@reyaxyz/common 0.275.0 → 0.276.0
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/types/utils/calculate.d.ts +0 -2
- package/dist/types/utils/calculate.d.ts.map +1 -1
- package/dist/types/utils/struct.d.ts +1 -1
- package/dist/types/utils/struct.d.ts.map +1 -1
- package/dist/utils/calculate.js.map +1 -1
- package/dist/utils/struct.js +1 -7
- package/dist/utils/struct.js.map +1 -1
- package/package.json +2 -2
- package/src/utils/calculate.ts +0 -2
- package/src/utils/struct.ts +5 -5
package/README.md
CHANGED
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@@ -6,5 +6,5 @@
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| Statements | Branches | Functions | Lines |
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| --------------------------- | ----------------------- | ------------------------- | ----------------- |
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export declare const POOL_IMR = 9.1;
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type MarketId = string;
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type AccountId = string;
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type Address = string;
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export declare const calculateMaxExposure: ({ poolBalance, riskFactor, poolIMR, }: {
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poolBalance: number;
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@@ -50,7 +49,6 @@ export declare const calculateMaxOrderSize: ({ currIMR, currNodeBalance, currNot
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poolPrice: number;
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}) => number;
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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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positions: Map<MarketId, number>;
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export declare const createMap: <T, K, V>(a: T[], k: (v: T) => K, m: (v: T) => V) => Map<K, V>;
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export declare const pluck: <T, K extends keyof T, OK>(m: Map<OK, T>, k: K) => Map<OK, T[K]>;
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export declare const mergeMap: <T, K>(m: Map<K, T>, o: [K, T][]) => Map<K, T>;
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export declare const mergeMap: <T, K>(m: Map<K, T>, o: Map<K, T> | [K, T][]) => Map<K, T>;
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export declare const filterBy: <T, K extends keyof T, V>(a: T[], k: K, v: V) => T[];
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export declare const findBy: <T, K extends keyof T, V>(a: T[], k: K, v: V) => T | undefined;
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export declare const groupBy: <T, K>(items: T[], key: (item: T) => K) => Map<K, T[]>;
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-
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{ mergeMap } from './struct';\n\nexport const 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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{ mergeMap } from './struct';\n\nexport const POOL_IMR = 9.1;\n\ntype MarketId = 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 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/struct.js
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return new Map(Array.from(m.entries()).concat(o instanceof Map ? Array.from(o.entries()) : o));
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package/dist/utils/struct.js.map
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|
-
{"version":3,"file":"struct.js","sourceRoot":"/","sources":["utils/struct.ts"],"names":[],"mappings":";AAAA,iDAAiD;;;AAE1C,IAAM,SAAS,GAAG,UAAU,CAAM,EAAE,CAAc,EAAE,CAAc;IACvE,OAAA,IAAI,GAAG,CAAO,CAAC,CAAC,GAAG,CAAC,UAAC,CAAC,IAAK,OAAA,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,EAAZ,CAAY,CAAC,CAAC;AAAzC,CAAyC,CAAC;AAD/B,QAAA,SAAS,aACsB;AAErC,IAAM,KAAK,GAAG,UAA2B,CAAa,EAAE,CAAI;IACjE,OAAA,IAAA,iBAAS,EACP,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,OAAO,EAAE,CAAC,EACvB,UAAC,EAAG;YAAF,CAAC,QAAA;QAAM,OAAA,CAAC;IAAD,CAAC,EACV,UAAC,EAAK;YAAF,CAAC,QAAA;QAAM,OAAA,CAAC,CAAC,CAAC,CAAC;IAAJ,CAAI,CAChB;AAJD,CAIC,CAAC;AALS,QAAA,KAAK,SAKd;AAEG,IAAM,QAAQ,GAAG,UAAO,CAAY,EAAE,
|
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1
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+
{"version":3,"file":"struct.js","sourceRoot":"/","sources":["utils/struct.ts"],"names":[],"mappings":";AAAA,iDAAiD;;;AAE1C,IAAM,SAAS,GAAG,UAAU,CAAM,EAAE,CAAc,EAAE,CAAc;IACvE,OAAA,IAAI,GAAG,CAAO,CAAC,CAAC,GAAG,CAAC,UAAC,CAAC,IAAK,OAAA,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,EAAZ,CAAY,CAAC,CAAC;AAAzC,CAAyC,CAAC;AAD/B,QAAA,SAAS,aACsB;AAErC,IAAM,KAAK,GAAG,UAA2B,CAAa,EAAE,CAAI;IACjE,OAAA,IAAA,iBAAS,EACP,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,OAAO,EAAE,CAAC,EACvB,UAAC,EAAG;YAAF,CAAC,QAAA;QAAM,OAAA,CAAC;IAAD,CAAC,EACV,UAAC,EAAK;YAAF,CAAC,QAAA;QAAM,OAAA,CAAC,CAAC,CAAC,CAAC;IAAJ,CAAI,CAChB;AAJD,CAIC,CAAC;AALS,QAAA,KAAK,SAKd;AAEG,IAAM,QAAQ,GAAG,UAAO,CAAY,EAAE,CAAuB;IAClE,OAAA,IAAI,GAAG,CACL,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,OAAO,EAAE,CAAC,CAAC,MAAM,CAC5B,CAAC,YAAY,GAAG,CAAC,CAAC,CAAC,KAAK,CAAC,IAAI,CAAC,CAAC,CAAC,OAAO,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAC/C,CACF;AAJD,CAIC,CAAC;AALS,QAAA,QAAQ,YAKjB;AAEG,IAAM,QAAQ,GAAG,UAA0B,CAAM,EAAE,CAAI,EAAE,CAAI;IAClE,OAAA,CAAC,CAAC,MAAM,CAAC,UAAC,CAAC,IAAK,OAAA,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,EAAV,CAAU,CAAC;AAA3B,CAA2B,CAAC;AADjB,QAAA,QAAQ,YACS;AAEvB,IAAM,MAAM,GAAG,UAA0B,CAAM,EAAE,CAAI,EAAE,CAAI;IAChE,OAAA,CAAC,CAAC,IAAI,CAAC,UAAC,CAAC,IAAK,OAAA,CAAC,CAAC,CAAC,CAAC,KAAK,CAAC,EAAV,CAAU,CAAC;AAAzB,CAAyB,CAAC;AADf,QAAA,MAAM,UACS;AAErB,IAAM,OAAO,GAAG,UAAO,KAAU,EAAE,GAAmB;IAC3D,IAAM,YAAY,GAAG,IAAI,GAAG,EAAU,CAAC;IACvC,KAAK,CAAC,OAAO,CAAC,UAAC,IAAI;;QACjB,IAAM,QAAQ,GAAG,OAAO,GAAG,KAAK,UAAU,CAAC,CAAC,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;QACnE,IAAI,CAAC,QAAQ;YAAE,OAAO;QACtB,IAAI,CAAC,YAAY,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC;YAChC,YAAY,CAAC,GAAG,CAAC,QAAQ,EAAE,EAAS,CAAC,CAAC;QACxC,CAAC;QACD,MAAA,YAAY,CAAC,GAAG,CAAC,QAAQ,CAAC,0CAAE,IAAI,CAAC,IAAI,CAAC,CAAC;IACzC,CAAC,CAAC,CAAC;IACH,OAAO,YAAY,CAAC;AACtB,CAAC,CAAC;AAXW,QAAA,OAAO,WAWlB;AAEF,gDAAgD","sourcesContent":["/* eslint-disable @typescript-eslint/no-shadow */\n\nexport const createMap = <T, K, V>(a: T[], k: (v: T) => K, m: (v: T) => V) =>\n new Map<K, V>(a.map((i) => [k(i), m(i)]));\n\nexport const pluck = <T, K extends keyof T, OK>(m: Map<OK, T>, k: K) =>\n createMap(\n Array.from(m.entries()),\n ([k]) => k,\n ([, v]) => v[k],\n );\n\nexport const mergeMap = <T, K>(m: Map<K, T>, o: [K, T][] | Map<K, T>) =>\n new Map(\n Array.from(m.entries()).concat(\n o instanceof Map ? Array.from(o.entries()) : o,\n ),\n );\n\nexport const filterBy = <T, K extends keyof T, V>(a: T[], k: K, v: V) =>\n a.filter((a) => a[k] === v);\n\nexport const findBy = <T, K extends keyof T, V>(a: T[], k: K, v: V) =>\n a.find((a) => a[k] === v);\n\nexport const groupBy = <T, K>(items: T[], key: (item: T) => K) => {\n const groupedItems = new Map<K, T[]>();\n items.forEach((item) => {\n const keyValue = typeof key === 'function' ? key(item) : item[key];\n if (!keyValue) return;\n if (!groupedItems.has(keyValue)) {\n groupedItems.set(keyValue, [] as T[]);\n }\n groupedItems.get(keyValue)?.push(item);\n });\n return groupedItems;\n};\n\n/* eslint-enable @typescript-eslint/no-shadow */\n"]}
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package/package.json
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"gitHead": "
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"gitHead": "8b99367b3a67d41955b6ccd7ef58c9e544e741eb"
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|
}
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package/src/utils/calculate.ts
CHANGED
|
@@ -3,7 +3,6 @@ import { mergeMap } from './struct';
|
|
|
3
3
|
export const POOL_IMR = 9.1;
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5
5
|
type MarketId = string;
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|
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type AccountId = string;
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6
|
type Address = string;
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|
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export const calculateMaxExposure = ({
|
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|
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|
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143
|
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|
|
145
144
|
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accountLeverages: Map<AccountId, number>;
|
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|
marketLeverages: Map<MarketId, number>;
|
|
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146
|
marketPrices: Map<MarketId, number>;
|
|
149
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|
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|
package/src/utils/struct.ts
CHANGED
|
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([, v]) => v[k],
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|
);
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export const mergeMap = <T, K>(m: Map<K, T>, o: [K, T][]) =>
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Array.from(m.entries()).concat(
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|
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export const mergeMap = <T, K>(m: Map<K, T>, o: [K, T][] | Map<K, T>) =>
|
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new Map(
|
|
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o instanceof Map ? Array.from(o.entries()) : o,
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),
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export const filterBy = <T, K extends keyof T, V>(a: T[], k: K, v: V) =>
|