@reyaxyz/common 0.1.0

package/src/commands/exposure/index.ts

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+export * from './command';
+export * from './types';

package/src/commands/exposure/types.ts

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+import BigNumber from 'bignumber.js';
+
+export interface MarketStorage {
+  market_id: number;
+  quote_collateral: string;
+  instrument_address: string;
+  name: string;
+  risk_block_id: number;
+  collateral_pool_id: number;
+  block_timestamp: number;
+  block_number: number;
+}
+
+export interface MarketConfiguration {
+  market_id: number;
+  risk_matrix_index: number;
+  max_open_base: number;
+  velocity_multiplier: number;
+  minimum_order_base: number;
+  base_spacing: number;
+  price_spacing: number;
+  oracle_node_id: string;
+  mtm_window: number;
+  dutch_config_lambda: number;
+  dutch_config_min_base: number;
+  slippage_params_phi: number;
+  slippage_params_beta: number;
+  block_timestamp: number;
+  block_number: number;
+}
+
+export type AccountAssetBalance = {
+  accountId: number;
+  collateral: string;
+  amount: number;
+};
+
+export interface RiskMultipliersConfiguration {
+  collateral_pool_id: number;
+  im_multiplier: number;
+  mmr_multiplier: number;
+  dutch_multiplier: number;
+  adl_multiplier: number;
+  im_buffer_multiplier: number;
+  block_timestamp: number;
+  block_number: number;
+}
+
+export interface RiskMatrix {
+  collateral_pool_id: number;
+  risk_block_id: number;
+  matrix: BigNumber[][];
+}
+export type MarketIdToOraclePriceMap = {
+  [marketId: number]: number;
+};
+
+export type CollateralAddressToExchangePriceMap = {
+  [address: string]: number;
+};
+
+export interface ExchangeInfo {
+  price: number;
+  priceHaircut: number;
+  autoExchangeDiscount: number;
+  tokenAddress: string;
+}
+
+export interface PositionInfo {
+  base: BigNumber;
+  realized_pnl: BigNumber;
+  last_price: BigNumber;
+  last_timestamp: BigNumber;
+  funding_value: BigNumber;
+  base_multiplier: BigNumber;
+  adl_unwind_price: BigNumber;
+  market_id: number;
+}
+
+export type PositionInfoMarketConfiguration = PositionInfo & {
+  market_configuration: MarketConfiguration;
+};
+
+export interface MarginInfo {
+  assetAddress: string;
+  marginBalance: number;
+  realBalance: number;
+  initialDelta: number;
+  maintenanceDelta: number;
+  liquidationDelta: number;
+  dutchDelta: number;
+  adlDelta: number;
+  initialBufferDelta: number;
+  liquidationMarginRequirement: number;
+}
+
+export interface CollateralInfo {
+  netDeposits: number;
+  marginBalance: number;
+  realBalance: number;
+}
+
+export type ExposureCommandState = {
+  rootCollateralPoolId: number;
+  oraclePricePerMarket: MarketIdToOraclePriceMap;
+  accountBalancePerAsset: AccountAssetBalance[];
+  groupedByCollateral: Record<string, AccountAssetBalance>;
+  riskMultipliers: RiskMultipliersConfiguration;
+  riskMatrices: RiskMatrix[];
+  exchangeInfoPerAsset: ExchangeInfo[];
+  positionInfoMarketConfiguration: PositionInfoMarketConfiguration[];
+  uniqueTokenAddresses: string[];
+  uniqueQuoteCollaterals: string[];
+  tokenMarginInfoPerAsset: MarginInfo[];
+  realizedPnLSum: BigNumber;
+  unrealizedPnLSum: BigNumber;
+};
+
+export type TradeSimulationState = {
+  feeParameter: BigNumber;
+  marketStorage: MarketStorage;
+  marketConfiguration: MarketConfiguration;
+  exposureDataAccount: ExposureCommandState;
+  exposureDataPassivePool: ExposureCommandState;
+};

package/src/commands/index.ts

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+export * from './exposure';

package/src/index.ts

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+export * from './types';
+export * from './commands';
+export * from './utils';

package/src/types.ts

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+// -- Markets --
+export type MarketOrderInfo = {
+  counterpartyAccountIds: number[];
+  exchangeId: number;
+};
+
+export type MarketEntity = {
+  id: number;
+  ticker: string;
+  underlyingAsset: string;
+  quoteToken: string;
+  markPrice: number;
+  isActive: boolean;
+  maxLeverage: number;
+  volume24H: number;
+  priceChange24H: number;
+  priceChange24HPercentage: number;
+  openInterest: number;
+  fundingRate: number;
+  description: string;
+  orderInfo: MarketOrderInfo;
+  tickSizeDecimals: number;
+  chainId: SupportedChainId;
+};
+
+export enum SupportedChainId {
+  polygonMumbai = 80001,
+  reyaCronos = 1729,
+}
+
+export enum CandlesResolution {
+  ONE_MINUTE = '1MIN',
+  FIVE_MINUTES = '5MINS',
+  FIFTEEN_MINUTES = '15MINS',
+  THIRTY_MINUTES = '30MINS',
+  ONE_HOUR = '1HOUR',
+  FOUR_HOURS = '4HOURS',
+  ONE_DAY = '1DAY',
+}
+
+// -- Candles --
+export interface Candle {
+  id: string;
+  startedAt: string;
+  ticker: string;
+  resolution: CandlesResolution;
+  low: string;
+  high: string;
+  open: string;
+  close: string;
+  baseTokenVolume: string;
+  usdVolume: string;
+  trades: number;
+  startingOpenInterest: string;
+}
+
+// -- Account --
+
+export type Status = 'OPEN' | 'CLOSED' | 'LIQUIDATED' | 'FILLED';
+export type Side = 'long' | 'short';
+
+export type MarginAccountEntity = {
+  id: number;
+  name: string;
+  marginRatioHealth: 'danger' | 'healthy' | 'warning';
+  marginRatioPercentage: number;
+  totalBalance: number;
+  totalBalanceUnderlyingAsset: string;
+  collaterals: {
+    token: string;
+    percentage: number;
+    balance: number;
+    balanceRUSD: number;
+  }[];
+};
+
+export type PositionEntity = {
+  id: number;
+  side: Side;
+  size: number;
+  base: number;
+  price: number;
+  markPrice: number;
+  orderStatus: Status;
+  realisedPnl?: number | null;
+  unrealisedPnl?: number | null;
+  liquidationPrice: number;
+  fundingRate: number;
+  market: MarketEntity;
+  date: Date;
+};
+
+export type TradingHistoryEntity = {
+  id: number;
+  price: number;
+  priceUnderlyingToken: string;
+  size: number;
+  sizeUnderlyingToken: string;
+  timestampMillisecondsUTC: number;
+};
+
+export type OrderType = 'market';
+
+export type PositionHistoryType =
+  | 'long-trade'
+  | 'short-trade'
+  | 'long-liquidation'
+  | 'short-liquidation';
+
+export type PositionHistoryEntity = {
+  id: number;
+  action: PositionHistoryType;
+  orderType: OrderType;
+  size: number;
+  executionPrice: number;
+  realisedPnl?: number | null;
+  fees: number;
+  timestamp: number;
+  market: MarketEntity;
+};
+
+export type LpPoolEntity = {
+  id: number;
+  name: string;
+  description: string;
+  longDescription: string;
+  readMoreLink: string;
+  currentAPY: number;
+  balanceSupplied?: number | null;
+  apyChange24H: number;
+  tokenAddress: string;
+  token: string;
+  allowedChainsForLiquidity: number[];
+  chainId: SupportedChainId;
+};
+
+export type TransactionHistoryType = 'deposit' | 'withdrawal';
+
+export type LpTransactionHistoryEntity = {
+  id: number;
+  type: TransactionHistoryType;
+  token: string;
+  amount: number;
+  transactionHash: string;
+  timestamp: number;
+};
+
+export type LpPositionEntity = {
+  id: number;
+  deposited: number;
+  currentBalance: number;
+  pnl: number;
+  fundingRate: number;
+  lpPool: LpPoolEntity;
+};
+
+export type MarginAccountTransactionHistoryType =
+  | 'deposit'
+  | 'withdrawal'
+  | 'transfer'
+  | 'auto_exchange';
+
+export type MarginAccountTransactionHistoryEntity = {
+  id: number;
+  type: MarginAccountTransactionHistoryType;
+  token: string;
+  amount: number;
+  transactionHash: string;
+  timestamp: number;
+};
+
+export type TokenEntity = {
+  id: string;
+  address: string;
+};
+// TODO: Milan evaluate if these need to be in common. At moment of writting it was shared in api and api-sdk
+// --- Lp Pool Balance ---
+export enum BalanceGranularity {
+  ONE_MINUTE = 60 * 1000,
+  ONE_HOUR = 60 * 60 * 1000,
+  ONE_DAY = 24 * 60 * 60 * 1000,
+  ONE_WEEK = 7 * 24 * 60 * 60 * 1000,
+  ONE_MONTH = 30 * 24 * 60 * 60 * 1000,
+  ONE_YEAR = 365 * 24 * 60 * 60 * 1000,
+}
+// TODO: Milan evaluate if these need to be in common. At moment of writting it was shared in api and api-sdk
+export type GetLpPoolBalanceChartDataResult = {
+  data: {
+    timestampInMs: number;
+    value: number;
+  }[];
+  tvl: number;
+  tvlChangePercentage: number;
+  apy: number;
+  apyChangePercentage: number;
+};
+
+// TODO: Milan evaluate if these need to be in common. At moment of writting it was shared in api and api-sdk
+// - LP Account Performance -
+export type GetLpPoolPerformanceChartDataResult = {
+  capitalInvestedData: {
+    timestampInMs: number;
+    value: number;
+  }[];
+  balanceData: {
+    timestampInMs: number;
+    value: number;
+  }[];
+  balance: number;
+  balanceChangePercentage: number;
+  capitalInvested: number;
+  capitalInvestedChangePercentage: number;
+};

package/src/utils/index.ts

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+export * from './number';

package/src/utils/number.ts

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+import BigNumber from 'bignumber.js';
+
+export function amountNormalizer(
+  value: BigNumber | number | string,
+  decimals: number = 18,
+): BigNumber {
+  return BigNumber(value).div(BigNumber(10).pow(decimals));
+}