@reyaxyz/common 0.353.0 → 0.354.0

package/README.md

@@ -6,5 +6,5 @@
 
 | Statements                  | Branches                | Functions                 | Lines             |
 | --------------------------- | ----------------------- | ------------------------- | ----------------- |
-| ![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) |
+| ![Statements](https://img.shields.io/badge/statements-35.28%25-red.svg?style=flat) | ![Branches](https://img.shields.io/badge/branches-30.98%25-red.svg?style=flat) | ![Functions](https://img.shields.io/badge/functions-21.92%25-red.svg?style=flat) | ![Lines](https://img.shields.io/badge/lines-36.61%25-red.svg?style=flat) |
 

package/dist/types/utils/compute-trade-pnl.d.ts

@@ -0,0 +1,39 @@
+export type TradePnlInput = {
+    /** Position average entry price (position_last_price) — used for openingFee */
+    avgEntryPrice: number;
+    /** Executed base amount (signed — positive = buy, negative = sell) */
+    executedBase: number;
+    /** Execution price of this trade */
+    executionPrice: number;
+    /** Total fee for this execution (rUSD) */
+    fee: number;
+    /** Position base AFTER this execution */
+    postOrderBase: number;
+    /** Previous position base multiplier */
+    previousBaseMultiplier: number | undefined;
+    /** Previous position average entry funding value */
+    previousEntryFundingValue: number | undefined;
+    /** Previous position entry price (position_previous_last_price) */
+    previousEntryPrice: number | undefined;
+    /** Previous position funding value (market funding value at time of previous trade) */
+    previousFundingValue: number | undefined;
+};
+export type TradePnlResult = {
+    fundingPnl: string;
+    openingFee: string;
+    priceVariationPnl: string;
+    realizedPnl: string;
+} | null;
+/**
+ * Compute execution-level PnL for a perpetual trade.
+ *
+ * Returns null when PnL is not applicable (position-extending executions,
+ * missing previous state). Returns computed values only when a position is
+ * being unwound or flipped.
+ *
+ * All inputs should be pre-normalized to numbers (from Prisma Decimal, string, etc.).
+ * This function is the single source of truth for this computation — used by both
+ * the REST transformer (packages/api) and the WS transformer (packages/bun-socket).
+ */
+export declare function computeTradePnl(input: TradePnlInput): TradePnlResult;
+//# sourceMappingURL=compute-trade-pnl.d.ts.map

package/dist/types/utils/compute-trade-pnl.d.ts.map

@@ -0,0 +1 @@
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package/dist/types/utils/index.d.ts

@@ -1,6 +1,7 @@
 export * from './consts';
 export * from './points';
 export * from './calculate';
+export * from './compute-trade-pnl';
 export * from './struct';
 export * from './cooldown-interval';
 export * from './network';

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package/dist/utils/compute-trade-pnl.js

@@ -0,0 +1,60 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.computeTradePnl = void 0;
+var calculate_1 = require("./calculate");
+/**
+ * Compute execution-level PnL for a perpetual trade.
+ *
+ * Returns null when PnL is not applicable (position-extending executions,
+ * missing previous state). Returns computed values only when a position is
+ * being unwound or flipped.
+ *
+ * All inputs should be pre-normalized to numbers (from Prisma Decimal, string, etc.).
+ * This function is the single source of truth for this computation — used by both
+ * the REST transformer (packages/api) and the WS transformer (packages/bun-socket).
+ */
+function computeTradePnl(input) {
+    var avgEntryPrice = input.avgEntryPrice, executedBase = input.executedBase, executionPrice = input.executionPrice, fee = input.fee, postOrderBase = input.postOrderBase, previousBaseMultiplier = input.previousBaseMultiplier, previousEntryFundingValue = input.previousEntryFundingValue, previousEntryPrice = input.previousEntryPrice, previousFundingValue = input.previousFundingValue;
+    if (executedBase === 0) {
+        return null;
+    }
+    var preOrderBase = postOrderBase - executedBase;
+    // Position-extending: PnL not applicable
+    if (preOrderBase === 0 ||
+        (preOrderBase > 0 && executedBase > 0) ||
+        (preOrderBase < 0 && executedBase < 0)) {
+        return null;
+    }
+    // Missing previous state: can't compute PnL
+    if (previousEntryPrice == null ||
+        previousEntryFundingValue == null ||
+        previousFundingValue == null ||
+        previousBaseMultiplier == null) {
+        return null;
+    }
+    // For unwinding: adjustedBase = -executedBase; for flipping: adjustedBase = preOrderBase
+    var isUnwinding = (preOrderBase >= 0 && postOrderBase >= 0) ||
+        (preOrderBase <= 0 && postOrderBase <= 0);
+    var adjustedBase = isUnwinding ? -executedBase : preOrderBase;
+    var openingFee = executionPrice !== 0 ? fee * (avgEntryPrice / executionPrice) : 0;
+    var priceVariationPnl = (0, calculate_1.calculatePricePnl)({
+        positionAdjustedBase: adjustedBase,
+        positionAvgEntryPrice: previousEntryPrice,
+        price: executionPrice,
+    });
+    var fundingPnl = (0, calculate_1.calculateFundingPnl)({
+        marketBaseMultiplier: previousBaseMultiplier,
+        marketFundingValue: previousFundingValue,
+        positionAdjustedBase: adjustedBase,
+        positionAvgEntryFundingValue: previousEntryFundingValue,
+    });
+    var realizedPnl = priceVariationPnl + fundingPnl;
+    return {
+        fundingPnl: fundingPnl.toString(),
+        openingFee: openingFee.toString(),
+        priceVariationPnl: priceVariationPnl.toString(),
+        realizedPnl: realizedPnl.toString(),
+    };
+}
+exports.computeTradePnl = computeTradePnl;
+//# sourceMappingURL=compute-trade-pnl.js.map

package/dist/utils/compute-trade-pnl.js.map

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Returns computed values only when a position is\n * being unwound or flipped.\n *\n * All inputs should be pre-normalized to numbers (from Prisma Decimal, string, etc.).\n * This function is the single source of truth for this computation — used by both\n * the REST transformer (packages/api) and the WS transformer (packages/bun-socket).\n */\nexport function computeTradePnl(input: TradePnlInput): TradePnlResult {\n  const {\n    avgEntryPrice,\n    executedBase,\n    executionPrice,\n    fee,\n    postOrderBase,\n    previousBaseMultiplier,\n    previousEntryFundingValue,\n    previousEntryPrice,\n    previousFundingValue,\n  } = input;\n\n  if (executedBase === 0) {\n    return null;\n  }\n\n  const preOrderBase = postOrderBase - executedBase;\n\n  // Position-extending: PnL not applicable\n  if (\n    preOrderBase === 0 ||\n    (preOrderBase > 0 && executedBase > 0) ||\n    (preOrderBase < 0 && executedBase < 0)\n  ) {\n    return null;\n  }\n\n  // Missing previous state: can't compute PnL\n  if (\n    previousEntryPrice == null ||\n    previousEntryFundingValue == null ||\n    previousFundingValue == null ||\n    previousBaseMultiplier == null\n  ) {\n    return null;\n  }\n\n  // For unwinding: adjustedBase = -executedBase; for flipping: adjustedBase = preOrderBase\n  const isUnwinding =\n    (preOrderBase >= 0 && postOrderBase >= 0) ||\n    (preOrderBase <= 0 && postOrderBase <= 0);\n  const adjustedBase = isUnwinding ? -executedBase : preOrderBase;\n\n  const openingFee =\n    executionPrice !== 0 ? fee * (avgEntryPrice / executionPrice) : 0;\n\n  const priceVariationPnl = calculatePricePnl({\n    positionAdjustedBase: adjustedBase,\n    positionAvgEntryPrice: previousEntryPrice,\n    price: executionPrice,\n  });\n\n  const fundingPnl = calculateFundingPnl({\n    marketBaseMultiplier: previousBaseMultiplier,\n    marketFundingValue: previousFundingValue,\n    positionAdjustedBase: adjustedBase,\n    positionAvgEntryFundingValue: previousEntryFundingValue,\n  });\n\n  const realizedPnl = priceVariationPnl + fundingPnl;\n\n  return {\n    fundingPnl: fundingPnl.toString(),\n    openingFee: openingFee.toString(),\n    priceVariationPnl: priceVariationPnl.toString(),\n    realizedPnl: realizedPnl.toString(),\n  };\n}\n"]}

package/dist/utils/index.js

@@ -17,6 +17,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
 __exportStar(require("./consts"), exports);
 __exportStar(require("./points"), exports);
 __exportStar(require("./calculate"), exports);
+__exportStar(require("./compute-trade-pnl"), exports);
 __exportStar(require("./struct"), exports);
 __exportStar(require("./cooldown-interval"), exports);
 __exportStar(require("./network"), exports);

package/dist/utils/index.js.map

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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@reyaxyz/common",
-  "version": "0.353.0",
+  "version": "0.354.0",
   "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": "55982357c559a61429f777198d538baa6eaaca1a"
+  "gitHead": "c25ee96d94116ee145130c5561d0e2b74460ed16"
 }

package/src/utils/compute-trade-pnl.ts

@@ -0,0 +1,110 @@
+import { calculateFundingPnl, calculatePricePnl } from './calculate';
+
+export type TradePnlInput = {
+  /** Position average entry price (position_last_price) — used for openingFee */
+  avgEntryPrice: number;
+  /** Executed base amount (signed — positive = buy, negative = sell) */
+  executedBase: number;
+  /** Execution price of this trade */
+  executionPrice: number;
+  /** Total fee for this execution (rUSD) */
+  fee: number;
+  /** Position base AFTER this execution */
+  postOrderBase: number;
+  /** Previous position base multiplier */
+  previousBaseMultiplier: number | undefined;
+  /** Previous position average entry funding value */
+  previousEntryFundingValue: number | undefined;
+  /** Previous position entry price (position_previous_last_price) */
+  previousEntryPrice: number | undefined;
+  /** Previous position funding value (market funding value at time of previous trade) */
+  previousFundingValue: number | undefined;
+};
+
+export type TradePnlResult = {
+  fundingPnl: string;
+  openingFee: string;
+  priceVariationPnl: string;
+  realizedPnl: string;
+} | null;
+
+/**
+ * Compute execution-level PnL for a perpetual trade.
+ *
+ * Returns null when PnL is not applicable (position-extending executions,
+ * missing previous state). Returns computed values only when a position is
+ * being unwound or flipped.
+ *
+ * All inputs should be pre-normalized to numbers (from Prisma Decimal, string, etc.).
+ * This function is the single source of truth for this computation — used by both
+ * the REST transformer (packages/api) and the WS transformer (packages/bun-socket).
+ */
+export function computeTradePnl(input: TradePnlInput): TradePnlResult {
+  const {
+    avgEntryPrice,
+    executedBase,
+    executionPrice,
+    fee,
+    postOrderBase,
+    previousBaseMultiplier,
+    previousEntryFundingValue,
+    previousEntryPrice,
+    previousFundingValue,
+  } = input;
+
+  if (executedBase === 0) {
+    return null;
+  }
+
+  const preOrderBase = postOrderBase - executedBase;
+
+  // Position-extending: PnL not applicable
+  if (
+    preOrderBase === 0 ||
+    (preOrderBase > 0 && executedBase > 0) ||
+    (preOrderBase < 0 && executedBase < 0)
+  ) {
+    return null;
+  }
+
+  // Missing previous state: can't compute PnL
+  if (
+    previousEntryPrice == null ||
+    previousEntryFundingValue == null ||
+    previousFundingValue == null ||
+    previousBaseMultiplier == null
+  ) {
+    return null;
+  }
+
+  // For unwinding: adjustedBase = -executedBase; for flipping: adjustedBase = preOrderBase
+  const isUnwinding =
+    (preOrderBase >= 0 && postOrderBase >= 0) ||
+    (preOrderBase <= 0 && postOrderBase <= 0);
+  const adjustedBase = isUnwinding ? -executedBase : preOrderBase;
+
+  const openingFee =
+    executionPrice !== 0 ? fee * (avgEntryPrice / executionPrice) : 0;
+
+  const priceVariationPnl = calculatePricePnl({
+    positionAdjustedBase: adjustedBase,
+    positionAvgEntryPrice: previousEntryPrice,
+    price: executionPrice,
+  });
+
+  const fundingPnl = calculateFundingPnl({
+    marketBaseMultiplier: previousBaseMultiplier,
+    marketFundingValue: previousFundingValue,
+    positionAdjustedBase: adjustedBase,
+    positionAvgEntryFundingValue: previousEntryFundingValue,
+  });
+
+  const realizedPnl = priceVariationPnl + fundingPnl;
+
+  return {
+    fundingPnl: fundingPnl.toString(),
+    openingFee: openingFee.toString(),
+    priceVariationPnl: priceVariationPnl.toString(),
+    realizedPnl: realizedPnl.toString(),
+  };
+}

package/src/utils/index.ts

@@ -1,6 +1,7 @@
 export * from './consts';
 export * from './points';
 export * from './calculate';
+export * from './compute-trade-pnl';
 export * from './struct';
 export * from './cooldown-interval';
 export * from './network';