@reyaxyz/common 0.377.0 → 0.379.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +1 -1
- package/dist/types/utils/consts.d.ts +0 -1
- package/dist/types/utils/consts.d.ts.map +1 -1
- package/dist/types/utils/realized-balance.d.ts +12 -14
- package/dist/types/utils/realized-balance.d.ts.map +1 -1
- package/dist/utils/consts.js +1 -2
- package/dist/utils/consts.js.map +1 -1
- package/dist/utils/realized-balance.js +21 -19
- package/dist/utils/realized-balance.js.map +1 -1
- package/package.json +2 -2
- package/src/utils/consts.ts +0 -2
- package/src/utils/realized-balance.ts +21 -25
package/README.md
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@@ -6,5 +6,5 @@
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| Statements | Branches | Functions | Lines |
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| --------------------------- | ----------------------- | ------------------------- | ----------------- |
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@@ -2,7 +2,6 @@ import { Rank, RankTrading, TierType } from '../types';
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export declare const MAX_UINT128: number;
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export declare const API_TIMEOUT: number;
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export declare const ONE_DAY_IN_SECONDS: number;
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export declare const CHANNEL_NAME: "redis-pub-sub";
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export declare const WHITELISTED_WALLETS: string[];
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export declare const RANKS: Record<number, Rank>;
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export declare const RANKS_TRADING: Record<number, RankTrading>;
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{"version":3,"file":"consts.d.ts","sourceRoot":"/","sources":["utils/consts.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,IAAI,EAAE,WAAW,EAAE,QAAQ,EAAE,MAAM,UAAU,CAAC;AAEvD,eAAO,MAAM,WAAW,QAAe,CAAC;AACxC,eAAO,MAAM,WAAW,EAAE,MAAa,CAAC;AAExC,eAAO,MAAM,kBAAkB,EAAE,MAAqB,CAAC;AAEvD,eAAO,MAAM,mBAAmB,UAmB/B,CAAC;AAEF,eAAO,MAAM,KAAK,EAAE,MAAM,CAAC,MAAM,EAAE,IAAI,CAwDtC,CAAC;AAEF,eAAO,MAAM,aAAa,EAAE,MAAM,CAAC,MAAM,EAAE,WAAW,CAiBrD,CAAC;AAEF,eAAO,MAAM,uBAAuB,IAAI,CAAC;AACzC,eAAO,MAAM,qBAAqB,KAAK,CAAC;AAExC,eAAO,MAAM,iCAAiC,QAAoB,CAAC;AAEnE,eAAO,MAAM,eAAe,EAAE,MAAM,CAAC,MAAM,EAAE,MAAM,CAQlD,CAAC;AAEF,eAAO,MAAM,0CAA0C,QAC9B,CAAC;AAE1B,eAAO,MAAM,aAAa,EAAE,MAAM,CAAC,MAAM,EAAE,QAAQ,CAUlD,CAAC;AAEF,eAAO,MAAM,sBAAsB,MAAM,CAAC;AAE1C,eAAO,MAAM,0BAA0B,KAAK,CAAC;AAC7C,eAAO,MAAM,2BAA2B,KAAK,CAAC;AAE9C,eAAO,MAAM,8BAA8B,QAAqB,CAAC;AACjE,eAAO,MAAM,yBAAyB,MAAM,CAAC;AAC7C,eAAO,MAAM,oBAAoB,SAAU,MAAM,KAAG,MAGnD,CAAC;AAEF,eAAO,MAAM,WAAW,IAAI,CAAC;AAE7B,eAAO,MAAM,gBAAgB,iBAAkB,OAAO,KAAG,MAExD,CAAC"}
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@@ -57,22 +57,20 @@ export declare function positionAdjustmentTrackers<T extends Pick<RealizedBalanc
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/** Mirrors perpOB updatePerpPosition, including PRBMath truncation at each step. */
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export declare function calculateSettledPositionPnl(position: RealizedBalancePosition, trackers: RealizedBalanceTrackers | undefined, onGuarded?: () => void): BigNumber;
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/**
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* Raw E18 funding on an open position since
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*
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*
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*
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* Raw E18 funding on an open position since its size last changed (a fill,
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* liquidation or ADL unwind): the funding Core settles into the position's
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* realized PnL at its next change (`computeFundingCashflow` in perpOB), from
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* the position's stored funding value to the market trackers. The settled
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* balance already counts it (`calculateSettledPositionPnl`), so this
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* attributes it to the position and must never be added to a balance.
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* Positive means the position received funding.
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*
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* The stored base over the multiplier
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* The stored base over the stored multiplier is the same ratio as the
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* ADL-adjusted base over the current multiplier, so no ADL adjustment is
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* needed. Market trackers behind the position's own snapshot accrue nothing,
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* as in settlement.
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*/
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export declare function
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average_entry_funding_value: {
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toString(): string;
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} | null;
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}, trackers: RealizedBalanceTrackers | undefined): BigNumber;
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export declare function calculatePositionFundingSinceChange(position: RealizedBalancePosition, trackers: RealizedBalanceTrackers | undefined): BigNumber;
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/**
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* Returns raw E18 PnL aligned to collateral units. The instrument floors EACH
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* market's PnL to quote-token precision before Core aggregates collateral info.
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package/dist/utils/consts.js
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exports.getPoolAccountId = exports.REYA_DEX_ID = exports.applySocketFeeBuffer = exports.SOCKET_EMPTY_PAYLOAD_SIZE = exports.SOCKET_BRIDGE_IN_MSG_GAS_LIMIT = exports.MA_HEALTH_WARNING_THRESHOLD = exports.MA_HEALTH_DANGER_THRESHOLD = exports.SPECIAL_TIER_THRESHOLD = exports.TIER_TYPE_MAP = exports.FEE_TIER_VOLUME_LOOKBACK_WINDOW_IN_SECONDS = exports.VOLUME_TIER_MAP = exports.VOLUME_LOOKBACK_WINDOW_IN_SECONDS = exports.TRADING_LOTTERY_BOOST = exports.INSTANT_TRADING_RATE_XP = exports.RANKS_TRADING = exports.RANKS = exports.WHITELISTED_WALLETS = exports.
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exports.getPoolAccountId = exports.REYA_DEX_ID = exports.applySocketFeeBuffer = exports.SOCKET_EMPTY_PAYLOAD_SIZE = exports.SOCKET_BRIDGE_IN_MSG_GAS_LIMIT = exports.MA_HEALTH_WARNING_THRESHOLD = exports.MA_HEALTH_DANGER_THRESHOLD = exports.SPECIAL_TIER_THRESHOLD = exports.TIER_TYPE_MAP = exports.FEE_TIER_VOLUME_LOOKBACK_WINDOW_IN_SECONDS = exports.VOLUME_TIER_MAP = exports.VOLUME_LOOKBACK_WINDOW_IN_SECONDS = exports.TRADING_LOTTERY_BOOST = exports.INSTANT_TRADING_RATE_XP = exports.RANKS_TRADING = exports.RANKS = exports.WHITELISTED_WALLETS = exports.ONE_DAY_IN_SECONDS = exports.API_TIMEOUT = exports.MAX_UINT128 = void 0;
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exports.MAX_UINT128 = Math.pow(2, 128) - 1;
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exports.API_TIMEOUT = 2500;
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exports.ONE_DAY_IN_SECONDS = 60 * 60 * 24;
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exports.CHANNEL_NAME = 'redis-pub-sub';
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exports.WHITELISTED_WALLETS = [
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package/dist/utils/consts.js.map
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{"version":3,"file":"consts.js","sourceRoot":"/","sources":["utils/consts.ts"],"names":[],"mappings":";;;AAAA,kCAAuD;AAE1C,QAAA,WAAW,GAAG,SAAA,CAAC,EAAI,GAAG,CAAA,GAAG,CAAC,CAAC;AAC3B,QAAA,WAAW,GAAW,IAAI,CAAC;AAE3B,QAAA,kBAAkB,GAAW,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC;AAE1C,QAAA,mBAAmB,GAAG;IACjC,4CAA4C;IAC5C,4CAA4C;IAC5C,4CAA4C;IAC5C,4CAA4C;IAC5C,4CAA4C;IAC5C,4CAA4C;IAC5C,4CAA4C;IAC5C,4CAA4C;IAC5C,4CAA4C;IAC5C,4CAA4C,EAAE,mCAAmC;IACjF,4CAA4C;IAC5C,4CAA4C;IAC5C,4CAA4C;IAC5C,4CAA4C,EAAE,mBAAmB;IACjE,4CAA4C,EAAE,UAAU;IACxD,4CAA4C;IAC5C,4CAA4C;IAC5C,4CAA4C,EAAE,SAAS;CACxD,CAAC;AAEW,QAAA,KAAK,GAAyB;IACzC,CAAC,EAAE;QACD,UAAU,EAAE,CAAC;QACb,QAAQ,EAAE,EAAE;QACZ,UAAU,EAAE,EAAE;KACf;IACD,CAAC,EAAE;QACD,UAAU,EAAE,CAAC;QACb,QAAQ,EAAE,OAAO;QACjB,UAAU,EAAE,GAAG;KAChB;IACD,CAAC,EAAE;QACD,UAAU,EAAE,CAAC;QACb,QAAQ,EAAE,MAAM;QAChB,UAAU,EAAE,GAAG;KAChB;IACD,CAAC,EAAE;QACD,UAAU,EAAE,CAAC;QACb,QAAQ,EAAE,OAAO;QACjB,UAAU,EAAE,GAAG;KAChB;IACD,CAAC,EAAE;QACD,UAAU,EAAE,CAAC;QACb,QAAQ,EAAE,OAAO;QACjB,UAAU,EAAE,GAAG;KAChB;IACD,CAAC,EAAE;QACD,UAAU,EAAE,CAAC;QACb,QAAQ,EAAE,SAAS;QACnB,UAAU,EAAE,GAAG;KAChB;IACD,CAAC,EAAE;QACD,UAAU,EAAE,CAAC;QACb,QAAQ,EAAE,MAAM;QAChB,UAAU,EAAE,GAAG;KAChB;IACD,CAAC,EAAE;QACD,UAAU,EAAE,CAAC;QACb,QAAQ,EAAE,KAAK;QACf,UAAU,EAAE,GAAG;KAChB;IACD,CAAC,EAAE;QACD,UAAU,EAAE,CAAC;QACb,QAAQ,EAAE,OAAO;QACjB,UAAU,EAAE,GAAG;KAChB;IACD,CAAC,EAAE;QACD,UAAU,EAAE,CAAC;QACb,QAAQ,EAAE,MAAM;QAChB,UAAU,EAAE,GAAG;KAChB;IACD,EAAE,EAAE;QACF,UAAU,EAAE,EAAE;QACd,QAAQ,EAAE,OAAO;QACjB,UAAU,EAAE,GAAG;KAChB;CACF,CAAC;AAEW,QAAA,aAAa,GAAgC;IACxD,CAAC,EAAE;QACD,UAAU,EAAE,CAAC;QACb,QAAQ,EAAE,EAAE;KACb;IACD,CAAC,EAAE;QACD,UAAU,EAAE,CAAC;QACb,QAAQ,EAAE,UAAU;KACrB;IACD,CAAC,EAAE;QACD,UAAU,EAAE,CAAC;QACb,QAAQ,EAAE,SAAS;KACpB;IACD,CAAC,EAAE;QACD,UAAU,EAAE,CAAC;QACb,QAAQ,EAAE,UAAU;KACrB;CACF,CAAC;AAEW,QAAA,uBAAuB,GAAG,CAAC,CAAC;AAC5B,QAAA,qBAAqB,GAAG,EAAE,CAAC;AAE3B,QAAA,iCAAiC,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,CAAC;AAEtD,QAAA,eAAe,GAA2B;IACrD,CAAC,EAAE,CAAC,EAAE,oBAAoB;IAC1B,CAAC,EAAE,OAAS,EAAE,4BAA4B;IAC1C,CAAC,EAAE,QAAU,EAAE,6BAA6B;IAC5C,CAAC,EAAE,QAAU,EAAE,6BAA6B;IAC5C,CAAC,EAAE,SAAW,EAAE,8BAA8B;IAC9C,CAAC,EAAE,UAAa,EAAE,gCAAgC;IAClD,CAAC,EAAE,UAAa,EAAE,gCAAgC;CACnD,CAAC;AAEW,QAAA,0CAA0C,GACrD,EAAE,GAAG,0BAAkB,CAAC;AAEb,QAAA,aAAa,GAA6B;IACrD,CAAC,EAAE,gBAAQ,CAAC,OAAO;IACnB,CAAC,EAAE,gBAAQ,CAAC,OAAO;IACnB,CAAC,EAAE,gBAAQ,CAAC,OAAO;IACnB,CAAC,EAAE,gBAAQ,CAAC,OAAO;IACnB,CAAC,EAAE,gBAAQ,CAAC,OAAO;IACnB,CAAC,EAAE,gBAAQ,CAAC,OAAO;IACnB,CAAC,EAAE,gBAAQ,CAAC,OAAO;IACnB,GAAG,EAAE,gBAAQ,CAAC,GAAG;IACjB,GAAG,EAAE,gBAAQ,CAAC,GAAG;CAClB,CAAC;AAEW,QAAA,sBAAsB,GAAG,GAAG,CAAC;AAE7B,QAAA,0BAA0B,GAAG,EAAE,CAAC;AAChC,QAAA,2BAA2B,GAAG,EAAE,CAAC;AAEjC,QAAA,8BAA8B,GAAG,MAAM,CAAC,UAAU,CAAC,CAAC;AACpD,QAAA,yBAAyB,GAAG,GAAG,CAAC;AACtC,IAAM,oBAAoB,GAAG,UAAC,IAAY;IAC/C,mBAAmB;IACnB,OAAO,CAAC,IAAI,GAAG,MAAM,CAAC,GAAG,CAAC,CAAC,GAAG,MAAM,CAAC,GAAG,CAAC,CAAC;AAC5C,CAAC,CAAC;AAHW,QAAA,oBAAoB,wBAG/B;AAEW,QAAA,WAAW,GAAG,CAAC,CAAC;AAEtB,IAAM,gBAAgB,GAAG,UAAC,YAAqB;IACpD,OAAO,YAAY,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;AAC9B,CAAC,CAAC;AAFW,QAAA,gBAAgB,oBAE3B","sourcesContent":["import { Rank, RankTrading, TierType } from '../types';\n\nexport const MAX_UINT128 = 2 ** 128 - 1;\nexport const API_TIMEOUT: number = 2500;\n\nexport const ONE_DAY_IN_SECONDS: number = 60 * 60 * 24;\n\nexport const WHITELISTED_WALLETS = [\n '0xE116e2c0c2B0e7cd88060F06e2b2D7981Ef897ef',\n '0xb9db1789e8998eEDB6a53348Fe57Dcd080405cD4',\n '0x9A47F123916fC4745aCC6868D88450DC6056d335',\n '0x8d24B1663E80B4d1aB85e6B710Cd9178e475fd60',\n '0x1A0E5AbE817FDC9C000176183FA54e4B86940a83',\n '0x2b38d2d4FEcf085Eb7552607b5A5D631180015D6',\n '0xFcC63268172cDcf1Ae6D9dC572a10d0De7303C92',\n '0xDa0aA49cA0ca58939b76BaeCDcbfDb04b40CF6e8',\n '0xe33340635435BCA1E7686af89971D23525b2d8F8',\n '0xF8F6B70a36f4398f0853a311dC6699Aba8333Cc1', // internal dev account for testing\n '0x564aa5a2e98bdfcb876e8bcce129c18b6f052a0d',\n '0xaE173a960084903b1d278Ff9E3A81DeD82275556',\n '0x7aa47a9737395ae9e98E8b25aC97ee04b205dC22',\n '0xfd4295c1a0b07e6b706f0ab83dc9eb461b7f17b3', // input from simon\n '0x2fa11ef008c4b585ccf0a76861794ac7ae5a3a67', // brokoli\n '0x423063ed854736ae151B79032e4275AB57245173',\n '0xb89b383C26c2514907b6De5B6df96b2d97f425eC',\n '0x6C51275FD01d5DbD2DA194E92f920f8598306dF2', // Daniel\n];\n\nexport const RANKS: Record<number, Rank> = {\n 0: {\n rankNumber: 0,\n rankName: '',\n rankLetter: '',\n },\n 1: {\n rankNumber: 1,\n rankName: 'Alpha',\n rankLetter: 'α',\n },\n 2: {\n rankNumber: 2,\n rankName: 'Beta',\n rankLetter: 'β',\n },\n 3: {\n rankNumber: 3,\n rankName: 'Gamma',\n rankLetter: 'γ',\n },\n 4: {\n rankNumber: 4,\n rankName: 'Delta',\n rankLetter: 'δ',\n },\n 5: {\n rankNumber: 5,\n rankName: 'Epsilon',\n rankLetter: 'ε',\n },\n 6: {\n rankNumber: 6,\n rankName: 'Zeta',\n rankLetter: 'ζ',\n },\n 7: {\n rankNumber: 7,\n rankName: 'Eta',\n rankLetter: 'η',\n },\n 8: {\n rankNumber: 8,\n rankName: 'Theta',\n rankLetter: 'θ',\n },\n 9: {\n rankNumber: 9,\n rankName: 'Iota',\n rankLetter: 'ι',\n },\n 10: {\n rankNumber: 10,\n rankName: 'Kappa',\n rankLetter: 'κ',\n },\n};\n\nexport const RANKS_TRADING: Record<number, RankTrading> = {\n 0: {\n rankNumber: 0,\n rankName: '',\n },\n 1: {\n rankNumber: 1,\n rankName: 'Heracles',\n },\n 2: {\n rankNumber: 2,\n rankName: 'Perseus',\n },\n 3: {\n rankNumber: 3,\n rankName: 'Achilles',\n },\n};\n\nexport const INSTANT_TRADING_RATE_XP = 2;\nexport const TRADING_LOTTERY_BOOST = 10;\n\nexport const VOLUME_LOOKBACK_WINDOW_IN_SECONDS = 30 * 24 * 60 * 60;\n\nexport const VOLUME_TIER_MAP: Record<number, number> = {\n 0: 0, // Tier 0: $0 volume\n 1: 1_000_000, // Tier 1: $1,000,000 volume\n 2: 10_000_000, // Tier 2: $10,000,000 volume\n 3: 50_000_000, // Tier 3: $50,000,000 volume\n 4: 250_000_000, // Tier 4: $250,000,000 volume\n 5: 1_000_000_000, // Tier 5: $1,000,000,000 volume\n 6: 5_000_000_000, // Tier 6: $5,000,000,000 volume\n};\n\nexport const FEE_TIER_VOLUME_LOOKBACK_WINDOW_IN_SECONDS =\n 30 * ONE_DAY_IN_SECONDS;\n\nexport const TIER_TYPE_MAP: Record<number, TierType> = {\n 0: TierType.REGULAR,\n 1: TierType.REGULAR,\n 2: TierType.REGULAR,\n 3: TierType.REGULAR,\n 4: TierType.REGULAR,\n 5: TierType.REGULAR,\n 6: TierType.REGULAR,\n 100: TierType.VIP,\n 101: TierType.VIP,\n};\n\nexport const SPECIAL_TIER_THRESHOLD = 100;\n\nexport const MA_HEALTH_DANGER_THRESHOLD = 95;\nexport const MA_HEALTH_WARNING_THRESHOLD = 80;\n\nexport const SOCKET_BRIDGE_IN_MSG_GAS_LIMIT = BigInt('50000000');\nexport const SOCKET_EMPTY_PAYLOAD_SIZE = 160;\nexport const applySocketFeeBuffer = (fees: bigint): bigint => {\n // apply 10% buffer\n return (fees * BigInt(110)) / BigInt(100);\n};\n\nexport const REYA_DEX_ID = 2;\n\nexport const getPoolAccountId = (isProduction: boolean): number => {\n return isProduction ? 2 : 4;\n};\n"]}
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exports.calculateSettledAccountPnl = exports.calculatePositionFundingSinceChange = exports.calculateSettledPositionPnl = exports.positionAdjustmentTrackers = exports.trackersBehindPosition = exports.SettlementTrackerError = void 0;
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function calculatePositionFundingSinceChange(position, trackers) {
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BigNumber from 'bignumber.js';\n\n/** Raw E18 position values, from either Prisma or replication. */\nexport type RealizedBalancePosition = {\n market_id: { toString(): string };\n base: { toString(): string } | null;\n realized_pnl: { toString(): string } | null;\n funding_value: { toString(): string } | null;\n base_multiplier: { toString(): string } | null;\n adl_unwind_price: { toString(): string } | null;\n last_price: { toString(): string } | null;\n /** Block the stored trackers were written at; lets stale market trackers be ignored. */\n block_number?: { toString(): string } | null;\n};\n\nexport type RealizedBalanceTrackers = {\n longTrackersFundingValue: string;\n shortTrackersFundingValue: string;\n longTrackersBaseMultiplier: string;\n shortTrackersBaseMultiplier: string;\n longTrackersAdlUnwindPrice: string;\n shortTrackersAdlUnwindPrice: string;\n /** Block the market trackers were observed at (optional; enables the staleness guard). */\n blockNumber?: string | null;\n};\n\n/** Structured cause for service metrics; calculation still fails closed. */\nexport class SettlementTrackerError extends Error {\n constructor(\n public readonly marketId: string,\n public readonly reason: 'missing' | 'inconsistent',\n ) {\n super(\n reason === 'missing'\n ? `Missing market trackers for ${marketId}`\n : `Inconsistent ADL trackers for ${marketId}`,\n );\n // common targets ES5; restore Error subclass identity after downleveling.\n Object.setPrototypeOf(this, new.target.prototype);\n this.name = 'SettlementTrackerError';\n }\n}\n\nconst WAD = new BigNumber('1000000000000000000');\nconst integer = (value: { toString(): string } | null, field: string) => {\n const result = new BigNumber(value?.toString() ?? NaN);\n if (!result.isInteger()) throw new Error(`Missing or invalid ${field}`);\n return result;\n};\nconst optionalBlock = (value: { toString(): string } | null | undefined) => {\n if (value === null || value === undefined) return undefined;\n const result = new BigNumber(value.toString());\n return result.isInteger() ? result : undefined;\n};\n/**\n * Market trackers older than the position's own snapshot carry nothing the\n * stored position does not already reflect. Off-chain tracker feeds can lag\n * the position stream.\n */\nexport function trackersBehindPosition(\n position: Pick<RealizedBalancePosition, 'block_number'>,\n trackers: Pick<RealizedBalanceTrackers, 'blockNumber'>,\n): boolean {\n const positionBlock = optionalBlock(position.block_number);\n const trackerBlock = optionalBlock(trackers.blockNumber);\n return !!positionBlock && !!trackerBlock && positionBlock.gt(trackerBlock);\n}\n\n/**\n * The trackers to ADL-adjust a position's quantity with, guarded the way its\n * settlement is: behind the position, its own multiplier and unwind price stand in.\n */\nexport function positionAdjustmentTrackers<\n T extends Pick<\n RealizedBalanceTrackers,\n | 'longTrackersBaseMultiplier'\n | 'shortTrackersBaseMultiplier'\n | 'longTrackersAdlUnwindPrice'\n | 'shortTrackersAdlUnwindPrice'\n | 'blockNumber'\n >,\n>(\n position: Pick<\n RealizedBalancePosition,\n 'block_number' | 'base_multiplier' | 'adl_unwind_price'\n >,\n trackers: T,\n): T {\n if (\n !trackersBehindPosition(position, trackers) ||\n position.base_multiplier === null ||\n position.adl_unwind_price === null\n )\n return trackers;\n const multiplier = position.base_multiplier.toString();\n const unwind = position.adl_unwind_price.toString();\n return {\n ...trackers,\n longTrackersBaseMultiplier: multiplier,\n shortTrackersBaseMultiplier: multiplier,\n longTrackersAdlUnwindPrice: unwind,\n shortTrackersAdlUnwindPrice: unwind,\n };\n}\n\nconst mulWad = (a: BigNumber, b: BigNumber) =>\n a.times(b).dividedToIntegerBy(WAD);\nconst divWad = (a: BigNumber, b: BigNumber) =>\n a.times(WAD).dividedToIntegerBy(b);\n\n/** Mirrors perpOB updatePerpPosition, including PRBMath truncation at each step. */\nexport function calculateSettledPositionPnl(\n position: RealizedBalancePosition,\n trackers: RealizedBalanceTrackers | undefined,\n onGuarded?: () => void,\n): BigNumber {\n const base = integer(position.base, 'position base');\n const realized = integer(position.realized_pnl, 'realized PnL');\n if (base.isZero()) return realized;\n if (!trackers)\n throw new SettlementTrackerError(position.market_id.toString(), 'missing');\n\n const long = base.isPositive();\n const funding = integer(\n long\n ? trackers.longTrackersFundingValue\n : trackers.shortTrackersFundingValue,\n 'market funding',\n );\n const multiplier = integer(\n long\n ? trackers.longTrackersBaseMultiplier\n : trackers.shortTrackersBaseMultiplier,\n 'market multiplier',\n );\n const unwind = integer(\n long\n ? trackers.longTrackersAdlUnwindPrice\n : trackers.shortTrackersAdlUnwindPrice,\n 'market unwind price',\n );\n const oldMultiplier = integer(\n position.base_multiplier,\n 'position multiplier',\n );\n const oldUnwind = integer(position.adl_unwind_price, 'position unwind price');\n const oldFunding = integer(position.funding_value, 'position funding');\n if (\n funding.eq(oldFunding) &&\n multiplier.eq(oldMultiplier) &&\n unwind.eq(oldUnwind)\n )\n return realized;\n\n // Market trackers older than the position's own snapshot carry no new\n // cashflow: the stored realized PnL already settled everything up to the\n // position's block. Treat that window as \"nothing accrued\" instead of\n // projecting a delta backwards (wrong-sign funding, or an ADL guard failure\n // below).\n if (trackersBehindPosition(position, trackers)) {\n onGuarded?.();\n return realized;\n }\n\n if (\n oldMultiplier.lte(0) ||\n multiplier.lt(0) ||\n multiplier.gt(oldMultiplier) ||\n unwind.lt(oldUnwind)\n ) {\n throw new SettlementTrackerError(\n position.market_id.toString(),\n 'inconsistent',\n );\n }\n const fundingCashflow = mulWad(\n divWad(funding.minus(oldFunding), oldMultiplier),\n base.negated(),\n );\n const unwindDelta = divWad(unwind.minus(oldUnwind), oldMultiplier);\n const initialPrice = mulWad(\n WAD.minus(divWad(multiplier, oldMultiplier)),\n integer(position.last_price, 'position price'),\n );\n const adlCashflow = mulWad(base, unwindDelta.minus(initialPrice));\n return realized.plus(fundingCashflow).plus(adlCashflow);\n}\n\n/**\n * Raw E18 funding on an open position since entry, as `averageEntryFundingValue`\n * tracks it in perpOB `propagateOrderToPerpPosition`: averaged in when the\n * position grows, unchanged on a reduce, reset on a reopen or flip. Funding has\n * already settled into the balance as it accrued; this attributes it to the\n * open position. Positive means the position earned funding.\n *\n * The stored base over the multiplier at the position's last update is the\n * same ratio as the ADL-adjusted base over the current multiplier, so no ADL\n * adjustment is needed. Market trackers behind the position's own snapshot\n * stand in with the position's funding value, as settlement does.\n */\nexport function calculatePositionFundingPnl(\n position: RealizedBalancePosition & {\n average_entry_funding_value: { toString(): string } | null;\n },\n trackers: RealizedBalanceTrackers | undefined,\n): BigNumber {\n const base = integer(position.base, 'position base');\n if (base.isZero()) return new BigNumber(0);\n if (!trackers)\n throw new SettlementTrackerError(position.market_id.toString(), 'missing');\n const funding = trackersBehindPosition(position, trackers)\n ? integer(position.funding_value, 'position funding')\n : integer(\n base.isPositive()\n ? trackers.longTrackersFundingValue\n : trackers.shortTrackersFundingValue,\n 'market funding',\n );\n const entry = integer(\n position.average_entry_funding_value,\n 'average entry funding value',\n );\n const multiplier = integer(position.base_multiplier, 'position multiplier');\n if (multiplier.lte(0)) {\n throw new SettlementTrackerError(\n position.market_id.toString(),\n 'inconsistent',\n );\n }\n return mulWad(divWad(funding.minus(entry), multiplier), base.negated());\n}\n\n/**\n * Returns raw E18 PnL aligned to collateral units. The instrument floors EACH\n * market's PnL to quote-token precision before Core aggregates collateral info.\n * Funding is the stored market tracker delta; do not extrapolate it with time.\n */\nexport function calculateSettledAccountPnl(\n positions: RealizedBalancePosition[],\n trackers: Partial<Record<string, RealizedBalanceTrackers>>,\n collateralDecimals: number,\n onGuarded?: () => void,\n): BigNumber {\n return positions.reduce((sum, position) => {\n const pnl = calculateSettledPositionPnl(\n position,\n trackers[position.market_id.toString()],\n onGuarded,\n );\n const rounded = pnl\n .shiftedBy(collateralDecimals - 18)\n .integerValue(BigNumber.ROUND_FLOOR)\n .shiftedBy(18 - collateralDecimals);\n return sum.plus(rounded);\n }, new BigNumber(0));\n}\n"]}
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AAC,MAAM,CAAC,OAAO,CAAC,KAAK,CAAC,WAAW,CAAC,EAAE,UAAU,CAAC,EAAE,IAAI,CAAC,OAAO,EAAE,CAAC,CAAC;AAChF,CAAC;AAxBD,kFAwBC;AAED;;;;GAIG;AACH,SAAgB,0BAA0B,CACxC,SAAoC,EACpC,QAA0D,EAC1D,kBAA0B,EAC1B,SAAsB;IAEtB,OAAO,SAAS,CAAC,MAAM,CAAC,UAAC,GAAG,EAAE,QAAQ;QACpC,IAAM,GAAG,GAAG,2BAA2B,CACrC,QAAQ,EACR,QAAQ,CAAC,QAAQ,CAAC,SAAS,CAAC,QAAQ,EAAE,CAAC,EACvC,SAAS,CACV,CAAC;QACF,IAAM,OAAO,GAAG,GAAG;aAChB,SAAS,CAAC,kBAAkB,GAAG,EAAE,CAAC;aAClC,YAAY,CAAC,sBAAS,CAAC,WAAW,CAAC;aACnC,SAAS,CAAC,EAAE,GAAG,kBAAkB,CAAC,CAAC;QACtC,OAAO,GAAG,CAAC,IAAI,CAAC,OAAO,CAAC,CAAC;IAC3B,CAAC,EAAE,IAAI,sBAAS,CAAC,CAAC,CAAC,CAAC,CAAC;AACvB,CAAC;AAlBD,gEAkBC","sourcesContent":["import BigNumber from 'bignumber.js';\n\n/** Raw E18 position values, from either Prisma or replication. */\nexport type RealizedBalancePosition = {\n market_id: { toString(): string };\n base: { toString(): string } | null;\n realized_pnl: { toString(): string } | null;\n funding_value: { toString(): string } | null;\n base_multiplier: { toString(): string } | null;\n adl_unwind_price: { toString(): string } | null;\n last_price: { toString(): string } | null;\n /** Block the stored trackers were written at; lets stale market trackers be ignored. */\n block_number?: { toString(): string } | null;\n};\n\nexport type RealizedBalanceTrackers = {\n longTrackersFundingValue: string;\n shortTrackersFundingValue: string;\n longTrackersBaseMultiplier: string;\n shortTrackersBaseMultiplier: string;\n longTrackersAdlUnwindPrice: string;\n shortTrackersAdlUnwindPrice: string;\n /** Block the market trackers were observed at (optional; enables the staleness guard). */\n blockNumber?: string | null;\n};\n\n/** Structured cause for service metrics; calculation still fails closed. */\nexport class SettlementTrackerError extends Error {\n constructor(\n public readonly marketId: string,\n public readonly reason: 'missing' | 'inconsistent',\n ) {\n super(\n reason === 'missing'\n ? `Missing market trackers for ${marketId}`\n : `Inconsistent ADL trackers for ${marketId}`,\n );\n // common targets ES5; restore Error subclass identity after downleveling.\n Object.setPrototypeOf(this, new.target.prototype);\n this.name = 'SettlementTrackerError';\n }\n}\n\nconst WAD = new BigNumber('1000000000000000000');\nconst integer = (value: { toString(): string } | null, field: string) => {\n const result = new BigNumber(value?.toString() ?? NaN);\n if (!result.isInteger()) throw new Error(`Missing or invalid ${field}`);\n return result;\n};\nconst optionalBlock = (value: { toString(): string } | null | undefined) => {\n if (value === null || value === undefined) return undefined;\n const result = new BigNumber(value.toString());\n return result.isInteger() ? result : undefined;\n};\n/**\n * Market trackers older than the position's own snapshot carry nothing the\n * stored position does not already reflect. Off-chain tracker feeds can lag\n * the position stream.\n */\nexport function trackersBehindPosition(\n position: Pick<RealizedBalancePosition, 'block_number'>,\n trackers: Pick<RealizedBalanceTrackers, 'blockNumber'>,\n): boolean {\n const positionBlock = optionalBlock(position.block_number);\n const trackerBlock = optionalBlock(trackers.blockNumber);\n return !!positionBlock && !!trackerBlock && positionBlock.gt(trackerBlock);\n}\n\n/**\n * The trackers to ADL-adjust a position's quantity with, guarded the way its\n * settlement is: behind the position, its own multiplier and unwind price stand in.\n */\nexport function positionAdjustmentTrackers<\n T extends Pick<\n RealizedBalanceTrackers,\n | 'longTrackersBaseMultiplier'\n | 'shortTrackersBaseMultiplier'\n | 'longTrackersAdlUnwindPrice'\n | 'shortTrackersAdlUnwindPrice'\n | 'blockNumber'\n >,\n>(\n position: Pick<\n RealizedBalancePosition,\n 'block_number' | 'base_multiplier' | 'adl_unwind_price'\n >,\n trackers: T,\n): T {\n if (\n !trackersBehindPosition(position, trackers) ||\n position.base_multiplier === null ||\n position.adl_unwind_price === null\n )\n return trackers;\n const multiplier = position.base_multiplier.toString();\n const unwind = position.adl_unwind_price.toString();\n return {\n ...trackers,\n longTrackersBaseMultiplier: multiplier,\n shortTrackersBaseMultiplier: multiplier,\n longTrackersAdlUnwindPrice: unwind,\n shortTrackersAdlUnwindPrice: unwind,\n };\n}\n\nconst mulWad = (a: BigNumber, b: BigNumber) =>\n a.times(b).dividedToIntegerBy(WAD);\nconst divWad = (a: BigNumber, b: BigNumber) =>\n a.times(WAD).dividedToIntegerBy(b);\n\n/** Mirrors perpOB updatePerpPosition, including PRBMath truncation at each step. */\nexport function calculateSettledPositionPnl(\n position: RealizedBalancePosition,\n trackers: RealizedBalanceTrackers | undefined,\n onGuarded?: () => void,\n): BigNumber {\n const base = integer(position.base, 'position base');\n const realized = integer(position.realized_pnl, 'realized PnL');\n if (base.isZero()) return realized;\n if (!trackers)\n throw new SettlementTrackerError(position.market_id.toString(), 'missing');\n\n const long = base.isPositive();\n const funding = integer(\n long\n ? trackers.longTrackersFundingValue\n : trackers.shortTrackersFundingValue,\n 'market funding',\n );\n const multiplier = integer(\n long\n ? trackers.longTrackersBaseMultiplier\n : trackers.shortTrackersBaseMultiplier,\n 'market multiplier',\n );\n const unwind = integer(\n long\n ? trackers.longTrackersAdlUnwindPrice\n : trackers.shortTrackersAdlUnwindPrice,\n 'market unwind price',\n );\n const oldMultiplier = integer(\n position.base_multiplier,\n 'position multiplier',\n );\n const oldUnwind = integer(position.adl_unwind_price, 'position unwind price');\n const oldFunding = integer(position.funding_value, 'position funding');\n if (\n funding.eq(oldFunding) &&\n multiplier.eq(oldMultiplier) &&\n unwind.eq(oldUnwind)\n )\n return realized;\n\n // Market trackers older than the position's own snapshot carry no new\n // cashflow: the stored realized PnL already settled everything up to the\n // position's block. Treat that window as \"nothing accrued\" instead of\n // projecting a delta backwards (wrong-sign funding, or an ADL guard failure\n // below).\n if (trackersBehindPosition(position, trackers)) {\n onGuarded?.();\n return realized;\n }\n\n if (\n oldMultiplier.lte(0) ||\n multiplier.lt(0) ||\n multiplier.gt(oldMultiplier) ||\n unwind.lt(oldUnwind)\n ) {\n throw new SettlementTrackerError(\n position.market_id.toString(),\n 'inconsistent',\n );\n }\n const fundingCashflow = mulWad(\n divWad(funding.minus(oldFunding), oldMultiplier),\n base.negated(),\n );\n const unwindDelta = divWad(unwind.minus(oldUnwind), oldMultiplier);\n const initialPrice = mulWad(\n WAD.minus(divWad(multiplier, oldMultiplier)),\n integer(position.last_price, 'position price'),\n );\n const adlCashflow = mulWad(base, unwindDelta.minus(initialPrice));\n return realized.plus(fundingCashflow).plus(adlCashflow);\n}\n\n/**\n * Raw E18 funding on an open position since its size last changed (a fill,\n * liquidation or ADL unwind): the funding Core settles into the position's\n * realized PnL at its next change (`computeFundingCashflow` in perpOB), from\n * the position's stored funding value to the market trackers. The settled\n * balance already counts it (`calculateSettledPositionPnl`), so this\n * attributes it to the position and must never be added to a balance.\n * Positive means the position received funding.\n *\n * The stored base over the stored multiplier is the same ratio as the\n * ADL-adjusted base over the current multiplier, so no ADL adjustment is\n * needed. Market trackers behind the position's own snapshot accrue nothing,\n * as in settlement.\n */\nexport function calculatePositionFundingSinceChange(\n position: RealizedBalancePosition,\n trackers: RealizedBalanceTrackers | undefined,\n): BigNumber {\n const base = integer(position.base, 'position base');\n if (base.isZero()) return new BigNumber(0);\n if (!trackers)\n throw new SettlementTrackerError(position.market_id.toString(), 'missing');\n if (trackersBehindPosition(position, trackers)) return new BigNumber(0);\n const funding = integer(\n base.isPositive()\n ? trackers.longTrackersFundingValue\n : trackers.shortTrackersFundingValue,\n 'market funding',\n );\n const lastFunding = integer(position.funding_value, 'position funding');\n const multiplier = integer(position.base_multiplier, 'position multiplier');\n if (multiplier.lte(0)) {\n throw new SettlementTrackerError(\n position.market_id.toString(),\n 'inconsistent',\n );\n }\n return mulWad(divWad(funding.minus(lastFunding), multiplier), base.negated());\n}\n\n/**\n * Returns raw E18 PnL aligned to collateral units. The instrument floors EACH\n * market's PnL to quote-token precision before Core aggregates collateral info.\n * Funding is the stored market tracker delta; do not extrapolate it with time.\n */\nexport function calculateSettledAccountPnl(\n positions: RealizedBalancePosition[],\n trackers: Partial<Record<string, RealizedBalanceTrackers>>,\n collateralDecimals: number,\n onGuarded?: () => void,\n): BigNumber {\n return positions.reduce((sum, position) => {\n const pnl = calculateSettledPositionPnl(\n position,\n trackers[position.market_id.toString()],\n onGuarded,\n );\n const rounded = pnl\n .shiftedBy(collateralDecimals - 18)\n .integerValue(BigNumber.ROUND_FLOOR)\n .shiftedBy(18 - collateralDecimals);\n return sum.plus(rounded);\n }, new BigNumber(0));\n}\n"]}
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package/package.json
CHANGED
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{
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"name": "@reyaxyz/common",
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"version": "0.
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"version": "0.379.0",
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"publishConfig": {
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"test:coverage": "npx jest test --coverage",
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"generate:coverage-badges": "npx istanbul-badges-readme --silent"
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"gitHead": "
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"gitHead": "a93ec7d965e1670b165794bbc78fa338b1439661"
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}
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package/src/utils/consts.ts
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export const ONE_DAY_IN_SECONDS: number = 60 * 60 * 24;
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export const CHANNEL_NAME = 'redis-pub-sub' as const;
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export const WHITELISTED_WALLETS = [
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'0xE116e2c0c2B0e7cd88060F06e2b2D7981Ef897ef',
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'0xb9db1789e8998eEDB6a53348Fe57Dcd080405cD4',
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/**
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* Raw E18 funding on an open position since
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*
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* liquidation or ADL unwind): the funding Core settles into the position's
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* realized PnL at its next change (`computeFundingCashflow` in perpOB), from
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* the position's stored funding value to the market trackers. The settled
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* balance already counts it (`calculateSettledPositionPnl`), so this
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* attributes it to the position and must never be added to a balance.
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* Positive means the position received funding.
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* as in settlement.
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position: RealizedBalancePosition
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average_entry_funding_value: { toString(): string } | null;
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): BigNumber {
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|
|
215
|
-
|
|
216
|
-
|
|
217
|
-
'market funding',
|
|
218
|
-
);
|
|
219
|
-
const entry = integer(
|
|
220
|
-
position.average_entry_funding_value,
|
|
221
|
-
'average entry funding value',
|
|
211
|
+
if (trackersBehindPosition(position, trackers)) return new BigNumber(0);
|
|
212
|
+
const funding = integer(
|
|
213
|
+
base.isPositive()
|
|
214
|
+
? trackers.longTrackersFundingValue
|
|
215
|
+
: trackers.shortTrackersFundingValue,
|
|
216
|
+
'market funding',
|
|
222
217
|
);
|
|
218
|
+
const lastFunding = integer(position.funding_value, 'position funding');
|
|
223
219
|
const multiplier = integer(position.base_multiplier, 'position multiplier');
|
|
224
220
|
if (multiplier.lte(0)) {
|
|
225
221
|
throw new SettlementTrackerError(
|
|
@@ -227,7 +223,7 @@ export function calculatePositionFundingPnl(
|
|
|
227
223
|
'inconsistent',
|
|
228
224
|
);
|
|
229
225
|
}
|
|
230
|
-
return mulWad(divWad(funding.minus(
|
|
226
|
+
return mulWad(divWad(funding.minus(lastFunding), multiplier), base.negated());
|
|
231
227
|
}
|
|
232
228
|
|
|
233
229
|
/**
|