@reyaxyz/common 0.364.0 → 0.364.2

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

@@ -1 +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"]}
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BigNumber from 'bignumber.js';\nimport {\n  AccountAssetBalance,\n  CollateralAddressToExchangePriceMap,\n  CollateralInfo,\n  ExchangeInfo,\n  MarginInfo,\n  MarketConfiguration,\n  MarketIdToOraclePriceMap,\n  PositionInfo,\n  PositionInfoMarketConfiguration,\n  RiskMatrix,\n  RiskMultipliersConfiguration,\n} from './types';\nimport {\n  amountNormalizer,\n  MA_HEALTH_DANGER_THRESHOLD,\n  MA_HEALTH_WARNING_THRESHOLD,\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  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  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 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 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  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/commands/exposure/types.js.map

@@ -1 +1 @@
-{"version":3,"file":"types.js","sourceRoot":"/","sources":["commands/exposure/types.ts"],"names":[],"mappings":"","sourcesContent":["import BigNumber from 'bignumber.js';\n\nexport interface MarketStorage {\n  market_id: number;\n  quote_collateral: string;\n  instrument_address: string;\n  name: string;\n  risk_block_id: number;\n  collateral_pool_id: number;\n  block_timestamp: number;\n  block_number: number;\n}\n\nexport interface MarketConfiguration {\n  market_id: number;\n  risk_matrix_index: number;\n  max_open_base: number;\n  /** @deprecated Now sourced from Market.Data (MarketTrackers) */\n  velocity_multiplier: number;\n  minimum_order_base: number;\n  base_spacing: number;\n  price_spacing: number;\n  oracle_node_id: string;\n  mtm_window: number;\n  dutch_config_lambda: number;\n  dutch_config_min_base: number;\n  slippage_params_phi: number;\n  slippage_params_beta: number;\n  depth_factor: number;\n  block_timestamp: number;\n  block_number: number;\n}\n\nexport type AccountAssetBalance = {\n  accountId: number;\n  collateral: string;\n  amount: number;\n};\n\nexport interface RiskMultipliersConfiguration {\n  collateral_pool_id: number;\n  im_multiplier: number;\n  mmr_multiplier: number;\n  dutch_multiplier: number;\n  adl_multiplier: number;\n  im_buffer_multiplier: number;\n  block_timestamp: number;\n  block_number: number;\n}\n\nexport interface RiskMatrix {\n  collateral_pool_id: number;\n  risk_block_id: number;\n  matrix: BigNumber[][];\n}\nexport type MarketIdToOraclePriceMap = {\n  [marketId: number]: number;\n};\n\nexport type CollateralAddressToExchangePriceMap = {\n  [address: string]: number;\n};\n\nexport interface ExchangeInfo {\n  price: number;\n  priceHaircut: number;\n  autoExchangeDiscount: number;\n  tokenAddress: string;\n}\n\nexport interface PositionInfo {\n  base: BigNumber;\n  realized_pnl: BigNumber;\n  realized_pnl_with_mtm: BigNumber;\n  realized_pnl_latest_snapshot: BigNumber;\n  latest_funding_cashflow: BigNumber;\n  last_price: BigNumber;\n  average_entry_price: BigNumber;\n  average_entry_price_off_chain_tracker: BigNumber;\n  funding_value_off_chain_tracker: BigNumber;\n  last_timestamp: BigNumber;\n  funding_value: BigNumber;\n  base_multiplier: BigNumber;\n  adl_unwind_price: BigNumber;\n  market_id: number;\n  account_id: number;\n}\n\nexport type PositionInfoMarketConfiguration = PositionInfo & {\n  market_configuration: MarketConfiguration;\n  risk_block_id: number;\n};\n\nexport interface MarginInfo {\n  assetAddress: Lowercase<string>;\n  marginBalance: number;\n  realBalance: number;\n  initialDelta: number;\n  maintenanceDelta: number;\n  liquidationDelta: number;\n  dutchDelta: number;\n  adlDelta: number;\n  initialBufferDelta: number;\n  liquidationMarginRequirement: number;\n}\n\nexport interface CollateralInfo {\n  netDeposits: number;\n  marginBalance: number;\n  realBalance: number;\n}\n\nexport type ExposureCommandState = {\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\nexport type TradeSimulationState = {\n  feeParameters: {\n    feeTier: number;\n    feeParameter: BigNumber;\n    rebalancingFeeParameter: BigNumber;\n  };\n  feeParameter: BigNumber; // TODO: deprecate once feeParameters is used in SDK\n  customLeverage: number | null;\n  marketStorage: MarketStorage;\n  marketConfiguration: MarketConfiguration;\n  exposureDataAccount: ExposureCommandState;\n  exposureDataPassivePool: ExposureCommandState;\n};\n\nexport type EditCollateralSimulationState = {\n  exposureDataAccount: ExposureCommandState;\n};\n\nexport type EditCollateralAction = {\n  collateralDelta: number;\n  collateralAddress: Lowercase<string>;\n};\n"]}
+{"version":3,"file":"types.js","sourceRoot":"/","sources":["commands/exposure/types.ts"],"names":[],"mappings":"","sourcesContent":["import BigNumber from 'bignumber.js';\n\nexport interface MarketStorage {\n  market_id: number;\n  quote_collateral: string;\n  instrument_address: string;\n  name: string;\n  risk_block_id: number;\n  collateral_pool_id: number;\n  block_timestamp: number;\n  block_number: number;\n}\n\nexport interface MarketConfiguration {\n  market_id: number;\n  risk_matrix_index: number;\n  max_open_base: number;\n  /** @deprecated Now sourced from Market.Data (MarketTrackers) */\n  velocity_multiplier: number;\n  minimum_order_base: number;\n  base_spacing: number;\n  price_spacing: number;\n  oracle_node_id: string;\n  mtm_window: number;\n  dutch_config_lambda: number;\n  dutch_config_min_base: number;\n  slippage_params_phi: number;\n  slippage_params_beta: number;\n  depth_factor: number;\n  block_timestamp: number;\n  block_number: number;\n}\n\nexport type AccountAssetBalance = {\n  accountId: number;\n  collateral: string;\n  amount: number;\n};\n\nexport interface RiskMultipliersConfiguration {\n  collateral_pool_id: number;\n  im_multiplier: number;\n  mmr_multiplier: number;\n  dutch_multiplier: number;\n  adl_multiplier: number;\n  im_buffer_multiplier: number;\n  block_timestamp: number;\n  block_number: number;\n}\n\nexport interface RiskMatrix {\n  collateral_pool_id: number;\n  risk_block_id: number;\n  matrix: BigNumber[][];\n}\nexport type MarketIdToOraclePriceMap = {\n  [marketId: number]: number;\n};\n\nexport type CollateralAddressToExchangePriceMap = {\n  [address: string]: number;\n};\n\nexport interface ExchangeInfo {\n  price: number;\n  priceHaircut: number;\n  autoExchangeDiscount: number;\n  tokenAddress: string;\n}\n\nexport interface PositionInfo {\n  base: BigNumber;\n  realized_pnl: BigNumber;\n  realized_pnl_with_mtm: BigNumber;\n  realized_pnl_latest_snapshot: BigNumber;\n  latest_funding_cashflow: BigNumber;\n  last_price: BigNumber;\n  average_entry_price: BigNumber;\n  average_entry_price_off_chain_tracker: BigNumber;\n  funding_value_off_chain_tracker: BigNumber;\n  last_timestamp: BigNumber;\n  funding_value: BigNumber;\n  base_multiplier: BigNumber;\n  adl_unwind_price: BigNumber;\n  market_id: number;\n  account_id: number;\n}\n\nexport type PositionInfoMarketConfiguration = PositionInfo & {\n  market_configuration: MarketConfiguration;\n  risk_block_id: number;\n};\n\nexport interface MarginInfo {\n  assetAddress: Lowercase<string>;\n  marginBalance: number;\n  realBalance: number;\n  initialDelta: number;\n  maintenanceDelta: number;\n  liquidationDelta: number;\n  dutchDelta: number;\n  adlDelta: number;\n  initialBufferDelta: number;\n  liquidationMarginRequirement: number;\n}\n\nexport interface CollateralInfo {\n  netDeposits: number;\n  marginBalance: number;\n  realBalance: number;\n}\n\nexport type ExposureCommandState = {\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\nexport type TradeSimulationState = {\n  feeParameters: {\n    feeTier: number;\n    feeParameter: BigNumber;\n    rebalancingFeeParameter: BigNumber;\n  };\n  feeParameter: BigNumber; // TODO: deprecate once feeParameters is used in SDK\n  customLeverage: number | null;\n  marketStorage: MarketStorage;\n  marketConfiguration: MarketConfiguration;\n  exposureDataAccount: ExposureCommandState;\n  exposureDataPassivePool: ExposureCommandState;\n};\n"]}

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

@@ -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\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 * 10000 + min(125 + position in the tier, 9999); 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"]}
+{"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 - 1) * 10000 + min(125 + position in the tier, 9999); 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/trading-api-types.js.map

@@ -1 +1 @@
-{"version":3,"file":"trading-api-types.js","sourceRoot":"/","sources":["trading-api-types.ts"],"names":[],"mappings":";;;AAYa,QAAA,mBAAmB,GAAG;IACjC,IAAI,EAAE,MAAM;IACZ,MAAM,EAAE,QAAQ;CACjB,CAAC","sourcesContent":["import { ParamsDictionary, Query } from 'express-serve-static-core';\nimport { Address, AssetPair, CollateralPrice, MarketPrice } from './types';\nimport {\n  AddressParam,\n  ApiEndpoint,\n  ApiInfiniteListEndpoint,\n  ApiListEndpoint,\n  Decimal,\n  PaginatedQueryParams,\n  Stringified,\n} from './api-types';\n\nexport const AccountStatusValues = {\n  OPEN: 'OPEN',\n  CLOSED: 'CLOSED',\n};\n\nexport type AccountStatus =\n  (typeof AccountStatusValues)[keyof typeof AccountStatusValues];\n\ntype CandleResolution = '1' | '5' | '15' | '30' | '60' | '240' | '1D';\n\ntype Candle = {\n  time: number;\n  open: number;\n  high: number;\n  low: number;\n  close: number;\n  assetPairId: AssetPair;\n  resolution: CandleResolution;\n};\n\n// Database-shaped perp execution row exposed by provider and API types.\ntype Order = {\n  id: string;\n  market_id: Decimal | null;\n  account_id: Decimal | null;\n  executed_base: Decimal | null;\n  fee: Decimal | null;\n  price: Decimal | null;\n  is_match_order: boolean | null;\n  liquidation_type: Decimal | null;\n  execution_type: number | null;\n  transaction_hash: string;\n  block_timestamp: Decimal | null;\n  block_number: Decimal;\n  unique_id: bigint | null;\n  event_sequence_number: bigint | null;\n  exchange_id: Decimal | null;\n  created_at: Date;\n  counterparty_account_id: Decimal | null;\n  counterparty_adl_unwind_price: Decimal | null;\n  counterparty_average_entry_funding_value: Decimal | null;\n  counterparty_base: Decimal | null;\n  counterparty_base_multiplier: Decimal | null;\n  counterparty_funding_value: Decimal | null;\n  counterparty_last_price: Decimal | null;\n  counterparty_last_price_timestamp: Decimal | null;\n  counterparty_previous_adl_unwind_price: Decimal | null;\n  counterparty_previous_average_entry_funding_value: Decimal | null;\n  counterparty_previous_base_multiplier: Decimal | null;\n  counterparty_previous_funding_value: Decimal | null;\n  counterparty_previous_last_price: Decimal | null;\n  counterparty_previous_realized_pnl: Decimal | null;\n  counterparty_realized_pnl: Decimal | null;\n  counterparty_session: Decimal | null;\n  position_adl_unwind_price: Decimal | null;\n  position_average_entry_funding_value: Decimal | null;\n  position_base: Decimal | null;\n  position_base_multiplier: Decimal | null;\n  position_funding_value: Decimal | null;\n  position_last_price: Decimal | null;\n  position_last_price_timestamp: Decimal | null;\n  position_previous_adl_unwind_price: Decimal | null;\n  position_previous_average_entry_funding_value: Decimal | null;\n  position_previous_base_multiplier: Decimal | null;\n  position_previous_funding_value: Decimal | null;\n  position_previous_last_price: Decimal | null;\n  position_previous_realized_pnl: Decimal | null;\n  position_realized_pnl: Decimal | null;\n  position_session: Decimal | null;\n  referrer_account_id: Decimal | null;\n  referrer_fee_credit: Decimal | null;\n  // V3 fields\n  protocol_fee_credit: Decimal | null;\n  taker_rebate_credit: Decimal | null;\n  pool_fee_credit: Decimal | null;\n  exchange_fee_credit: Decimal | null;\n  maker_fee_credit: Decimal | null;\n  maker_fee_debit: Decimal | null;\n  account_order_id: bigint | null;\n  counterparty_order_id: bigint | null;\n  me_nonce: Decimal | null;\n};\n\ntype Position = {\n  market_id: Decimal;\n  account_id: Decimal;\n  base: Decimal | null;\n  realized_pnl: Decimal | null;\n  last_price: Decimal | null;\n  last_price_timestamp: Decimal | null;\n  funding_value: Decimal | null;\n  base_multiplier: Decimal | null;\n  adl_unwind_price: Decimal | null;\n  average_entry_funding_value: Decimal | null;\n  session: Decimal | null;\n  exchange_id: Decimal | null;\n  event_sequence_number: bigint | null;\n  referrer_account_id: Decimal | null;\n  referrer_fee_credit: Decimal | null;\n  transaction_hash: string;\n  block_timestamp: Decimal | null;\n  block_number: Decimal;\n  unique_id: bigint | null;\n  adjusted_base: Decimal | null;\n  adl_realized_pnl: Decimal | null;\n};\n\n// PRO-126 Bug 7: `ConditionalOrder` + `ConditionalOrderSensitive`\n// trading-api-types retired with the rest of the legacy\n// `ConditionalOrders` DB pipeline. They modeled the legacy row shape\n// for the dead V1 `/wallet/:address/openOrders` endpoint + the dead\n// `replication:ConditionalOrdersSensitive` broadcast channel; both\n// callers have been removed.\n\ntype Account = {\n  account_id: Decimal;\n  name: string;\n  status: AccountStatus;\n  updated_timestamp_ms: Decimal;\n  source: string | null;\n};\n\ntype AccountBalance = {\n  account_id: Decimal | null;\n  collateral: string | null;\n  balance?: Decimal | null;\n  delta?: Decimal | null;\n};\n\ntype spot_execution = {\n  account_id: Decimal;\n  counterparty_account_id: Decimal;\n  // Order attribution is absent for auto-exchange executions: there is no\n  // matched order, so the chain emits no exchange/order ids and the DB\n  // columns are NULL. Matches the `spot_executions` Prisma model.\n  exchange_id: Decimal | null;\n  executed_base: Decimal;\n  price: Decimal;\n  account_order_id: bigint | null;\n  counterparty_order_id: bigint | null;\n  me_nonce: Decimal | null;\n  spot_market_id: Decimal;\n  is_auto_exchange: boolean;\n  is_long: boolean;\n  event_sequence_number: bigint;\n  parent_event_sequence_number: bigint | null;\n  block_timestamp: Decimal;\n  block_number: Decimal;\n  transaction_hash: string;\n  created_at: string;\n};\n\ntype account_real_balance = {\n  account_id: Decimal;\n  collateral: string;\n  balance: Decimal;\n  rpnl: Decimal;\n  event_sequence_number: bigint | null;\n  transfer_event_sequence_number: bigint | null;\n  parent_event_sequence_number: bigint | null;\n  block_timestamp: Decimal;\n  block_number: Decimal;\n  transaction_hash: string;\n};\n\n// `Leverage` is still referenced by the `wallet/:address/leverages`\n// endpoint below, so it is kept; `AutoExchange` (a dead legacy type with\n// no remaining references) was removed in #2713/#2710.\ntype Leverage = {\n  accountId: Decimal;\n  marketId: Decimal;\n  leverage: number;\n  createdAt: Date;\n  updatedAt: Date;\n};\n\ntype WalletStats = {\n  volume_14d: Decimal;\n  lookback_volume: Decimal;\n  lookback_window_seconds: number;\n};\n\ntype MarketData = {\n  marketId: string;\n  updatedAt: number;\n  longOI: number;\n  shortOI: number;\n  longSkewPercentage: number;\n  shortSkewPercentage: number;\n  openInterest?: number;\n  fundingRate?: number;\n  fundingRateVelocity?: number;\n  longFundingValue?: number;\n  shortFundingValue?: number;\n  last24hVolume: number;\n  priceChange24H?: number;\n  priceChange24HPercentage?: number;\n  maxAmountBaseLong?: number;\n  maxAmountSizeLong?: number;\n  maxAmountBaseShort?: number;\n  maxAmountSizeShort?: number;\n  /** ME mark price, despite the name. Surfaced as v2 `MarketSummary.markPrice`. */\n  oraclePrice?: number;\n  /**\n   * Orderbook mid. Absent on an empty or one-sided book\n   */\n  poolPrice?: number;\n  /**\n   * Stork index price, rUSD-quoted (divided by USDCUSD, like the collateral\n   * feeds). Surfaced as v2 `MarketSummary.oraclePrice` — the name differs\n   * because the v1 `oraclePrice` above is already taken by the mark price.\n   * Absent when the index feed has no fresh tick.\n   */\n  indexPrice?: number;\n  pricesUpdatedAt?: number;\n  longBaseMultiplier?: number;\n  shortBaseMultiplier?: number;\n  longAdlUnwindPrice?: number;\n  shortAdlUnwindPrice?: number;\n  depthFactor?: number;\n  priceSpread?: number;\n  logPriceMultiplier?: number;\n};\n\ntype SpotMarketData = {\n  spotMarketId: string;\n  symbol: string;\n  updatedAt: number;\n  volume24h: number;\n  pxChange24h?: number;\n  /** Stork price for the base token, rUSD-quoted (divided by USDCUSD). */\n  oraclePrice?: number;\n  /**\n   * Spot orderbook mid, read from the ME `{depth}:bbo:<id>` key. Absent on an\n   * empty or one-sided book — spot has no mark price to fall back to, unlike\n   * the perp `poolPrice` above.\n   */\n  throttledMidPrice?: number;\n};\n\ntype MarketTrackers = {\n  market_data_id: Decimal;\n  passive_pool_id: Decimal | null;\n  pool_account_id: Decimal | null;\n  quote_token: string | null;\n  quote_token_decimals: Decimal | null;\n  last_funding_velocity: Decimal | null;\n  last_funding_timestamp: Decimal | null;\n  last_mtm_price: Decimal | null;\n  last_mtm_timestamp: Decimal | null;\n  long_trackers_funding_value: Decimal | null;\n  last_funding_rate: Decimal | null;\n  long_trackers_base_multiplier: Decimal | null;\n  long_trackers_adl_unwind_price: Decimal | null;\n  short_trackers_funding_value: Decimal | null;\n  short_trackers_base_multiplier: Decimal | null;\n  short_trackers_adl_unwind_price: Decimal | null;\n  open_interest: Decimal | null;\n  block_timestamp: Decimal | null;\n  block_number: Decimal;\n  unique_id: bigint | null;\n  price_spread: Decimal | null;\n  depth_factor: Decimal | null;\n  log_price_multiplier: Decimal | null;\n  mark_price: Decimal | null;\n  mark_price_timestamp: Decimal | null;\n  funding_rate: Decimal | null;\n  funding_rate_timestamp: Decimal | null;\n};\n\nexport type TradingApiReplication<\n  ReplicationTable extends ReplicationModel = never,\n  Replication = never,\n> = {\n  replication: ReplicationTable extends never\n    ? never\n    : GenericReplicationMessage<Replication, ReplicationTable>;\n};\n\nexport type TradingApiEndpoint<\n  Response,\n  Params,\n  ReplicationTable extends ReplicationModel = never,\n  Replication = Response,\n  Query = never,\n> = ApiEndpoint<Response, Params, Query> &\n  TradingApiReplication<ReplicationTable, Replication>;\n\nexport type TradingApiListEndpoint<\n  Response,\n  Params = never,\n  ReplicationTable extends ReplicationModel = never,\n  Replication = Response,\n  Query = never,\n> = ApiListEndpoint<Response, Params, Query> &\n  TradingApiReplication<ReplicationTable, Replication>;\n\nexport type TradingApiInfiniteListEndpoint<\n  Response,\n  Params = never,\n  ReplicationTable extends ReplicationModel = never,\n  Replication = Response,\n  Query = PaginatedQueryParams,\n> = ApiInfiniteListEndpoint<Response, Params, Query> &\n  TradingApiReplication<ReplicationTable, Replication>;\n\nexport type TradingApiSource = {\n  'poolBalance/:poolId': TradingApiEndpoint<\n    {\n      id: number;\n      timestamp: bigint;\n      pool_id: number;\n      value: Decimal;\n      apy: Decimal;\n      share_price: Decimal;\n      share_price_index: Decimal;\n    } | null,\n    {\n      poolId?: string;\n    }\n  >;\n  'poolBalance/:poolId/apy-history': TradingApiEndpoint<\n    { timestampInMs: number; apy: number }[],\n    { poolId?: string },\n    never,\n    { timestampInMs: number; apy: number }[],\n    { timeframeMs: string; granularity: string }\n  >;\n  'wallet/:address/leverages': TradingApiListEndpoint<\n    Leverage,\n    { address: string },\n    'accountLeveragePerMarket'\n  >;\n  'markets/data': TradingApiListEndpoint<MarketData, never, 'marketData'>;\n  'spotMarkets/data': TradingApiListEndpoint<\n    SpotMarketData,\n    never,\n    'spotMarketData'\n  >;\n  'markets/configuration': TradingApiListEndpoint<{\n    market_id: Decimal;\n    risk_matrix_index: Decimal | null;\n    max_open_base: Decimal | null;\n    velocity_multiplier: Decimal | null;\n    minimum_order_base: Decimal | null;\n    base_spacing: Decimal | null;\n    price_spacing: Decimal | null;\n    oracle_node_id: string | null;\n    mtm_window: Decimal | null;\n    dutch_config_lambda: Decimal | null;\n    dutch_config_min_base: Decimal | null;\n    slippage_params_phi: Decimal | null;\n    slippage_params_beta: Decimal | null;\n    depth_factor: Decimal | null;\n    max_exposure_factor: Decimal | null;\n    max_p_slippage: Decimal | null;\n    price_spread: Decimal | null;\n    volatility_index_multiplier: Decimal | null;\n    block_timestamp: Decimal | null;\n    block_number: Decimal;\n    unique_id: bigint | null;\n  }>;\n  'markets/storage': TradingApiListEndpoint<{\n    market_id: Decimal;\n    quote_collateral: string | null;\n    instrument_address: string | null;\n    name: string | null;\n    risk_block_id: Decimal | null;\n    collateral_pool_id: Decimal | null;\n    block_timestamp: Decimal | null;\n    block_number: Decimal;\n    unique_id: bigint | null;\n  }>;\n  'markets/trackers': TradingApiListEndpoint<\n    MarketTrackers,\n    never,\n    'marketTrackers'\n  >;\n  'market/:marketId/trackers': TradingApiEndpoint<\n    MarketTrackers,\n    {\n      marketId: string;\n    },\n    'marketTrackers'\n  >;\n  'market/:marketId/data': TradingApiEndpoint<\n    MarketData,\n    {\n      marketId: string;\n    },\n    'marketData'\n  >;\n  'wallet/:address/positions': TradingApiListEndpoint<\n    Position,\n    AddressParam,\n    'position',\n    Omit<Position, 'adjusted_base' | 'adl_realized_pnl'>\n  >;\n  // PRO-126 Bug 7: V1 `/wallet/:address/openOrders` endpoint type\n  // retired. The route+controller were removed in trading.router.ts +\n  // trading.controller.ts. V2 callers should use\n  // `/v2/wallet/:address/openOrders` which serves both spot and perp\n  // orders from the unified ME stream via AccountOrdersMap.\n  assets: TradingApiListEndpoint<{\n    address: string;\n    name: string;\n    short: string;\n    createdAt: Date;\n    updatedAt: Date;\n    asset_price_contract_id: string | null;\n    asset_price_usdc_contract_id: string | null;\n    decimals: number;\n  }>;\n  prices: TradingApiEndpoint<\n    Partial<Record<AssetPair, MarketPrice | CollateralPrice>>,\n    never\n  >;\n  'prices/:assetPairId': TradingApiEndpoint<\n    MarketPrice | CollateralPrice | undefined,\n    {\n      assetPairId: string;\n    },\n    'price'\n  >;\n  // Bridge deposits and withdrawals for a wallet. Rows are registered by the\n  // Reya app when it broadcasts the source-chain transaction, and reconciled\n  // by the pending-transaction cron -- nothing else writes them, which is why\n  // this is a v1 app endpoint rather than part of the general v2 API.\n  'wallet/:address/bridgeTransactions': TradingApiListEndpoint<\n    bridge_transactions_margin_account,\n    AddressParam,\n    'BridgeTransactionsMarginAccount'\n  >;\n  'wallet/:address/accounts': TradingApiListEndpoint<\n    Account,\n    AddressParam,\n    'AccountProfile'\n  >;\n  'wallet/:address/accounts/balances': TradingApiListEndpoint<\n    AccountBalance,\n    AddressParam,\n    'account_balances'\n  >;\n  'wallet/:address/balanceHistory/:timestamp': TradingApiListEndpoint<\n    {\n      timestamp: number;\n      balance: number;\n    },\n    {\n      address: string;\n      timestamp: string;\n    }\n  >;\n  riskMatrices: TradingApiListEndpoint<\n    {\n      blockId: Decimal;\n      matrix: string[][];\n    },\n    {\n      poolId: string;\n    }\n  >;\n  'candle/:assetPairId/:resolution': TradingApiEndpoint<\n    Candle | null,\n    {\n      resolution: CandleResolution;\n      assetPairId: AssetPair;\n    },\n    'storkPriceCandle',\n    Candle\n  >;\n  'candles/:assetPairId/:resolution': TradingApiEndpoint<\n    {\n      t: number[];\n      o: number[];\n      h: number[];\n      l: number[];\n      c: number[];\n    },\n    {\n      resolution: CandleResolution;\n      assetPairId: AssetPair;\n    },\n    never,\n    never,\n    {\n      to: string;\n      from: string;\n      countBack?: string;\n    }\n  >;\n  feeTierParameters: TradingApiListEndpoint<{\n    tier_id: Decimal;\n    taker_fee: Decimal;\n    maker_fee: Decimal;\n    volume: Decimal;\n  }>;\n  globalFeeParameters: TradingApiEndpoint<\n    {\n      og_discount: Decimal;\n      vltz_discount: Decimal;\n      referee_discount: Decimal;\n      referrer_rebate: Decimal;\n      affiliate_referrer_rebate: Decimal;\n    },\n    never\n  >;\n  dynamicDepthConfig: TradingApiEndpoint<\n    {\n      markets: {\n        marketId: number;\n        baseDepth: number;\n        thresholds: number[];\n        ratios: number[];\n      }[];\n    },\n    never\n  >;\n  'wallet/:address/configuration': TradingApiEndpoint<\n    {\n      tier_id: Decimal;\n      og_status: boolean;\n      vltz_status: boolean;\n      affiliate_status: boolean;\n      referee_status: boolean;\n      spread_discount_status: boolean;\n      main_account_id: Decimal;\n    },\n    {\n      address: string;\n    }\n  >;\n  'wallet/:address/stats': TradingApiEndpoint<\n    WalletStats,\n    {\n      address: string;\n    }\n  >;\n  'wallet/:address/apiWalletStatus': TradingApiEndpoint<\n    {\n      enabledApiWallets: string[];\n    },\n    {\n      address: string;\n    }\n  >;\n  rlp: TradingApiEndpoint<\n    {\n      tvlInUsdc: number;\n      tvlInRlp: number;\n      rlpUsdcPrice: number;\n      apy: {\n        '1d': number;\n        '7d': number;\n        '30d': number;\n        '365d': number;\n      };\n      numberOfDepositors: number;\n      ageSeconds: number;\n    },\n    never\n  >;\n  'wallet/:address/rlp': TradingApiEndpoint<\n    {\n      balanceInUsdc: number;\n      balanceInRlp: number;\n    },\n    {\n      address: string;\n    }\n  >;\n  'collaterals/definitions': TradingApiEndpoint<\n    {\n      collaterals: CollateralDefinition[];\n    },\n    never\n  >;\n  'collaterals/balances/wallet/:address': TradingApiEndpoint<\n    {\n      collaterals: CollateralWalletBalance[];\n    },\n    {\n      address: string;\n    }\n  >;\n};\n\nexport type Req<P = ParamsDictionary, ReqQuery = Query> = {\n  params: P;\n  query: ReqQuery;\n};\n\nexport type TradingApi = {\n  [K in keyof TradingApiSource as K]: {\n    params: TradingApiSource[K]['params'];\n    query: TradingApiSource[K]['query'];\n    response: Stringified<TradingApiSource[K]['response']>;\n    replication: Stringified<TradingApiSource[K]['replication']>;\n  };\n};\n\ntype ReplicationModel = string | never;\n\nexport type GenericReplicationMessage<T, model extends ReplicationModel> =\n  | {\n      model: model;\n      result: T;\n      operation: 'create' | 'update' | 'upsert' | 'delete';\n    }\n  | {\n      model: model;\n      result: T[];\n      operation: 'updateMany';\n    }\n  | {\n      model: model;\n      result: T[];\n      operation: 'createMany';\n    };\n\ntype account_collateral_balance_entries = {\n  id: string;\n  account_id: Decimal | null;\n  collateral: string | null;\n  amount: Decimal | null;\n  transaction_hash: string;\n  block_timestamp: Decimal | null;\n  block_number: Decimal;\n  unique_id: bigint | null;\n};\n\ntype account_owner_updated_snapshot = {\n  account_id: Decimal;\n  transaction_hash: string;\n  new_owner: string | null;\n  block_timestamp: Decimal | null;\n  block_number: Decimal;\n  unique_id: bigint | null;\n  event_sequence_number: bigint | null;\n};\n\nexport interface OrdersGatewayPermissionUpdatedStreamResult {\n  owner: string;\n  delegate: string;\n  permission_state: boolean;\n  event_sequence_number: string;\n  block_number: string;\n  block_timestamp: string;\n  transaction_hash: string | null;\n}\n\nexport interface PerpTradeStreamPosition {\n  account_id: Decimal;\n  base: Decimal;\n  base_multiplier: Decimal;\n  funding_value: Decimal;\n  adl_unwind_price: Decimal;\n  last_price: Decimal;\n  last_price_timestamp: Decimal;\n  realized_pnl: Decimal;\n  average_entry_funding_value: Decimal;\n  session: Decimal;\n}\n\nexport interface PerpTradeStreamResult {\n  id: string;\n  event_sequence_number: Decimal;\n  me_nonce: Decimal;\n  market_id: Decimal;\n  account_id: Decimal;\n  counterparty_account_id: Decimal;\n  executed_base: Decimal;\n  fee: Decimal;\n  price: Decimal;\n  is_match_order: boolean;\n  liquidation_type: Decimal;\n  execution_type: number;\n  protocol_fee_credit: Decimal;\n  taker_rebate_credit: Decimal;\n  pool_fee_credit: Decimal;\n  exchange_fee_credit: null;\n  maker_fee_credit: null;\n  maker_fee_debit: null;\n  account_order_id: Decimal;\n  counterparty_order_id: Decimal;\n  position_previous_average_entry_funding_value: Decimal;\n  position_previous_adl_unwind_price: Decimal;\n  position_previous_base_multiplier: Decimal;\n  position_previous_funding_value: Decimal;\n  position_previous_last_price: Decimal;\n  position_previous_realized_pnl: Decimal;\n  counterparty_previous_average_entry_funding_value: Decimal;\n  counterparty_previous_adl_unwind_price: Decimal;\n  counterparty_previous_base_multiplier: Decimal;\n  counterparty_previous_funding_value: Decimal;\n  counterparty_previous_last_price: Decimal;\n  counterparty_previous_realized_pnl: Decimal;\n  block_timestamp: Decimal;\n  block_number: Decimal;\n  transaction_hash: string;\n  unique_id: bigint;\n  exchange_id: Decimal;\n  referrer_account_id: Decimal;\n  referrer_fee_credit: Decimal;\n  account: PerpTradeStreamPosition;\n  counterparty: PerpTradeStreamPosition;\n}\n\nexport type PerpTradeStreamMessage = GenericReplicationMessage<\n  PerpTradeStreamResult,\n  'trade'\n>;\n\nexport interface BalanceStreamSide {\n  account_id: Decimal;\n  balance: Decimal;\n  /** Lowercased owner address (address(0) for account 0); part of the ledger enrichment. */\n  owner?: string;\n}\n\n/**\n * One built leg of a Transfers event. The account ledger fields (PRO-852,\n * design §3.2) label and link the leg the same way its account_transfers row\n * is: `type` from command type and leg position, `fill_id` (ME nonce) and\n * `market_id` for perp fills settled after reya-network#752,\n * `spot_execution_sequence_number` / `spot_market_id` for spot trades and\n * auto-exchanges. Consumers that only track balances ignore them.\n */\nexport interface BalanceStreamTransfer {\n  transfer_event_sequence_number: Decimal;\n  collateral: string;\n  from: BalanceStreamSide;\n  to: BalanceStreamSide;\n  // The ledger enrichment (PRO-852), included on all newly published legs;\n  // a leg without it feeds the balances rail and nothing else.\n  /** Position of the leg in the event's array. */\n  leg_index?: number;\n  /** Amount moved (`netDepositsDelta`), raw token units, always positive. */\n  amount?: Decimal;\n  /** TransferType label; OTHER when the leg is not recognised. */\n  type?: string;\n  fill_id?: Decimal | null;\n  market_id?: Decimal | null;\n  spot_execution_sequence_number?: Decimal | null;\n  spot_market_id?: Decimal | null;\n}\n\n/** A leg as published while the ledger is on: every enrichment field present. */\nexport type EnrichedBalanceStreamTransfer = Required<\n  Omit<BalanceStreamTransfer, 'from' | 'to'>\n> & {\n  from: Required<BalanceStreamSide>;\n  to: Required<BalanceStreamSide>;\n};\n\nexport interface BalanceStreamResult {\n  event_sequence_number: Decimal;\n  block_timestamp: Decimal;\n  block_number: Decimal;\n  transaction_hash: string;\n  command_type: Decimal;\n  me_nonce: Decimal | null;\n  spot_market_id: Decimal | null;\n  account_id: Decimal | null;\n  counterparty_account_id: Decimal | null;\n  transfers: BalanceStreamTransfer[];\n}\n\nexport type BalanceStreamMessage = GenericReplicationMessage<\n  BalanceStreamResult,\n  'transfers'\n>;\n\ntype positions_migration = {\n  market_id: Decimal;\n  account_id: Decimal;\n  base: Decimal | null;\n  realized_pnl: Decimal | null;\n  last_price: Decimal | null;\n  last_price_timestamp: Decimal | null;\n  funding_value: Decimal | null;\n  base_multiplier: Decimal | null;\n  adl_unwind_price: Decimal | null;\n  average_entry_funding_value: Decimal | null;\n  session: Decimal | null;\n  exchange_id: Decimal | null;\n  transaction_hash: string;\n  block_timestamp: Decimal | null;\n  block_number: Decimal;\n  unique_id: bigint | null;\n  event_sequence_number: bigint | null;\n  referrer_account_id: Decimal | null;\n  referrer_fee_credit: Decimal | null;\n};\n\ntype execution_bust = {\n  event_sequence_number: bigint;\n  market_id: Decimal;\n  market_type: string;\n  account_id: Decimal;\n  counterparty_account_id: Decimal;\n  account_order_id: bigint;\n  counterparty_order_id: bigint;\n  me_nonce: Decimal | null;\n  exchange_id: Decimal;\n  failed_base: Decimal;\n  price: Decimal;\n  is_long: boolean;\n  reason: string;\n  block_timestamp: Decimal;\n  block_number: Decimal;\n  transaction_hash: string;\n  created_at: string;\n};\n\n// Bridge-carried money-in/out transactions, recorded as soon as the source\n// chain tx is broadcast and reconciled once the bridge delivers. Declared with\n// the database's own types; `Stringified<>` maps Date and Decimal to strings\n// for the replication payload.\ntype bridge_transactions_margin_account = {\n  source_tx_hash: string;\n  destination_tx_hash: string | null;\n  source_chain_id: number;\n  destination_chain_id: number;\n  account_id: Decimal;\n  status: string;\n  amount: Decimal;\n  type: string;\n  asset_id: string;\n  createdAt: Date;\n  updatedAt: Date;\n};\n\ntype ReplicationMessage =\n  // Extract the union of all `replication` values from TradingApiSource\n  | Exclude<TradingApiSource[keyof TradingApiSource]['replication'], never>\n  // add messages that do not exists in TradingApiSource\n  | GenericReplicationMessage<\n      account_owner_updated_snapshot,\n      'account_owner_updated_snapshot'\n    >\n  | GenericReplicationMessage<\n      account_collateral_balance_entries,\n      'account_collateral_balance_entries'\n    >\n  | GenericReplicationMessage<account_real_balance, 'account_real_balances'>\n  | GenericReplicationMessage<\n      OrdersGatewayPermissionUpdatedStreamResult,\n      'orders_gateway_permission'\n    >\n  // PRO-126 Bug 7: `ConditionalOrdersSensitive` replication channel\n  // retired with the rest of the `ConditionalOrders` DB pipeline.\n  // Order data flows through the ME's `{orders}:changes` stream.\n  | GenericReplicationMessage<\n      // Todo: remove after migration\n      positions_migration,\n      'positions_migration'\n    >\n  | GenericReplicationMessage<spot_execution, 'spot_executions'>\n  | GenericReplicationMessage<Order, 'orders'>\n  | GenericReplicationMessage<execution_bust, 'execution_busts'>\n  | GenericReplicationMessage<\n      bridge_transactions_margin_account,\n      'BridgeTransactionsMarginAccount'\n    >;\n\nexport type SocketDepositChainDetails = {\n  chainId: number;\n  chainName: string;\n  collateralAddress: Address;\n  collateralName: string;\n  collateralAddressInReyaPeriphery: Address;\n  vaultAddress: Address;\n  connectorAddress: Address;\n  msgGasLimit: string;\n  bridgeTime: number;\n};\n\nexport type SocketWithdrawChainDetails = {\n  chainId: number;\n  chainName: string;\n  collateralAddress: Address;\n  collateralName: string;\n  collateralAddressInReyaCore: Address;\n  msgGasLimit: string;\n  bridgeFee: string;\n  bridgeTime: number;\n};\n\nexport type LayerzeroDepositChainDetails = {\n  chainId: number;\n  chainName: string;\n  collateralAddress: Address;\n  collateralName: string;\n  collateralAddressInReyaPeriphery: Address;\n  dstEid: number;\n  extraOptions: string;\n  bridgeTime: number;\n};\n\nexport type LayerzeroWithdrawChainDetails = {\n  chainId: number;\n  chainName: string;\n  collateralAddress: Address;\n  collateralName: string;\n  collateralAddressInReyaCore: Address;\n  dstEid: number;\n  bridgeFee: string;\n  bridgeTime: number;\n};\n\nexport type SocketDepositInfo =\n  | { enabled: false }\n  | { enabled: true; chains: SocketDepositChainDetails[]; minAmount: number };\n\nexport type SocketWithdrawInfo =\n  | { enabled: false }\n  | { enabled: true; chains: SocketWithdrawChainDetails[]; minAmount: number };\n\nexport type LayerzeroDepositInfo =\n  | { enabled: false }\n  | {\n      enabled: true;\n      minAmount: number;\n      chains: LayerzeroDepositChainDetails[];\n    };\n\nexport type LayerzeroWithdrawInfo =\n  | { enabled: false }\n  | {\n      enabled: true;\n      minAmount: number;\n      chains: LayerzeroWithdrawChainDetails[];\n    };\n\nexport type TransferInfo = { enabled: boolean };\n\nexport type SpotInfo =\n  | { enabled: false }\n  | { enabled: true; spotMarketSymbol: string };\n\nexport type DisplayInfo = {\n  advertisedInSpot: boolean;\n  advertisedInPerp: boolean;\n  displayName: string;\n  displayDecimals: number;\n};\n\nexport type CollateralDefinition = {\n  id: Uppercase<string>;\n  address: Address;\n  assetPairId: string;\n  priceHaircut: string;\n  liquidationDiscount: string;\n  decimals: number;\n  socketDepositInfo: SocketDepositInfo;\n  socketWithdrawInfo: SocketWithdrawInfo;\n  layerzeroDepositInfo: LayerzeroDepositInfo;\n  layerzeroWithdrawInfo: LayerzeroWithdrawInfo;\n  transferInfo: TransferInfo;\n  spotInfo: SpotInfo;\n  displayInfo: DisplayInfo;\n};\n\n// Per-collateral, per-source-chain wallet balance available to deposit. This is\n// the user's ERC20 balance of the collateral's source-chain token (what a\n// deposit spends), read via `balanceOf`. `balance` is a human-readable decimal\n// string; it is `null` when every RPC for that chain failed.\nexport type CollateralChainBalance = {\n  chainId: number;\n  chainName: string;\n  collateralAddress: Address;\n  balance: string | null;\n};\n\nexport type CollateralWalletBalance = {\n  id: Uppercase<string>;\n  chains: CollateralChainBalance[];\n};\n\nexport type Replication = {\n  [K in ReplicationMessage as `replication:${K['model']}`]: Extract<\n    ReplicationMessage,\n    { model: K['model'] }\n  >;\n};\n"]}
+{"version":3,"file":"trading-api-types.js","sourceRoot":"/","sources":["trading-api-types.ts"],"names":[],"mappings":";;;AAYa,QAAA,mBAAmB,GAAG;IACjC,IAAI,EAAE,MAAM;IACZ,MAAM,EAAE,QAAQ;CACjB,CAAC","sourcesContent":["import { ParamsDictionary, Query } from 'express-serve-static-core';\nimport { Address, AssetPair } from './types';\nimport {\n  AddressParam,\n  ApiEndpoint,\n  ApiInfiniteListEndpoint,\n  ApiListEndpoint,\n  Decimal,\n  PaginatedQueryParams,\n  Stringified,\n} from './api-types';\n\nexport const AccountStatusValues = {\n  OPEN: 'OPEN',\n  CLOSED: 'CLOSED',\n};\n\nexport type AccountStatus =\n  (typeof AccountStatusValues)[keyof typeof AccountStatusValues];\n\ntype CandleResolution = '1' | '5' | '15' | '30' | '60' | '240' | '1D';\n\ntype Candle = {\n  time: number;\n  open: number;\n  high: number;\n  low: number;\n  close: number;\n  assetPairId: AssetPair;\n  resolution: CandleResolution;\n};\n\n// Database-shaped perp execution row exposed by provider and API types.\ntype Order = {\n  id: string;\n  market_id: Decimal | null;\n  account_id: Decimal | null;\n  executed_base: Decimal | null;\n  fee: Decimal | null;\n  price: Decimal | null;\n  is_match_order: boolean | null;\n  liquidation_type: Decimal | null;\n  execution_type: number | null;\n  transaction_hash: string;\n  block_timestamp: Decimal | null;\n  block_number: Decimal;\n  unique_id: bigint | null;\n  event_sequence_number: bigint | null;\n  exchange_id: Decimal | null;\n  created_at: Date;\n  counterparty_account_id: Decimal | null;\n  counterparty_adl_unwind_price: Decimal | null;\n  counterparty_average_entry_funding_value: Decimal | null;\n  counterparty_base: Decimal | null;\n  counterparty_base_multiplier: Decimal | null;\n  counterparty_funding_value: Decimal | null;\n  counterparty_last_price: Decimal | null;\n  counterparty_last_price_timestamp: Decimal | null;\n  counterparty_previous_adl_unwind_price: Decimal | null;\n  counterparty_previous_average_entry_funding_value: Decimal | null;\n  counterparty_previous_base_multiplier: Decimal | null;\n  counterparty_previous_funding_value: Decimal | null;\n  counterparty_previous_last_price: Decimal | null;\n  counterparty_previous_realized_pnl: Decimal | null;\n  counterparty_realized_pnl: Decimal | null;\n  counterparty_session: Decimal | null;\n  position_adl_unwind_price: Decimal | null;\n  position_average_entry_funding_value: Decimal | null;\n  position_base: Decimal | null;\n  position_base_multiplier: Decimal | null;\n  position_funding_value: Decimal | null;\n  position_last_price: Decimal | null;\n  position_last_price_timestamp: Decimal | null;\n  position_previous_adl_unwind_price: Decimal | null;\n  position_previous_average_entry_funding_value: Decimal | null;\n  position_previous_base_multiplier: Decimal | null;\n  position_previous_funding_value: Decimal | null;\n  position_previous_last_price: Decimal | null;\n  position_previous_realized_pnl: Decimal | null;\n  position_realized_pnl: Decimal | null;\n  position_session: Decimal | null;\n  referrer_account_id: Decimal | null;\n  referrer_fee_credit: Decimal | null;\n  // V3 fields\n  protocol_fee_credit: Decimal | null;\n  taker_rebate_credit: Decimal | null;\n  pool_fee_credit: Decimal | null;\n  exchange_fee_credit: Decimal | null;\n  maker_fee_credit: Decimal | null;\n  maker_fee_debit: Decimal | null;\n  account_order_id: bigint | null;\n  counterparty_order_id: bigint | null;\n  me_nonce: Decimal | null;\n};\n\ntype Position = {\n  market_id: Decimal;\n  account_id: Decimal;\n  base: Decimal | null;\n  realized_pnl: Decimal | null;\n  last_price: Decimal | null;\n  last_price_timestamp: Decimal | null;\n  funding_value: Decimal | null;\n  base_multiplier: Decimal | null;\n  adl_unwind_price: Decimal | null;\n  average_entry_funding_value: Decimal | null;\n  session: Decimal | null;\n  exchange_id: Decimal | null;\n  event_sequence_number: bigint | null;\n  referrer_account_id: Decimal | null;\n  referrer_fee_credit: Decimal | null;\n  transaction_hash: string;\n  block_timestamp: Decimal | null;\n  block_number: Decimal;\n  unique_id: bigint | null;\n  adjusted_base: Decimal | null;\n  adl_realized_pnl: Decimal | null;\n};\n\n// PRO-126 Bug 7: `ConditionalOrder` + `ConditionalOrderSensitive`\n// trading-api-types retired with the rest of the legacy\n// `ConditionalOrders` DB pipeline. They modeled the legacy row shape\n// for the dead V1 `/wallet/:address/openOrders` endpoint + the dead\n// `replication:ConditionalOrdersSensitive` broadcast channel; both\n// callers have been removed.\n\ntype Account = {\n  account_id: Decimal;\n  name: string;\n  status: AccountStatus;\n  updated_timestamp_ms: Decimal;\n  source: string | null;\n};\n\ntype AccountBalance = {\n  account_id: Decimal | null;\n  collateral: string | null;\n  balance?: Decimal | null;\n  delta?: Decimal | null;\n};\n\ntype spot_execution = {\n  account_id: Decimal;\n  counterparty_account_id: Decimal;\n  // Order attribution is absent for auto-exchange executions: there is no\n  // matched order, so the chain emits no exchange/order ids and the DB\n  // columns are NULL. Matches the `spot_executions` Prisma model.\n  exchange_id: Decimal | null;\n  executed_base: Decimal;\n  price: Decimal;\n  account_order_id: bigint | null;\n  counterparty_order_id: bigint | null;\n  me_nonce: Decimal | null;\n  spot_market_id: Decimal;\n  is_auto_exchange: boolean;\n  is_long: boolean;\n  event_sequence_number: bigint;\n  parent_event_sequence_number: bigint | null;\n  block_timestamp: Decimal;\n  block_number: Decimal;\n  transaction_hash: string;\n  created_at: string;\n};\n\ntype account_real_balance = {\n  account_id: Decimal;\n  collateral: string;\n  balance: Decimal;\n  rpnl: Decimal;\n  event_sequence_number: bigint | null;\n  transfer_event_sequence_number: bigint | null;\n  parent_event_sequence_number: bigint | null;\n  block_timestamp: Decimal;\n  block_number: Decimal;\n  transaction_hash: string;\n};\n\n// `Leverage` is still referenced by the `wallet/:address/leverages`\n// endpoint below, so it is kept; `AutoExchange` (a dead legacy type with\n// no remaining references) was removed in #2713/#2710.\ntype Leverage = {\n  accountId: Decimal;\n  marketId: Decimal;\n  leverage: number;\n  createdAt: Date;\n  updatedAt: Date;\n};\n\ntype WalletStats = {\n  volume_14d: Decimal;\n  lookback_volume: Decimal;\n  lookback_window_seconds: number;\n};\n\ntype MarketData = {\n  marketId: string;\n  updatedAt: number;\n  longOI: number;\n  shortOI: number;\n  longSkewPercentage: number;\n  shortSkewPercentage: number;\n  openInterest?: number;\n  fundingRate?: number;\n  fundingRateVelocity?: number;\n  longFundingValue?: number;\n  shortFundingValue?: number;\n  last24hVolume: number;\n  priceChange24H?: number;\n  priceChange24HPercentage?: number;\n  maxAmountBaseLong?: number;\n  maxAmountSizeLong?: number;\n  maxAmountBaseShort?: number;\n  maxAmountSizeShort?: number;\n  /** ME mark price, despite the name. Surfaced as v2 `MarketSummary.markPrice`. */\n  oraclePrice?: number;\n  /**\n   * Orderbook mid. Absent on an empty or one-sided book\n   */\n  poolPrice?: number;\n  /**\n   * Stork index price, rUSD-quoted (divided by USDCUSD, like the collateral\n   * feeds). Surfaced as v2 `MarketSummary.oraclePrice` — the name differs\n   * because the v1 `oraclePrice` above is already taken by the mark price.\n   * Absent when the index feed has no fresh tick.\n   */\n  indexPrice?: number;\n  pricesUpdatedAt?: number;\n  longBaseMultiplier?: number;\n  shortBaseMultiplier?: number;\n  longAdlUnwindPrice?: number;\n  shortAdlUnwindPrice?: number;\n  depthFactor?: number;\n  priceSpread?: number;\n  logPriceMultiplier?: number;\n};\n\ntype SpotMarketData = {\n  spotMarketId: string;\n  symbol: string;\n  updatedAt: number;\n  volume24h: number;\n  pxChange24h?: number;\n  /** Stork price for the base token, rUSD-quoted (divided by USDCUSD). */\n  oraclePrice?: number;\n  /**\n   * Spot orderbook mid, read from the ME `{depth}:bbo:<id>` key. Absent on an\n   * empty or one-sided book — spot has no mark price to fall back to, unlike\n   * the perp `poolPrice` above.\n   */\n  throttledMidPrice?: number;\n};\n\ntype MarketTrackers = {\n  market_data_id: Decimal;\n  passive_pool_id: Decimal | null;\n  pool_account_id: Decimal | null;\n  quote_token: string | null;\n  quote_token_decimals: Decimal | null;\n  last_funding_velocity: Decimal | null;\n  last_funding_timestamp: Decimal | null;\n  last_mtm_price: Decimal | null;\n  last_mtm_timestamp: Decimal | null;\n  long_trackers_funding_value: Decimal | null;\n  last_funding_rate: Decimal | null;\n  long_trackers_base_multiplier: Decimal | null;\n  long_trackers_adl_unwind_price: Decimal | null;\n  short_trackers_funding_value: Decimal | null;\n  short_trackers_base_multiplier: Decimal | null;\n  short_trackers_adl_unwind_price: Decimal | null;\n  open_interest: Decimal | null;\n  block_timestamp: Decimal | null;\n  block_number: Decimal;\n  unique_id: bigint | null;\n  price_spread: Decimal | null;\n  depth_factor: Decimal | null;\n  log_price_multiplier: Decimal | null;\n  mark_price: Decimal | null;\n  mark_price_timestamp: Decimal | null;\n  funding_rate: Decimal | null;\n  funding_rate_timestamp: Decimal | null;\n};\n\nexport type TradingApiReplication<\n  ReplicationTable extends ReplicationModel = never,\n  Replication = never,\n> = {\n  replication: ReplicationTable extends never\n    ? never\n    : GenericReplicationMessage<Replication, ReplicationTable>;\n};\n\nexport type TradingApiEndpoint<\n  Response,\n  Params,\n  ReplicationTable extends ReplicationModel = never,\n  Replication = Response,\n  Query = never,\n> = ApiEndpoint<Response, Params, Query> &\n  TradingApiReplication<ReplicationTable, Replication>;\n\nexport type TradingApiListEndpoint<\n  Response,\n  Params = never,\n  ReplicationTable extends ReplicationModel = never,\n  Replication = Response,\n  Query = never,\n> = ApiListEndpoint<Response, Params, Query> &\n  TradingApiReplication<ReplicationTable, Replication>;\n\nexport type TradingApiInfiniteListEndpoint<\n  Response,\n  Params = never,\n  ReplicationTable extends ReplicationModel = never,\n  Replication = Response,\n  Query = PaginatedQueryParams,\n> = ApiInfiniteListEndpoint<Response, Params, Query> &\n  TradingApiReplication<ReplicationTable, Replication>;\n\nexport type TradingApiSource = {\n  'poolBalance/:poolId': TradingApiEndpoint<\n    {\n      id: number;\n      timestamp: bigint;\n      pool_id: number;\n      value: Decimal;\n      apy: Decimal;\n      share_price: Decimal;\n      share_price_index: Decimal;\n    } | null,\n    {\n      poolId?: string;\n    }\n  >;\n  'poolBalance/:poolId/apy-history': TradingApiEndpoint<\n    { timestampInMs: number; apy: number }[],\n    { poolId?: string },\n    never,\n    { timestampInMs: number; apy: number }[],\n    { timeframeMs: string; granularity: string }\n  >;\n  'wallet/:address/leverages': TradingApiListEndpoint<\n    Leverage,\n    { address: string },\n    'accountLeveragePerMarket'\n  >;\n  'markets/data': TradingApiListEndpoint<MarketData, never, 'marketData'>;\n  'spotMarkets/data': TradingApiListEndpoint<\n    SpotMarketData,\n    never,\n    'spotMarketData'\n  >;\n  'markets/configuration': TradingApiListEndpoint<{\n    market_id: Decimal;\n    risk_matrix_index: Decimal | null;\n    max_open_base: Decimal | null;\n    velocity_multiplier: Decimal | null;\n    minimum_order_base: Decimal | null;\n    base_spacing: Decimal | null;\n    price_spacing: Decimal | null;\n    oracle_node_id: string | null;\n    mtm_window: Decimal | null;\n    dutch_config_lambda: Decimal | null;\n    dutch_config_min_base: Decimal | null;\n    slippage_params_phi: Decimal | null;\n    slippage_params_beta: Decimal | null;\n    depth_factor: Decimal | null;\n    max_exposure_factor: Decimal | null;\n    max_p_slippage: Decimal | null;\n    price_spread: Decimal | null;\n    volatility_index_multiplier: Decimal | null;\n    block_timestamp: Decimal | null;\n    block_number: Decimal;\n    unique_id: bigint | null;\n  }>;\n  'markets/storage': TradingApiListEndpoint<{\n    market_id: Decimal;\n    quote_collateral: string | null;\n    instrument_address: string | null;\n    name: string | null;\n    risk_block_id: Decimal | null;\n    collateral_pool_id: Decimal | null;\n    block_timestamp: Decimal | null;\n    block_number: Decimal;\n    unique_id: bigint | null;\n  }>;\n  'markets/trackers': TradingApiListEndpoint<\n    MarketTrackers,\n    never,\n    'marketTrackers'\n  >;\n  'market/:marketId/trackers': TradingApiEndpoint<\n    MarketTrackers,\n    {\n      marketId: string;\n    },\n    'marketTrackers'\n  >;\n  'market/:marketId/data': TradingApiEndpoint<\n    MarketData,\n    {\n      marketId: string;\n    },\n    'marketData'\n  >;\n  'wallet/:address/positions': TradingApiListEndpoint<\n    Position,\n    AddressParam,\n    'position',\n    Omit<Position, 'adjusted_base' | 'adl_realized_pnl'>\n  >;\n  // PRO-126 Bug 7: V1 `/wallet/:address/openOrders` endpoint type\n  // retired. The route+controller were removed in trading.router.ts +\n  // trading.controller.ts. V2 callers should use\n  // `/v2/wallet/:address/openOrders` which serves both spot and perp\n  // orders from the unified ME stream via AccountOrdersMap.\n  // Bridge deposits and withdrawals for a wallet. Rows are registered by the\n  // Reya app when it broadcasts the source-chain transaction, and reconciled\n  // by the pending-transaction cron -- nothing else writes them, which is why\n  // this is a v1 app endpoint rather than part of the general v2 API.\n  'wallet/:address/bridgeTransactions': TradingApiListEndpoint<\n    bridge_transactions_margin_account,\n    AddressParam,\n    'BridgeTransactionsMarginAccount'\n  >;\n  'wallet/:address/accounts': TradingApiListEndpoint<\n    Account,\n    AddressParam,\n    'AccountProfile'\n  >;\n  'wallet/:address/accounts/balances': TradingApiListEndpoint<\n    AccountBalance,\n    AddressParam,\n    'account_balances'\n  >;\n  'wallet/:address/balanceHistory/:timestamp': TradingApiListEndpoint<\n    {\n      timestamp: number;\n      balance: number;\n    },\n    {\n      address: string;\n      timestamp: string;\n    }\n  >;\n  riskMatrices: TradingApiListEndpoint<\n    {\n      blockId: Decimal;\n      matrix: string[][];\n    },\n    {\n      poolId: string;\n    }\n  >;\n  'candle/:assetPairId/:resolution': TradingApiEndpoint<\n    Candle | null,\n    {\n      resolution: CandleResolution;\n      assetPairId: AssetPair;\n    },\n    'storkPriceCandle',\n    Candle\n  >;\n  'candles/:assetPairId/:resolution': TradingApiEndpoint<\n    {\n      t: number[];\n      o: number[];\n      h: number[];\n      l: number[];\n      c: number[];\n    },\n    {\n      resolution: CandleResolution;\n      assetPairId: AssetPair;\n    },\n    never,\n    never,\n    {\n      to: string;\n      from: string;\n      countBack?: string;\n    }\n  >;\n  feeTierParameters: TradingApiListEndpoint<{\n    tier_id: Decimal;\n    taker_fee: Decimal;\n    maker_fee: Decimal;\n    volume: Decimal;\n  }>;\n  globalFeeParameters: TradingApiEndpoint<\n    {\n      og_discount: Decimal;\n      vltz_discount: Decimal;\n      referee_discount: Decimal;\n      referrer_rebate: Decimal;\n      affiliate_referrer_rebate: Decimal;\n    },\n    never\n  >;\n  'wallet/:address/configuration': TradingApiEndpoint<\n    {\n      tier_id: Decimal;\n      og_status: boolean;\n      vltz_status: boolean;\n      affiliate_status: boolean;\n      referee_status: boolean;\n      spread_discount_status: boolean;\n      main_account_id: Decimal;\n    },\n    {\n      address: string;\n    }\n  >;\n  'wallet/:address/stats': TradingApiEndpoint<\n    WalletStats,\n    {\n      address: string;\n    }\n  >;\n  'wallet/:address/apiWalletStatus': TradingApiEndpoint<\n    {\n      enabledApiWallets: string[];\n    },\n    {\n      address: string;\n    }\n  >;\n  rlp: TradingApiEndpoint<\n    {\n      tvlInUsdc: number;\n      tvlInRlp: number;\n      rlpUsdcPrice: number;\n      apy: {\n        '1d': number;\n        '7d': number;\n        '30d': number;\n        '365d': number;\n      };\n      numberOfDepositors: number;\n      ageSeconds: number;\n    },\n    never\n  >;\n  'wallet/:address/rlp': TradingApiEndpoint<\n    {\n      balanceInUsdc: number;\n      balanceInRlp: number;\n    },\n    {\n      address: string;\n    }\n  >;\n  'collaterals/definitions': TradingApiEndpoint<\n    {\n      collaterals: CollateralDefinition[];\n    },\n    never\n  >;\n  'collaterals/balances/wallet/:address': TradingApiEndpoint<\n    {\n      collaterals: CollateralWalletBalance[];\n    },\n    {\n      address: string;\n    }\n  >;\n};\n\nexport type Req<P = ParamsDictionary, ReqQuery = Query> = {\n  params: P;\n  query: ReqQuery;\n};\n\nexport type TradingApi = {\n  [K in keyof TradingApiSource as K]: {\n    params: TradingApiSource[K]['params'];\n    query: TradingApiSource[K]['query'];\n    response: Stringified<TradingApiSource[K]['response']>;\n    replication: Stringified<TradingApiSource[K]['replication']>;\n  };\n};\n\ntype ReplicationModel = string | never;\n\nexport type GenericReplicationMessage<T, model extends ReplicationModel> =\n  | {\n      model: model;\n      result: T;\n      operation: 'create' | 'update' | 'upsert' | 'delete';\n    }\n  | {\n      model: model;\n      result: T[];\n      operation: 'updateMany';\n    }\n  | {\n      model: model;\n      result: T[];\n      operation: 'createMany';\n    };\n\ntype account_collateral_balance_entries = {\n  id: string;\n  account_id: Decimal | null;\n  collateral: string | null;\n  amount: Decimal | null;\n  transaction_hash: string;\n  block_timestamp: Decimal | null;\n  block_number: Decimal;\n  unique_id: bigint | null;\n};\n\ntype account_owner_updated_snapshot = {\n  account_id: Decimal;\n  transaction_hash: string;\n  new_owner: string | null;\n  block_timestamp: Decimal | null;\n  block_number: Decimal;\n  unique_id: bigint | null;\n  event_sequence_number: bigint | null;\n};\n\nexport interface OrdersGatewayPermissionUpdatedStreamResult {\n  owner: string;\n  delegate: string;\n  permission_state: boolean;\n  event_sequence_number: string;\n  block_number: string;\n  block_timestamp: string;\n  transaction_hash: string | null;\n}\n\nexport interface PerpTradeStreamPosition {\n  account_id: Decimal;\n  base: Decimal;\n  base_multiplier: Decimal;\n  funding_value: Decimal;\n  adl_unwind_price: Decimal;\n  last_price: Decimal;\n  last_price_timestamp: Decimal;\n  realized_pnl: Decimal;\n  average_entry_funding_value: Decimal;\n  session: Decimal;\n}\n\nexport interface PerpTradeStreamResult {\n  id: string;\n  event_sequence_number: Decimal;\n  me_nonce: Decimal;\n  market_id: Decimal;\n  account_id: Decimal;\n  counterparty_account_id: Decimal;\n  executed_base: Decimal;\n  fee: Decimal;\n  price: Decimal;\n  is_match_order: boolean;\n  liquidation_type: Decimal;\n  execution_type: number;\n  protocol_fee_credit: Decimal;\n  taker_rebate_credit: Decimal;\n  pool_fee_credit: Decimal;\n  exchange_fee_credit: null;\n  maker_fee_credit: null;\n  maker_fee_debit: null;\n  account_order_id: Decimal;\n  counterparty_order_id: Decimal;\n  position_previous_average_entry_funding_value: Decimal;\n  position_previous_adl_unwind_price: Decimal;\n  position_previous_base_multiplier: Decimal;\n  position_previous_funding_value: Decimal;\n  position_previous_last_price: Decimal;\n  position_previous_realized_pnl: Decimal;\n  counterparty_previous_average_entry_funding_value: Decimal;\n  counterparty_previous_adl_unwind_price: Decimal;\n  counterparty_previous_base_multiplier: Decimal;\n  counterparty_previous_funding_value: Decimal;\n  counterparty_previous_last_price: Decimal;\n  counterparty_previous_realized_pnl: Decimal;\n  block_timestamp: Decimal;\n  block_number: Decimal;\n  transaction_hash: string;\n  unique_id: bigint;\n  exchange_id: Decimal;\n  referrer_account_id: Decimal;\n  referrer_fee_credit: Decimal;\n  account: PerpTradeStreamPosition;\n  counterparty: PerpTradeStreamPosition;\n}\n\nexport type PerpTradeStreamMessage = GenericReplicationMessage<\n  PerpTradeStreamResult,\n  'trade'\n>;\n\nexport interface BalanceStreamSide {\n  account_id: Decimal;\n  balance: Decimal;\n  /** Lowercased owner address (address(0) for account 0); part of the ledger enrichment. */\n  owner?: string;\n}\n\n/**\n * One built leg of a Transfers event. The account ledger fields (PRO-852,\n * design §3.2) label and link the leg the same way its account_transfers row\n * is: `type` from command type and leg position, `fill_id` (ME nonce) and\n * `market_id` for perp fills settled after reya-network#752,\n * `spot_execution_sequence_number` / `spot_market_id` for spot trades and\n * auto-exchanges. Consumers that only track balances ignore them.\n */\nexport interface BalanceStreamTransfer {\n  transfer_event_sequence_number: Decimal;\n  collateral: string;\n  from: BalanceStreamSide;\n  to: BalanceStreamSide;\n  // The ledger enrichment (PRO-852), included on all newly published legs;\n  // a leg without it feeds the balances rail and nothing else.\n  /** Position of the leg in the event's array. */\n  leg_index?: number;\n  /** Amount moved (`netDepositsDelta`), raw token units, always positive. */\n  amount?: Decimal;\n  /** TransferType label; OTHER when the leg is not recognised. */\n  type?: string;\n  fill_id?: Decimal | null;\n  market_id?: Decimal | null;\n  spot_execution_sequence_number?: Decimal | null;\n  spot_market_id?: Decimal | null;\n}\n\n/** A leg as published while the ledger is on: every enrichment field present. */\nexport type EnrichedBalanceStreamTransfer = Required<\n  Omit<BalanceStreamTransfer, 'from' | 'to'>\n> & {\n  from: Required<BalanceStreamSide>;\n  to: Required<BalanceStreamSide>;\n};\n\nexport interface BalanceStreamResult {\n  event_sequence_number: Decimal;\n  block_timestamp: Decimal;\n  block_number: Decimal;\n  transaction_hash: string;\n  command_type: Decimal;\n  me_nonce: Decimal | null;\n  spot_market_id: Decimal | null;\n  account_id: Decimal | null;\n  counterparty_account_id: Decimal | null;\n  transfers: BalanceStreamTransfer[];\n}\n\nexport type BalanceStreamMessage = GenericReplicationMessage<\n  BalanceStreamResult,\n  'transfers'\n>;\n\ntype positions_migration = {\n  market_id: Decimal;\n  account_id: Decimal;\n  base: Decimal | null;\n  realized_pnl: Decimal | null;\n  last_price: Decimal | null;\n  last_price_timestamp: Decimal | null;\n  funding_value: Decimal | null;\n  base_multiplier: Decimal | null;\n  adl_unwind_price: Decimal | null;\n  average_entry_funding_value: Decimal | null;\n  session: Decimal | null;\n  exchange_id: Decimal | null;\n  transaction_hash: string;\n  block_timestamp: Decimal | null;\n  block_number: Decimal;\n  unique_id: bigint | null;\n  event_sequence_number: bigint | null;\n  referrer_account_id: Decimal | null;\n  referrer_fee_credit: Decimal | null;\n};\n\ntype execution_bust = {\n  event_sequence_number: bigint;\n  market_id: Decimal;\n  market_type: string;\n  account_id: Decimal;\n  counterparty_account_id: Decimal;\n  account_order_id: bigint;\n  counterparty_order_id: bigint;\n  me_nonce: Decimal | null;\n  exchange_id: Decimal;\n  failed_base: Decimal;\n  price: Decimal;\n  is_long: boolean;\n  reason: string;\n  block_timestamp: Decimal;\n  block_number: Decimal;\n  transaction_hash: string;\n  created_at: string;\n};\n\n// Bridge-carried money-in/out transactions, recorded as soon as the source\n// chain tx is broadcast and reconciled once the bridge delivers. Declared with\n// the database's own types; `Stringified<>` maps Date and Decimal to strings\n// for the replication payload.\ntype bridge_transactions_margin_account = {\n  source_tx_hash: string;\n  destination_tx_hash: string | null;\n  source_chain_id: number;\n  destination_chain_id: number;\n  account_id: Decimal;\n  status: string;\n  amount: Decimal;\n  type: string;\n  asset_id: string;\n  createdAt: Date;\n  updatedAt: Date;\n};\n\ntype ReplicationMessage =\n  // Extract the union of all `replication` values from TradingApiSource\n  | Exclude<TradingApiSource[keyof TradingApiSource]['replication'], never>\n  // add messages that do not exists in TradingApiSource\n  | GenericReplicationMessage<\n      account_owner_updated_snapshot,\n      'account_owner_updated_snapshot'\n    >\n  | GenericReplicationMessage<\n      account_collateral_balance_entries,\n      'account_collateral_balance_entries'\n    >\n  | GenericReplicationMessage<account_real_balance, 'account_real_balances'>\n  | GenericReplicationMessage<\n      OrdersGatewayPermissionUpdatedStreamResult,\n      'orders_gateway_permission'\n    >\n  // PRO-126 Bug 7: `ConditionalOrdersSensitive` replication channel\n  // retired with the rest of the `ConditionalOrders` DB pipeline.\n  // Order data flows through the ME's `{orders}:changes` stream.\n  | GenericReplicationMessage<\n      // Todo: remove after migration\n      positions_migration,\n      'positions_migration'\n    >\n  | GenericReplicationMessage<spot_execution, 'spot_executions'>\n  | GenericReplicationMessage<Order, 'orders'>\n  | GenericReplicationMessage<execution_bust, 'execution_busts'>\n  | GenericReplicationMessage<\n      bridge_transactions_margin_account,\n      'BridgeTransactionsMarginAccount'\n    >;\n\nexport type SocketDepositChainDetails = {\n  chainId: number;\n  chainName: string;\n  collateralAddress: Address;\n  collateralName: string;\n  collateralAddressInReyaPeriphery: Address;\n  vaultAddress: Address;\n  connectorAddress: Address;\n  msgGasLimit: string;\n  bridgeTime: number;\n};\n\nexport type SocketWithdrawChainDetails = {\n  chainId: number;\n  chainName: string;\n  collateralAddress: Address;\n  collateralName: string;\n  collateralAddressInReyaCore: Address;\n  msgGasLimit: string;\n  bridgeFee: string;\n  bridgeTime: number;\n};\n\nexport type LayerzeroDepositChainDetails = {\n  chainId: number;\n  chainName: string;\n  collateralAddress: Address;\n  collateralName: string;\n  collateralAddressInReyaPeriphery: Address;\n  dstEid: number;\n  extraOptions: string;\n  bridgeTime: number;\n};\n\nexport type LayerzeroWithdrawChainDetails = {\n  chainId: number;\n  chainName: string;\n  collateralAddress: Address;\n  collateralName: string;\n  collateralAddressInReyaCore: Address;\n  dstEid: number;\n  bridgeFee: string;\n  bridgeTime: number;\n};\n\nexport type SocketDepositInfo =\n  | { enabled: false }\n  | { enabled: true; chains: SocketDepositChainDetails[]; minAmount: number };\n\nexport type SocketWithdrawInfo =\n  | { enabled: false }\n  | { enabled: true; chains: SocketWithdrawChainDetails[]; minAmount: number };\n\nexport type LayerzeroDepositInfo =\n  | { enabled: false }\n  | {\n      enabled: true;\n      minAmount: number;\n      chains: LayerzeroDepositChainDetails[];\n    };\n\nexport type LayerzeroWithdrawInfo =\n  | { enabled: false }\n  | {\n      enabled: true;\n      minAmount: number;\n      chains: LayerzeroWithdrawChainDetails[];\n    };\n\nexport type TransferInfo = { enabled: boolean };\n\nexport type SpotInfo =\n  | { enabled: false }\n  | { enabled: true; spotMarketSymbol: string };\n\nexport type DisplayInfo = {\n  advertisedInSpot: boolean;\n  advertisedInPerp: boolean;\n  displayName: string;\n  displayDecimals: number;\n};\n\nexport type CollateralDefinition = {\n  id: Uppercase<string>;\n  address: Address;\n  assetPairId: string;\n  priceHaircut: string;\n  liquidationDiscount: string;\n  decimals: number;\n  socketDepositInfo: SocketDepositInfo;\n  socketWithdrawInfo: SocketWithdrawInfo;\n  layerzeroDepositInfo: LayerzeroDepositInfo;\n  layerzeroWithdrawInfo: LayerzeroWithdrawInfo;\n  transferInfo: TransferInfo;\n  spotInfo: SpotInfo;\n  displayInfo: DisplayInfo;\n};\n\n// Per-collateral, per-source-chain wallet balance available to deposit. This is\n// the user's ERC20 balance of the collateral's source-chain token (what a\n// deposit spends), read via `balanceOf`. `balance` is a human-readable decimal\n// string; it is `null` when every RPC for that chain failed.\nexport type CollateralChainBalance = {\n  chainId: number;\n  chainName: string;\n  collateralAddress: Address;\n  balance: string | null;\n};\n\nexport type CollateralWalletBalance = {\n  id: Uppercase<string>;\n  chains: CollateralChainBalance[];\n};\n\nexport type Replication = {\n  [K in ReplicationMessage as `replication:${K['model']}`]: Extract<\n    ReplicationMessage,\n    { model: K['model'] }\n  >;\n};\n"]}

package/dist/types/commands/exposure/command.d.ts

@@ -1,5 +1,5 @@
 import BigNumber from 'bignumber.js';
-import { AccountAssetBalance, CollateralAddressToExchangePriceMap, CollateralInfo, ExchangeInfo, ExposureCommandState, MarginInfo, MarketConfiguration, MarketIdToOraclePriceMap, MarketStorage, PositionInfo, PositionInfoMarketConfiguration, RiskMatrix, RiskMultipliersConfiguration, EditCollateralAction } from './types';
+import { AccountAssetBalance, CollateralAddressToExchangePriceMap, CollateralInfo, ExchangeInfo, MarginInfo, MarketConfiguration, MarketIdToOraclePriceMap, PositionInfo, PositionInfoMarketConfiguration, RiskMatrix, RiskMultipliersConfiguration } from './types';
 export declare const MAX_FUNDING_RATE: BigNumber;
 export declare const MIN_FUNDING_RATE: BigNumber;
 export declare function clampFundingRate(rate: BigNumber): BigNumber;
@@ -21,21 +21,10 @@ export declare class ExposureCommand {
     mtmRpnlSum: BigNumber;
     collateralAddressToExchangePrice: CollateralAddressToExchangePriceMap;
     constructor(accountId: number, rootCollateralPoolId: number, oraclePricePerMarket: MarketIdToOraclePriceMap, accountBalancePerAsset: AccountAssetBalance[], groupedByCollateral: Record<string, AccountAssetBalance>, riskMultipliers: RiskMultipliersConfiguration, riskMatrices: RiskMatrix[], exchangeInfoPerAsset: ExchangeInfo[], positionInfoMarketConfiguration: PositionInfoMarketConfiguration[], uniqueTokenAddresses: string[], uniqueQuoteCollaterals: string[], tokenMarginInfoPerAsset: MarginInfo[], realizedPnLSum: BigNumber, unrealizedPnLSum: BigNumber, mtmRpnlSum: BigNumber, collateralAddressToExchangePrice: CollateralAddressToExchangePriceMap);
-    getState(): ExposureCommandState;
     get getUsdNodeMarginInfo(): MarginInfo;
     get balancePerAsset(): MarginInfo[];
-    get exchangePricePerAsset(): ExchangeInfo[];
-    getUsdNodeMarginInfoPostTrade(positionAmount: number, collateralAddress: string, marketConfiguration: MarketConfiguration, riskBlockId: number): {
-        usdNodeMarginInfo: MarginInfo;
-        tokenMarginInfoPerAsset: MarginInfo[];
-        positionInfoMarketConfiguration: PositionInfoMarketConfiguration[];
-    };
-    getEditCollateralActionsToCoverMargin(requiredMargin: number): EditCollateralAction[];
-    getUsdNodeMarginInfoPostEditCollaterals(editCollateralActions: EditCollateralAction[]): MarginInfo;
-    getUsdNodeMarginInfoPostEditCollateral(collateralDelta: number, collateralAddress: string): MarginInfo;
     static calculateTokenMarginInfoPerAsset(groupedByCollateral: Record<string, AccountAssetBalance>, rootCollateralPoolId: number, riskMatrices: RiskMatrix[], riskMultipliers: RiskMultipliersConfiguration, uniqueQuoteCollaterals: Set<string>, realizedPnLSum: BigNumber, unrealizedPnLSum: BigNumber, positionInfoMarketConfiguration: PositionInfoMarketConfiguration[], oraclePricePerMarket: MarketIdToOraclePriceMap): MarginInfo[];
     static calculateLiquidation(marginBalance: number, liquidationMarginRequirement: number, oraclePrice: number, positionBase: number): BigNumber;
-    static calculateImpliedLeverage(notionalExposure: number, oldIMR: number, newIMR: number): number;
     static combineMarginInfo(parentMarginInfo: MarginInfo, sonMarginInfo: MarginInfo, sonParentExchangeInfo: ExchangeInfo): MarginInfo;
     static getUsdNodeMarginInfo(accountCollateralPoolId: number, quoteTokens: string[], exchangeInfoPerAsset: ExchangeInfo[], marginInfoPerToken: MarginInfo[]): MarginInfo;
     static getCollateralInfo(collateralAddress: string, realisedPnl: BigNumber, unrealizedPnL: BigNumber, netDeposits: number): CollateralInfo;
@@ -49,39 +38,7 @@ export declare class ExposureCommand {
     static computePricePnL(openBase: BigNumber, openPrice: BigNumber, exitPrice: BigNumber): BigNumber;
     static getMarginRatio(marginInfo: Pick<MarginInfo, 'marginBalance' | 'liquidationMarginRequirement'>): number;
     static exchangeWithPriceHaircut(quantity: number, price: number, haircut: number): number;
-    static reverseExchangeWithPriceHaircut(quantity: number, price: number, haircut: number): number;
     static getBalanceWithHaircut(exchangeInfoPerAsset: ExchangeInfo[], assetAddress: string, marginBalance: number): number;
-    getMaxExposure(marketConfiguration: MarketConfiguration, marketStorage: MarketStorage, isPool: boolean): {
-        maxExposureShort: number;
-        maxExposureLong: number;
-        exposures: BigNumber[];
-        riskMatrixIndex: number;
-    };
-    static computeMaxExposures(riskMatrix: BigNumber[][], exposures: BigNumber[], lmr: number, balance: number, imrMultiplier: number, exposureIndex: number): {
-        maxExposureShort: number;
-        maxExposureLong: number;
-    };
-    static solveQuadraticEquation(a: number, b: number, c: number): {
-        x1: BigNumber;
-        x2: BigNumber;
-    };
-    static computeC(lmr: number, balance: number, imrMultiplier: number): number;
-    static calculateRebalancingOrderBase({ poolBasePreTrade, orderBase, }: {
-        poolBasePreTrade: number;
-        orderBase: number;
-    }): number;
-    static calculateFee({ oraclePrice, poolBasePreTrade, orderBase, feeParameter, rebalancingFeeParameter, }: {
-        oraclePrice: number;
-        poolBasePreTrade: number;
-        orderBase: number;
-        feeParameter: BigNumber;
-        rebalancingFeeParameter: BigNumber;
-    }): {
-        rebalancingFee: number;
-        imbalancingFee: number;
-        fee: number;
-    };
-    static calculateEstimatedPrice(price: number, slippage: number): number;
     static evaluateHealthStatus(marginRatioPercentage: number): "danger" | "healthy" | "warning";
     static getFundingPeriods(lastFundingTimeStamp: BigNumber): BigNumber;
     static getHourlyFundingPeriods(lastFundingTimeStamp: BigNumber): BigNumber;

package/dist/types/commands/exposure/command.d.ts.map

@@ -1 +1 @@
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package/dist/types/commands/exposure/types.d.ts

@@ -129,11 +129,4 @@ export type TradeSimulationState = {
     exposureDataAccount: ExposureCommandState;
     exposureDataPassivePool: ExposureCommandState;
 };
-export type EditCollateralSimulationState = {
-    exposureDataAccount: ExposureCommandState;
-};
-export type EditCollateralAction = {
-    collateralDelta: number;
-    collateralAddress: Lowercase<string>;
-};
 //# sourceMappingURL=types.d.ts.map