@reyaxyz/common 0.274.0 → 0.274.2
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +1 -1
- package/dist/transactions/routerCommands.js +5 -1
- package/dist/transactions/routerCommands.js.map +1 -1
- package/dist/types/transactions/routerCommands.d.ts +2 -1
- package/dist/types/transactions/routerCommands.d.ts.map +1 -1
- package/dist/types/utils/calculate.d.ts +1 -1
- package/dist/types/utils/calculate.d.ts.map +1 -1
- package/dist/types/utils/consts.d.ts +2 -3
- package/dist/types/utils/consts.d.ts.map +1 -1
- package/dist/utils/calculate.js +2 -2
- package/dist/utils/calculate.js.map +1 -1
- package/dist/utils/consts.js +1 -7
- package/dist/utils/consts.js.map +1 -1
- package/package.json +2 -2
- package/src/transactions/routerCommands.ts +4 -0
- package/src/utils/calculate.ts +1 -3
- package/src/utils/consts.ts +2 -8
package/README.md
CHANGED
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@@ -6,5 +6,5 @@
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6
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| Statements | Branches | Functions | Lines |
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| --------------------------- | ----------------------- | ------------------------- | ----------------- |
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-
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@@ -15,7 +15,8 @@ var CommandType;
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CommandType[CommandType["DUTCH_LIQUIDATION"] = 2] = "DUTCH_LIQUIDATION";
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CommandType[CommandType["MATCH_ORDER"] = 3] = "MATCH_ORDER";
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CommandType[CommandType["TRANSFER_MARGIN_ACCOUNT"] = 4] = "TRANSFER_MARGIN_ACCOUNT";
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-
CommandType[CommandType["
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+
CommandType[CommandType["CAMELOT_SWAP"] = 5] = "CAMELOT_SWAP";
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CommandType[CommandType["MANAGE_POOL_STAKE"] = 6] = "MANAGE_POOL_STAKE";
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})(CommandType || (exports.CommandType = CommandType = {}));
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var ABI_DEFINITION = (_a = {},
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_a[CommandType.DEPOSIT] = ['address', 'uint256'],
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@@ -23,6 +24,9 @@ var ABI_DEFINITION = (_a = {},
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_a[CommandType.MATCH_ORDER] = ['uint128[]', 'bytes'],
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_a[CommandType.DUTCH_LIQUIDATION] = ['tuple(uint128,address,uint128[],bytes[])'],
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_a[CommandType.TRANSFER_MARGIN_ACCOUNT] = ['tuple(uint128,address,uint256)'],
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_a[CommandType.CAMELOT_SWAP] = [
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'tuple(uint256,uint256,address[],address[],address[])',
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],
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_a[CommandType.MANAGE_POOL_STAKE] = ['uint8', 'bytes'],
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_a);
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function createCommand(type, parameters, marketId, exchangeId) {
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"routerCommands.js","sourceRoot":"/","sources":["transactions/routerCommands.ts"],"names":[],"mappings":";;;;AAAA,iCAAkC;AAGlC;;;;GAIG;AACH,IAAY,
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{"version":3,"file":"routerCommands.js","sourceRoot":"/","sources":["transactions/routerCommands.ts"],"names":[],"mappings":";;;;AAAA,iCAAkC;AAGlC;;;;GAIG;AACH,IAAY,WAQX;AARD,WAAY,WAAW;IACrB,mDAAO,CAAA;IACP,qDAAQ,CAAA;IACR,uEAAiB,CAAA;IACjB,2DAAW,CAAA;IACX,mFAAuB,CAAA;IACvB,6DAAY,CAAA;IACZ,uEAAiB,CAAA;AACnB,CAAC,EARW,WAAW,2BAAX,WAAW,QAQtB;AAED,IAAM,cAAc;IAClB,GAAC,WAAW,CAAC,OAAO,IAAG,CAAC,SAAS,EAAE,SAAS,CAAC;IAC7C,GAAC,WAAW,CAAC,QAAQ,IAAG,CAAC,SAAS,EAAE,SAAS,CAAC;IAC9C,GAAC,WAAW,CAAC,WAAW,IAAG,CAAC,WAAW,EAAE,OAAO,CAAC;IACjD,GAAC,WAAW,CAAC,iBAAiB,IAAG,CAAC,0CAA0C,CAAC;IAC7E,GAAC,WAAW,CAAC,uBAAuB,IAAG,CAAC,gCAAgC,CAAC;IACzE,GAAC,WAAW,CAAC,YAAY,IAAG;QAC1B,sDAAsD;KACvD;IACD,GAAC,WAAW,CAAC,iBAAiB,IAAG,CAAC,OAAO,EAAE,OAAO,CAAC;OACpD,CAAC;AASF,SAAgB,aAAa,CAC3B,IAAiB,EACjB,UAAqB,EACrB,QAAgB,EAChB,UAAkB;IAElB,IAAM,YAAY,GAAG,iBAAQ,CAAC,eAAe,EAAE,CAAC,MAAM,CACpD,cAAc,CAAC,IAAI,CAAC,EACpB,UAAU,CACX,CAAC;IACF,OAAO,EAAE,IAAI,MAAA,EAAE,YAAY,cAAA,EAAE,QAAQ,UAAA,EAAE,UAAU,YAAA,EAAE,CAAC;AACtD,CAAC;AAXD,sCAWC;AAED,SAAgB,UAAU,CACxB,IAAiB,EACjB,UAAqB,EACrB,QAAgB,EAChB,UAAkB;IAElB,IAAM,OAAO,GAAG,aAAa,CAAC,IAAI,EAAE,UAAU,EAAE,QAAQ,EAAE,UAAU,CAAC,CAAC;IACtE,OAAO;QACL,OAAO,EAAE;YACP,WAAW,EAAE,OAAO,CAAC,IAAI;YACzB,MAAM,EAAE,OAAO,CAAC,YAAY;YAC5B,QAAQ,EAAE,OAAO,CAAC,QAAQ;YAC1B,UAAU,EAAE,OAAO,CAAC,UAAU;SAC/B;KACF,CAAC;AACJ,CAAC;AAfD,gCAeC","sourcesContent":["import { AbiCoder } from 'ethers';\nimport { SingleAction } from './action';\n\n/**\n * CommandTypes\n * @description Flags that modify a command's execution\n * @enum {number}\n */\nexport enum CommandType {\n DEPOSIT,\n WITHDRAW,\n DUTCH_LIQUIDATION,\n MATCH_ORDER,\n TRANSFER_MARGIN_ACCOUNT,\n CAMELOT_SWAP,\n MANAGE_POOL_STAKE,\n}\n\nconst ABI_DEFINITION: { [key in CommandType]: string[] } = {\n [CommandType.DEPOSIT]: ['address', 'uint256'],\n [CommandType.WITHDRAW]: ['address', 'uint256'],\n [CommandType.MATCH_ORDER]: ['uint128[]', 'bytes'],\n [CommandType.DUTCH_LIQUIDATION]: ['tuple(uint128,address,uint128[],bytes[])'],\n [CommandType.TRANSFER_MARGIN_ACCOUNT]: ['tuple(uint128,address,uint256)'],\n [CommandType.CAMELOT_SWAP]: [\n 'tuple(uint256,uint256,address[],address[],address[])',\n ],\n [CommandType.MANAGE_POOL_STAKE]: ['uint8', 'bytes'],\n};\n\nexport type RouterCommand = {\n type: CommandType;\n encodedInput: string;\n marketId: number;\n exchangeId: number;\n};\n\nexport function createCommand(\n type: CommandType,\n parameters: unknown[],\n marketId: number,\n exchangeId: number,\n): RouterCommand {\n const encodedInput = AbiCoder.defaultAbiCoder().encode(\n ABI_DEFINITION[type],\n parameters,\n );\n return { type, encodedInput, marketId, exchangeId };\n}\n\nexport function getCommand(\n type: CommandType,\n parameters: unknown[],\n marketId: number,\n exchangeId: number,\n): SingleAction {\n const command = createCommand(type, parameters, marketId, exchangeId);\n return {\n command: {\n commandType: command.type,\n inputs: command.encodedInput,\n marketId: command.marketId,\n exchangeId: command.exchangeId,\n },\n };\n}\n"]}
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"routerCommands.d.ts","sourceRoot":"/","sources":["transactions/routerCommands.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,YAAY,EAAE,MAAM,UAAU,CAAC;AAExC;;;;GAIG;AACH,oBAAY,WAAW;IACrB,OAAO,IAAA;IACP,QAAQ,IAAA;IACR,iBAAiB,IAAA;IACjB,WAAW,IAAA;IACX,uBAAuB,IAAA;IACvB,iBAAiB,IAAA;CAClB;
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+
{"version":3,"file":"routerCommands.d.ts","sourceRoot":"/","sources":["transactions/routerCommands.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,YAAY,EAAE,MAAM,UAAU,CAAC;AAExC;;;;GAIG;AACH,oBAAY,WAAW;IACrB,OAAO,IAAA;IACP,QAAQ,IAAA;IACR,iBAAiB,IAAA;IACjB,WAAW,IAAA;IACX,uBAAuB,IAAA;IACvB,YAAY,IAAA;IACZ,iBAAiB,IAAA;CAClB;AAcD,MAAM,MAAM,aAAa,GAAG;IAC1B,IAAI,EAAE,WAAW,CAAC;IAClB,YAAY,EAAE,MAAM,CAAC;IACrB,QAAQ,EAAE,MAAM,CAAC;IACjB,UAAU,EAAE,MAAM,CAAC;CACpB,CAAC;AAEF,wBAAgB,aAAa,CAC3B,IAAI,EAAE,WAAW,EACjB,UAAU,EAAE,OAAO,EAAE,EACrB,QAAQ,EAAE,MAAM,EAChB,UAAU,EAAE,MAAM,GACjB,aAAa,CAMf;AAED,wBAAgB,UAAU,CACxB,IAAI,EAAE,WAAW,EACjB,UAAU,EAAE,OAAO,EAAE,EACrB,QAAQ,EAAE,MAAM,EAChB,UAAU,EAAE,MAAM,GACjB,YAAY,CAUd"}
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@@ -48,7 +48,7 @@ export declare const calculateMaxOrderSize: ({ currIMR, currNodeBalance, currNot
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oraclePrice: number;
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poolPrice: number;
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}) => number;
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export declare const calculateIMR: ({
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export declare const calculateIMR: ({ marketLeverages, marketPrices, positions, }: {
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accountLeverages: Map<AccountId, number>;
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marketLeverages: Map<MarketId, number>;
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marketPrices: Map<MarketId, number>;
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@@ -1 +1 @@
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-
{"version":3,"file":"calculate.d.ts","sourceRoot":"/","sources":["utils/calculate.ts"],"names":[],"mappings":"AAIA,KAAK,QAAQ,GAAG,MAAM,CAAC;AACvB,KAAK,SAAS,GAAG,MAAM,CAAC;AACxB,KAAK,OAAO,GAAG,MAAM,CAAC;AAEtB,eAAO,MAAM,oBAAoB;iBAKlB,MAAM;;gBAEP,MAAM;YACiC,CAAC;AAEtD,eAAO,MAAM,gCAAgC,cAChC,MAAM,QACX,MAAM,eACC,MAAM,eACN,MAAM,SACZ,MAAM,WAE8D,CAAC;AAE9E,eAAO,MAAM,iBAAiB;aAInB,MAAM;mBACA,MAAM;YACgB,CAAC;AAExC,eAAO,MAAM,eAAe;iBAOb,MAAM;iBACN,MAAM;iBACN,MAAM;eACR,MAAM;mBACF,MAAM;YAIR,CAAC;AAEhB,eAAO,MAAM,kCAAkC;SAOxC,MAAM;oBACK,MAAM;aACb,OAAO;cACN,MAAM;iBACH,MAAM;YAMlB,CAAC;AAEJ,eAAO,MAAM,iBAAiB;mBAIb,MAAM;gBACT,MAAM;YAC6B,CAAC;AAElD,eAAO,MAAM,uBAAuB;aAMzB,MAAM;qBACE,MAAM;cACb,MAAM;mBACD,MAAM;YAIX,CAAC;AAEb,eAAO,MAAM,qBAAqB;aAavB,MAAM;qBACE,MAAM;kBACT,MAAM;iBACP,MAAM;uBACA,OAAO;aACjB,MAAM;kBACD,OAAO;cACX,MAAM;iBACH,MAAM;iBACN,MAAM;eACR,MAAM;YAqBlB,CAAC;AAEF,eAAO,MAAM,YAAY;
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{"version":3,"file":"calculate.d.ts","sourceRoot":"/","sources":["utils/calculate.ts"],"names":[],"mappings":"AAIA,KAAK,QAAQ,GAAG,MAAM,CAAC;AACvB,KAAK,SAAS,GAAG,MAAM,CAAC;AACxB,KAAK,OAAO,GAAG,MAAM,CAAC;AAEtB,eAAO,MAAM,oBAAoB;iBAKlB,MAAM;;gBAEP,MAAM;YACiC,CAAC;AAEtD,eAAO,MAAM,gCAAgC,cAChC,MAAM,QACX,MAAM,eACC,MAAM,eACN,MAAM,SACZ,MAAM,WAE8D,CAAC;AAE9E,eAAO,MAAM,iBAAiB;aAInB,MAAM;mBACA,MAAM;YACgB,CAAC;AAExC,eAAO,MAAM,eAAe;iBAOb,MAAM;iBACN,MAAM;iBACN,MAAM;eACR,MAAM;mBACF,MAAM;YAIR,CAAC;AAEhB,eAAO,MAAM,kCAAkC;SAOxC,MAAM;oBACK,MAAM;aACb,OAAO;cACN,MAAM;iBACH,MAAM;YAMlB,CAAC;AAEJ,eAAO,MAAM,iBAAiB;mBAIb,MAAM;gBACT,MAAM;YAC6B,CAAC;AAElD,eAAO,MAAM,uBAAuB;aAMzB,MAAM;qBACE,MAAM;cACb,MAAM;mBACD,MAAM;YAIX,CAAC;AAEb,eAAO,MAAM,qBAAqB;aAavB,MAAM;qBACE,MAAM;kBACT,MAAM;iBACP,MAAM;uBACA,OAAO;aACjB,MAAM;kBACD,OAAO;cACX,MAAM;iBACH,MAAM;iBACN,MAAM;eACR,MAAM;YAqBlB,CAAC;AAEF,eAAO,MAAM,YAAY;sBAKL,IAAI,SAAS,EAAE,MAAM,CAAC;qBACvB,IAAI,QAAQ,EAAE,MAAM,CAAC;kBACxB,IAAI,QAAQ,EAAE,MAAM,CAAC;eACxB,IAAI,QAAQ,EAAE,MAAM,CAAC;YAajC,CAAC;AAEF,eAAO,MAAM,YAAY;;kBAQT,IAAI,QAAQ,EAAE,MAAM,CAAC;eACxB,IAAI,QAAQ,EAAE,MAAM,CAAC;iBACnB,IAAI,QAAQ,EAAE,MAAM,CAAC;;YAkB7B,CAAC;AAIR,eAAO,MAAM,oBAAoB;SAK1B,MAAM;kBACG,MAAM;eACT,MAAM;YAYlB,CAAC;AAEF,eAAO,MAAM,oBAAoB;qBAQd,IAAI,OAAO,EAAE,MAAM,CAAC;iBACxB,IAAI,OAAO,EAAE,MAAM,CAAC;sBACf,IAChB,QAAQ,EACR;QACE,YAAY,EAAE,MAAM,CAAC;QACrB,iBAAiB,EAAE,MAAM,CAAC;KAC3B,CACF;qBACgB,IACf,QAAQ,EACR;QACE,kBAAkB,EAAE,MAAM,CAAC;QAC3B,kBAAkB,EAAE,MAAM,CAAC;QAC3B,gBAAgB,EAAE,MAAM,CAAC;QACzB,mBAAmB,EAAE,MAAM,CAAC;QAC5B,mBAAmB,EAAE,MAAM,CAAC;QAC5B,iBAAiB,EAAE,MAAM,CAAC;KAC3B,CACF;eACU;QACT,cAAc,EAAE,MAAM,CAAC;QACvB,IAAI,EAAE,MAAM,CAAC;QACb,cAAc,EAAE,MAAM,CAAC;QACvB,YAAY,EAAE,MAAM,CAAC;QACrB,SAAS,EAAE,MAAM,CAAC;QAClB,QAAQ,EAAE,MAAM,CAAC;QACjB,WAAW,EAAE,MAAM,CAAC;KACrB,EAAE;;YA6DJ,CAAC"}
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import { ConditionalOrderType, ConditionalOrderTypeName, Rank, RankTrading
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import { AssetPair, ConditionalOrderType, ConditionalOrderTypeName, Rank, RankTrading } from '../types';
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export declare const MAX_UINT128: number;
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export declare const getCurrentCandleRedisKey: (assetPairId: AssetPair) => string;
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export declare const CHANNEL_NAME: "redis-pub-sub";
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export declare const WHITELISTED_WALLETS: string[];
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export declare const RANKS: Record<number, Rank>;
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export declare const VOLUME_TIER_MAP: Record<number, number>;
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export declare const SPECIAL_TIER_THRESHOLD = 100;
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export declare const marketAssetPairIdMapper: Record<string, string>;
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export declare const marketIdToAssetPairMapper: Record<string,
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export declare const marketIdToAssetPairMapper: Record<string, AssetPair>;
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export declare const getAllMarketIds: () => string[];
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export declare const SOCKET_BRIDGE_IN_MSG_GAS_LIMIT: bigint;
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export declare const SOCKET_EMPTY_PAYLOAD_SIZE = 160;
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-
{"version":3,"file":"consts.d.ts","sourceRoot":"/","sources":["utils/consts.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,oBAAoB,EACpB,wBAAwB,EACxB,IAAI,EACJ,WAAW,
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{"version":3,"file":"consts.d.ts","sourceRoot":"/","sources":["utils/consts.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,SAAS,EACT,oBAAoB,EACpB,wBAAwB,EACxB,IAAI,EACJ,WAAW,EACZ,MAAM,UAAU,CAAC;AAElB,eAAO,MAAM,WAAW,QAAe,CAAC;AACxC,eAAO,MAAM,WAAW,EAAE,MAAa,CAAC;AAExC,eAAO,MAAM,kBAAkB,EAAE,MAAqB,CAAC;AAEvD,eAAO,MAAM,YAAY,iBAA2B,CAAC;AAErD,eAAO,MAAM,mBAAmB,UAkB/B,CAAC;AAEF,eAAO,MAAM,KAAK,EAAE,MAAM,CAAC,MAAM,EAAE,IAAI,CAwDtC,CAAC;AAEF,eAAO,MAAM,aAAa,EAAE,MAAM,CAAC,MAAM,EAAE,WAAW,CAiBrD,CAAC;AAEF,eAAO,MAAM,yBAAyB,EAAE,MAAM,CAC5C,oBAAoB,EACpB,wBAAwB,CAKzB,CAAC;AAEF,eAAO,MAAM,uBAAuB,IAAI,CAAC;AACzC,eAAO,MAAM,qBAAqB,KAAK,CAAC;AAExC,eAAO,MAAM,eAAe,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAQlD,CAAC;AAEF,eAAO,MAAM,sBAAsB,MAAM,CAAC;AAE1C,eAAO,MAAM,uBAAuB,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CA+D1D,CAAC;AAEF,eAAO,MAAM,yBAAyB,EAAE,MAAM,CAAC,MAAM,EAAE,SAAS,CAEa,CAAC;AAE9E,eAAO,MAAM,eAAe,gBAA6C,CAAC;AAC1E,eAAO,MAAM,8BAA8B,QAAqB,CAAC;AACjE,eAAO,MAAM,yBAAyB,MAAM,CAAC"}
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package/dist/utils/calculate.js
CHANGED
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exports.calculateMaxOrderSize = calculateMaxOrderSize;
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var calculateIMR = function (_a) {
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var marketLeverages = _a.marketLeverages, marketPrices = _a.marketPrices, positions = _a.positions;
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{ mergeMap } from './struct';\n\nconst POOL_IMR = 9.1;\n\ntype MarketId = string;\ntype AccountId = string;\ntype Address = string;\n\nexport const calculateMaxExposure = ({\n poolBalance,\n riskFactor,\n poolIMR = POOL_IMR,\n}: {\n poolBalance: number;\n poolIMR?: number;\n riskFactor: number;\n}) => poolBalance / (poolIMR * Math.sqrt(riskFactor));\n\nexport const calculateEstimatedExecutionPrice = (\n poolPrice: number,\n size: number,\n oraclePrice: number,\n maxExposure: number,\n depth: number,\n) =>\n Math.max(0, poolPrice * (1 + (size * oraclePrice) / (depth * maxExposure)));\n\nexport const calculateTradeFee = ({\n feeRate,\n tradeNotional,\n}: {\n feeRate: number;\n tradeNotional: number;\n}) => feeRate * Math.abs(tradeNotional);\n\nexport const calculateSpread = ({\n depthFactor,\n maxExposure,\n oraclePrice,\n poolPrice,\n tradeNotional,\n}: {\n depthFactor: number;\n maxExposure: number;\n oraclePrice: number;\n poolPrice: number;\n tradeNotional: number;\n}) =>\n (poolPrice / oraclePrice) *\n (1 + tradeNotional / (depthFactor * maxExposure) - 1) *\n tradeNotional;\n\nexport const calculateEstimatedLiquidationPrice = ({\n LMR,\n accountBalance,\n isShort,\n notional,\n oraclePrice,\n}: {\n LMR: number;\n accountBalance: number;\n isShort: boolean;\n notional: number;\n oraclePrice: number;\n}) =>\n Math.max(\n 0,\n oraclePrice *\n (1 - ((accountBalance - LMR) / notional) * (isShort ? -1 : 1)),\n );\n\nexport const calculateLeverage = ({\n imrMultiplier,\n riskFactor,\n}: {\n imrMultiplier: number;\n riskFactor: number;\n}) => 1 / (imrMultiplier * Math.sqrt(riskFactor));\n\nexport const calculateRequiredMargin = ({\n currIMR,\n currentNotional,\n leverage,\n tradeNotional,\n}: {\n currIMR: number;\n currentNotional: number;\n leverage: number;\n tradeNotional: number;\n}) =>\n currIMR +\n (Math.abs(currentNotional + tradeNotional) - Math.abs(currentNotional)) /\n leverage;\n\nexport const calculateMaxOrderSize = ({\n currIMR,\n currNodeBalance,\n currNotional,\n depthFactor,\n extendingPosition,\n feeRate,\n isShortTrade,\n leverage,\n maxExposure,\n oraclePrice,\n poolPrice,\n}: {\n currIMR: number;\n currNodeBalance: number;\n currNotional: number;\n depthFactor: number;\n extendingPosition: boolean;\n feeRate: number;\n isShortTrade: boolean;\n leverage: number;\n maxExposure: number;\n oraclePrice: number;\n poolPrice: number;\n}) => {\n const a = poolPrice / oraclePrice;\n const c = 1 / (depthFactor * maxExposure);\n const R = a - 1 - feeRate * (isShortTrade ? -1 : 1);\n const SN = currNotional < 0 ? -1 : 1;\n const Q = R - (SN / leverage) * (extendingPosition ? 1 : -1);\n return Math.abs(\n (-1 * Q +\n Math.sqrt(\n Math.pow(Q, 2) -\n 4 *\n a *\n c *\n (currNodeBalance -\n currIMR +\n (extendingPosition ? 0 : ((2 * SN) / leverage) * currNotional)),\n ) *\n (isShortTrade ? 1 : -1)) /\n (2 * a * c),\n );\n};\n\nexport const calculateIMR = ({\n accountLeverages,\n marketLeverages,\n marketPrices,\n positions,\n}: {\n accountLeverages: Map<AccountId, number>;\n marketLeverages: Map<MarketId, number>;\n marketPrices: Map<MarketId, number>;\n positions: Map<MarketId, number>;\n}) => {\n return Array.from(positions.entries()).reduce(\n (sum, [marketId, positionSize]) => {\n const leverage =\n accountLeverages.get(marketId) || marketLeverages.get(marketId);\n return leverage\n ? sum +\n (Math.abs(positionSize) * (marketPrices.get(marketId) ?? 0)) /\n leverage\n : sum;\n },\n 0,\n );\n};\n\nexport const calculateLMR = ({\n marketPrices,\n positions,\n riskFactors,\n marketId,\n tradeSize,\n}: {\n marketId?: string;\n marketPrices: Map<MarketId, number>;\n positions: Map<MarketId, number>;\n riskFactors: Map<MarketId, number>;\n tradeSize?: number;\n}) =>\n Array.from(\n (marketId && tradeSize\n ? mergeMap(positions, [\n [marketId, (positions.get(marketId) ?? 0) + tradeSize],\n ])\n : positions\n ).entries(),\n ).reduce((sum, [marketId, positionSize]) => {\n const riskFactor = riskFactors.get(marketId);\n return riskFactor\n ? sum +\n Math.abs(positionSize) *\n (marketPrices.get(marketId) ?? 0) *\n Math.sqrt(riskFactor)\n : sum;\n }, 0);\n\n// if account balance is below LMR position is liquidable\n\nexport const calculateMarginRatio = ({\n LMR,\n totalBalance,\n tradeCost,\n}: {\n LMR: number;\n totalBalance: number;\n tradeCost: number;\n}) => {\n if (LMR === 0) {\n return 0;\n }\n if (tradeCost > totalBalance) {\n return 1;\n }\n if (totalBalance === tradeCost) {\n return Infinity;\n }\n return Math.min(1, LMR / (totalBalance - tradeCost));\n};\n\nexport const calculateTotalMargin = ({\n marketsTrackers,\n accountBalances,\n assetPrices,\n marketsTokenInfo,\n positions,\n rUSDAddress,\n}: {\n accountBalances: Map<Address, number>;\n assetPrices: Map<Address, number>;\n marketsTokenInfo: Map<\n MarketId,\n {\n quoteTokenId: string;\n underlyingAssetId: string;\n }\n >;\n marketsTrackers: Map<\n MarketId,\n {\n longADLUnwindPrice: number;\n longBaseMultiplier: number;\n longFundingValue: number;\n shortADLUnwindPrice: number;\n shortBaseMultiplier: number;\n shortFundingValue: number;\n }\n >;\n positions: {\n adlUnwindPrice: number;\n base: number;\n baseMultiplier: number;\n fundingValue: number;\n lastPrice: number;\n marketId: string;\n realizedPnl: number;\n }[];\n rUSDAddress?: string;\n}) => {\n const pnl = new Map<Address, number>();\n const rUSDPrice = (rUSDAddress && assetPrices.get(rUSDAddress)) ?? 1;\n positions.forEach((position) => {\n const marketTracker = marketsTrackers?.get(position.marketId);\n const tokenInfo = marketsTokenInfo.get(position.marketId);\n if (!tokenInfo) return;\n let fundingCashFlow = 0;\n let adlCashFlow = 0;\n\n if (marketTracker) {\n // fundingCashFlow\n const marketTrackerFundingValue =\n position.base < 0\n ? marketTracker.shortFundingValue\n : marketTracker.longFundingValue;\n const trackerDelta = marketTrackerFundingValue - position.fundingValue;\n fundingCashFlow =\n (trackerDelta / position.baseMultiplier) * -1 * position.base;\n\n // adlCashFlow\n const adlUnwindPrice =\n ((position.base < 0\n ? marketTracker.shortADLUnwindPrice\n : marketTracker.longADLUnwindPrice) -\n position.adlUnwindPrice) /\n position.baseMultiplier;\n const baseMultiplier =\n (position.base < 0\n ? marketTracker.shortBaseMultiplier\n : marketTracker.longBaseMultiplier) / position.baseMultiplier;\n const lastPriceCoefficient = 1 - baseMultiplier;\n const initialPrice = lastPriceCoefficient * position.lastPrice;\n adlCashFlow = (adlUnwindPrice - initialPrice) * position.base;\n }\n\n const unrealizedPnl =\n ((assetPrices.get(tokenInfo.quoteTokenId) ?? 0) - position.lastPrice) *\n position.base;\n\n pnl.set(\n tokenInfo.underlyingAssetId,\n (pnl.get(tokenInfo.underlyingAssetId) ?? 0) +\n position.realizedPnl +\n fundingCashFlow +\n adlCashFlow +\n unrealizedPnl,\n );\n });\n\n return Array.from(accountBalances.entries()).reduce(\n (sum, [address, balance]) =>\n sum +\n (balance + (pnl.get(address) ?? 0)) *\n (address === rUSDAddress\n ? 1\n : (assetPrices.get(address) ?? 0) / (rUSDPrice || 1)),\n 0,\n );\n};\n"]}
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{ mergeMap } from './struct';\n\nconst POOL_IMR = 9.1;\n\ntype MarketId = string;\ntype AccountId = string;\ntype Address = string;\n\nexport const calculateMaxExposure = ({\n poolBalance,\n riskFactor,\n poolIMR = POOL_IMR,\n}: {\n poolBalance: number;\n poolIMR?: number;\n riskFactor: number;\n}) => poolBalance / (poolIMR * Math.sqrt(riskFactor));\n\nexport const calculateEstimatedExecutionPrice = (\n poolPrice: number,\n size: number,\n oraclePrice: number,\n maxExposure: number,\n depth: number,\n) =>\n Math.max(0, poolPrice * (1 + (size * oraclePrice) / (depth * maxExposure)));\n\nexport const calculateTradeFee = ({\n feeRate,\n tradeNotional,\n}: {\n feeRate: number;\n tradeNotional: number;\n}) => feeRate * Math.abs(tradeNotional);\n\nexport const calculateSpread = ({\n depthFactor,\n maxExposure,\n oraclePrice,\n poolPrice,\n tradeNotional,\n}: {\n depthFactor: number;\n maxExposure: number;\n oraclePrice: number;\n poolPrice: number;\n tradeNotional: number;\n}) =>\n (poolPrice / oraclePrice) *\n (1 + tradeNotional / (depthFactor * maxExposure) - 1) *\n tradeNotional;\n\nexport const calculateEstimatedLiquidationPrice = ({\n LMR,\n accountBalance,\n isShort,\n notional,\n oraclePrice,\n}: {\n LMR: number;\n accountBalance: number;\n isShort: boolean;\n notional: number;\n oraclePrice: number;\n}) =>\n Math.max(\n 0,\n oraclePrice *\n (1 - ((accountBalance - LMR) / notional) * (isShort ? -1 : 1)),\n );\n\nexport const calculateLeverage = ({\n imrMultiplier,\n riskFactor,\n}: {\n imrMultiplier: number;\n riskFactor: number;\n}) => 1 / (imrMultiplier * Math.sqrt(riskFactor));\n\nexport const calculateRequiredMargin = ({\n currIMR,\n currentNotional,\n leverage,\n tradeNotional,\n}: {\n currIMR: number;\n currentNotional: number;\n leverage: number;\n tradeNotional: number;\n}) =>\n currIMR +\n (Math.abs(currentNotional + tradeNotional) - Math.abs(currentNotional)) /\n leverage;\n\nexport const calculateMaxOrderSize = ({\n currIMR,\n currNodeBalance,\n currNotional,\n depthFactor,\n extendingPosition,\n feeRate,\n isShortTrade,\n leverage,\n maxExposure,\n oraclePrice,\n poolPrice,\n}: {\n currIMR: number;\n currNodeBalance: number;\n currNotional: number;\n depthFactor: number;\n extendingPosition: boolean;\n feeRate: number;\n isShortTrade: boolean;\n leverage: number;\n maxExposure: number;\n oraclePrice: number;\n poolPrice: number;\n}) => {\n const a = poolPrice / oraclePrice;\n const c = 1 / (depthFactor * maxExposure);\n const R = a - 1 - feeRate * (isShortTrade ? -1 : 1);\n const SN = currNotional < 0 ? -1 : 1;\n const Q = R - (SN / leverage) * (extendingPosition ? 1 : -1);\n return Math.abs(\n (-1 * Q +\n Math.sqrt(\n Math.pow(Q, 2) -\n 4 *\n a *\n c *\n (currNodeBalance -\n currIMR +\n (extendingPosition ? 0 : ((2 * SN) / leverage) * currNotional)),\n ) *\n (isShortTrade ? 1 : -1)) /\n (2 * a * c),\n );\n};\n\nexport const calculateIMR = ({\n marketLeverages,\n marketPrices,\n positions,\n}: {\n accountLeverages: Map<AccountId, number>;\n marketLeverages: Map<MarketId, number>;\n marketPrices: Map<MarketId, number>;\n positions: Map<MarketId, number>;\n}) => {\n return Array.from(positions.entries()).reduce(\n (sum, [marketId, positionSize]) => {\n const leverage = marketLeverages.get(marketId);\n return leverage\n ? sum +\n (Math.abs(positionSize) * (marketPrices.get(marketId) ?? 0)) /\n leverage\n : sum;\n },\n 0,\n );\n};\n\nexport const calculateLMR = ({\n marketPrices,\n positions,\n riskFactors,\n marketId,\n tradeSize,\n}: {\n marketId?: string;\n marketPrices: Map<MarketId, number>;\n positions: Map<MarketId, number>;\n riskFactors: Map<MarketId, number>;\n tradeSize?: number;\n}) =>\n Array.from(\n (marketId && tradeSize\n ? mergeMap(positions, [\n [marketId, (positions.get(marketId) ?? 0) + tradeSize],\n ])\n : positions\n ).entries(),\n ).reduce((sum, [marketId, positionSize]) => {\n const riskFactor = riskFactors.get(marketId);\n return riskFactor\n ? sum +\n Math.abs(positionSize) *\n (marketPrices.get(marketId) ?? 0) *\n Math.sqrt(riskFactor)\n : sum;\n }, 0);\n\n// if account balance is below LMR position is liquidable\n\nexport const calculateMarginRatio = ({\n LMR,\n totalBalance,\n tradeCost,\n}: {\n LMR: number;\n totalBalance: number;\n tradeCost: number;\n}) => {\n if (LMR === 0) {\n return 0;\n }\n if (tradeCost > totalBalance) {\n return 1;\n }\n if (totalBalance === tradeCost) {\n return Infinity;\n }\n return Math.min(1, LMR / (totalBalance - tradeCost));\n};\n\nexport const calculateTotalMargin = ({\n marketsTrackers,\n accountBalances,\n assetPrices,\n marketsTokenInfo,\n positions,\n rUSDAddress,\n}: {\n accountBalances: Map<Address, number>;\n assetPrices: Map<Address, number>;\n marketsTokenInfo: Map<\n MarketId,\n {\n quoteTokenId: string;\n underlyingAssetId: string;\n }\n >;\n marketsTrackers: Map<\n MarketId,\n {\n longADLUnwindPrice: number;\n longBaseMultiplier: number;\n longFundingValue: number;\n shortADLUnwindPrice: number;\n shortBaseMultiplier: number;\n shortFundingValue: number;\n }\n >;\n positions: {\n adlUnwindPrice: number;\n base: number;\n baseMultiplier: number;\n fundingValue: number;\n lastPrice: number;\n marketId: string;\n realizedPnl: number;\n }[];\n rUSDAddress?: string;\n}) => {\n const pnl = new Map<Address, number>();\n const rUSDPrice = (rUSDAddress && assetPrices.get(rUSDAddress)) ?? 1;\n positions.forEach((position) => {\n const marketTracker = marketsTrackers?.get(position.marketId);\n const tokenInfo = marketsTokenInfo.get(position.marketId);\n if (!tokenInfo) return;\n let fundingCashFlow = 0;\n let adlCashFlow = 0;\n\n if (marketTracker) {\n // fundingCashFlow\n const marketTrackerFundingValue =\n position.base < 0\n ? marketTracker.shortFundingValue\n : marketTracker.longFundingValue;\n const trackerDelta = marketTrackerFundingValue - position.fundingValue;\n fundingCashFlow =\n (trackerDelta / position.baseMultiplier) * -1 * position.base;\n\n // adlCashFlow\n const adlUnwindPrice =\n ((position.base < 0\n ? marketTracker.shortADLUnwindPrice\n : marketTracker.longADLUnwindPrice) -\n position.adlUnwindPrice) /\n position.baseMultiplier;\n const baseMultiplier =\n (position.base < 0\n ? marketTracker.shortBaseMultiplier\n : marketTracker.longBaseMultiplier) / position.baseMultiplier;\n const lastPriceCoefficient = 1 - baseMultiplier;\n const initialPrice = lastPriceCoefficient * position.lastPrice;\n adlCashFlow = (adlUnwindPrice - initialPrice) * position.base;\n }\n\n const unrealizedPnl =\n ((assetPrices.get(tokenInfo.quoteTokenId) ?? 0) - position.lastPrice) *\n position.base;\n\n pnl.set(\n tokenInfo.underlyingAssetId,\n (pnl.get(tokenInfo.underlyingAssetId) ?? 0) +\n position.realizedPnl +\n fundingCashFlow +\n adlCashFlow +\n unrealizedPnl,\n );\n });\n\n return Array.from(accountBalances.entries()).reduce(\n (sum, [address, balance]) =>\n sum +\n (balance + (pnl.get(address) ?? 0)) *\n (address === rUSDAddress\n ? 1\n : (assetPrices.get(address) ?? 0) / (rUSDPrice || 1)),\n 0,\n );\n};\n"]}
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package/dist/utils/consts.js
CHANGED
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@@ -12,17 +12,11 @@ var __assign = (this && this.__assign) || function () {
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};
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var _a;
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Object.defineProperty(exports, "__esModule", { value: true });
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-
exports.SOCKET_EMPTY_PAYLOAD_SIZE = exports.SOCKET_BRIDGE_IN_MSG_GAS_LIMIT = exports.getAllMarketIds = exports.marketIdToAssetPairMapper = exports.marketAssetPairIdMapper = exports.SPECIAL_TIER_THRESHOLD = exports.VOLUME_TIER_MAP = exports.TRADING_LOTTERY_BOOST = exports.INSTANT_TRADING_RATE_XP = exports.conditionalOrderTypeNames = exports.RANKS_TRADING = exports.RANKS = exports.WHITELISTED_WALLETS = exports.CHANNEL_NAME = exports.
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15
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+
exports.SOCKET_EMPTY_PAYLOAD_SIZE = exports.SOCKET_BRIDGE_IN_MSG_GAS_LIMIT = exports.getAllMarketIds = exports.marketIdToAssetPairMapper = exports.marketAssetPairIdMapper = exports.SPECIAL_TIER_THRESHOLD = exports.VOLUME_TIER_MAP = exports.TRADING_LOTTERY_BOOST = exports.INSTANT_TRADING_RATE_XP = exports.conditionalOrderTypeNames = exports.RANKS_TRADING = exports.RANKS = exports.WHITELISTED_WALLETS = exports.CHANNEL_NAME = exports.ONE_DAY_IN_SECONDS = exports.API_TIMEOUT = exports.MAX_UINT128 = void 0;
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var types_1 = require("../types");
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exports.MAX_UINT128 = Math.pow(2, 128) - 1;
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exports.API_TIMEOUT = 2500;
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exports.ONE_DAY_IN_SECONDS = 60 * 60 * 24;
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-
var getCurrentCandleRedisKey = function (assetPairId) {
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21
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-
return "candles:".concat(assetPairId, ":current");
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22
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-
};
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exports.getCurrentCandleRedisKey = getCurrentCandleRedisKey;
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// Redis PubSub Channels
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// TODO: bring the rest in here as well
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exports.CHANNEL_NAME = 'redis-pub-sub';
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21
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exports.WHITELISTED_WALLETS = [
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'0xE116e2c0c2B0e7cd88060F06e2b2D7981Ef897ef',
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package/dist/utils/consts.js.map
CHANGED
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@@ -1 +1 @@
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+
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1;\nexport const API_TIMEOUT: number = 2500;\n\nexport const ONE_DAY_IN_SECONDS: number = 60 * 60 * 24;\n\nexport const CHANNEL_NAME = 'redis-pub-sub' as const;\n\nexport const WHITELISTED_WALLETS = [\n '0xE116e2c0c2B0e7cd88060F06e2b2D7981Ef897ef',\n '0xb9db1789e8998eEDB6a53348Fe57Dcd080405cD4',\n '0x9A47F123916fC4745aCC6868D88450DC6056d335',\n '0x8d24B1663E80B4d1aB85e6B710Cd9178e475fd60',\n '0x1A0E5AbE817FDC9C000176183FA54e4B86940a83',\n '0x2b38d2d4FEcf085Eb7552607b5A5D631180015D6',\n '0xFcC63268172cDcf1Ae6D9dC572a10d0De7303C92',\n '0xDa0aA49cA0ca58939b76BaeCDcbfDb04b40CF6e8',\n '0xe33340635435BCA1E7686af89971D23525b2d8F8',\n '0xF8F6B70a36f4398f0853a311dC6699Aba8333Cc1', // internal dev account for testing\n '0x564aa5a2e98bdfcb876e8bcce129c18b6f052a0d',\n '0xaE173a960084903b1d278Ff9E3A81DeD82275556',\n '0x7aa47a9737395ae9e98E8b25aC97ee04b205dC22',\n '0xfd4295c1a0b07e6b706f0ab83dc9eb461b7f17b3', // input from simon\n '0x2fa11ef008c4b585ccf0a76861794ac7ae5a3a67', // brokoli\n '0x423063ed854736ae151B79032e4275AB57245173',\n '0xb89b383C26c2514907b6De5B6df96b2d97f425eC',\n];\n\nexport const RANKS: Record<number, Rank> = {\n 0: {\n rankNumber: 0,\n rankName: '',\n rankLetter: '',\n },\n 1: {\n rankNumber: 1,\n rankName: 'Alpha',\n rankLetter: 'α',\n },\n 2: {\n rankNumber: 2,\n rankName: 'Beta',\n rankLetter: 'β',\n },\n 3: {\n rankNumber: 3,\n rankName: 'Gamma',\n rankLetter: 'γ',\n },\n 4: {\n rankNumber: 4,\n rankName: 'Delta',\n rankLetter: 'δ',\n },\n 5: {\n rankNumber: 5,\n rankName: 'Epsilon',\n rankLetter: 'ε',\n },\n 6: {\n rankNumber: 6,\n rankName: 'Zeta',\n rankLetter: 'ζ',\n },\n 7: {\n rankNumber: 7,\n rankName: 'Eta',\n rankLetter: 'η',\n },\n 8: {\n rankNumber: 8,\n rankName: 'Theta',\n rankLetter: 'θ',\n },\n 9: {\n rankNumber: 9,\n rankName: 'Iota',\n rankLetter: 'ι',\n },\n 10: {\n rankNumber: 10,\n rankName: 'Kappa',\n rankLetter: 'κ',\n },\n};\n\nexport const RANKS_TRADING: Record<number, RankTrading> = {\n 0: {\n rankNumber: 0,\n rankName: '',\n },\n 1: {\n rankNumber: 1,\n rankName: 'Heracles',\n },\n 2: {\n rankNumber: 2,\n rankName: 'Perseus',\n },\n 3: {\n rankNumber: 3,\n rankName: 'Achilles',\n },\n};\n\nexport const conditionalOrderTypeNames: Record<\n ConditionalOrderType,\n ConditionalOrderTypeName\n> = {\n [ConditionalOrderType.STOP_LOSS]: 'Stop Loss',\n [ConditionalOrderType.TAKE_PROFIT]: 'Take Profit',\n [ConditionalOrderType.LIMIT_ORDER]: 'Limit Order',\n};\n\nexport const INSTANT_TRADING_RATE_XP = 2;\nexport const TRADING_LOTTERY_BOOST = 10;\n\nexport const VOLUME_TIER_MAP: Record<number, number> = {\n 0: 0, // Tier 0: $0 volume\n 1: 100_000, // Tier 1: $100,000 volume\n 2: 1_000_000, // Tier 2: $1,000,000 volume\n 3: 10_000_000, // Tier 3: $10,000,000 volume\n 4: 100_000_000, // Tier 4: $100,000,000 volume\n 5: 500_000_000, // Tier 5: $500,000,000 volume\n 6: 1_000_000_000, // Tier 6: $1,000,000,000 volume\n};\n\nexport const SPECIAL_TIER_THRESHOLD = 100;\n\nexport const marketAssetPairIdMapper: Record<string, string> = {\n ETHUSDMARK: '1',\n BTCUSDMARK: '2',\n SOLUSDMARK: '3',\n ARBUSDMARK: '4',\n OPUSDMARK: '5',\n AVAXUSDMARK: '6',\n MKRUSDMARK: '7',\n LINKUSDMARK: '8',\n AAVEUSDMARK: '9',\n CRVUSDMARK: '10',\n UNIUSDMARK: '11',\n SUIUSDMARK: '12',\n TIAUSDMARK: '13',\n SEIUSDMARK: '14',\n ZROUSDMARK: '15',\n XRPUSDMARK: '16',\n WIFUSDMARK: '17',\n '1000PEPEUSDMARK': '18',\n POPCATUSDMARK: '19',\n DOGEUSDMARK: '20',\n '1000SHIBUSDMARK': '21',\n '1000BONKUSDMARK': '22',\n APTUSDMARK: '23',\n BNBUSDMARK: '24',\n JTOUSDMARK: '25',\n ADAUSDMARK: '26',\n LDOUSDMARK: '27',\n POLUSDMARK: '28',\n NEARUSDMARK: '29',\n FTMUSD: '30',\n ENAUSDMARK: '31',\n EIGENUSDMARK: '32',\n PENDLEUSDMARK: '33',\n GOATUSDMARK: '34',\n GRASSUSDMARK: '35',\n '1000NEIROUSDMARK': '36',\n DOTUSDMARK: '37',\n LTCUSDMARK: '38',\n PYTHUSDMARK: '39',\n JUPUSDMARK: '40',\n PENGUUSDMARK: '41',\n TRUMPUSDMARK: '42',\n HYPEUSDMARK: '43',\n VIRTUALUSDMARK: '44',\n AI16ZUSDMARK: '45',\n AIXBTUSDMARK: '46',\n SUSDMARK: '47',\n FARTCOINUSDMARK: '48',\n GRIFFAINUSDMARK: '49',\n WLDUSDMARK: '50',\n ATOMUSDMARK: '51',\n APEUSDMARK: '52',\n TONUSDMARK: '53',\n ONDOUSDMARK: '54',\n TRXUSDMARK: '55',\n INJUSDMARK: '56',\n MOVEUSDMARK: '57',\n BERAUSDMARK: '58',\n LAYERUSDMARK: '59',\n TAOUSDMARK: '60',\n IPUSDMARK: '61',\n MEUSDMARK: '62',\n};\n\nexport const marketIdToAssetPairMapper: Record<string, AssetPair> = Object.keys(\n marketAssetPairIdMapper,\n).reduce((acc, key) => ({ ...acc, [marketAssetPairIdMapper[key]]: key }), {});\n\nexport const getAllMarketIds = () => Object.keys(marketAssetPairIdMapper);\nexport const SOCKET_BRIDGE_IN_MSG_GAS_LIMIT = BigInt('20000000');\nexport const SOCKET_EMPTY_PAYLOAD_SIZE = 160;\n"]}
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package/package.json
CHANGED
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{
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"name": "@reyaxyz/common",
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"version": "0.274.
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"version": "0.274.2",
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"publishConfig": {
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"access": "public",
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"registry": "https://registry.npmjs.org"
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@@ -44,5 +44,5 @@
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"generate:coverage-badges": "npx istanbul-badges-readme --silent"
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},
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"packageManager": "pnpm@8.3.1",
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47
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-
"gitHead": "
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+
"gitHead": "ee0392ec93f67030e29f22174c47d338824cc4eb"
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48
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}
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@@ -12,6 +12,7 @@ export enum CommandType {
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DUTCH_LIQUIDATION,
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MATCH_ORDER,
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TRANSFER_MARGIN_ACCOUNT,
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CAMELOT_SWAP,
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MANAGE_POOL_STAKE,
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}
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@@ -21,6 +22,9 @@ const ABI_DEFINITION: { [key in CommandType]: string[] } = {
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[CommandType.MATCH_ORDER]: ['uint128[]', 'bytes'],
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[CommandType.DUTCH_LIQUIDATION]: ['tuple(uint128,address,uint128[],bytes[])'],
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[CommandType.TRANSFER_MARGIN_ACCOUNT]: ['tuple(uint128,address,uint256)'],
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+
[CommandType.CAMELOT_SWAP]: [
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'tuple(uint256,uint256,address[],address[],address[])',
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],
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[CommandType.MANAGE_POOL_STAKE]: ['uint8', 'bytes'],
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};
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package/src/utils/calculate.ts
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@@ -139,7 +139,6 @@ export const calculateMaxOrderSize = ({
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};
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export const calculateIMR = ({
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accountLeverages,
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marketLeverages,
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marketPrices,
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positions,
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}) => {
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return Array.from(positions.entries()).reduce(
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(sum, [marketId, positionSize]) => {
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const leverage =
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accountLeverages.get(marketId) || marketLeverages.get(marketId);
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const leverage = marketLeverages.get(marketId);
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return leverage
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? sum +
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(Math.abs(positionSize) * (marketPrices.get(marketId) ?? 0)) /
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package/src/utils/consts.ts
CHANGED
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1
1
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import {
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AssetPair,
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ConditionalOrderType,
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ConditionalOrderTypeName,
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Rank,
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RankTrading,
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AssetPair,
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} from '../types';
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export const MAX_UINT128 = 2 ** 128 - 1;
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12
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|
export const ONE_DAY_IN_SECONDS: number = 60 * 60 * 24;
|
|
13
13
|
|
|
14
|
-
export const getCurrentCandleRedisKey = (assetPairId: AssetPair) =>
|
|
15
|
-
`candles:${assetPairId}:current`;
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-
|
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// Redis PubSub Channels
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-
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|
export const CHANNEL_NAME = 'redis-pub-sub' as const;
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|
export const WHITELISTED_WALLETS = [
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|
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199
|
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|
|
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200
|
};
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|
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export const marketIdToAssetPairMapper: Record<string,
|
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export const marketIdToAssetPairMapper: Record<string, AssetPair> = Object.keys(
|
|
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|
marketAssetPairIdMapper,
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|
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|
).reduce((acc, key) => ({ ...acc, [marketAssetPairIdMapper[key]]: key }), {});
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