npm - @reyaxyz/common - Versions diffs - 0.344.1 → 0.344.3 - Mend

@reyaxyz/common 0.344.1 → 0.344.3

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Files changed (10) hide show

package/README.md +1 -1
package/dist/trading-api-types.js.map +1 -1
package/dist/types/trading-api-types.d.ts +1 -11
package/dist/types/trading-api-types.d.ts.map +1 -1
package/dist/types/utils/calculate.d.ts.map +1 -1
package/dist/utils/calculate.js +20 -2
package/dist/utils/calculate.js.map +1 -1
package/package.json +2 -2
package/src/trading-api-types.ts +3 -23
package/src/utils/calculate.ts +27 -2

package/README.md CHANGED Viewed

@@ -6,5 +6,5 @@
 | Statements                  | Branches                | Functions                 | Lines             |
 | --------------------------- | ----------------------- | ------------------------- | ----------------- |
-| ![Statements](https://img.shields.io/badge/statements-32.57%25-red.svg?style=flat) | ![Branches](https://img.shields.io/badge/branches-30.62%25-red.svg?style=flat) | ![Functions](https://img.shields.io/badge/functions-18.37%25-red.svg?style=flat) | ![Lines](https://img.shields.io/badge/lines-33.86%25-red.svg?style=flat) |
+| ![Statements](https://img.shields.io/badge/statements-32.94%25-red.svg?style=flat) | ![Branches](https://img.shields.io/badge/branches-31.28%25-red.svg?style=flat) | ![Functions](https://img.shields.io/badge/functions-18.72%25-red.svg?style=flat) | ![Lines](https://img.shields.io/badge/lines-34.22%25-red.svg?style=flat) |

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 { 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_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 '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 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 \| GenericReplicationMessage<Order, 'orders'>;\n\nexport type Replication = {\n [K in ReplicationMessage as `replication:${K['model']}`]: Extract<\n ReplicationMessage,\n { model: K['model'] }\n >;\n};\n"]}

package/dist/types/trading-api-types.d.ts CHANGED Viewed

@@ -318,9 +318,6 @@ export type TradingApiSource = {
     'market/:marketId/data': TradingApiEndpoint<MarketData, {
         marketId: string;
     }, 'marketData'>;
-    'market/:marketId/trades': TradingApiInfiniteListEndpoint<Order, {
-        marketId: string;
-    }, 'orders'>;
     'wallet/:address/positions': TradingApiListEndpoint<Position, AddressParam, 'position', Omit<Position, 'adjusted_base' | 'adl_realized_pnl'>>;
     'wallet/:address/openOrders': TradingApiListEndpoint<ConditionalOrder, AddressParam, 'ConditionalOrders'>;
     assets: TradingApiListEndpoint<{
@@ -352,13 +349,6 @@ export type TradingApiSource = {
         address: string;
         timestamp: string;
     }>;
-    'wallet/:address/trades': TradingApiInfiniteListEndpoint<Order, {
-        address: string;
-    }, 'order_history'>;
-    'wallet/:address/trades/:type': TradingApiInfiniteListEndpoint<Order, {
-        address: string;
-        type?: 'matchOrder' | 'liquidation';
-    }, 'order_history'>;
     riskMatrices: TradingApiListEndpoint<{
         blockId: Decimal;
         matrix: string[][];
@@ -542,7 +532,7 @@ type spot_execution_bust = {
     transaction_hash: string;
     created_at: string;
 };
-type ReplicationMessage = Exclude<TradingApiSource[keyof TradingApiSource]['replication'], never> | GenericReplicationMessage<account_owner_updated_snapshot, 'account_owner_updated_snapshot'> | GenericReplicationMessage<account_collateral_balance_entries, 'account_collateral_balance_entries'> | GenericReplicationMessage<account_real_balance, 'account_real_balances'> | GenericReplicationMessage<ConditionalOrderSensitive, 'ConditionalOrdersSensitive'> | GenericReplicationMessage<positions_migration, 'positions_migration'> | GenericReplicationMessage<spot_execution, 'spot_executions'> | GenericReplicationMessage<spot_execution_bust, 'spot_execution_busts'>;
+type ReplicationMessage = Exclude<TradingApiSource[keyof TradingApiSource]['replication'], never> | GenericReplicationMessage<account_owner_updated_snapshot, 'account_owner_updated_snapshot'> | GenericReplicationMessage<account_collateral_balance_entries, 'account_collateral_balance_entries'> | GenericReplicationMessage<account_real_balance, 'account_real_balances'> | GenericReplicationMessage<ConditionalOrderSensitive, 'ConditionalOrdersSensitive'> | GenericReplicationMessage<positions_migration, 'positions_migration'> | GenericReplicationMessage<spot_execution, 'spot_executions'> | GenericReplicationMessage<spot_execution_bust, 'spot_execution_busts'> | GenericReplicationMessage<Order, 'orders'>;
 export type Replication = {
     [K in ReplicationMessage as `replication:${K['model']}`]: Extract<ReplicationMessage, {
         model: K['model'];

package/dist/types/trading-api-types.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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package/dist/utils/calculate.js CHANGED Viewed

@@ -219,10 +219,28 @@ var calculateMaxOrderSize = function (_a) {
         var gamma = isRebal ? -logF / ne : 1 / D;
         return { gamma: gamma, isRebal: isRebal };
     };
+    /**
+     * Like solveExtending, but when the rebalancing leg is capped at |NE|
+     * (pool-flip), continues with the unbalancing leg from NE = 0.
+     *
+     * For the exact rebalancing trade to NE = 0:
+     *   execRatio = ρ·exp(γ·dir·|NE|) = exp(f)·exp(−f) = 1
+     * so only fee and IMR consume margin. Then extend with γ = 1/D and ρ' = 1.
+     */
+    var extendWithFlip = function (dir, surplus, rho_, gamma_, isRebal, absNE) {
+        var result = solveExtending(dir, surplus, rho_, gamma_, isRebal, absNE);
+        if (!isRebal || result < absNE || absNE === 0)
+            return result;
+        // Pool-flip: rebalancing consumed absNE, continue unbalancing from NE = 0
+        var surplusAfter = surplus - absNE * (1 / leverage + feeRate);
+        if (surplusAfter <= 0)
+            return absNE;
+        return absNE + solveExtending(dir, surplusAfter, 1, 1 / D, false, 0);
+    };
     // ── Case 1: Extending ──────────────────────────────────────────────────
     if (tradeSign === s0) {
         var _b = getGamma(tradeSign, currentLogF, netExposure), gamma = _b.gamma, isRebal = _b.isRebal;
-        return solveExtending(s0, currNodeBalance - currIMR, rho, gamma, isRebal, Math.abs(netExposure));
+        return extendWithFlip(s0, currNodeBalance - currIMR, rho, gamma, isRebal, Math.abs(netExposure));
     }
     // ── Case 2: Reverting — close N₀, then re-extend ──────────────────────
     // Step 1: Close N₀ entirely (spec §Case 2, Step 1)
@@ -278,7 +296,7 @@ var calculateMaxOrderSize = function (_a) {
     var extDir = -s0;
     var _d = getGamma(extDir, fPrime, neAfter), gammaPrime = _d.gamma, isExtRebal = _d.isRebal;
     return (absN0 +
-        solveExtending(extDir, surplusClose, rhoPrime, gammaPrime, isExtRebal, Math.abs(neAfter)));
+        extendWithFlip(extDir, surplusClose, rhoPrime, gammaPrime, isExtRebal, Math.abs(neAfter)));
 };
 exports.calculateMaxOrderSize = calculateMaxOrderSize;
 var calculateIMR = function (_a) {

package/dist/utils/calculate.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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{ mergeMap } from './struct';\nimport BigNumber from 'bignumber.js';\n\nexport const POOL_IMR = 9.1;\n\ntype MarketId = string;\ntype Address = string;\n\n/*\n Calculates the maximum amount that can be withdrawn in terms of the token\n * (e.g., if rUSD then in rUSD terms, if WETH then in WETH terms)\n /\nexport const calculateMaxWithdraw = ({\n currentIMR,\n marginBalance,\n realBalance,\n haircut,\n price,\n}: {\n /* Current Initial Margin Requirement of the account in rUSD terms /\n currentIMR: number;\n /* Current margin balance of the account (expected to already include haircuts) in rUSD terms /\n marginBalance: number;\n /\n Current real balance of the token the user wants to withdraw in token terms.\n * For rUSD: this equals net deposits (balanceDeprecated from v2 endpoints + realized PnL).\n * For all other tokens: this equals balanceDeprecated (since realized PnL is 0 for them).\n /\n realBalance: number;\n /\n Haircut parameter of the token.\n * Note: haircut for rUSD is always expected to be 0.\n /\n haircut: number;\n /* Price of the token in rUSD terms /\n price: number;\n}): number => {\n if (currentIMR < 0 \|\| price < 0 \|\| haircut < 0) {\n throw new Error('currentIMR, price, and haircut cannot be negative');\n }\n\n if (currentIMR === 0) {\n return realBalance;\n }\n\n if (haircut === 1 \|\| price === 0) {\n return 0;\n }\n\n const availableMargin = marginBalance - currentIMR;\n const maxFromMargin = availableMargin / (price (1 - haircut));\n\n return Math.max(0, Math.min(realBalance, maxFromMargin));\n};\n\nexport const calculateMaxExposure = ({\n poolBalance,\n riskFactor,\n poolIMR = POOL_IMR,\n}: {\n poolBalance: number;\n poolIMR?: number;\n riskFactor: number;\n}) => poolBalance / (poolIMR * Math.sqrt(riskFactor));\n\n/*\n Splits a trade exposure into rebalancing and unbalancing portions relative to pool net exposure.\n * Rebalancing reduces pool's absolute exposure; unbalancing increases it.\n /\nexport const splitTradeExposure = (\n tradeExposure: number,\n poolNetExposure: number,\n): { rebalancing: number; unbalancing: number } => {\n if (tradeExposure === 0) {\n return { rebalancing: 0, unbalancing: 0 };\n }\n\n // If pool has no exposure, entire trade is unbalancing\n if (poolNetExposure === 0) {\n return { rebalancing: 0, unbalancing: tradeExposure };\n }\n\n // Opposite sign means trade increases pool exposure → pure unbalancing\n const sameSign =\n (poolNetExposure > 0 && tradeExposure > 0) \|\|\n (poolNetExposure < 0 && tradeExposure < 0);\n if (!sameSign) {\n return { rebalancing: 0, unbalancing: tradeExposure };\n }\n\n // Same sign: trade reduces pool exposure (pool takes opposite side)\n const absPool = Math.abs(poolNetExposure);\n const absTrade = Math.abs(tradeExposure);\n\n if (absTrade <= absPool) {\n // Pure rebalancing — trade doesn't cross zero\n return { rebalancing: tradeExposure, unbalancing: 0 };\n }\n\n // Mixed: rebalance up to pool exposure, then unbalance the rest\n const rebalancing = poolNetExposure;\n const unbalancing = tradeExposure - rebalancing;\n return { rebalancing, unbalancing };\n};\n\n/\n Computes the new log price multiplier (logF) after a trade, handling both\n * rebalancing and unbalancing portions.\n \n Mirrors on-chain logic in PriceMultiplier.sol:computeNewLogPriceMultiplier.\n /\nexport const computeNewLogF = ({\n currentLogF,\n tradeExposure,\n poolNetExposure,\n depthFactor,\n maxExposure,\n}: {\n currentLogF: number;\n tradeExposure: number;\n poolNetExposure: number;\n depthFactor: number;\n maxExposure: number;\n}): number => {\n if (tradeExposure === 0) return currentLogF;\n\n const { rebalancing, unbalancing } = splitTradeExposure(\n tradeExposure,\n poolNetExposure,\n );\n\n // Case 1: Has unbalancing portion (includes mixed trades)\n if (unbalancing !== 0) {\n // If also rebalancing, it brings logF to 0 by definition (trade crosses zero)\n const startLogF = rebalancing === 0 ? currentLogF : 0;\n return startLogF + unbalancing / (depthFactor maxExposure);\n }\n\n // Case 2: Only rebalancing\n // Both rebalancing and poolNetExposure have the same sign, so ratio is in [0, 1]\n if (rebalancing !== 0 && poolNetExposure !== 0) {\n const ratio = rebalancing / poolNetExposure;\n return currentLogF * (1 - ratio);\n }\n\n return currentLogF;\n};\n\n/*\n Estimates the execution price for a trade using the exponential logPriceMultiplier formula.\n \n Mirrors on-chain logic:\n * 1. computeNewLogPriceMultiplier (PriceMultiplier.sol)\n * 2. computeAmmPrice: ammPrice = oraclePrice * exp(logF)\n * 3. computeSignedSpread: executionPrice = ammPrice * (1 + signedSpread)\n \n @audit spreadDiscount not applied — known limitation, to be addressed later\n * @audit priceSpacing rounding not applied\n /\nexport const calculateEstimatedExecutionPrice = ({\n oraclePrice,\n currentLogF,\n tradeExposure,\n poolNetExposure,\n depthFactor,\n maxExposure,\n priceSpread,\n}: {\n oraclePrice: number;\n currentLogF: number;\n tradeExposure: number;\n poolNetExposure: number;\n depthFactor: number;\n maxExposure: number;\n priceSpread: number;\n}): number => {\n if (tradeExposure === 0) {\n return oraclePrice Math.exp(currentLogF);\n }\n\n // 1. Compute new logF after trade impact\n const newLogF = computeNewLogF({\n currentLogF,\n tradeExposure,\n poolNetExposure,\n depthFactor,\n maxExposure,\n });\n\n // 2. Compute AMM price: oraclePrice * exp(newLogF)\n const ammPrice = oraclePrice * Math.exp(newLogF);\n\n // 3. Apply signed spread\n const signedSpread = tradeExposure > 0 ? priceSpread : -priceSpread;\n return Math.max(0, ammPrice * (1 + signedSpread));\n};\n\nexport const calculateTradeFee = ({\n feeRate,\n tradeNotional,\n}: {\n feeRate: number;\n tradeNotional: number;\n}) => feeRate * Math.abs(tradeNotional);\n\nexport const calculateSpread = ({\n depthFactor,\n maxExposure,\n oraclePrice,\n poolPrice,\n tradeNotional,\n}: {\n depthFactor: number;\n maxExposure: number;\n oraclePrice: number;\n poolPrice: number;\n tradeNotional: number;\n}) =>\n (poolPrice / oraclePrice) \n (1 + tradeNotional / (depthFactor maxExposure) - 1) \n tradeNotional;\n\nexport const calculateEstimatedLiquidationPrice = ({\n LMR,\n accountBalance,\n isShort,\n notional,\n oraclePrice,\n}: {\n LMR: number;\n accountBalance: number;\n isShort: boolean;\n notional: number;\n oraclePrice: number;\n}) =>\n Math.max(\n 0,\n oraclePrice \n (1 - ((accountBalance - LMR) / notional) * (isShort ? -1 : 1)),\n );\n\nexport const calculateLeverage = ({\n imrMultiplier,\n riskFactor,\n}: {\n imrMultiplier: number;\n riskFactor: number;\n}) => 1 / (imrMultiplier * Math.sqrt(riskFactor));\n\nexport const calculateRequiredMargin = ({\n currIMR,\n currentNotional,\n leverage,\n tradeNotional,\n}: {\n currIMR: number;\n currentNotional: number;\n leverage: number;\n tradeNotional: number;\n}) =>\n currIMR +\n (Math.abs(currentNotional + tradeNotional) - Math.abs(currentNotional)) /\n leverage;\n\n/*\n Calculates the maximum notional trade size (unsigned, always ≥ 0).\n \n Implements the UI quant spec v2 (\"Maximum trade\") with two cases:\n * Case 1 — Extending: trade same direction as existing position.\n * Case 2 — Reverting: decompose into (a) close position exactly, then\n * (b) extend from zero in the opposite direction.\n \n All quadratics use the unsigned convention (t = \|tradeNotional\|) so the\n * positive root always corresponds to the correct direction.\n /\nexport const calculateMaxOrderSize = ({\n currIMR,\n currNodeBalance,\n currNotional,\n depthFactor,\n feeRate,\n isShortTrade,\n leverage,\n maxExposure,\n oraclePrice,\n poolPrice,\n currentLogF,\n netExposure,\n}: {\n currIMR: number;\n currNodeBalance: number;\n currNotional: number;\n depthFactor: number;\n feeRate: number;\n isShortTrade: boolean;\n leverage: number;\n maxExposure: number;\n oraclePrice: number;\n poolPrice: number;\n currentLogF: number;\n netExposure: number;\n}): number => {\n const D = depthFactor maxExposure;\n const rho = poolPrice / oraclePrice;\n const tradeSign = isShortTrade ? -1 : 1;\n const s0 = currNotional > 0 ? 1 : currNotional < 0 ? -1 : tradeSign;\n const absN0 = Math.abs(currNotional);\n\n /*\n Solve the extending quadratic (spec §Case 1) for max trade size.\n * a·t² + b·t + c = 0 where a = ρ·γ, b = s₀·(1/lev + fee) + (ρ−1), c = −surplus.\n * Root selection: pick the root whose sign matches s₀ (dir).\n * For rebalancing (a < 0), caps at \|NE\| (beyond which γ switches to unbalancing).\n /\n const solveExtending = (\n dir: number,\n surplus: number, // aka, IMRDelta\n rho_: number,\n gamma_: number,\n isRebal: boolean,\n absNE: number,\n ): number => {\n if (surplus <= 0) return 0;\n const a = rho_ gamma_;\n const b = dir * (1 / leverage + feeRate) + (rho_ - 1);\n const c = -surplus;\n // Degenerate: γ = 0 → linear equation b·t + c = 0 (rebalancing with f = 0)\n if (a === 0) {\n if (b === 0) return isRebal ? absNE : 0;\n const t = -c / b;\n if (t * dir <= 0) return isRebal ? absNE : 0;\n return isRebal ? Math.min(Math.abs(t), absNE) : Math.abs(t);\n }\n const disc = b * b - 4 * a * c;\n if (isRebal) {\n if (disc < 0) return absNE;\n const t = (-b + dir * Math.sqrt(disc)) / (2 * a);\n return t * dir <= 0 ? absNE : Math.min(Math.abs(t), absNE);\n }\n if (disc < 0)\n throw new Error(`calculateMaxOrderSize: negative discriminant (${disc})`);\n const t = (-b + dir * Math.sqrt(disc)) / (2 * a);\n if (t * dir <= 0)\n throw new Error(`calculateMaxOrderSize: no valid root (${t})`);\n return Math.abs(t);\n };\n\n // Determine γ for a trade of given direction against the current pool state\n const getGamma = (dir: number, logF: number, ne: number) => {\n const isRebal = ne !== 0 && dir === Math.sign(ne);\n const gamma = isRebal ? -logF / ne : 1 / D;\n return { gamma, isRebal };\n };\n\n // ── Case 1: Extending ──────────────────────────────────────────────────\n if (tradeSign === s0) {\n const { gamma, isRebal } = getGamma(tradeSign, currentLogF, netExposure);\n return solveExtending(\n s0,\n currNodeBalance - currIMR,\n rho,\n gamma,\n isRebal,\n Math.abs(netExposure),\n );\n }\n\n // ── Case 2: Reverting — close N₀, then re-extend ──────────────────────\n\n // Step 1: Close N₀ entirely (spec §Case 2, Step 1)\n const closeTrade = -currNotional;\n const closeDir = -s0;\n const { gamma: gammaC, isRebal: closeIsRebal } = getGamma(\n closeDir,\n currentLogF,\n netExposure,\n );\n const closeFlipsPool = closeIsRebal && absN0 > Math.abs(netExposure);\n\n // Exec price ratio: ρ·exp(γ_c·closeTrade) for non-flip, dedicated formula for flip\n const closeExecRatio = closeFlipsPool\n ? Math.exp((closeTrade - netExposure) / D)\n : rho * Math.exp(gammaC * closeTrade);\n\n const balClose =\n currNodeBalance - feeRate * absN0 + closeTrade * (1 - closeExecRatio);\n const imrClose = currIMR - absN0 / leverage;\n const surplusClose = balClose - imrClose;\n\n // Insolvency: can't fully close without going under margin.\n // Solve partial-close quadratic (spec appendix): b has flipped feeRate sign.\n // Falls back to full close (\|N₀\|) when no valid partial-close root exists.\n if (surplusClose <= 0) {\n const IMRDelta = currNodeBalance - currIMR;\n const { gamma: gammaP } = getGamma(closeDir, currentLogF, netExposure);\n const a = rho * gammaP;\n const b = s0 * (1 / leverage - feeRate) + (rho - 1);\n const c = -IMRDelta;\n\n if (a === 0) {\n if (b === 0) return absN0;\n const t = -c / b;\n if (t * closeDir <= 0) return absN0;\n return Math.min(Math.abs(t), absN0);\n }\n\n const disc = b * b - 4 * a * c;\n if (disc < 0) return absN0;\n const t = (-b + closeDir * Math.sqrt(disc)) / (2 * a);\n if (t * closeDir <= 0) return absN0;\n return Math.min(Math.abs(t), absN0);\n }\n\n // Step 2: Extend from zero in -s₀ direction with post-close pool state\n const neAfter = netExposure + currNotional;\n let fPrime: number;\n if (closeFlipsPool) {\n fPrime = (closeTrade - netExposure) / D;\n } else if (closeIsRebal) {\n fPrime = currentLogF * (1 + currNotional / netExposure);\n } else {\n fPrime = currentLogF + closeTrade / D;\n }\n const rhoPrime = Math.exp(fPrime);\n\n const extDir = -s0;\n const { gamma: gammaPrime, isRebal: isExtRebal } = getGamma(\n extDir,\n fPrime,\n neAfter,\n );\n\n return (\n absN0 +\n solveExtending(\n extDir,\n surplusClose,\n rhoPrime,\n gammaPrime,\n isExtRebal,\n Math.abs(neAfter),\n )\n );\n};\n\nexport const calculateIMR = ({\n marketLeverages,\n marketPrices,\n positions,\n}: {\n marketLeverages: Map<MarketId, number>;\n marketPrices: Map<MarketId, number>;\n positions: Map<MarketId, number>;\n}) => {\n return Array.from(positions.entries()).reduce(\n (sum, [marketId, positionSize]) => {\n const leverage = marketLeverages.get(marketId);\n return leverage\n ? sum +\n (Math.abs(positionSize) * (marketPrices.get(marketId) ?? 0)) /\n leverage\n : sum;\n },\n 0,\n );\n};\n\nexport const calculateLMR = ({\n marketPrices,\n positions,\n riskFactors,\n marketId,\n tradeSize,\n}: {\n marketId?: string;\n marketPrices: Map<MarketId, number>;\n positions: Map<MarketId, number>;\n riskFactors: Map<MarketId, number>;\n tradeSize?: number;\n}) =>\n Array.from(\n (marketId && tradeSize\n ? mergeMap(positions, [\n [marketId, (positions.get(marketId) ?? 0) + tradeSize],\n ])\n : positions\n ).entries(),\n ).reduce((sum, [marketId, positionSize]) => {\n const riskFactor = riskFactors.get(marketId);\n return riskFactor\n ? sum +\n Math.abs(positionSize) \n (marketPrices.get(marketId) ?? 0) \n Math.sqrt(riskFactor)\n : sum;\n }, 0);\n\n// if account balance is below LMR position is liquidable\n\nexport const calculateMarginRatio = ({\n LMR,\n totalBalance,\n tradeCost,\n}: {\n LMR: number;\n totalBalance: number;\n tradeCost: number;\n}) => {\n if (LMR === 0) {\n return 0;\n }\n if (tradeCost > totalBalance) {\n return 1;\n }\n if (totalBalance === tradeCost) {\n return Infinity;\n }\n return Math.min(1, LMR / (totalBalance - tradeCost));\n};\n\nexport const calculateTotalMargin = ({\n marketsTrackers,\n accountBalances,\n assetPrices,\n markPrices,\n marketsTokenInfo,\n positions,\n rUSDAddress,\n}: {\n accountBalances: Map<Address, number>;\n assetPrices: Map<Address, number>;\n markPrices: Map<Address, number>;\n marketsTokenInfo: Map<\n MarketId,\n {\n quoteTokenId: string;\n underlyingAssetId: string;\n }\n >;\n marketsTrackers: Map<\n MarketId,\n {\n longADLUnwindPrice: number;\n longBaseMultiplier: number;\n longFundingValue: number;\n shortADLUnwindPrice: number;\n shortBaseMultiplier: number;\n shortFundingValue: number;\n }\n >;\n positions: {\n adlUnwindPrice: number;\n base: number;\n baseMultiplier: number;\n fundingValue: number;\n lastPrice: number;\n marketId: string;\n realizedPnl: number;\n }[];\n rUSDAddress?: string;\n}) => {\n const pnl = new Map<Address, number>();\n const rUSDPrice = (rUSDAddress && assetPrices.get(rUSDAddress)) ?? 1;\n positions.forEach((position) => {\n const marketTracker = marketsTrackers?.get(position.marketId);\n const tokenInfo = marketsTokenInfo.get(position.marketId);\n if (!tokenInfo) return;\n let fundingCashFlow = 0;\n let adlCashFlow = 0;\n\n if (marketTracker) {\n // fundingCashFlow\n const marketTrackerFundingValue =\n position.base < 0\n ? marketTracker.shortFundingValue\n : marketTracker.longFundingValue;\n const trackerDelta = marketTrackerFundingValue - position.fundingValue;\n fundingCashFlow =\n (trackerDelta / position.baseMultiplier) * -1 * position.base;\n\n // adlCashFlow\n const adlUnwindPrice =\n ((position.base < 0\n ? marketTracker.shortADLUnwindPrice\n : marketTracker.longADLUnwindPrice) -\n position.adlUnwindPrice) /\n position.baseMultiplier;\n const baseMultiplier =\n (position.base < 0\n ? marketTracker.shortBaseMultiplier\n : marketTracker.longBaseMultiplier) / position.baseMultiplier;\n const lastPriceCoefficient = 1 - baseMultiplier;\n const initialPrice = lastPriceCoefficient * position.lastPrice;\n adlCashFlow = (adlUnwindPrice - initialPrice) * position.base;\n }\n\n const unrealizedPnl =\n ((markPrices.get(tokenInfo.quoteTokenId) ?? 0) - position.lastPrice) \n position.base;\n\n pnl.set(\n tokenInfo.underlyingAssetId,\n (pnl.get(tokenInfo.underlyingAssetId) ?? 0) +\n position.realizedPnl +\n fundingCashFlow +\n adlCashFlow +\n unrealizedPnl,\n );\n });\n\n return Array.from(accountBalances.entries()).reduce(\n (sum, [address, balance]) =>\n sum +\n (balance + (pnl.get(address) ?? 0)) \n (address === rUSDAddress\n ? 1\n : (assetPrices.get(address) ?? 0) / (rUSDPrice \|\| 1)),\n 0,\n );\n};\n\nexport const calculateFundingPnl = ({\n marketFundingValue,\n marketBaseMultiplier,\n positionAvgEntryFundingValue,\n positionAdjustedBase,\n}: {\n marketFundingValue: number;\n marketBaseMultiplier: number;\n positionAvgEntryFundingValue: number;\n positionAdjustedBase: number;\n}): number => {\n return (\n -1 \n (((marketFundingValue - positionAvgEntryFundingValue) \n positionAdjustedBase) /\n marketBaseMultiplier)\n );\n};\n\nexport const calculatePricePnl = ({\n price,\n positionAvgEntryPrice,\n positionAdjustedBase,\n}: {\n price: number;\n positionAvgEntryPrice: number;\n positionAdjustedBase: number;\n}): number => {\n return (price - positionAvgEntryPrice) * positionAdjustedBase;\n};\n\nexport const calculateRealBalance = (\n netDeposits: BigNumber,\n realized_pnl: BigNumber,\n) => {\n return netDeposits.plus(realized_pnl);\n};\n\nexport const calculatePositionAdjustedQty = (\n origQty: BigNumber,\n marketBaseMultiplier: BigNumber,\n positionBaseMultiplier: BigNumber,\n): BigNumber => {\n return origQty.times(marketBaseMultiplier).div(positionBaseMultiplier);\n};\n\n/*\n Linearly interpolate a depth ratio from a (thresholds, ratios) curve.\n * The curve implicitly starts at (exposure=0, ratio=1.0).\n * - Between thresholds: linear interpolation\n * - Above last threshold: last ratio (flat extrapolation)\n \n @param thresholds - Sorted ascending exposure thresholds in notional USD (must be non-empty)\n * @param ratios - Depth ratio at each threshold (same length as thresholds, must be non-empty)\n * @param exposure - Absolute exposure notional (must be >= 0)\n * @throws if thresholds or ratios are empty, or if they have different lengths\n /\nexport const interpolateDepthRatio = (\n thresholds: number[],\n ratios: number[],\n exposure: number,\n): number => {\n if (exposure < 0) {\n throw new Error('interpolateDepthRatio: exposure must be >= 0');\n }\n if (thresholds.length === 0 \|\| ratios.length === 0) {\n throw new Error(\n 'interpolateDepthRatio: thresholds and ratios must be non-empty',\n );\n }\n if (thresholds.length !== ratios.length) {\n throw new Error(\n 'interpolateDepthRatio: thresholds and ratios must have equal length',\n );\n }\n\n const allThresholds = [0, ...thresholds];\n const allRatios = [1.0, ...ratios];\n\n if (exposure === 0) return 1.0;\n if (exposure >= allThresholds[allThresholds.length - 1]) {\n return allRatios[allRatios.length - 1];\n }\n\n for (let i = 0; i < allThresholds.length - 1; i++) {\n if (exposure <= allThresholds[i + 1]) {\n const t =\n (exposure - allThresholds[i]) /\n (allThresholds[i + 1] - allThresholds[i]);\n return allRatios[i] + t (allRatios[i + 1] - allRatios[i]);\n }\n }\n\n throw new Error('interpolateDepthRatio: unreachable');\n};\n\n/*\n Calculate the dynamic depth factor for a trade given pool state and config.\n \n The pool takes the opposite side of the trade, so:\n * poolNotionalAfterTrade = currentPoolNotional - signedTradeNotional\n \n The depth ratio is interpolated from the exposure curve, then multiplied\n * by baseDepth to produce the final depth factor.\n \n @param baseDepth - Base depth multiplier for this market\n * @param thresholds - Sorted ascending exposure thresholds (notional USD)\n * @param ratios - Depth ratio at each threshold\n * @param currentPoolNotional - Pool's current notional in this market (signed)\n * @param signedTradeNotional - Trade notional (positive=buy, negative=sell)\n /\nexport const calculateDynamicDepthFactor = ({\n baseDepth,\n thresholds,\n ratios,\n currentPoolNotional,\n signedTradeNotional,\n}: {\n baseDepth: number;\n thresholds: number[];\n ratios: number[];\n currentPoolNotional: number;\n signedTradeNotional: number;\n}): number => {\n const poolNotionalAfterTrade = currentPoolNotional - signedTradeNotional;\n const absExposureNotional = Math.abs(poolNotionalAfterTrade);\n const depthRatio = interpolateDepthRatio(\n thresholds,\n ratios,\n absExposureNotional,\n );\n return depthRatio baseDepth;\n};\n\nexport const calculatePositionAdlPnL = ({\n marketTrackerAdlUnwindPrice,\n marketTrackerBaseMultiplier,\n positionBase,\n positionAvgEntryPrice,\n positionTrackerBaseMultiplier,\n positionTrackerAdlUnwindPrice,\n}: {\n marketTrackerAdlUnwindPrice: BigNumber;\n marketTrackerBaseMultiplier: BigNumber;\n positionBase: BigNumber;\n positionAvgEntryPrice: BigNumber;\n positionTrackerBaseMultiplier: BigNumber;\n positionTrackerAdlUnwindPrice: BigNumber;\n}): BigNumber => {\n const currentAdlUnwindPrice = marketTrackerAdlUnwindPrice\n .minus(positionTrackerAdlUnwindPrice)\n .multipliedBy(1e18)\n .div(positionTrackerBaseMultiplier);\n\n const initialPrice = positionAvgEntryPrice\n .times(\n BigNumber(1e18).minus(\n marketTrackerBaseMultiplier\n .multipliedBy(1e18)\n .div(positionTrackerBaseMultiplier),\n ),\n )\n .div(1e18);\n\n const adlPnL = positionBase\n .times(currentAdlUnwindPrice.minus(initialPrice))\n .div(1e18);\n\n return adlPnL;\n};\n"]}
1	+ 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{ mergeMap } from './struct';\nimport BigNumber from 'bignumber.js';\n\nexport const POOL_IMR = 9.1;\n\ntype MarketId = string;\ntype Address = string;\n\n/*\n Calculates the maximum amount that can be withdrawn in terms of the token\n * (e.g., if rUSD then in rUSD terms, if WETH then in WETH terms)\n /\nexport const calculateMaxWithdraw = ({\n currentIMR,\n marginBalance,\n realBalance,\n haircut,\n price,\n}: {\n /* Current Initial Margin Requirement of the account in rUSD terms /\n currentIMR: number;\n /* Current margin balance of the account (expected to already include haircuts) in rUSD terms /\n marginBalance: number;\n /\n Current real balance of the token the user wants to withdraw in token terms.\n * For rUSD: this equals net deposits (balanceDeprecated from v2 endpoints + realized PnL).\n * For all other tokens: this equals balanceDeprecated (since realized PnL is 0 for them).\n /\n realBalance: number;\n /\n Haircut parameter of the token.\n * Note: haircut for rUSD is always expected to be 0.\n /\n haircut: number;\n /* Price of the token in rUSD terms /\n price: number;\n}): number => {\n if (currentIMR < 0 \|\| price < 0 \|\| haircut < 0) {\n throw new Error('currentIMR, price, and haircut cannot be negative');\n }\n\n if (currentIMR === 0) {\n return realBalance;\n }\n\n if (haircut === 1 \|\| price === 0) {\n return 0;\n }\n\n const availableMargin = marginBalance - currentIMR;\n const maxFromMargin = availableMargin / (price (1 - haircut));\n\n return Math.max(0, Math.min(realBalance, maxFromMargin));\n};\n\nexport const calculateMaxExposure = ({\n poolBalance,\n riskFactor,\n poolIMR = POOL_IMR,\n}: {\n poolBalance: number;\n poolIMR?: number;\n riskFactor: number;\n}) => poolBalance / (poolIMR * Math.sqrt(riskFactor));\n\n/*\n Splits a trade exposure into rebalancing and unbalancing portions relative to pool net exposure.\n * Rebalancing reduces pool's absolute exposure; unbalancing increases it.\n /\nexport const splitTradeExposure = (\n tradeExposure: number,\n poolNetExposure: number,\n): { rebalancing: number; unbalancing: number } => {\n if (tradeExposure === 0) {\n return { rebalancing: 0, unbalancing: 0 };\n }\n\n // If pool has no exposure, entire trade is unbalancing\n if (poolNetExposure === 0) {\n return { rebalancing: 0, unbalancing: tradeExposure };\n }\n\n // Opposite sign means trade increases pool exposure → pure unbalancing\n const sameSign =\n (poolNetExposure > 0 && tradeExposure > 0) \|\|\n (poolNetExposure < 0 && tradeExposure < 0);\n if (!sameSign) {\n return { rebalancing: 0, unbalancing: tradeExposure };\n }\n\n // Same sign: trade reduces pool exposure (pool takes opposite side)\n const absPool = Math.abs(poolNetExposure);\n const absTrade = Math.abs(tradeExposure);\n\n if (absTrade <= absPool) {\n // Pure rebalancing — trade doesn't cross zero\n return { rebalancing: tradeExposure, unbalancing: 0 };\n }\n\n // Mixed: rebalance up to pool exposure, then unbalance the rest\n const rebalancing = poolNetExposure;\n const unbalancing = tradeExposure - rebalancing;\n return { rebalancing, unbalancing };\n};\n\n/\n Computes the new log price multiplier (logF) after a trade, handling both\n * rebalancing and unbalancing portions.\n \n Mirrors on-chain logic in PriceMultiplier.sol:computeNewLogPriceMultiplier.\n /\nexport const computeNewLogF = ({\n currentLogF,\n tradeExposure,\n poolNetExposure,\n depthFactor,\n maxExposure,\n}: {\n currentLogF: number;\n tradeExposure: number;\n poolNetExposure: number;\n depthFactor: number;\n maxExposure: number;\n}): number => {\n if (tradeExposure === 0) return currentLogF;\n\n const { rebalancing, unbalancing } = splitTradeExposure(\n tradeExposure,\n poolNetExposure,\n );\n\n // Case 1: Has unbalancing portion (includes mixed trades)\n if (unbalancing !== 0) {\n // If also rebalancing, it brings logF to 0 by definition (trade crosses zero)\n const startLogF = rebalancing === 0 ? currentLogF : 0;\n return startLogF + unbalancing / (depthFactor maxExposure);\n }\n\n // Case 2: Only rebalancing\n // Both rebalancing and poolNetExposure have the same sign, so ratio is in [0, 1]\n if (rebalancing !== 0 && poolNetExposure !== 0) {\n const ratio = rebalancing / poolNetExposure;\n return currentLogF * (1 - ratio);\n }\n\n return currentLogF;\n};\n\n/*\n Estimates the execution price for a trade using the exponential logPriceMultiplier formula.\n \n Mirrors on-chain logic:\n * 1. computeNewLogPriceMultiplier (PriceMultiplier.sol)\n * 2. computeAmmPrice: ammPrice = oraclePrice * exp(logF)\n * 3. computeSignedSpread: executionPrice = ammPrice * (1 + signedSpread)\n \n @audit spreadDiscount not applied — known limitation, to be addressed later\n * @audit priceSpacing rounding not applied\n /\nexport const calculateEstimatedExecutionPrice = ({\n oraclePrice,\n currentLogF,\n tradeExposure,\n poolNetExposure,\n depthFactor,\n maxExposure,\n priceSpread,\n}: {\n oraclePrice: number;\n currentLogF: number;\n tradeExposure: number;\n poolNetExposure: number;\n depthFactor: number;\n maxExposure: number;\n priceSpread: number;\n}): number => {\n if (tradeExposure === 0) {\n return oraclePrice Math.exp(currentLogF);\n }\n\n // 1. Compute new logF after trade impact\n const newLogF = computeNewLogF({\n currentLogF,\n tradeExposure,\n poolNetExposure,\n depthFactor,\n maxExposure,\n });\n\n // 2. Compute AMM price: oraclePrice * exp(newLogF)\n const ammPrice = oraclePrice * Math.exp(newLogF);\n\n // 3. Apply signed spread\n const signedSpread = tradeExposure > 0 ? priceSpread : -priceSpread;\n return Math.max(0, ammPrice * (1 + signedSpread));\n};\n\nexport const calculateTradeFee = ({\n feeRate,\n tradeNotional,\n}: {\n feeRate: number;\n tradeNotional: number;\n}) => feeRate * Math.abs(tradeNotional);\n\nexport const calculateSpread = ({\n depthFactor,\n maxExposure,\n oraclePrice,\n poolPrice,\n tradeNotional,\n}: {\n depthFactor: number;\n maxExposure: number;\n oraclePrice: number;\n poolPrice: number;\n tradeNotional: number;\n}) =>\n (poolPrice / oraclePrice) \n (1 + tradeNotional / (depthFactor maxExposure) - 1) \n tradeNotional;\n\nexport const calculateEstimatedLiquidationPrice = ({\n LMR,\n accountBalance,\n isShort,\n notional,\n oraclePrice,\n}: {\n LMR: number;\n accountBalance: number;\n isShort: boolean;\n notional: number;\n oraclePrice: number;\n}) =>\n Math.max(\n 0,\n oraclePrice \n (1 - ((accountBalance - LMR) / notional) * (isShort ? -1 : 1)),\n );\n\nexport const calculateLeverage = ({\n imrMultiplier,\n riskFactor,\n}: {\n imrMultiplier: number;\n riskFactor: number;\n}) => 1 / (imrMultiplier * Math.sqrt(riskFactor));\n\nexport const calculateRequiredMargin = ({\n currIMR,\n currentNotional,\n leverage,\n tradeNotional,\n}: {\n currIMR: number;\n currentNotional: number;\n leverage: number;\n tradeNotional: number;\n}) =>\n currIMR +\n (Math.abs(currentNotional + tradeNotional) - Math.abs(currentNotional)) /\n leverage;\n\n/*\n Calculates the maximum notional trade size (unsigned, always ≥ 0).\n \n Implements the UI quant spec v2 (\"Maximum trade\") with two cases:\n * Case 1 — Extending: trade same direction as existing position.\n * Case 2 — Reverting: decompose into (a) close position exactly, then\n * (b) extend from zero in the opposite direction.\n \n All quadratics use the unsigned convention (t = \|tradeNotional\|) so the\n * positive root always corresponds to the correct direction.\n /\nexport const calculateMaxOrderSize = ({\n currIMR,\n currNodeBalance,\n currNotional,\n depthFactor,\n feeRate,\n isShortTrade,\n leverage,\n maxExposure,\n oraclePrice,\n poolPrice,\n currentLogF,\n netExposure,\n}: {\n currIMR: number;\n currNodeBalance: number;\n currNotional: number;\n depthFactor: number;\n feeRate: number;\n isShortTrade: boolean;\n leverage: number;\n maxExposure: number;\n oraclePrice: number;\n poolPrice: number;\n currentLogF: number;\n netExposure: number;\n}): number => {\n const D = depthFactor maxExposure;\n const rho = poolPrice / oraclePrice;\n const tradeSign = isShortTrade ? -1 : 1;\n const s0 = currNotional > 0 ? 1 : currNotional < 0 ? -1 : tradeSign;\n const absN0 = Math.abs(currNotional);\n\n /*\n Solve the extending quadratic (spec §Case 1) for max trade size.\n * a·t² + b·t + c = 0 where a = ρ·γ, b = s₀·(1/lev + fee) + (ρ−1), c = −surplus.\n * Root selection: pick the root whose sign matches s₀ (dir).\n * For rebalancing (a < 0), caps at \|NE\| (beyond which γ switches to unbalancing).\n /\n const solveExtending = (\n dir: number,\n surplus: number, // aka, IMRDelta\n rho_: number,\n gamma_: number,\n isRebal: boolean,\n absNE: number,\n ): number => {\n if (surplus <= 0) return 0;\n const a = rho_ gamma_;\n const b = dir * (1 / leverage + feeRate) + (rho_ - 1);\n const c = -surplus;\n // Degenerate: γ = 0 → linear equation b·t + c = 0 (rebalancing with f = 0)\n if (a === 0) {\n if (b === 0) return isRebal ? absNE : 0;\n const t = -c / b;\n if (t * dir <= 0) return isRebal ? absNE : 0;\n return isRebal ? Math.min(Math.abs(t), absNE) : Math.abs(t);\n }\n const disc = b * b - 4 * a * c;\n if (isRebal) {\n if (disc < 0) return absNE;\n const t = (-b + dir * Math.sqrt(disc)) / (2 * a);\n return t * dir <= 0 ? absNE : Math.min(Math.abs(t), absNE);\n }\n if (disc < 0)\n throw new Error(`calculateMaxOrderSize: negative discriminant (${disc})`);\n const t = (-b + dir * Math.sqrt(disc)) / (2 * a);\n if (t * dir <= 0)\n throw new Error(`calculateMaxOrderSize: no valid root (${t})`);\n return Math.abs(t);\n };\n\n // Determine γ for a trade of given direction against the current pool state\n const getGamma = (dir: number, logF: number, ne: number) => {\n const isRebal = ne !== 0 && dir === Math.sign(ne);\n const gamma = isRebal ? -logF / ne : 1 / D;\n return { gamma, isRebal };\n };\n\n /*\n Like solveExtending, but when the rebalancing leg is capped at \|NE\|\n * (pool-flip), continues with the unbalancing leg from NE = 0.\n \n For the exact rebalancing trade to NE = 0:\n * execRatio = ρ·exp(γ·dir·\|NE\|) = exp(f)·exp(−f) = 1\n * so only fee and IMR consume margin. Then extend with γ = 1/D and ρ' = 1.\n /\n const extendWithFlip = (\n dir: number,\n surplus: number,\n rho_: number,\n gamma_: number,\n isRebal: boolean,\n absNE: number,\n ): number => {\n const result = solveExtending(dir, surplus, rho_, gamma_, isRebal, absNE);\n if (!isRebal \|\| result < absNE \|\| absNE === 0) return result;\n\n // Pool-flip: rebalancing consumed absNE, continue unbalancing from NE = 0\n const surplusAfter = surplus - absNE (1 / leverage + feeRate);\n if (surplusAfter <= 0) return absNE;\n return absNE + solveExtending(dir, surplusAfter, 1, 1 / D, false, 0);\n };\n\n // ── Case 1: Extending ──────────────────────────────────────────────────\n if (tradeSign === s0) {\n const { gamma, isRebal } = getGamma(tradeSign, currentLogF, netExposure);\n return extendWithFlip(\n s0,\n currNodeBalance - currIMR,\n rho,\n gamma,\n isRebal,\n Math.abs(netExposure),\n );\n }\n\n // ── Case 2: Reverting — close N₀, then re-extend ──────────────────────\n\n // Step 1: Close N₀ entirely (spec §Case 2, Step 1)\n const closeTrade = -currNotional;\n const closeDir = -s0;\n const { gamma: gammaC, isRebal: closeIsRebal } = getGamma(\n closeDir,\n currentLogF,\n netExposure,\n );\n const closeFlipsPool = closeIsRebal && absN0 > Math.abs(netExposure);\n\n // Exec price ratio: ρ·exp(γ_c·closeTrade) for non-flip, dedicated formula for flip\n const closeExecRatio = closeFlipsPool\n ? Math.exp((closeTrade - netExposure) / D)\n : rho * Math.exp(gammaC * closeTrade);\n\n const balClose =\n currNodeBalance - feeRate * absN0 + closeTrade * (1 - closeExecRatio);\n const imrClose = currIMR - absN0 / leverage;\n const surplusClose = balClose - imrClose;\n\n // Insolvency: can't fully close without going under margin.\n // Solve partial-close quadratic (spec appendix): b has flipped feeRate sign.\n // Falls back to full close (\|N₀\|) when no valid partial-close root exists.\n if (surplusClose <= 0) {\n const IMRDelta = currNodeBalance - currIMR;\n const { gamma: gammaP } = getGamma(closeDir, currentLogF, netExposure);\n const a = rho * gammaP;\n const b = s0 * (1 / leverage - feeRate) + (rho - 1);\n const c = -IMRDelta;\n\n if (a === 0) {\n if (b === 0) return absN0;\n const t = -c / b;\n if (t * closeDir <= 0) return absN0;\n return Math.min(Math.abs(t), absN0);\n }\n\n const disc = b * b - 4 * a * c;\n if (disc < 0) return absN0;\n const t = (-b + closeDir * Math.sqrt(disc)) / (2 * a);\n if (t * closeDir <= 0) return absN0;\n return Math.min(Math.abs(t), absN0);\n }\n\n // Step 2: Extend from zero in -s₀ direction with post-close pool state\n const neAfter = netExposure + currNotional;\n let fPrime: number;\n if (closeFlipsPool) {\n fPrime = (closeTrade - netExposure) / D;\n } else if (closeIsRebal) {\n fPrime = currentLogF * (1 + currNotional / netExposure);\n } else {\n fPrime = currentLogF + closeTrade / D;\n }\n const rhoPrime = Math.exp(fPrime);\n\n const extDir = -s0;\n const { gamma: gammaPrime, isRebal: isExtRebal } = getGamma(\n extDir,\n fPrime,\n neAfter,\n );\n\n return (\n absN0 +\n extendWithFlip(\n extDir,\n surplusClose,\n rhoPrime,\n gammaPrime,\n isExtRebal,\n Math.abs(neAfter),\n )\n );\n};\n\nexport const calculateIMR = ({\n marketLeverages,\n marketPrices,\n positions,\n}: {\n marketLeverages: Map<MarketId, number>;\n marketPrices: Map<MarketId, number>;\n positions: Map<MarketId, number>;\n}) => {\n return Array.from(positions.entries()).reduce(\n (sum, [marketId, positionSize]) => {\n const leverage = marketLeverages.get(marketId);\n return leverage\n ? sum +\n (Math.abs(positionSize) * (marketPrices.get(marketId) ?? 0)) /\n leverage\n : sum;\n },\n 0,\n );\n};\n\nexport const calculateLMR = ({\n marketPrices,\n positions,\n riskFactors,\n marketId,\n tradeSize,\n}: {\n marketId?: string;\n marketPrices: Map<MarketId, number>;\n positions: Map<MarketId, number>;\n riskFactors: Map<MarketId, number>;\n tradeSize?: number;\n}) =>\n Array.from(\n (marketId && tradeSize\n ? mergeMap(positions, [\n [marketId, (positions.get(marketId) ?? 0) + tradeSize],\n ])\n : positions\n ).entries(),\n ).reduce((sum, [marketId, positionSize]) => {\n const riskFactor = riskFactors.get(marketId);\n return riskFactor\n ? sum +\n Math.abs(positionSize) \n (marketPrices.get(marketId) ?? 0) \n Math.sqrt(riskFactor)\n : sum;\n }, 0);\n\n// if account balance is below LMR position is liquidable\n\nexport const calculateMarginRatio = ({\n LMR,\n totalBalance,\n tradeCost,\n}: {\n LMR: number;\n totalBalance: number;\n tradeCost: number;\n}) => {\n if (LMR === 0) {\n return 0;\n }\n if (tradeCost > totalBalance) {\n return 1;\n }\n if (totalBalance === tradeCost) {\n return Infinity;\n }\n return Math.min(1, LMR / (totalBalance - tradeCost));\n};\n\nexport const calculateTotalMargin = ({\n marketsTrackers,\n accountBalances,\n assetPrices,\n markPrices,\n marketsTokenInfo,\n positions,\n rUSDAddress,\n}: {\n accountBalances: Map<Address, number>;\n assetPrices: Map<Address, number>;\n markPrices: Map<Address, number>;\n marketsTokenInfo: Map<\n MarketId,\n {\n quoteTokenId: string;\n underlyingAssetId: string;\n }\n >;\n marketsTrackers: Map<\n MarketId,\n {\n longADLUnwindPrice: number;\n longBaseMultiplier: number;\n longFundingValue: number;\n shortADLUnwindPrice: number;\n shortBaseMultiplier: number;\n shortFundingValue: number;\n }\n >;\n positions: {\n adlUnwindPrice: number;\n base: number;\n baseMultiplier: number;\n fundingValue: number;\n lastPrice: number;\n marketId: string;\n realizedPnl: number;\n }[];\n rUSDAddress?: string;\n}) => {\n const pnl = new Map<Address, number>();\n const rUSDPrice = (rUSDAddress && assetPrices.get(rUSDAddress)) ?? 1;\n positions.forEach((position) => {\n const marketTracker = marketsTrackers?.get(position.marketId);\n const tokenInfo = marketsTokenInfo.get(position.marketId);\n if (!tokenInfo) return;\n let fundingCashFlow = 0;\n let adlCashFlow = 0;\n\n if (marketTracker) {\n // fundingCashFlow\n const marketTrackerFundingValue =\n position.base < 0\n ? marketTracker.shortFundingValue\n : marketTracker.longFundingValue;\n const trackerDelta = marketTrackerFundingValue - position.fundingValue;\n fundingCashFlow =\n (trackerDelta / position.baseMultiplier) * -1 * position.base;\n\n // adlCashFlow\n const adlUnwindPrice =\n ((position.base < 0\n ? marketTracker.shortADLUnwindPrice\n : marketTracker.longADLUnwindPrice) -\n position.adlUnwindPrice) /\n position.baseMultiplier;\n const baseMultiplier =\n (position.base < 0\n ? marketTracker.shortBaseMultiplier\n : marketTracker.longBaseMultiplier) / position.baseMultiplier;\n const lastPriceCoefficient = 1 - baseMultiplier;\n const initialPrice = lastPriceCoefficient * position.lastPrice;\n adlCashFlow = (adlUnwindPrice - initialPrice) * position.base;\n }\n\n const unrealizedPnl =\n ((markPrices.get(tokenInfo.quoteTokenId) ?? 0) - position.lastPrice) \n position.base;\n\n pnl.set(\n tokenInfo.underlyingAssetId,\n (pnl.get(tokenInfo.underlyingAssetId) ?? 0) +\n position.realizedPnl +\n fundingCashFlow +\n adlCashFlow +\n unrealizedPnl,\n );\n });\n\n return Array.from(accountBalances.entries()).reduce(\n (sum, [address, balance]) =>\n sum +\n (balance + (pnl.get(address) ?? 0)) \n (address === rUSDAddress\n ? 1\n : (assetPrices.get(address) ?? 0) / (rUSDPrice \|\| 1)),\n 0,\n );\n};\n\nexport const calculateFundingPnl = ({\n marketFundingValue,\n marketBaseMultiplier,\n positionAvgEntryFundingValue,\n positionAdjustedBase,\n}: {\n marketFundingValue: number;\n marketBaseMultiplier: number;\n positionAvgEntryFundingValue: number;\n positionAdjustedBase: number;\n}): number => {\n return (\n -1 \n (((marketFundingValue - positionAvgEntryFundingValue) \n positionAdjustedBase) /\n marketBaseMultiplier)\n );\n};\n\nexport const calculatePricePnl = ({\n price,\n positionAvgEntryPrice,\n positionAdjustedBase,\n}: {\n price: number;\n positionAvgEntryPrice: number;\n positionAdjustedBase: number;\n}): number => {\n return (price - positionAvgEntryPrice) * positionAdjustedBase;\n};\n\nexport const calculateRealBalance = (\n netDeposits: BigNumber,\n realized_pnl: BigNumber,\n) => {\n return netDeposits.plus(realized_pnl);\n};\n\nexport const calculatePositionAdjustedQty = (\n origQty: BigNumber,\n marketBaseMultiplier: BigNumber,\n positionBaseMultiplier: BigNumber,\n): BigNumber => {\n return origQty.times(marketBaseMultiplier).div(positionBaseMultiplier);\n};\n\n/*\n Linearly interpolate a depth ratio from a (thresholds, ratios) curve.\n * The curve implicitly starts at (exposure=0, ratio=1.0).\n * - Between thresholds: linear interpolation\n * - Above last threshold: last ratio (flat extrapolation)\n \n @param thresholds - Sorted ascending exposure thresholds in notional USD (must be non-empty)\n * @param ratios - Depth ratio at each threshold (same length as thresholds, must be non-empty)\n * @param exposure - Absolute exposure notional (must be >= 0)\n * @throws if thresholds or ratios are empty, or if they have different lengths\n /\nexport const interpolateDepthRatio = (\n thresholds: number[],\n ratios: number[],\n exposure: number,\n): number => {\n if (exposure < 0) {\n throw new Error('interpolateDepthRatio: exposure must be >= 0');\n }\n if (thresholds.length === 0 \|\| ratios.length === 0) {\n throw new Error(\n 'interpolateDepthRatio: thresholds and ratios must be non-empty',\n );\n }\n if (thresholds.length !== ratios.length) {\n throw new Error(\n 'interpolateDepthRatio: thresholds and ratios must have equal length',\n );\n }\n\n const allThresholds = [0, ...thresholds];\n const allRatios = [1.0, ...ratios];\n\n if (exposure === 0) return 1.0;\n if (exposure >= allThresholds[allThresholds.length - 1]) {\n return allRatios[allRatios.length - 1];\n }\n\n for (let i = 0; i < allThresholds.length - 1; i++) {\n if (exposure <= allThresholds[i + 1]) {\n const t =\n (exposure - allThresholds[i]) /\n (allThresholds[i + 1] - allThresholds[i]);\n return allRatios[i] + t (allRatios[i + 1] - allRatios[i]);\n }\n }\n\n throw new Error('interpolateDepthRatio: unreachable');\n};\n\n/*\n Calculate the dynamic depth factor for a trade given pool state and config.\n \n The pool takes the opposite side of the trade, so:\n * poolNotionalAfterTrade = currentPoolNotional - signedTradeNotional\n \n The depth ratio is interpolated from the exposure curve, then multiplied\n * by baseDepth to produce the final depth factor.\n \n @param baseDepth - Base depth multiplier for this market\n * @param thresholds - Sorted ascending exposure thresholds (notional USD)\n * @param ratios - Depth ratio at each threshold\n * @param currentPoolNotional - Pool's current notional in this market (signed)\n * @param signedTradeNotional - Trade notional (positive=buy, negative=sell)\n /\nexport const calculateDynamicDepthFactor = ({\n baseDepth,\n thresholds,\n ratios,\n currentPoolNotional,\n signedTradeNotional,\n}: {\n baseDepth: number;\n thresholds: number[];\n ratios: number[];\n currentPoolNotional: number;\n signedTradeNotional: number;\n}): number => {\n const poolNotionalAfterTrade = currentPoolNotional - signedTradeNotional;\n const absExposureNotional = Math.abs(poolNotionalAfterTrade);\n const depthRatio = interpolateDepthRatio(\n thresholds,\n ratios,\n absExposureNotional,\n );\n return depthRatio baseDepth;\n};\n\nexport const calculatePositionAdlPnL = ({\n marketTrackerAdlUnwindPrice,\n marketTrackerBaseMultiplier,\n positionBase,\n positionAvgEntryPrice,\n positionTrackerBaseMultiplier,\n positionTrackerAdlUnwindPrice,\n}: {\n marketTrackerAdlUnwindPrice: BigNumber;\n marketTrackerBaseMultiplier: BigNumber;\n positionBase: BigNumber;\n positionAvgEntryPrice: BigNumber;\n positionTrackerBaseMultiplier: BigNumber;\n positionTrackerAdlUnwindPrice: BigNumber;\n}): BigNumber => {\n const currentAdlUnwindPrice = marketTrackerAdlUnwindPrice\n .minus(positionTrackerAdlUnwindPrice)\n .multipliedBy(1e18)\n .div(positionTrackerBaseMultiplier);\n\n const initialPrice = positionAvgEntryPrice\n .times(\n BigNumber(1e18).minus(\n marketTrackerBaseMultiplier\n .multipliedBy(1e18)\n .div(positionTrackerBaseMultiplier),\n ),\n )\n .div(1e18);\n\n const adlPnL = positionBase\n .times(currentAdlUnwindPrice.minus(initialPrice))\n .div(1e18);\n\n return adlPnL;\n};\n"]}

package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "@reyaxyz/common",
-  "version": "0.344.1",
+  "version": "0.344.3",
   "publishConfig": {
     "access": "public",
     "registry": "https://registry.npmjs.org"
@@ -45,5 +45,5 @@
     "generate:coverage-badges": "npx istanbul-badges-readme --silent"
   },
   "packageManager": "pnpm@8.3.1",
-  "gitHead": "d053c2a017e7831f3c4dfcb8351bf1f963ea6f9d"
+  "gitHead": "9007ee62cea166f75f7ac148ee17f8d691716c10"
 }

package/src/trading-api-types.ts CHANGED Viewed

@@ -30,6 +30,7 @@ type Candle = {
   resolution: CandleResolution;
 };
+// Used only for PerpExecutionReplicationData (replication:orders messages)
 type Order = {
   id: string;
   market_id: Decimal | null;
@@ -401,13 +402,6 @@ export type TradingApiSource = {
     },
     'marketData'
   >;
-  'market/:marketId/trades': TradingApiInfiniteListEndpoint<
-    Order,
-    {
-      marketId: string;
-    },
-    'orders'
-  >;
   'wallet/:address/positions': TradingApiListEndpoint<
     Position,
     AddressParam,
@@ -473,21 +467,6 @@ export type TradingApiSource = {
       timestamp: string;
     }
   >;
-  'wallet/:address/trades': TradingApiInfiniteListEndpoint<
-    Order,
-    {
-      address: string;
-    },
-    'order_history'
-  >;
-  'wallet/:address/trades/:type': TradingApiInfiniteListEndpoint<
-    Order,
-    {
-      address: string;
-      type?: 'matchOrder' | 'liquidation';
-    },
-    'order_history'
-  >;
   riskMatrices: TradingApiListEndpoint<
     {
       blockId: Decimal;
@@ -741,7 +720,8 @@ type ReplicationMessage =
       'positions_migration'
     >
   | GenericReplicationMessage<spot_execution, 'spot_executions'>
-  | GenericReplicationMessage<spot_execution_bust, 'spot_execution_busts'>;
+  | GenericReplicationMessage<spot_execution_bust, 'spot_execution_busts'>
+  | GenericReplicationMessage<Order, 'orders'>;
 export type Replication = {
   [K in ReplicationMessage as `replication:${K['model']}`]: Extract<

package/src/utils/calculate.ts CHANGED Viewed

@@ -352,10 +352,35 @@ export const calculateMaxOrderSize = ({
     return { gamma, isRebal };
   };
+  /**
+   * Like solveExtending, but when the rebalancing leg is capped at |NE|
+   * (pool-flip), continues with the unbalancing leg from NE = 0.
+   *
+   * For the exact rebalancing trade to NE = 0:
+   *   execRatio = ρ·exp(γ·dir·|NE|) = exp(f)·exp(−f) = 1
+   * so only fee and IMR consume margin. Then extend with γ = 1/D and ρ' = 1.
+   */
+  const extendWithFlip = (
+    dir: number,
+    surplus: number,
+    rho_: number,
+    gamma_: number,
+    isRebal: boolean,
+    absNE: number,
+  ): number => {
+    const result = solveExtending(dir, surplus, rho_, gamma_, isRebal, absNE);
+    if (!isRebal || result < absNE || absNE === 0) return result;
+    // Pool-flip: rebalancing consumed absNE, continue unbalancing from NE = 0
+    const surplusAfter = surplus - absNE * (1 / leverage + feeRate);
+    if (surplusAfter <= 0) return absNE;
+    return absNE + solveExtending(dir, surplusAfter, 1, 1 / D, false, 0);
+  };
   // ── Case 1: Extending ──────────────────────────────────────────────────
   if (tradeSign === s0) {
     const { gamma, isRebal } = getGamma(tradeSign, currentLogF, netExposure);
-    return solveExtending(
+    return extendWithFlip(
       s0,
       currNodeBalance - currIMR,
       rho,
@@ -432,7 +457,7 @@ export const calculateMaxOrderSize = ({
   return (
     absN0 +
-    solveExtending(
+    extendWithFlip(
       extDir,
       surplusClose,
       rhoPrime,