@reyaxyz/common 0.364.1 → 0.364.3

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

@@ -1,5 +1,5 @@
 import { ParamsDictionary, Query } from 'express-serve-static-core';
-import { Address, AssetPair, CollateralPrice, MarketPrice } from './types';
+import { Address, AssetPair } from './types';
 import { AddressParam, ApiEndpoint, ApiInfiniteListEndpoint, ApiListEndpoint, Decimal, PaginatedQueryParams, Stringified } from './api-types';
 export declare const AccountStatusValues: {
     OPEN: string;
@@ -279,7 +279,6 @@ export type TradingApiSource = {
         market_id: Decimal;
         risk_matrix_index: Decimal | null;
         max_open_base: Decimal | null;
-        velocity_multiplier: Decimal | null;
         minimum_order_base: Decimal | null;
         base_spacing: Decimal | null;
         price_spacing: Decimal | null;
@@ -289,11 +288,6 @@ export type TradingApiSource = {
         dutch_config_min_base: Decimal | null;
         slippage_params_phi: Decimal | null;
         slippage_params_beta: Decimal | null;
-        depth_factor: Decimal | null;
-        max_exposure_factor: Decimal | null;
-        max_p_slippage: Decimal | null;
-        price_spread: Decimal | null;
-        volatility_index_multiplier: Decimal | null;
         block_timestamp: Decimal | null;
         block_number: Decimal;
         unique_id: bigint | null;
@@ -317,20 +311,6 @@ export type TradingApiSource = {
         marketId: string;
     }, 'marketData'>;
     'wallet/:address/positions': TradingApiListEndpoint<Position, AddressParam, 'position', Omit<Position, 'adjusted_base' | 'adl_realized_pnl'>>;
-    assets: TradingApiListEndpoint<{
-        address: string;
-        name: string;
-        short: string;
-        createdAt: Date;
-        updatedAt: Date;
-        asset_price_contract_id: string | null;
-        asset_price_usdc_contract_id: string | null;
-        decimals: number;
-    }>;
-    prices: TradingApiEndpoint<Partial<Record<AssetPair, MarketPrice | CollateralPrice>>, never>;
-    'prices/:assetPairId': TradingApiEndpoint<MarketPrice | CollateralPrice | undefined, {
-        assetPairId: string;
-    }, 'price'>;
     'wallet/:address/bridgeTransactions': TradingApiListEndpoint<bridge_transactions_margin_account, AddressParam, 'BridgeTransactionsMarginAccount'>;
     'wallet/:address/accounts': TradingApiListEndpoint<Account, AddressParam, 'AccountProfile'>;
     'wallet/:address/accounts/balances': TradingApiListEndpoint<AccountBalance, AddressParam, 'account_balances'>;
@@ -378,14 +358,6 @@ export type TradingApiSource = {
         referrer_rebate: Decimal;
         affiliate_referrer_rebate: Decimal;
     }, never>;
-    dynamicDepthConfig: TradingApiEndpoint<{
-        markets: {
-            marketId: number;
-            baseDepth: number;
-            thresholds: number[];
-            ratios: number[];
-        }[];
-    }, never>;
     'wallet/:address/configuration': TradingApiEndpoint<{
         tier_id: Decimal;
         og_status: boolean;
@@ -591,27 +563,6 @@ export interface BalanceStreamResult {
     transfers: BalanceStreamTransfer[];
 }
 export type BalanceStreamMessage = GenericReplicationMessage<BalanceStreamResult, 'transfers'>;
-type positions_migration = {
-    market_id: Decimal;
-    account_id: Decimal;
-    base: Decimal | null;
-    realized_pnl: Decimal | null;
-    last_price: Decimal | null;
-    last_price_timestamp: Decimal | null;
-    funding_value: Decimal | null;
-    base_multiplier: Decimal | null;
-    adl_unwind_price: Decimal | null;
-    average_entry_funding_value: Decimal | null;
-    session: Decimal | null;
-    exchange_id: Decimal | null;
-    transaction_hash: string;
-    block_timestamp: Decimal | null;
-    block_number: Decimal;
-    unique_id: bigint | null;
-    event_sequence_number: bigint | null;
-    referrer_account_id: Decimal | null;
-    referrer_fee_credit: Decimal | null;
-};
 type execution_bust = {
     event_sequence_number: bigint;
     market_id: Decimal;
@@ -644,7 +595,7 @@ type bridge_transactions_margin_account = {
     createdAt: Date;
     updatedAt: Date;
 };
-type ReplicationMessage = Exclude<TradingApiSource[keyof TradingApiSource]['replication'], never> | GenericReplicationMessage<account_owner_updated_snapshot, 'account_owner_updated_snapshot'> | GenericReplicationMessage<account_collateral_balance_entries, 'account_collateral_balance_entries'> | GenericReplicationMessage<account_real_balance, 'account_real_balances'> | GenericReplicationMessage<OrdersGatewayPermissionUpdatedStreamResult, 'orders_gateway_permission'> | GenericReplicationMessage<positions_migration, 'positions_migration'> | GenericReplicationMessage<spot_execution, 'spot_executions'> | GenericReplicationMessage<Order, 'orders'> | GenericReplicationMessage<execution_bust, 'execution_busts'> | GenericReplicationMessage<bridge_transactions_margin_account, 'BridgeTransactionsMarginAccount'>;
+type ReplicationMessage = Exclude<TradingApiSource[keyof TradingApiSource]['replication'], never> | GenericReplicationMessage<account_owner_updated_snapshot, 'account_owner_updated_snapshot'> | GenericReplicationMessage<account_collateral_balance_entries, 'account_collateral_balance_entries'> | GenericReplicationMessage<account_real_balance, 'account_real_balances'> | GenericReplicationMessage<OrdersGatewayPermissionUpdatedStreamResult, 'orders_gateway_permission'> | GenericReplicationMessage<spot_execution, 'spot_executions'> | GenericReplicationMessage<Order, 'orders'> | GenericReplicationMessage<execution_bust, 'execution_busts'> | GenericReplicationMessage<bridge_transactions_margin_account, 'BridgeTransactionsMarginAccount'>;
 export type SocketDepositChainDetails = {
     chainId: number;
     chainName: string;

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package/dist/types/types.d.ts

@@ -371,14 +371,6 @@ export type GetInstantPoolPriceResult = {
 export type GetBalancesForBridgeArgs = {
     walletAddress: string;
 };
-export type DepthSimulationState = {
-    spotPrice: number;
-    depthFactor: number;
-    maxOrderSizeLong: number;
-    maxOrderSizeShort: number;
-    netExposure: number;
-};
-export type GetLpPoolDepthChartSimulationDataResult = DepthSimulationState;
 export type SignatureData = {
     signature: string;
     timestamp: number;

package/dist/types/types.d.ts.map

@@ -1 +1 @@
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package/dist/types/utils/calculate.d.ts

@@ -1,5 +1,4 @@
 import BigNumber from 'bignumber.js';
-export declare const POOL_IMR = 9.1;
 type MarketId = string;
 type Address = string;
 /**
@@ -25,70 +24,10 @@ export declare const calculateMaxWithdraw: ({ currentIMR, marginBalance, realBal
     /** Price of the token in rUSD terms */
     price: number;
 }) => number;
-export declare const calculateMaxExposure: ({ poolBalance, riskFactor, poolIMR, }: {
-    poolBalance: number;
-    poolIMR?: number | undefined;
-    riskFactor: number;
-}) => number;
-/**
- * Splits a trade exposure into rebalancing and unbalancing portions relative to pool net exposure.
- * Rebalancing reduces pool's absolute exposure; unbalancing increases it.
- */
-export declare const splitTradeExposure: (tradeExposure: number, poolNetExposure: number) => {
-    rebalancing: number;
-    unbalancing: number;
-};
-/**
- * Computes the new log price multiplier (logF) after a trade, handling both
- * rebalancing and unbalancing portions.
- *
- * Mirrors on-chain logic in PriceMultiplier.sol:computeNewLogPriceMultiplier.
- */
-export declare const computeNewLogF: ({ currentLogF, tradeExposure, poolNetExposure, depthFactor, maxExposure, }: {
-    currentLogF: number;
-    tradeExposure: number;
-    poolNetExposure: number;
-    depthFactor: number;
-    maxExposure: number;
-}) => number;
-/**
- * Estimates the execution price for a trade using the exponential logPriceMultiplier formula.
- *
- * Mirrors on-chain logic:
- * 1. computeNewLogPriceMultiplier (PriceMultiplier.sol)
- * 2. computeAmmPrice: ammPrice = oraclePrice * exp(logF)
- * 3. computeSignedSpread: executionPrice = ammPrice * (1 + signedSpread)
- *
- * @audit spreadDiscount not applied — known limitation, to be addressed later
- * @audit priceSpacing rounding not applied
- */
-export declare const calculateEstimatedExecutionPrice: ({ oraclePrice, currentLogF, tradeExposure, poolNetExposure, depthFactor, maxExposure, priceSpread, }: {
-    oraclePrice: number;
-    currentLogF: number;
-    tradeExposure: number;
-    poolNetExposure: number;
-    depthFactor: number;
-    maxExposure: number;
-    priceSpread: number;
-}) => number;
 export declare const calculateTradeFee: ({ feeRate, tradeNotional, }: {
     feeRate: number;
     tradeNotional: number;
 }) => number;
-export declare const calculateSpread: ({ depthFactor, maxExposure, oraclePrice, poolPrice, tradeNotional, }: {
-    depthFactor: number;
-    maxExposure: number;
-    oraclePrice: number;
-    poolPrice: number;
-    tradeNotional: number;
-}) => number;
-export declare const calculateEstimatedLiquidationPrice: ({ LMR, accountBalance, isShort, notional, oraclePrice, }: {
-    LMR: number;
-    accountBalance: number;
-    isShort: boolean;
-    notional: number;
-    oraclePrice: number;
-}) => number;
 export declare const calculateLeverage: ({ imrMultiplier, riskFactor, }: {
     imrMultiplier: number;
     riskFactor: number;
@@ -99,31 +38,6 @@ export declare const calculateRequiredMargin: ({ currIMR, currentNotional, lever
     leverage: number;
     tradeNotional: number;
 }) => number;
-/**
- * Calculates the maximum notional trade size (unsigned, always ≥ 0).
- *
- * Implements the UI quant spec v2 ("Maximum trade") with two cases:
- *   Case 1 — Extending: trade same direction as existing position.
- *   Case 2 — Reverting: decompose into (a) close position exactly, then
- *            (b) extend from zero in the opposite direction.
- *
- * All quadratics use the unsigned convention (t = |tradeNotional|) so the
- * positive root always corresponds to the correct direction.
- */
-export declare const calculateMaxOrderSize: ({ currIMR, currNodeBalance, currNotional, depthFactor, feeRate, isShortTrade, leverage, maxExposure, oraclePrice, poolPrice, currentLogF, netExposure, }: {
-    currIMR: number;
-    currNodeBalance: number;
-    currNotional: number;
-    depthFactor: number;
-    feeRate: number;
-    isShortTrade: boolean;
-    leverage: number;
-    maxExposure: number;
-    oraclePrice: number;
-    poolPrice: number;
-    currentLogF: number;
-    netExposure: number;
-}) => number;
 export declare const calculateIMR: ({ marketLeverages, marketPrices, positions, }: {
     marketLeverages: Map<MarketId, number>;
     marketPrices: Map<MarketId, number>;
@@ -136,11 +50,6 @@ export declare const calculateLMR: ({ marketPrices, positions, riskFactors, mark
     riskFactors: Map<MarketId, number>;
     tradeSize?: number | undefined;
 }) => number;
-export declare const calculateMarginRatio: ({ LMR, totalBalance, tradeCost, }: {
-    LMR: number;
-    totalBalance: number;
-    tradeCost: number;
-}) => number;
 export declare const calculateTotalMargin: ({ marketsTrackers, accountBalances, assetPrices, markPrices, marketsTokenInfo, positions, rUSDAddress, }: {
     accountBalances: Map<Address, number>;
     assetPrices: Map<Address, number>;
@@ -181,40 +90,6 @@ export declare const calculatePricePnl: ({ price, positionAvgEntryPrice, positio
 }) => number;
 export declare const calculateRealBalance: (netDeposits: BigNumber, realized_pnl: BigNumber) => BigNumber;
 export declare const calculatePositionAdjustedQty: (origQty: BigNumber, marketBaseMultiplier: BigNumber, positionBaseMultiplier: BigNumber) => BigNumber;
-/**
- * Linearly interpolate a depth ratio from a (thresholds, ratios) curve.
- * The curve implicitly starts at (exposure=0, ratio=1.0).
- * - Between thresholds: linear interpolation
- * - Above last threshold: last ratio (flat extrapolation)
- *
- * @param thresholds - Sorted ascending exposure thresholds in notional USD (must be non-empty)
- * @param ratios - Depth ratio at each threshold (same length as thresholds, must be non-empty)
- * @param exposure - Absolute exposure notional (must be >= 0)
- * @throws if thresholds or ratios are empty, or if they have different lengths
- */
-export declare const interpolateDepthRatio: (thresholds: number[], ratios: number[], exposure: number) => number;
-/**
- * Calculate the dynamic depth factor for a trade given pool state and config.
- *
- * The pool takes the opposite side of the trade, so:
- *   poolNotionalAfterTrade = currentPoolNotional - signedTradeNotional
- *
- * The depth ratio is interpolated from the exposure curve, then multiplied
- * by baseDepth to produce the final depth factor.
- *
- * @param baseDepth - Base depth multiplier for this market
- * @param thresholds - Sorted ascending exposure thresholds (notional USD)
- * @param ratios - Depth ratio at each threshold
- * @param currentPoolNotional - Pool's current notional in this market (signed)
- * @param signedTradeNotional - Trade notional (positive=buy, negative=sell)
- */
-export declare const calculateDynamicDepthFactor: ({ baseDepth, thresholds, ratios, currentPoolNotional, signedTradeNotional, }: {
-    baseDepth: number;
-    thresholds: number[];
-    ratios: number[];
-    currentPoolNotional: number;
-    signedTradeNotional: number;
-}) => number;
 export declare const calculatePositionAdlPnL: ({ marketTrackerAdlUnwindPrice, marketTrackerBaseMultiplier, positionBase, positionAvgEntryPrice, positionTrackerBaseMultiplier, positionTrackerAdlUnwindPrice, }: {
     marketTrackerAdlUnwindPrice: BigNumber;
     marketTrackerBaseMultiplier: BigNumber;

package/dist/types/utils/calculate.d.ts.map

@@ -1 +1 @@
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