npm - @reyaxyz/common - Versions diffs - 0.362.1 → 0.363.0 - Mend

@reyaxyz/common 0.362.1 → 0.363.0

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

Files changed (104) hide show

package/README.md +1 -1
package/dist/commands/exposure/command.js +8 -22
package/dist/commands/exposure/command.js.map +1 -1
package/dist/incentives-api-types.js.map +1 -1
package/dist/services/getNativeToken.js +1 -0
package/dist/services/getNativeToken.js.map +1 -1
package/dist/services/getSocketAddresses.js +1 -0
package/dist/services/getSocketAddresses.js.map +1 -1
package/dist/trading-api-types.js.map +1 -1
package/dist/transactions/abis/Errors.json +1638 -34
package/dist/transactions/abis/OrdersGateway.json +729 -123
package/dist/transactions/abis/PassivePerpProxy.json +542 -0
package/dist/transactions/buildMulticallTx.js.map +1 -1
package/dist/transactions/consts.js +1 -2
package/dist/transactions/consts.js.map +1 -1
package/dist/transactions/contractAddresses.js +45 -5
package/dist/transactions/contractAddresses.js.map +1 -1
package/dist/transactions/sign.js +237 -111
package/dist/transactions/sign.js.map +1 -1
package/dist/types/commands/exposure/command.d.ts +8 -7
package/dist/types/commands/exposure/command.d.ts.map +1 -1
package/dist/types/incentives-api-types.d.ts +61 -5
package/dist/types/incentives-api-types.d.ts.map +1 -1
package/dist/types/services/getNativeToken.d.ts.map +1 -1
package/dist/types/services/getSocketAddresses.d.ts.map +1 -1
package/dist/types/trading-api-types.d.ts +200 -32
package/dist/types/trading-api-types.d.ts.map +1 -1
package/dist/types/transactions/buildMulticallTx.d.ts +1 -0
package/dist/types/transactions/buildMulticallTx.d.ts.map +1 -1
package/dist/types/transactions/consts.d.ts +0 -1
package/dist/types/transactions/consts.d.ts.map +1 -1
package/dist/types/transactions/contractAddresses.d.ts +0 -1
package/dist/types/transactions/contractAddresses.d.ts.map +1 -1
package/dist/types/transactions/sign.d.ts +113 -9
package/dist/types/transactions/sign.d.ts.map +1 -1
package/dist/types/types.d.ts +61 -65
package/dist/types/types.d.ts.map +1 -1
package/dist/types/utils/calculate.d.ts.map +1 -1
package/dist/types/utils/consts.d.ts +2 -2
package/dist/types/utils/consts.d.ts.map +1 -1
package/dist/types/utils/error-sanitizer.d.ts +15 -0
package/dist/types/utils/error-sanitizer.d.ts.map +1 -0
package/dist/types/utils/index.d.ts +3 -0
package/dist/types/utils/index.d.ts.map +1 -1
package/dist/types/utils/network.d.ts.map +1 -1
package/dist/types/utils/number.d.ts +5 -0
package/dist/types/utils/number.d.ts.map +1 -1
package/dist/types/utils/realized-balance.d.ts +54 -0
package/dist/types/utils/realized-balance.d.ts.map +1 -0
package/dist/types/utils/throttled-error.d.ts +42 -0
package/dist/types/utils/throttled-error.d.ts.map +1 -0
package/dist/types/utils/token/normalize.d.ts +2 -1
package/dist/types/utils/token/normalize.d.ts.map +1 -1
package/dist/types/utils/token/token-info-getters.d.ts.map +1 -1
package/dist/types/utils/token/token-info.d.ts.map +1 -1
package/dist/types.js +25 -11
package/dist/types.js.map +1 -1
package/dist/utils/calculate.js +18 -9
package/dist/utils/calculate.js.map +1 -1
package/dist/utils/consts.js +2 -7
package/dist/utils/consts.js.map +1 -1
package/dist/utils/error-sanitizer.js +135 -0
package/dist/utils/error-sanitizer.js.map +1 -0
package/dist/utils/index.js +3 -0
package/dist/utils/index.js.map +1 -1
package/dist/utils/network.js +4 -0
package/dist/utils/network.js.map +1 -1
package/dist/utils/number.js +96 -1
package/dist/utils/number.js.map +1 -1
package/dist/utils/realized-balance.js +126 -0
package/dist/utils/realized-balance.js.map +1 -0
package/dist/utils/throttled-error.js +60 -0
package/dist/utils/throttled-error.js.map +1 -0
package/dist/utils/token/normalize.js +2 -2
package/dist/utils/token/normalize.js.map +1 -1
package/dist/utils/token/token-info-getters.js +80 -5
package/dist/utils/token/token-info-getters.js.map +1 -1
package/dist/utils/token/token-info.js +7 -0
package/dist/utils/token/token-info.js.map +1 -1
package/package.json +3 -3
package/src/commands/exposure/command.ts +8 -38
package/src/incentives-api-types.ts +60 -5
package/src/services/getNativeToken.ts +1 -0
package/src/services/getSocketAddresses.ts +1 -0
package/src/trading-api-types.ts +258 -39
package/src/transactions/abis/Errors.json +5478 -3874
package/src/transactions/abis/OrdersGateway.json +730 -124
package/src/transactions/abis/PassivePerpProxy.json +542 -0
package/src/transactions/buildMulticallTx.ts +4 -0
package/src/transactions/consts.ts +0 -1
package/src/transactions/contractAddresses.ts +42 -7
package/src/transactions/sign.ts +306 -150
package/src/types.ts +98 -83
package/src/utils/calculate.ts +21 -8
package/src/utils/consts.ts +4 -16
package/src/utils/error-sanitizer.ts +137 -0
package/src/utils/index.ts +3 -0
package/src/utils/network.ts +4 -0
package/src/utils/number.ts +110 -0
package/src/utils/realized-balance.ts +163 -0
package/src/utils/throttled-error.ts +85 -0
package/src/utils/token/normalize.ts +6 -1
package/src/utils/token/token-info-getters.ts +104 -6
package/src/utils/token/token-info.ts +42 -0

package/README.md CHANGED Viewed

@@ -6,5 +6,5 @@
 | Statements                  | Branches                | Functions                 | Lines             |
 | --------------------------- | ----------------------- | ------------------------- | ----------------- |
-| ![Statements](https://img.shields.io/badge/statements-37.28%25-red.svg?style=flat) | ![Branches](https://img.shields.io/badge/branches-33.58%25-red.svg?style=flat) | ![Functions](https://img.shields.io/badge/functions-24.34%25-red.svg?style=flat) | ![Lines](https://img.shields.io/badge/lines-38.59%25-red.svg?style=flat) |
+| ![Statements](https://img.shields.io/badge/statements-50.67%25-red.svg?style=flat) | ![Branches](https://img.shields.io/badge/branches-47.44%25-red.svg?style=flat) | ![Functions](https://img.shields.io/badge/functions-37.94%25-red.svg?style=flat) | ![Lines](https://img.shields.io/badge/lines-53.49%25-red.svg?style=flat) |

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

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

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

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

	@@ -1 +1 @@
1	- {"version":3,"file":"incentives-api-types.js","sourceRoot":"/","sources":["incentives-api-types.ts"],"names":[],"mappings":"","sourcesContent":["import {\n AddressParam,\n ApiEndpoint,\n ApiInfiniteListEndpoint,\n ApiListEndpoint,\n PaginatedQueryParams,\n FailableResult,\n Stringified,\n} from './api-types';\nimport { Rank, RankTrading } from './types';\n\nexport type PointsBreakdown = {\n totalPoints: number;\n tradingPoints: number;\n stakingPoints: number;\n signalPoints: number;\n rank: number;\n};\n\nexport type IncentivesUserPointsData = {\n weekly: PointsBreakdown;\n total: PointsBreakdown;\n};\n\nexport type IncentivesUserRanks = {\n walletAddress: string;\n tradingRank: RankTrading;\n stakingRank: Rank;\n};\n\nexport type IncentivesUserBoosts = {\n walletAddress: string;\n tradingBoost: number;\n stakingBoost: number;\n loyaltyBoost: number;\n};\n\nexport type IncentivesUserSummaryData = {\n walletAddress: string;\n points: IncentivesUserPointsData;\n ranks: Omit<IncentivesUserRanks, 'walletAddress'>;\n boosts: Omit<IncentivesUserBoosts, 'walletAddress'>;\n};\n\nexport type IncentivesLeaderBoardEntry = {\n rank: number;\n walletAddress: string;\n totalPoints: number;\n tradingPoints: number;\n stakingPoints: number;\n signalPoints: number;\n isCurrentUser?: boolean;\n};\n\nexport type IncentivesPointsHistoryEntry = {\n walletAddress: string;\n totalXpOG: number;\n totalXpOGRanked: number;\n liquidityReferralXpOG: number;\n liquidityXpOG: number;\n rankMultiplierOG: number;\n rankOG: Rank;\n stakingPointsOG: number;\n liquidityReferralXpSeason1: number;\n liquidityXpSeason1: number;\n liquidityXpSeason1Ranked: number;\n rankMultiplierSeason1: number;\n rankSeason1: Rank;\n stakingPointsSeason1: number;\n tradingReferralXpSeason1: number;\n tradingXpSeason1: number;\n tradingXpSeason1Ranked: number;\n tradingRankMultiplierSeason1: number;\n tradingRankSeason1: RankTrading;\n tradingPointsSeason1: number;\n liquidityReferralXpSeason2: number;\n liquidityXpSeason2: number;\n rankSeason2: Rank;\n stakingPointsSeason2: number;\n tradingReferralXpSeason2: number;\n tradingXpSeason2: number;\n tradingRankSeason2: RankTrading;\n tradingPointsSeason2: number;\n totalLiquidityXp: number;\n totalLiquidityReferralXp: number;\n totalTradingXp: number;\n totalTradingReferralXp: number;\n totalXp: number;\n totalPoints: number;\n};\n\~~nexport~~ ~~type~~ ~~LeaderBoardParams~~ = { ~~type~~: 'weekly' \| '~~total~~' };\n\nexport type TradingCompetitionRoundParams = { round: number };\n\nexport type TradingCompetitionUserSummaryData =\n \| {\n status: 'out';\n }\n \| {\n status: 'in';\n realizedPnl: number;\n position: number;\n volume: number;\n volumePosition: number;\n };\n\nexport type TradingCompetitionLeaderboardEntry = {\n walletAddress: string;\n realizedPnl: number;\n position: number;\n};\n\nexport type IncentivesStreakStatus = {\n currentStreakDay: number \| 'upcoming' \| 'ended';\n timeUntilNextStreakDay: number;\n};\n\nexport type IncentivesStreakMarketVolume = {\n symbol: string;\n volume: number;\n};\n\nexport type IncentivesStreakDayActivity = {\n day: number;\n markets: IncentivesStreakMarketVolume[];\n};\n\nexport type IncentivesStreakUserActivity = IncentivesStreakStatus & {\n walletAddress: string;\n days: IncentivesStreakDayActivity[];\n};\n\nexport type IncentivesApiSource = {\n 'incentives/points': ApiEndpoint<\n {\n total: number;\n ~~weekly~~: number;\n },\n never\n >;\n\n 'incentives/leaderBoard/:type': ApiInfiniteListEndpoint<\n IncentivesLeaderBoardEntry,\n LeaderBoardParams,\n PaginatedQueryParams\n >;\n\n 'incentives/wallet/:address': ApiEndpoint<\n IncentivesUserSummaryData,\n AddressParam\n >;\n\n 'incentives/wallet/:address/referralsLeaderBoard/:type': ApiListEndpoint<\n IncentivesLeaderBoardEntry,\n AddressParam & LeaderBoardParams\n >;\n\n 'incentives/wallet/:address/pointsHistory': ApiEndpoint<\n IncentivesPointsHistoryEntry,\n AddressParam\n >;\n\n 'incentives/tradingCompetition/:round': ApiEndpoint<\n {\n entries: TradingCompetitionLeaderboardEntry[];\n status: 'live' \| 'ended';\n refreshedAt: number;\n },\n TradingCompetitionRoundParams\n >;\n\n 'incentives/wallet/:address/tradingCompetition/:round': ApiEndpoint<\n TradingCompetitionUserSummaryData,\n AddressParam & TradingCompetitionRoundParams\n >;\n\n 'incentives/wallet/:address/tradingCompetition/:round/registration': ApiEndpoint<\n { registered: boolean },\n AddressParam & TradingCompetitionRoundParams\n >;\n\n 'incentives/wallet/:address/tradingCompetition/:round/claim': ApiEndpoint<\n FailableResult,\n AddressParam & TradingCompetitionRoundParams,\n { code: string }\n >;\n\n 'incentives/streak': ApiEndpoint<IncentivesStreakStatus, never>;\n\n 'incentives/streak/wallet/:address': ApiEndpoint<\n IncentivesStreakUserActivity,\n AddressParam\n >;\n\n 'incentives/vip/wallet/:address': ApiEndpoint<\n {\n walletAddress: string;\n isVip: boolean;\n registered: boolean;\n hasInviteLink: boolean;\n registeredAt: number \| null;\n },\n AddressParam\n >;\n\n 'incentives/vip/wallet/:address/nonce': ApiEndpoint<\n FailableResult<{\n nonce: string;\n message: string;\n expiresAt: number;\n }>,\n AddressParam\n >;\n\n 'incentives/vip/wallet/:address/register': ApiEndpoint<\n FailableResult<{\n inviteLink: string;\n alreadyRegistered: boolean;\n }>,\n AddressParam\n >;\n\n 'incentives/waitlist/status/:address': ApiEndpoint<\n {\n status: 'none' \| 'waiting' \| 'admitted' \| 'rejected';\n staked: boolean \| null;\n x: { username: string; followedAt: string \| null } \| null;\n email: string \| null;\n share: { lastAt: string \| null; nextAt: string \| null };\n },\n AddressParam\n >;\n};\n\nexport type IncentivesApi = {\n [K in keyof IncentivesApiSource]: {\n params: IncentivesApiSource[K]['params'];\n query: IncentivesApiSource[K]['query'];\n response: Stringified<IncentivesApiSource[K]['response']>;\n };\n};\n"]}
1	+ {"version":3,"file":"incentives-api-types.js","sourceRoot":"/","sources":["incentives-api-types.ts"],"names":[],"mappings":"","sourcesContent":["import {\n AddressParam,\n ApiEndpoint,\n ApiInfiniteListEndpoint,\n ApiListEndpoint,\n PaginatedQueryParams,\n FailableResult,\n Stringified,\n} from './api-types';\nimport { Rank, RankTrading } from './types';\n\nexport type PointsBreakdown = {\n totalPoints: number;\n tradingPoints: number;\n stakingPoints: number;\n signalPoints: number;\n rank: number;\n};\n\n/** A points season as served by the API. `endsAt` is null while the season is active. /\nexport type IncentivesSeason = {\n id: number;\n name: string;\n startsAt: string;\n endsAt: string \| null;\n};\n\n/* A wallet's frozen result in a closed season. Forfeited wallets read zero in every figure. /\nexport type IncentivesClosedSeasonPoints = PointsBreakdown & {\n season: IncentivesSeason;\n forfeited: boolean;\n};\n\nexport type IncentivesUserPointsData = {\n /* Latest weekly leaderboard of the active season. /\n weekly: PointsBreakdown;\n /* Running cumulative total of the active season. /\n season: PointsBreakdown;\n /* Final results of every closed season, oldest first (zeros where the wallet never scored). /\n closedSeasons: IncentivesClosedSeasonPoints[];\n};\n\nexport type IncentivesUserRanks = {\n walletAddress: string;\n tradingRank: RankTrading;\n stakingRank: Rank;\n};\n\nexport type IncentivesUserBoosts = {\n walletAddress: string;\n tradingBoost: number;\n stakingBoost: number;\n loyaltyBoost: number;\n};\n\n/* Live retention progress in the scorer's current (windowStartedAt, asOf] period. /\nexport type IncentivesRetention = {\n /* Previous archival, or season start before the first archival; an ISO UTC instant. /\n windowStartedAt: string;\n /* Query cutoff, an ISO UTC instant. /\n asOf: string;\n /* Sorted distinct UTC YYYY-MM-DD dates of matched perp fills, using block time on either leg. /\n tradingDates: string[];\n tradingDays: number;\n requiredDays: number;\n boostMultiplier: number;\n /* Meets the retention day threshold; does not guarantee a points award. /\n qualified: boolean;\n /* Current retention factor on volume XP, before other scoring rules. /\n appliedMultiplier: number;\n};\n\nexport type IncentivesUserSummaryData = {\n walletAddress: string;\n /* The season `points.weekly` and `points.season` belong to. /\n activeSeason: IncentivesSeason;\n points: IncentivesUserPointsData;\n ranks: Omit<IncentivesUserRanks, 'walletAddress'>;\n boosts: Omit<IncentivesUserBoosts, 'walletAddress'>;\n /* Live progress, separate from archived points.weekly; null outside active V2 scoring. /\n retention: IncentivesRetention \| null;\n};\n\nexport type IncentivesLeaderBoardEntry = {\n rank: number;\n walletAddress: string;\n totalPoints: number;\n tradingPoints: number;\n stakingPoints: number;\n signalPoints: number;\n isCurrentUser?: boolean;\n};\n\nexport type IncentivesPointsHistoryEntry = {\n walletAddress: string;\n totalXpOG: number;\n totalXpOGRanked: number;\n liquidityReferralXpOG: number;\n liquidityXpOG: number;\n rankMultiplierOG: number;\n rankOG: Rank;\n stakingPointsOG: number;\n liquidityReferralXpSeason1: number;\n liquidityXpSeason1: number;\n liquidityXpSeason1Ranked: number;\n rankMultiplierSeason1: number;\n rankSeason1: Rank;\n stakingPointsSeason1: number;\n tradingReferralXpSeason1: number;\n tradingXpSeason1: number;\n tradingXpSeason1Ranked: number;\n tradingRankMultiplierSeason1: number;\n tradingRankSeason1: RankTrading;\n tradingPointsSeason1: number;\n liquidityReferralXpSeason2: number;\n liquidityXpSeason2: number;\n rankSeason2: Rank;\n stakingPointsSeason2: number;\n tradingReferralXpSeason2: number;\n tradingXpSeason2: number;\n tradingRankSeason2: RankTrading;\n tradingPointsSeason2: number;\n totalLiquidityXp: number;\n totalLiquidityReferralXp: number;\n totalTradingXp: number;\n totalTradingReferralXp: number;\n totalXp: number;\n totalPoints: number;\n};\n\n/\n `weekly` = latest weekly leaderboard of the active season; `season` = a whole season: the\n * running cumulative of the active season by default, or the frozen result of the season selected\n * with the `seasonId` query parameter once it is closed.\n /\nexport type LeaderBoardType = 'weekly' \| 'season';\nexport type LeaderBoardParams = { type: LeaderBoardType };\n/* `seasonId` selects the season for `type=season` (default: the active one); ignored for `weekly`. /\nexport type LeaderBoardQuery = { seasonId?: string };\n\nexport type TradingCompetitionRoundParams = { round: number };\n\nexport type TradingCompetitionUserSummaryData =\n \| {\n status: 'out';\n }\n \| {\n status: 'in';\n realizedPnl: number;\n position: number;\n volume: number;\n volumePosition: number;\n };\n\nexport type TradingCompetitionLeaderboardEntry = {\n walletAddress: string;\n realizedPnl: number;\n position: number;\n};\n\nexport type IncentivesStreakStatus = {\n currentStreakDay: number \| 'upcoming' \| 'ended';\n timeUntilNextStreakDay: number;\n};\n\nexport type IncentivesStreakMarketVolume = {\n symbol: string;\n volume: number;\n};\n\nexport type IncentivesStreakDayActivity = {\n day: number;\n markets: IncentivesStreakMarketVolume[];\n};\n\nexport type IncentivesStreakUserActivity = IncentivesStreakStatus & {\n walletAddress: string;\n days: IncentivesStreakDayActivity[];\n};\n\nexport type IncentivesApiSource = {\n 'incentives/points': ApiEndpoint<\n {\n activeSeason: IncentivesSeason;\n /* Points issued in the latest weekly leaderboard of the active season. /\n weekly: number;\n /* Running total of the active season. /\n season: number;\n /* Frozen totals of every closed season, oldest first (forfeited wallets excluded). /\n closedSeasons: { season: IncentivesSeason; totalPoints: number }[];\n },\n never\n >;\n\n 'incentives/leaderBoard/:type': ApiInfiniteListEndpoint<\n IncentivesLeaderBoardEntry,\n LeaderBoardParams,\n PaginatedQueryParams & LeaderBoardQuery\n >;\n\n 'incentives/wallet/:address': ApiEndpoint<\n IncentivesUserSummaryData,\n AddressParam\n >;\n\n 'incentives/wallet/:address/referralsLeaderBoard/:type': ApiListEndpoint<\n IncentivesLeaderBoardEntry,\n AddressParam & LeaderBoardParams,\n LeaderBoardQuery\n >;\n\n 'incentives/wallet/:address/pointsHistory': ApiEndpoint<\n IncentivesPointsHistoryEntry,\n AddressParam\n >;\n\n 'incentives/tradingCompetition/:round': ApiEndpoint<\n {\n entries: TradingCompetitionLeaderboardEntry[];\n status: 'live' \| 'ended';\n refreshedAt: number;\n },\n TradingCompetitionRoundParams\n >;\n\n 'incentives/wallet/:address/tradingCompetition/:round': ApiEndpoint<\n TradingCompetitionUserSummaryData,\n AddressParam & TradingCompetitionRoundParams\n >;\n\n 'incentives/wallet/:address/tradingCompetition/:round/registration': ApiEndpoint<\n { registered: boolean },\n AddressParam & TradingCompetitionRoundParams\n >;\n\n 'incentives/wallet/:address/tradingCompetition/:round/claim': ApiEndpoint<\n FailableResult,\n AddressParam & TradingCompetitionRoundParams,\n { code: string }\n >;\n\n 'incentives/streak': ApiEndpoint<IncentivesStreakStatus, never>;\n\n 'incentives/streak/wallet/:address': ApiEndpoint<\n IncentivesStreakUserActivity,\n AddressParam\n >;\n\n 'incentives/vip/wallet/:address': ApiEndpoint<\n {\n walletAddress: string;\n isVip: boolean;\n registered: boolean;\n hasInviteLink: boolean;\n registeredAt: number \| null;\n },\n AddressParam\n >;\n\n 'incentives/vip/wallet/:address/nonce': ApiEndpoint<\n FailableResult<{\n nonce: string;\n message: string;\n expiresAt: number;\n }>,\n AddressParam\n >;\n\n 'incentives/vip/wallet/:address/register': ApiEndpoint<\n FailableResult<{\n inviteLink: string;\n alreadyRegistered: boolean;\n }>,\n AddressParam\n >;\n\n 'incentives/waitlist/status/:address': ApiEndpoint<\n {\n status: 'none' \| 'waiting' \| 'admitted' \| 'rejected';\n staked: boolean \| null;\n x: { username: string; followedAt: string \| null } \| null;\n email: string \| null;\n share: { lastAt: string \| null; nextAt: string \| null };\n /* tier * 1000 + min(position in the tier, 999); null when not ranked. */\n rank: number \| null;\n },\n AddressParam\n >;\n};\n\nexport type IncentivesApi = {\n [K in keyof IncentivesApiSource]: {\n params: IncentivesApiSource[K]['params'];\n query: IncentivesApiSource[K]['query'];\n response: Stringified<IncentivesApiSource[K]['response']>;\n };\n};\n"]}

package/dist/services/getNativeToken.js CHANGED Viewed

@@ -12,6 +12,7 @@ var nativeToken = (_a = {},
     _a[types_1.MoneyInOutChainId.arbitrumOne] = 'ETH',
     _a[types_1.MoneyInOutChainId.baseMainnet] = 'ETH',
     // testnet
+    _a[types_1.ReyaChainId.reyaLocal] = 'ETH',
     _a[types_1.ReyaChainId.reyaCronos] = 'ETH',
     _a[types_1.MoneyInOutChainId.arbitrumSepolia] = 'ETH',
     _a[types_1.MoneyInOutChainId.opSepolia] = 'ETH',

package/dist/services/getNativeToken.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"getNativeToken.js","sourceRoot":"/","sources":["services/getNativeToken.ts"],"names":[],"mappings":";;;;AAAA,kCAAqE;AAErE,IAAM,WAAW;IACf,UAAU;IACV,GAAC,mBAAW,CAAC,WAAW,IAAG,KAAK;IAChC,GAAC,yBAAiB,CAAC,eAAe,IAAG,KAAK;IAC1C,GAAC,yBAAiB,CAAC,SAAS,IAAG,KAAK;IACpC,GAAC,yBAAiB,CAAC,cAAc,IAAG,OAAO;IAC3C,GAAC,yBAAiB,CAAC,WAAW,IAAG,KAAK;IACtC,GAAC,yBAAiB,CAAC,WAAW,IAAG,KAAK;IACtC,UAAU;IACV,GAAC,mBAAW,CAAC,UAAU,IAAG,KAAK;IAC/B,GAAC,yBAAiB,CAAC,eAAe,IAAG,KAAK;IAC1C,GAAC,yBAAiB,CAAC,SAAS,IAAG,KAAK;IACpC,GAAC,yBAAiB,CAAC,eAAe,IAAG,KAAK;OAC3C,CAAC;AAEK,IAAM,cAAc,GAAG,UAC5B,OAAwC;IAExC,OAAO,WAAW,CAAC,OAAO,CAAC,CAAC;AAC9B,CAAC,CAAC;AAJW,QAAA,cAAc,kBAIzB","sourcesContent":["import { MoneyInOutChainId, ReyaChainId, TokenName } from '../types';\n\nconst nativeToken: Record<MoneyInOutChainId \| ReyaChainId, TokenName> = {\n // mainnet\n [ReyaChainId.reyaNetwork]: 'ETH',\n [MoneyInOutChainId.ethereumMainnet]: 'ETH',\n [MoneyInOutChainId.opMainnet]: 'ETH',\n [MoneyInOutChainId.polygonMainnet]: 'MATIC',\n [MoneyInOutChainId.arbitrumOne]: 'ETH',\n [MoneyInOutChainId.baseMainnet]: 'ETH',\n // testnet\n [ReyaChainId.reyaCronos]: 'ETH',\n [MoneyInOutChainId.arbitrumSepolia]: 'ETH',\n [MoneyInOutChainId.opSepolia]: 'ETH',\n [MoneyInOutChainId.ethereumSepolia]: 'ETH',\n};\n\nexport const getNativeToken = (\n chainId: MoneyInOutChainId \| ReyaChainId,\n): TokenName => {\n return nativeToken[chainId];\n};\n"]}
1	+ {"version":3,"file":"getNativeToken.js","sourceRoot":"/","sources":["services/getNativeToken.ts"],"names":[],"mappings":";;;;AAAA,kCAAqE;AAErE,IAAM,WAAW;IACf,UAAU;IACV,GAAC,mBAAW,CAAC,WAAW,IAAG,KAAK;IAChC,GAAC,yBAAiB,CAAC,eAAe,IAAG,KAAK;IAC1C,GAAC,yBAAiB,CAAC,SAAS,IAAG,KAAK;IACpC,GAAC,yBAAiB,CAAC,cAAc,IAAG,OAAO;IAC3C,GAAC,yBAAiB,CAAC,WAAW,IAAG,KAAK;IACtC,GAAC,yBAAiB,CAAC,WAAW,IAAG,KAAK;IACtC,UAAU;IACV,GAAC,mBAAW,CAAC,SAAS,IAAG,KAAK;IAC9B,GAAC,mBAAW,CAAC,UAAU,IAAG,KAAK;IAC/B,GAAC,yBAAiB,CAAC,eAAe,IAAG,KAAK;IAC1C,GAAC,yBAAiB,CAAC,SAAS,IAAG,KAAK;IACpC,GAAC,yBAAiB,CAAC,eAAe,IAAG,KAAK;OAC3C,CAAC;AAEK,IAAM,cAAc,GAAG,UAC5B,OAAwC;IAExC,OAAO,WAAW,CAAC,OAAO,CAAC,CAAC;AAC9B,CAAC,CAAC;AAJW,QAAA,cAAc,kBAIzB","sourcesContent":["import { MoneyInOutChainId, ReyaChainId, TokenName } from '../types';\n\nconst nativeToken: Record<MoneyInOutChainId \| ReyaChainId, TokenName> = {\n // mainnet\n [ReyaChainId.reyaNetwork]: 'ETH',\n [MoneyInOutChainId.ethereumMainnet]: 'ETH',\n [MoneyInOutChainId.opMainnet]: 'ETH',\n [MoneyInOutChainId.polygonMainnet]: 'MATIC',\n [MoneyInOutChainId.arbitrumOne]: 'ETH',\n [MoneyInOutChainId.baseMainnet]: 'ETH',\n // testnet\n [ReyaChainId.reyaLocal]: 'ETH',\n [ReyaChainId.reyaCronos]: 'ETH',\n [MoneyInOutChainId.arbitrumSepolia]: 'ETH',\n [MoneyInOutChainId.opSepolia]: 'ETH',\n [MoneyInOutChainId.ethereumSepolia]: 'ETH',\n};\n\nexport const getNativeToken = (\n chainId: MoneyInOutChainId \| ReyaChainId,\n): TokenName => {\n return nativeToken[chainId];\n};\n"]}

package/dist/services/getSocketAddresses.js CHANGED Viewed

@@ -42,6 +42,7 @@ var getSocketDeploymentJSON = function (reyaChainId) {
     switch (reyaChainId) {
         case types_1.ReyaChainId.reyaNetwork:
             return REYA_NETWORK;
+        case types_1.ReyaChainId.reyaLocal:
         case types_1.ReyaChainId.reyaCronos:
             return REYA_CRONOS;
     }

package/dist/services/getSocketAddresses.js.map CHANGED Viewed

	@@ -1 +1 @@
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{\n ReyaChainId,\n GetSocketConnectorsParams,\n Address,\n MoneyInOutChainId,\n GetSocketVaultParams,\n SocketTokenConnectors,\n TokenName,\n GetMoneyInOutChainIdFromReyaConnectorParams,\n} from '../types';\nimport {\n getMoneyInOutNetworks,\n getReyaNetworkFromMoneyInOutChainId,\n convertToAddress,\n} from '../utils';\n\nimport * as REYA_CRONOS from '../utils/socket/reyaCronos.json';\nimport * as REYA_NETWORK from '../utils/socket/reyaNetwork.json';\n\ntype SocketDeploymentAddresses = {\n [chain in ReyaChainId \| MoneyInOutChainId]?: SocketChainAddresses;\n};\n\ntype SocketChainAddresses = {\n [token in TokenName]?: SocketTokenAddresses;\n};\n\ntype SocketTokenAddresses =\n \| SocketAppChainAddresses\n \| SocketNonAppChainAddresses;\n\ninterface SocketAppChainAddresses {\n isAppChain: true;\n [SocketSuperBridgeContracts.MintableToken]?: string;\n [SocketSuperBridgeContracts.Controller]?: string;\n [SocketSuperBridgeContracts.ExchangeRate]?: string;\n connectors?: SocketConnectors;\n}\ninterface SocketNonAppChainAddresses {\n isAppChain: false;\n [SocketSuperBridgeContracts.NonMintableToken]?: string;\n [SocketSuperBridgeContracts.Vault]?: string;\n connectors?: SocketConnectors;\n}\n\nenum SocketSuperBridgeContracts {\n MintableToken = 'MintableToken',\n NonMintableToken = 'NonMintableToken',\n Vault = 'Vault',\n Controller = 'Controller',\n FiatTokenV2_1_Controller = 'FiatTokenV2_1_Controller',\n ExchangeRate = 'ExchangeRate',\n ConnectorPlug = 'ConnectorPlug',\n}\n\nexport type SocketConnectors = {\n [chainSlug in ReyaChainId \| MoneyInOutChainId]?: SocketConnectorAddresses;\n};\n\nexport type SocketConnectorAddresses = {\n ['FAST']?: string;\n};\n\nexport const getSocketDeploymentJSON = (\n reyaChainId: ReyaChainId,\n): SocketDeploymentAddresses => {\n switch (reyaChainId) {\n case ReyaChainId.reyaNetwork:\n return REYA_NETWORK;\n case ReyaChainId.reyaCronos:\n return REYA_CRONOS;\n }\n};\n\nexport const getSocketConnectors = (\n params: GetSocketConnectorsParams,\n): SocketTokenConnectors => {\n const reyaChainId = getReyaNetworkFromMoneyInOutChainId(\n params.moneyInOutChainId,\n );\n const deploymentJSON = getSocketDeploymentJSON(reyaChainId);\n const depositConnector =\n deploymentJSON?.[params.moneyInOutChainId]?.[params.tokenName]\n ?.connectors?.[reyaChainId]?.FAST;\n\n if (!depositConnector) {\n throw new Error(\n `getSocketConnectors: deposit connector not found ${JSON.stringify(\n params,\n )}`,\n );\n }\n\n const withdrawConnector =\n deploymentJSON?.[reyaChainId]?.[params.tokenName]?.connectors?.[\n params.moneyInOutChainId\n ]?.FAST;\n\n if (!withdrawConnector) {\n throw new Error(\n `getSocketConnectors: withdraw connector not found ${JSON.stringify(\n params,\n )}`,\n );\n }\n\n return {\n deposit: convertToAddress(depositConnector),\n withdraw: convertToAddress(withdrawConnector),\n };\n};\n\nexport const getSocketVault = (params: GetSocketVaultParams): Address => {\n const reyaChainId = getReyaNetworkFromMoneyInOutChainId(\n params.moneyInOutChainId,\n );\n const deploymentJSON = getSocketDeploymentJSON(reyaChainId);\n\n const vault = (\n deploymentJSON?.[params.moneyInOutChainId]?.[\n params.tokenName\n ] as SocketNonAppChainAddresses\n )?.[SocketSuperBridgeContracts.Vault];\n\n if (!vault) {\n throw new Error(\n `getSocketVault: vault not found ${JSON.stringify(params)}`,\n );\n }\n\n return convertToAddress(vault);\n};\n\nexport const getMoneyInOutChainIdFromReyaConnector = (\n params: GetMoneyInOutChainIdFromReyaConnectorParams,\n): MoneyInOutChainId \| null => {\n const deploymentJSON = getSocketDeploymentJSON(params.reyaChainId);\n for (const moneyInOutChainId of getMoneyInOutNetworks(params.reyaChainId)) {\n {\n const withdrawConnector =\n deploymentJSON?.[params.reyaChainId]?.[params.tokenName]?.connectors?.[\n moneyInOutChainId\n ]?.FAST;\n\n if (\n withdrawConnector &&\n withdrawConnector.toLowerCase() === params.socketConnector.toLowerCase()\n ) {\n return moneyInOutChainId;\n }\n }\n\n {\n const withdrawConnector =\n deploymentJSON?.[params.reyaChainId]?.[\n params.tokenName.concat('.E') as TokenName\n ]?.connectors?.[moneyInOutChainId]?.FAST;\n\n if (\n withdrawConnector &&\n withdrawConnector.toLowerCase() === params.socketConnector.toLowerCase()\n ) {\n return moneyInOutChainId;\n }\n }\n }\n return null;\n};\n"]}
1	+ 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{\n ReyaChainId,\n GetSocketConnectorsParams,\n Address,\n MoneyInOutChainId,\n GetSocketVaultParams,\n SocketTokenConnectors,\n TokenName,\n GetMoneyInOutChainIdFromReyaConnectorParams,\n} from '../types';\nimport {\n getMoneyInOutNetworks,\n getReyaNetworkFromMoneyInOutChainId,\n convertToAddress,\n} from '../utils';\n\nimport * as REYA_CRONOS from '../utils/socket/reyaCronos.json';\nimport * as REYA_NETWORK from '../utils/socket/reyaNetwork.json';\n\ntype SocketDeploymentAddresses = {\n [chain in ReyaChainId \| MoneyInOutChainId]?: SocketChainAddresses;\n};\n\ntype SocketChainAddresses = {\n [token in TokenName]?: SocketTokenAddresses;\n};\n\ntype SocketTokenAddresses =\n \| SocketAppChainAddresses\n \| SocketNonAppChainAddresses;\n\ninterface SocketAppChainAddresses {\n isAppChain: true;\n [SocketSuperBridgeContracts.MintableToken]?: string;\n [SocketSuperBridgeContracts.Controller]?: string;\n [SocketSuperBridgeContracts.ExchangeRate]?: string;\n connectors?: SocketConnectors;\n}\ninterface SocketNonAppChainAddresses {\n isAppChain: false;\n [SocketSuperBridgeContracts.NonMintableToken]?: string;\n [SocketSuperBridgeContracts.Vault]?: string;\n connectors?: SocketConnectors;\n}\n\nenum SocketSuperBridgeContracts {\n MintableToken = 'MintableToken',\n NonMintableToken = 'NonMintableToken',\n Vault = 'Vault',\n Controller = 'Controller',\n FiatTokenV2_1_Controller = 'FiatTokenV2_1_Controller',\n ExchangeRate = 'ExchangeRate',\n ConnectorPlug = 'ConnectorPlug',\n}\n\nexport type SocketConnectors = {\n [chainSlug in ReyaChainId \| MoneyInOutChainId]?: SocketConnectorAddresses;\n};\n\nexport type SocketConnectorAddresses = {\n ['FAST']?: string;\n};\n\nexport const getSocketDeploymentJSON = (\n reyaChainId: ReyaChainId,\n): SocketDeploymentAddresses => {\n switch (reyaChainId) {\n case ReyaChainId.reyaNetwork:\n return REYA_NETWORK;\n case ReyaChainId.reyaLocal:\n case ReyaChainId.reyaCronos:\n return REYA_CRONOS;\n }\n};\n\nexport const getSocketConnectors = (\n params: GetSocketConnectorsParams,\n): SocketTokenConnectors => {\n const reyaChainId = getReyaNetworkFromMoneyInOutChainId(\n params.moneyInOutChainId,\n );\n const deploymentJSON = getSocketDeploymentJSON(reyaChainId);\n const depositConnector =\n deploymentJSON?.[params.moneyInOutChainId]?.[params.tokenName]\n ?.connectors?.[reyaChainId]?.FAST;\n\n if (!depositConnector) {\n throw new Error(\n `getSocketConnectors: deposit connector not found ${JSON.stringify(\n params,\n )}`,\n );\n }\n\n const withdrawConnector =\n deploymentJSON?.[reyaChainId]?.[params.tokenName]?.connectors?.[\n params.moneyInOutChainId\n ]?.FAST;\n\n if (!withdrawConnector) {\n throw new Error(\n `getSocketConnectors: withdraw connector not found ${JSON.stringify(\n params,\n )}`,\n );\n }\n\n return {\n deposit: convertToAddress(depositConnector),\n withdraw: convertToAddress(withdrawConnector),\n };\n};\n\nexport const getSocketVault = (params: GetSocketVaultParams): Address => {\n const reyaChainId = getReyaNetworkFromMoneyInOutChainId(\n params.moneyInOutChainId,\n );\n const deploymentJSON = getSocketDeploymentJSON(reyaChainId);\n\n const vault = (\n deploymentJSON?.[params.moneyInOutChainId]?.[\n params.tokenName\n ] as SocketNonAppChainAddresses\n )?.[SocketSuperBridgeContracts.Vault];\n\n if (!vault) {\n throw new Error(\n `getSocketVault: vault not found ${JSON.stringify(params)}`,\n );\n }\n\n return convertToAddress(vault);\n};\n\nexport const getMoneyInOutChainIdFromReyaConnector = (\n params: GetMoneyInOutChainIdFromReyaConnectorParams,\n): MoneyInOutChainId \| null => {\n const deploymentJSON = getSocketDeploymentJSON(params.reyaChainId);\n for (const moneyInOutChainId of getMoneyInOutNetworks(params.reyaChainId)) {\n {\n const withdrawConnector =\n deploymentJSON?.[params.reyaChainId]?.[params.tokenName]?.connectors?.[\n moneyInOutChainId\n ]?.FAST;\n\n if (\n withdrawConnector &&\n withdrawConnector.toLowerCase() === params.socketConnector.toLowerCase()\n ) {\n return moneyInOutChainId;\n }\n }\n\n {\n const withdrawConnector =\n deploymentJSON?.[params.reyaChainId]?.[\n params.tokenName.concat('.E') as TokenName\n ]?.connectors?.[moneyInOutChainId]?.FAST;\n\n if (\n withdrawConnector &&\n withdrawConnector.toLowerCase() === params.socketConnector.toLowerCase()\n ) {\n return moneyInOutChainId;\n }\n }\n }\n return null;\n};\n"]}