npm - @reyaxyz/common - Versions diffs - 0.344.0 → 0.344.1-perpob.195 - Mend

@reyaxyz/common 0.344.0 → 0.344.1-perpob.195

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.

Files changed (95) hide show

package/README.md +1 -1
package/dist/commands/exposure/command.js +8 -22
package/dist/commands/exposure/command.js.map +1 -1
package/dist/incentives-api-types.js.map +1 -1
package/dist/rest/helpers/constants.js +12 -0
package/dist/rest/helpers/constants.js.map +1 -1
package/dist/trading-api-types.js.map +1 -1
package/dist/transactions/abis/Errors.json +513 -34
package/dist/transactions/abis/OrdersGateway.json +729 -123
package/dist/transactions/abis/PassivePerpProxy.json +537 -0
package/dist/transactions/buildMulticallTx.js.map +1 -1
package/dist/transactions/consts.js +1 -2
package/dist/transactions/consts.js.map +1 -1
package/dist/transactions/contractAddresses.js +33 -4
package/dist/transactions/contractAddresses.js.map +1 -1
package/dist/transactions/executeTransaction.js +8 -123
package/dist/transactions/executeTransaction.js.map +1 -1
package/dist/transactions/sign.js +245 -80
package/dist/transactions/sign.js.map +1 -1
package/dist/types/commands/exposure/command.d.ts +8 -7
package/dist/types/commands/exposure/command.d.ts.map +1 -1
package/dist/types/incentives-api-types.d.ts +6 -2
package/dist/types/incentives-api-types.d.ts.map +1 -1
package/dist/types/rest/helpers/constants.d.ts +1 -1
package/dist/types/rest/helpers/constants.d.ts.map +1 -1
package/dist/types/trading-api-types.d.ts +123 -55
package/dist/types/trading-api-types.d.ts.map +1 -1
package/dist/types/transactions/buildMulticallTx.d.ts +1 -0
package/dist/types/transactions/buildMulticallTx.d.ts.map +1 -1
package/dist/types/transactions/consts.d.ts +0 -1
package/dist/types/transactions/consts.d.ts.map +1 -1
package/dist/types/transactions/contractAddresses.d.ts +1 -1
package/dist/types/transactions/contractAddresses.d.ts.map +1 -1
package/dist/types/transactions/executeTransaction.d.ts +2 -15
package/dist/types/transactions/executeTransaction.d.ts.map +1 -1
package/dist/types/transactions/sign.d.ts +52 -6
package/dist/types/transactions/sign.d.ts.map +1 -1
package/dist/types/types.d.ts +49 -47
package/dist/types/types.d.ts.map +1 -1
package/dist/types/utils/calculate.d.ts +14 -2
package/dist/types/utils/calculate.d.ts.map +1 -1
package/dist/types/utils/consts.d.ts +1 -2
package/dist/types/utils/consts.d.ts.map +1 -1
package/dist/types/utils/layerzero.d.ts +22 -0
package/dist/types/utils/layerzero.d.ts.map +1 -0
package/dist/types/utils/token/batch-token-getters.d.ts +0 -5
package/dist/types/utils/token/batch-token-getters.d.ts.map +1 -1
package/dist/types/utils/token/token-getters.d.ts +0 -2
package/dist/types/utils/token/token-getters.d.ts.map +1 -1
package/dist/types.js +41 -11
package/dist/types.js.map +1 -1
package/dist/utils/calculate.js +137 -16
package/dist/utils/calculate.js.map +1 -1
package/dist/utils/consts.js +1 -7
package/dist/utils/consts.js.map +1 -1
package/dist/utils/layerzero.js +31 -0
package/dist/utils/layerzero.js.map +1 -0
package/dist/utils/token/batch-token-getters.js +13 -64
package/dist/utils/token/batch-token-getters.js.map +1 -1
package/dist/utils/token/token-getters.js +1 -42
package/dist/utils/token/token-getters.js.map +1 -1
package/package.json +2 -2
package/src/commands/exposure/command.ts +8 -38
package/src/incentives-api-types.ts +11 -5
package/src/rest/helpers/constants.ts +22 -0
package/src/trading-api-types.ts +142 -80
package/src/transactions/abis/Errors.json +4362 -3883
package/src/transactions/abis/OrdersGateway.json +730 -124
package/src/transactions/abis/PassivePerpProxy.json +537 -0
package/src/transactions/buildMulticallTx.ts +4 -0
package/src/transactions/consts.ts +0 -1
package/src/transactions/contractAddresses.ts +34 -4
package/src/transactions/executeTransaction.ts +2 -130
package/src/transactions/sign.ts +299 -93
package/src/types.ts +88 -56
package/src/utils/calculate.ts +181 -21
package/src/utils/consts.ts +1 -16
package/src/utils/layerzero.ts +66 -0
package/src/utils/token/batch-token-getters.ts +0 -28
package/src/utils/token/token-getters.ts +0 -29
package/dist/types/utils/layerzero/index.d.ts +0 -3
package/dist/types/utils/layerzero/index.d.ts.map +0 -1
package/dist/types/utils/layerzero/oft-config.d.ts +0 -4
package/dist/types/utils/layerzero/oft-config.d.ts.map +0 -1
package/dist/types/utils/layerzero/types.d.ts +0 -23
package/dist/types/utils/layerzero/types.d.ts.map +0 -1
package/dist/utils/layerzero/index.js +0 -19
package/dist/utils/layerzero/index.js.map +0 -1
package/dist/utils/layerzero/oft-config.js +0 -29
package/dist/utils/layerzero/oft-config.js.map +0 -1
package/dist/utils/layerzero/types.js +0 -3
package/dist/utils/layerzero/types.js.map +0 -1
package/src/utils/layerzero/index.ts +0 -2
package/src/utils/layerzero/oft-config.ts +0 -32
package/src/utils/layerzero/types.ts +0 -25

package/README.md CHANGED Viewed

@@ -6,5 +6,5 @@
 | Statements                  | Branches                | Functions                 | Lines             |
 | --------------------------- | ----------------------- | ------------------------- | ----------------- |
-| ![Statements](https://img.shields.io/badge/statements-28.69%25-red.svg?style=flat) | ![Branches](https://img.shields.io/badge/branches-25.14%25-red.svg?style=flat) | ![Functions](https://img.shields.io/badge/functions-17.24%25-red.svg?style=flat) | ![Lines](https://img.shields.io/badge/lines-29.88%25-red.svg?style=flat) |
+| ![Statements](https://img.shields.io/badge/statements-35.67%25-red.svg?style=flat) | ![Branches](https://img.shields.io/badge/branches-32.69%25-red.svg?style=flat) | ![Functions](https://img.shields.io/badge/functions-22.02%25-red.svg?style=flat) | ![Lines](https://img.shields.io/badge/lines-37.06%25-red.svg?style=flat) |

package/dist/commands/exposure/command.js CHANGED Viewed

@@ -522,28 +522,6 @@ var ExposureCommand = /** @class */ (function () {
         }
         return ExposureCommand.exchangeWithPriceHaircut(marginBalance, exchangeInfo.price, exchangeInfo.priceHaircut);
     };
-    /**
-     * @audit This function uses a linear approximation that is not aligned with the on-chain
-     * exponential logPriceMultiplier pricing logic (PriceMultiplier.sol). The intention is to
-     * deprecate this function completely once downstream consumers (PoolLiquidityCommand,
-     * updateLiquidity.task, marketDataLiquidity.task) are migrated.
-     */
-    ExposureCommand.prototype.getSlippage = function (deltaBase, marketConfiguration, marketStorage) {
-        var deltaExposure = (0, bignumber_js_1.default)(this.oraclePricePerMarket[marketConfiguration.market_id])
-            .times(deltaBase)
-            .toNumber();
-        var riskMatrixIndex = (0, bignumber_js_1.default)(String(marketConfiguration.risk_matrix_index)).toNumber();
-        // isPool is true as we only get slippage for the pool
-        var _a = this.getMaxExposure(marketConfiguration, marketStorage, true), maxExposureShort = _a.maxExposureShort, maxExposureLong = _a.maxExposureLong, exposures = _a.exposures;
-        var netExposure = exposures[riskMatrixIndex].plus(deltaExposure);
-        var maxExposure = netExposure.lt(0) ? maxExposureShort : maxExposureLong;
-        return (0, bignumber_js_1.default)(netExposure)
-            .negated()
-            .div((0, bignumber_js_1.default)(maxExposure)
-            .times((0, utils_1.amountNormalizer)(marketConfiguration.depth_factor))
-            .plus(netExposure))
-            .toNumber();
-    };
     ExposureCommand.prototype.getMaxExposure = function (marketConfiguration, marketStorage, isPool) {
         // todo: p2: cosider turning this into a hashmap vs. an array so that O(1) access
         var riskMatrix = this.riskMatrices.find(function (riskMatrix) {
@@ -702,6 +680,10 @@ var ExposureCommand = /** @class */ (function () {
         var fundingRateDelta = ExposureCommand.getFundingRateDelta(fundingPeriods, lastFundingVelocity);
         return clampFundingRate(lastFundingRate.plus(fundingRateDelta));
     };
+    /**
+     * @deprecated OB model reads funding rate directly from FundingRateProvider.
+     * Remains for legacy AMM model consumers. To be removed in a future cleanup PR.
+     */
     ExposureCommand.getCurrentHourlyFundingRate = function (last_funding_timestamp, lastFundingVelocity, lastFundingRate) {
         var dailyFundingRate = this.getCurrentFundingRate(last_funding_timestamp, lastFundingVelocity, lastFundingRate);
         return dailyFundingRate.div(24);
@@ -724,6 +706,10 @@ var ExposureCommand = /** @class */ (function () {
         }
         return areaDelta.times(price).times(baseMultiplier);
     };
+    /**
+     * @deprecated OB model reads funding value directly from market trackers.
+     * Remains for legacy AMM model consumers. To be removed in a future cleanup PR.
+     */
     ExposureCommand.getCurrentFundingValue = function (spotPrice, lastFundingValue, baseMultiplier, lastFundingRate, lastFundingVelocity, lastFundingTimestamp) {
         var periods = this.getFundingPeriods(lastFundingTimestamp);
         var delta = this.getFundingValueDelta(periods, lastFundingRate, lastFundingVelocity, spotPrice, baseMultiplier);

package/dist/commands/exposure/command.js.map CHANGED Viewed

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BigNumber from 'bignumber.js';\nimport cloneDeep from 'lodash.clonedeep';\nimport {\n AccountAssetBalance,\n CollateralAddressToExchangePriceMap,\n CollateralInfo,\n ExchangeInfo,\n ExposureCommandState,\n MarginInfo,\n MarketConfiguration,\n MarketIdToOraclePriceMap,\n MarketStorage,\n PositionInfo,\n PositionInfoMarketConfiguration,\n RiskMatrix,\n RiskMultipliersConfiguration,\n EditCollateralAction,\n} from './types';\nimport {\n amountNormalizer,\n MA_HEALTH_DANGER_THRESHOLD,\n MA_HEALTH_WARNING_THRESHOLD,\n POOL_IMR,\n} from '../../utils';\n\nexport const MAX_FUNDING_RATE = BigNumber('0.07');\nexport const MIN_FUNDING_RATE = BigNumber('-0.07');\n\nexport function clampFundingRate(rate: BigNumber): BigNumber {\n if (rate.gt(MAX_FUNDING_RATE)) return MAX_FUNDING_RATE;\n if (rate.lt(MIN_FUNDING_RATE)) return MIN_FUNDING_RATE;\n return rate;\n}\n\nfunction trapezoidArea(r0: BigNumber, r1: BigNumber, t: BigNumber): BigNumber {\n return r0.plus(r1).div(2).times(t);\n}\n\nfunction clampedArea(\n r0: BigNumber,\n v: BigNumber,\n periods: BigNumber,\n boundary: BigNumber,\n): BigNumber {\n const tc = boundary.minus(r0).div(v);\n return trapezoidArea(r0, boundary, tc).plus(\n trapezoidArea(boundary, boundary, periods.minus(tc)),\n );\n}\n\nexport class ExposureCommand {\n accountId: number;\n rootCollateralPoolId: number;\n oraclePricePerMarket: MarketIdToOraclePriceMap;\n accountBalancePerAsset: AccountAssetBalance[];\n groupedByCollateral: Record<string, AccountAssetBalance>;\n riskMultipliers: RiskMultipliersConfiguration;\n riskMatrices: RiskMatrix[];\n exchangeInfoPerAsset: ExchangeInfo[];\n positionInfoMarketConfiguration: PositionInfoMarketConfiguration[];\n uniqueTokenAddresses: string[];\n uniqueQuoteCollaterals: string[];\n tokenMarginInfoPerAsset: MarginInfo[];\n realizedPnLSum: BigNumber;\n unrealizedPnLSum: BigNumber;\n mtmRpnlSum: BigNumber;\n collateralAddressToExchangePrice: CollateralAddressToExchangePriceMap;\n constructor(\n accountId: number,\n rootCollateralPoolId: number,\n oraclePricePerMarket: MarketIdToOraclePriceMap,\n accountBalancePerAsset: AccountAssetBalance[],\n groupedByCollateral: Record<string, AccountAssetBalance>,\n riskMultipliers: RiskMultipliersConfiguration,\n riskMatrices: RiskMatrix[],\n exchangeInfoPerAsset: ExchangeInfo[],\n positionInfoMarketConfiguration: PositionInfoMarketConfiguration[],\n uniqueTokenAddresses: string[],\n uniqueQuoteCollaterals: string[],\n tokenMarginInfoPerAsset: MarginInfo[],\n realizedPnLSum: BigNumber,\n unrealizedPnLSum: BigNumber,\n mtmRpnlSum: BigNumber,\n collateralAddressToExchangePrice: CollateralAddressToExchangePriceMap,\n ) {\n this.accountId = accountId;\n this.rootCollateralPoolId = rootCollateralPoolId;\n this.oraclePricePerMarket = oraclePricePerMarket;\n this.accountBalancePerAsset = accountBalancePerAsset;\n this.groupedByCollateral = groupedByCollateral;\n this.riskMultipliers = riskMultipliers;\n this.riskMatrices = riskMatrices;\n this.exchangeInfoPerAsset = exchangeInfoPerAsset;\n this.positionInfoMarketConfiguration = positionInfoMarketConfiguration;\n this.uniqueTokenAddresses = uniqueTokenAddresses;\n this.uniqueQuoteCollaterals = uniqueQuoteCollaterals;\n this.tokenMarginInfoPerAsset = tokenMarginInfoPerAsset;\n this.realizedPnLSum = realizedPnLSum;\n this.unrealizedPnLSum = unrealizedPnLSum;\n this.mtmRpnlSum = mtmRpnlSum;\n this.collateralAddressToExchangePrice = collateralAddressToExchangePrice;\n }\n\n getState(): ExposureCommandState {\n return {\n accountId: this.accountId,\n rootCollateralPoolId: this.rootCollateralPoolId,\n oraclePricePerMarket: this.oraclePricePerMarket,\n accountBalancePerAsset: this.accountBalancePerAsset,\n groupedByCollateral: this.groupedByCollateral,\n riskMultipliers: this.riskMultipliers,\n riskMatrices: this.riskMatrices,\n exchangeInfoPerAsset: this.exchangeInfoPerAsset,\n positionInfoMarketConfiguration: this.positionInfoMarketConfiguration,\n uniqueTokenAddresses: this.uniqueTokenAddresses,\n uniqueQuoteCollaterals: this.uniqueQuoteCollaterals,\n tokenMarginInfoPerAsset: this.tokenMarginInfoPerAsset,\n realizedPnLSum: this.realizedPnLSum,\n unrealizedPnLSum: this.unrealizedPnLSum,\n mtmRpnlSum: this.mtmRpnlSum,\n collateralAddressToExchangePrice: this.collateralAddressToExchangePrice,\n };\n }\n\n get getUsdNodeMarginInfo() {\n return ExposureCommand.getUsdNodeMarginInfo(\n this.rootCollateralPoolId,\n this.uniqueTokenAddresses,\n this.exchangeInfoPerAsset,\n this.tokenMarginInfoPerAsset,\n );\n }\n\n get balancePerAsset() {\n return this.tokenMarginInfoPerAsset;\n }\n get exchangePricePerAsset() {\n return this.exchangeInfoPerAsset;\n }\n\n getUsdNodeMarginInfoPostTrade(\n positionAmount: number,\n collateralAddress: string,\n marketConfiguration: MarketConfiguration,\n riskBlockId: number,\n ) {\n // perform deep copy of the object\n const positionInfoMarketConfiguration: PositionInfoMarketConfiguration[] =\n cloneDeep(this.positionInfoMarketConfiguration);\n\n // Check if the market_id already exists in the array\n const existingConfigIndex = positionInfoMarketConfiguration.findIndex(\n (config) =>\n config.market_id ===\n BigNumber(String(marketConfiguration.market_id)).toNumber(),\n );\n\n if (existingConfigIndex !== -1) {\n // If it exists, update the amount\n positionInfoMarketConfiguration[existingConfigIndex].base = BigNumber(\n positionInfoMarketConfiguration[existingConfigIndex].base,\n ).plus(positionAmount);\n } else {\n // If it doesn't exist, add a new element\n positionInfoMarketConfiguration.push({\n base: BigNumber(positionAmount),\n realized_pnl: BigNumber(0),\n realized_pnl_with_mtm: BigNumber(0),\n realized_pnl_latest_snapshot: BigNumber(0),\n latest_funding_cashflow: BigNumber(0),\n last_price: BigNumber(0),\n average_entry_price_off_chain_tracker: BigNumber(0),\n funding_value_off_chain_tracker: BigNumber(0),\n average_entry_price: BigNumber(0),\n last_timestamp: BigNumber(0),\n funding_value: BigNumber(0),\n base_multiplier: BigNumber(0),\n adl_unwind_price: BigNumber(0),\n market_id: BigNumber(String(marketConfiguration.market_id)).toNumber(),\n account_id: this.accountId,\n market_configuration: marketConfiguration,\n risk_block_id: riskBlockId,\n });\n }\n\n const uniqueQuoteCollaterals = new Set(this.uniqueQuoteCollaterals);\n uniqueQuoteCollaterals.add(collateralAddress);\n\n const tokenMarginInfoPerAsset =\n ExposureCommand.calculateTokenMarginInfoPerAsset(\n this.groupedByCollateral,\n this.rootCollateralPoolId,\n this.riskMatrices,\n this.riskMultipliers,\n uniqueQuoteCollaterals,\n this.realizedPnLSum,\n this.unrealizedPnLSum,\n positionInfoMarketConfiguration,\n this.oraclePricePerMarket,\n );\n\n const uniqueTokenAddresses = [...this.uniqueTokenAddresses];\n if (!this.uniqueTokenAddresses.includes(collateralAddress)) {\n uniqueTokenAddresses.push(collateralAddress);\n }\n\n return {\n usdNodeMarginInfo: ExposureCommand.getUsdNodeMarginInfo(\n this.rootCollateralPoolId,\n uniqueTokenAddresses,\n this.exchangeInfoPerAsset,\n tokenMarginInfoPerAsset,\n ),\n tokenMarginInfoPerAsset: tokenMarginInfoPerAsset,\n positionInfoMarketConfiguration: positionInfoMarketConfiguration,\n };\n }\n\n getEditCollateralActionsToCoverMargin(\n requiredMargin: number,\n ): EditCollateralAction[] {\n /\n Note, this function is implicitely making an assumption that required margin can be covered by\n * the account without breaching account IMR\n * /\n const editCollateralActions: EditCollateralAction[] = [];\n let marginToCover = requiredMargin;\n\n const uniqueQuoteCollaterals = new Set(this.uniqueQuoteCollaterals);\n\n const tokenMarginInfoPerAsset =\n ExposureCommand.calculateTokenMarginInfoPerAsset(\n this.groupedByCollateral,\n this.rootCollateralPoolId,\n this.riskMatrices,\n this.riskMultipliers,\n uniqueQuoteCollaterals,\n this.realizedPnLSum,\n this.unrealizedPnLSum,\n this.positionInfoMarketConfiguration,\n this.oraclePricePerMarket,\n );\n\n // todo: p2: consider prioritising rUSD when looping through token infos & document math in comments\n for (const tokenInfo of tokenMarginInfoPerAsset) {\n if (tokenInfo.marginBalance < 0) {\n continue;\n }\n\n // todo: p1: haircut and exchange rate adjustment should not be done for rUSD\n // does exchangeInfo currently return haircut as zero and price as 1?\n // todo: p2: can just look at net deposits rather than margin balance for non-rusd as non pnl\n\n const exchangeInfo = this.exchangeInfoPerAsset.find((exchangeInfo) => {\n return tokenInfo.assetAddress === exchangeInfo.tokenAddress;\n });\n\n if (!exchangeInfo) {\n throw new Error(\n 'Unable to retrieve exchange info when calculating collaterals needed to cover margin',\n );\n }\n\n const marginBalanceWithHaircutInRUSD =\n ExposureCommand.exchangeWithPriceHaircut(\n tokenInfo.marginBalance,\n exchangeInfo.price,\n exchangeInfo.priceHaircut,\n );\n\n if (marginBalanceWithHaircutInRUSD > marginToCover) {\n const collateralDelta =\n -ExposureCommand.reverseExchangeWithPriceHaircut(\n marginToCover,\n exchangeInfo.price,\n exchangeInfo.priceHaircut,\n );\n editCollateralActions.push({\n collateralAddress: tokenInfo.assetAddress,\n collateralDelta: collateralDelta,\n });\n break;\n } else {\n editCollateralActions.push({\n collateralAddress: tokenInfo.assetAddress,\n collateralDelta: -tokenInfo.marginBalance,\n });\n marginToCover = marginToCover - marginBalanceWithHaircutInRUSD;\n }\n }\n return editCollateralActions;\n }\n\n getUsdNodeMarginInfoPostEditCollaterals(\n editCollateralActions: EditCollateralAction[],\n ) {\n // todo: check if there's a way to simplify this function & deprecate the single edit collateral sim below as it's a\n // subset of this function\n\n // perform deep copy of the object\n const groupedByCollateral: Record<string, AccountAssetBalance> = cloneDeep(\n this.groupedByCollateral,\n );\n\n const uniqueQuoteCollaterals = new Set(this.uniqueQuoteCollaterals);\n const uniqueTokenAddresses = [...this.uniqueTokenAddresses];\n\n // counterfactual update deep copy\n\n for (const action of editCollateralActions) {\n if (groupedByCollateral[action.collateralAddress]) {\n groupedByCollateral[action.collateralAddress] = {\n ...groupedByCollateral[action.collateralAddress],\n amount:\n groupedByCollateral[action.collateralAddress].amount +\n action.collateralDelta,\n };\n } else {\n groupedByCollateral[action.collateralAddress] = {\n accountId: this.accountId,\n collateral: action.collateralAddress,\n amount: action.collateralDelta,\n };\n }\n\n uniqueQuoteCollaterals.add(action.collateralAddress);\n\n if (!this.uniqueTokenAddresses.includes(action.collateralAddress)) {\n uniqueTokenAddresses.push(action.collateralAddress);\n }\n }\n\n const tokenMarginInfoPerAsset =\n ExposureCommand.calculateTokenMarginInfoPerAsset(\n groupedByCollateral,\n this.rootCollateralPoolId,\n this.riskMatrices,\n this.riskMultipliers,\n uniqueQuoteCollaterals,\n this.realizedPnLSum,\n this.unrealizedPnLSum,\n this.positionInfoMarketConfiguration,\n this.oraclePricePerMarket,\n );\n\n return ExposureCommand.getUsdNodeMarginInfo(\n this.rootCollateralPoolId,\n uniqueTokenAddresses,\n this.exchangeInfoPerAsset,\n tokenMarginInfoPerAsset,\n );\n }\n\n getUsdNodeMarginInfoPostEditCollateral(\n collateralDelta: number,\n collateralAddress: string,\n ) {\n // perform deep copy of the object\n const groupedByCollateral: Record<string, AccountAssetBalance> = cloneDeep(\n this.groupedByCollateral,\n );\n\n // counterfactual update deep copy\n if (groupedByCollateral[collateralAddress]) {\n groupedByCollateral[collateralAddress] = {\n ...groupedByCollateral[collateralAddress],\n amount: groupedByCollateral[collateralAddress].amount + collateralDelta,\n };\n } else {\n groupedByCollateral[collateralAddress] = {\n accountId: this.accountId,\n collateral: collateralAddress,\n amount: collateralDelta,\n };\n }\n\n const uniqueQuoteCollaterals = new Set(this.uniqueQuoteCollaterals);\n const tokenMarginInfoPerAsset =\n ExposureCommand.calculateTokenMarginInfoPerAsset(\n groupedByCollateral,\n this.rootCollateralPoolId,\n this.riskMatrices,\n this.riskMultipliers,\n uniqueQuoteCollaterals,\n this.realizedPnLSum,\n this.unrealizedPnLSum,\n this.positionInfoMarketConfiguration,\n this.oraclePricePerMarket,\n );\n\n const uniqueTokenAddresses = [...this.uniqueTokenAddresses];\n if (!this.uniqueTokenAddresses.includes(collateralAddress)) {\n uniqueTokenAddresses.push(collateralAddress);\n }\n\n return ExposureCommand.getUsdNodeMarginInfo(\n this.rootCollateralPoolId,\n uniqueTokenAddresses,\n this.exchangeInfoPerAsset,\n tokenMarginInfoPerAsset,\n );\n }\n\n static calculateTokenMarginInfoPerAsset(\n groupedByCollateral: Record<string, AccountAssetBalance>,\n rootCollateralPoolId: number,\n riskMatrices: RiskMatrix[],\n riskMultipliers: RiskMultipliersConfiguration,\n uniqueQuoteCollaterals: Set<string>,\n realizedPnLSum: BigNumber,\n unrealizedPnLSum: BigNumber,\n positionInfoMarketConfiguration: PositionInfoMarketConfiguration[],\n oraclePricePerMarket: MarketIdToOraclePriceMap,\n ): MarginInfo[] {\n const tokenMarginInfoPerAsset: MarginInfo[] = [];\n\n // todo: p2: investigate the ts-expect-error cases below\n // @ts-expect-error no easy way to make sure string can be casted to Lowercase<string> type\n const uniqueQuoteTokens: Lowercase<string>[] = Array.from(\n uniqueQuoteCollaterals,\n );\n\n // @ts-expect-error no easy way to make sure string can be casted to Lowercase<string> type\n const tokenUnion: Set<Lowercase<string>> = new Set([\n ...Object.keys(groupedByCollateral),\n ...uniqueQuoteTokens,\n ]); // get unique union of those arrays\n const uniqueTokenAddresses: Lowercase<string>[] = Array.from(tokenUnion);\n\n for (const token of uniqueTokenAddresses) {\n tokenMarginInfoPerAsset.push(\n ExposureCommand.getTokenMarginInfo(\n rootCollateralPoolId,\n riskMatrices,\n riskMultipliers,\n ExposureCommand.getCollateralInfo(\n token,\n uniqueQuoteCollaterals.has(token) ? realizedPnLSum : BigNumber(0),\n uniqueQuoteCollaterals.has(token) ? unrealizedPnLSum : BigNumber(0),\n groupedByCollateral[token]?.amount \|\| 0,\n ),\n token,\n positionInfoMarketConfiguration,\n oraclePricePerMarket,\n uniqueQuoteTokens,\n ),\n );\n }\n\n return tokenMarginInfoPerAsset;\n }\n static calculateLiquidation(\n marginBalance: number,\n liquidationMarginRequirement: number,\n oraclePrice: number,\n positionBase: number,\n ): BigNumber {\n if (positionBase === 0 \|\| liquidationMarginRequirement === 0) {\n return BigNumber(0);\n }\n const liquidationPrice = BigNumber(oraclePrice).minus(\n BigNumber(marginBalance)\n .minus(liquidationMarginRequirement)\n .div(positionBase),\n );\n\n return BigNumber.max(0, liquidationPrice);\n }\n\n static calculateImpliedLeverage(\n notionalExposure: number,\n oldIMR: number,\n newIMR: number,\n ): number {\n const changeInImr = BigNumber(newIMR).minus(oldIMR);\n\n if (changeInImr.eq(0)) {\n return 0;\n }\n return BigNumber(notionalExposure).div(changeInImr).toNumber();\n }\n\n static combineMarginInfo(\n parentMarginInfo: MarginInfo,\n sonMarginInfo: MarginInfo,\n sonParentExchangeInfo: ExchangeInfo,\n ): MarginInfo {\n return {\n assetAddress: parentMarginInfo.assetAddress,\n marginBalance: BigNumber(parentMarginInfo.marginBalance)\n .plus(\n ExposureCommand.exchangeWithPriceHaircut(\n sonMarginInfo.marginBalance,\n sonParentExchangeInfo.price,\n sonParentExchangeInfo.priceHaircut,\n ),\n )\n .toNumber(),\n realBalance: BigNumber(parentMarginInfo.realBalance)\n .plus(\n ExposureCommand.exchangeWithPriceHaircut(\n sonMarginInfo.realBalance,\n sonParentExchangeInfo.price,\n sonParentExchangeInfo.priceHaircut,\n ),\n )\n .toNumber(),\n initialDelta: BigNumber(parentMarginInfo.initialDelta)\n .plus(\n ExposureCommand.exchangeWithPriceHaircut(\n BigNumber.min(\n sonMarginInfo.realBalance,\n sonMarginInfo.initialDelta,\n ).toNumber(),\n sonParentExchangeInfo.price,\n sonParentExchangeInfo.priceHaircut,\n ),\n )\n .toNumber(),\n maintenanceDelta: BigNumber(parentMarginInfo.maintenanceDelta)\n .plus(\n ExposureCommand.exchangeWithPriceHaircut(\n BigNumber.min(\n sonMarginInfo.maintenanceDelta,\n sonMarginInfo.realBalance,\n ).toNumber(),\n sonParentExchangeInfo.price,\n sonParentExchangeInfo.priceHaircut,\n ),\n )\n .toNumber(),\n liquidationDelta: BigNumber(parentMarginInfo.liquidationDelta)\n .plus(\n ExposureCommand.exchangeWithPriceHaircut(\n BigNumber.min(\n sonMarginInfo.liquidationDelta,\n sonMarginInfo.realBalance,\n ).toNumber(),\n sonParentExchangeInfo.price,\n sonParentExchangeInfo.priceHaircut,\n ),\n )\n .toNumber(),\n dutchDelta: BigNumber(parentMarginInfo.dutchDelta)\n .plus(\n ExposureCommand.exchangeWithPriceHaircut(\n BigNumber.min(\n sonMarginInfo.dutchDelta,\n sonMarginInfo.realBalance,\n ).toNumber(),\n sonParentExchangeInfo.price,\n sonParentExchangeInfo.priceHaircut,\n ),\n )\n .toNumber(),\n adlDelta: BigNumber(parentMarginInfo.adlDelta)\n .plus(\n ExposureCommand.exchangeWithPriceHaircut(\n BigNumber.min(\n sonMarginInfo.adlDelta,\n sonMarginInfo.realBalance,\n ).toNumber(),\n sonParentExchangeInfo.price,\n sonParentExchangeInfo.priceHaircut,\n ),\n )\n .toNumber(),\n\n initialBufferDelta: BigNumber(parentMarginInfo.initialBufferDelta)\n .plus(\n ExposureCommand.exchangeWithPriceHaircut(\n BigNumber.min(\n sonMarginInfo.initialBufferDelta,\n sonMarginInfo.realBalance,\n ).toNumber(),\n sonParentExchangeInfo.price,\n sonParentExchangeInfo.priceHaircut,\n ),\n )\n .toNumber(),\n liquidationMarginRequirement: BigNumber(\n parentMarginInfo.liquidationMarginRequirement,\n )\n .plus(\n ExposureCommand.exchangeWithPriceHaircut(\n sonMarginInfo.liquidationMarginRequirement,\n sonParentExchangeInfo.price,\n sonParentExchangeInfo.priceHaircut,\n ),\n )\n .toNumber(),\n };\n }\n\n static getUsdNodeMarginInfo(\n accountCollateralPoolId: number,\n quoteTokens: string[],\n exchangeInfoPerAsset: ExchangeInfo[],\n marginInfoPerToken: MarginInfo[],\n ) {\n let usdNodeMarginInfo: MarginInfo = {\n assetAddress: '',\n marginBalance: 0,\n realBalance: 0,\n initialDelta: 0,\n maintenanceDelta: 0,\n liquidationDelta: 0,\n dutchDelta: 0,\n adlDelta: 0,\n initialBufferDelta: 0,\n liquidationMarginRequirement: 0,\n };\n for (const quoteToken of quoteTokens) {\n const exchangeInfo = exchangeInfoPerAsset.find((exchangeInfo) => {\n return quoteToken === exchangeInfo.tokenAddress;\n });\n\n const marginInfo = marginInfoPerToken.find((marginInfo) => {\n return quoteToken === marginInfo.assetAddress;\n });\n\n if (!exchangeInfo \|\| !marginInfo) {\n throw Error(`Missing exchangeInfo/marginInfo for ${quoteToken}`);\n }\n\n usdNodeMarginInfo = ExposureCommand.combineMarginInfo(\n usdNodeMarginInfo,\n marginInfo,\n exchangeInfo,\n );\n }\n\n return usdNodeMarginInfo;\n }\n static getCollateralInfo(\n collateralAddress: string,\n realisedPnl: BigNumber,\n unrealizedPnL: BigNumber,\n netDeposits: number,\n ): CollateralInfo {\n return {\n netDeposits: netDeposits,\n marginBalance: BigNumber(netDeposits)\n .plus(realisedPnl)\n .plus(unrealizedPnL)\n .toNumber(),\n realBalance: BigNumber(netDeposits).plus(realisedPnl).toNumber(),\n };\n }\n\n static getTokenMarginInfo(\n rootCollateralPoolId: number,\n riskMatrices: RiskMatrix[],\n riskMultipliers: RiskMultipliersConfiguration,\n collateralInfo: CollateralInfo,\n collateralAddress: Lowercase<string>,\n positions: PositionInfoMarketConfiguration[],\n oraclePricePerMarket: MarketIdToOraclePriceMap,\n uniqueQuoteTokens: string[],\n ): MarginInfo {\n const marginRequirements = {\n liquidationMarginRequirement: 0,\n initialMarginRequirement: 0,\n maintenanceMarginRequirement: 0,\n dutchMarginRequirement: 0,\n adlMarginRequirement: 0,\n initialBufferMarginRequirement: 0,\n };\n if (uniqueQuoteTokens.includes(collateralAddress)) {\n // uniqueQuoteTokens is list is active markets tokens\n for (const riskMatrix of riskMatrices) {\n const filledExposures = ExposureCommand.getBlockExposures(\n positions,\n oraclePricePerMarket,\n riskMatrix.risk_block_id,\n );\n\n marginRequirements.liquidationMarginRequirement = BigNumber(\n marginRequirements.liquidationMarginRequirement,\n )\n .plus(\n ExposureCommand.computeLiquidationMarginRequirement(\n riskMatrix.matrix,\n filledExposures,\n ),\n )\n .toNumber();\n }\n\n // Get the initial margin requirement\n marginRequirements.initialMarginRequirement = amountNormalizer(\n String(riskMultipliers.im_multiplier),\n )\n .multipliedBy(marginRequirements.liquidationMarginRequirement)\n .toNumber();\n // Get the maintenance margin requirement\n marginRequirements.maintenanceMarginRequirement = amountNormalizer(\n String(riskMultipliers.mmr_multiplier),\n )\n .multipliedBy(marginRequirements.liquidationMarginRequirement)\n .toNumber();\n // Get the dutch margin requirement\n marginRequirements.dutchMarginRequirement = amountNormalizer(\n String(riskMultipliers.dutch_multiplier),\n )\n .multipliedBy(marginRequirements.liquidationMarginRequirement)\n .toNumber();\n\n // Get the adl margin requirement\n marginRequirements.adlMarginRequirement = amountNormalizer(\n String(riskMultipliers.adl_multiplier),\n )\n .multipliedBy(marginRequirements.liquidationMarginRequirement)\n .toNumber();\n\n // Get the initial buffer margin requirement\n marginRequirements.initialBufferMarginRequirement = amountNormalizer(\n String(riskMultipliers.im_buffer_multiplier),\n )\n .multipliedBy(marginRequirements.liquidationMarginRequirement)\n .toNumber();\n }\n return {\n assetAddress: collateralAddress,\n marginBalance: collateralInfo.marginBalance,\n realBalance: collateralInfo.realBalance,\n initialDelta: BigNumber(collateralInfo.marginBalance)\n .minus(marginRequirements.initialMarginRequirement)\n .toNumber(),\n maintenanceDelta: BigNumber(collateralInfo.marginBalance)\n .minus(marginRequirements.maintenanceMarginRequirement)\n .toNumber(),\n liquidationDelta: BigNumber(collateralInfo.marginBalance)\n .minus(marginRequirements.liquidationMarginRequirement)\n .toNumber(),\n dutchDelta: BigNumber(collateralInfo.marginBalance)\n .minus(marginRequirements.dutchMarginRequirement)\n .toNumber(),\n adlDelta: BigNumber(collateralInfo.marginBalance)\n .minus(marginRequirements.adlMarginRequirement)\n .toNumber(),\n initialBufferDelta: BigNumber(collateralInfo.marginBalance)\n .minus(marginRequirements.initialBufferMarginRequirement)\n .toNumber(),\n liquidationMarginRequirement:\n marginRequirements.liquidationMarginRequirement,\n };\n }\n\n static computeLiquidationMarginRequirement(\n matrix: BigNumber[][],\n filledExposures: BigNumber[],\n ): number {\n let lmrFilledSquared = 0;\n\n for (let i = 0; i < filledExposures.length; i++) {\n if (BigNumber(filledExposures[i]).eq(0)) {\n continue;\n }\n for (let j = 0; j < filledExposures.length; j++) {\n const riskParam = matrix[i][j];\n\n if (BigNumber(filledExposures[j]).eq(0) \|\| BigNumber(riskParam).eq(0)) {\n continue;\n }\n\n lmrFilledSquared = BigNumber(lmrFilledSquared)\n .plus(\n BigNumber(filledExposures[i])\n .multipliedBy(filledExposures[j])\n .multipliedBy(riskParam),\n )\n .toNumber();\n }\n }\n return BigNumber(lmrFilledSquared).sqrt().toNumber();\n }\n\n static getBlockExposures(\n positions: PositionInfoMarketConfiguration[],\n oraclePricePerMarket: MarketIdToOraclePriceMap,\n riskBlockId: number,\n ): BigNumber[] {\n const filledExposures: number[] = [];\n let maxIndex = 0; // Keep track of the highest riskMatrixIndex encountered\n\n for (const position of positions) {\n if (riskBlockId !== position.risk_block_id) continue;\n const marketFilledExposure = ExposureCommand.getAccountFilledExposures(\n position,\n position.market_configuration,\n oraclePricePerMarket[position.market_id],\n );\n const index = marketFilledExposure.riskMatrixIndex;\n filledExposures[index] = BigNumber(filledExposures[index] \|\| 0)\n .plus(marketFilledExposure.exposure)\n .toNumber();\n\n if (index > maxIndex) maxIndex = index;\n }\n\n // Ensure filledExposures array is correctly populated up to maxIndex\n for (let i = 0; i <= maxIndex; i++) {\n if (filledExposures[i] === undefined) {\n filledExposures[i] = 0;\n }\n }\n return filledExposures.map((num) => BigNumber(num));\n }\n\n static getAccountFilledExposures(\n position: PositionInfo,\n marketConfiguration: MarketConfiguration,\n oraclePrice: number,\n ) {\n const base = position.base;\n return {\n exposure: BigNumber(oraclePrice).multipliedBy(base),\n riskMatrixIndex: BigNumber(\n String(marketConfiguration.risk_matrix_index),\n ).toNumber(),\n };\n }\n\n static computePricePnL(\n openBase: BigNumber,\n openPrice: BigNumber,\n exitPrice: BigNumber,\n ) {\n return BigNumber(\n BigNumber(exitPrice).minus(openPrice).multipliedBy(openBase),\n );\n }\n\n static getMarginRatio(\n marginInfo: Pick<\n MarginInfo,\n 'marginBalance' \| 'liquidationMarginRequirement'\n >,\n ) {\n if (marginInfo.liquidationMarginRequirement === 0) {\n return 0;\n }\n\n if (marginInfo.marginBalance <= 0) {\n return 1;\n }\n\n const health = BigNumber(marginInfo.liquidationMarginRequirement).div(\n marginInfo.marginBalance,\n );\n\n if (health.gt(1)) {\n return 1;\n }\n return health.toNumber();\n }\n\n static exchangeWithPriceHaircut(\n quantity: number,\n price: number,\n haircut: number,\n ) {\n // For positive quantities, the haircut is `quantity (1 - haircut)`\n // For negative values, the haircut is `quantity / (1 - haircut)` because a negative value means the haircut should be applied from B to A.\n const calHelper = BigNumber(quantity).gt(0)\n ? BigNumber(1).minus(haircut)\n : BigNumber(1).div(BigNumber(1).minus(haircut));\n const haircutPrice = BigNumber(price).multipliedBy(calHelper);\n\n return haircutPrice.multipliedBy(quantity).toNumber();\n }\n\n static reverseExchangeWithPriceHaircut(\n quantity: number,\n price: number,\n haircut: number,\n ) {\n /\n this operation takes quantity in rUSD terms, price between collateral token (e.g. weth) and rusd\n * alongside the haircut between weth and rusd\n * it then returns a quantity in collateral token terms (e.g. weth) which would return quantity if it were to be\n * passed through the exchangeWithPriceHaircut function\n * /\n // todo: p2: consider abstracting haircut price calculation into separate function as duplciated\n // For positive quantities, the haircut is `quantity (1 - haircut)`\n // For negative values, the haircut is `quantity / (1 - haircut)` because a negative value means the haircut should be applied from B to A.\n const calHelper = BigNumber(quantity).gt(0)\n ? BigNumber(1).minus(haircut)\n : BigNumber(1).div(BigNumber(1).minus(haircut));\n const haircutPrice = BigNumber(price).multipliedBy(calHelper);\n\n return BigNumber(quantity).dividedBy(haircutPrice).toNumber();\n }\n\n static getBalanceWithHaircut(\n exchangeInfoPerAsset: ExchangeInfo[],\n assetAddress: string,\n marginBalance: number,\n ) {\n // todo: p1: haircut and exchange rate adjustment should not be done for rUSD\n // does exchangeInfo currently return haircut as zero and price as 1?\n // todo: p2: can just look at net deposits rather than margin balance for non-rusd as non pnl\n\n const exchangeInfo = exchangeInfoPerAsset.find((exchangeInfo) => {\n return assetAddress === exchangeInfo.tokenAddress;\n });\n\n if (!exchangeInfo) {\n throw new Error(\n 'Unable to retrieve exchange info when calculating collaterals needed to cover margin',\n );\n }\n\n return ExposureCommand.exchangeWithPriceHaircut(\n marginBalance,\n exchangeInfo.price,\n exchangeInfo.priceHaircut,\n );\n }\n\n /*\n @audit This function uses a linear approximation that is not aligned with the on-chain\n * exponential logPriceMultiplier pricing logic (PriceMultiplier.sol). The intention is to\n * deprecate this function completely once downstream consumers (PoolLiquidityCommand,\n * updateLiquidity.task, marketDataLiquidity.task) are migrated.\n */\n getSlippage(\n deltaBase: number,\n marketConfiguration: MarketConfiguration,\n marketStorage: MarketStorage,\n ): number {\n const deltaExposure = BigNumber(\n this.oraclePricePerMarket[marketConfiguration.market_id],\n )\n .times(deltaBase)\n .toNumber();\n\n const riskMatrixIndex = BigNumber(\n String(marketConfiguration.risk_matrix_index),\n ).toNumber();\n\n // isPool is true as we only get slippage for the pool\n const { maxExposureShort, maxExposureLong, exposures } =\n this.getMaxExposure(marketConfiguration, marketStorage, true);\n\n const netExposure = exposures[riskMatrixIndex].plus(deltaExposure);\n const maxExposure = netExposure.lt(0) ? maxExposureShort : maxExposureLong;\n\n return BigNumber(netExposure)\n .negated()\n .div(\n BigNumber(maxExposure)\n .times(amountNormalizer(marketConfiguration.depth_factor))\n .plus(netExposure),\n )\n .toNumber();\n }\n\n getMaxExposure(\n marketConfiguration: MarketConfiguration,\n marketStorage: MarketStorage,\n isPool: boolean,\n ) {\n // todo: p2: cosider turning this into a hashmap vs. an array so that O(1) access\n const riskMatrix = this.riskMatrices.find((riskMatrix) => {\n return (\n riskMatrix.risk_block_id ===\n BigNumber(String(marketStorage.risk_block_id)).toNumber()\n );\n });\n\n if (!riskMatrix) {\n throw new Error(\"RiskMatrix Doesn't exist\");\n }\n\n const riskMatrixIndex = BigNumber(\n String(marketConfiguration.risk_matrix_index),\n ).toNumber();\n\n let imrMultiplier;\n if (isPool) {\n imrMultiplier = POOL_IMR;\n } else {\n imrMultiplier = amountNormalizer(\n String(this.riskMultipliers.im_multiplier),\n ).toNumber();\n }\n\n const marginInfo = this.tokenMarginInfoPerAsset.find((marginInfo) => {\n return marginInfo.assetAddress === marketStorage.quote_collateral;\n });\n\n if (!marginInfo) {\n throw new Error(\"marginInfo doesn't exist\");\n }\n\n const exposures = ExposureCommand.getBlockExposures(\n this.positionInfoMarketConfiguration,\n this.oraclePricePerMarket,\n BigNumber(String(marketStorage.risk_block_id)).toNumber(),\n );\n\n const { maxExposureShort, maxExposureLong } =\n ExposureCommand.computeMaxExposures(\n riskMatrix.matrix,\n exposures,\n marginInfo.liquidationMarginRequirement,\n marginInfo.marginBalance < 0 ? 0 : marginInfo.marginBalance,\n imrMultiplier,\n riskMatrixIndex,\n );\n\n return {\n maxExposureShort,\n maxExposureLong,\n exposures,\n riskMatrixIndex,\n };\n }\n\n static computeMaxExposures(\n riskMatrix: BigNumber[][],\n exposures: BigNumber[],\n lmr: number,\n balance: number,\n imrMultiplier: number,\n exposureIndex: number,\n ) {\n let b = BigNumber(0);\n\n for (let i = 0; i < exposures.length; i++) {\n b = BigNumber(b).plus(\n BigNumber(exposures[i]).multipliedBy(\n BigNumber(riskMatrix[exposureIndex][i]).plus(\n riskMatrix[i][exposureIndex],\n ),\n ),\n );\n }\n const { x1, x2 } = this.solveQuadraticEquation(\n BigNumber(riskMatrix[exposureIndex][exposureIndex]).toNumber(), // changes here\n b.toNumber(),\n this.computeC(lmr, balance, imrMultiplier),\n );\n\n const maxShortExposure = BigNumber(x1).plus(exposures[exposureIndex]);\n const maxLongExposure = BigNumber(x2).plus(exposures[exposureIndex]);\n\n const availableShortExposure = maxShortExposure.lt(0)\n ? maxShortExposure.negated().toNumber()\n : 0;\n\n const availableLongExposure = maxLongExposure.gt(0)\n ? maxLongExposure.toNumber()\n : 0;\n\n return {\n maxExposureShort: availableShortExposure,\n maxExposureLong: availableLongExposure,\n };\n }\n\n static solveQuadraticEquation(a: number, b: number, c: number) {\n if (BigNumber(a).eq(0)) {\n throw new Error('ZeroQuadraticCoefficient');\n }\n\n const delta = BigNumber(b)\n .multipliedBy(b)\n .minus(BigNumber(4).multipliedBy(a).multipliedBy(c));\n\n if (delta.lt(0)) {\n return {\n x1: BigNumber(0),\n x2: BigNumber(0),\n };\n }\n\n const rootDelta = delta.sqrt();\n\n const x1 = BigNumber(b)\n .multipliedBy(-1)\n .minus(rootDelta)\n .div(BigNumber(2).multipliedBy(a));\n\n const x2 = BigNumber(b)\n .multipliedBy(-1)\n .plus(rootDelta)\n .div(BigNumber(2).multipliedBy(a));\n\n return {\n x1,\n x2,\n };\n }\n\n static computeC(lmr: number, balance: number, imrMultiplier: number): number {\n const lmrSD = BigNumber(lmr);\n const lmrSquared = lmrSD.multipliedBy(lmrSD);\n\n const balanceSD = BigNumber(balance);\n const balanceSquared = balanceSD.multipliedBy(balanceSD);\n\n const imrMultiplierSD = BigNumber(imrMultiplier);\n const imrMultiplierSquared = imrMultiplierSD.multipliedBy(imrMultiplierSD);\n\n return lmrSquared\n .minus(balanceSquared.div(imrMultiplierSquared))\n .toNumber();\n }\n\n static calculateRebalancingOrderBase({\n poolBasePreTrade,\n orderBase,\n }: {\n poolBasePreTrade: number;\n orderBase: number;\n }): number {\n if (poolBasePreTrade > 0) {\n if (orderBase < 0) {\n return 0;\n }\n\n return Math.min(poolBasePreTrade, orderBase);\n }\n\n if (orderBase > 0) {\n return 0;\n }\n\n return Math.max(poolBasePreTrade, orderBase);\n }\n\n static calculateFee({\n oraclePrice,\n poolBasePreTrade,\n orderBase,\n feeParameter,\n rebalancingFeeParameter,\n }: {\n oraclePrice: number;\n poolBasePreTrade: number;\n orderBase: number;\n feeParameter: BigNumber;\n rebalancingFeeParameter: BigNumber;\n }): {\n rebalancingFee: number;\n imbalancingFee: number;\n fee: number;\n } {\n const rebalancingOrderBase = this.calculateRebalancingOrderBase({\n poolBasePreTrade,\n orderBase,\n });\n\n const imbalancingOrderBase = orderBase - rebalancingOrderBase;\n\n const imbalancingFee = BigNumber(oraclePrice)\n .times(imbalancingOrderBase)\n .times(feeParameter)\n .abs()\n .toNumber();\n\n const rebalancingFee = BigNumber(oraclePrice)\n .times(rebalancingOrderBase)\n .times(rebalancingFeeParameter)\n .abs()\n .toNumber();\n\n return {\n imbalancingFee,\n rebalancingFee,\n fee: imbalancingFee + rebalancingFee,\n };\n }\n\n static calculateEstimatedPrice(price: number, slippage: number): number {\n return BigNumber(price).times(BigNumber(1).plus(slippage)).toNumber();\n }\n\n static evaluateHealthStatus(marginRatioPercentage: number) {\n if (marginRatioPercentage >= MA_HEALTH_DANGER_THRESHOLD) {\n return 'danger';\n } else if (marginRatioPercentage >= MA_HEALTH_WARNING_THRESHOLD) {\n return 'warning';\n } else {\n return 'healthy';\n }\n }\n\n static getFundingPeriods(lastFundingTimeStamp: BigNumber) {\n const secondsElapsed = BigNumber(Date.now() / 1000).minus(\n lastFundingTimeStamp,\n );\n const ONE_DAY_IN_SECONDS = 86400;\n return BigNumber(secondsElapsed).div(ONE_DAY_IN_SECONDS);\n }\n\n static getHourlyFundingPeriods(lastFundingTimeStamp: BigNumber) {\n const secondsElapsed = BigNumber(Date.now() / 1000).minus(\n lastFundingTimeStamp,\n );\n const ONE_HOUR_IN_SECONDS = 3600;\n return BigNumber(secondsElapsed).div(ONE_HOUR_IN_SECONDS);\n }\n\n static getFundingRateDelta(\n fundingPeriods: BigNumber,\n lastFundingVelocity: BigNumber,\n ) {\n return lastFundingVelocity.multipliedBy(fundingPeriods);\n }\n\n static getCurrentFundingRate(\n last_funding_timestamp: BigNumber,\n lastFundingVelocity: BigNumber,\n lastFundingRate: BigNumber,\n ) {\n const fundingPeriods = ExposureCommand.getFundingPeriods(\n last_funding_timestamp,\n );\n const fundingRateDelta = ExposureCommand.getFundingRateDelta(\n fundingPeriods,\n lastFundingVelocity,\n );\n\n return clampFundingRate(lastFundingRate.plus(fundingRateDelta));\n }\n\n static getCurrentHourlyFundingRate(\n last_funding_timestamp: BigNumber,\n lastFundingVelocity: BigNumber,\n lastFundingRate: BigNumber,\n ) {\n const dailyFundingRate = this.getCurrentFundingRate(\n last_funding_timestamp,\n lastFundingVelocity,\n lastFundingRate,\n );\n return dailyFundingRate.div(24);\n }\n\n static getFundingValueDelta(\n periods: BigNumber,\n lastFundingRate: BigNumber,\n lastFundingVelocity: BigNumber,\n price: BigNumber,\n baseMultiplier: BigNumber,\n ): BigNumber {\n // gracefully clamp lastFundingRate into [MIN, MAX] so that markets whose\n // stored rate predates tighter bounds still settle correctly\n lastFundingRate = clampFundingRate(lastFundingRate);\n const rateDelta = this.getFundingRateDelta(periods, lastFundingVelocity);\n const unclampedEndRate = lastFundingRate.plus(rateDelta);\n\n let areaDelta: BigNumber;\n if (unclampedEndRate.gt(MAX_FUNDING_RATE)) {\n areaDelta = clampedArea(\n lastFundingRate,\n lastFundingVelocity,\n periods,\n MAX_FUNDING_RATE,\n );\n } else if (unclampedEndRate.lt(MIN_FUNDING_RATE)) {\n areaDelta = clampedArea(\n lastFundingRate,\n lastFundingVelocity,\n periods,\n MIN_FUNDING_RATE,\n );\n } else {\n areaDelta = trapezoidArea(lastFundingRate, unclampedEndRate, periods);\n }\n\n return areaDelta.times(price).times(baseMultiplier);\n }\n\n static getCurrentFundingValue(\n spotPrice: BigNumber,\n lastFundingValue: BigNumber,\n baseMultiplier: BigNumber,\n lastFundingRate: BigNumber,\n lastFundingVelocity: BigNumber,\n lastFundingTimestamp: BigNumber,\n ) {\n const periods = this.getFundingPeriods(lastFundingTimestamp);\n const delta = this.getFundingValueDelta(\n periods,\n lastFundingRate,\n lastFundingVelocity,\n spotPrice,\n baseMultiplier,\n );\n return lastFundingValue.plus(delta);\n }\n\n convertToUsd(amount: number, tokenAddress: string): number {\n return BigNumber(amount)\n .times(this.collateralAddressToExchangePrice[tokenAddress])\n .toNumber();\n }\n\n getExchangeRate(tokenAddress: string): number {\n return this.collateralAddressToExchangePrice[tokenAddress];\n }\n\n get realisedPnl() {\n return this.realizedPnLSum.toNumber();\n }\n\n get unRealisedPnl() {\n return this.unrealizedPnLSum.toNumber();\n }\n\n get accountTotalBalanceUsd() {\n let accountTotalBalance = 0;\n\n for (const collateralAsset of this.tokenMarginInfoPerAsset) {\n const collateralPrice =\n this.collateralAddressToExchangePrice[collateralAsset.assetAddress] \|\|\n 0;\n\n const balanceInUSD = BigNumber(collateralPrice)\n .times(collateralAsset.marginBalance)\n .toNumber();\n accountTotalBalance += balanceInUSD;\n }\n\n return accountTotalBalance;\n }\n\n get accountTotalBalanceWithHaircutUsd() {\n let accountTotalBalance = 0;\n\n for (const collateralAsset of this.tokenMarginInfoPerAsset) {\n const collateralPriceWithHaircut = ExposureCommand.getBalanceWithHaircut(\n this.exchangeInfoPerAsset,\n collateralAsset.assetAddress,\n collateralAsset.marginBalance,\n );\n\n accountTotalBalance += collateralPriceWithHaircut;\n }\n\n return accountTotalBalance;\n }\n\n getMtmRpnlSum() {\n return this.mtmRpnlSum.toNumber();\n }\n}\n"]}
1	+ 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BigNumber from 'bignumber.js';\nimport cloneDeep from 'lodash.clonedeep';\nimport {\n AccountAssetBalance,\n CollateralAddressToExchangePriceMap,\n CollateralInfo,\n ExchangeInfo,\n ExposureCommandState,\n MarginInfo,\n MarketConfiguration,\n MarketIdToOraclePriceMap,\n MarketStorage,\n PositionInfo,\n PositionInfoMarketConfiguration,\n RiskMatrix,\n RiskMultipliersConfiguration,\n EditCollateralAction,\n} from './types';\nimport {\n amountNormalizer,\n MA_HEALTH_DANGER_THRESHOLD,\n MA_HEALTH_WARNING_THRESHOLD,\n POOL_IMR,\n} from '../../utils';\n\nexport const MAX_FUNDING_RATE = BigNumber('0.07');\nexport const MIN_FUNDING_RATE = BigNumber('-0.07');\n\nexport function clampFundingRate(rate: BigNumber): BigNumber {\n if (rate.gt(MAX_FUNDING_RATE)) return MAX_FUNDING_RATE;\n if (rate.lt(MIN_FUNDING_RATE)) return MIN_FUNDING_RATE;\n return rate;\n}\n\nfunction trapezoidArea(r0: BigNumber, r1: BigNumber, t: BigNumber): BigNumber {\n return r0.plus(r1).div(2).times(t);\n}\n\nfunction clampedArea(\n r0: BigNumber,\n v: BigNumber,\n periods: BigNumber,\n boundary: BigNumber,\n): BigNumber {\n const tc = boundary.minus(r0).div(v);\n return trapezoidArea(r0, boundary, tc).plus(\n trapezoidArea(boundary, boundary, periods.minus(tc)),\n );\n}\n\nexport class ExposureCommand {\n accountId: number;\n rootCollateralPoolId: number;\n oraclePricePerMarket: MarketIdToOraclePriceMap;\n accountBalancePerAsset: AccountAssetBalance[];\n groupedByCollateral: Record<string, AccountAssetBalance>;\n riskMultipliers: RiskMultipliersConfiguration;\n riskMatrices: RiskMatrix[];\n exchangeInfoPerAsset: ExchangeInfo[];\n positionInfoMarketConfiguration: PositionInfoMarketConfiguration[];\n uniqueTokenAddresses: string[];\n uniqueQuoteCollaterals: string[];\n tokenMarginInfoPerAsset: MarginInfo[];\n realizedPnLSum: BigNumber;\n unrealizedPnLSum: BigNumber;\n mtmRpnlSum: BigNumber;\n collateralAddressToExchangePrice: CollateralAddressToExchangePriceMap;\n constructor(\n accountId: number,\n rootCollateralPoolId: number,\n oraclePricePerMarket: MarketIdToOraclePriceMap,\n accountBalancePerAsset: AccountAssetBalance[],\n groupedByCollateral: Record<string, AccountAssetBalance>,\n riskMultipliers: RiskMultipliersConfiguration,\n riskMatrices: RiskMatrix[],\n exchangeInfoPerAsset: ExchangeInfo[],\n positionInfoMarketConfiguration: PositionInfoMarketConfiguration[],\n uniqueTokenAddresses: string[],\n uniqueQuoteCollaterals: string[],\n tokenMarginInfoPerAsset: MarginInfo[],\n realizedPnLSum: BigNumber,\n unrealizedPnLSum: BigNumber,\n mtmRpnlSum: BigNumber,\n collateralAddressToExchangePrice: CollateralAddressToExchangePriceMap,\n ) {\n this.accountId = accountId;\n this.rootCollateralPoolId = rootCollateralPoolId;\n this.oraclePricePerMarket = oraclePricePerMarket;\n this.accountBalancePerAsset = accountBalancePerAsset;\n this.groupedByCollateral = groupedByCollateral;\n this.riskMultipliers = riskMultipliers;\n this.riskMatrices = riskMatrices;\n this.exchangeInfoPerAsset = exchangeInfoPerAsset;\n this.positionInfoMarketConfiguration = positionInfoMarketConfiguration;\n this.uniqueTokenAddresses = uniqueTokenAddresses;\n this.uniqueQuoteCollaterals = uniqueQuoteCollaterals;\n this.tokenMarginInfoPerAsset = tokenMarginInfoPerAsset;\n this.realizedPnLSum = realizedPnLSum;\n this.unrealizedPnLSum = unrealizedPnLSum;\n this.mtmRpnlSum = mtmRpnlSum;\n this.collateralAddressToExchangePrice = collateralAddressToExchangePrice;\n }\n\n getState(): ExposureCommandState {\n return {\n accountId: this.accountId,\n rootCollateralPoolId: this.rootCollateralPoolId,\n oraclePricePerMarket: this.oraclePricePerMarket,\n accountBalancePerAsset: this.accountBalancePerAsset,\n groupedByCollateral: this.groupedByCollateral,\n riskMultipliers: this.riskMultipliers,\n riskMatrices: this.riskMatrices,\n exchangeInfoPerAsset: this.exchangeInfoPerAsset,\n positionInfoMarketConfiguration: this.positionInfoMarketConfiguration,\n uniqueTokenAddresses: this.uniqueTokenAddresses,\n uniqueQuoteCollaterals: this.uniqueQuoteCollaterals,\n tokenMarginInfoPerAsset: this.tokenMarginInfoPerAsset,\n realizedPnLSum: this.realizedPnLSum,\n unrealizedPnLSum: this.unrealizedPnLSum,\n mtmRpnlSum: this.mtmRpnlSum,\n collateralAddressToExchangePrice: this.collateralAddressToExchangePrice,\n };\n }\n\n get getUsdNodeMarginInfo() {\n return ExposureCommand.getUsdNodeMarginInfo(\n this.rootCollateralPoolId,\n this.uniqueTokenAddresses,\n this.exchangeInfoPerAsset,\n this.tokenMarginInfoPerAsset,\n );\n }\n\n get balancePerAsset() {\n return this.tokenMarginInfoPerAsset;\n }\n get exchangePricePerAsset() {\n return this.exchangeInfoPerAsset;\n }\n\n getUsdNodeMarginInfoPostTrade(\n positionAmount: number,\n collateralAddress: string,\n marketConfiguration: MarketConfiguration,\n riskBlockId: number,\n ) {\n // perform deep copy of the object\n const positionInfoMarketConfiguration: PositionInfoMarketConfiguration[] =\n cloneDeep(this.positionInfoMarketConfiguration);\n\n // Check if the market_id already exists in the array\n const existingConfigIndex = positionInfoMarketConfiguration.findIndex(\n (config) =>\n config.market_id ===\n BigNumber(String(marketConfiguration.market_id)).toNumber(),\n );\n\n if (existingConfigIndex !== -1) {\n // If it exists, update the amount\n positionInfoMarketConfiguration[existingConfigIndex].base = BigNumber(\n positionInfoMarketConfiguration[existingConfigIndex].base,\n ).plus(positionAmount);\n } else {\n // If it doesn't exist, add a new element\n positionInfoMarketConfiguration.push({\n base: BigNumber(positionAmount),\n realized_pnl: BigNumber(0),\n realized_pnl_with_mtm: BigNumber(0),\n realized_pnl_latest_snapshot: BigNumber(0),\n latest_funding_cashflow: BigNumber(0),\n last_price: BigNumber(0),\n average_entry_price_off_chain_tracker: BigNumber(0),\n funding_value_off_chain_tracker: BigNumber(0),\n average_entry_price: BigNumber(0),\n last_timestamp: BigNumber(0),\n funding_value: BigNumber(0),\n base_multiplier: BigNumber(0),\n adl_unwind_price: BigNumber(0),\n market_id: BigNumber(String(marketConfiguration.market_id)).toNumber(),\n account_id: this.accountId,\n market_configuration: marketConfiguration,\n risk_block_id: riskBlockId,\n });\n }\n\n const uniqueQuoteCollaterals = new Set(this.uniqueQuoteCollaterals);\n uniqueQuoteCollaterals.add(collateralAddress);\n\n const tokenMarginInfoPerAsset =\n ExposureCommand.calculateTokenMarginInfoPerAsset(\n this.groupedByCollateral,\n this.rootCollateralPoolId,\n this.riskMatrices,\n this.riskMultipliers,\n uniqueQuoteCollaterals,\n this.realizedPnLSum,\n this.unrealizedPnLSum,\n positionInfoMarketConfiguration,\n this.oraclePricePerMarket,\n );\n\n const uniqueTokenAddresses = [...this.uniqueTokenAddresses];\n if (!this.uniqueTokenAddresses.includes(collateralAddress)) {\n uniqueTokenAddresses.push(collateralAddress);\n }\n\n return {\n usdNodeMarginInfo: ExposureCommand.getUsdNodeMarginInfo(\n this.rootCollateralPoolId,\n uniqueTokenAddresses,\n this.exchangeInfoPerAsset,\n tokenMarginInfoPerAsset,\n ),\n tokenMarginInfoPerAsset: tokenMarginInfoPerAsset,\n positionInfoMarketConfiguration: positionInfoMarketConfiguration,\n };\n }\n\n getEditCollateralActionsToCoverMargin(\n requiredMargin: number,\n ): EditCollateralAction[] {\n /\n Note, this function is implicitely making an assumption that required margin can be covered by\n * the account without breaching account IMR\n * /\n const editCollateralActions: EditCollateralAction[] = [];\n let marginToCover = requiredMargin;\n\n const uniqueQuoteCollaterals = new Set(this.uniqueQuoteCollaterals);\n\n const tokenMarginInfoPerAsset =\n ExposureCommand.calculateTokenMarginInfoPerAsset(\n this.groupedByCollateral,\n this.rootCollateralPoolId,\n this.riskMatrices,\n this.riskMultipliers,\n uniqueQuoteCollaterals,\n this.realizedPnLSum,\n this.unrealizedPnLSum,\n this.positionInfoMarketConfiguration,\n this.oraclePricePerMarket,\n );\n\n // todo: p2: consider prioritising rUSD when looping through token infos & document math in comments\n for (const tokenInfo of tokenMarginInfoPerAsset) {\n if (tokenInfo.marginBalance < 0) {\n continue;\n }\n\n // todo: p1: haircut and exchange rate adjustment should not be done for rUSD\n // does exchangeInfo currently return haircut as zero and price as 1?\n // todo: p2: can just look at net deposits rather than margin balance for non-rusd as non pnl\n\n const exchangeInfo = this.exchangeInfoPerAsset.find((exchangeInfo) => {\n return tokenInfo.assetAddress === exchangeInfo.tokenAddress;\n });\n\n if (!exchangeInfo) {\n throw new Error(\n 'Unable to retrieve exchange info when calculating collaterals needed to cover margin',\n );\n }\n\n const marginBalanceWithHaircutInRUSD =\n ExposureCommand.exchangeWithPriceHaircut(\n tokenInfo.marginBalance,\n exchangeInfo.price,\n exchangeInfo.priceHaircut,\n );\n\n if (marginBalanceWithHaircutInRUSD > marginToCover) {\n const collateralDelta =\n -ExposureCommand.reverseExchangeWithPriceHaircut(\n marginToCover,\n exchangeInfo.price,\n exchangeInfo.priceHaircut,\n );\n editCollateralActions.push({\n collateralAddress: tokenInfo.assetAddress,\n collateralDelta: collateralDelta,\n });\n break;\n } else {\n editCollateralActions.push({\n collateralAddress: tokenInfo.assetAddress,\n collateralDelta: -tokenInfo.marginBalance,\n });\n marginToCover = marginToCover - marginBalanceWithHaircutInRUSD;\n }\n }\n return editCollateralActions;\n }\n\n getUsdNodeMarginInfoPostEditCollaterals(\n editCollateralActions: EditCollateralAction[],\n ) {\n // todo: check if there's a way to simplify this function & deprecate the single edit collateral sim below as it's a\n // subset of this function\n\n // perform deep copy of the object\n const groupedByCollateral: Record<string, AccountAssetBalance> = cloneDeep(\n this.groupedByCollateral,\n );\n\n const uniqueQuoteCollaterals = new Set(this.uniqueQuoteCollaterals);\n const uniqueTokenAddresses = [...this.uniqueTokenAddresses];\n\n // counterfactual update deep copy\n\n for (const action of editCollateralActions) {\n if (groupedByCollateral[action.collateralAddress]) {\n groupedByCollateral[action.collateralAddress] = {\n ...groupedByCollateral[action.collateralAddress],\n amount:\n groupedByCollateral[action.collateralAddress].amount +\n action.collateralDelta,\n };\n } else {\n groupedByCollateral[action.collateralAddress] = {\n accountId: this.accountId,\n collateral: action.collateralAddress,\n amount: action.collateralDelta,\n };\n }\n\n uniqueQuoteCollaterals.add(action.collateralAddress);\n\n if (!this.uniqueTokenAddresses.includes(action.collateralAddress)) {\n uniqueTokenAddresses.push(action.collateralAddress);\n }\n }\n\n const tokenMarginInfoPerAsset =\n ExposureCommand.calculateTokenMarginInfoPerAsset(\n groupedByCollateral,\n this.rootCollateralPoolId,\n this.riskMatrices,\n this.riskMultipliers,\n uniqueQuoteCollaterals,\n this.realizedPnLSum,\n this.unrealizedPnLSum,\n this.positionInfoMarketConfiguration,\n this.oraclePricePerMarket,\n );\n\n return ExposureCommand.getUsdNodeMarginInfo(\n this.rootCollateralPoolId,\n uniqueTokenAddresses,\n this.exchangeInfoPerAsset,\n tokenMarginInfoPerAsset,\n );\n }\n\n getUsdNodeMarginInfoPostEditCollateral(\n collateralDelta: number,\n collateralAddress: string,\n ) {\n // perform deep copy of the object\n const groupedByCollateral: Record<string, AccountAssetBalance> = cloneDeep(\n this.groupedByCollateral,\n );\n\n // counterfactual update deep copy\n if (groupedByCollateral[collateralAddress]) {\n groupedByCollateral[collateralAddress] = {\n ...groupedByCollateral[collateralAddress],\n amount: groupedByCollateral[collateralAddress].amount + collateralDelta,\n };\n } else {\n groupedByCollateral[collateralAddress] = {\n accountId: this.accountId,\n collateral: collateralAddress,\n amount: collateralDelta,\n };\n }\n\n const uniqueQuoteCollaterals = new Set(this.uniqueQuoteCollaterals);\n const tokenMarginInfoPerAsset =\n ExposureCommand.calculateTokenMarginInfoPerAsset(\n groupedByCollateral,\n this.rootCollateralPoolId,\n this.riskMatrices,\n this.riskMultipliers,\n uniqueQuoteCollaterals,\n this.realizedPnLSum,\n this.unrealizedPnLSum,\n this.positionInfoMarketConfiguration,\n this.oraclePricePerMarket,\n );\n\n const uniqueTokenAddresses = [...this.uniqueTokenAddresses];\n if (!this.uniqueTokenAddresses.includes(collateralAddress)) {\n uniqueTokenAddresses.push(collateralAddress);\n }\n\n return ExposureCommand.getUsdNodeMarginInfo(\n this.rootCollateralPoolId,\n uniqueTokenAddresses,\n this.exchangeInfoPerAsset,\n tokenMarginInfoPerAsset,\n );\n }\n\n static calculateTokenMarginInfoPerAsset(\n groupedByCollateral: Record<string, AccountAssetBalance>,\n rootCollateralPoolId: number,\n riskMatrices: RiskMatrix[],\n riskMultipliers: RiskMultipliersConfiguration,\n uniqueQuoteCollaterals: Set<string>,\n realizedPnLSum: BigNumber,\n unrealizedPnLSum: BigNumber,\n positionInfoMarketConfiguration: PositionInfoMarketConfiguration[],\n oraclePricePerMarket: MarketIdToOraclePriceMap,\n ): MarginInfo[] {\n const tokenMarginInfoPerAsset: MarginInfo[] = [];\n\n // todo: p2: investigate the ts-expect-error cases below\n // @ts-expect-error no easy way to make sure string can be casted to Lowercase<string> type\n const uniqueQuoteTokens: Lowercase<string>[] = Array.from(\n uniqueQuoteCollaterals,\n );\n\n // @ts-expect-error no easy way to make sure string can be casted to Lowercase<string> type\n const tokenUnion: Set<Lowercase<string>> = new Set([\n ...Object.keys(groupedByCollateral),\n ...uniqueQuoteTokens,\n ]); // get unique union of those arrays\n const uniqueTokenAddresses: Lowercase<string>[] = Array.from(tokenUnion);\n\n for (const token of uniqueTokenAddresses) {\n tokenMarginInfoPerAsset.push(\n ExposureCommand.getTokenMarginInfo(\n rootCollateralPoolId,\n riskMatrices,\n riskMultipliers,\n ExposureCommand.getCollateralInfo(\n token,\n uniqueQuoteCollaterals.has(token) ? realizedPnLSum : BigNumber(0),\n uniqueQuoteCollaterals.has(token) ? unrealizedPnLSum : BigNumber(0),\n groupedByCollateral[token]?.amount \|\| 0,\n ),\n token,\n positionInfoMarketConfiguration,\n oraclePricePerMarket,\n uniqueQuoteTokens,\n ),\n );\n }\n\n return tokenMarginInfoPerAsset;\n }\n static calculateLiquidation(\n marginBalance: number,\n liquidationMarginRequirement: number,\n oraclePrice: number,\n positionBase: number,\n ): BigNumber {\n if (positionBase === 0 \|\| liquidationMarginRequirement === 0) {\n return BigNumber(0);\n }\n const liquidationPrice = BigNumber(oraclePrice).minus(\n BigNumber(marginBalance)\n .minus(liquidationMarginRequirement)\n .div(positionBase),\n );\n\n return BigNumber.max(0, liquidationPrice);\n }\n\n static calculateImpliedLeverage(\n notionalExposure: number,\n oldIMR: number,\n newIMR: number,\n ): number {\n const changeInImr = BigNumber(newIMR).minus(oldIMR);\n\n if (changeInImr.eq(0)) {\n return 0;\n }\n return BigNumber(notionalExposure).div(changeInImr).toNumber();\n }\n\n static combineMarginInfo(\n parentMarginInfo: MarginInfo,\n sonMarginInfo: MarginInfo,\n sonParentExchangeInfo: ExchangeInfo,\n ): MarginInfo {\n return {\n assetAddress: parentMarginInfo.assetAddress,\n marginBalance: BigNumber(parentMarginInfo.marginBalance)\n .plus(\n ExposureCommand.exchangeWithPriceHaircut(\n sonMarginInfo.marginBalance,\n sonParentExchangeInfo.price,\n sonParentExchangeInfo.priceHaircut,\n ),\n )\n .toNumber(),\n realBalance: BigNumber(parentMarginInfo.realBalance)\n .plus(\n ExposureCommand.exchangeWithPriceHaircut(\n sonMarginInfo.realBalance,\n sonParentExchangeInfo.price,\n sonParentExchangeInfo.priceHaircut,\n ),\n )\n .toNumber(),\n initialDelta: BigNumber(parentMarginInfo.initialDelta)\n .plus(\n ExposureCommand.exchangeWithPriceHaircut(\n BigNumber.min(\n sonMarginInfo.realBalance,\n sonMarginInfo.initialDelta,\n ).toNumber(),\n sonParentExchangeInfo.price,\n sonParentExchangeInfo.priceHaircut,\n ),\n )\n .toNumber(),\n maintenanceDelta: BigNumber(parentMarginInfo.maintenanceDelta)\n .plus(\n ExposureCommand.exchangeWithPriceHaircut(\n BigNumber.min(\n sonMarginInfo.maintenanceDelta,\n sonMarginInfo.realBalance,\n ).toNumber(),\n sonParentExchangeInfo.price,\n sonParentExchangeInfo.priceHaircut,\n ),\n )\n .toNumber(),\n liquidationDelta: BigNumber(parentMarginInfo.liquidationDelta)\n .plus(\n ExposureCommand.exchangeWithPriceHaircut(\n BigNumber.min(\n sonMarginInfo.liquidationDelta,\n sonMarginInfo.realBalance,\n ).toNumber(),\n sonParentExchangeInfo.price,\n sonParentExchangeInfo.priceHaircut,\n ),\n )\n .toNumber(),\n dutchDelta: BigNumber(parentMarginInfo.dutchDelta)\n .plus(\n ExposureCommand.exchangeWithPriceHaircut(\n BigNumber.min(\n sonMarginInfo.dutchDelta,\n sonMarginInfo.realBalance,\n ).toNumber(),\n sonParentExchangeInfo.price,\n sonParentExchangeInfo.priceHaircut,\n ),\n )\n .toNumber(),\n adlDelta: BigNumber(parentMarginInfo.adlDelta)\n .plus(\n ExposureCommand.exchangeWithPriceHaircut(\n BigNumber.min(\n sonMarginInfo.adlDelta,\n sonMarginInfo.realBalance,\n ).toNumber(),\n sonParentExchangeInfo.price,\n sonParentExchangeInfo.priceHaircut,\n ),\n )\n .toNumber(),\n\n initialBufferDelta: BigNumber(parentMarginInfo.initialBufferDelta)\n .plus(\n ExposureCommand.exchangeWithPriceHaircut(\n BigNumber.min(\n sonMarginInfo.initialBufferDelta,\n sonMarginInfo.realBalance,\n ).toNumber(),\n sonParentExchangeInfo.price,\n sonParentExchangeInfo.priceHaircut,\n ),\n )\n .toNumber(),\n liquidationMarginRequirement: BigNumber(\n parentMarginInfo.liquidationMarginRequirement,\n )\n .plus(\n ExposureCommand.exchangeWithPriceHaircut(\n sonMarginInfo.liquidationMarginRequirement,\n sonParentExchangeInfo.price,\n sonParentExchangeInfo.priceHaircut,\n ),\n )\n .toNumber(),\n };\n }\n\n static getUsdNodeMarginInfo(\n accountCollateralPoolId: number,\n quoteTokens: string[],\n exchangeInfoPerAsset: ExchangeInfo[],\n marginInfoPerToken: MarginInfo[],\n ) {\n let usdNodeMarginInfo: MarginInfo = {\n assetAddress: '',\n marginBalance: 0,\n realBalance: 0,\n initialDelta: 0,\n maintenanceDelta: 0,\n liquidationDelta: 0,\n dutchDelta: 0,\n adlDelta: 0,\n initialBufferDelta: 0,\n liquidationMarginRequirement: 0,\n };\n for (const quoteToken of quoteTokens) {\n const exchangeInfo = exchangeInfoPerAsset.find((exchangeInfo) => {\n return quoteToken === exchangeInfo.tokenAddress;\n });\n\n const marginInfo = marginInfoPerToken.find((marginInfo) => {\n return quoteToken === marginInfo.assetAddress;\n });\n\n if (!exchangeInfo \|\| !marginInfo) {\n throw Error(`Missing exchangeInfo/marginInfo for ${quoteToken}`);\n }\n\n usdNodeMarginInfo = ExposureCommand.combineMarginInfo(\n usdNodeMarginInfo,\n marginInfo,\n exchangeInfo,\n );\n }\n\n return usdNodeMarginInfo;\n }\n static getCollateralInfo(\n collateralAddress: string,\n realisedPnl: BigNumber,\n unrealizedPnL: BigNumber,\n netDeposits: number,\n ): CollateralInfo {\n return {\n netDeposits: netDeposits,\n marginBalance: BigNumber(netDeposits)\n .plus(realisedPnl)\n .plus(unrealizedPnL)\n .toNumber(),\n realBalance: BigNumber(netDeposits).plus(realisedPnl).toNumber(),\n };\n }\n\n static getTokenMarginInfo(\n rootCollateralPoolId: number,\n riskMatrices: RiskMatrix[],\n riskMultipliers: RiskMultipliersConfiguration,\n collateralInfo: CollateralInfo,\n collateralAddress: Lowercase<string>,\n positions: PositionInfoMarketConfiguration[],\n oraclePricePerMarket: MarketIdToOraclePriceMap,\n uniqueQuoteTokens: string[],\n ): MarginInfo {\n const marginRequirements = {\n liquidationMarginRequirement: 0,\n initialMarginRequirement: 0,\n maintenanceMarginRequirement: 0,\n dutchMarginRequirement: 0,\n adlMarginRequirement: 0,\n initialBufferMarginRequirement: 0,\n };\n if (uniqueQuoteTokens.includes(collateralAddress)) {\n // uniqueQuoteTokens is list is active markets tokens\n for (const riskMatrix of riskMatrices) {\n const filledExposures = ExposureCommand.getBlockExposures(\n positions,\n oraclePricePerMarket,\n riskMatrix.risk_block_id,\n );\n\n marginRequirements.liquidationMarginRequirement = BigNumber(\n marginRequirements.liquidationMarginRequirement,\n )\n .plus(\n ExposureCommand.computeLiquidationMarginRequirement(\n riskMatrix.matrix,\n filledExposures,\n ),\n )\n .toNumber();\n }\n\n // Get the initial margin requirement\n marginRequirements.initialMarginRequirement = amountNormalizer(\n String(riskMultipliers.im_multiplier),\n )\n .multipliedBy(marginRequirements.liquidationMarginRequirement)\n .toNumber();\n // Get the maintenance margin requirement\n marginRequirements.maintenanceMarginRequirement = amountNormalizer(\n String(riskMultipliers.mmr_multiplier),\n )\n .multipliedBy(marginRequirements.liquidationMarginRequirement)\n .toNumber();\n // Get the dutch margin requirement\n marginRequirements.dutchMarginRequirement = amountNormalizer(\n String(riskMultipliers.dutch_multiplier),\n )\n .multipliedBy(marginRequirements.liquidationMarginRequirement)\n .toNumber();\n\n // Get the adl margin requirement\n marginRequirements.adlMarginRequirement = amountNormalizer(\n String(riskMultipliers.adl_multiplier),\n )\n .multipliedBy(marginRequirements.liquidationMarginRequirement)\n .toNumber();\n\n // Get the initial buffer margin requirement\n marginRequirements.initialBufferMarginRequirement = amountNormalizer(\n String(riskMultipliers.im_buffer_multiplier),\n )\n .multipliedBy(marginRequirements.liquidationMarginRequirement)\n .toNumber();\n }\n return {\n assetAddress: collateralAddress,\n marginBalance: collateralInfo.marginBalance,\n realBalance: collateralInfo.realBalance,\n initialDelta: BigNumber(collateralInfo.marginBalance)\n .minus(marginRequirements.initialMarginRequirement)\n .toNumber(),\n maintenanceDelta: BigNumber(collateralInfo.marginBalance)\n .minus(marginRequirements.maintenanceMarginRequirement)\n .toNumber(),\n liquidationDelta: BigNumber(collateralInfo.marginBalance)\n .minus(marginRequirements.liquidationMarginRequirement)\n .toNumber(),\n dutchDelta: BigNumber(collateralInfo.marginBalance)\n .minus(marginRequirements.dutchMarginRequirement)\n .toNumber(),\n adlDelta: BigNumber(collateralInfo.marginBalance)\n .minus(marginRequirements.adlMarginRequirement)\n .toNumber(),\n initialBufferDelta: BigNumber(collateralInfo.marginBalance)\n .minus(marginRequirements.initialBufferMarginRequirement)\n .toNumber(),\n liquidationMarginRequirement:\n marginRequirements.liquidationMarginRequirement,\n };\n }\n\n static computeLiquidationMarginRequirement(\n matrix: BigNumber[][],\n filledExposures: BigNumber[],\n ): number {\n let lmrFilledSquared = 0;\n\n for (let i = 0; i < filledExposures.length; i++) {\n if (BigNumber(filledExposures[i]).eq(0)) {\n continue;\n }\n for (let j = 0; j < filledExposures.length; j++) {\n const riskParam = matrix[i][j];\n\n if (BigNumber(filledExposures[j]).eq(0) \|\| BigNumber(riskParam).eq(0)) {\n continue;\n }\n\n lmrFilledSquared = BigNumber(lmrFilledSquared)\n .plus(\n BigNumber(filledExposures[i])\n .multipliedBy(filledExposures[j])\n .multipliedBy(riskParam),\n )\n .toNumber();\n }\n }\n return BigNumber(lmrFilledSquared).sqrt().toNumber();\n }\n\n static getBlockExposures(\n positions: PositionInfoMarketConfiguration[],\n oraclePricePerMarket: MarketIdToOraclePriceMap,\n riskBlockId: number,\n ): BigNumber[] {\n const filledExposures: number[] = [];\n let maxIndex = 0; // Keep track of the highest riskMatrixIndex encountered\n\n for (const position of positions) {\n if (riskBlockId !== position.risk_block_id) continue;\n const marketFilledExposure = ExposureCommand.getAccountFilledExposures(\n position,\n position.market_configuration,\n oraclePricePerMarket[position.market_id],\n );\n const index = marketFilledExposure.riskMatrixIndex;\n filledExposures[index] = BigNumber(filledExposures[index] \|\| 0)\n .plus(marketFilledExposure.exposure)\n .toNumber();\n\n if (index > maxIndex) maxIndex = index;\n }\n\n // Ensure filledExposures array is correctly populated up to maxIndex\n for (let i = 0; i <= maxIndex; i++) {\n if (filledExposures[i] === undefined) {\n filledExposures[i] = 0;\n }\n }\n return filledExposures.map((num) => BigNumber(num));\n }\n\n static getAccountFilledExposures(\n position: PositionInfo,\n marketConfiguration: MarketConfiguration,\n oraclePrice: number,\n ) {\n const base = position.base;\n return {\n exposure: BigNumber(oraclePrice).multipliedBy(base),\n riskMatrixIndex: BigNumber(\n String(marketConfiguration.risk_matrix_index),\n ).toNumber(),\n };\n }\n\n static computePricePnL(\n openBase: BigNumber,\n openPrice: BigNumber,\n exitPrice: BigNumber,\n ) {\n return BigNumber(\n BigNumber(exitPrice).minus(openPrice).multipliedBy(openBase),\n );\n }\n\n static getMarginRatio(\n marginInfo: Pick<\n MarginInfo,\n 'marginBalance' \| 'liquidationMarginRequirement'\n >,\n ) {\n if (marginInfo.liquidationMarginRequirement === 0) {\n return 0;\n }\n\n if (marginInfo.marginBalance <= 0) {\n return 1;\n }\n\n const health = BigNumber(marginInfo.liquidationMarginRequirement).div(\n marginInfo.marginBalance,\n );\n\n if (health.gt(1)) {\n return 1;\n }\n return health.toNumber();\n }\n\n static exchangeWithPriceHaircut(\n quantity: number,\n price: number,\n haircut: number,\n ) {\n // For positive quantities, the haircut is `quantity (1 - haircut)`\n // For negative values, the haircut is `quantity / (1 - haircut)` because a negative value means the haircut should be applied from B to A.\n const calHelper = BigNumber(quantity).gt(0)\n ? BigNumber(1).minus(haircut)\n : BigNumber(1).div(BigNumber(1).minus(haircut));\n const haircutPrice = BigNumber(price).multipliedBy(calHelper);\n\n return haircutPrice.multipliedBy(quantity).toNumber();\n }\n\n static reverseExchangeWithPriceHaircut(\n quantity: number,\n price: number,\n haircut: number,\n ) {\n /\n this operation takes quantity in rUSD terms, price between collateral token (e.g. weth) and rusd\n * alongside the haircut between weth and rusd\n * it then returns a quantity in collateral token terms (e.g. weth) which would return quantity if it were to be\n * passed through the exchangeWithPriceHaircut function\n * /\n // todo: p2: consider abstracting haircut price calculation into separate function as duplciated\n // For positive quantities, the haircut is `quantity (1 - haircut)`\n // For negative values, the haircut is `quantity / (1 - haircut)` because a negative value means the haircut should be applied from B to A.\n const calHelper = BigNumber(quantity).gt(0)\n ? BigNumber(1).minus(haircut)\n : BigNumber(1).div(BigNumber(1).minus(haircut));\n const haircutPrice = BigNumber(price).multipliedBy(calHelper);\n\n return BigNumber(quantity).dividedBy(haircutPrice).toNumber();\n }\n\n static getBalanceWithHaircut(\n exchangeInfoPerAsset: ExchangeInfo[],\n assetAddress: string,\n marginBalance: number,\n ) {\n // todo: p1: haircut and exchange rate adjustment should not be done for rUSD\n // does exchangeInfo currently return haircut as zero and price as 1?\n // todo: p2: can just look at net deposits rather than margin balance for non-rusd as non pnl\n\n const exchangeInfo = exchangeInfoPerAsset.find((exchangeInfo) => {\n return assetAddress === exchangeInfo.tokenAddress;\n });\n\n if (!exchangeInfo) {\n throw new Error(\n 'Unable to retrieve exchange info when calculating collaterals needed to cover margin',\n );\n }\n\n return ExposureCommand.exchangeWithPriceHaircut(\n marginBalance,\n exchangeInfo.price,\n exchangeInfo.priceHaircut,\n );\n }\n\n getMaxExposure(\n marketConfiguration: MarketConfiguration,\n marketStorage: MarketStorage,\n isPool: boolean,\n ) {\n // todo: p2: cosider turning this into a hashmap vs. an array so that O(1) access\n const riskMatrix = this.riskMatrices.find((riskMatrix) => {\n return (\n riskMatrix.risk_block_id ===\n BigNumber(String(marketStorage.risk_block_id)).toNumber()\n );\n });\n\n if (!riskMatrix) {\n throw new Error(\"RiskMatrix Doesn't exist\");\n }\n\n const riskMatrixIndex = BigNumber(\n String(marketConfiguration.risk_matrix_index),\n ).toNumber();\n\n let imrMultiplier;\n if (isPool) {\n imrMultiplier = POOL_IMR;\n } else {\n imrMultiplier = amountNormalizer(\n String(this.riskMultipliers.im_multiplier),\n ).toNumber();\n }\n\n const marginInfo = this.tokenMarginInfoPerAsset.find((marginInfo) => {\n return marginInfo.assetAddress === marketStorage.quote_collateral;\n });\n\n if (!marginInfo) {\n throw new Error(\"marginInfo doesn't exist\");\n }\n\n const exposures = ExposureCommand.getBlockExposures(\n this.positionInfoMarketConfiguration,\n this.oraclePricePerMarket,\n BigNumber(String(marketStorage.risk_block_id)).toNumber(),\n );\n\n const { maxExposureShort, maxExposureLong } =\n ExposureCommand.computeMaxExposures(\n riskMatrix.matrix,\n exposures,\n marginInfo.liquidationMarginRequirement,\n marginInfo.marginBalance < 0 ? 0 : marginInfo.marginBalance,\n imrMultiplier,\n riskMatrixIndex,\n );\n\n return {\n maxExposureShort,\n maxExposureLong,\n exposures,\n riskMatrixIndex,\n };\n }\n\n static computeMaxExposures(\n riskMatrix: BigNumber[][],\n exposures: BigNumber[],\n lmr: number,\n balance: number,\n imrMultiplier: number,\n exposureIndex: number,\n ) {\n let b = BigNumber(0);\n\n for (let i = 0; i < exposures.length; i++) {\n b = BigNumber(b).plus(\n BigNumber(exposures[i]).multipliedBy(\n BigNumber(riskMatrix[exposureIndex][i]).plus(\n riskMatrix[i][exposureIndex],\n ),\n ),\n );\n }\n const { x1, x2 } = this.solveQuadraticEquation(\n BigNumber(riskMatrix[exposureIndex][exposureIndex]).toNumber(), // changes here\n b.toNumber(),\n this.computeC(lmr, balance, imrMultiplier),\n );\n\n const maxShortExposure = BigNumber(x1).plus(exposures[exposureIndex]);\n const maxLongExposure = BigNumber(x2).plus(exposures[exposureIndex]);\n\n const availableShortExposure = maxShortExposure.lt(0)\n ? maxShortExposure.negated().toNumber()\n : 0;\n\n const availableLongExposure = maxLongExposure.gt(0)\n ? maxLongExposure.toNumber()\n : 0;\n\n return {\n maxExposureShort: availableShortExposure,\n maxExposureLong: availableLongExposure,\n };\n }\n\n static solveQuadraticEquation(a: number, b: number, c: number) {\n if (BigNumber(a).eq(0)) {\n throw new Error('ZeroQuadraticCoefficient');\n }\n\n const delta = BigNumber(b)\n .multipliedBy(b)\n .minus(BigNumber(4).multipliedBy(a).multipliedBy(c));\n\n if (delta.lt(0)) {\n return {\n x1: BigNumber(0),\n x2: BigNumber(0),\n };\n }\n\n const rootDelta = delta.sqrt();\n\n const x1 = BigNumber(b)\n .multipliedBy(-1)\n .minus(rootDelta)\n .div(BigNumber(2).multipliedBy(a));\n\n const x2 = BigNumber(b)\n .multipliedBy(-1)\n .plus(rootDelta)\n .div(BigNumber(2).multipliedBy(a));\n\n return {\n x1,\n x2,\n };\n }\n\n static computeC(lmr: number, balance: number, imrMultiplier: number): number {\n const lmrSD = BigNumber(lmr);\n const lmrSquared = lmrSD.multipliedBy(lmrSD);\n\n const balanceSD = BigNumber(balance);\n const balanceSquared = balanceSD.multipliedBy(balanceSD);\n\n const imrMultiplierSD = BigNumber(imrMultiplier);\n const imrMultiplierSquared = imrMultiplierSD.multipliedBy(imrMultiplierSD);\n\n return lmrSquared\n .minus(balanceSquared.div(imrMultiplierSquared))\n .toNumber();\n }\n\n static calculateRebalancingOrderBase({\n poolBasePreTrade,\n orderBase,\n }: {\n poolBasePreTrade: number;\n orderBase: number;\n }): number {\n if (poolBasePreTrade > 0) {\n if (orderBase < 0) {\n return 0;\n }\n\n return Math.min(poolBasePreTrade, orderBase);\n }\n\n if (orderBase > 0) {\n return 0;\n }\n\n return Math.max(poolBasePreTrade, orderBase);\n }\n\n static calculateFee({\n oraclePrice,\n poolBasePreTrade,\n orderBase,\n feeParameter,\n rebalancingFeeParameter,\n }: {\n oraclePrice: number;\n poolBasePreTrade: number;\n orderBase: number;\n feeParameter: BigNumber;\n rebalancingFeeParameter: BigNumber;\n }): {\n rebalancingFee: number;\n imbalancingFee: number;\n fee: number;\n } {\n const rebalancingOrderBase = this.calculateRebalancingOrderBase({\n poolBasePreTrade,\n orderBase,\n });\n\n const imbalancingOrderBase = orderBase - rebalancingOrderBase;\n\n const imbalancingFee = BigNumber(oraclePrice)\n .times(imbalancingOrderBase)\n .times(feeParameter)\n .abs()\n .toNumber();\n\n const rebalancingFee = BigNumber(oraclePrice)\n .times(rebalancingOrderBase)\n .times(rebalancingFeeParameter)\n .abs()\n .toNumber();\n\n return {\n imbalancingFee,\n rebalancingFee,\n fee: imbalancingFee + rebalancingFee,\n };\n }\n\n static calculateEstimatedPrice(price: number, slippage: number): number {\n return BigNumber(price).times(BigNumber(1).plus(slippage)).toNumber();\n }\n\n static evaluateHealthStatus(marginRatioPercentage: number) {\n if (marginRatioPercentage >= MA_HEALTH_DANGER_THRESHOLD) {\n return 'danger';\n } else if (marginRatioPercentage >= MA_HEALTH_WARNING_THRESHOLD) {\n return 'warning';\n } else {\n return 'healthy';\n }\n }\n\n static getFundingPeriods(lastFundingTimeStamp: BigNumber) {\n const secondsElapsed = BigNumber(Date.now() / 1000).minus(\n lastFundingTimeStamp,\n );\n const ONE_DAY_IN_SECONDS = 86400;\n return BigNumber(secondsElapsed).div(ONE_DAY_IN_SECONDS);\n }\n\n static getHourlyFundingPeriods(lastFundingTimeStamp: BigNumber) {\n const secondsElapsed = BigNumber(Date.now() / 1000).minus(\n lastFundingTimeStamp,\n );\n const ONE_HOUR_IN_SECONDS = 3600;\n return BigNumber(secondsElapsed).div(ONE_HOUR_IN_SECONDS);\n }\n\n static getFundingRateDelta(\n fundingPeriods: BigNumber,\n lastFundingVelocity: BigNumber,\n ) {\n return lastFundingVelocity.multipliedBy(fundingPeriods);\n }\n\n static getCurrentFundingRate(\n last_funding_timestamp: BigNumber,\n lastFundingVelocity: BigNumber,\n lastFundingRate: BigNumber,\n ) {\n const fundingPeriods = ExposureCommand.getFundingPeriods(\n last_funding_timestamp,\n );\n const fundingRateDelta = ExposureCommand.getFundingRateDelta(\n fundingPeriods,\n lastFundingVelocity,\n );\n\n return clampFundingRate(lastFundingRate.plus(fundingRateDelta));\n }\n\n /*\n @deprecated OB model reads funding rate directly from FundingRateProvider.\n * Remains for legacy AMM model consumers. To be removed in a future cleanup PR.\n /\n static getCurrentHourlyFundingRate(\n last_funding_timestamp: BigNumber,\n lastFundingVelocity: BigNumber,\n lastFundingRate: BigNumber,\n ) {\n const dailyFundingRate = this.getCurrentFundingRate(\n last_funding_timestamp,\n lastFundingVelocity,\n lastFundingRate,\n );\n return dailyFundingRate.div(24);\n }\n\n static getFundingValueDelta(\n periods: BigNumber,\n lastFundingRate: BigNumber,\n lastFundingVelocity: BigNumber,\n price: BigNumber,\n baseMultiplier: BigNumber,\n ): BigNumber {\n // gracefully clamp lastFundingRate into [MIN, MAX] so that markets whose\n // stored rate predates tighter bounds still settle correctly\n lastFundingRate = clampFundingRate(lastFundingRate);\n const rateDelta = this.getFundingRateDelta(periods, lastFundingVelocity);\n const unclampedEndRate = lastFundingRate.plus(rateDelta);\n\n let areaDelta: BigNumber;\n if (unclampedEndRate.gt(MAX_FUNDING_RATE)) {\n areaDelta = clampedArea(\n lastFundingRate,\n lastFundingVelocity,\n periods,\n MAX_FUNDING_RATE,\n );\n } else if (unclampedEndRate.lt(MIN_FUNDING_RATE)) {\n areaDelta = clampedArea(\n lastFundingRate,\n lastFundingVelocity,\n periods,\n MIN_FUNDING_RATE,\n );\n } else {\n areaDelta = trapezoidArea(lastFundingRate, unclampedEndRate, periods);\n }\n\n return areaDelta.times(price).times(baseMultiplier);\n }\n\n /\n @deprecated OB model reads funding value directly from market trackers.\n * Remains for legacy AMM model consumers. To be removed in a future cleanup PR.\n */\n static getCurrentFundingValue(\n spotPrice: BigNumber,\n lastFundingValue: BigNumber,\n baseMultiplier: BigNumber,\n lastFundingRate: BigNumber,\n lastFundingVelocity: BigNumber,\n lastFundingTimestamp: BigNumber,\n ) {\n const periods = this.getFundingPeriods(lastFundingTimestamp);\n const delta = this.getFundingValueDelta(\n periods,\n lastFundingRate,\n lastFundingVelocity,\n spotPrice,\n baseMultiplier,\n );\n return lastFundingValue.plus(delta);\n }\n\n convertToUsd(amount: number, tokenAddress: string): number {\n return BigNumber(amount)\n .times(this.collateralAddressToExchangePrice[tokenAddress])\n .toNumber();\n }\n\n getExchangeRate(tokenAddress: string): number {\n return this.collateralAddressToExchangePrice[tokenAddress];\n }\n\n get realisedPnl() {\n return this.realizedPnLSum.toNumber();\n }\n\n get unRealisedPnl() {\n return this.unrealizedPnLSum.toNumber();\n }\n\n get accountTotalBalanceUsd() {\n let accountTotalBalance = 0;\n\n for (const collateralAsset of this.tokenMarginInfoPerAsset) {\n const collateralPrice =\n this.collateralAddressToExchangePrice[collateralAsset.assetAddress] \|\|\n 0;\n\n const balanceInUSD = BigNumber(collateralPrice)\n .times(collateralAsset.marginBalance)\n .toNumber();\n accountTotalBalance += balanceInUSD;\n }\n\n return accountTotalBalance;\n }\n\n get accountTotalBalanceWithHaircutUsd() {\n let accountTotalBalance = 0;\n\n for (const collateralAsset of this.tokenMarginInfoPerAsset) {\n const collateralPriceWithHaircut = ExposureCommand.getBalanceWithHaircut(\n this.exchangeInfoPerAsset,\n collateralAsset.assetAddress,\n collateralAsset.marginBalance,\n );\n\n accountTotalBalance += collateralPriceWithHaircut;\n }\n\n return accountTotalBalance;\n }\n\n getMtmRpnlSum() {\n return this.mtmRpnlSum.toNumber();\n }\n}\n"]}

package/dist/incentives-api-types.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"incentives-api-types.js","sourceRoot":"/","sources":["incentives-api-types.ts"],"names":[],"mappings":"","sourcesContent":["import {\n AddressParam,\n ApiEndpoint,\n ApiInfiniteListEndpoint,\n ApiListEndpoint,\n PaginatedQueryParams,\n FailableResult,\n Stringified,\n} from './api-types';\nimport { Rank, RankTrading } from './types';\n\nexport type PointsBreakdown = {\n totalPoints: number;\n tradingPoints: number;\n stakingPoints: number;\n signalPoints: number;\n rank: number;\n};\n\nexport type IncentivesUserPointsData = {\n weekly: PointsBreakdown;\n total: PointsBreakdown;\n};\n\nexport type IncentivesUserRanks = {\n walletAddress: string;\n tradingRank: RankTrading;\n stakingRank: Rank;\n};\n\nexport type IncentivesUserBoosts = {\n walletAddress: string;\n tradingBoost: number;\n stakingBoost: number;\n loyaltyBoost: number;\n};\n\nexport type IncentivesUserSummaryData = {\n walletAddress: string;\n points: IncentivesUserPointsData;\n ranks: Omit<IncentivesUserRanks, 'walletAddress'>;\n boosts: Omit<IncentivesUserBoosts, 'walletAddress'>;\n};\n\nexport type IncentivesLeaderBoardEntry = {\n rank: number;\n walletAddress: string;\n totalPoints: number;\n tradingPoints: number;\n stakingPoints: number;\n signalPoints: number;\n isCurrentUser?: boolean;\n};\n\nexport type IncentivesRankingHistoryEntry = {\n week: number;\n createdAt: Date;\n tradingRank: RankTrading;\n stakingRank: Rank;\n tradingPoints: number;\n stakingPoints: number;\n};\n\nexport type IncentivesPointsHistoryEntry = {\n walletAddress: string;\n totalXpOG: number;\n totalXpOGRanked: number;\n liquidityReferralXpOG: number;\n liquidityXpOG: number;\n rankMultiplierOG: number;\n rankOG: Rank;\n stakingPointsOG: number;\n liquidityReferralXpSeason1: number;\n liquidityXpSeason1: number;\n liquidityXpSeason1Ranked: number;\n rankMultiplierSeason1: number;\n rankSeason1: Rank;\n stakingPointsSeason1: number;\n tradingReferralXpSeason1: number;\n tradingXpSeason1: number;\n tradingXpSeason1Ranked: number;\n tradingRankMultiplierSeason1: number;\n tradingRankSeason1: RankTrading;\n tradingPointsSeason1: number;\n liquidityReferralXpSeason2: number;\n liquidityXpSeason2: number;\n rankSeason2: Rank;\n stakingPointsSeason2: number;\n tradingReferralXpSeason2: number;\n tradingXpSeason2: number;\n tradingRankSeason2: RankTrading;\n tradingPointsSeason2: number;\n totalLiquidityXp: number;\n totalLiquidityReferralXp: number;\n totalTradingXp: number;\n totalTradingReferralXp: number;\n totalXp: number;\n totalPoints: number;\n};\n\nexport type LeaderBoardParams = { type: 'weekly' \| 'total' };\n\nexport type TradingCompetitionRoundParams = { round: number };\n\nexport type TradingCompetitionUserSummaryData = {\n realizedPnl: number;\n ~~eligible~~: ~~boolean~~;\n ~~position~~: number ~~\| null~~;\n};\n\nexport type TradingCompetitionLeaderboardEntry = {\n walletAddress: string;\n realizedPnl: number;\n position: number;\n};\n\nexport type IncentivesApiSource = {\n 'incentives/points': ApiEndpoint<\n {\n total: number;\n weekly: number;\n },\n never\n >;\n\n 'incentives/leaderBoard/:type': ApiInfiniteListEndpoint<\n IncentivesLeaderBoardEntry,\n LeaderBoardParams,\n PaginatedQueryParams\n >;\n\n 'incentives/wallet/:address': ApiEndpoint<\n IncentivesUserSummaryData,\n AddressParam\n >;\n\n 'incentives/wallet/:address/referralsLeaderBoard/:type': ApiListEndpoint<\n IncentivesLeaderBoardEntry,\n AddressParam & LeaderBoardParams\n >;\n\n 'incentives/wallet/:address/leaderBoard/:type': ApiEndpoint<\n IncentivesLeaderBoardEntry,\n AddressParam & LeaderBoardParams\n >;\n\n 'incentives/wallet/:address/ranksHistory': ApiListEndpoint<\n IncentivesRankingHistoryEntry,\n AddressParam\n >;\n\n 'incentives/wallet/:address/signalPoints': ApiListEndpoint<\n {\n createdAt: Date;\n points: number;\n reason: string;\n },\n AddressParam\n >;\n\n 'incentives/wallet/:address/pointsHistory': ApiEndpoint<\n IncentivesPointsHistoryEntry,\n AddressParam\n >;\n\n 'incentives/tradingCompetition/:round': ApiEndpoint<\n {\n entries: TradingCompetitionLeaderboardEntry[];\n status: 'live' \| 'ended';\n refreshedAt: number;\n },\n TradingCompetitionRoundParams\n >;\n\n 'incentives/wallet/:address/tradingCompetition/:round': ApiEndpoint<\n TradingCompetitionUserSummaryData,\n AddressParam & TradingCompetitionRoundParams\n >;\n\n 'incentives/wallet/:address/tradingCompetition/:round/registration': ApiEndpoint<\n { registered: boolean },\n AddressParam & TradingCompetitionRoundParams\n >;\n\n 'incentives/wallet/:address/tradingCompetition/:round/claim': ApiEndpoint<\n FailableResult,\n AddressParam & TradingCompetitionRoundParams,\n { code: string }\n >;\n};\n\nexport type IncentivesApi = {\n [K in keyof IncentivesApiSource]: {\n params: IncentivesApiSource[K]['params'];\n query: IncentivesApiSource[K]['query'];\n response: Stringified<IncentivesApiSource[K]['response']>;\n };\n};\n"]}
1	+ {"version":3,"file":"incentives-api-types.js","sourceRoot":"/","sources":["incentives-api-types.ts"],"names":[],"mappings":"","sourcesContent":["import {\n AddressParam,\n ApiEndpoint,\n ApiInfiniteListEndpoint,\n ApiListEndpoint,\n PaginatedQueryParams,\n FailableResult,\n Stringified,\n} from './api-types';\nimport { Rank, RankTrading } from './types';\n\nexport type PointsBreakdown = {\n totalPoints: number;\n tradingPoints: number;\n stakingPoints: number;\n signalPoints: number;\n rank: number;\n};\n\nexport type IncentivesUserPointsData = {\n weekly: PointsBreakdown;\n total: PointsBreakdown;\n};\n\nexport type IncentivesUserRanks = {\n walletAddress: string;\n tradingRank: RankTrading;\n stakingRank: Rank;\n};\n\nexport type IncentivesUserBoosts = {\n walletAddress: string;\n tradingBoost: number;\n stakingBoost: number;\n loyaltyBoost: number;\n};\n\nexport type IncentivesUserSummaryData = {\n walletAddress: string;\n points: IncentivesUserPointsData;\n ranks: Omit<IncentivesUserRanks, 'walletAddress'>;\n boosts: Omit<IncentivesUserBoosts, 'walletAddress'>;\n};\n\nexport type IncentivesLeaderBoardEntry = {\n rank: number;\n walletAddress: string;\n totalPoints: number;\n tradingPoints: number;\n stakingPoints: number;\n signalPoints: number;\n isCurrentUser?: boolean;\n};\n\nexport type IncentivesRankingHistoryEntry = {\n week: number;\n createdAt: Date;\n tradingRank: RankTrading;\n stakingRank: Rank;\n tradingPoints: number;\n stakingPoints: number;\n};\n\nexport type IncentivesPointsHistoryEntry = {\n walletAddress: string;\n totalXpOG: number;\n totalXpOGRanked: number;\n liquidityReferralXpOG: number;\n liquidityXpOG: number;\n rankMultiplierOG: number;\n rankOG: Rank;\n stakingPointsOG: number;\n liquidityReferralXpSeason1: number;\n liquidityXpSeason1: number;\n liquidityXpSeason1Ranked: number;\n rankMultiplierSeason1: number;\n rankSeason1: Rank;\n stakingPointsSeason1: number;\n tradingReferralXpSeason1: number;\n tradingXpSeason1: number;\n tradingXpSeason1Ranked: number;\n tradingRankMultiplierSeason1: number;\n tradingRankSeason1: RankTrading;\n tradingPointsSeason1: number;\n liquidityReferralXpSeason2: number;\n liquidityXpSeason2: number;\n rankSeason2: Rank;\n stakingPointsSeason2: number;\n tradingReferralXpSeason2: number;\n tradingXpSeason2: number;\n tradingRankSeason2: RankTrading;\n tradingPointsSeason2: number;\n totalLiquidityXp: number;\n totalLiquidityReferralXp: number;\n totalTradingXp: number;\n totalTradingReferralXp: number;\n totalXp: number;\n totalPoints: number;\n};\n\nexport type LeaderBoardParams = { type: 'weekly' \| 'total' };\n\nexport type TradingCompetitionRoundParams = { round: number };\n\nexport type TradingCompetitionUserSummaryData =\n \| {\n status: 'out';\n }\n \| {\n status: 'in';\n realizedPnl: number;\n position: number;\n volume: number;\n volumePosition: number;\n };\n\nexport type TradingCompetitionLeaderboardEntry = {\n walletAddress: string;\n realizedPnl: number;\n position: number;\n};\n\nexport type IncentivesApiSource = {\n 'incentives/points': ApiEndpoint<\n {\n total: number;\n weekly: number;\n },\n never\n >;\n\n 'incentives/leaderBoard/:type': ApiInfiniteListEndpoint<\n IncentivesLeaderBoardEntry,\n LeaderBoardParams,\n PaginatedQueryParams\n >;\n\n 'incentives/wallet/:address': ApiEndpoint<\n IncentivesUserSummaryData,\n AddressParam\n >;\n\n 'incentives/wallet/:address/referralsLeaderBoard/:type': ApiListEndpoint<\n IncentivesLeaderBoardEntry,\n AddressParam & LeaderBoardParams\n >;\n\n 'incentives/wallet/:address/leaderBoard/:type': ApiEndpoint<\n IncentivesLeaderBoardEntry,\n AddressParam & LeaderBoardParams\n >;\n\n 'incentives/wallet/:address/ranksHistory': ApiListEndpoint<\n IncentivesRankingHistoryEntry,\n AddressParam\n >;\n\n 'incentives/wallet/:address/signalPoints': ApiListEndpoint<\n {\n createdAt: Date;\n points: number;\n reason: string;\n },\n AddressParam\n >;\n\n 'incentives/wallet/:address/pointsHistory': ApiEndpoint<\n IncentivesPointsHistoryEntry,\n AddressParam\n >;\n\n 'incentives/tradingCompetition/:round': ApiEndpoint<\n {\n entries: TradingCompetitionLeaderboardEntry[];\n status: 'live' \| 'ended';\n refreshedAt: number;\n },\n TradingCompetitionRoundParams\n >;\n\n 'incentives/wallet/:address/tradingCompetition/:round': ApiEndpoint<\n TradingCompetitionUserSummaryData,\n AddressParam & TradingCompetitionRoundParams\n >;\n\n 'incentives/wallet/:address/tradingCompetition/:round/registration': ApiEndpoint<\n { registered: boolean },\n AddressParam & TradingCompetitionRoundParams\n >;\n\n 'incentives/wallet/:address/tradingCompetition/:round/claim': ApiEndpoint<\n FailableResult,\n AddressParam & TradingCompetitionRoundParams,\n { code: string }\n >;\n};\n\nexport type IncentivesApi = {\n [K in keyof IncentivesApiSource]: {\n params: IncentivesApiSource[K]['params'];\n query: IncentivesApiSource[K]['query'];\n response: Stringified<IncentivesApiSource[K]['response']>;\n };\n};\n"]}

package/dist/rest/helpers/constants.js CHANGED Viewed

@@ -50,6 +50,18 @@ var API_CLIENT_CONFIGS = {
         timeout: utils_1.API_TIMEOUT,
         logging: true,
     },
+    // Devnet1 shares the cronos chain (89346162) but has its own
+    // sub-deploy at `reya-cronos.network` (distinct from `reya.xyz`).
+    // Added so UIs can offer "devnet" as a first-class environment
+    // selection rather than overriding `test`'s default endpoint.
+    devnet: {
+        chain: types_1.ReyaChainId.reyaCronos,
+        apiEndpoint: getEnvVar('NEXT_PUBLIC_REYA_API_ENDPOINT', 'https://api-devnet.reya-cronos.network'),
+        webSocketEndpoint: getEnvVar('NEXT_PUBLIC_REYA_WEBSOCKET_ENDPOINT', 'wss://websocket-devnet.reya-cronos.network'),
+        environment: getEnvVar('NEXT_PUBLIC_REYA_ENVIRONMENT', 'devnet'),
+        timeout: utils_1.API_TIMEOUT,
+        logging: true,
+    },
 };
 var getApiClientConfig = function (env) {
     return API_CLIENT_CONFIGS[env] || API_CLIENT_CONFIGS['test'];

package/dist/rest/helpers/constants.js.map CHANGED Viewed

	@@ -1 +1 @@
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// Configuration for SDK, such as base URL for the REST API\n timeout: number; // Optional timeout for API requests\n logging: boolean;\n}\n\nconst getEnvVar = (name: string, fallback: string): string => {\n if (typeof process !== 'undefined' && process.env && process.env[name]) {\n return process.env[name] as string;\n }\n return fallback;\n};\n\nconst API_CLIENT_CONFIGS: Record<ServiceEnvironment, ServiceConfig> = {\n localtestnet: {\n chain: ReyaChainId.reyaCronos,\n apiEndpoint: 'http://localhost:8000',\n webSocketEndpoint: 'ws://localhost:8080',\n environment: 'localtestnet',\n timeout: API_TIMEOUT,\n logging: true,\n },\n localmainnet: {\n chain: ReyaChainId.reyaNetwork,\n apiEndpoint: 'http://localhost:8000',\n webSocketEndpoint: 'ws://localhost:8080',\n environment: 'localmainnet',\n timeout: API_TIMEOUT,\n logging: true,\n },\n production: {\n chain: ReyaChainId.reyaNetwork,\n apiEndpoint: getEnvVar(\n 'NEXT_PUBLIC_REYA_API_ENDPOINT',\n 'https://api.reya.xyz',\n ),\n webSocketEndpoint: getEnvVar(\n 'NEXT_PUBLIC_REYA_WEBSOCKET_ENDPOINT',\n 'wss://ws.reya.xyz',\n ),\n environment: getEnvVar(\n 'NEXT_PUBLIC_REYA_ENVIRONMENT',\n 'production',\n ) as ServiceEnvironment,\n timeout: API_TIMEOUT,\n logging: false,\n },\n staging: {\n chain: ReyaChainId.reyaNetwork,\n apiEndpoint: getEnvVar(\n 'NEXT_PUBLIC_REYA_API_ENDPOINT',\n 'https://api-staging.reya.xyz',\n ),\n webSocketEndpoint: getEnvVar(\n 'NEXT_PUBLIC_REYA_WEBSOCKET_ENDPOINT',\n 'wss://websocket-staging.reya.xyz',\n ),\n environment: getEnvVar(\n 'NEXT_PUBLIC_REYA_ENVIRONMENT',\n 'staging',\n ) as ServiceEnvironment,\n timeout: API_TIMEOUT,\n logging: false,\n },\n test: {\n chain: ReyaChainId.reyaCronos,\n apiEndpoint: getEnvVar(\n 'NEXT_PUBLIC_REYA_API_ENDPOINT',\n 'https://api-cronos.reya.xyz',\n ),\n webSocketEndpoint: getEnvVar(\n 'NEXT_PUBLIC_REYA_WEBSOCKET_ENDPOINT',\n 'wss://websocket-testnet.reya.xyz',\n ),\n environment: getEnvVar(\n 'NEXT_PUBLIC_REYA_ENVIRONMENT',\n 'test',\n ) as ServiceEnvironment,\n timeout: API_TIMEOUT,\n logging: true,\n },\n // Devnet1 shares the cronos chain (89346162) but has its own\n // sub-deploy at `reya-cronos.network` (distinct from `reya.xyz`).\n // Added so UIs can offer \"devnet\" as a first-class environment\n // selection rather than overriding `test`'s default endpoint.\n devnet: {\n chain: ReyaChainId.reyaCronos,\n apiEndpoint: getEnvVar(\n 'NEXT_PUBLIC_REYA_API_ENDPOINT',\n 'https://api-devnet.reya-cronos.network',\n ),\n webSocketEndpoint: getEnvVar(\n 'NEXT_PUBLIC_REYA_WEBSOCKET_ENDPOINT',\n 'wss://websocket-devnet.reya-cronos.network',\n ),\n environment: getEnvVar(\n 'NEXT_PUBLIC_REYA_ENVIRONMENT',\n 'devnet',\n ) as ServiceEnvironment,\n timeout: API_TIMEOUT,\n logging: true,\n },\n};\n\nexport const getApiClientConfig = (env: ServiceEnvironment): ServiceConfig => {\n return API_CLIENT_CONFIGS[env] \|\| API_CLIENT_CONFIGS['test'];\n};\n"]}

package/dist/trading-api-types.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"trading-api-types.js","sourceRoot":"/","sources":["trading-api-types.ts"],"names":[],"mappings":";;;AAYa,QAAA,mBAAmB,GAAG;IACjC,IAAI,EAAE,MAAM;IACZ,MAAM,EAAE,QAAQ;CACjB,CAAC","sourcesContent":["import { ParamsDictionary, Query } from 'express-serve-static-core';\nimport { AssetPair, CollateralPrice, MarketPrice } from './types';\nimport {\n AddressParam,\n ApiEndpoint,\n ApiInfiniteListEndpoint,\n ApiListEndpoint,\n Decimal,\n PaginatedQueryParams,\n Stringified,\n} from './api-types';\n\nexport const AccountStatusValues = {\n OPEN: 'OPEN',\n CLOSED: 'CLOSED',\n};\n\nexport type AccountStatus =\n (typeof AccountStatusValues)[keyof typeof AccountStatusValues];\n\ntype CandleResolution = '1' \| '5' \| '15' \| '30' \| '60' \| '240' \| '1D';\n\ntype Candle = {\n time: number;\n open: number;\n high: number;\n low: number;\n close: number;\n assetPairId: AssetPair;\n resolution: CandleResolution;\n};\n\ntype Order = {\n id: string;\n market_id: Decimal \| null;\n account_id: Decimal \| null;\n executed_base: Decimal \| null;\n fee: Decimal \| null;\n price: Decimal \| null;\n is_match_order: boolean \| null;\n liquidation_type: Decimal \| null;\n transaction_hash: string;\n block_timestamp: Decimal \| null;\n block_number: Decimal;\n unique_id: bigint \| null;\n event_sequence_number: bigint \| null;\n exchange_id: Decimal \| null;\n created_at: Date;\n counterparty_account_id: Decimal \| null;\n counterparty_adl_unwind_price: Decimal \| null;\n counterparty_average_entry_funding_value: Decimal \| null;\n counterparty_base: Decimal \| null;\n counterparty_base_multiplier: Decimal \| null;\n counterparty_funding_value: Decimal \| null;\n counterparty_last_price: Decimal \| null;\n counterparty_last_price_timestamp: Decimal \| null;\n counterparty_realized_pnl: Decimal \| null;\n counterparty_session: Decimal \| null;\n position_adl_unwind_price: Decimal \| null;\n position_average_entry_funding_value: Decimal \| null;\n position_base: Decimal \| null;\n position_base_multiplier: Decimal \| null;\n position_funding_value: Decimal \| null;\n position_last_price: Decimal \| null;\n position_last_price_timestamp: Decimal \| null;\n position_previous_adl_unwind_price: Decimal \| null;\n position_previous_average_entry_funding_value: Decimal \| null;\n position_previous_base_multiplier: Decimal \| null;\n position_previous_funding_value: Decimal \| null;\n position_previous_last_price: Decimal \| null;\n position_previous_realized_pnl: Decimal \| null;\n position_realized_pnl: Decimal \| null;\n position_session: Decimal \| null;\n referrer_account_id: Decimal \| null;\n referrer_fee_credit: Decimal \| null;\n};\n\ntype Position = {\n market_id: Decimal;\n account_id: Decimal;\n base: Decimal \| null;\n realized_pnl: Decimal \| null;\n last_price: Decimal \| null;\n last_price_timestamp: Decimal \| null;\n funding_value: Decimal \| null;\n base_multiplier: Decimal \| null;\n adl_unwind_price: Decimal \| null;\n average_entry_funding_value: Decimal \| null;\n session: Decimal \| null;\n exchange_id: Decimal \| null;\n event_sequence_number: bigint \| null;\n referrer_account_id: Decimal \| null;\n referrer_fee_credit: Decimal \| null;\n transaction_hash: string;\n block_timestamp: Decimal \| null;\n block_number: Decimal;\n unique_id: bigint \| null;\n adjusted_base: Decimal \| null;\n adl_realized_pnl: Decimal \| null;\n};\n\ntype ConditionalOrder = {\n id: string;\n account_id: Decimal;\n market_id: Decimal;\n order_type: string;\n is_long: boolean;\n trigger_price: number;\n order_base: Decimal;\n status: string;\n creation_timestamp_ms: bigint;\n last_update_timestamp_ms: bigint;\n transaction_hash: string \| null;\n};\n\ntype ConditionalOrderSensitive = ConditionalOrder & {\n exchange_id: bigint;\n inputs: string;\n counterparty_account_id: bigint;\n reya_chain_id: bigint;\n deadline: bigint;\n signer_address: string;\n nonce: Decimal;\n signature: string;\n};\n\ntype Market = {\n id: Decimal;\n assetPairId: AssetPair;\n ticker: string;\n isActive: boolean;\n maxLeverage: number;\n description: string;\n name: string;\n tickSizeDecimals: number;\n priority: number;\n underlyingAssetId: string;\n quoteTokenId: string;\n};\n\ntype Account = {\n account_id: Decimal;\n name: string;\n status: AccountStatus;\n updated_timestamp_ms: Decimal;\n source: string \| null;\n};\n\ntype AccountBalance = {\n account_id: Decimal \| null;\n collateral: string \| null;\n balance?: Decimal \| null;\n delta?: Decimal \| null;\n};\n\ntype spot_execution = {\n account_id: Decimal;\n counterparty_account_id: Decimal;\n exchange_id: Decimal;\n executed_base: Decimal;\n price: Decimal;\n account_order_id: bigint;\n counterparty_order_id: bigint;\n spot_market_id: Decimal;\n is_auto_exchange: boolean;\n is_long: boolean;\n event_sequence_number: bigint;\n parent_event_sequence_number: bigint \| null;\n block_timestamp: Decimal;\n block_number: Decimal;\n transaction_hash: string;\n created_at: string;\n};\n\ntype account_real_balance = {\n account_id: Decimal;\n collateral: string;\n balance: Decimal;\n rpnl: Decimal;\n event_sequence_number: bigint \| null;\n transfer_event_sequence_number: bigint \| null;\n parent_event_sequence_number: bigint \| null;\n block_timestamp: Decimal;\n block_number: Decimal;\n transaction_hash: string;\n};\n\ntype AutoExchange = {\n id: string;\n liquidated_account_id: Decimal \| null;\n liquidator_account_id: Decimal \| null;\n requested_quote_amount: Decimal \| null;\n collateral_out_address: string \| null;\n collateral_in_address: string \| null;\n collateral_amount_to_liquidator: Decimal \| null;\n quote_amount_to_insurance_fund: Decimal \| null;\n quote_amount_to_account: Decimal \| null;\n block_timestamp: Decimal \| null;\n block_number: Decimal;\n transaction_hash: string;\n unique_id: bigint \| null;\n};\n\ntype Leverage = {\n accountId: Decimal;\n marketId: Decimal;\n leverage: number;\n createdAt: Date;\n updatedAt: Date;\n};\n\ntype WalletStats = {\n volume_14d: Decimal;\n};\n\ntype MarketData = {\n marketId: string;\n updatedAt: number;\n longOI: number;\n shortOI: number;\n longSkewPercentage: number;\n shortSkewPercentage: number;\n openInterest?: number;\n fundingRate?: number;\n fundingRateVelocity?: number;\n longFundingValue?: number;\n shortFundingValue?: number;\n last24hVolume: number;\n priceChange24H?: number;\n priceChange24HPercentage?: number;\n maxAmountBaseLong?: number;\n maxAmountSizeLong?: number;\n maxAmountBaseShort?: number;\n maxAmountSizeShort?: number;\n oraclePrice?: number;\n poolPrice?: number;\n pricesUpdatedAt?: number;\n longBaseMultiplier?: number;\n shortBaseMultiplier?: number;\n longAdlUnwindPrice?: number;\n shortAdlUnwindPrice?: number;\n depthFactor?: number;\n priceSpread?: number;\n logPriceMultiplier?: number;\n};\n\ntype SpotMarketData = {\n spotMarketId: string;\n symbol: string;\n updatedAt: number;\n volume24h: number;\n pxChange24h?: number;\n oraclePrice?: number;\n};\n\ntype MarketTrackers = {\n market_data_id: Decimal;\n passive_pool_id: Decimal \| null;\n pool_account_id: Decimal \| null;\n quote_token: string \| null;\n quote_token_decimals: Decimal \| null;\n last_funding_velocity: Decimal \| null;\n last_funding_timestamp: Decimal \| null;\n last_mtm_price: Decimal \| null;\n last_mtm_timestamp: Decimal \| null;\n long_trackers_funding_value: Decimal \| null;\n last_funding_rate: Decimal \| null;\n long_trackers_base_multiplier: Decimal \| null;\n long_trackers_adl_unwind_price: Decimal \| null;\n short_trackers_funding_value: Decimal \| null;\n short_trackers_base_multiplier: Decimal \| null;\n short_trackers_adl_unwind_price: Decimal \| null;\n open_interest: Decimal \| null;\n block_timestamp: Decimal \| null;\n block_number: Decimal;\n unique_id: bigint \| null;\n price_spread: Decimal \| null;\n depth_factor: Decimal \| null;\n log_price_multiplier: Decimal \| null;\n};\n\nexport type TradingApiReplication<\n ReplicationTable extends ReplicationModel = never,\n Replication = never,\n> = {\n replication: ReplicationTable extends never\n ? never\n : GenericReplicationMessage<Replication, ReplicationTable>;\n};\n\nexport type TradingApiEndpoint<\n Response,\n Params,\n ReplicationTable extends ReplicationModel = never,\n Replication = Response,\n Query = never,\n> = ApiEndpoint<Response, Params, Query> &\n TradingApiReplication<ReplicationTable, Replication>;\n\nexport type TradingApiListEndpoint<\n Response,\n Params = never,\n ReplicationTable extends ReplicationModel = never,\n Replication = Response,\n Query = never,\n> = ApiListEndpoint<Response, Params, Query> &\n TradingApiReplication<ReplicationTable, Replication>;\n\nexport type TradingApiInfiniteListEndpoint<\n Response,\n Params = never,\n ReplicationTable extends ReplicationModel = never,\n Replication = Response,\n Query = PaginatedQueryParams,\n> = ApiInfiniteListEndpoint<Response, Params, Query> &\n TradingApiReplication<ReplicationTable, Replication>;\n\nexport type TradingApiSource = {\n 'poolBalance/:poolId': TradingApiEndpoint<\n {\n id: number;\n timestamp: bigint;\n pool_id: number;\n value: Decimal;\n apy: Decimal;\n share_price: Decimal;\n share_price_index: Decimal;\n } \| null,\n {\n poolId?: string;\n }\n >;\n 'wallet/:address/leverages': TradingApiListEndpoint<\n Leverage,\n { address: string },\n 'accountLeveragePerMarket'\n >;\n markets: TradingApiListEndpoint<Market>;\n 'markets/data': TradingApiListEndpoint<MarketData, never, 'marketData'>;\n 'spotMarkets/data': TradingApiListEndpoint<\n SpotMarketData,\n never,\n 'spotMarketData'\n >;\n 'markets/configuration': TradingApiListEndpoint<{\n market_id: Decimal;\n risk_matrix_index: Decimal \| null;\n max_open_base: Decimal \| null;\n velocity_multiplier: Decimal \| null;\n minimum_order_base: Decimal \| null;\n base_spacing: Decimal \| null;\n price_spacing: Decimal \| null;\n oracle_node_id: string \| null;\n mtm_window: Decimal \| null;\n dutch_config_lambda: Decimal \| null;\n dutch_config_min_base: Decimal \| null;\n slippage_params_phi: Decimal \| null;\n slippage_params_beta: Decimal \| null;\n depth_factor: Decimal \| null;\n max_exposure_factor: Decimal \| null;\n max_p_slippage: Decimal \| null;\n price_spread: Decimal \| null;\n volatility_index_multiplier: Decimal \| null;\n block_timestamp: Decimal \| null;\n block_number: Decimal;\n unique_id: bigint \| null;\n }>;\n 'markets/storage': TradingApiListEndpoint<{\n market_id: Decimal;\n quote_collateral: string \| null;\n instrument_address: string \| null;\n name: string \| null;\n risk_block_id: Decimal \| null;\n collateral_pool_id: Decimal \| null;\n block_timestamp: Decimal \| null;\n block_number: Decimal;\n unique_id: bigint \| null;\n }>;\n 'markets/trackers': TradingApiListEndpoint<\n MarketTrackers,\n never,\n 'marketTrackers'\n >;\n 'market/:marketId/trackers': TradingApiEndpoint<\n MarketTrackers,\n {\n marketId: string;\n },\n 'marketTrackers'\n >;\n 'market/:marketId': TradingApiEndpoint<\n Market,\n {\n marketId: string;\n }\n >;\n 'market/:marketId/data': TradingApiEndpoint<\n MarketData,\n {\n marketId: string;\n },\n 'marketData'\n >;\n 'market/:marketId/trades': TradingApiInfiniteListEndpoint<\n Order,\n {\n marketId: string;\n },\n 'orders'\n >;\n 'wallet/:address/positions': TradingApiListEndpoint<\n Position,\n AddressParam,\n 'position',\n Omit<Position, 'adjusted_base' \| 'adl_realized_pnl'>\n >;\n 'wallet/:address/openOrders': TradingApiListEndpoint<\n ConditionalOrder,\n AddressParam,\n 'ConditionalOrders'\n >;\n assets: TradingApiListEndpoint<{\n address: string;\n name: string;\n short: string;\n createdAt: Date;\n updatedAt: Date;\n asset_price_contract_id: string \| null;\n asset_price_usdc_contract_id: string \| null;\n decimals: number;\n }>;\n prices: TradingApiEndpoint<\n Partial<Record<AssetPair, MarketPrice \| CollateralPrice>>,\n never\n >;\n 'prices/:assetPairId': TradingApiEndpoint<\n MarketPrice \| CollateralPrice \| undefined,\n {\n assetPairId: string;\n },\n 'price'\n >;\n 'wallet/:address/accounts': TradingApiListEndpoint<\n Account,\n AddressParam,\n 'AccountProfile'\n >;\n 'wallet/:address/accounts/tiers': TradingApiListEndpoint<\n {\n market_id: Decimal;\n account_id: Decimal;\n tier_id: Decimal \| null;\n },\n AddressParam\n >;\n 'wallet/:address/accounts/balances': TradingApiListEndpoint<\n AccountBalance,\n AddressParam,\n 'account_balances'\n >;\n 'wallet/:address/autoExchange': TradingApiInfiniteListEndpoint<\n AutoExchange,\n AddressParam,\n 'auto_exchange'\n >;\n 'wallet/:address/balanceHistory/:timestamp': TradingApiListEndpoint<\n {\n timestamp: number;\n balance: number;\n },\n {\n address: string;\n timestamp: string;\n }\n >;\n 'wallet/:address/trades': TradingApiInfiniteListEndpoint<\n Order,\n {\n address: string;\n },\n 'order_history'\n >;\n 'wallet/:address/trades/:type': TradingApiInfiniteListEndpoint<\n Order,\n {\n address: string;\n type?: 'matchOrder' \| 'liquidation';\n },\n 'order_history'\n >;\n riskMatrices: TradingApiListEndpoint<\n {\n blockId: Decimal;\n matrix: string[][];\n },\n {\n poolId: string;\n }\n >;\n tierFees: TradingApiListEndpoint<{\n market_id: Decimal;\n tier_id: Decimal;\n fee_parameter: Decimal \| null;\n }>;\n collateralConfiguration: TradingApiListEndpoint<{\n assetPairId?: AssetPair;\n name?: string;\n collateral_pool_id: Decimal;\n collateral_address: string;\n price_haircut: Decimal \| null;\n auto_exchange_discount: Decimal \| null;\n oracle_node_id: string \| null;\n block_timestamp: Decimal \| null;\n block_number: Decimal;\n unique_id: bigint \| null;\n }>;\n 'candle/:assetPairId/:resolution': TradingApiEndpoint<\n Candle \| null,\n {\n resolution: CandleResolution;\n assetPairId: AssetPair;\n },\n 'storkPriceCandle',\n Candle\n >;\n 'candles/:assetPairId/:resolution': TradingApiEndpoint<\n {\n t: number[];\n o: number[];\n h: number[];\n l: number[];\n c: number[];\n },\n {\n resolution: CandleResolution;\n assetPairId: AssetPair;\n },\n never,\n never,\n {\n to: string;\n from: string;\n countBack?: string;\n }\n >;\n feeTierParameters: TradingApiListEndpoint<{\n tier_id: Decimal;\n taker_fee: Decimal;\n maker_fee: Decimal;\n volume: Decimal;\n }>;\n globalFeeParameters: TradingApiEndpoint<\n {\n og_discount: Decimal;\n vltz_discount: Decimal;\n referee_discount: Decimal;\n referrer_rebate: Decimal;\n affiliate_referrer_rebate: Decimal;\n },\n never\n >;\n dynamicDepthConfig: TradingApiEndpoint<\n {\n markets: {\n marketId: number;\n baseDepth: number;\n thresholds: number[];\n ratios: number[];\n }[];\n },\n never\n >;\n 'wallet/:address/configuration': TradingApiEndpoint<\n {\n tier_id: Decimal;\n og_status: boolean;\n vltz_status: boolean;\n affiliate_status: boolean;\n referee_status: boolean;\n spread_discount_status: boolean;\n main_account_id: Decimal;\n },\n {\n address: string;\n }\n >;\n 'wallet/:address/stats': TradingApiEndpoint<\n WalletStats,\n {\n address: string;\n }\n >;\n 'wallet/:address/apiWalletStatus': TradingApiEndpoint<\n {\n enabledApiWallets: string[];\n },\n {\n address: string;\n }\n >;\n rlp: TradingApiEndpoint<\n {\n tvlInUsdc: number;\n tvlInRlp: number;\n rlpUsdcPrice: number;\n apy: {\n '1d': number;\n '7d': number;\n '30d': number;\n '365d': number;\n };\n numberOfDepositors: number;\n ageSeconds: number;\n },\n never\n >;\n 'wallet/:address/rlp': TradingApiEndpoint<\n {\n balanceInUsdc: number;\n balanceInRlp: number;\n },\n {\n address: string;\n }\n >;\n};\n\nexport type Req<P = ParamsDictionary, ReqQuery = Query> = {\n params: P;\n query: ReqQuery;\n};\n\nexport type TradingApi = {\n [K in keyof TradingApiSource as K]: {\n params: TradingApiSource[K]['params'];\n query: TradingApiSource[K]['query'];\n response: Stringified<TradingApiSource[K]['response']>;\n replication: Stringified<TradingApiSource[K]['replication']>;\n };\n};\n\ntype ReplicationModel = string \| never;\n\nexport type GenericReplicationMessage<T, model extends ReplicationModel> =\n \| {\n model: model;\n result: T;\n operation: 'create' \| 'update' \| 'upsert' \| 'delete';\n }\n \| {\n model: model;\n result: T[];\n operation: 'updateMany';\n }\n \| {\n model: model;\n result: T[];\n operation: 'createMany';\n };\n\ntype account_collateral_balance_entries = {\n id: string;\n account_id: Decimal \| null;\n collateral: string \| null;\n amount: Decimal \| null;\n transaction_hash: string;\n block_timestamp: Decimal \| null;\n block_number: Decimal;\n unique_id: bigint \| null;\n};\n\ntype account_owner_updated_snapshot = {\n account_id: Decimal;\n transaction_hash: string;\n new_owner: string \| null;\n block_timestamp: Decimal \| null;\n block_number: Decimal;\n unique_id: bigint \| null;\n};\n\ntype positions_migration = {\n market_id: Decimal;\n account_id: Decimal;\n base: Decimal \| null;\n realized_pnl: Decimal \| null;\n last_price: Decimal \| null;\n last_price_timestamp: Decimal \| null;\n funding_value: Decimal \| null;\n base_multiplier: Decimal \| null;\n adl_unwind_price: Decimal \| null;\n average_entry_funding_value: Decimal \| null;\n session: Decimal \| null;\n exchange_id: Decimal \| null;\n transaction_hash: string;\n block_timestamp: Decimal \| null;\n block_number: Decimal;\n unique_id: bigint \| null;\n event_sequence_number: bigint \| null;\n referrer_account_id: Decimal \| null;\n referrer_fee_credit: Decimal \| null;\n};\n\ntype spot_execution_bust = {\n event_sequence_number: bigint;\n spot_market_id: Decimal;\n account_id: Decimal;\n counterparty_account_id: Decimal;\n account_order_id: bigint;\n counterparty_order_id: bigint;\n exchange_id: Decimal;\n failed_base: Decimal;\n price: Decimal;\n is_long: boolean;\n reason: string;\n block_timestamp: Decimal;\n block_number: Decimal;\n transaction_hash: string;\n created_at: string;\n};\n\ntype ReplicationMessage =\n // Extract the union of all `replication` values from TradingApiSource\n \| Exclude<TradingApiSource[keyof TradingApiSource]['replication'], never>\n // add messages that do not exists in TradingApiSource\n \| GenericReplicationMessage<\n account_owner_updated_snapshot,\n 'account_owner_updated_snapshot'\n >\n \| GenericReplicationMessage<\n account_collateral_balance_entries,\n 'account_collateral_balance_entries'\n >\n \| GenericReplicationMessage<account_real_balance, 'account_real_balances'>\n \| GenericReplicationMessage<\n ConditionalOrderSensitive,\n 'ConditionalOrdersSensitive'\n >\n \| GenericReplicationMessage<\n // Todo: remove after migration\n positions_migration,\n 'positions_migration'\n >\n \| GenericReplicationMessage<spot_execution, 'spot_executions'>\n \| GenericReplicationMessage<spot_execution_bust, 'spot_execution_busts'>;\n\nexport type Replication = {\n [K in ReplicationMessage as `replication:${K['model']}`]: Extract<\n ReplicationMessage,\n { model: K['model'] }\n >;\n};\n"]}
1	+ {"version":3,"file":"trading-api-types.js","sourceRoot":"/","sources":["trading-api-types.ts"],"names":[],"mappings":";;;AAYa,QAAA,mBAAmB,GAAG;IACjC,IAAI,EAAE,MAAM;IACZ,MAAM,EAAE,QAAQ;CACjB,CAAC","sourcesContent":["import { ParamsDictionary, Query } from 'express-serve-static-core';\nimport { Address, AssetPair, CollateralPrice, MarketPrice } from './types';\nimport {\n AddressParam,\n ApiEndpoint,\n ApiInfiniteListEndpoint,\n ApiListEndpoint,\n Decimal,\n PaginatedQueryParams,\n Stringified,\n} from './api-types';\n\nexport const AccountStatusValues = {\n OPEN: 'OPEN',\n CLOSED: 'CLOSED',\n};\n\nexport type AccountStatus =\n (typeof AccountStatusValues)[keyof typeof AccountStatusValues];\n\ntype CandleResolution = '1' \| '5' \| '15' \| '30' \| '60' \| '240' \| '1D';\n\ntype Candle = {\n time: number;\n open: number;\n high: number;\n low: number;\n close: number;\n assetPairId: AssetPair;\n resolution: CandleResolution;\n};\n\n// Used only for PerpExecutionReplicationData (replication:orders messages)\ntype Order = {\n id: string;\n market_id: Decimal \| null;\n account_id: Decimal \| null;\n executed_base: Decimal \| null;\n fee: Decimal \| null;\n price: Decimal \| null;\n is_match_order: boolean \| null;\n liquidation_type: Decimal \| null;\n transaction_hash: string;\n block_timestamp: Decimal \| null;\n block_number: Decimal;\n unique_id: bigint \| null;\n event_sequence_number: bigint \| null;\n exchange_id: Decimal \| null;\n created_at: Date;\n counterparty_account_id: Decimal \| null;\n counterparty_adl_unwind_price: Decimal \| null;\n counterparty_average_entry_funding_value: Decimal \| null;\n counterparty_base: Decimal \| null;\n counterparty_base_multiplier: Decimal \| null;\n counterparty_funding_value: Decimal \| null;\n counterparty_last_price: Decimal \| null;\n counterparty_last_price_timestamp: Decimal \| null;\n counterparty_previous_average_entry_funding_value: Decimal \| null;\n counterparty_previous_base_multiplier: Decimal \| null;\n counterparty_previous_funding_value: Decimal \| null;\n counterparty_previous_last_price: Decimal \| null;\n counterparty_previous_realized_pnl: Decimal \| null;\n counterparty_realized_pnl: Decimal \| null;\n counterparty_session: Decimal \| null;\n position_adl_unwind_price: Decimal \| null;\n position_average_entry_funding_value: Decimal \| null;\n position_base: Decimal \| null;\n position_base_multiplier: Decimal \| null;\n position_funding_value: Decimal \| null;\n position_last_price: Decimal \| null;\n position_last_price_timestamp: Decimal \| null;\n position_previous_adl_unwind_price: Decimal \| null;\n position_previous_average_entry_funding_value: Decimal \| null;\n position_previous_base_multiplier: Decimal \| null;\n position_previous_funding_value: Decimal \| null;\n position_previous_last_price: Decimal \| null;\n position_previous_realized_pnl: Decimal \| null;\n position_realized_pnl: Decimal \| null;\n position_session: Decimal \| null;\n referrer_account_id: Decimal \| null;\n referrer_fee_credit: Decimal \| null;\n // V3 fields\n protocol_fee_credit: Decimal \| null;\n exchange_fee_credit: Decimal \| null;\n maker_fee_credit: Decimal \| null;\n maker_fee_debit: Decimal \| null;\n account_order_id: bigint \| null;\n counterparty_order_id: bigint \| null;\n};\n\ntype Position = {\n market_id: Decimal;\n account_id: Decimal;\n base: Decimal \| null;\n realized_pnl: Decimal \| null;\n last_price: Decimal \| null;\n last_price_timestamp: Decimal \| null;\n funding_value: Decimal \| null;\n base_multiplier: Decimal \| null;\n adl_unwind_price: Decimal \| null;\n average_entry_funding_value: Decimal \| null;\n session: Decimal \| null;\n exchange_id: Decimal \| null;\n event_sequence_number: bigint \| null;\n referrer_account_id: Decimal \| null;\n referrer_fee_credit: Decimal \| null;\n transaction_hash: string;\n block_timestamp: Decimal \| null;\n block_number: Decimal;\n unique_id: bigint \| null;\n adjusted_base: Decimal \| null;\n adl_realized_pnl: Decimal \| null;\n};\n\n// PRO-126 Bug 7: `ConditionalOrder` + `ConditionalOrderSensitive`\n// trading-api-types retired with the rest of the legacy\n// `ConditionalOrders` DB pipeline. They modeled the legacy row shape\n// for the dead V1 `/wallet/:address/openOrders` endpoint + the dead\n// `replication:ConditionalOrdersSensitive` broadcast channel; both\n// callers have been removed.\n\ntype Account = {\n account_id: Decimal;\n name: string;\n status: AccountStatus;\n updated_timestamp_ms: Decimal;\n source: string \| null;\n};\n\ntype AccountBalance = {\n account_id: Decimal \| null;\n collateral: string \| null;\n balance?: Decimal \| null;\n delta?: Decimal \| null;\n};\n\ntype spot_execution = {\n account_id: Decimal;\n counterparty_account_id: Decimal;\n exchange_id: Decimal;\n executed_base: Decimal;\n price: Decimal;\n account_order_id: bigint;\n counterparty_order_id: bigint;\n spot_market_id: Decimal;\n is_auto_exchange: boolean;\n is_long: boolean;\n event_sequence_number: bigint;\n parent_event_sequence_number: bigint \| null;\n block_timestamp: Decimal;\n block_number: Decimal;\n transaction_hash: string;\n created_at: string;\n};\n\ntype account_real_balance = {\n account_id: Decimal;\n collateral: string;\n balance: Decimal;\n rpnl: Decimal;\n event_sequence_number: bigint \| null;\n transfer_event_sequence_number: bigint \| null;\n parent_event_sequence_number: bigint \| null;\n block_timestamp: Decimal;\n block_number: Decimal;\n transaction_hash: string;\n};\n\ntype AutoExchange = {\n id: string;\n liquidated_account_id: Decimal \| null;\n liquidator_account_id: Decimal \| null;\n requested_quote_amount: Decimal \| null;\n collateral_out_address: string \| null;\n collateral_in_address: string \| null;\n collateral_amount_to_liquidator: Decimal \| null;\n quote_amount_to_insurance_fund: Decimal \| null;\n quote_amount_to_account: Decimal \| null;\n block_timestamp: Decimal \| null;\n block_number: Decimal;\n transaction_hash: string;\n unique_id: bigint \| null;\n};\n\ntype Leverage = {\n accountId: Decimal;\n marketId: Decimal;\n leverage: number;\n createdAt: Date;\n updatedAt: Date;\n};\n\ntype WalletStats = {\n volume_14d: Decimal;\n};\n\ntype MarketData = {\n marketId: string;\n updatedAt: number;\n longOI: number;\n shortOI: number;\n longSkewPercentage: number;\n shortSkewPercentage: number;\n openInterest?: number;\n fundingRate?: number;\n fundingRateVelocity?: number;\n longFundingValue?: number;\n shortFundingValue?: number;\n last24hVolume: number;\n priceChange24H?: number;\n priceChange24HPercentage?: number;\n maxAmountBaseLong?: number;\n maxAmountSizeLong?: number;\n maxAmountBaseShort?: number;\n maxAmountSizeShort?: number;\n oraclePrice?: number;\n poolPrice?: number;\n pricesUpdatedAt?: number;\n longBaseMultiplier?: number;\n shortBaseMultiplier?: number;\n longAdlUnwindPrice?: number;\n shortAdlUnwindPrice?: number;\n depthFactor?: number;\n priceSpread?: number;\n logPriceMultiplier?: number;\n};\n\ntype SpotMarketData = {\n spotMarketId: string;\n symbol: string;\n updatedAt: number;\n volume24h: number;\n pxChange24h?: number;\n oraclePrice?: number;\n};\n\ntype MarketTrackers = {\n market_data_id: Decimal;\n passive_pool_id: Decimal \| null;\n pool_account_id: Decimal \| null;\n quote_token: string \| null;\n quote_token_decimals: Decimal \| null;\n last_funding_velocity: Decimal \| null;\n last_funding_timestamp: Decimal \| null;\n last_mtm_price: Decimal \| null;\n last_mtm_timestamp: Decimal \| null;\n long_trackers_funding_value: Decimal \| null;\n last_funding_rate: Decimal \| null;\n long_trackers_base_multiplier: Decimal \| null;\n long_trackers_adl_unwind_price: Decimal \| null;\n short_trackers_funding_value: Decimal \| null;\n short_trackers_base_multiplier: Decimal \| null;\n short_trackers_adl_unwind_price: Decimal \| null;\n open_interest: Decimal \| null;\n block_timestamp: Decimal \| null;\n block_number: Decimal;\n unique_id: bigint \| null;\n price_spread: Decimal \| null;\n depth_factor: Decimal \| null;\n log_price_multiplier: Decimal \| null;\n mark_price: Decimal \| null;\n mark_price_timestamp: Decimal \| null;\n funding_rate: Decimal \| null;\n funding_rate_timestamp: Decimal \| null;\n};\n\nexport type TradingApiReplication<\n ReplicationTable extends ReplicationModel = never,\n Replication = never,\n> = {\n replication: ReplicationTable extends never\n ? never\n : GenericReplicationMessage<Replication, ReplicationTable>;\n};\n\nexport type TradingApiEndpoint<\n Response,\n Params,\n ReplicationTable extends ReplicationModel = never,\n Replication = Response,\n Query = never,\n> = ApiEndpoint<Response, Params, Query> &\n TradingApiReplication<ReplicationTable, Replication>;\n\nexport type TradingApiListEndpoint<\n Response,\n Params = never,\n ReplicationTable extends ReplicationModel = never,\n Replication = Response,\n Query = never,\n> = ApiListEndpoint<Response, Params, Query> &\n TradingApiReplication<ReplicationTable, Replication>;\n\nexport type TradingApiInfiniteListEndpoint<\n Response,\n Params = never,\n ReplicationTable extends ReplicationModel = never,\n Replication = Response,\n Query = PaginatedQueryParams,\n> = ApiInfiniteListEndpoint<Response, Params, Query> &\n TradingApiReplication<ReplicationTable, Replication>;\n\nexport type TradingApiSource = {\n 'poolBalance/:poolId': TradingApiEndpoint<\n {\n id: number;\n timestamp: bigint;\n pool_id: number;\n value: Decimal;\n apy: Decimal;\n share_price: Decimal;\n share_price_index: Decimal;\n } \| null,\n {\n poolId?: string;\n }\n >;\n 'wallet/:address/leverages': TradingApiListEndpoint<\n Leverage,\n { address: string },\n 'accountLeveragePerMarket'\n >;\n 'markets/data': TradingApiListEndpoint<MarketData, never, 'marketData'>;\n 'spotMarkets/data': TradingApiListEndpoint<\n SpotMarketData,\n never,\n 'spotMarketData'\n >;\n 'markets/configuration': TradingApiListEndpoint<{\n market_id: Decimal;\n risk_matrix_index: Decimal \| null;\n max_open_base: Decimal \| null;\n velocity_multiplier: Decimal \| null;\n minimum_order_base: Decimal \| null;\n base_spacing: Decimal \| null;\n price_spacing: Decimal \| null;\n oracle_node_id: string \| null;\n mtm_window: Decimal \| null;\n dutch_config_lambda: Decimal \| null;\n dutch_config_min_base: Decimal \| null;\n slippage_params_phi: Decimal \| null;\n slippage_params_beta: Decimal \| null;\n depth_factor: Decimal \| null;\n max_exposure_factor: Decimal \| null;\n max_p_slippage: Decimal \| null;\n price_spread: Decimal \| null;\n volatility_index_multiplier: Decimal \| null;\n block_timestamp: Decimal \| null;\n block_number: Decimal;\n unique_id: bigint \| null;\n }>;\n 'markets/storage': TradingApiListEndpoint<{\n market_id: Decimal;\n quote_collateral: string \| null;\n instrument_address: string \| null;\n name: string \| null;\n risk_block_id: Decimal \| null;\n collateral_pool_id: Decimal \| null;\n block_timestamp: Decimal \| null;\n block_number: Decimal;\n unique_id: bigint \| null;\n }>;\n 'markets/trackers': TradingApiListEndpoint<\n MarketTrackers,\n never,\n 'marketTrackers'\n >;\n 'market/:marketId/trackers': TradingApiEndpoint<\n MarketTrackers,\n {\n marketId: string;\n },\n 'marketTrackers'\n >;\n 'market/:marketId/data': TradingApiEndpoint<\n MarketData,\n {\n marketId: string;\n },\n 'marketData'\n >;\n 'wallet/:address/positions': TradingApiListEndpoint<\n Position,\n AddressParam,\n 'position',\n Omit<Position, 'adjusted_base' \| 'adl_realized_pnl'>\n >;\n // PRO-126 Bug 7: V1 `/wallet/:address/openOrders` endpoint type\n // retired. The route+controller were removed in trading.router.ts +\n // trading.controller.ts. V2 callers should use\n // `/v2/wallet/:address/openOrders` which serves both spot and perp\n // orders from the unified ME stream via OrdersProvider.\n assets: TradingApiListEndpoint<{\n address: string;\n name: string;\n short: string;\n createdAt: Date;\n updatedAt: Date;\n asset_price_contract_id: string \| null;\n asset_price_usdc_contract_id: string \| null;\n decimals: number;\n }>;\n prices: TradingApiEndpoint<\n Partial<Record<AssetPair, MarketPrice \| CollateralPrice>>,\n never\n >;\n 'prices/:assetPairId': TradingApiEndpoint<\n MarketPrice \| CollateralPrice \| undefined,\n {\n assetPairId: string;\n },\n 'price'\n >;\n 'wallet/:address/accounts': TradingApiListEndpoint<\n Account,\n AddressParam,\n 'AccountProfile'\n >;\n 'wallet/:address/accounts/tiers': TradingApiListEndpoint<\n {\n market_id: Decimal;\n account_id: Decimal;\n tier_id: Decimal \| null;\n },\n AddressParam\n >;\n 'wallet/:address/accounts/balances': TradingApiListEndpoint<\n AccountBalance,\n AddressParam,\n 'account_balances'\n >;\n 'wallet/:address/autoExchange': TradingApiInfiniteListEndpoint<\n AutoExchange,\n AddressParam,\n 'auto_exchange'\n >;\n 'wallet/:address/balanceHistory/:timestamp': TradingApiListEndpoint<\n {\n timestamp: number;\n balance: number;\n },\n {\n address: string;\n timestamp: string;\n }\n >;\n riskMatrices: TradingApiListEndpoint<\n {\n blockId: Decimal;\n matrix: string[][];\n },\n {\n poolId: string;\n }\n >;\n tierFees: TradingApiListEndpoint<{\n market_id: Decimal;\n tier_id: Decimal;\n fee_parameter: Decimal \| null;\n }>;\n collateralConfiguration: TradingApiListEndpoint<{\n assetPairId?: AssetPair;\n name?: string;\n collateral_pool_id: Decimal;\n collateral_address: string;\n price_haircut: Decimal \| null;\n auto_exchange_discount: Decimal \| null;\n oracle_node_id: string \| null;\n block_timestamp: Decimal \| null;\n block_number: Decimal;\n unique_id: bigint \| null;\n }>;\n 'candle/:assetPairId/:resolution': TradingApiEndpoint<\n Candle \| null,\n {\n resolution: CandleResolution;\n assetPairId: AssetPair;\n },\n 'storkPriceCandle',\n Candle\n >;\n 'candles/:assetPairId/:resolution': TradingApiEndpoint<\n {\n t: number[];\n o: number[];\n h: number[];\n l: number[];\n c: number[];\n },\n {\n resolution: CandleResolution;\n assetPairId: AssetPair;\n },\n never,\n never,\n {\n to: string;\n from: string;\n countBack?: string;\n }\n >;\n feeTierParameters: TradingApiListEndpoint<{\n tier_id: Decimal;\n taker_fee: Decimal;\n maker_fee: Decimal;\n volume: Decimal;\n }>;\n globalFeeParameters: TradingApiEndpoint<\n {\n og_discount: Decimal;\n vltz_discount: Decimal;\n referee_discount: Decimal;\n referrer_rebate: Decimal;\n affiliate_referrer_rebate: Decimal;\n },\n never\n >;\n dynamicDepthConfig: TradingApiEndpoint<\n {\n markets: {\n marketId: number;\n baseDepth: number;\n thresholds: number[];\n ratios: number[];\n }[];\n },\n never\n >;\n 'wallet/:address/configuration': TradingApiEndpoint<\n {\n tier_id: Decimal;\n og_status: boolean;\n vltz_status: boolean;\n affiliate_status: boolean;\n referee_status: boolean;\n spread_discount_status: boolean;\n main_account_id: Decimal;\n },\n {\n address: string;\n }\n >;\n 'wallet/:address/stats': TradingApiEndpoint<\n WalletStats,\n {\n address: string;\n }\n >;\n 'wallet/:address/apiWalletStatus': TradingApiEndpoint<\n {\n enabledApiWallets: string[];\n },\n {\n address: string;\n }\n >;\n rlp: TradingApiEndpoint<\n {\n tvlInUsdc: number;\n tvlInRlp: number;\n rlpUsdcPrice: number;\n apy: {\n '1d': number;\n '7d': number;\n '30d': number;\n '365d': number;\n };\n numberOfDepositors: number;\n ageSeconds: number;\n },\n never\n >;\n 'wallet/:address/rlp': TradingApiEndpoint<\n {\n balanceInUsdc: number;\n balanceInRlp: number;\n },\n {\n address: string;\n }\n >;\n 'collaterals/definitions': TradingApiEndpoint<\n {\n collaterals: CollateralDefinition[];\n },\n never\n >;\n};\n\nexport type Req<P = ParamsDictionary, ReqQuery = Query> = {\n params: P;\n query: ReqQuery;\n};\n\nexport type TradingApi = {\n [K in keyof TradingApiSource as K]: {\n params: TradingApiSource[K]['params'];\n query: TradingApiSource[K]['query'];\n response: Stringified<TradingApiSource[K]['response']>;\n replication: Stringified<TradingApiSource[K]['replication']>;\n };\n};\n\ntype ReplicationModel = string \| never;\n\nexport type GenericReplicationMessage<T, model extends ReplicationModel> =\n \| {\n model: model;\n result: T;\n operation: 'create' \| 'update' \| 'upsert' \| 'delete';\n }\n \| {\n model: model;\n result: T[];\n operation: 'updateMany';\n }\n \| {\n model: model;\n result: T[];\n operation: 'createMany';\n };\n\ntype account_collateral_balance_entries = {\n id: string;\n account_id: Decimal \| null;\n collateral: string \| null;\n amount: Decimal \| null;\n transaction_hash: string;\n block_timestamp: Decimal \| null;\n block_number: Decimal;\n unique_id: bigint \| null;\n};\n\ntype account_owner_updated_snapshot = {\n account_id: Decimal;\n transaction_hash: string;\n new_owner: string \| null;\n block_timestamp: Decimal \| null;\n block_number: Decimal;\n unique_id: bigint \| null;\n event_sequence_number: bigint \| null;\n};\n\ntype positions_migration = {\n market_id: Decimal;\n account_id: Decimal;\n base: Decimal \| null;\n realized_pnl: Decimal \| null;\n last_price: Decimal \| null;\n last_price_timestamp: Decimal \| null;\n funding_value: Decimal \| null;\n base_multiplier: Decimal \| null;\n adl_unwind_price: Decimal \| null;\n average_entry_funding_value: Decimal \| null;\n session: Decimal \| null;\n exchange_id: Decimal \| null;\n transaction_hash: string;\n block_timestamp: Decimal \| null;\n block_number: Decimal;\n unique_id: bigint \| null;\n event_sequence_number: bigint \| null;\n referrer_account_id: Decimal \| null;\n referrer_fee_credit: Decimal \| null;\n};\n\ntype execution_bust = {\n event_sequence_number: bigint;\n market_id: Decimal;\n market_type: string;\n account_id: Decimal;\n counterparty_account_id: Decimal;\n account_order_id: bigint;\n counterparty_order_id: bigint;\n exchange_id: Decimal;\n failed_base: Decimal;\n price: Decimal;\n is_long: boolean;\n reason: string;\n block_timestamp: Decimal;\n block_number: Decimal;\n transaction_hash: string;\n created_at: string;\n};\n\ntype ReplicationMessage =\n // Extract the union of all `replication` values from TradingApiSource\n \| Exclude<TradingApiSource[keyof TradingApiSource]['replication'], never>\n // add messages that do not exists in TradingApiSource\n \| GenericReplicationMessage<\n account_owner_updated_snapshot,\n 'account_owner_updated_snapshot'\n >\n \| GenericReplicationMessage<\n account_collateral_balance_entries,\n 'account_collateral_balance_entries'\n >\n \| GenericReplicationMessage<account_real_balance, 'account_real_balances'>\n // PRO-126 Bug 7: `ConditionalOrdersSensitive` replication channel\n // retired with the rest of the `ConditionalOrders` DB pipeline.\n // Order data flows through the ME's `{orders}:changes` stream.\n \| GenericReplicationMessage<\n // Todo: remove after migration\n positions_migration,\n 'positions_migration'\n >\n \| GenericReplicationMessage<spot_execution, 'spot_executions'>\n \| GenericReplicationMessage<Order, 'orders'>\n \| GenericReplicationMessage<execution_bust, 'execution_busts'>;\n\nexport type SocketDepositChainDetails = {\n chainId: number;\n chainName: string;\n collateralAddress: Address;\n collateralName: string;\n collateralAddressInReyaPeriphery: Address;\n vaultAddress: Address;\n connectorAddress: Address;\n msgGasLimit: string;\n bridgeTime: number;\n};\n\nexport type SocketWithdrawChainDetails = {\n chainId: number;\n chainName: string;\n collateralAddress: Address;\n collateralName: string;\n collateralAddressInReyaCore: Address;\n msgGasLimit: string;\n bridgeFee: string;\n bridgeTime: number;\n};\n\nexport type LayerzeroDepositChainDetails = {\n chainId: number;\n chainName: string;\n collateralAddress: Address;\n collateralName: string;\n collateralAddressInReyaPeriphery: Address;\n dstEid: number;\n extraOptions: string;\n bridgeTime: number;\n};\n\nexport type LayerzeroWithdrawChainDetails = {\n chainId: number;\n chainName: string;\n collateralAddress: Address;\n collateralName: string;\n collateralAddressInReyaCore: Address;\n dstEid: number;\n bridgeFee: string;\n bridgeTime: number;\n};\n\nexport type SocketDepositInfo =\n \| { enabled: false }\n \| { enabled: true; chains: SocketDepositChainDetails[]; minAmount: number };\n\nexport type SocketWithdrawInfo =\n \| { enabled: false }\n \| { enabled: true; chains: SocketWithdrawChainDetails[]; minAmount: number };\n\nexport type LayerzeroDepositInfo =\n \| { enabled: false }\n \| {\n enabled: true;\n minAmount: number;\n chains: LayerzeroDepositChainDetails[];\n };\n\nexport type LayerzeroWithdrawInfo =\n \| { enabled: false }\n \| {\n enabled: true;\n minAmount: number;\n chains: LayerzeroWithdrawChainDetails[];\n };\n\nexport type TransferInfo = { enabled: boolean };\n\nexport type SpotInfo =\n \| { enabled: false }\n \| { enabled: true; spotMarketSymbol: string };\n\nexport type DisplayInfo = {\n advertisedInSpot: boolean;\n advertisedInPerp: boolean;\n displayName: string;\n displayDecimals: number;\n};\n\nexport type CollateralDefinition = {\n id: Uppercase<string>;\n address: Address;\n assetPairId: string;\n priceHaircut: string;\n liquidationDiscount: string;\n decimals: number;\n socketDepositInfo: SocketDepositInfo;\n socketWithdrawInfo: SocketWithdrawInfo;\n layerzeroDepositInfo: LayerzeroDepositInfo;\n layerzeroWithdrawInfo: LayerzeroWithdrawInfo;\n transferInfo: TransferInfo;\n spotInfo: SpotInfo;\n displayInfo: DisplayInfo;\n};\n\nexport type Replication = {\n [K in ReplicationMessage as `replication:${K['model']}`]: Extract<\n ReplicationMessage,\n { model: K['model'] }\n >;\n};\n"]}