wBAC1B,QAAQ,EAAE,QAAQ;qBACnB,CAAC,EAAC;;;KACJ;IAED,4CAA4C;IAC5C,gDAAQ,GAAR,UACE,MAA6C;QAE7C,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE,CAAC;YACrB,MAAM,IAAI,KAAK,CAAC,oCAAoC,CAAC,CAAC;QACxD,CAAC;QAED,6GAA6G;QAC7G,IAAM,MAAM,GAAG,IAAA,sBAAS,EAAC,MAAM,CAAC,MAAM,CAAC;aACpC,GAAG,CACF,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,CAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,CAC9C,CACF;aACA,QAAQ,EAAE,CAAC;QAEd,IAAM,mBAAmB,GACvB,6BAA6B,CAAC,wBAAwB,CACpD,IAAI,CAAC,UAAU,CAAC,mBAAmB,CACpC,CAAC;QAEJ,IAAM,mBAAmB,GACvB,6BAA6B,CAAC,wBAAwB,CACpD,IAAI,CAAC,UAAU,CAAC,uBAAuB,CACxC,CAAC;QAEJ,IAAM,QAAQ,GAAG,mBAAmB,CAAC,WAAW,CAC9C,IAAA,sBAAS,EAAC,MAAM,CAAC,CAAC,OAAO,EAAE,CAAC,QAAQ,EAAE,EACtC,IAAI,CAAC,UAAU,CAAC,mBAAmB,EACnC,IAAI,CAAC,UAAU,CAAC,aAAa,CAC9B,CAAC;QACF,IAAM,cAAc,GAAG,wBAAe,CAAC,uBAAuB,CAC5D,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,CAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,CAC9C,EACD,QAAQ,CACT,CAAC;QAEF,IAAM,IAAI,GAAG,wBAAe,CAAC,YAAY,CACvC,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,CAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,CAC9C,EACD,MAAM,EACN,IAAI,CAAC,UAAU,CAAC,YAAY,CAC7B,CAAC;QAEF;;;WAGG;QAEH,IAAM,cAAc,GAAG,IAAA,sBAAS,EAAC,MAAM,CAAC,MAAM,CAAC;aAC5C,GAAG,CAAC,IAAA,sBAAS,EAAC,MAAM,CAAC,wBAAwB,CAAC,CAAC;aAC/C,QAAQ,EAAE,CAAC;QAEd,IAAM,qBAAqB,GACzB,mBAAmB,CAAC,qCAAqC,CAAC,cAAc,CAAC,CAAC;QAE5E,IAAM,mBAAmB,GACvB,mBAAmB,CAAC,uCAAuC,CACzD,qBAAqB,CACtB,CAAC;QAEJ;;aAEK;QAEL,IAAM,WAAW,GAAG,IAAI,CAAC,oBAAoB,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;QAE7D;;;;;;aAMK;QACL,IAAM,gBAAgB,GAAG,wBAAe,CAAC,oBAAoB,CAC3D,cAAc,EACd,WAAW,EACX,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,CAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,CAC9C,EACD,MAAM,CACP,CAAC;QAEF,IAAM,WAAW,GAAG,wBAAe,CAAC,cAAc,CAAC,mBAAmB,CAAC,CAAC;QAExE,IAAM,iBAAiB,GAAG,wBAAe,CAAC,oBAAoB,CAC5D,WAAW,EACX,mBAAmB,CACpB,CAAC;QAEF,IAAM,WAAW,GAAG,IAAA,yBAAgB,EAClC,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,YAAY,CACjD,CAAC,QAAQ,EAAE,CAAC;QAEb,IAAM,SAAS,GACb,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,CAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,CAC9C,CAAC;QACJ,OAAO;YACL,cAAc,EAAE,cAAc;YAC9B,iBAAiB,EAAE,QAAQ,GAAG,GAAG;YACjC,IAAI,EAAE,IAAI;YACV,gBAAgB,EAAE,gBAAgB,CAAC,QAAQ,EAAE;YAC7C,WAAW,EAAE,WAAW,GAAG,GAAG;YAC9B,iBAAiB,EAAE,iBAAiB;YACpC,aAAa,EAAE,IAAI,CAAC,kBAAkB,CAAC,MAAM,EAAE,WAAW,CAAC,GAAG,SAAS;YACvE,mBAAmB,EAAE,IAAI,CAAC,kBAAkB,CAAC,MAAM,EAAE,WAAW,CAAC;YACjE,cAAc,EAAE,cAAc;YAC9B,qBAAqB,EAAE,qBAAqB;SACd,CAAC;IACnC,CAAC;IAED,oDAAY,GAAZ,UACE,MAAiD;QAEjD,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE,CAAC;YACrB,MAAM,IAAI,KAAK,CAAC,oCAAoC,CAAC,CAAC;QACxD,CAAC;QAED,IAAI,CAAC,MAAM,CAAC,QAAQ;YAClB,OAAO,IAAA,sBAAS,EAAC,MAAM,CAAC,MAAM,CAAC;iBAC5B,GAAG,CACF,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,CAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,CAC9C,CACF;iBACA,QAAQ,EAAE,CAAC;;YAEd,OAAO,IAAA,sBAAS,EAAC,MAAM,CAAC,MAAM,CAAC;iBAC5B,KAAK,CACJ,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,CAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,CAC9C,CACF;iBACA,QAAQ,EAAE,CAAC;IAClB,CAAC;IAED,0DAAkB,GAAlB,UAAmB,MAAc,EAAE,WAAmB;QACpD,OAAO,IAAI,CAAC,KAAK,CAAC,MAAM,GAAG,WAAW,CAAC,GAAG,WAAW,CAAC;IACxD,CAAC;IAED,6DAAqB,GAArB,UACE,YAAoB,EACpB,SAAiB,EACjB,WAAmB;QAEnB,IAAM,YAAY,GAAG,IAAA,sBAAS,EAAC,YAAY,CAAC;aACzC,GAAG,CAAC,IAAA,sBAAS,EAAC,SAAS,CAAC,CAAC;aACzB,QAAQ,EAAE,CAAC;QAEd,OAAO,IAAI,CAAC,kBAAkB,CAAC,YAAY,EAAE,WAAW,CAAC,GAAG,SAAS,CAAC;IACxE,CAAC;IAED,4DAAoB,GAApB,UAAqB,gBAAwB;QAA7C,iBAsCC;QArCC,8GAA8G;QAC9G,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE,CAAC;YACrB,MAAM,IAAI,KAAK,CAAC,oCAAoC,CAAC,CAAC;QACxD,CAAC;QAED,IAAI,CAAC,IAAI,CAAC,UAAU,CAAC,aAAa,EAAE,CAAC;YACnC,MAAM,IAAI,KAAK,CAAC,2BAA2B,CAAC,CAAC;QAC/C,CAAC;QAED,2BAA2B;QAC3B,IAAM,gBAAgB,GACpB,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,YAAY,CAAC,IAAI,CACnD,UAAC,UAAsB;;YACrB,OAAO,CACL,UAAU,CAAC,aAAa;gBACxB,IAAA,sBAAS,EACP,MAAM,CAAC,MAAA,KAAI,CAAC,UAAU,0CAAE,aAAa,CAAC,aAAa,CAAC,CACrD,CAAC,QAAQ,EAAE,CACb,CAAC;QACJ,CAAC,CACF,CAAC;QAEJ,IAAI,CAAC,gBAAgB,EAAE,CAAC;YACtB,MAAM,IAAI,KAAK,CAAC,4BAA4B,CAAC,CAAC;QAChD,CAAC;QAED,IAAM,uBAAuB,GAC3B,gBAAgB,CAAC,MAAM,CACrB,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,iBAAiB,CACtD,CAAC,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,iBAAiB,CAAC,CAAC;QAC3D,IAAM,kBAAkB,GAAkB,CAAC,CAAC,uBAAuB,CAAC,CAAC,CAAC;QACtE,IAAM,uBAAuB,GAAgB,CAAC,IAAA,sBAAS,EAAC,gBAAgB,CAAC,CAAC,CAAC;QAE3E,OAAO,wBAAe,CAAC,mCAAmC,CACxD,kBAAkB,EAClB,uBAAuB,CACxB,CAAC;IACJ,CAAC;IAED,wEAAgC,GAAhC,UAAiC,EAEQ;YADvC,kBAAkB,wBAAA;QAElB,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE,CAAC;YACrB,MAAM,IAAI,KAAK,CAAC,oCAAoC,CAAC,CAAC;QACxD,CAAC;QAED,IAAM,SAAS,GACb,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,CAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,CAC9C,CAAC;QACJ,IAAM,WAAW,GAAG,IAAA,yBAAgB,EAClC,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,YAAY,CACjD,CAAC,QAAQ,EAAE,CAAC;QACb,IAAM,mBAAmB,GAAG,IAAI,CAAC,qBAAqB,CACpD,kBAAkB,EAClB,SAAS,EACT,WAAW,CACZ,CAAC;QAEF;;;;;;;;;aASK;QAEL,gBAAgB;QAEhB,IAAM,eAAe,GAAG,IAAI,CAAC,oBAAoB,CAAC,CAAC,CAAC,CAAC;QAErD,IAAM,eAAe,GAAc,IAAA,yBAAgB,EACjD,MAAM,CAAC,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,eAAe,CAAC,aAAa,CAAC,CAC1E,CAAC,YAAY,CAAC,eAAe,CAAC,CAAC;QAEhC,IAAM,QAAQ,GAAG,IAAA,sBAAS,EAAC,CAAC,CAAC,CAAC,SAAS,CAAC,eAAe,CAAC,CAAC,QAAQ,EAAE,CAAC;QAEpE,gBAAgB;QAEhB,IAAM,mBAAmB,GACvB,6BAA6B,CAAC,wBAAwB,CACpD,IAAI,CAAC,UAAU,CAAC,mBAAmB,CACpC,CAAC;QAEJ;;;UAGE;QAEF,IAAM,eAAe,GACnB,mBAAmB,CAAC,oBAAoB,CAAC,YAAY,CAAC;QAExD,2EAA2E;QAC3E,IAAM,QAAQ,GAAG,IAAA,sBAAS,EAAC,mBAAmB,CAAC;aAC5C,SAAS,CAAC,eAAe,CAAC;aAC1B,QAAQ,EAAE,CAAC;QAEd,OAAO;YACL,QAAQ,EAAE,QAAQ;YAClB,QAAQ,EAAE,QAAQ;YAClB,eAAe,EAAE,eAAe;SACjC,CAAC;IACJ,CAAC;IACH,oCAAC;AAAD,CAAC,AAvTD,IAuTC","sourcesContent":["import {\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"]}
+{"version":3,"file":"index.js","sourceRoot":"/","sources":["clients/modules/isolated-order.simulation/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;AAUA,0CAMyB;AACzB,8DAAqC;AAGrC;IAGE,uCAAY,aAA4B;QAFhC,eAAU,GAAgC,IAAI,CAAC;QAGrD,oBAAoB;QACpB,IAAI,CAAC,aAAa,GAAG,aAAa,CAAC;IACrC,CAAC;IAED,qEAAqE;IAC/D,2CAAG,GAAT,UAAU,MAA6C;;;;;;wBACrD,KAAA,IAAI,CAAA;wBAAc,qBAAM,IAAI,CAAC,eAAe,CAC1C,MAAM,CAAC,QAAQ,EACf,MAAM,CAAC,eAAe,CACvB,EAAA;;wBAHD,GAAK,UAAU,GAAG,SAGjB,CAAC;;;;;KACH;IAEM,sDAAwB,GAA/B,UACE,oBAA0C;QAE1C,OAAO,IAAI,wBAAe,CACxB,oBAAoB,CAAC,SAAS,EAC9B,oBAAoB,CAAC,oBAAoB,EACzC,oBAAoB,CAAC,oBAAoB,EACzC,oBAAoB,CAAC,sBAAsB,EAC3C,oBAAoB,CAAC,mBAAmB,EACxC,oBAAoB,CAAC,eAAe,EACpC,oBAAoB,CAAC,YAAY,EACjC,oBAAoB,CAAC,oBAAoB,EACzC,oBAAoB,CAAC,+BAA+B,EACpD,oBAAoB,CAAC,oBAAoB,EACzC,oBAAoB,CAAC,sBAAsB,EAC3C,oBAAoB,CAAC,uBAAuB,EAC5C,oBAAoB,CAAC,cAAc,EACnC,oBAAoB,CAAC,gBAAgB,EACrC,oBAAoB,CAAC,gCAAgC,CACtD,CAAC;IACJ,CAAC;IAEa,uDAAe,GAA7B,UACE,QAAgB,EAChB,SAAiB;;;gBAEjB,sBAAO,IAAI,CAAC,aAAa,CAAC,mCAAmC,CAAC;wBAC5D,eAAe,EAAE,SAAS;wBAC1B,QAAQ,EAAE,QAAQ;qBACnB,CAAC,EAAC;;;KACJ;IAED,4CAA4C;IAC5C,gDAAQ,GAAR,UACE,MAA6C;QAE7C,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE,CAAC;YACrB,MAAM,IAAI,KAAK,CAAC,oCAAoC,CAAC,CAAC;QACxD,CAAC;QAED,6GAA6G;QAC7G,IAAM,MAAM,GAAG,IAAA,sBAAS,EAAC,MAAM,CAAC,MAAM,CAAC;aACpC,GAAG,CACF,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,CAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,CAC9C,CACF;aACA,QAAQ,EAAE,CAAC;QAEd,IAAM,mBAAmB,GACvB,6BAA6B,CAAC,wBAAwB,CACpD,IAAI,CAAC,UAAU,CAAC,mBAAmB,CACpC,CAAC;QAEJ,IAAM,mBAAmB,GACvB,6BAA6B,CAAC,wBAAwB,CACpD,IAAI,CAAC,UAAU,CAAC,uBAAuB,CACxC,CAAC;QAEJ,IAAM,QAAQ,GAAG,mBAAmB,CAAC,WAAW,CAC9C,IAAA,sBAAS,EAAC,MAAM,CAAC,CAAC,OAAO,EAAE,CAAC,QAAQ,EAAE,EACtC,IAAI,CAAC,UAAU,CAAC,mBAAmB,EACnC,IAAI,CAAC,UAAU,CAAC,aAAa,CAC9B,CAAC;QACF,IAAM,cAAc,GAAG,wBAAe,CAAC,uBAAuB,CAC5D,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,CAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,CAC9C,EACD,QAAQ,CACT,CAAC;QAEF,IAAM,IAAI,GAAG,wBAAe,CAAC,YAAY,CACvC,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,CAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,CAC9C,EACD,MAAM,EACN,IAAI,CAAC,UAAU,CAAC,YAAY,CAC7B,CAAC;QAEF;;;WAGG;QAEH,IAAM,cAAc,GAAG,IAAA,sBAAS,EAAC,MAAM,CAAC,MAAM,CAAC;aAC5C,GAAG,CAAC,IAAA,sBAAS,EAAC,MAAM,CAAC,wBAAwB,CAAC,CAAC;aAC/C,QAAQ,EAAE,CAAC;QAEd,IAAM,qBAAqB,GACzB,mBAAmB,CAAC,qCAAqC,CAAC,cAAc,CAAC,CAAC;QAE5E,IAAM,mBAAmB,GACvB,mBAAmB,CAAC,uCAAuC,CACzD,qBAAqB,CACtB,CAAC;QAEJ;;aAEK;QAEL,IAAM,WAAW,GAAG,IAAI,CAAC,oBAAoB,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;QAE7D;;;;;;aAMK;QACL,IAAM,gBAAgB,GAAG,wBAAe,CAAC,oBAAoB,CAC3D,cAAc,EACd,WAAW,EACX,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,CAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,CAC9C,EACD,MAAM,CACP,CAAC;QAEF,kDAAkD;QAClD,IAAM,WAAW,GAAG,wBAAe,CAAC,cAAc,CAAC,mBAAmB,CAAC,CAAC;QAExE,IAAM,iBAAiB,GAAG,wBAAe,CAAC,oBAAoB,CAC5D,WAAW,EACX,mBAAmB,CACpB,CAAC;QAEF,IAAM,WAAW,GAAG,IAAA,yBAAgB,EAClC,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,YAAY,CACjD,CAAC,QAAQ,EAAE,CAAC;QAEb,IAAM,SAAS,GACb,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,CAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,CAC9C,CAAC;QACJ,OAAO;YACL,cAAc,EAAE,cAAc;YAC9B,iBAAiB,EAAE,QAAQ,GAAG,GAAG;YACjC,IAAI,EAAE,IAAI;YACV,gBAAgB,EAAE,gBAAgB,CAAC,QAAQ,EAAE;YAC7C,WAAW,EAAE,WAAW,GAAG,GAAG;YAC9B,iBAAiB,EAAE,iBAAiB;YACpC,aAAa,EAAE,IAAI,CAAC,kBAAkB,CAAC,MAAM,EAAE,WAAW,CAAC,GAAG,SAAS;YACvE,mBAAmB,EAAE,IAAI,CAAC,kBAAkB,CAAC,MAAM,EAAE,WAAW,CAAC;YACjE,cAAc,EAAE,cAAc;YAC9B,qBAAqB,EAAE,qBAAqB;SACd,CAAC;IACnC,CAAC;IAED,oDAAY,GAAZ,UACE,MAAiD;QAEjD,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE,CAAC;YACrB,MAAM,IAAI,KAAK,CAAC,oCAAoC,CAAC,CAAC;QACxD,CAAC;QAED,IAAI,CAAC,MAAM,CAAC,QAAQ;YAClB,OAAO,IAAA,sBAAS,EAAC,MAAM,CAAC,MAAM,CAAC;iBAC5B,GAAG,CACF,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,CAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,CAC9C,CACF;iBACA,QAAQ,EAAE,CAAC;;YAEd,OAAO,IAAA,sBAAS,EAAC,MAAM,CAAC,MAAM,CAAC;iBAC5B,KAAK,CACJ,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,CAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,CAC9C,CACF;iBACA,QAAQ,EAAE,CAAC;IAClB,CAAC;IAED,0DAAkB,GAAlB,UAAmB,MAAc,EAAE,WAAmB;QACpD,OAAO,IAAI,CAAC,KAAK,CAAC,MAAM,GAAG,WAAW,CAAC,GAAG,WAAW,CAAC;IACxD,CAAC;IAED,6DAAqB,GAArB,UACE,YAAoB,EACpB,SAAiB,EACjB,WAAmB;QAEnB,IAAM,YAAY,GAAG,IAAA,sBAAS,EAAC,YAAY,CAAC;aACzC,GAAG,CAAC,IAAA,sBAAS,EAAC,SAAS,CAAC,CAAC;aACzB,QAAQ,EAAE,CAAC;QAEd,OAAO,IAAI,CAAC,kBAAkB,CAAC,YAAY,EAAE,WAAW,CAAC,GAAG,SAAS,CAAC;IACxE,CAAC;IAED,4DAAoB,GAApB,UAAqB,gBAAwB;QAA7C,iBAsCC;QArCC,8GAA8G;QAC9G,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE,CAAC;YACrB,MAAM,IAAI,KAAK,CAAC,oCAAoC,CAAC,CAAC;QACxD,CAAC;QAED,IAAI,CAAC,IAAI,CAAC,UAAU,CAAC,aAAa,EAAE,CAAC;YACnC,MAAM,IAAI,KAAK,CAAC,2BAA2B,CAAC,CAAC;QAC/C,CAAC;QAED,2BAA2B;QAC3B,IAAM,gBAAgB,GACpB,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,YAAY,CAAC,IAAI,CACnD,UAAC,UAAsB;;YACrB,OAAO,CACL,UAAU,CAAC,aAAa;gBACxB,IAAA,sBAAS,EACP,MAAM,CAAC,MAAA,KAAI,CAAC,UAAU,0CAAE,aAAa,CAAC,aAAa,CAAC,CACrD,CAAC,QAAQ,EAAE,CACb,CAAC;QACJ,CAAC,CACF,CAAC;QAEJ,IAAI,CAAC,gBAAgB,EAAE,CAAC;YACtB,MAAM,IAAI,KAAK,CAAC,4BAA4B,CAAC,CAAC;QAChD,CAAC;QAED,IAAM,uBAAuB,GAC3B,gBAAgB,CAAC,MAAM,CACrB,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,iBAAiB,CACtD,CAAC,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,iBAAiB,CAAC,CAAC;QAC3D,IAAM,kBAAkB,GAAkB,CAAC,CAAC,uBAAuB,CAAC,CAAC,CAAC;QACtE,IAAM,uBAAuB,GAAgB,CAAC,IAAA,sBAAS,EAAC,gBAAgB,CAAC,CAAC,CAAC;QAE3E,OAAO,wBAAe,CAAC,mCAAmC,CACxD,kBAAkB,EAClB,uBAAuB,CACxB,CAAC;IACJ,CAAC;IAED,wEAAgC,GAAhC,UAAiC,EAEQ;YADvC,kBAAkB,wBAAA;QAElB,IAAI,CAAC,IAAI,CAAC,UAAU,EAAE,CAAC;YACrB,MAAM,IAAI,KAAK,CAAC,oCAAoC,CAAC,CAAC;QACxD,CAAC;QAED,IAAM,SAAS,GACb,IAAI,CAAC,UAAU,CAAC,uBAAuB,CAAC,oBAAoB,CAC1D,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,SAAS,CAC9C,CAAC;QACJ,IAAM,WAAW,GAAG,IAAA,yBAAgB,EAClC,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,YAAY,CACjD,CAAC,QAAQ,EAAE,CAAC;QACb,IAAM,mBAAmB,GAAG,IAAI,CAAC,qBAAqB,CACpD,kBAAkB,EAClB,SAAS,EACT,WAAW,CACZ,CAAC;QAEF;;;;;;;;;aASK;QAEL,gBAAgB;QAEhB,IAAM,eAAe,GAAG,IAAI,CAAC,oBAAoB,CAAC,CAAC,CAAC,CAAC;QAErD,IAAM,eAAe,GAAc,IAAA,yBAAgB,EACjD,MAAM,CAAC,IAAI,CAAC,UAAU,CAAC,mBAAmB,CAAC,eAAe,CAAC,aAAa,CAAC,CAC1E,CAAC,YAAY,CAAC,eAAe,CAAC,CAAC;QAEhC,IAAM,QAAQ,GAAG,IAAA,sBAAS,EAAC,CAAC,CAAC,CAAC,SAAS,CAAC,eAAe,CAAC,CAAC,QAAQ,EAAE,CAAC;QAEpE,gBAAgB;QAEhB,IAAM,mBAAmB,GACvB,6BAA6B,CAAC,wBAAwB,CACpD,IAAI,CAAC,UAAU,CAAC,mBAAmB,CACpC,CAAC;QAEJ;;;UAGE;QAEF,IAAM,eAAe,GACnB,mBAAmB,CAAC,oBAAoB,CAAC,YAAY,CAAC;QAExD,IAAM,QAAQ,GAAG,IAAA,sBAAS,EAAC,mBAAmB,CAAC;aAC5C,SAAS,CAAC,eAAe,CAAC;aAC1B,QAAQ,EAAE,CAAC;QAEd,IAAI,QAAQ,GAAG,QAAQ,EAAE,CAAC;YACxB,MAAM,KAAK,CAAC,oCAAoC,CAAC,CAAC;QACpD,CAAC;QAED,OAAO;YACL,QAAQ,EAAE,QAAQ;YAClB,QAAQ,EAAE,QAAQ;YAClB,eAAe,EAAE,eAAe;SACjC,CAAC;IACJ,CAAC;IACH,oCAAC;AAAD,CAAC,AA3TD,IA2TC","sourcesContent":["import {\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    // todo: p1:  margin ratio seems to be wrong on ui\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    const minBound = BigNumber(snappedAmountInRusd)\n      .dividedBy(availableMargin)\n      .toNumber();\n\n    if (minBound > maxBound) {\n      throw Error('Min leverage bound higher than max');\n    }\n\n    return {\n      minBound: minBound,\n      maxBound: maxBound,\n      availableMargin: availableMargin,\n    };\n  }\n}\n"]}

package/dist/clients/socket-client.js

@@ -1,2 +1,184 @@
 "use strict";
+var __assign = (this && this.__assign) || function () {
+    __assign = Object.assign || function(t) {
+        for (var s, i = 1, n = arguments.length; i < n; i++) {
+            s = arguments[i];
+            for (var p in s) if (Object.prototype.hasOwnProperty.call(s, p))
+                t[p] = s[p];
+        }
+        return t;
+    };
+    return __assign.apply(this, arguments);
+};
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.SocketClient = exports.IncomingMessageTypes = void 0;
+var ws_1 = __importDefault(require("ws"));
+var common_1 = require("@reyaxyz/common");
+var OutgoingMessageTypes;
+(function (OutgoingMessageTypes) {
+    OutgoingMessageTypes["PING"] = "ping";
+    OutgoingMessageTypes["SUBSCRIBE"] = "subscribe";
+    OutgoingMessageTypes["UNSUBSCRIBE"] = "unsubscribe";
+})(OutgoingMessageTypes || (OutgoingMessageTypes = {}));
+var SocketChannels;
+(function (SocketChannels) {
+    SocketChannels["CANDLES"] = "candles";
+})(SocketChannels || (SocketChannels = {}));
+var IncomingMessageTypes;
+(function (IncomingMessageTypes) {
+    IncomingMessageTypes["CONNECTED"] = "connected";
+    IncomingMessageTypes["SUBSCRIBED"] = "subscribed";
+    IncomingMessageTypes["ERROR"] = "error";
+    IncomingMessageTypes["CHANNEL_DATA"] = "channel_data";
+    IncomingMessageTypes["CHANNEL_BATCH_DATA"] = "channel_batch_data";
+    IncomingMessageTypes["PONG"] = "pong";
+})(IncomingMessageTypes || (exports.IncomingMessageTypes = IncomingMessageTypes = {}));
+var SocketClient = /** @class */ (function () {
+    function SocketClient(environment, onOpenCallback, onCloseCallback, onMessageCallback) {
+        this.pingInterval = 30000;
+        this.lastMessageTime = Date.now();
+        this.onOpenCallback = onOpenCallback;
+        this.onCloseCallback = onCloseCallback;
+        this.onMessageCallback = onMessageCallback;
+        this.url = (common_1.API_CLIENT_CONFIGS[environment] || common_1.API_CLIENT_CONFIGS['test']).webSocketEndpoint;
+    }
+    SocketClient.prototype.connect = function () {
+        this.ws = new ws_1.default(this.url);
+        this.ws.addEventListener('open', this.handleOpen.bind(this));
+        this.ws.addEventListener('close', this.handleClose.bind(this));
+        this.ws.addEventListener('message', this.handleMessage.bind(this));
+    };
+    /**
+     * @description Close the websocket connection.
+     *
+     */
+    SocketClient.prototype.close = function () {
+        var _a;
+        (_a = this.ws) === null || _a === void 0 ? void 0 : _a.close();
+        this.ws = undefined;
+    };
+    /**
+     * @description Send data to the websocket connection.
+     *
+     */
+    SocketClient.prototype.send = function (data) {
+        var _a;
+        (_a = this.ws) === null || _a === void 0 ? void 0 : _a.send(data);
+    };
+    SocketClient.prototype.handleOpen = function () {
+        if (this.onOpenCallback) {
+            this.onOpenCallback();
+        }
+        this.restartPingInterval();
+    };
+    SocketClient.prototype.handleClose = function () {
+        if (this.onCloseCallback) {
+            this.onCloseCallback();
+        }
+        clearInterval(this.pingIntervalId);
+    };
+    SocketClient.prototype.handleMessage = function (event) {
+        if (event.data === 'PING') {
+            this.send('PONG');
+        }
+        else {
+            this.lastMessageTime = Date.now();
+            if (this.onMessageCallback) {
+                this.onMessageCallback(event);
+            }
+        }
+        this.restartPingInterval();
+    };
+    SocketClient.prototype.restartPingInterval = function () {
+        var _this = this;
+        clearInterval(this.pingIntervalId);
+        this.pingIntervalId = setInterval(function () {
+            var elapsedTime = Date.now() - _this.lastMessageTime;
+            if (elapsedTime > _this.pingInterval) {
+                var message = {
+                    type: OutgoingMessageTypes.PING,
+                };
+                _this.send(JSON.stringify(message));
+            }
+        }, this.pingInterval);
+    };
+    Object.defineProperty(SocketClient.prototype, "onOpen", {
+        /**
+         * @description Set callback when the socket is opened.
+         *
+         */
+        set: function (callback) {
+            this.onOpenCallback = callback;
+        },
+        enumerable: false,
+        configurable: true
+    });
+    Object.defineProperty(SocketClient.prototype, "onClose", {
+        /**
+         * @description Set callback when the socket is closed.
+         *
+         */
+        set: function (callback) {
+            this.onCloseCallback = callback;
+        },
+        enumerable: false,
+        configurable: true
+    });
+    Object.defineProperty(SocketClient.prototype, "onMessage", {
+        /**
+         * @description Set callback when the socket receives a message.
+         *
+         */
+        set: function (callback) {
+            this.onMessageCallback = callback;
+        },
+        enumerable: false,
+        configurable: true
+    });
+    /**
+     * @description Send a subscribe message to the websocket connection.
+     *
+     */
+    SocketClient.prototype.subscribe = function (channel, params) {
+        var message = __assign({ type: OutgoingMessageTypes.SUBSCRIBE, channel: channel }, params);
+        this.send(JSON.stringify(message));
+    };
+    /**
+     * @description Send an unsubscribe message to the websocket connection.
+     *
+     */
+    SocketClient.prototype.unsubscribe = function (channel, params) {
+        var message = __assign({ type: OutgoingMessageTypes.UNSUBSCRIBE, channel: channel }, params);
+        this.send(JSON.stringify(message));
+    };
+    /**
+     * @description Subscribe to candles channel
+     * for a specific market and resolution.
+     *
+     */
+    SocketClient.prototype.subscribeToCandles = function (market, resolution) {
+        var channel = SocketChannels.CANDLES;
+        var params = {
+            id: "".concat(market, "/").concat(resolution),
+            batched: true,
+        };
+        this.subscribe(channel, params);
+    };
+    /**
+     * @description Unsubscribe from candles channel
+     * for a specific market and resolution.
+     */
+    SocketClient.prototype.unsubscribeFromCandles = function (market, resolution) {
+        var channel = SocketChannels.CANDLES;
+        var params = {
+            id: "".concat(market, "/").concat(resolution),
+        };
+        this.unsubscribe(channel, params);
+    };
+    return SocketClient;
+}());
+exports.SocketClient = SocketClient;
 //# sourceMappingURL=socket-client.js.map

package/dist/clients/socket-client.js.map

@@ -1 +1 @@
-{"version":3,"file":"socket-client.js","sourceRoot":"/","sources":["clients/socket-client.ts"],"names":[],"mappings":"","sourcesContent":[""]}
+{"version":3,"file":"socket-client.js","sourceRoot":"/","sources":["clients/socket-client.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;AAAA,0CAA6C;AAC7C,0CAIyB;AAEzB,IAAK,oBAIJ;AAJD,WAAK,oBAAoB;IACvB,qCAAa,CAAA;IACb,+CAAuB,CAAA;IACvB,mDAA2B,CAAA;AAC7B,CAAC,EAJI,oBAAoB,KAApB,oBAAoB,QAIxB;AAED,IAAK,cAEJ;AAFD,WAAK,cAAc;IACjB,qCAAmB,CAAA;AACrB,CAAC,EAFI,cAAc,KAAd,cAAc,QAElB;AAED,IAAY,oBAOX;AAPD,WAAY,oBAAoB;IAC9B,+CAAuB,CAAA;IACvB,iDAAyB,CAAA;IACzB,uCAAe,CAAA;IACf,qDAA6B,CAAA;IAC7B,iEAAyC,CAAA;IACzC,qCAAa,CAAA;AACf,CAAC,EAPW,oBAAoB,oCAApB,oBAAoB,QAO/B;AAED;IASE,sBACE,WAAyC,EACzC,cAA0B,EAC1B,eAA2B,EAC3B,iBAAgD;QAP1C,iBAAY,GAAW,KAAM,CAAC;QAC9B,oBAAe,GAAW,IAAI,CAAC,GAAG,EAAE,CAAC;QAQ3C,IAAI,CAAC,cAAc,GAAG,cAAc,CAAC;QACrC,IAAI,CAAC,eAAe,GAAG,eAAe,CAAC;QACvC,IAAI,CAAC,iBAAiB,GAAG,iBAAiB,CAAC;QAC3C,IAAI,CAAC,GAAG,GAAG,CACT,2BAAkB,CAAC,WAAW,CAAC,IAAI,2BAAkB,CAAC,MAAM,CAAC,CAC9D,CAAC,iBAAiB,CAAC;IACtB,CAAC;IAED,8BAAO,GAAP;QACE,IAAI,CAAC,EAAE,GAAG,IAAI,YAAS,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;QAClC,IAAI,CAAC,EAAE,CAAC,gBAAgB,CAAC,MAAM,EAAE,IAAI,CAAC,UAAU,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC;QAC7D,IAAI,CAAC,EAAE,CAAC,gBAAgB,CAAC,OAAO,EAAE,IAAI,CAAC,WAAW,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC;QAC/D,IAAI,CAAC,EAAE,CAAC,gBAAgB,CAAC,SAAS,EAAE,IAAI,CAAC,aAAa,CAAC,IAAI,CAAC,IAAI,CAAC,CAAC,CAAC;IACrE,CAAC;IAED;;;OAGG;IACH,4BAAK,GAAL;;QACE,MAAA,IAAI,CAAC,EAAE,0CAAE,KAAK,EAAE,CAAC;QACjB,IAAI,CAAC,EAAE,GAAG,SAAS,CAAC;IACtB,CAAC;IAED;;;OAGG;IACH,2BAAI,GAAJ,UAAK,IAAY;;QACf,MAAA,IAAI,CAAC,EAAE,0CAAE,IAAI,CAAC,IAAI,CAAC,CAAC;IACtB,CAAC;IAEO,iCAAU,GAAlB;QACE,IAAI,IAAI,CAAC,cAAc,EAAE,CAAC;YACxB,IAAI,CAAC,cAAc,EAAE,CAAC;QACxB,CAAC;QACD,IAAI,CAAC,mBAAmB,EAAE,CAAC;IAC7B,CAAC;IAEO,kCAAW,GAAnB;QACE,IAAI,IAAI,CAAC,eAAe,EAAE,CAAC;YACzB,IAAI,CAAC,eAAe,EAAE,CAAC;QACzB,CAAC;QACD,aAAa,CAAC,IAAI,CAAC,cAAc,CAAC,CAAC;IACrC,CAAC;IAEO,oCAAa,GAArB,UAAsB,KAAmB;QACvC,IAAI,KAAK,CAAC,IAAI,KAAK,MAAM,EAAE,CAAC;YAC1B,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;QACpB,CAAC;aAAM,CAAC;YACN,IAAI,CAAC,eAAe,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC;YAClC,IAAI,IAAI,CAAC,iBAAiB,EAAE,CAAC;gBAC3B,IAAI,CAAC,iBAAiB,CAAC,KAAK,CAAC,CAAC;YAChC,CAAC;QACH,CAAC;QACD,IAAI,CAAC,mBAAmB,EAAE,CAAC;IAC7B,CAAC;IAEO,0CAAmB,GAA3B;QAAA,iBAWC;QAVC,aAAa,CAAC,IAAI,CAAC,cAAc,CAAC,CAAC;QACnC,IAAI,CAAC,cAAc,GAAG,WAAW,CAAC;YAChC,IAAM,WAAW,GAAG,IAAI,CAAC,GAAG,EAAE,GAAG,KAAI,CAAC,eAAe,CAAC;YACtD,IAAI,WAAW,GAAG,KAAI,CAAC,YAAY,EAAE,CAAC;gBACpC,IAAM,OAAO,GAAG;oBACd,IAAI,EAAE,oBAAoB,CAAC,IAAI;iBAChC,CAAC;gBACF,KAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,CAAC,CAAC;YACrC,CAAC;QACH,CAAC,EAAE,IAAI,CAAC,YAAY,CAAC,CAAC;IACxB,CAAC;IAMD,sBAAI,gCAAM;QAJV;;;WAGG;aACH,UAAW,QAAoB;YAC7B,IAAI,CAAC,cAAc,GAAG,QAAQ,CAAC;QACjC,CAAC;;;OAAA;IAMD,sBAAI,iCAAO;QAJX;;;WAGG;aACH,UAAY,QAAoB;YAC9B,IAAI,CAAC,eAAe,GAAG,QAAQ,CAAC;QAClC,CAAC;;;OAAA;IAMD,sBAAI,mCAAS;QAJb;;;WAGG;aACH,UAAc,QAAuC;YACnD,IAAI,CAAC,iBAAiB,GAAG,QAAQ,CAAC;QACpC,CAAC;;;OAAA;IAED;;;OAGG;IACH,gCAAS,GAAT,UAAU,OAAe,EAAE,MAAe;QACxC,IAAM,OAAO,cACX,IAAI,EAAE,oBAAoB,CAAC,SAAS,EACpC,OAAO,SAAA,IACJ,MAAM,CACV,CAAC;QACF,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,CAAC,CAAC;IACrC,CAAC;IAED;;;OAGG;IACH,kCAAW,GAAX,UAAY,OAAe,EAAE,MAAe;QAC1C,IAAM,OAAO,cACX,IAAI,EAAE,oBAAoB,CAAC,WAAW,EACtC,OAAO,SAAA,IACJ,MAAM,CACV,CAAC;QACF,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,CAAC,CAAC;IACrC,CAAC;IACD;;;;OAIG;IACH,yCAAkB,GAAlB,UAAmB,MAAc,EAAE,UAA6B;QAC9D,IAAM,OAAO,GAAG,cAAc,CAAC,OAAO,CAAC;QACvC,IAAM,MAAM,GAAG;YACb,EAAE,EAAE,UAAG,MAAM,cAAI,UAAU,CAAE;YAC7B,OAAO,EAAE,IAAI;SACd,CAAC;QACF,IAAI,CAAC,SAAS,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;IAClC,CAAC;IAED;;;OAGG;IACH,6CAAsB,GAAtB,UAAuB,MAAc,EAAE,UAA6B;QAClE,IAAM,OAAO,GAAG,cAAc,CAAC,OAAO,CAAC;QACvC,IAAM,MAAM,GAAG;YACb,EAAE,EAAE,UAAG,MAAM,cAAI,UAAU,CAAE;SAC9B,CAAC;QACF,IAAI,CAAC,WAAW,CAAC,OAAO,EAAE,MAAM,CAAC,CAAC;IACpC,CAAC;IACH,mBAAC;AAAD,CAAC,AAhKD,IAgKC;AAhKY,oCAAY","sourcesContent":["import WebSocket, { MessageEvent } from 'ws';\nimport {\n  API_CLIENT_CONFIGS,\n  CandlesResolution,\n  ServiceConfig,\n} from '@reyaxyz/common';\n\nenum OutgoingMessageTypes {\n  PING = 'ping',\n  SUBSCRIBE = 'subscribe',\n  UNSUBSCRIBE = 'unsubscribe',\n}\n\nenum SocketChannels {\n  CANDLES = 'candles',\n}\n\nexport enum IncomingMessageTypes {\n  CONNECTED = 'connected',\n  SUBSCRIBED = 'subscribed',\n  ERROR = 'error',\n  CHANNEL_DATA = 'channel_data',\n  CHANNEL_BATCH_DATA = 'channel_batch_data',\n  PONG = 'pong',\n}\n\nexport class SocketClient {\n  private url: string;\n  private ws?: WebSocket;\n  private onOpenCallback?: () => void;\n  private onCloseCallback?: () => void;\n  private onMessageCallback?: (event: MessageEvent) => void;\n  private pingInterval: number = 30_000;\n  private lastMessageTime: number = Date.now();\n  private pingIntervalId?: NodeJS.Timeout;\n  constructor(\n    environment: ServiceConfig['environment'],\n    onOpenCallback: () => void,\n    onCloseCallback: () => void,\n    onMessageCallback: (event: MessageEvent) => void,\n  ) {\n    this.onOpenCallback = onOpenCallback;\n    this.onCloseCallback = onCloseCallback;\n    this.onMessageCallback = onMessageCallback;\n    this.url = (\n      API_CLIENT_CONFIGS[environment] || API_CLIENT_CONFIGS['test']\n    ).webSocketEndpoint;\n  }\n\n  connect(): void {\n    this.ws = new WebSocket(this.url);\n    this.ws.addEventListener('open', this.handleOpen.bind(this));\n    this.ws.addEventListener('close', this.handleClose.bind(this));\n    this.ws.addEventListener('message', this.handleMessage.bind(this));\n  }\n\n  /**\n   * @description Close the websocket connection.\n   *\n   */\n  close(): void {\n    this.ws?.close();\n    this.ws = undefined;\n  }\n\n  /**\n   * @description Send data to the websocket connection.\n   *\n   */\n  send(data: string): void {\n    this.ws?.send(data);\n  }\n\n  private handleOpen(): void {\n    if (this.onOpenCallback) {\n      this.onOpenCallback();\n    }\n    this.restartPingInterval();\n  }\n\n  private handleClose(): void {\n    if (this.onCloseCallback) {\n      this.onCloseCallback();\n    }\n    clearInterval(this.pingIntervalId);\n  }\n\n  private handleMessage(event: MessageEvent): void {\n    if (event.data === 'PING') {\n      this.send('PONG');\n    } else {\n      this.lastMessageTime = Date.now();\n      if (this.onMessageCallback) {\n        this.onMessageCallback(event);\n      }\n    }\n    this.restartPingInterval();\n  }\n\n  private restartPingInterval(): void {\n    clearInterval(this.pingIntervalId);\n    this.pingIntervalId = setInterval(() => {\n      const elapsedTime = Date.now() - this.lastMessageTime;\n      if (elapsedTime > this.pingInterval) {\n        const message = {\n          type: OutgoingMessageTypes.PING,\n        };\n        this.send(JSON.stringify(message));\n      }\n    }, this.pingInterval);\n  }\n\n  /**\n   * @description Set callback when the socket is opened.\n   *\n   */\n  set onOpen(callback: () => void) {\n    this.onOpenCallback = callback;\n  }\n\n  /**\n   * @description Set callback when the socket is closed.\n   *\n   */\n  set onClose(callback: () => void) {\n    this.onCloseCallback = callback;\n  }\n\n  /**\n   * @description Set callback when the socket receives a message.\n   *\n   */\n  set onMessage(callback: (event: MessageEvent) => void) {\n    this.onMessageCallback = callback;\n  }\n\n  /**\n   * @description Send a subscribe message to the websocket connection.\n   *\n   */\n  subscribe(channel: string, params?: object): void {\n    const message = {\n      type: OutgoingMessageTypes.SUBSCRIBE,\n      channel,\n      ...params,\n    };\n    this.send(JSON.stringify(message));\n  }\n\n  /**\n   * @description Send an unsubscribe message to the websocket connection.\n   *\n   */\n  unsubscribe(channel: string, params?: object): void {\n    const message = {\n      type: OutgoingMessageTypes.UNSUBSCRIBE,\n      channel,\n      ...params,\n    };\n    this.send(JSON.stringify(message));\n  }\n  /**\n   * @description Subscribe to candles channel\n   * for a specific market and resolution.\n   *\n   */\n  subscribeToCandles(market: string, resolution: CandlesResolution): void {\n    const channel = SocketChannels.CANDLES;\n    const params = {\n      id: `${market}/${resolution}`,\n      batched: true,\n    };\n    this.subscribe(channel, params);\n  }\n\n  /**\n   * @description Unsubscribe from candles channel\n   * for a specific market and resolution.\n   */\n  unsubscribeFromCandles(market: string, resolution: CandlesResolution): void {\n    const channel = SocketChannels.CANDLES;\n    const params = {\n      id: `${market}/${resolution}`,\n    };\n    this.unsubscribe(channel, params);\n  }\n}\n"]}

package/dist/index.js

@@ -14,8 +14,10 @@ var __exportStar = (this && this.__exportStar) || function(m, exports) {
     for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.ApiClient = void 0;
+exports.SocketClient = exports.ApiClient = void 0;
 var api_client_1 = require("./clients/api-client");
 Object.defineProperty(exports, "ApiClient", { enumerable: true, get: function () { return api_client_1.ApiClient; } });
+var socket_client_1 = require("./clients/socket-client");
+Object.defineProperty(exports, "SocketClient", { enumerable: true, get: function () { return socket_client_1.SocketClient; } });
 __exportStar(require("./clients/types"), exports);
 //# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"/","sources":["index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;AAAA,mDAAiD;AAAxC,uGAAA,SAAS,OAAA;AAClB,kDAAgC","sourcesContent":["export { ApiClient } from './clients/api-client';\nexport * from './clients/types';\n"]}
+{"version":3,"file":"index.js","sourceRoot":"/","sources":["index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;AAAA,mDAAiD;AAAxC,uGAAA,SAAS,OAAA;AAClB,yDAAuD;AAA9C,6GAAA,YAAY,OAAA;AACrB,kDAAgC","sourcesContent":["export { ApiClient } from './clients/api-client';\nexport { SocketClient } from './clients/socket-client';\nexport * from './clients/types';\n"]}

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

@@ -1 +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,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"}
+{"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;IAiH9B,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;CAoEnF"}

package/dist/types/clients/socket-client.d.ts

@@ -1 +1,73 @@
+import { MessageEvent } from 'ws';
+import { CandlesResolution, ServiceConfig } from '@reyaxyz/common';
+export declare enum IncomingMessageTypes {
+    CONNECTED = "connected",
+    SUBSCRIBED = "subscribed",
+    ERROR = "error",
+    CHANNEL_DATA = "channel_data",
+    CHANNEL_BATCH_DATA = "channel_batch_data",
+    PONG = "pong"
+}
+export declare class SocketClient {
+    private url;
+    private ws?;
+    private onOpenCallback?;
+    private onCloseCallback?;
+    private onMessageCallback?;
+    private pingInterval;
+    private lastMessageTime;
+    private pingIntervalId?;
+    constructor(environment: ServiceConfig['environment'], onOpenCallback: () => void, onCloseCallback: () => void, onMessageCallback: (event: MessageEvent) => void);
+    connect(): void;
+    /**
+     * @description Close the websocket connection.
+     *
+     */
+    close(): void;
+    /**
+     * @description Send data to the websocket connection.
+     *
+     */
+    send(data: string): void;
+    private handleOpen;
+    private handleClose;
+    private handleMessage;
+    private restartPingInterval;
+    /**
+     * @description Set callback when the socket is opened.
+     *
+     */
+    set onOpen(callback: () => void);
+    /**
+     * @description Set callback when the socket is closed.
+     *
+     */
+    set onClose(callback: () => void);
+    /**
+     * @description Set callback when the socket receives a message.
+     *
+     */
+    set onMessage(callback: (event: MessageEvent) => void);
+    /**
+     * @description Send a subscribe message to the websocket connection.
+     *
+     */
+    subscribe(channel: string, params?: object): void;
+    /**
+     * @description Send an unsubscribe message to the websocket connection.
+     *
+     */
+    unsubscribe(channel: string, params?: object): void;
+    /**
+     * @description Subscribe to candles channel
+     * for a specific market and resolution.
+     *
+     */
+    subscribeToCandles(market: string, resolution: CandlesResolution): void;
+    /**
+     * @description Unsubscribe from candles channel
+     * for a specific market and resolution.
+     */
+    unsubscribeFromCandles(market: string, resolution: CandlesResolution): void;
+}
 //# sourceMappingURL=socket-client.d.ts.map

package/dist/types/clients/socket-client.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"socket-client.d.ts","sourceRoot":"/","sources":["clients/socket-client.ts"],"names":[],"mappings":""}
+{"version":3,"file":"socket-client.d.ts","sourceRoot":"/","sources":["clients/socket-client.ts"],"names":[],"mappings":"AAAA,OAAkB,EAAE,YAAY,EAAE,MAAM,IAAI,CAAC;AAC7C,OAAO,EAEL,iBAAiB,EACjB,aAAa,EACd,MAAM,iBAAiB,CAAC;AAYzB,oBAAY,oBAAoB;IAC9B,SAAS,cAAc;IACvB,UAAU,eAAe;IACzB,KAAK,UAAU;IACf,YAAY,iBAAiB;IAC7B,kBAAkB,uBAAuB;IACzC,IAAI,SAAS;CACd;AAED,qBAAa,YAAY;IACvB,OAAO,CAAC,GAAG,CAAS;IACpB,OAAO,CAAC,EAAE,CAAC,CAAY;IACvB,OAAO,CAAC,cAAc,CAAC,CAAa;IACpC,OAAO,CAAC,eAAe,CAAC,CAAa;IACrC,OAAO,CAAC,iBAAiB,CAAC,CAAgC;IAC1D,OAAO,CAAC,YAAY,CAAkB;IACtC,OAAO,CAAC,eAAe,CAAsB;IAC7C,OAAO,CAAC,cAAc,CAAC,CAAiB;gBAEtC,WAAW,EAAE,aAAa,CAAC,aAAa,CAAC,EACzC,cAAc,EAAE,MAAM,IAAI,EAC1B,eAAe,EAAE,MAAM,IAAI,EAC3B,iBAAiB,EAAE,CAAC,KAAK,EAAE,YAAY,KAAK,IAAI;IAUlD,OAAO,IAAI,IAAI;IAOf;;;OAGG;IACH,KAAK,IAAI,IAAI;IAKb;;;OAGG;IACH,IAAI,CAAC,IAAI,EAAE,MAAM,GAAG,IAAI;IAIxB,OAAO,CAAC,UAAU;IAOlB,OAAO,CAAC,WAAW;IAOnB,OAAO,CAAC,aAAa;IAYrB,OAAO,CAAC,mBAAmB;IAa3B;;;OAGG;IACH,IAAI,MAAM,CAAC,QAAQ,EAAE,MAAM,IAAI,EAE9B;IAED;;;OAGG;IACH,IAAI,OAAO,CAAC,QAAQ,EAAE,MAAM,IAAI,EAE/B;IAED;;;OAGG;IACH,IAAI,SAAS,CAAC,QAAQ,EAAE,CAAC,KAAK,EAAE,YAAY,KAAK,IAAI,EAEpD;IAED;;;OAGG;IACH,SAAS,CAAC,OAAO,EAAE,MAAM,EAAE,MAAM,CAAC,EAAE,MAAM,GAAG,IAAI;IASjD;;;OAGG;IACH,WAAW,CAAC,OAAO,EAAE,MAAM,EAAE,MAAM,CAAC,EAAE,MAAM,GAAG,IAAI;IAQnD;;;;OAIG;IACH,kBAAkB,CAAC,MAAM,EAAE,MAAM,EAAE,UAAU,EAAE,iBAAiB,GAAG,IAAI;IASvE;;;OAGG;IACH,sBAAsB,CAAC,MAAM,EAAE,MAAM,EAAE,UAAU,EAAE,iBAAiB,GAAG,IAAI;CAO5E"}

package/dist/types/index.d.ts

@@ -1,3 +1,4 @@
 export { ApiClient } from './clients/api-client';
+export { SocketClient } from './clients/socket-client';
 export * from './clients/types';
 //# sourceMappingURL=index.d.ts.map

package/dist/types/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"/","sources":["index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,sBAAsB,CAAC;AACjD,cAAc,iBAAiB,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"/","sources":["index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,sBAAsB,CAAC;AACjD,OAAO,EAAE,YAAY,EAAE,MAAM,yBAAyB,CAAC;AACvD,cAAc,iBAAiB,CAAC"}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@reyaxyz/api-sdk",
-  "version": "0.77.0",
+  "version": "0.78.0",
   "publishConfig": {
     "access": "public",
     "registry": "https://registry.npmjs.org"
@@ -33,9 +33,13 @@
     "generate:coverage-badges": "npx istanbul-badges-readme --silent"
   },
   "dependencies": {
-    "@reyaxyz/common": "0.89.0",
-    "bignumber.js": "^9.1.2"
+    "@reyaxyz/common": "0.90.0",
+    "bignumber.js": "^9.1.2",
+    "ws": "^8.16.0"
   },
   "packageManager": "pnpm@8.3.1",
-  "gitHead": "ac54258e9861cebb71eee5af8f79e6c3ca868dca"
+  "gitHead": "9a1fa7fed7448ce867f599ab211a8e99ce366f4c",
+  "devDependencies": {
+    "@types/ws": "^8.5.10"
+  }
 }

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

@@ -152,6 +152,7 @@ export default class IsolatedOrderSimulationClient {
       amount,
     );
 
+    // todo: p1:  margin ratio seems to be wrong on ui
     const marginRatio = ExposureCommand.getMarginRatio(newMarginInfoSource);
 
     const marginRatioHealth = ExposureCommand.evaluateHealthStatus(
@@ -318,11 +319,14 @@ export default class IsolatedOrderSimulationClient {
     const availableMargin =
       userAccountExposure.getUsdNodeMarginInfo.initialDelta;
 
-    // todo: p2: how do we deal with edge cases where e.g. min bound > maxBound
     const minBound = BigNumber(snappedAmountInRusd)
       .dividedBy(availableMargin)
       .toNumber();
 
+    if (minBound > maxBound) {
+      throw Error('Min leverage bound higher than max');
+    }
+
     return {
       minBound: minBound,
       maxBound: maxBound,

package/src/clients/socket-client.ts

@@ -0,0 +1,187 @@
+import WebSocket, { MessageEvent } from 'ws';
+import {
+  API_CLIENT_CONFIGS,
+  CandlesResolution,
+  ServiceConfig,
+} from '@reyaxyz/common';
+
+enum OutgoingMessageTypes {
+  PING = 'ping',
+  SUBSCRIBE = 'subscribe',
+  UNSUBSCRIBE = 'unsubscribe',
+}
+
+enum SocketChannels {
+  CANDLES = 'candles',
+}
+
+export enum IncomingMessageTypes {
+  CONNECTED = 'connected',
+  SUBSCRIBED = 'subscribed',
+  ERROR = 'error',
+  CHANNEL_DATA = 'channel_data',
+  CHANNEL_BATCH_DATA = 'channel_batch_data',
+  PONG = 'pong',
+}
+
+export class SocketClient {
+  private url: string;
+  private ws?: WebSocket;
+  private onOpenCallback?: () => void;
+  private onCloseCallback?: () => void;
+  private onMessageCallback?: (event: MessageEvent) => void;
+  private pingInterval: number = 30_000;
+  private lastMessageTime: number = Date.now();
+  private pingIntervalId?: NodeJS.Timeout;
+  constructor(
+    environment: ServiceConfig['environment'],
+    onOpenCallback: () => void,
+    onCloseCallback: () => void,
+    onMessageCallback: (event: MessageEvent) => void,
+  ) {
+    this.onOpenCallback = onOpenCallback;
+    this.onCloseCallback = onCloseCallback;
+    this.onMessageCallback = onMessageCallback;
+    this.url = (
+      API_CLIENT_CONFIGS[environment] || API_CLIENT_CONFIGS['test']
+    ).webSocketEndpoint;
+  }
+
+  connect(): void {
+    this.ws = new WebSocket(this.url);
+    this.ws.addEventListener('open', this.handleOpen.bind(this));
+    this.ws.addEventListener('close', this.handleClose.bind(this));
+    this.ws.addEventListener('message', this.handleMessage.bind(this));
+  }
+
+  /**
+   * @description Close the websocket connection.
+   *
+   */
+  close(): void {
+    this.ws?.close();
+    this.ws = undefined;
+  }
+
+  /**
+   * @description Send data to the websocket connection.
+   *
+   */
+  send(data: string): void {
+    this.ws?.send(data);
+  }
+
+  private handleOpen(): void {
+    if (this.onOpenCallback) {
+      this.onOpenCallback();
+    }
+    this.restartPingInterval();
+  }
+
+  private handleClose(): void {
+    if (this.onCloseCallback) {
+      this.onCloseCallback();
+    }
+    clearInterval(this.pingIntervalId);
+  }
+
+  private handleMessage(event: MessageEvent): void {
+    if (event.data === 'PING') {
+      this.send('PONG');
+    } else {
+      this.lastMessageTime = Date.now();
+      if (this.onMessageCallback) {
+        this.onMessageCallback(event);
+      }
+    }
+    this.restartPingInterval();
+  }
+
+  private restartPingInterval(): void {
+    clearInterval(this.pingIntervalId);
+    this.pingIntervalId = setInterval(() => {
+      const elapsedTime = Date.now() - this.lastMessageTime;
+      if (elapsedTime > this.pingInterval) {
+        const message = {
+          type: OutgoingMessageTypes.PING,
+        };
+        this.send(JSON.stringify(message));
+      }
+    }, this.pingInterval);
+  }
+
+  /**
+   * @description Set callback when the socket is opened.
+   *
+   */
+  set onOpen(callback: () => void) {
+    this.onOpenCallback = callback;
+  }
+
+  /**
+   * @description Set callback when the socket is closed.
+   *
+   */
+  set onClose(callback: () => void) {
+    this.onCloseCallback = callback;
+  }
+
+  /**
+   * @description Set callback when the socket receives a message.
+   *
+   */
+  set onMessage(callback: (event: MessageEvent) => void) {
+    this.onMessageCallback = callback;
+  }
+
+  /**
+   * @description Send a subscribe message to the websocket connection.
+   *
+   */
+  subscribe(channel: string, params?: object): void {
+    const message = {
+      type: OutgoingMessageTypes.SUBSCRIBE,
+      channel,
+      ...params,
+    };
+    this.send(JSON.stringify(message));
+  }
+
+  /**
+   * @description Send an unsubscribe message to the websocket connection.
+   *
+   */
+  unsubscribe(channel: string, params?: object): void {
+    const message = {
+      type: OutgoingMessageTypes.UNSUBSCRIBE,
+      channel,
+      ...params,
+    };
+    this.send(JSON.stringify(message));
+  }
+  /**
+   * @description Subscribe to candles channel
+   * for a specific market and resolution.
+   *
+   */
+  subscribeToCandles(market: string, resolution: CandlesResolution): void {
+    const channel = SocketChannels.CANDLES;
+    const params = {
+      id: `${market}/${resolution}`,
+      batched: true,
+    };
+    this.subscribe(channel, params);
+  }
+
+  /**
+   * @description Unsubscribe from candles channel
+   * for a specific market and resolution.
+   */
+  unsubscribeFromCandles(market: string, resolution: CandlesResolution): void {
+    const channel = SocketChannels.CANDLES;
+    const params = {
+      id: `${market}/${resolution}`,
+    };
+    this.unsubscribe(channel, params);
+  }
+}

package/src/index.ts

@@ -1,2 +1,3 @@
 export { ApiClient } from './clients/api-client';
+export { SocketClient } from './clients/socket-client';
 export * from './clients/types';