@sonarwatch/portfolio-plugins 0.14.116 → 0.14.117
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/CHANGELOG.md +4 -0
- package/package.json +1 -1
- package/src/plugins/jupiter/exchange/helpersPerps.d.ts +40 -0
- package/src/plugins/jupiter/exchange/helpersPerps.js +156 -0
- package/src/plugins/jupiter/exchange/helpersPerps.js.map +1 -0
- package/src/plugins/jupiter/exchange/perpetualFetcher.js +10 -5
- package/src/plugins/jupiter/exchange/perpetualFetcher.js.map +1 -1
- package/src/plugins/jupiter/exchange/helpers.d.ts +0 -2
- package/src/plugins/jupiter/exchange/helpers.js +0 -29
- package/src/plugins/jupiter/exchange/helpers.js.map +0 -1
package/CHANGELOG.md
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This file was generated using [@jscutlery/semver](https://github.com/jscutlery/semver).
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## [0.14.117](https://github.com/sonarwatch/portfolio/compare/plugins-0.14.116...plugins-0.14.117) (2025-02-20)
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## [0.14.116](https://github.com/sonarwatch/portfolio/compare/plugins-0.14.115...plugins-0.14.116) (2025-02-19)
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package/package.json
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import BN from 'bn.js';
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import { CustodyInfo } from '../types';
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import { Position } from './structs';
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export declare const USD_POWER: BN;
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export type CustodyBn = Omit<CustodyInfo, 'pricing' | 'decreasePositionBps' | 'fundingRateState' | 'jumpRateState' | 'assets'> & {
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decreasePositionBps: BN;
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pricing: {
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tradeImpactFeeScalar: BN;
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maxLeverage: BN;
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};
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fundingRateState: {
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hourlyFundingBps: BN;
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lastUpdate: BN;
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cumulativeInterestRate: BN;
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};
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jumpRateState: {
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minRateBps: BN;
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maxRateBps: BN;
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targetRateBps: BN;
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targetUtilizationRate: BN;
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};
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assets: {
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feesReserves: BN;
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owned: BN;
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locked: BN;
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guaranteedUsd: BN;
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globalShortSizes: BN;
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globalShortAveragePrices: BN;
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};
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};
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export type PositionBn = Omit<Position, 'price' | 'collateralUsd' | 'sizeUsd' | 'cumulativeInterestSnapshot'> & {
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price: BN;
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collateralUsd: BN;
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sizeUsd: BN;
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cumulativeInterestSnapshot: BN;
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};
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export declare function custodyToBN(custody: CustodyInfo): CustodyBn;
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export declare function positionToBn(position: Position): PositionBn;
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export declare const getFeeAmount: (baseFeeBps: BN, amount: BN, tradeImpactFeeScalar: BN) => BN;
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export declare const getLiquidationPrice: (position: PositionBn, custody: CustodyBn, collateralCustody: CustodyBn, curtime: BN) => BN;
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"use strict";
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var __importDefault = (this && this.__importDefault) || function (mod) {
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return (mod && mod.__esModule) ? mod : { "default": mod };
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};
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.getLiquidationPrice = exports.getFeeAmount = exports.positionToBn = exports.custodyToBN = exports.USD_POWER = void 0;
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const bn_js_1 = __importDefault(require("bn.js"));
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const structs_1 = require("./structs");
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exports.USD_POWER = new bn_js_1.default(1000000);
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const BPS_POWER = new bn_js_1.default(10000);
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const DBPS_POWER = new bn_js_1.default(100000);
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const RATE_POWER = new bn_js_1.default(1000000000);
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const HOURS_IN_A_YEAR = 24 * 365;
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var BorrowRateMechanism;
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(function (BorrowRateMechanism) {
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BorrowRateMechanism[BorrowRateMechanism["Linear"] = 0] = "Linear";
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BorrowRateMechanism[BorrowRateMechanism["Jump"] = 1] = "Jump";
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})(BorrowRateMechanism || (BorrowRateMechanism = {}));
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function custodyToBN(custody) {
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return Object.assign(Object.assign({}, custody), { decreasePositionBps: new bn_js_1.default(custody.decreasePositionBps), pricing: {
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tradeImpactFeeScalar: new bn_js_1.default(custody.pricing.tradeSpreadLong),
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maxLeverage: new bn_js_1.default(custody.pricing.maxLeverage),
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}, fundingRateState: {
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hourlyFundingBps: new bn_js_1.default(custody.fundingRateState.hourlyFundingBps.toString()),
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lastUpdate: new bn_js_1.default(custody.fundingRateState.lastUpdate.toString()),
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cumulativeInterestRate: new bn_js_1.default(custody.fundingRateState.cumulativeInterestRate.toString()),
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}, jumpRateState: {
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maxRateBps: new bn_js_1.default(custody.jumpRateState.maxRateBps.toString()),
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minRateBps: new bn_js_1.default(custody.jumpRateState.minRateBps.toString()),
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targetRateBps: new bn_js_1.default(custody.jumpRateState.targetRateBps.toString()),
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targetUtilizationRate: new bn_js_1.default(custody.jumpRateState.targetUtilizationRate.toString()),
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}, assets: {
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feesReserves: new bn_js_1.default(custody.assets.feesReserves),
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owned: new bn_js_1.default(custody.assets.owned),
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locked: new bn_js_1.default(custody.assets.locked),
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guaranteedUsd: new bn_js_1.default(custody.assets.guaranteedUsd),
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globalShortSizes: new bn_js_1.default(custody.assets.globalShortSizes),
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globalShortAveragePrices: new bn_js_1.default(custody.assets.globalShortAveragePrices),
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} });
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}
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exports.custodyToBN = custodyToBN;
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function positionToBn(position) {
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return Object.assign(Object.assign({}, position), { price: new bn_js_1.default(position.price.toString()), collateralUsd: new bn_js_1.default(position.collateralUsd.toString()), sizeUsd: new bn_js_1.default(position.sizeUsd.toString()), cumulativeInterestSnapshot: new bn_js_1.default(position.cumulativeInterestSnapshot.toString()) });
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}
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exports.positionToBn = positionToBn;
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const divCeil = (a, b) => {
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const dm = a.divmod(b);
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// Fast case - exact division
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if (dm.mod.isZero())
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return dm.div;
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// Round up
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return dm.div.ltn(0) ? dm.div.isubn(1) : dm.div.iaddn(1);
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};
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const getImpactFeeBps = (amount, tradeImpactFeeScalar) => tradeImpactFeeScalar.eqn(0)
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? new bn_js_1.default(0)
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: divCeil(amount.mul(BPS_POWER), tradeImpactFeeScalar);
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const getFeeAmount = (baseFeeBps, amount, tradeImpactFeeScalar) => {
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if (amount.eqn(0)) {
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return new bn_js_1.default(0);
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}
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const impactFeeCoefficientBps = getImpactFeeBps(amount, tradeImpactFeeScalar);
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const totalFeeBps = impactFeeCoefficientBps.add(baseFeeBps);
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return amount.mul(totalFeeBps).div(BPS_POWER);
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};
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exports.getFeeAmount = getFeeAmount;
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function getBorrowRateMechanism(custody) {
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if (!custody.fundingRateState.hourlyFundingBps.eq(new bn_js_1.default(0))) {
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return BorrowRateMechanism.Linear;
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}
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return BorrowRateMechanism.Jump;
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}
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const getHourlyBorrowRate = (custody) => {
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const borrowRateMechanism = getBorrowRateMechanism(custody);
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if (borrowRateMechanism === BorrowRateMechanism.Linear) {
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const hourlyFundingRate = custody.fundingRateState.hourlyFundingBps
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.mul(RATE_POWER)
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.div(DBPS_POWER);
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return custody.assets.owned.gtn(0) && custody.assets.locked.gtn(0)
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? custody.assets.locked.mul(hourlyFundingRate).div(custody.assets.owned)
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: new bn_js_1.default(0);
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}
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const { minRateBps, maxRateBps, targetRateBps, targetUtilizationRate } = custody.jumpRateState;
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const utilizationRate = custody.assets.owned.gtn(0) && custody.assets.locked.gtn(0)
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? custody.assets.locked.mul(RATE_POWER).div(custody.assets.owned)
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: new bn_js_1.default(0);
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let yearlyRate;
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if (utilizationRate.lte(targetUtilizationRate)) {
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yearlyRate = targetRateBps
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.sub(minRateBps)
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.mul(utilizationRate)
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.div(targetUtilizationRate)
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.add(minRateBps)
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.mul(RATE_POWER)
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.div(BPS_POWER);
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}
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else {
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const rateDiff = maxRateBps.sub(targetRateBps);
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const utilDiff = utilizationRate.sub(targetUtilizationRate);
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const denom = RATE_POWER.sub(targetUtilizationRate);
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yearlyRate = rateDiff
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.mul(utilDiff)
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.div(denom)
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.add(targetRateBps)
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.mul(RATE_POWER)
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.div(BPS_POWER);
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}
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return yearlyRate.divn(HOURS_IN_A_YEAR);
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};
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const getCurrentFundingRate = (custody, curtime) => {
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if (custody.assets.owned.eqn(0))
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return new bn_js_1.default(0);
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const interval = curtime.sub(custody.fundingRateState.lastUpdate);
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const currentFundingRate = getHourlyBorrowRate(custody);
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return currentFundingRate.mul(interval).div(new bn_js_1.default(3600));
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};
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const getCumulativeInterest = (custody, curtime) => {
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if (curtime.gt(custody.fundingRateState.lastUpdate)) {
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const fundingRate = getCurrentFundingRate(custody, curtime);
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return custody.fundingRateState.cumulativeInterestRate.add(fundingRate);
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}
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return custody.fundingRateState.cumulativeInterestRate;
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};
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const getFundingFee = (custody, position, curtime) => {
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if (position.sizeUsd.eqn(0))
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return new bn_js_1.default(0);
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const cumulativeInterest = getCumulativeInterest(custody, curtime);
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const positionInterest = cumulativeInterest.sub(position.cumulativeInterestSnapshot);
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return positionInterest.mul(position.sizeUsd).div(RATE_POWER);
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};
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const getLiquidationPrice = (position, custody, collateralCustody, curtime) => {
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const sizeUsd = new bn_js_1.default(position.sizeUsd.toString());
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if (sizeUsd.eqn(0))
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return new bn_js_1.default(0);
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const closePositionFeeUsd = (0, exports.getFeeAmount)(custody.decreasePositionBps, sizeUsd, custody.pricing.tradeImpactFeeScalar);
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const fundingFeeUsd = getFundingFee(collateralCustody, position, curtime);
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const feeUsd = closePositionFeeUsd.add(fundingFeeUsd);
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const maxLossUsd = sizeUsd
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.mul(BPS_POWER)
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.div(custody.pricing.maxLeverage)
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.add(feeUsd);
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const marginUsd = position.collateralUsd;
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let maxPriceDiff = maxLossUsd.sub(marginUsd).abs();
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maxPriceDiff = maxPriceDiff.mul(position.price).div(sizeUsd);
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if (position.side === structs_1.Side.Long) {
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if (maxLossUsd.gt(marginUsd)) {
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return position.price.add(maxPriceDiff);
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}
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return position.price.sub(maxPriceDiff);
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}
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if (maxLossUsd.gt(marginUsd)) {
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return position.price.sub(maxPriceDiff);
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}
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return position.price.add(maxPriceDiff);
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};
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exports.getLiquidationPrice = getLiquidationPrice;
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//# sourceMappingURL=helpersPerps.js.map
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+
{"version":3,"file":"helpersPerps.js","sourceRoot":"","sources":["../../../../../../../packages/plugins/src/plugins/jupiter/exchange/helpersPerps.ts"],"names":[],"mappings":";;;;;;AAAA,kDAAuB;AAEvB,uCAA2C;AAE9B,QAAA,SAAS,GAAG,IAAI,eAAE,CAAC,OAAS,CAAC,CAAC;AAC3C,MAAM,SAAS,GAAG,IAAI,eAAE,CAAC,KAAM,CAAC,CAAC;AACjC,MAAM,UAAU,GAAG,IAAI,eAAE,CAAC,MAAO,CAAC,CAAC;AACnC,MAAM,UAAU,GAAG,IAAI,eAAE,CAAC,UAAa,CAAC,CAAC;AACzC,MAAM,eAAe,GAAG,EAAE,GAAG,GAAG,CAAC;AAEjC,IAAK,mBAGJ;AAHD,WAAK,mBAAmB;IACtB,iEAAM,CAAA;IACN,6DAAI,CAAA;AACN,CAAC,EAHI,mBAAmB,KAAnB,mBAAmB,QAGvB;AA8CD,SAAgB,WAAW,CAAC,OAAoB;IAC9C,uCACK,OAAO,KACV,mBAAmB,EAAE,IAAI,eAAE,CAAC,OAAO,CAAC,mBAAmB,CAAC,EACxD,OAAO,EAAE;YACP,oBAAoB,EAAE,IAAI,eAAE,CAAC,OAAO,CAAC,OAAO,CAAC,eAAe,CAAC;YAC7D,WAAW,EAAE,IAAI,eAAE,CAAC,OAAO,CAAC,OAAO,CAAC,WAAW,CAAC;SACjD,EACD,gBAAgB,EAAE;YAChB,gBAAgB,EAAE,IAAI,eAAE,CACtB,OAAO,CAAC,gBAAgB,CAAC,gBAAgB,CAAC,QAAQ,EAAE,CACrD;YACD,UAAU,EAAE,IAAI,eAAE,CAAC,OAAO,CAAC,gBAAgB,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;YAClE,sBAAsB,EAAE,IAAI,eAAE,CAC5B,OAAO,CAAC,gBAAgB,CAAC,sBAAsB,CAAC,QAAQ,EAAE,CAC3D;SACF,EACD,aAAa,EAAE;YACb,UAAU,EAAE,IAAI,eAAE,CAAC,OAAO,CAAC,aAAa,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;YAC/D,UAAU,EAAE,IAAI,eAAE,CAAC,OAAO,CAAC,aAAa,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;YAC/D,aAAa,EAAE,IAAI,eAAE,CAAC,OAAO,CAAC,aAAa,CAAC,aAAa,CAAC,QAAQ,EAAE,CAAC;YACrE,qBAAqB,EAAE,IAAI,eAAE,CAC3B,OAAO,CAAC,aAAa,CAAC,qBAAqB,CAAC,QAAQ,EAAE,CACvD;SACF,EACD,MAAM,EAAE;YACN,YAAY,EAAE,IAAI,eAAE,CAAC,OAAO,CAAC,MAAM,CAAC,YAAY,CAAC;YACjD,KAAK,EAAE,IAAI,eAAE,CAAC,OAAO,CAAC,MAAM,CAAC,KAAK,CAAC;YACnC,MAAM,EAAE,IAAI,eAAE,CAAC,OAAO,CAAC,MAAM,CAAC,MAAM,CAAC;YACrC,aAAa,EAAE,IAAI,eAAE,CAAC,OAAO,CAAC,MAAM,CAAC,aAAa,CAAC;YACnD,gBAAgB,EAAE,IAAI,eAAE,CAAC,OAAO,CAAC,MAAM,CAAC,gBAAgB,CAAC;YACzD,wBAAwB,EAAE,IAAI,eAAE,CAAC,OAAO,CAAC,MAAM,CAAC,wBAAwB,CAAC;SAC1E,IACD;AACJ,CAAC;AAlCD,kCAkCC;AAED,SAAgB,YAAY,CAAC,QAAkB;IAC7C,uCACK,QAAQ,KACX,KAAK,EAAE,IAAI,eAAE,CAAC,QAAQ,CAAC,KAAK,CAAC,QAAQ,EAAE,CAAC,EACxC,aAAa,EAAE,IAAI,eAAE,CAAC,QAAQ,CAAC,aAAa,CAAC,QAAQ,EAAE,CAAC,EACxD,OAAO,EAAE,IAAI,eAAE,CAAC,QAAQ,CAAC,OAAO,CAAC,QAAQ,EAAE,CAAC,EAC5C,0BAA0B,EAAE,IAAI,eAAE,CAChC,QAAQ,CAAC,0BAA0B,CAAC,QAAQ,EAAE,CAC/C,IACD;AACJ,CAAC;AAVD,oCAUC;AAED,MAAM,OAAO,GAAG,CAAC,CAAK,EAAE,CAAK,EAAE,EAAE;IAC/B,MAAM,EAAE,GAAG,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC;IACvB,6BAA6B;IAC7B,IAAI,EAAE,CAAC,GAAG,CAAC,MAAM,EAAE;QAAE,OAAO,EAAE,CAAC,GAAG,CAAC;IACnC,WAAW;IACX,OAAO,EAAE,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;AAC3D,CAAC,CAAC;AAEF,MAAM,eAAe,GAAG,CAAC,MAAU,EAAE,oBAAwB,EAAE,EAAE,CAC/D,oBAAoB,CAAC,GAAG,CAAC,CAAC,CAAC;IACzB,CAAC,CAAC,IAAI,eAAE,CAAC,CAAC,CAAC;IACX,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,EAAE,oBAAoB,CAAC,CAAC;AAEpD,MAAM,YAAY,GAAG,CAC1B,UAAc,EACd,MAAU,EACV,oBAAwB,EACxB,EAAE;IACF,IAAI,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC;QAClB,OAAO,IAAI,eAAE,CAAC,CAAC,CAAC,CAAC;IACnB,CAAC;IACD,MAAM,uBAAuB,GAAG,eAAe,CAAC,MAAM,EAAE,oBAAoB,CAAC,CAAC;IAC9E,MAAM,WAAW,GAAG,uBAAuB,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IAE5D,OAAO,MAAM,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC;AAChD,CAAC,CAAC;AAZW,QAAA,YAAY,gBAYvB;AAEF,SAAS,sBAAsB,CAAC,OAAkB;IAChD,IAAI,CAAC,OAAO,CAAC,gBAAgB,CAAC,gBAAgB,CAAC,EAAE,CAAC,IAAI,eAAE,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC;QAC7D,OAAO,mBAAmB,CAAC,MAAM,CAAC;IACpC,CAAC;IACD,OAAO,mBAAmB,CAAC,IAAI,CAAC;AAClC,CAAC;AAED,MAAM,mBAAmB,GAAG,CAAC,OAAkB,EAAE,EAAE;IACjD,MAAM,mBAAmB,GAAG,sBAAsB,CAAC,OAAO,CAAC,CAAC;IAE5D,IAAI,mBAAmB,KAAK,mBAAmB,CAAC,MAAM,EAAE,CAAC;QACvD,MAAM,iBAAiB,GAAG,OAAO,CAAC,gBAAgB,CAAC,gBAAgB;aAChE,GAAG,CAAC,UAAU,CAAC;aACf,GAAG,CAAC,UAAU,CAAC,CAAC;QAEnB,OAAO,OAAO,CAAC,MAAM,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,IAAI,OAAO,CAAC,MAAM,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC;YAChE,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,MAAM,CAAC,GAAG,CAAC,iBAAiB,CAAC,CAAC,GAAG,CAAC,OAAO,CAAC,MAAM,CAAC,KAAK,CAAC;YACxE,CAAC,CAAC,IAAI,eAAE,CAAC,CAAC,CAAC,CAAC;IAChB,CAAC;IACD,MAAM,EAAE,UAAU,EAAE,UAAU,EAAE,aAAa,EAAE,qBAAqB,EAAE,GACpE,OAAO,CAAC,aAAa,CAAC;IAExB,MAAM,eAAe,GACnB,OAAO,CAAC,MAAM,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC,CAAC,IAAI,OAAO,CAAC,MAAM,CAAC,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC;QACzD,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,MAAM,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC,GAAG,CAAC,OAAO,CAAC,MAAM,CAAC,KAAK,CAAC;QACjE,CAAC,CAAC,IAAI,eAAE,CAAC,CAAC,CAAC,CAAC;IAEhB,IAAI,UAAc,CAAC;IAEnB,IAAI,eAAe,CAAC,GAAG,CAAC,qBAAqB,CAAC,EAAE,CAAC;QAC/C,UAAU,GAAG,aAAa;aACvB,GAAG,CAAC,UAAU,CAAC;aACf,GAAG,CAAC,eAAe,CAAC;aACpB,GAAG,CAAC,qBAAqB,CAAC;aAC1B,GAAG,CAAC,UAAU,CAAC;aACf,GAAG,CAAC,UAAU,CAAC;aACf,GAAG,CAAC,SAAS,CAAC,CAAC;IACpB,CAAC;SAAM,CAAC;QACN,MAAM,QAAQ,GAAG,UAAU,CAAC,GAAG,CAAC,aAAa,CAAC,CAAC;QAC/C,MAAM,QAAQ,GAAG,eAAe,CAAC,GAAG,CAAC,qBAAqB,CAAC,CAAC;QAC5D,MAAM,KAAK,GAAG,UAAU,CAAC,GAAG,CAAC,qBAAqB,CAAC,CAAC;QAEpD,UAAU,GAAG,QAAQ;aAClB,GAAG,CAAC,QAAQ,CAAC;aACb,GAAG,CAAC,KAAK,CAAC;aACV,GAAG,CAAC,aAAa,CAAC;aAClB,GAAG,CAAC,UAAU,CAAC;aACf,GAAG,CAAC,SAAS,CAAC,CAAC;IACpB,CAAC;IAED,OAAO,UAAU,CAAC,IAAI,CAAC,eAAe,CAAC,CAAC;AAC1C,CAAC,CAAC;AAEF,MAAM,qBAAqB,GAAG,CAAC,OAAkB,EAAE,OAAW,EAAE,EAAE;IAChE,IAAI,OAA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|
|
@@ -21,7 +21,7 @@ const solana_1 = require("../../../utils/solana");
|
|
|
21
21
|
const filters_1 = require("../filters");
|
|
22
22
|
const constants_1 = require("./constants");
|
|
23
23
|
const structs_1 = require("./structs");
|
|
24
|
-
const
|
|
24
|
+
const helpersPerps_1 = require("./helpersPerps");
|
|
25
25
|
const usdFactor = new bignumber_js_1.default(Math.pow(10, 6));
|
|
26
26
|
const executor = (owner, cache) => __awaiter(void 0, void 0, void 0, function* () {
|
|
27
27
|
const client = (0, clients_1.getClientSolana)();
|
|
@@ -80,9 +80,14 @@ const executor = (owner, cache) => __awaiter(void 0, void 0, void 0, function* (
|
|
|
80
80
|
const size = sizeValue.div(entryPrice);
|
|
81
81
|
const leverage = sizeUsd.dividedBy(collateralUsd);
|
|
82
82
|
const collateralValue = collateralUsd.dividedBy(usdFactor);
|
|
83
|
-
const openFee = (0,
|
|
84
|
-
const closeFee = (0,
|
|
85
|
-
const
|
|
83
|
+
const openFee = (0, helpersPerps_1.getFeeAmount)(new bn_js_1.BN(custody.increasePositionBps), new bn_js_1.BN(sizeUsd.toString()), new bn_js_1.BN(custody.pricing.tradeSpreadLong));
|
|
84
|
+
const closeFee = (0, helpersPerps_1.getFeeAmount)(new bn_js_1.BN(custody.increasePositionBps), new bn_js_1.BN(sizeUsd.toString()), new bn_js_1.BN(custody.pricing.tradeSpreadLong));
|
|
85
|
+
const curtime = new bn_js_1.BN(Number(new Date()) / 1000);
|
|
86
|
+
const liquidationPriceBn = (0, helpersPerps_1.getLiquidationPrice)((0, helpersPerps_1.positionToBn)(position), (0, helpersPerps_1.custodyToBN)(custody), (0, helpersPerps_1.custodyToBN)(collateralCustody), curtime);
|
|
87
|
+
const liquidationPrice = new bignumber_js_1.default(liquidationPriceBn.toString())
|
|
88
|
+
.div(usdFactor)
|
|
89
|
+
.toNumber();
|
|
90
|
+
const openAndCloseFees = openFee.add(closeFee).div(helpersPerps_1.USD_POWER);
|
|
86
91
|
const borrowFee = sizeUsd
|
|
87
92
|
.times(new bignumber_js_1.default(collateralCustody.fundingRateState.cumulativeInterestRate).minus(cumulativeInterestSnapshot))
|
|
88
93
|
.dividedBy(Math.pow(10, 15))
|
|
@@ -99,7 +104,7 @@ const executor = (owner, cache) => __awaiter(void 0, void 0, void 0, function* (
|
|
|
99
104
|
address: custody.mint,
|
|
100
105
|
side: isLong ? portfolio_core_1.LeverageSide.long : portfolio_core_1.LeverageSide.short,
|
|
101
106
|
leverage: leverage.toNumber(),
|
|
102
|
-
liquidationPrice
|
|
107
|
+
liquidationPrice,
|
|
103
108
|
collateralValue: collateralValue.toNumber(),
|
|
104
109
|
size: size.toNumber(),
|
|
105
110
|
sizeValue: sizeValue.toNumber(),
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"perpetualFetcher.js","sourceRoot":"","sources":["../../../../../../../packages/plugins/src/plugins/jupiter/exchange/perpetualFetcher.ts"],"names":[],"mappings":";;;;;;;;;;;;;;AAAA,+DAOoC;AACpC,gEAAqC;AACrC,6CAA4C;AAC5C,iCAA2B;AAG3B,oDAAyD;AACzD,kDAAgF;AAChF,wCAAuD;AAEvD,2CAKqB;AACrB,uCAAiD;AACjD,
|
|
1
|
+
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"use strict";
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var __importDefault = (this && this.__importDefault) || function (mod) {
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return (mod && mod.__esModule) ? mod : { "default": mod };
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};
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.getFeeAmount = void 0;
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const bn_js_1 = __importDefault(require("bn.js"));
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const BPS_POWER = new bn_js_1.default(10000);
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const divCeil = (a, b) => {
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const dm = a.divmod(b);
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// Fast case - exact division
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if (dm.mod.isZero())
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return dm.div;
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// Round up
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return dm.div.ltn(0) ? dm.div.isubn(1) : dm.div.iaddn(1);
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};
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const getImpactFeeBps = (amount, tradeImpactFeeScalar) => tradeImpactFeeScalar.eqn(0)
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? new bn_js_1.default(0)
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: divCeil(amount.mul(BPS_POWER), tradeImpactFeeScalar);
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const getFeeAmount = (baseFeeBps, amount, tradeImpactFeeScalar) => {
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if (amount.eqn(0)) {
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return new bn_js_1.default(0);
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}
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const impactFeeCoefficientBps = getImpactFeeBps(amount, tradeImpactFeeScalar);
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const totalFeeBps = impactFeeCoefficientBps.add(baseFeeBps);
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-
return amount.mul(totalFeeBps).div(BPS_POWER);
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};
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-
exports.getFeeAmount = getFeeAmount;
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//# sourceMappingURL=helpers.js.map
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@@ -1 +0,0 @@
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{"version":3,"file":"helpers.js","sourceRoot":"","sources":["../../../../../../../packages/plugins/src/plugins/jupiter/exchange/helpers.ts"],"names":[],"mappings":";;;;;;AAAA,kDAAuB;AAEvB,MAAM,SAAS,GAAG,IAAI,eAAE,CAAC,KAAM,CAAC,CAAC;AAEjC,MAAM,OAAO,GAAG,CAAC,CAAK,EAAE,CAAK,EAAE,EAAE;IAC/B,MAAM,EAAE,GAAG,CAAC,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC;IACvB,6BAA6B;IAC7B,IAAI,EAAE,CAAC,GAAG,CAAC,MAAM,EAAE;QAAE,OAAO,EAAE,CAAC,GAAG,CAAC;IACnC,WAAW;IACX,OAAO,EAAE,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,EAAE,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC;AAC3D,CAAC,CAAC;AAEF,MAAM,eAAe,GAAG,CAAC,MAAU,EAAE,oBAAwB,EAAE,EAAE,CAC/D,oBAAoB,CAAC,GAAG,CAAC,CAAC,CAAC;IACzB,CAAC,CAAC,IAAI,eAAE,CAAC,CAAC,CAAC;IACX,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,GAAG,CAAC,SAAS,CAAC,EAAE,oBAAoB,CAAC,CAAC;AAEpD,MAAM,YAAY,GAAG,CAC1B,UAAc,EACd,MAAU,EACV,oBAAwB,EACxB,EAAE;IACF,IAAI,MAAM,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,CAAC;QAClB,OAAO,IAAI,eAAE,CAAC,CAAC,CAAC,CAAC;IACnB,CAAC;IACD,MAAM,uBAAuB,GAAG,eAAe,CAAC,MAAM,EAAE,oBAAoB,CAAC,CAAC;IAC9E,MAAM,WAAW,GAAG,uBAAuB,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IAE5D,OAAO,MAAM,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC;AAChD,CAAC,CAAC;AAZW,QAAA,YAAY,gBAYvB"}
|