@reyaxyz/common 0.364.1 → 0.364.3

package/README.md

@@ -6,5 +6,5 @@
 
 | Statements                  | Branches                | Functions                 | Lines             |
 | --------------------------- | ----------------------- | ------------------------- | ----------------- |
-| ![Statements](https://img.shields.io/badge/statements-50.67%25-red.svg?style=flat) | ![Branches](https://img.shields.io/badge/branches-47.44%25-red.svg?style=flat) | ![Functions](https://img.shields.io/badge/functions-37.94%25-red.svg?style=flat) | ![Lines](https://img.shields.io/badge/lines-53.49%25-red.svg?style=flat) |
+| ![Statements](https://img.shields.io/badge/statements-50.12%25-red.svg?style=flat) | ![Branches](https://img.shields.io/badge/branches-46.66%25-red.svg?style=flat) | ![Functions](https://img.shields.io/badge/functions-38.46%25-red.svg?style=flat) | ![Lines](https://img.shields.io/badge/lines-53.68%25-red.svg?style=flat) |
 

package/dist/commands/exposure/command.js

@@ -1,15 +1,4 @@
 "use strict";
-var __assign = (this && this.__assign) || function () {
-    __assign = Object.assign || function(t) {
-        for (var s, i = 1, n = arguments.length; i < n; i++) {
-            s = arguments[i];
-            for (var p in s) if (Object.prototype.hasOwnProperty.call(s, p))
-                t[p] = s[p];
-        }
-        return t;
-    };
-    return __assign.apply(this, arguments);
-};
 var __spreadArray = (this && this.__spreadArray) || function (to, from, pack) {
     if (pack || arguments.length === 2) for (var i = 0, l = from.length, ar; i < l; i++) {
         if (ar || !(i in from)) {
@@ -25,7 +14,6 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.ExposureCommand = exports.clampFundingRate = exports.MIN_FUNDING_RATE = exports.MAX_FUNDING_RATE = void 0;
 var bignumber_js_1 = __importDefault(require("bignumber.js"));
-var lodash_clonedeep_1 = __importDefault(require("lodash.clonedeep"));
 var utils_1 = require("../../utils");
 exports.MAX_FUNDING_RATE = (0, bignumber_js_1.default)('0.07');
 exports.MIN_FUNDING_RATE = (0, bignumber_js_1.default)('-0.07');
@@ -63,26 +51,6 @@ var ExposureCommand = /** @class */ (function () {
         this.mtmRpnlSum = mtmRpnlSum;
         this.collateralAddressToExchangePrice = collateralAddressToExchangePrice;
     }
-    ExposureCommand.prototype.getState = function () {
-        return {
-            accountId: this.accountId,
-            rootCollateralPoolId: this.rootCollateralPoolId,
-            oraclePricePerMarket: this.oraclePricePerMarket,
-            accountBalancePerAsset: this.accountBalancePerAsset,
-            groupedByCollateral: this.groupedByCollateral,
-            riskMultipliers: this.riskMultipliers,
-            riskMatrices: this.riskMatrices,
-            exchangeInfoPerAsset: this.exchangeInfoPerAsset,
-            positionInfoMarketConfiguration: this.positionInfoMarketConfiguration,
-            uniqueTokenAddresses: this.uniqueTokenAddresses,
-            uniqueQuoteCollaterals: this.uniqueQuoteCollaterals,
-            tokenMarginInfoPerAsset: this.tokenMarginInfoPerAsset,
-            realizedPnLSum: this.realizedPnLSum,
-            unrealizedPnLSum: this.unrealizedPnLSum,
-            mtmRpnlSum: this.mtmRpnlSum,
-            collateralAddressToExchangePrice: this.collateralAddressToExchangePrice,
-        };
-    };
     Object.defineProperty(ExposureCommand.prototype, "getUsdNodeMarginInfo", {
         get: function () {
             return ExposureCommand.getUsdNodeMarginInfo(this.rootCollateralPoolId, this.uniqueTokenAddresses, this.exchangeInfoPerAsset, this.tokenMarginInfoPerAsset);
@@ -97,160 +65,6 @@ var ExposureCommand = /** @class */ (function () {
         enumerable: false,
         configurable: true
     });
-    Object.defineProperty(ExposureCommand.prototype, "exchangePricePerAsset", {
-        get: function () {
-            return this.exchangeInfoPerAsset;
-        },
-        enumerable: false,
-        configurable: true
-    });
-    ExposureCommand.prototype.getUsdNodeMarginInfoPostTrade = function (positionAmount, collateralAddress, marketConfiguration, riskBlockId) {
-        // perform deep copy of the object
-        var positionInfoMarketConfiguration = (0, lodash_clonedeep_1.default)(this.positionInfoMarketConfiguration);
-        // Check if the market_id already exists in the array
-        var existingConfigIndex = positionInfoMarketConfiguration.findIndex(function (config) {
-            return config.market_id ===
-                (0, bignumber_js_1.default)(String(marketConfiguration.market_id)).toNumber();
-        });
-        if (existingConfigIndex !== -1) {
-            // If it exists, update the amount
-            positionInfoMarketConfiguration[existingConfigIndex].base = (0, bignumber_js_1.default)(positionInfoMarketConfiguration[existingConfigIndex].base).plus(positionAmount);
-        }
-        else {
-            // If it doesn't exist, add a new element
-            positionInfoMarketConfiguration.push({
-                base: (0, bignumber_js_1.default)(positionAmount),
-                realized_pnl: (0, bignumber_js_1.default)(0),
-                realized_pnl_with_mtm: (0, bignumber_js_1.default)(0),
-                realized_pnl_latest_snapshot: (0, bignumber_js_1.default)(0),
-                latest_funding_cashflow: (0, bignumber_js_1.default)(0),
-                last_price: (0, bignumber_js_1.default)(0),
-                average_entry_price_off_chain_tracker: (0, bignumber_js_1.default)(0),
-                funding_value_off_chain_tracker: (0, bignumber_js_1.default)(0),
-                average_entry_price: (0, bignumber_js_1.default)(0),
-                last_timestamp: (0, bignumber_js_1.default)(0),
-                funding_value: (0, bignumber_js_1.default)(0),
-                base_multiplier: (0, bignumber_js_1.default)(0),
-                adl_unwind_price: (0, bignumber_js_1.default)(0),
-                market_id: (0, bignumber_js_1.default)(String(marketConfiguration.market_id)).toNumber(),
-                account_id: this.accountId,
-                market_configuration: marketConfiguration,
-                risk_block_id: riskBlockId,
-            });
-        }
-        var uniqueQuoteCollaterals = new Set(this.uniqueQuoteCollaterals);
-        uniqueQuoteCollaterals.add(collateralAddress);
-        var tokenMarginInfoPerAsset = ExposureCommand.calculateTokenMarginInfoPerAsset(this.groupedByCollateral, this.rootCollateralPoolId, this.riskMatrices, this.riskMultipliers, uniqueQuoteCollaterals, this.realizedPnLSum, this.unrealizedPnLSum, positionInfoMarketConfiguration, this.oraclePricePerMarket);
-        var uniqueTokenAddresses = __spreadArray([], this.uniqueTokenAddresses, true);
-        if (!this.uniqueTokenAddresses.includes(collateralAddress)) {
-            uniqueTokenAddresses.push(collateralAddress);
-        }
-        return {
-            usdNodeMarginInfo: ExposureCommand.getUsdNodeMarginInfo(this.rootCollateralPoolId, uniqueTokenAddresses, this.exchangeInfoPerAsset, tokenMarginInfoPerAsset),
-            tokenMarginInfoPerAsset: tokenMarginInfoPerAsset,
-            positionInfoMarketConfiguration: positionInfoMarketConfiguration,
-        };
-    };
-    ExposureCommand.prototype.getEditCollateralActionsToCoverMargin = function (requiredMargin) {
-        /*
-         * Note, this function is implicitely making an assumption that required margin can be covered by
-         * the account without breaching account IMR
-         * */
-        var editCollateralActions = [];
-        var marginToCover = requiredMargin;
-        var uniqueQuoteCollaterals = new Set(this.uniqueQuoteCollaterals);
-        var tokenMarginInfoPerAsset = ExposureCommand.calculateTokenMarginInfoPerAsset(this.groupedByCollateral, this.rootCollateralPoolId, this.riskMatrices, this.riskMultipliers, uniqueQuoteCollaterals, this.realizedPnLSum, this.unrealizedPnLSum, this.positionInfoMarketConfiguration, this.oraclePricePerMarket);
-        var _loop_1 = function (tokenInfo) {
-            if (tokenInfo.marginBalance < 0) {
-                return "continue";
-            }
-            // todo: p1: haircut and exchange rate adjustment should not be done for rUSD
-            // does exchangeInfo currently return haircut as zero and price as 1?
-            // todo: p2: can just look at net deposits rather than margin balance for non-rusd as non pnl
-            var exchangeInfo = this_1.exchangeInfoPerAsset.find(function (exchangeInfo) {
-                return tokenInfo.assetAddress === exchangeInfo.tokenAddress;
-            });
-            if (!exchangeInfo) {
-                throw new Error('Unable to retrieve exchange info when calculating collaterals needed to cover margin');
-            }
-            var marginBalanceWithHaircutInRUSD = ExposureCommand.exchangeWithPriceHaircut(tokenInfo.marginBalance, exchangeInfo.price, exchangeInfo.priceHaircut);
-            if (marginBalanceWithHaircutInRUSD > marginToCover) {
-                var collateralDelta = -ExposureCommand.reverseExchangeWithPriceHaircut(marginToCover, exchangeInfo.price, exchangeInfo.priceHaircut);
-                editCollateralActions.push({
-                    collateralAddress: tokenInfo.assetAddress,
-                    collateralDelta: collateralDelta,
-                });
-                return "break";
-            }
-            else {
-                editCollateralActions.push({
-                    collateralAddress: tokenInfo.assetAddress,
-                    collateralDelta: -tokenInfo.marginBalance,
-                });
-                marginToCover = marginToCover - marginBalanceWithHaircutInRUSD;
-            }
-        };
-        var this_1 = this;
-        // todo: p2: consider prioritising rUSD when looping through token infos & document math in comments
-        for (var _i = 0, tokenMarginInfoPerAsset_1 = tokenMarginInfoPerAsset; _i < tokenMarginInfoPerAsset_1.length; _i++) {
-            var tokenInfo = tokenMarginInfoPerAsset_1[_i];
-            var state_1 = _loop_1(tokenInfo);
-            if (state_1 === "break")
-                break;
-        }
-        return editCollateralActions;
-    };
-    ExposureCommand.prototype.getUsdNodeMarginInfoPostEditCollaterals = function (editCollateralActions) {
-        // todo: check if there's a way to simplify this function & deprecate the single edit collateral sim below as it's a
-        // subset of this function
-        // perform deep copy of the object
-        var groupedByCollateral = (0, lodash_clonedeep_1.default)(this.groupedByCollateral);
-        var uniqueQuoteCollaterals = new Set(this.uniqueQuoteCollaterals);
-        var uniqueTokenAddresses = __spreadArray([], this.uniqueTokenAddresses, true);
-        // counterfactual update deep copy
-        for (var _i = 0, editCollateralActions_1 = editCollateralActions; _i < editCollateralActions_1.length; _i++) {
-            var action = editCollateralActions_1[_i];
-            if (groupedByCollateral[action.collateralAddress]) {
-                groupedByCollateral[action.collateralAddress] = __assign(__assign({}, groupedByCollateral[action.collateralAddress]), { amount: groupedByCollateral[action.collateralAddress].amount +
-                        action.collateralDelta });
-            }
-            else {
-                groupedByCollateral[action.collateralAddress] = {
-                    accountId: this.accountId,
-                    collateral: action.collateralAddress,
-                    amount: action.collateralDelta,
-                };
-            }
-            uniqueQuoteCollaterals.add(action.collateralAddress);
-            if (!this.uniqueTokenAddresses.includes(action.collateralAddress)) {
-                uniqueTokenAddresses.push(action.collateralAddress);
-            }
-        }
-        var tokenMarginInfoPerAsset = ExposureCommand.calculateTokenMarginInfoPerAsset(groupedByCollateral, this.rootCollateralPoolId, this.riskMatrices, this.riskMultipliers, uniqueQuoteCollaterals, this.realizedPnLSum, this.unrealizedPnLSum, this.positionInfoMarketConfiguration, this.oraclePricePerMarket);
-        return ExposureCommand.getUsdNodeMarginInfo(this.rootCollateralPoolId, uniqueTokenAddresses, this.exchangeInfoPerAsset, tokenMarginInfoPerAsset);
-    };
-    ExposureCommand.prototype.getUsdNodeMarginInfoPostEditCollateral = function (collateralDelta, collateralAddress) {
-        // perform deep copy of the object
-        var groupedByCollateral = (0, lodash_clonedeep_1.default)(this.groupedByCollateral);
-        // counterfactual update deep copy
-        if (groupedByCollateral[collateralAddress]) {
-            groupedByCollateral[collateralAddress] = __assign(__assign({}, groupedByCollateral[collateralAddress]), { amount: groupedByCollateral[collateralAddress].amount + collateralDelta });
-        }
-        else {
-            groupedByCollateral[collateralAddress] = {
-                accountId: this.accountId,
-                collateral: collateralAddress,
-                amount: collateralDelta,
-            };
-        }
-        var uniqueQuoteCollaterals = new Set(this.uniqueQuoteCollaterals);
-        var tokenMarginInfoPerAsset = ExposureCommand.calculateTokenMarginInfoPerAsset(groupedByCollateral, this.rootCollateralPoolId, this.riskMatrices, this.riskMultipliers, uniqueQuoteCollaterals, this.realizedPnLSum, this.unrealizedPnLSum, this.positionInfoMarketConfiguration, this.oraclePricePerMarket);
-        var uniqueTokenAddresses = __spreadArray([], this.uniqueTokenAddresses, true);
-        if (!this.uniqueTokenAddresses.includes(collateralAddress)) {
-            uniqueTokenAddresses.push(collateralAddress);
-        }
-        return ExposureCommand.getUsdNodeMarginInfo(this.rootCollateralPoolId, uniqueTokenAddresses, this.exchangeInfoPerAsset, tokenMarginInfoPerAsset);
-    };
     ExposureCommand.calculateTokenMarginInfoPerAsset = function (groupedByCollateral, rootCollateralPoolId, riskMatrices, riskMultipliers, uniqueQuoteCollaterals, realizedPnLSum, unrealizedPnLSum, positionInfoMarketConfiguration, oraclePricePerMarket) {
         var _a;
         var tokenMarginInfoPerAsset = [];
@@ -275,13 +89,6 @@ var ExposureCommand = /** @class */ (function () {
             .div(positionBase));
         return bignumber_js_1.default.max(0, liquidationPrice);
     };
-    ExposureCommand.calculateImpliedLeverage = function (notionalExposure, oldIMR, newIMR) {
-        var changeInImr = (0, bignumber_js_1.default)(newIMR).minus(oldIMR);
-        if (changeInImr.eq(0)) {
-            return 0;
-        }
-        return (0, bignumber_js_1.default)(notionalExposure).div(changeInImr).toNumber();
-    };
     ExposureCommand.combineMarginInfo = function (parentMarginInfo, sonMarginInfo, sonParentExchangeInfo) {
         return {
             assetAddress: parentMarginInfo.assetAddress,
@@ -327,7 +134,7 @@ var ExposureCommand = /** @class */ (function () {
             initialBufferDelta: 0,
             liquidationMarginRequirement: 0,
         };
-        var _loop_2 = function (quoteToken) {
+        var _loop_1 = function (quoteToken) {
             var exchangeInfo = exchangeInfoPerAsset.find(function (exchangeInfo) {
                 return quoteToken === exchangeInfo.tokenAddress;
             });
@@ -341,7 +148,7 @@ var ExposureCommand = /** @class */ (function () {
         };
         for (var _i = 0, quoteTokens_1 = quoteTokens; _i < quoteTokens_1.length; _i++) {
             var quoteToken = quoteTokens_1[_i];
-            _loop_2(quoteToken);
+            _loop_1(quoteToken);
         }
         return usdNodeMarginInfo;
     };
@@ -494,22 +301,6 @@ var ExposureCommand = /** @class */ (function () {
         var haircutPrice = (0, bignumber_js_1.default)(price).multipliedBy(calHelper);
         return haircutPrice.multipliedBy(quantity).toNumber();
     };
-    ExposureCommand.reverseExchangeWithPriceHaircut = function (quantity, price, haircut) {
-        /*
-         * this operation takes quantity in rUSD terms, price between collateral token (e.g. weth) and rusd
-         * alongside the haircut between weth and rusd
-         * it then returns a quantity in collateral token terms (e.g. weth) which would return quantity if it were to be
-         * passed through the exchangeWithPriceHaircut function
-         * */
-        // todo: p2: consider abstracting haircut price calculation into separate function as duplciated
-        // For positive quantities, the haircut is `quantity * (1 - haircut)`
-        // For negative values, the haircut is `quantity / (1 - haircut)` because a negative value means the haircut should be applied from B to A.
-        var calHelper = (0, bignumber_js_1.default)(quantity).gt(0)
-            ? (0, bignumber_js_1.default)(1).minus(haircut)
-            : (0, bignumber_js_1.default)(1).div((0, bignumber_js_1.default)(1).minus(haircut));
-        var haircutPrice = (0, bignumber_js_1.default)(price).multipliedBy(calHelper);
-        return (0, bignumber_js_1.default)(quantity).dividedBy(haircutPrice).toNumber();
-    };
     ExposureCommand.getBalanceWithHaircut = function (exchangeInfoPerAsset, assetAddress, marginBalance) {
         // todo: p1: haircut and exchange rate adjustment should not be done for rUSD
         // does exchangeInfo currently return haircut as zero and price as 1?
@@ -522,135 +313,6 @@ var ExposureCommand = /** @class */ (function () {
         }
         return ExposureCommand.exchangeWithPriceHaircut(marginBalance, exchangeInfo.price, exchangeInfo.priceHaircut);
     };
-    ExposureCommand.prototype.getMaxExposure = function (marketConfiguration, marketStorage, isPool) {
-        // todo: p2: cosider turning this into a hashmap vs. an array so that O(1) access
-        var riskMatrix = this.riskMatrices.find(function (riskMatrix) {
-            return (riskMatrix.risk_block_id ===
-                (0, bignumber_js_1.default)(String(marketStorage.risk_block_id)).toNumber());
-        });
-        if (!riskMatrix) {
-            throw new Error("RiskMatrix Doesn't exist");
-        }
-        var riskMatrixIndex = (0, bignumber_js_1.default)(String(marketConfiguration.risk_matrix_index)).toNumber();
-        var imrMultiplier;
-        if (isPool) {
-            imrMultiplier = utils_1.POOL_IMR;
-        }
-        else {
-            imrMultiplier = (0, utils_1.amountNormalizer)(String(this.riskMultipliers.im_multiplier)).toNumber();
-        }
-        var marginInfo = this.tokenMarginInfoPerAsset.find(function (marginInfo) {
-            return marginInfo.assetAddress === marketStorage.quote_collateral;
-        });
-        if (!marginInfo) {
-            throw new Error("marginInfo doesn't exist");
-        }
-        var exposures = ExposureCommand.getBlockExposures(this.positionInfoMarketConfiguration, this.oraclePricePerMarket, (0, bignumber_js_1.default)(String(marketStorage.risk_block_id)).toNumber());
-        var _a = ExposureCommand.computeMaxExposures(riskMatrix.matrix, exposures, marginInfo.liquidationMarginRequirement, marginInfo.marginBalance < 0 ? 0 : marginInfo.marginBalance, imrMultiplier, riskMatrixIndex), maxExposureShort = _a.maxExposureShort, maxExposureLong = _a.maxExposureLong;
-        return {
-            maxExposureShort: maxExposureShort,
-            maxExposureLong: maxExposureLong,
-            exposures: exposures,
-            riskMatrixIndex: riskMatrixIndex,
-        };
-    };
-    ExposureCommand.computeMaxExposures = function (riskMatrix, exposures, lmr, balance, imrMultiplier, exposureIndex) {
-        var b = (0, bignumber_js_1.default)(0);
-        for (var i = 0; i < exposures.length; i++) {
-            b = (0, bignumber_js_1.default)(b).plus((0, bignumber_js_1.default)(exposures[i]).multipliedBy((0, bignumber_js_1.default)(riskMatrix[exposureIndex][i]).plus(riskMatrix[i][exposureIndex])));
-        }
-        var _a = this.solveQuadraticEquation((0, bignumber_js_1.default)(riskMatrix[exposureIndex][exposureIndex]).toNumber(), // changes here
-        b.toNumber(), this.computeC(lmr, balance, imrMultiplier)), x1 = _a.x1, x2 = _a.x2;
-        var maxShortExposure = (0, bignumber_js_1.default)(x1).plus(exposures[exposureIndex]);
-        var maxLongExposure = (0, bignumber_js_1.default)(x2).plus(exposures[exposureIndex]);
-        var availableShortExposure = maxShortExposure.lt(0)
-            ? maxShortExposure.negated().toNumber()
-            : 0;
-        var availableLongExposure = maxLongExposure.gt(0)
-            ? maxLongExposure.toNumber()
-            : 0;
-        return {
-            maxExposureShort: availableShortExposure,
-            maxExposureLong: availableLongExposure,
-        };
-    };
-    ExposureCommand.solveQuadraticEquation = function (a, b, c) {
-        if ((0, bignumber_js_1.default)(a).eq(0)) {
-            throw new Error('ZeroQuadraticCoefficient');
-        }
-        var delta = (0, bignumber_js_1.default)(b)
-            .multipliedBy(b)
-            .minus((0, bignumber_js_1.default)(4).multipliedBy(a).multipliedBy(c));
-        if (delta.lt(0)) {
-            return {
-                x1: (0, bignumber_js_1.default)(0),
-                x2: (0, bignumber_js_1.default)(0),
-            };
-        }
-        var rootDelta = delta.sqrt();
-        var x1 = (0, bignumber_js_1.default)(b)
-            .multipliedBy(-1)
-            .minus(rootDelta)
-            .div((0, bignumber_js_1.default)(2).multipliedBy(a));
-        var x2 = (0, bignumber_js_1.default)(b)
-            .multipliedBy(-1)
-            .plus(rootDelta)
-            .div((0, bignumber_js_1.default)(2).multipliedBy(a));
-        return {
-            x1: x1,
-            x2: x2,
-        };
-    };
-    ExposureCommand.computeC = function (lmr, balance, imrMultiplier) {
-        var lmrSD = (0, bignumber_js_1.default)(lmr);
-        var lmrSquared = lmrSD.multipliedBy(lmrSD);
-        var balanceSD = (0, bignumber_js_1.default)(balance);
-        var balanceSquared = balanceSD.multipliedBy(balanceSD);
-        var imrMultiplierSD = (0, bignumber_js_1.default)(imrMultiplier);
-        var imrMultiplierSquared = imrMultiplierSD.multipliedBy(imrMultiplierSD);
-        return lmrSquared
-            .minus(balanceSquared.div(imrMultiplierSquared))
-            .toNumber();
-    };
-    ExposureCommand.calculateRebalancingOrderBase = function (_a) {
-        var poolBasePreTrade = _a.poolBasePreTrade, orderBase = _a.orderBase;
-        if (poolBasePreTrade > 0) {
-            if (orderBase < 0) {
-                return 0;
-            }
-            return Math.min(poolBasePreTrade, orderBase);
-        }
-        if (orderBase > 0) {
-            return 0;
-        }
-        return Math.max(poolBasePreTrade, orderBase);
-    };
-    ExposureCommand.calculateFee = function (_a) {
-        var oraclePrice = _a.oraclePrice, poolBasePreTrade = _a.poolBasePreTrade, orderBase = _a.orderBase, feeParameter = _a.feeParameter, rebalancingFeeParameter = _a.rebalancingFeeParameter;
-        var rebalancingOrderBase = this.calculateRebalancingOrderBase({
-            poolBasePreTrade: poolBasePreTrade,
-            orderBase: orderBase,
-        });
-        var imbalancingOrderBase = orderBase - rebalancingOrderBase;
-        var imbalancingFee = (0, bignumber_js_1.default)(oraclePrice)
-            .times(imbalancingOrderBase)
-            .times(feeParameter)
-            .abs()
-            .toNumber();
-        var rebalancingFee = (0, bignumber_js_1.default)(oraclePrice)
-            .times(rebalancingOrderBase)
-            .times(rebalancingFeeParameter)
-            .abs()
-            .toNumber();
-        return {
-            imbalancingFee: imbalancingFee,
-            rebalancingFee: rebalancingFee,
-            fee: imbalancingFee + rebalancingFee,
-        };
-    };
-    ExposureCommand.calculateEstimatedPrice = function (price, slippage) {
-        return (0, bignumber_js_1.default)(price).times((0, bignumber_js_1.default)(1).plus(slippage)).toNumber();
-    };
     ExposureCommand.evaluateHealthStatus = function (marginRatioPercentage) {
         if (marginRatioPercentage >= utils_1.MA_HEALTH_DANGER_THRESHOLD) {
             return 'danger';