@signals-protocol/v1-sdk 1.0.0 → 1.1.0

package/dist/clmsr-sdk.js

@@ -99,7 +99,7 @@ class CLMSRSDK {
         // cost는 micro USDC, quantity도 micro USDC이므로 결과는 USDC/USDC = 비율
         const averagePrice = cost.div(normalizedQuantity);
         const formattedAveragePrice = new big_js_1.default(averagePrice.toFixed(6, big_js_1.default.roundDown)); // 6자리 정밀도로 충분
-        const feeOverlay = this.computeFeeOverlay("BUY", cost, normalizedQuantity, lowerTick, upperTick, market.feePolicyDescriptor);
+        const feeOverlay = this.computeFeeOverlay("BUY", cost, normalizedQuantity, lowerTick, upperTick, market.feePolicyDescriptor, market.endTimestamp);
         const result = {
             cost,
             averagePrice: formattedAveragePrice,
@@ -128,7 +128,7 @@ class CLMSRSDK {
     calculateDecreaseProceeds(position, sellQuantity, distribution, market) {
         const normalizedSellQuantity = MathUtils.formatUSDC(new big_js_1.default(sellQuantity));
         const baseResult = this._calcSellProceeds(position.lowerTick, position.upperTick, normalizedSellQuantity, position.quantity, distribution, market);
-        const feeOverlay = this.computeFeeOverlay("SELL", baseResult.proceeds, normalizedSellQuantity, position.lowerTick, position.upperTick, market.feePolicyDescriptor);
+        const feeOverlay = this.computeFeeOverlay("SELL", baseResult.proceeds, normalizedSellQuantity, position.lowerTick, position.upperTick, market.feePolicyDescriptor, market.endTimestamp);
         return {
             proceeds: baseResult.proceeds,
             averagePrice: baseResult.averagePrice,
@@ -244,7 +244,7 @@ class CLMSRSDK {
             return this._calculateQuantityFromNetCost(lowerTick, upperTick, targetSpend, distribution, market);
         }
         const zeroBase = MathUtils.formatUSDC(new big_js_1.default(0));
-        const minSpend = this._computeTotalSpendWithFees(zeroBase, zeroBase, lowerTick, upperTick, descriptor);
+        const minSpend = this._computeTotalSpendWithFees(zeroBase, zeroBase, lowerTick, upperTick, descriptor, market.endTimestamp);
         if (targetSpend.lt(minSpend)) {
             throw new types_1.ValidationError("Target cost is below the minimum spend achievable after fees");
         }
@@ -263,7 +263,7 @@ class CLMSRSDK {
             netGuess = new big_js_1.default(0);
         }
         let bestResult = this._calculateQuantityFromNetCost(lowerTick, upperTick, netGuess, distribution, market);
-        let bestDiff = this._computeTotalSpendWithFees(bestResult.actualCost, bestResult.quantity, lowerTick, upperTick, descriptor).minus(targetSpend);
+        let bestDiff = this._computeTotalSpendWithFees(bestResult.actualCost, bestResult.quantity, lowerTick, upperTick, descriptor, market.endTimestamp).minus(targetSpend);
         if (bestDiff.abs().lte(INVERSE_SPEND_TOLERANCE)) {
             return bestResult;
         }
@@ -290,7 +290,7 @@ class CLMSRSDK {
                     }
                     seen.add(key);
                     const boundaryCandidate = this._calculateQuantityFromNetCost(lowerTick, upperTick, boundary, distribution, market);
-                    const boundaryTotal = this._computeTotalSpendWithFees(boundaryCandidate.actualCost, boundaryCandidate.quantity, lowerTick, upperTick, descriptor);
+                    const boundaryTotal = this._computeTotalSpendWithFees(boundaryCandidate.actualCost, boundaryCandidate.quantity, lowerTick, upperTick, descriptor, market.endTimestamp);
                     const boundaryDiff = boundaryTotal.minus(targetSpend);
                     if (boundaryDiff.abs().lt(bestDiff.abs())) {
                         bestResult = boundaryCandidate;
@@ -300,7 +300,7 @@ class CLMSRSDK {
                 break;
             }
             const candidate = this._calculateQuantityFromNetCost(lowerTick, upperTick, MathUtils.formatUSDC(midFormatted), distribution, market);
-            const totalSpend = this._computeTotalSpendWithFees(candidate.actualCost, candidate.quantity, lowerTick, upperTick, descriptor);
+            const totalSpend = this._computeTotalSpendWithFees(candidate.actualCost, candidate.quantity, lowerTick, upperTick, descriptor, market.endTimestamp);
             const diff = totalSpend.minus(targetSpend);
             if (diff.abs().lt(bestDiff.abs())) {
                 bestResult = candidate;
@@ -368,7 +368,7 @@ class CLMSRSDK {
         // Calculate fee information for the final result
         const formattedActualCost = MathUtils.formatUSDC(actualCost);
         const formattedQuantity = MathUtils.formatUSDC(quantity);
-        const feeOverlay = this.computeFeeOverlay("BUY", formattedActualCost, formattedQuantity, lowerTick, upperTick, market.feePolicyDescriptor);
+        const feeOverlay = this.computeFeeOverlay("BUY", formattedActualCost, formattedQuantity, lowerTick, upperTick, market.feePolicyDescriptor, market.endTimestamp);
         return {
             quantity: formattedQuantity,
             actualCost: formattedActualCost,
@@ -377,10 +377,10 @@ class CLMSRSDK {
             feeInfo: feeOverlay.info,
         };
     }
-    _computeTotalSpendWithFees(baseAmount, quantity, lowerTick, upperTick, descriptor) {
+    _computeTotalSpendWithFees(baseAmount, quantity, lowerTick, upperTick, descriptor, endTimestamp) {
         const formattedBase = MathUtils.formatUSDC(baseAmount);
         const formattedQuantity = MathUtils.formatUSDC(quantity);
-        const feeOverlay = this.computeFeeOverlay("BUY", formattedBase, formattedQuantity, lowerTick, upperTick, descriptor);
+        const feeOverlay = this.computeFeeOverlay("BUY", formattedBase, formattedQuantity, lowerTick, upperTick, descriptor, endTimestamp);
         return MathUtils.formatUSDC(formattedBase.plus(feeOverlay.amount));
     }
     /**
@@ -457,7 +457,7 @@ class CLMSRSDK {
         }
         let baseGuess = MathUtils.formatUSDC(initialGuess);
         let bestResult = this._calculateQuantityFromBaseProceeds(position, baseGuess, distribution, market);
-        let bestNet = this._computeNetProceedsAfterFees(bestResult.actualProceeds, bestResult.quantity, position.lowerTick, position.upperTick, descriptor);
+        let bestNet = this._computeNetProceedsAfterFees(bestResult.actualProceeds, bestResult.quantity, position.lowerTick, position.upperTick, descriptor, market.endTimestamp);
         let bestDiff = bestNet.minus(targetNetProceeds);
         if (bestDiff.abs().lte(INVERSE_SPEND_TOLERANCE)) {
             return bestResult;
@@ -487,7 +487,7 @@ class CLMSRSDK {
                     }
                     seen.add(key);
                     const boundaryCandidate = this._calculateQuantityFromBaseProceeds(position, boundary, distribution, market);
-                    const boundaryNet = this._computeNetProceedsAfterFees(boundaryCandidate.actualProceeds, boundaryCandidate.quantity, position.lowerTick, position.upperTick, descriptor);
+                    const boundaryNet = this._computeNetProceedsAfterFees(boundaryCandidate.actualProceeds, boundaryCandidate.quantity, position.lowerTick, position.upperTick, descriptor, market.endTimestamp);
                     const boundaryDiff = boundaryNet.minus(targetNetProceeds);
                     if (boundaryDiff.abs().lt(bestDiff.abs())) {
                         bestResult = boundaryCandidate;
@@ -497,7 +497,7 @@ class CLMSRSDK {
                 break;
             }
             const candidate = this._calculateQuantityFromBaseProceeds(position, MathUtils.formatUSDC(midFormatted), distribution, market);
-            const candidateNet = this._computeNetProceedsAfterFees(candidate.actualProceeds, candidate.quantity, position.lowerTick, position.upperTick, descriptor);
+            const candidateNet = this._computeNetProceedsAfterFees(candidate.actualProceeds, candidate.quantity, position.lowerTick, position.upperTick, descriptor, market.endTimestamp);
             const diff = candidateNet.minus(targetNetProceeds);
             if (diff.abs().lt(bestDiff.abs())) {
                 bestResult = candidate;
@@ -799,7 +799,7 @@ class CLMSRSDK {
             console.warn("calculateQuantityFromProceeds: verification failed, using target proceeds as approximation", error);
         }
         // Calculate fee information
-        const feeOverlay = this.computeFeeOverlay("SELL", actualProceeds, formattedQuantity, position.lowerTick, position.upperTick, market.feePolicyDescriptor);
+        const feeOverlay = this.computeFeeOverlay("SELL", actualProceeds, formattedQuantity, position.lowerTick, position.upperTick, market.feePolicyDescriptor, market.endTimestamp);
         return {
             quantity: formattedQuantity,
             actualProceeds: MathUtils.formatUSDC(actualProceeds),
@@ -830,13 +830,13 @@ class CLMSRSDK {
             averagePrice: formattedAveragePrice,
         };
     }
-    _computeNetProceedsAfterFees(baseProceeds, quantity, lowerTick, upperTick, descriptor) {
+    _computeNetProceedsAfterFees(baseProceeds, quantity, lowerTick, upperTick, descriptor, endTimestamp) {
         const formattedBase = MathUtils.formatUSDC(baseProceeds);
         const formattedQuantity = MathUtils.formatUSDC(quantity);
-        const feeOverlay = this.computeFeeOverlay("SELL", formattedBase, formattedQuantity, lowerTick, upperTick, descriptor);
+        const feeOverlay = this.computeFeeOverlay("SELL", formattedBase, formattedQuantity, lowerTick, upperTick, descriptor, endTimestamp);
         return MathUtils.formatUSDC(formattedBase.minus(feeOverlay.amount));
     }
-    computeFeeOverlay(side, baseAmount, quantity, lowerTick, upperTick, descriptor) {
+    computeFeeOverlay(side, baseAmount, quantity, lowerTick, upperTick, descriptor, endTimestamp) {
         const makeZeroOverlay = (descriptorString, policyName) => ({
             amount: MathUtils.formatUSDC(new big_js_1.default(0)),
             rate: new big_js_1.default(0),
@@ -854,7 +854,15 @@ class CLMSRSDK {
         const quantityInt = bigToBigInt(quantity);
         const trader = ZERO_ADDRESS;
         const marketId = 0;
-        const context = ZERO_CONTEXT;
+        let context = ZERO_CONTEXT;
+        if (resolved.descriptor?.policy === "theta-time") {
+            if (endTimestamp === undefined || endTimestamp === null) {
+                throw new types_1.ValidationError("ThetaTime fee policy requires market.endTimestamp");
+            }
+            const endTs = BigInt(endTimestamp);
+            const hex = endTs.toString(16).padStart(64, "0");
+            context = `0x${hex}`;
+        }
         const feeBigInt = side === "BUY"
             ? (0, fees_1.quoteOpenFee)(resolved.policy, {
                 trader,
@@ -895,6 +903,28 @@ class CLMSRSDK {
                 },
             };
         }
+        if (parsedDescriptor?.policy === "theta-time") {
+            const baseBps = new big_js_1.default(parsedDescriptor.baseBps.toString());
+            const thetaMaxBps = new big_js_1.default(parsedDescriptor.thetaMaxBps.toString());
+            const windowSec = new big_js_1.default(parsedDescriptor.windowSec.toString());
+            const beta = new big_js_1.default(parsedDescriptor.beta.toString());
+            const rate = baseAmount.gt(0) && feeAmount.gt(0)
+                ? feeAmount.div(baseAmount)
+                : new big_js_1.default(0);
+            return {
+                amount: feeAmount,
+                rate,
+                info: {
+                    policy: types_1.FeePolicyKind.ThetaTime,
+                    descriptor: descriptorString,
+                    name: policyName,
+                    baseBps,
+                    thetaMaxBps,
+                    windowSec,
+                    beta,
+                },
+            };
+        }
         if (parsedDescriptor?.policy === "percentage") {
             const bps = new big_js_1.default(parsedDescriptor.bps.toString());
             const rate = bps.div(new big_js_1.default("10000"));

package/dist/fees.d.ts

@@ -24,12 +24,21 @@ export interface CustomFeePolicyConfig {
     bps: BigNumberish;
     name?: string;
 }
+export interface ThetaTimeFeePolicyConfig {
+    baseBps: BigNumberish;
+    thetaMaxBps: BigNumberish;
+    windowSec: BigNumberish;
+    beta: BigNumberish;
+    name?: string;
+}
 export declare function createPercentageFeePolicy(config: PercentageFeePolicyConfig): FeePolicy;
 export declare function createCustomFeePolicy(config: CustomFeePolicyConfig): FeePolicy;
-export type FeePolicyName = "Null" | "Percentage" | "Custom";
+export declare function createThetaTimeFeePolicy(config: ThetaTimeFeePolicyConfig): FeePolicy;
+export type FeePolicyName = "Null" | "Percentage" | "Custom" | "ThetaTime";
 export declare function getFeePolicy(name: "Null"): FeePolicy;
 export declare function getFeePolicy(name: "Percentage", config: PercentageFeePolicyConfig): FeePolicy;
 export declare function getFeePolicy(name: "Custom", config: CustomFeePolicyConfig): FeePolicy;
+export declare function getFeePolicy(name: "ThetaTime", config: ThetaTimeFeePolicyConfig): FeePolicy;
 export interface PreviewOpenFeeArgs {
     trader: string;
     marketId: BigNumberish;
@@ -49,9 +58,13 @@ export interface PreviewSellFeeArgs {
     context?: Bytes32Like;
 }
 interface ParsedFeePolicyDescriptor {
-    policy: "null" | "percentage" | "custom";
+    policy: "null" | "percentage" | "custom" | "theta-time";
     name?: string;
     bps?: bigint;
+    baseBps?: bigint;
+    thetaMaxBps?: bigint;
+    windowSec?: bigint;
+    beta?: bigint;
     descriptor: string;
 }
 export interface EncodePercentageFeePolicyDescriptorParams {

package/dist/fees.js

@@ -3,6 +3,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.NullFeePolicy = void 0;
 exports.createPercentageFeePolicy = createPercentageFeePolicy;
 exports.createCustomFeePolicy = createCustomFeePolicy;
+exports.createThetaTimeFeePolicy = createThetaTimeFeePolicy;
 exports.getFeePolicy = getFeePolicy;
 exports.resolveFeePolicyWithMetadata = resolveFeePolicyWithMetadata;
 exports.encodePercentageFeePolicyDescriptor = encodePercentageFeePolicyDescriptor;
@@ -11,6 +12,8 @@ exports.quoteSellFee = quoteSellFee;
 const ethers_1 = require("ethers");
 const ZERO_CONTEXT = `0x${"00".repeat(32)}`;
 const ZERO_ADDRESS = "0x0000000000000000000000000000000000000000";
+const WAD = 1000000000000000000n;
+const BPS_DENOM = 10000n;
 function toBigInt(value) {
     return (0, ethers_1.toBigInt)(value);
 }
@@ -23,6 +26,34 @@ function normalizeTrader(trader) {
     }
     return trader;
 }
+function decodeEndTimestamp(context) {
+    const normalized = normalizeContext(context);
+    if (normalized === ZERO_CONTEXT)
+        return null;
+    try {
+        return BigInt(normalized);
+    }
+    catch {
+        return null;
+    }
+}
+function powWad(xWad, exp) {
+    if (exp < 1n)
+        return WAD;
+    let result = WAD;
+    let base = xWad;
+    let e = exp;
+    while (e > 0n) {
+        if (e & 1n) {
+            result = (result * base) / WAD;
+        }
+        e >>= 1n;
+        if (e > 0n) {
+            base = (base * base) / WAD;
+        }
+    }
+    return result;
+}
 function normalizeMarketId(marketId) {
     if (marketId === undefined || marketId === null) {
         return 0n;
@@ -39,7 +70,7 @@ function createPercentageFeePolicy(config) {
     return {
         name: policyName,
         quote: ({ baseAmount6 }) => {
-            return (baseAmount6 * bps) / 10000n;
+            return (baseAmount6 * bps) / BPS_DENOM;
         },
     };
 }
@@ -49,7 +80,46 @@ function createCustomFeePolicy(config) {
     return {
         name: policyName,
         quote: ({ baseAmount6 }) => {
-            return (baseAmount6 * bps) / 10000n;
+            return (baseAmount6 * bps) / BPS_DENOM;
+        },
+    };
+}
+function createThetaTimeFeePolicy(config) {
+    const baseBps = toBigInt(config.baseBps);
+    const thetaMaxBps = toBigInt(config.thetaMaxBps);
+    const windowSec = toBigInt(config.windowSec);
+    const beta = toBigInt(config.beta);
+    const policyName = config.name ?? "ThetaTimeFeePolicy";
+    const baseRateWad = (baseBps * WAD) / BPS_DENOM;
+    const thetaMaxRateWad = (thetaMaxBps * WAD) / BPS_DENOM;
+    if (windowSec <= 0n) {
+        throw new Error("ThetaTime fee policy requires windowSec > 0");
+    }
+    if (beta < 1n) {
+        throw new Error("ThetaTime fee policy requires beta >= 1");
+    }
+    if (baseBps + thetaMaxBps > BPS_DENOM) {
+        throw new Error("ThetaTime fee policy requires baseBps + thetaMaxBps <= 10000");
+    }
+    return {
+        name: policyName,
+        quote: ({ baseAmount6, context }) => {
+            if (baseAmount6 === 0n)
+                return 0n;
+            const endTimestamp = decodeEndTimestamp(context);
+            if (endTimestamp === null) {
+                throw new Error("ThetaTime fee policy requires endTimestamp context");
+            }
+            const now = BigInt(Math.floor(Date.now() / 1000));
+            const tau = endTimestamp > now ? endTimestamp - now : 0n;
+            let thetaRateWad = 0n;
+            if (tau < windowSec) {
+                const xWad = ((windowSec - tau) * WAD) / windowSec;
+                const xPow = powWad(xWad, beta);
+                thetaRateWad = (thetaMaxRateWad * xPow) / WAD;
+            }
+            const totalRateWad = baseRateWad + thetaRateWad;
+            return (baseAmount6 * totalRateWad) / WAD;
         },
     };
 }
@@ -57,6 +127,7 @@ const FeePolicies = Object.freeze({
     Null: exports.NullFeePolicy,
     Percentage: (config) => createPercentageFeePolicy(config),
     Custom: (config) => createCustomFeePolicy(config),
+    ThetaTime: (config) => createThetaTimeFeePolicy(config),
 });
 function getFeePolicy(name, config) {
     if (name === "Null") {
@@ -74,6 +145,12 @@ function getFeePolicy(name, config) {
         }
         return createCustomFeePolicy(config);
     }
+    if (name === "ThetaTime") {
+        if (!config) {
+            throw new Error("ThetaTime fee policy requires configuration");
+        }
+        return createThetaTimeFeePolicy(config);
+    }
     throw new Error(`Unsupported fee policy: ${name}`);
 }
 function buildQuoteParams(side, args) {
@@ -166,6 +243,34 @@ function parseFeePolicyDescriptor(descriptor) {
             descriptor,
         };
     }
+    if (normalizedPolicy === "theta-time") {
+        const baseBps = parseBigIntParam(paramBag.baseBps, "baseBps", {
+            required: true,
+        });
+        const thetaMaxBps = parseBigIntParam(paramBag.thetaMaxBps, "thetaMaxBps", {
+            required: true,
+        });
+        const windowSec = parseBigIntParam(paramBag.windowSec, "windowSec", {
+            required: true,
+        });
+        const beta = parseBigIntParam(paramBag.beta, "beta", {
+            required: true,
+        });
+        const name = typeof paramBag.name === "string"
+            ? paramBag.name
+            : typeof parsed.name === "string"
+                ? parsed.name
+                : undefined;
+        return {
+            policy: "theta-time",
+            name,
+            baseBps,
+            thetaMaxBps,
+            windowSec,
+            beta,
+            descriptor,
+        };
+    }
     throw new Error(`Unsupported fee policy '${policy}' in descriptor`);
 }
 function resolveFeePolicyWithMetadata(input) {
@@ -195,6 +300,19 @@ function resolveFeePolicyWithMetadata(input) {
             descriptor: parsed,
         };
     }
+    if (parsed.policy === "theta-time") {
+        const thetaPolicy = createThetaTimeFeePolicy({
+            baseBps: parsed.baseBps,
+            thetaMaxBps: parsed.thetaMaxBps,
+            windowSec: parsed.windowSec,
+            beta: parsed.beta,
+            name: parsed.name,
+        });
+        return {
+            policy: thetaPolicy,
+            descriptor: parsed,
+        };
+    }
     const percentagePolicy = createPercentageFeePolicy({
         bps: parsed.bps,
         name: parsed.name,

package/dist/index.d.ts

@@ -9,4 +9,4 @@ export { WADAmount, USDCAmount, Quantity, Tick, MarketDistributionRaw, MarketRaw
 export * as MathUtils from "./utils/math";
 export { toWAD, toMicroUSDC } from "./clmsr-sdk";
 export { createCLMSRSDK, createSignalsSDK } from "./clmsr-sdk";
-export declare const VERSION = "1.0.0";
+export declare const VERSION = "1.1.0";

package/dist/index.js

@@ -62,4 +62,4 @@ var clmsr_sdk_4 = require("./clmsr-sdk");
 Object.defineProperty(exports, "createCLMSRSDK", { enumerable: true, get: function () { return clmsr_sdk_4.createCLMSRSDK; } });
 Object.defineProperty(exports, "createSignalsSDK", { enumerable: true, get: function () { return clmsr_sdk_4.createSignalsSDK; } });
 // Version (keep in sync with package.json)
-exports.VERSION = "1.0.0";
+exports.VERSION = "1.1.0";

package/dist/types.d.ts

@@ -24,6 +24,7 @@ export interface MarketRaw {
     minTick: number;
     maxTick: number;
     tickSpacing: number;
+    endTimestamp?: number | string;
     feePolicyDescriptor?: string;
     isSettled?: boolean;
     settlementValue?: string;
@@ -35,6 +36,7 @@ export interface Market {
     minTick: Tick;
     maxTick: Tick;
     tickSpacing: Tick;
+    endTimestamp?: number;
     feePolicyDescriptor?: string;
     isSettled?: boolean;
     settlementValue?: USDCAmount;
@@ -61,6 +63,7 @@ export declare const FeePolicyKind: {
     readonly Null: "null";
     readonly Percentage: "percentage";
     readonly Custom: "custom";
+    readonly ThetaTime: "theta-time";
 };
 export type FeePolicyKind = (typeof FeePolicyKind)[keyof typeof FeePolicyKind];
 interface BaseFeeInfo {
@@ -78,7 +81,14 @@ interface PercentageFeeInfo extends BaseFeeInfo {
 interface CustomFeeInfo extends BaseFeeInfo {
     policy: typeof FeePolicyKind.Custom;
 }
-export type FeeInfo = NullFeeInfo | PercentageFeeInfo | CustomFeeInfo;
+interface ThetaTimeFeeInfo extends BaseFeeInfo {
+    policy: typeof FeePolicyKind.ThetaTime;
+    baseBps: Big;
+    thetaMaxBps: Big;
+    windowSec: Big;
+    beta: Big;
+}
+export type FeeInfo = NullFeeInfo | PercentageFeeInfo | CustomFeeInfo | ThetaTimeFeeInfo;
 /**
  * Convert raw GraphQL market data to SDK calculation format
  * @param raw Raw market data from GraphQL

package/dist/types.js

@@ -14,6 +14,7 @@ exports.FeePolicyKind = {
     Null: "null",
     Percentage: "percentage",
     Custom: "custom",
+    ThetaTime: "theta-time",
 };
 // ============================================================================
 // DATA ADAPTERS (GraphQL ↔ SDK 타입 변환)
@@ -29,6 +30,9 @@ function mapMarket(raw) {
         minTick: raw.minTick,
         maxTick: raw.maxTick,
         tickSpacing: raw.tickSpacing,
+        ...(raw.endTimestamp !== undefined && {
+            endTimestamp: Number(raw.endTimestamp),
+        }),
         ...(raw.feePolicyDescriptor !== undefined && {
             feePolicyDescriptor: raw.feePolicyDescriptor,
         }),

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@signals-protocol/v1-sdk",
-  "version": "1.0.0",
+  "version": "1.1.0",
   "description": "Signals v1 SDK for CLMSR market calculations and utilities",
   "main": "dist/index.js",
   "module": "dist/index.js",