@sonarwatch/portfolio-plugins 0.12.36 → 0.12.38
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- package/CHANGELOG.md +1847 -1839
- package/README.md +3 -3
- package/package.json +1 -1
- package/src/plugins/allbridge/constants.d.ts +0 -1
- package/src/plugins/allbridge/constants.js +1 -2
- package/src/plugins/allbridge/constants.js.map +1 -1
- package/src/plugins/allbridge/positionsFetcher.js +6 -2
- package/src/plugins/allbridge/positionsFetcher.js.map +1 -1
- package/src/plugins/balancer/helpers/pools.js +21 -21
- package/src/plugins/banx/constants.d.ts +0 -1
- package/src/plugins/banx/constants.js +1 -2
- package/src/plugins/banx/constants.js.map +1 -1
- package/src/plugins/banx/idl.d.ts +15 -7
- package/src/plugins/banx/idl.js +199 -268
- package/src/plugins/banx/idl.js.map +1 -1
- package/src/plugins/banx/loansFetcher.js +19 -23
- package/src/plugins/banx/loansFetcher.js.map +1 -1
- package/src/plugins/banx/offersFetcher.js +10 -15
- package/src/plugins/banx/offersFetcher.js.map +1 -1
- package/src/plugins/citrus/collectionsJob.js.map +1 -1
- package/src/plugins/citrus/constants.d.ts +0 -1
- package/src/plugins/citrus/constants.js +1 -2
- package/src/plugins/citrus/constants.js.map +1 -1
- package/src/plugins/citrus/loansFetcher.js +14 -20
- package/src/plugins/citrus/loansFetcher.js.map +1 -1
- package/src/plugins/drift/constants.d.ts +1 -0
- package/src/plugins/drift/constants.js +2 -1
- package/src/plugins/drift/constants.js.map +1 -1
- package/src/plugins/drift/depositsFetcher.js +63 -1
- package/src/plugins/drift/depositsFetcher.js.map +1 -1
- package/src/plugins/drift/filters.d.ts +1 -0
- package/src/plugins/drift/filters.js +4 -1
- package/src/plugins/drift/filters.js.map +1 -1
- package/src/plugins/drift/index.js +2 -1
- package/src/plugins/drift/index.js.map +1 -1
- package/src/plugins/drift/perpHelpers/amm.d.ts +74 -0
- package/src/plugins/drift/perpHelpers/amm.js +567 -0
- package/src/plugins/drift/perpHelpers/amm.js.map +1 -0
- package/src/plugins/drift/perpHelpers/assert.d.ts +1 -0
- package/src/plugins/drift/perpHelpers/assert.js +10 -0
- package/src/plugins/drift/perpHelpers/assert.js.map +1 -0
- package/src/plugins/drift/perpHelpers/constants.d.ts +27 -0
- package/src/plugins/drift/perpHelpers/constants.js +35 -0
- package/src/plugins/drift/perpHelpers/constants.js.map +1 -0
- package/src/plugins/drift/perpHelpers/convert.d.ts +0 -0
- package/src/plugins/drift/perpHelpers/convert.js +2 -0
- package/src/plugins/drift/perpHelpers/convert.js.map +1 -0
- package/src/plugins/drift/perpHelpers/getOraclePrice.d.ts +4 -0
- package/src/plugins/drift/perpHelpers/getOraclePrice.js +61 -0
- package/src/plugins/drift/perpHelpers/getOraclePrice.js.map +1 -0
- package/src/plugins/drift/perpHelpers/getPerpMarket.d.ts +4 -0
- package/src/plugins/drift/perpHelpers/getPerpMarket.js +33 -0
- package/src/plugins/drift/perpHelpers/getPerpMarket.js.map +1 -0
- package/src/plugins/drift/perpHelpers/margin.d.ts +10 -0
- package/src/plugins/drift/perpHelpers/margin.js +82 -0
- package/src/plugins/drift/perpHelpers/margin.js.map +1 -0
- package/src/plugins/drift/perpHelpers/math.d.ts +4 -0
- package/src/plugins/drift/perpHelpers/math.js +29 -0
- package/src/plugins/drift/perpHelpers/math.js.map +1 -0
- package/src/plugins/drift/perpHelpers/oracle.d.ts +6 -0
- package/src/plugins/drift/perpHelpers/oracle.js +54 -0
- package/src/plugins/drift/perpHelpers/oracle.js.map +1 -0
- package/src/plugins/drift/perpHelpers/orders.d.ts +2 -0
- package/src/plugins/drift/perpHelpers/orders.js +9 -0
- package/src/plugins/drift/perpHelpers/orders.js.map +1 -0
- package/src/plugins/drift/perpHelpers/position.d.ts +44 -0
- package/src/plugins/drift/perpHelpers/position.js +184 -0
- package/src/plugins/drift/perpHelpers/position.js.map +1 -0
- package/src/plugins/drift/perpHelpers/prelaunchOracle.d.ts +3 -0
- package/src/plugins/drift/perpHelpers/prelaunchOracle.js +20 -0
- package/src/plugins/drift/perpHelpers/prelaunchOracle.js.map +1 -0
- package/src/plugins/drift/perpHelpers/pyth.d.ts +5 -0
- package/src/plugins/drift/perpHelpers/pyth.js +42 -0
- package/src/plugins/drift/perpHelpers/pyth.js.map +1 -0
- package/src/plugins/drift/perpHelpers/repeg.d.ts +14 -0
- package/src/plugins/drift/perpHelpers/repeg.js +162 -0
- package/src/plugins/drift/perpHelpers/repeg.js.map +1 -0
- package/src/plugins/drift/perpHelpers/switchboard.d.ts +3 -0
- package/src/plugins/drift/perpHelpers/switchboard.js +31 -0
- package/src/plugins/drift/perpHelpers/switchboard.js.map +1 -0
- package/src/plugins/drift/perpHelpers/types.d.ts +28 -0
- package/src/plugins/drift/perpHelpers/types.js +19 -0
- package/src/plugins/drift/perpHelpers/types.js.map +1 -0
- package/src/plugins/drift/prepMarketsJob.d.ts +3 -0
- package/src/plugins/drift/prepMarketsJob.js +38 -0
- package/src/plugins/drift/prepMarketsJob.js.map +1 -0
- package/src/plugins/drift/struct.d.ts +82 -76
- package/src/plugins/drift/struct.js +79 -74
- package/src/plugins/drift/struct.js.map +1 -1
- package/src/plugins/drift/types.d.ts +1 -0
- package/src/plugins/jupiter/exchange/constants.d.ts +1 -0
- package/src/plugins/jupiter/exchange/constants.js +2 -1
- package/src/plugins/jupiter/exchange/constants.js.map +1 -1
- package/src/plugins/jupiter/exchange/limitFetcher.js +9 -6
- package/src/plugins/jupiter/exchange/limitFetcher.js.map +1 -1
- package/src/plugins/jupiter/exchange/perpetualFetcher.js +3 -6
- package/src/plugins/jupiter/exchange/perpetualFetcher.js.map +1 -1
- package/src/plugins/jupiter/exchange/structs.d.ts +21 -0
- package/src/plugins/jupiter/exchange/structs.js +21 -1
- package/src/plugins/jupiter/exchange/structs.js.map +1 -1
- package/src/plugins/jupiter/exchange/valueAverageFetcher.js.map +1 -1
- package/src/plugins/jupiter/helpers.d.ts +2 -2
- package/src/plugins/jupiter/helpers.js.map +1 -1
- package/src/plugins/rain/collectionsJob.js +6 -10
- package/src/plugins/rain/collectionsJob.js.map +1 -1
- package/src/plugins/rain/helpers.js +3 -1
- package/src/plugins/rain/helpers.js.map +1 -1
- package/src/plugins/rain/index.js +2 -1
- package/src/plugins/rain/index.js.map +1 -1
- package/src/plugins/rain/loansFetcher.js +60 -25
- package/src/plugins/rain/loansFetcher.js.map +1 -1
- package/src/plugins/rain/types.d.ts +3 -0
- package/src/plugins/sharky/constants.d.ts +0 -1
- package/src/plugins/sharky/constants.js +3 -4
- package/src/plugins/sharky/constants.js.map +1 -1
- package/src/plugins/sharky/loansFetcher.js +17 -20
- package/src/plugins/sharky/loansFetcher.js.map +1 -1
- package/src/plugins/sushiswap/helpers.js +24 -24
- package/src/plugins/uniswap-v2/helpers.js +22 -22
- package/src/plugins/zeta/airdropFetcher.js +14 -14
- package/src/utils/misc/MemoizedCache.d.ts +12 -0
- package/src/utils/misc/MemoizedCache.js +35 -0
- package/src/utils/misc/MemoizedCache.js.map +1 -0
- package/src/utils/misc/arrayToMap.d.ts +1 -0
- package/src/utils/misc/arrayToMap.js +12 -0
- package/src/utils/misc/arrayToMap.js.map +1 -0
- package/src/utils/misc/pick.d.ts +2 -0
- package/src/utils/misc/pick.js +16 -0
- package/src/utils/misc/pick.js.map +1 -0
- package/src/utils/sei/constants.js +8 -8
- package/src/utils/sei/getQueryBalanceByOwner.js +4 -4
- package/src/utils/solana/getAutoParsedMultipleAccountsInfo.js +8 -3
- package/src/utils/solana/getAutoParsedMultipleAccountsInfo.js.map +1 -1
- package/src/plugins/allbridge/getPoolInfo.d.ts +0 -3
- package/src/plugins/allbridge/getPoolInfo.js +0 -28
- package/src/plugins/allbridge/getPoolInfo.js.map +0 -1
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+
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CrC,CAAC,CAAC,YAAY,IAAI,CAAC,aAAa,CAAC,EACjC,CAAC;gBACD,SAAS;YACX,CAAC;YAED,MAAM,UAAU,GAAG,iBAAiB,CAAC,GAAG,CAAC,YAAY,CAAC,WAAW,CAAC,CAAC;YACnE,IAAI,CAAC,UAAU;gBAAE,SAAS;YAE1B,MAAM,UAAU,GAAG,cAAc,CAAC,GAAG,CAAC,UAAU,CAAC,IAAI,CAAC,QAAQ,EAAE,CAAC,CAAC;YAClE,IAAI,CAAC,UAAU,IAAI,UAAU,KAAK,IAAI;gBAAE,SAAS;YAEjD,IAAI,WAAW,GAAG,IAAI,sBAAS,CAAC,CAAC,CAAC,CAAC;YACnC,IACE,UAAU,CAAC,WAAW,KAAK,CAAC;gBAC5B,YAAY,CAAC,WAAW,KAAK,wBAAe,CAAC,OAAO,EACpD,CAAC;gBACD,WAAW,GAAG,IAAA,wBAAc,EAC1B,YAAY,CAAC,aAAa,EAC1B,UAAU,EACV,YAAY,CAAC,WAAW,CACzB,CAAC;YACJ,CAAC;iBAAM,CAAC;gBACN,WAAW,GAAG,IAAA,8BAAoB,EAChC,IAAA,wBAAc,EACZ,YAAY,CAAC,aAAa,EAC1B,UAAU,EACV,YAAY,CAAC,WAAW,CACzB,EACD,YAAY,CAAC,WAAW,CACzB,CAAC;YACJ,CAAC;YAED,IAAI,YAAY,CAAC,WAAW,KAAK,wBAAe,CAAC,OAAO,EAAE,CAAC;gBACzD,cAAc,CAAC,IAAI,CACjB,IAAA,gCAAsB,EACpB,UAAU,CAAC,IAAI,CAAC,QAAQ,EAAE,EAC1B,WAAW,CAAC,GAAG,CAAC,SAAA,EAAE,EAAI,UAAU,CAAC,QAAQ,CAAA,CAAC,CAAC,QAAQ,EAAE,EACrD,0BAAS,CAAC,MAAM,EAChB,UAAU,CACX,CACF,CAAC;gBACF,cAAc,CAAC,IAAI,CAAC;oBAClB;wBACE,GAAG,EAAE,UAAU,CAAC,UAAU;wBAC1B,GAAG,EAAE,IAAA,yBAAQ,EAAC,UAAU,CAAC,UAAU,CAAC;qBACrC;iBACF,CAAC,CAAC;YACL,CAAC;iBAAM,IAAI,YAAY,CAAC,WAAW,KAAK,wBAAe,CAAC,MAAM,EAAE,CAAC;gBAC/D,cAAc,CAAC,IAAI,CACjB,IAAA,gCAAsB,EACpB,UAAU,CAAC,IAAI,CAAC,QAAQ,EAAE,EAC1B,WAAW;qBACR,GAAG,CAAC,SAAA,EAAE,EAAI,UAAU,CAAC,QAAQ,CAAA,CAAC;qBAC9B,GAAG,EAAE;qBACL,QAAQ,EAAE,EACb,0BAAS,CAAC,MAAM,EAChB,UAAU,CACX,CACF,CAAC;gBACF,cAAc,CAAC,IAAI,CAAC;oBAClB;wBACE,GAAG,EAAE,CAAC,UAAU,CAAC,SAAS;wBAC1B,GAAG,EAAE,CAAC,IAAA,yBAAQ,EAAC,UAAU,CAAC,SAAS,CAAC;qBACrC;iBACF,CAAC,CAAC;YACL,CAAC;QACH,CAAC;QACD,IAAI,cAAc,CAAC,MAAM,KAAK,CAAC,IAAI,cAAc,CAAC,MAAM,KAAK,CAAC;YAAE,SAAS;QAEzE,MAAM,EACJ,aAAa,EACb,aAAa,EACb,KAAK,EACL,WAAW,EACX,WAAW,EACX,cAAc,GACf,GAAG,IAAA,wCAAuB,EAAC;YAC1B,cAAc;YACd,cAAc;YACd,YAAY;YACZ,eAAe;SAChB,CAAC,CAAC;QAEH,QAAQ,CAAC,IAAI,CAAC;YACZ,IAAI,EAAE,qCAAoB,CAAC,UAAU;YACrC,SAAS,EAAE,0BAAS,CAAC,MAAM;YAC3B,UAAU,EAAV,sBAAU;YACV,KAAK,EAAE,SAAS;YAChB,KAAK;YACL,IAAI,EAAE;gBACJ,cAAc;gBACd,aAAa;gBACb,cAAc;gBACd,cAAc;gBACd,aAAa;gBACb,cAAc;gBACd,YAAY;gBACZ,WAAW;gBACX,WAAW;gBACX,SAAS,EAAE;oBACT,MAAM,EAAE,eAAe;oBACvB,KAAK,EAAE,cAAc;iBACtB;gBACD,KAAK;aACN;YACD,IAAI,EAAE,IAAA,wBAAe,EAAC,WAAW,CAAC,IAAI,CAAC;SACxC,CAAC,CAAC;IACL,CAAC;IAED,OAAO,QAAQ,CAAC;AAClB,CAAC,CAAA,CAAC;AAEF,MAAM,OAAO,GAAY;IACvB,EAAE,EAAE,GAAG,sBAAU,WAAW;IAC5B,SAAS,EAAE,0BAAS,CAAC,MAAM;IAC3B,QAAQ;CACT,CAAC;AAEF,kBAAe,OAAO,CAAC"}
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@@ -1,3 +1,4 @@
|
|
1
1
|
import { GetProgramAccountsFilter } from '@solana/web3.js';
|
2
2
|
export declare const accountsFilter: (owner: string) => GetProgramAccountsFilter[];
|
3
3
|
export declare const marketFilter: GetProgramAccountsFilter[];
|
4
|
+
export declare const perpMarketsFilters: GetProgramAccountsFilter[];
|
@@ -1,6 +1,6 @@
|
|
1
1
|
"use strict";
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
3
|
-
exports.marketFilter = exports.accountsFilter = void 0;
|
3
|
+
exports.perpMarketsFilters = exports.marketFilter = exports.accountsFilter = void 0;
|
4
4
|
const struct_1 = require("./struct");
|
5
5
|
const accountsFilter = (owner) => [
|
6
6
|
{
|
@@ -20,4 +20,7 @@ exports.accountsFilter = accountsFilter;
|
|
20
20
|
exports.marketFilter = [
|
21
21
|
{ dataSize: struct_1.spotMarketStruct.byteSize },
|
22
22
|
];
|
23
|
+
exports.perpMarketsFilters = [
|
24
|
+
{ dataSize: struct_1.perpMarketStruct.byteSize },
|
25
|
+
];
|
23
26
|
//# sourceMappingURL=filters.js.map
|
@@ -1 +1 @@
|
|
1
|
-
{"version":3,"file":"filters.js","sourceRoot":"","sources":["../../../../../../packages/plugins/src/plugins/drift/filters.ts"],"names":[],"mappings":";;;AACA,
|
1
|
+
{"version":3,"file":"filters.js","sourceRoot":"","sources":["../../../../../../packages/plugins/src/plugins/drift/filters.ts"],"names":[],"mappings":";;;AACA,qCAA8D;AAEvD,MAAM,cAAc,GAAG,CAAC,KAAa,EAA8B,EAAE,CAAC;IAC3E;QACE,MAAM,EAAE;YACN,MAAM,EAAE,CAAC;YACT,KAAK,EAAE,aAAa;SACrB;KACF;IACD;QACE,MAAM,EAAE;YACN,MAAM,EAAE,CAAC;YACT,KAAK,EAAE,KAAK;SACb;KACF;CACF,CAAC;AAbW,QAAA,cAAc,kBAazB;AAEW,QAAA,YAAY,GAA+B;IACtD,EAAE,QAAQ,EAAE,yBAAgB,CAAC,QAAQ,EAAE;CACxC,CAAC;AAEW,QAAA,kBAAkB,GAA+B;IAC5D,EAAE,QAAQ,EAAE,yBAAgB,CAAC,QAAQ,EAAE;CACxC,CAAC"}
|
@@ -6,11 +6,12 @@ Object.defineProperty(exports, "__esModule", { value: true });
|
|
6
6
|
exports.airdropFetcher = exports.fetchers = exports.jobs = exports.platforms = void 0;
|
7
7
|
const constants_1 = require("./constants");
|
8
8
|
const spotMarketsJob_1 = __importDefault(require("./spotMarketsJob"));
|
9
|
+
const prepMarketsJob_1 = __importDefault(require("./prepMarketsJob"));
|
9
10
|
const depositsFetcher_1 = __importDefault(require("./depositsFetcher"));
|
10
11
|
const premarketJob_1 = __importDefault(require("./premarketJob"));
|
11
12
|
const airdropFetcher_1 = __importDefault(require("./airdropFetcher"));
|
12
13
|
exports.platforms = [constants_1.platform];
|
13
|
-
exports.jobs = [spotMarketsJob_1.default, premarketJob_1.default];
|
14
|
+
exports.jobs = [spotMarketsJob_1.default, premarketJob_1.default, prepMarketsJob_1.default];
|
14
15
|
exports.fetchers = [depositsFetcher_1.default, airdropFetcher_1.default];
|
15
16
|
var helpersAirdrop_1 = require("./helpersAirdrop");
|
16
17
|
Object.defineProperty(exports, "airdropFetcher", { enumerable: true, get: function () { return helpersAirdrop_1.airdropFetcher; } });
|
@@ -1 +1 @@
|
|
1
|
-
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../../../../packages/plugins/src/plugins/drift/index.ts"],"names":[],"mappings":";;;;;;AAGA,2CAAuC;AACvC,sEAA8C;AAC9C,wEAAgD;AAChD,kEAA0C;AAC1C,sEAA8C;AAEjC,QAAA,SAAS,GAAe,CAAC,oBAAQ,CAAC,CAAC;AACnC,QAAA,IAAI,GAAU,CAAC,wBAAc,EAAE,sBAAY,CAAC,CAAC;
|
1
|
+
{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../../../../packages/plugins/src/plugins/drift/index.ts"],"names":[],"mappings":";;;;;;AAGA,2CAAuC;AACvC,sEAA8C;AAC9C,sEAA8C;AAC9C,wEAAgD;AAChD,kEAA0C;AAC1C,sEAA8C;AAEjC,QAAA,SAAS,GAAe,CAAC,oBAAQ,CAAC,CAAC;AACnC,QAAA,IAAI,GAAU,CAAC,wBAAc,EAAE,sBAAY,EAAE,wBAAc,CAAC,CAAC;AAC7D,QAAA,QAAQ,GAAc,CAAC,yBAAe,EAAE,wBAAc,CAAC,CAAC;AACrE,mDAAkD;AAAzC,gHAAA,cAAc,OAAA"}
|
@@ -0,0 +1,74 @@
|
|
1
|
+
import BN from 'bn.js';
|
2
|
+
import { AMM, PerpMarket } from '../struct';
|
3
|
+
import { AssetType, OraclePriceData, PositionDirection, SwapDirection } from './types';
|
4
|
+
export declare function calculateUpdatedAMMSpreadReserves(amm: AMM, direction: PositionDirection, oraclePriceData: OraclePriceData): {
|
5
|
+
baseAssetReserve: BN;
|
6
|
+
quoteAssetReserve: BN;
|
7
|
+
sqrtK: BN;
|
8
|
+
newPeg: BN;
|
9
|
+
};
|
10
|
+
export declare function calculateUpdatedAMM(amm: AMM, oraclePriceData: OraclePriceData): AMM;
|
11
|
+
export declare function calculateOptimalPegAndBudget(amm: AMM, oraclePriceData: OraclePriceData): [BN, BN, BN, boolean];
|
12
|
+
export declare function calculateSpreadReserves(amm: AMM, oraclePriceData: OraclePriceData, now?: BN): {
|
13
|
+
baseAssetReserve: BN;
|
14
|
+
quoteAssetReserve: BN;
|
15
|
+
}[];
|
16
|
+
/**
|
17
|
+
* Helper function calculating constant product curve output. Agnostic to whether input asset is quote or base
|
18
|
+
*
|
19
|
+
* @param inputAssetReserve
|
20
|
+
* @param swapAmount
|
21
|
+
* @param swapDirection
|
22
|
+
* @param invariant
|
23
|
+
* @returns newInputAssetReserve and newOutputAssetReserve after swap. : Precision AMM_RESERVE_PRECISION
|
24
|
+
*/
|
25
|
+
export declare function calculateSwapOutput(inputAssetReserve: BN, swapAmount: BN, swapDirection: SwapDirection, invariant: BN): [BN, BN];
|
26
|
+
/**
|
27
|
+
* Translate long/shorting quote/base asset into amm operation
|
28
|
+
*
|
29
|
+
* @param inputAssetType
|
30
|
+
* @param positionDirection
|
31
|
+
*/
|
32
|
+
export declare function getSwapDirection(inputAssetType: AssetType, positionDirection: PositionDirection): SwapDirection;
|
33
|
+
/**
|
34
|
+
* Helper function calculating terminal price of amm
|
35
|
+
*
|
36
|
+
* @param market
|
37
|
+
* @returns cost : Precision PRICE_PRECISION
|
38
|
+
*/
|
39
|
+
export declare function calculateTerminalPrice(market: PerpMarket): BN;
|
40
|
+
export declare function calculateMaxBaseAssetAmountToTrade(amm: AMM, limit_price: BN, direction: PositionDirection, oraclePriceData: OraclePriceData, now?: BN): [BN, PositionDirection];
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41
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+
export declare function calculateQuoteAssetAmountSwapped(quoteAssetReserves: BN, pegMultiplier: BN, swapDirection: SwapDirection): BN;
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42
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+
export declare function calculateMaxBaseAssetAmountFillable(amm: AMM, orderDirection: PositionDirection): BN;
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43
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+
export declare function calculateAmmReservesAfterSwap(amm: Pick<AMM, 'pegMultiplier' | 'quoteAssetReserve' | 'sqrtK' | 'baseAssetReserve'>, inputAssetType: AssetType, swapAmount: BN, swapDirection: SwapDirection): [BN, BN];
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44
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+
export declare function calculateSpreadBN(baseSpread: number, lastOracleReservePriceSpreadPct: BN, lastOracleConfPct: BN, maxSpread: number, quoteAssetReserve: BN, terminalQuoteAssetReserve: BN, pegMultiplier: BN, baseAssetAmountWithAmm: BN, reservePrice: BN, totalFeeMinusDistributions: BN, netRevenueSinceLastFunding: BN, baseAssetReserve: BN, minBaseAssetReserve: BN, maxBaseAssetReserve: BN, markStd: BN, oracleStd: BN, longIntensity: BN, shortIntensity: BN, volume24H: BN, returnTerms?: boolean): number[] | {
|
45
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+
longVolSpread: number;
|
46
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+
shortVolSpread: number;
|
47
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+
longSpreadwPS: number;
|
48
|
+
shortSpreadwPS: number;
|
49
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+
maxTargetSpread: number;
|
50
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+
inventorySpreadScale: number;
|
51
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+
longSpreadwInvScale: number;
|
52
|
+
shortSpreadwInvScale: number;
|
53
|
+
effectiveLeverage: number;
|
54
|
+
effectiveLeverageCapped: number;
|
55
|
+
longSpreadwEL: number;
|
56
|
+
shortSpreadwEL: number;
|
57
|
+
revenueRetreatAmount: number;
|
58
|
+
halfRevenueRetreatAmount: number;
|
59
|
+
longSpreadwRevRetreat: number;
|
60
|
+
shortSpreadwRevRetreat: number;
|
61
|
+
longSpreadwOffsetShrink: number;
|
62
|
+
shortSpreadwOffsetShrink: number;
|
63
|
+
totalSpread: number;
|
64
|
+
longSpread: number;
|
65
|
+
shortSpread: number;
|
66
|
+
};
|
67
|
+
export declare function calculateSpread(amm: AMM, oraclePriceData: OraclePriceData, now?: BN, reservePrice?: BN): [number, number];
|
68
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+
export declare function calculateVolSpreadBN(lastOracleConfPct: BN, reservePrice: BN, markStd: BN, oracleStd: BN, longIntensity: BN, shortIntensity: BN, volume24H: BN): [BN, BN];
|
69
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+
export declare function calculatePrice(baseAssetReserves: BN, quoteAssetReserves: BN, pegMultiplier: BN): BN;
|
70
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+
export declare function calculateEffectiveLeverage(baseSpread: number, quoteAssetReserve: BN, terminalQuoteAssetReserve: BN, pegMultiplier: BN, netBaseAssetAmount: BN, reservePrice: BN, totalFeeMinusDistributions: BN): number;
|
71
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+
export declare function calculateInventoryScale(baseAssetAmountWithAmm: BN, baseAssetReserve: BN, minBaseAssetReserve: BN, maxBaseAssetReserve: BN, directionalSpread: number, maxSpread: number): number;
|
72
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+
export declare function calculateInventoryLiquidityRatio(baseAssetAmountWithAmm: BN, baseAssetReserve: BN, minBaseAssetReserve: BN, maxBaseAssetReserve: BN): BN;
|
73
|
+
export declare function calculateMarketOpenBidAsk(baseAssetReserve: BN, minBaseAssetReserve: BN, maxBaseAssetReserve: BN, stepSize?: BN): [BN, BN];
|
74
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+
export declare function calculateReferencePriceOffset(reservePrice: BN, last24hAvgFundingRate: BN, liquidityFraction: BN, oracleTwapFast: BN, markTwapFast: BN, oracleTwapSlow: BN, markTwapSlow: BN, maxOffsetPct: number): BN;
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