@velocity-exchange/sdk 0.0.5 → 0.2.0

package/lib/node/math/oracles.d.ts

@@ -1,18 +1,15 @@
 /// <reference types="bn.js" />
-/// <reference types="node" />
-/// <reference types="node" />
-import { AMM, HistoricalOracleData, OracleGuardRails, OracleSource, OracleValidity, PerpMarketAccount } from '../types';
+import { HistoricalOracleData, MarketStats, OracleGuardRails, OracleSource, OracleValidity, PerpMarketAccount } from '../types';
 import { OraclePriceData } from '../oracles/types';
 import { BN } from '../isomorphic/anchor';
 export declare function oraclePriceBands(market: PerpMarketAccount, oraclePriceData: Pick<OraclePriceData, 'price'>): [BN, BN];
 export declare function getMaxConfidenceIntervalMultiplier(market: PerpMarketAccount): BN;
 export declare function getOracleValidity(market: PerpMarketAccount, oraclePriceData: OraclePriceData, oracleGuardRails: OracleGuardRails, slot: BN, oracleStalenessBuffer?: BN): OracleValidity;
 export declare function isOracleValid(market: PerpMarketAccount, oraclePriceData: OraclePriceData, oracleGuardRails: OracleGuardRails, slot: number): boolean;
-export declare function isOracleTooDivergent(amm: AMM, oraclePriceData: OraclePriceData, oracleGuardRails: OracleGuardRails): boolean;
+export declare function isOracleTooDivergent(marketStats: MarketStats, oraclePriceData: OraclePriceData, oracleGuardRails: OracleGuardRails): boolean;
 export declare function calculateLiveOracleTwap(histOracleData: HistoricalOracleData, oraclePriceData: OraclePriceData, now: BN, period: BN): BN;
-export declare function calculateLiveOracleStd(amm: AMM, oraclePriceData: OraclePriceData, now: BN): BN;
-export declare function getNewOracleConfPct(amm: AMM, oraclePriceData: OraclePriceData, reservePrice: BN, now: BN): BN;
-export declare function trimVaaSignatures(vaa: Buffer, n?: number): Buffer;
+export declare function calculateLiveOracleStd(marketStats: MarketStats, oraclePriceData: OraclePriceData, now: BN): BN;
+export declare function getNewOracleConfPct(marketStats: MarketStats, oraclePriceData: OraclePriceData, reservePrice: BN, now: BN): BN;
 export declare function getMultipleBetweenOracleSources(firstOracleSource: OracleSource, secondOracleSource: OracleSource): {
     numerator: BN;
     denominator: BN;

package/lib/node/math/oracles.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"oracles.d.ts","sourceRoot":"","sources":["../../../src/math/oracles.ts"],"names":[],"mappings":";;;AAAA,OAAO,EACN,GAAG,EACH,oBAAoB,EACpB,gBAAgB,EAChB,YAAY,EACZ,cAAc,EACd,iBAAiB,EAGjB,MAAM,UAAU,CAAC;AAClB,OAAO,EAAE,eAAe,EAAE,MAAM,kBAAkB,CAAC;AAWnD,OAAO,EAAE,EAAE,EAAE,MAAM,sBAAsB,CAAC;AAE1C,wBAAgB,gBAAgB,CAC/B,MAAM,EAAE,iBAAiB,EACzB,eAAe,EAAE,IAAI,CAAC,eAAe,EAAE,OAAO,CAAC,GAC7C,CAAC,EAAE,EAAE,EAAE,CAAC,CAUV;AAED,wBAAgB,kCAAkC,CACjD,MAAM,EAAE,iBAAiB,GACvB,EAAE,CAcJ;AAED,wBAAgB,iBAAiB,CAChC,MAAM,EAAE,iBAAiB,EACzB,eAAe,EAAE,eAAe,EAChC,gBAAgB,EAAE,gBAAgB,EAClC,IAAI,EAAE,EAAE,EACR,qBAAqB,KAAO,GAC1B,cAAc,CAwEhB;AAED,wBAAgB,aAAa,CAC5B,MAAM,EAAE,iBAAiB,EACzB,eAAe,EAAE,eAAe,EAChC,gBAAgB,EAAE,gBAAgB,EAClC,IAAI,EAAE,MAAM,GACV,OAAO,CAmCT;AAED,wBAAgB,oBAAoB,CACnC,GAAG,EAAE,GAAG,EACR,eAAe,EAAE,eAAe,EAChC,gBAAgB,EAAE,gBAAgB,GAChC,OAAO,CAWT;AAED,wBAAgB,uBAAuB,CACtC,cAAc,EAAE,oBAAoB,EACpC,eAAe,EAAE,eAAe,EAChC,GAAG,EAAE,EAAE,EACP,MAAM,EAAE,EAAE,GACR,EAAE,CA6BJ;AAED,wBAAgB,sBAAsB,CACrC,GAAG,EAAE,GAAG,EACR,eAAe,EAAE,eAAe,EAChC,GAAG,EAAE,EAAE,GACL,EAAE,CA+BJ;AAED,wBAAgB,mBAAmB,CAClC,GAAG,EAAE,GAAG,EACR,eAAe,EAAE,eAAe,EAChC,YAAY,EAAE,EAAE,EAChB,GAAG,EAAE,EAAE,GACL,EAAE,CAwBJ;AAED,wBAAgB,iBAAiB,CAAC,GAAG,EAAE,MAAM,EAAE,CAAC,SAAI,GAAG,MAAM,CAe5D;AAED,wBAAgB,+BAA+B,CAC9C,iBAAiB,EAAE,YAAY,EAC/B,kBAAkB,EAAE,YAAY,GAC9B;IAAE,SAAS,EAAE,EAAE,CAAC;IAAC,WAAW,EAAE,EAAE,CAAA;CAAE,CA+CpC"}
+{"version":3,"file":"oracles.d.ts","sourceRoot":"","sources":["../../../src/math/oracles.ts"],"names":[],"mappings":";AAAA,OAAO,EACN,oBAAoB,EACpB,WAAW,EACX,gBAAgB,EAChB,YAAY,EACZ,cAAc,EACd,iBAAiB,EAGjB,MAAM,UAAU,CAAC;AAClB,OAAO,EAAE,eAAe,EAAE,MAAM,kBAAkB,CAAC;AAWnD,OAAO,EAAE,EAAE,EAAE,MAAM,sBAAsB,CAAC;AAE1C,wBAAgB,gBAAgB,CAC/B,MAAM,EAAE,iBAAiB,EACzB,eAAe,EAAE,IAAI,CAAC,eAAe,EAAE,OAAO,CAAC,GAC7C,CAAC,EAAE,EAAE,EAAE,CAAC,CAUV;AAED,wBAAgB,kCAAkC,CACjD,MAAM,EAAE,iBAAiB,GACvB,EAAE,CAcJ;AAED,wBAAgB,iBAAiB,CAChC,MAAM,EAAE,iBAAiB,EACzB,eAAe,EAAE,eAAe,EAChC,gBAAgB,EAAE,gBAAgB,EAClC,IAAI,EAAE,EAAE,EACR,qBAAqB,KAAO,GAC1B,cAAc,CAwEhB;AAED,wBAAgB,aAAa,CAC5B,MAAM,EAAE,iBAAiB,EACzB,eAAe,EAAE,eAAe,EAChC,gBAAgB,EAAE,gBAAgB,EAClC,IAAI,EAAE,MAAM,GACV,OAAO,CAmCT;AAED,wBAAgB,oBAAoB,CACnC,WAAW,EAAE,WAAW,EACxB,eAAe,EAAE,eAAe,EAChC,gBAAgB,EAAE,gBAAgB,GAChC,OAAO,CAWT;AAED,wBAAgB,uBAAuB,CACtC,cAAc,EAAE,oBAAoB,EACpC,eAAe,EAAE,eAAe,EAChC,GAAG,EAAE,EAAE,EACP,MAAM,EAAE,EAAE,GACR,EAAE,CA6BJ;AAED,wBAAgB,sBAAsB,CACrC,WAAW,EAAE,WAAW,EACxB,eAAe,EAAE,eAAe,EAChC,GAAG,EAAE,EAAE,GACL,EAAE,CAkCJ;AAED,wBAAgB,mBAAmB,CAClC,WAAW,EAAE,WAAW,EACxB,eAAe,EAAE,eAAe,EAChC,YAAY,EAAE,EAAE,EAChB,GAAG,EAAE,EAAE,GACL,EAAE,CAwBJ;AAED,wBAAgB,+BAA+B,CAC9C,iBAAiB,EAAE,YAAY,EAC/B,kBAAkB,EAAE,YAAY,GAC9B;IAAE,SAAS,EAAE,EAAE,CAAC;IAAC,WAAW,EAAE,EAAE,CAAA;CAAE,CA+CpC"}

package/lib/node/math/oracles.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getMultipleBetweenOracleSources = exports.trimVaaSignatures = exports.getNewOracleConfPct = exports.calculateLiveOracleStd = exports.calculateLiveOracleTwap = exports.isOracleTooDivergent = exports.isOracleValid = exports.getOracleValidity = exports.getMaxConfidenceIntervalMultiplier = exports.oraclePriceBands = void 0;
+exports.getMultipleBetweenOracleSources = exports.getNewOracleConfPct = exports.calculateLiveOracleStd = exports.calculateLiveOracleTwap = exports.isOracleTooDivergent = exports.isOracleValid = exports.getOracleValidity = exports.getMaxConfidenceIntervalMultiplier = exports.oraclePriceBands = void 0;
 const types_1 = require("../types");
 const numericConstants_1 = require("../constants/numericConstants");
 const assert_1 = require("../assert/assert");
@@ -36,8 +36,8 @@ function getMaxConfidenceIntervalMultiplier(market) {
 exports.getMaxConfidenceIntervalMultiplier = getMaxConfidenceIntervalMultiplier;
 function getOracleValidity(market, oraclePriceData, oracleGuardRails, slot, oracleStalenessBuffer = numericConstants_1.FIVE) {
     const isNonPositive = oraclePriceData.price.lte(numericConstants_1.ZERO);
-    const isTooVolatile = anchor_1.BN.max(oraclePriceData.price, market.amm.historicalOracleData.lastOraclePriceTwap)
-        .div(anchor_1.BN.max(numericConstants_1.ONE, anchor_1.BN.min(oraclePriceData.price, market.amm.historicalOracleData.lastOraclePriceTwap)))
+    const isTooVolatile = anchor_1.BN.max(oraclePriceData.price, market.marketStats.historicalOracleData.lastOraclePriceTwap)
+        .div(anchor_1.BN.max(numericConstants_1.ONE, anchor_1.BN.min(oraclePriceData.price, market.marketStats.historicalOracleData.lastOraclePriceTwap)))
         .gt(oracleGuardRails.validity.tooVolatileRatio);
     const confPctOfPrice = oraclePriceData.confidence
         .mul(numericConstants_1.BID_ASK_SPREAD_PRECISION)
@@ -45,18 +45,18 @@ function getOracleValidity(market, oraclePriceData, oracleGuardRails, slot, orac
     const isConfTooLarge = confPctOfPrice.gt(oracleGuardRails.validity.confidenceIntervalMaxSize.mul(getMaxConfidenceIntervalMultiplier(market)));
     const oracleDelay = slot.sub(oraclePriceData.slot).sub(oracleStalenessBuffer);
     let isStaleForAmmImmediate = true;
-    if (market.amm.oracleSlotDelayOverride != 0) {
-        isStaleForAmmImmediate = oracleDelay.gt(anchor_1.BN.max(new anchor_1.BN(market.amm.oracleSlotDelayOverride), numericConstants_1.ZERO));
+    if (market.oracleSlotDelayOverride != 0) {
+        isStaleForAmmImmediate = oracleDelay.gt(anchor_1.BN.max(new anchor_1.BN(market.oracleSlotDelayOverride), numericConstants_1.ZERO));
     }
     let isStaleForAmmLowRisk = false;
-    if (market.amm.oracleLowRiskSlotDelayOverride != 0) {
-        isStaleForAmmLowRisk = oracleDelay.gt(anchor_1.BN.max(new anchor_1.BN(market.amm.oracleLowRiskSlotDelayOverride), numericConstants_1.ZERO));
+    if (market.oracleLowRiskSlotDelayOverride != 0) {
+        isStaleForAmmLowRisk = oracleDelay.gt(anchor_1.BN.max(new anchor_1.BN(market.oracleLowRiskSlotDelayOverride), numericConstants_1.ZERO));
     }
     else {
         isStaleForAmmLowRisk = oracleDelay.gt(oracleGuardRails.validity.slotsBeforeStaleForAmm);
     }
     let isStaleForMargin = oracleDelay.gt(new anchor_1.BN(oracleGuardRails.validity.slotsBeforeStaleForMargin));
-    if ((0, types_1.isVariant)(market.amm.oracleSource, 'pythLazerStableCoin')) {
+    if ((0, types_1.isVariant)(market.oracleSource, 'pythLazerStableCoin')) {
         isStaleForMargin = oracleDelay.gt(new anchor_1.BN(oracleGuardRails.validity.slotsBeforeStaleForMargin).muln(3));
     }
     if (isNonPositive) {
@@ -87,12 +87,12 @@ function getOracleValidity(market, oraclePriceData, oracleGuardRails, slot, orac
 exports.getOracleValidity = getOracleValidity;
 function isOracleValid(market, oraclePriceData, oracleGuardRails, slot) {
     // checks if oracle is valid for an AMM only fill
-    const amm = market.amm;
+    const stats = market.marketStats;
     const isOraclePriceNonPositive = oraclePriceData.price.lte(numericConstants_1.ZERO);
     const isOraclePriceTooVolatile = oraclePriceData.price
-        .div(anchor_1.BN.max(numericConstants_1.ONE, amm.historicalOracleData.lastOraclePriceTwap))
+        .div(anchor_1.BN.max(numericConstants_1.ONE, stats.historicalOracleData.lastOraclePriceTwap))
         .gt(oracleGuardRails.validity.tooVolatileRatio) ||
-        amm.historicalOracleData.lastOraclePriceTwap
+        stats.historicalOracleData.lastOraclePriceTwap
             .div(anchor_1.BN.max(numericConstants_1.ONE, oraclePriceData.price))
             .gt(oracleGuardRails.validity.tooVolatileRatio);
     const maxConfidenceIntervalMultiplier = getMaxConfidenceIntervalMultiplier(market);
@@ -110,11 +110,11 @@ function isOracleValid(market, oraclePriceData, oracleGuardRails, slot) {
         isConfidenceTooLarge);
 }
 exports.isOracleValid = isOracleValid;
-function isOracleTooDivergent(amm, oraclePriceData, oracleGuardRails) {
+function isOracleTooDivergent(marketStats, oraclePriceData, oracleGuardRails) {
     const oracleSpreadPct = oraclePriceData.price
-        .sub(amm.historicalOracleData.lastOraclePriceTwap5Min)
+        .sub(marketStats.historicalOracleData.lastOraclePriceTwap5Min)
         .mul(numericConstants_1.PERCENTAGE_PRECISION)
-        .div(amm.historicalOracleData.lastOraclePriceTwap5Min);
+        .div(marketStats.historicalOracleData.lastOraclePriceTwap5Min);
     const maxDivergence = anchor_1.BN.max(oracleGuardRails.priceDivergence.oracleTwap5MinPercentDivergence, numericConstants_1.PERCENTAGE_PRECISION.div(new anchor_1.BN(2)));
     const tooDivergent = oracleSpreadPct.abs().gte(maxDivergence);
     return tooDivergent;
@@ -141,23 +141,23 @@ function calculateLiveOracleTwap(histOracleData, oraclePriceData, now, period) {
     return newOracleTwap;
 }
 exports.calculateLiveOracleTwap = calculateLiveOracleTwap;
-function calculateLiveOracleStd(amm, oraclePriceData, now) {
-    const sinceLastUpdate = anchor_1.BN.max(numericConstants_1.ONE, now.sub(amm.historicalOracleData.lastOraclePriceTwapTs));
-    const sinceStart = anchor_1.BN.max(numericConstants_1.ZERO, amm.fundingPeriod.sub(sinceLastUpdate));
-    const liveOracleTwap = calculateLiveOracleTwap(amm.historicalOracleData, oraclePriceData, now, amm.fundingPeriod);
-    const liveOracleTwap5MIN = calculateLiveOracleTwap(amm.historicalOracleData, oraclePriceData, now, numericConstants_1.FIVE_MINUTE);
+function calculateLiveOracleStd(marketStats, oraclePriceData, now) {
+    const sinceLastUpdate = anchor_1.BN.max(numericConstants_1.ONE, now.sub(marketStats.historicalOracleData.lastOraclePriceTwapTs));
+    const sinceStart = anchor_1.BN.max(numericConstants_1.ZERO, marketStats.fundingPeriod.sub(sinceLastUpdate));
+    const liveOracleTwap = calculateLiveOracleTwap(marketStats.historicalOracleData, oraclePriceData, now, marketStats.fundingPeriod);
+    const liveOracleTwap5MIN = calculateLiveOracleTwap(marketStats.historicalOracleData, oraclePriceData, now, numericConstants_1.FIVE_MINUTE);
     const priceDeltaVsTwap = anchor_1.BN.max(oraclePriceData.price.sub(liveOracleTwap).abs(), oraclePriceData.price.sub(liveOracleTwap5MIN).abs());
-    const oracleStd = priceDeltaVsTwap.add(amm.oracleStd.mul(sinceStart).div(sinceStart.add(sinceLastUpdate)));
+    const oracleStd = priceDeltaVsTwap.add(marketStats.oracleStd.mul(sinceStart).div(sinceStart.add(sinceLastUpdate)));
     return oracleStd;
 }
 exports.calculateLiveOracleStd = calculateLiveOracleStd;
-function getNewOracleConfPct(amm, oraclePriceData, reservePrice, now) {
+function getNewOracleConfPct(marketStats, oraclePriceData, reservePrice, now) {
     const confInterval = oraclePriceData.confidence || numericConstants_1.ZERO;
-    const sinceLastUpdate = anchor_1.BN.max(numericConstants_1.ZERO, now.sub(amm.historicalOracleData.lastOraclePriceTwapTs));
-    let lowerBoundConfPct = amm.lastOracleConfPct;
+    const sinceLastUpdate = anchor_1.BN.max(numericConstants_1.ZERO, now.sub(marketStats.historicalOracleData.lastOraclePriceTwapTs));
+    let lowerBoundConfPct = marketStats.lastOracleConfPct;
     if (sinceLastUpdate.gt(numericConstants_1.ZERO)) {
         const lowerBoundConfDivisor = anchor_1.BN.max(new anchor_1.BN(21).sub(sinceLastUpdate), new anchor_1.BN(5));
-        lowerBoundConfPct = amm.lastOracleConfPct.sub(amm.lastOracleConfPct.div(lowerBoundConfDivisor));
+        lowerBoundConfPct = marketStats.lastOracleConfPct.sub(marketStats.lastOracleConfPct.div(lowerBoundConfDivisor));
     }
     const confIntervalPct = confInterval
         .mul(numericConstants_1.BID_ASK_SPREAD_PRECISION)
@@ -166,19 +166,6 @@ function getNewOracleConfPct(amm, oraclePriceData, reservePrice, now) {
     return confIntervalPctResult;
 }
 exports.getNewOracleConfPct = getNewOracleConfPct;
-function trimVaaSignatures(vaa, n = 3) {
-    const currentNumSignatures = vaa[5];
-    if (n > currentNumSignatures) {
-        throw new Error("Resulting VAA can't have more signatures than the original VAA");
-    }
-    const trimmedVaa = Buffer.concat([
-        vaa.subarray(0, 6 + n * 66),
-        vaa.subarray(6 + currentNumSignatures * 66),
-    ]);
-    trimmedVaa[5] = n;
-    return trimmedVaa;
-}
-exports.trimVaaSignatures = trimVaaSignatures;
 function getMultipleBetweenOracleSources(firstOracleSource, secondOracleSource) {
     if ((0, types_1.isOneOfVariant)(firstOracleSource, [
         'pythPull',

package/lib/node/math/orders.d.ts

@@ -1,11 +1,7 @@
 /// <reference types="bn.js" />
-import { User } from '../user';
-import { PerpMarketAccount, AMM, Order, PositionDirection, MarketTypeStr, StateAccount } from '../types';
+import { PerpMarketAccount, AMM, MarketStats, Order, PositionDirection, MarketTypeStr, StateAccount } from '../types';
 import { BN } from '../isomorphic/anchor';
 import { MMOraclePriceData, OraclePriceData } from '../oracles/types';
-export declare function isOrderRiskIncreasing(user: User, order: Order): boolean;
-export declare function isOrderRiskIncreasingInSameDirection(user: User, order: Order): boolean;
-export declare function isOrderReduceOnly(user: User, order: Order): boolean;
 export declare function standardizeBaseAssetAmount(baseAssetAmount: BN, stepSize: BN): BN;
 export declare function standardizePrice(price: BN, tickSize: BN, direction: PositionDirection): BN;
 export declare function getLimitPrice<T extends MarketTypeStr>(order: Order, oraclePriceData: T extends 'spot' ? OraclePriceData : MMOraclePriceData, slot: number, fallbackPrice?: BN): BN | undefined;
@@ -14,14 +10,13 @@ export declare function hasAuctionPrice(order: Order, slot: number): boolean;
 export declare function isFillableByVAMM(order: Order, market: PerpMarketAccount, mmOraclePriceData: MMOraclePriceData, slot: number, ts: number, state: StateAccount): boolean;
 export declare function isLowRiskForAmm(order: Order, mmOraclePriceData: MMOraclePriceData, isLiquidation?: boolean): boolean;
 export declare function calculateBaseAssetAmountForAmmToFulfill(order: Order, market: PerpMarketAccount, mmOraclePriceData: MMOraclePriceData, slot: number): BN;
-export declare function calculateBaseAssetAmountToFillUpToLimitPrice(order: Order, amm: AMM, limitPrice: BN, mmOraclePriceData: MMOraclePriceData): BN;
+export declare function calculateBaseAssetAmountToFillUpToLimitPrice(order: Order, amm: AMM, marketStats: MarketStats, orderStepSize: BN, orderTickSize: BN, limitPrice: BN, mmOraclePriceData: MMOraclePriceData): BN;
 export declare function isOrderExpired(order: Order, ts: number, enforceBuffer?: boolean, bufferSeconds?: number): boolean;
 export declare function isMarketOrder(order: Order): boolean;
 export declare function isLimitOrder(order: Order): boolean;
 export declare function mustBeTriggered(order: Order): boolean;
 export declare function isTriggered(order: Order): boolean;
 export declare function isRestingLimitOrder(order: Order, slot: number): boolean;
-export declare function isTakingOrder(order: Order, slot: number): boolean;
 export declare function isSignedMsgOrder(order: Order): boolean;
 export declare function hasBuilder(order: Order): boolean;
 export declare function calculateOrderBaseAssetAmount(order: Order, existingBaseAssetAmount: BN): BN;

package/lib/node/math/orders.d.ts.map

@@ -1 +1 @@
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package/lib/node/math/orders.js

@@ -1,80 +1,12 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.maxSizeForTargetLiabilityWeightBN = exports.calculateOrderBaseAssetAmount = exports.hasBuilder = exports.isSignedMsgOrder = exports.isTakingOrder = exports.isRestingLimitOrder = exports.isTriggered = exports.mustBeTriggered = exports.isLimitOrder = exports.isMarketOrder = exports.isOrderExpired = exports.calculateBaseAssetAmountToFillUpToLimitPrice = exports.calculateBaseAssetAmountForAmmToFulfill = exports.isLowRiskForAmm = exports.isFillableByVAMM = exports.hasAuctionPrice = exports.hasLimitPrice = exports.getLimitPrice = exports.standardizePrice = exports.standardizeBaseAssetAmount = exports.isOrderReduceOnly = exports.isOrderRiskIncreasingInSameDirection = exports.isOrderRiskIncreasing = void 0;
+exports.maxSizeForTargetLiabilityWeightBN = exports.calculateOrderBaseAssetAmount = exports.hasBuilder = exports.isSignedMsgOrder = exports.isRestingLimitOrder = exports.isTriggered = exports.mustBeTriggered = exports.isLimitOrder = exports.isMarketOrder = exports.isOrderExpired = exports.calculateBaseAssetAmountToFillUpToLimitPrice = exports.calculateBaseAssetAmountForAmmToFulfill = exports.isLowRiskForAmm = exports.isFillableByVAMM = exports.hasAuctionPrice = exports.hasLimitPrice = exports.getLimitPrice = exports.standardizePrice = exports.standardizeBaseAssetAmount = void 0;
 const types_1 = require("../types");
 const numericConstants_1 = require("../constants/numericConstants");
 const anchor_1 = require("../isomorphic/anchor");
 const auction_1 = require("./auction");
 const amm_1 = require("./amm");
 const margin_1 = require("./margin");
-function isOrderRiskIncreasing(user, order) {
-    if (!(0, types_1.isVariant)(order.status, 'open')) {
-        return false;
-    }
-    const position = user.getPerpPosition(order.marketIndex) ||
-        user.getEmptyPosition(order.marketIndex);
-    // if no position exists, it's risk increasing
-    if (position.baseAssetAmount.eq(numericConstants_1.ZERO)) {
-        return true;
-    }
-    // if position is long and order is long
-    if (position.baseAssetAmount.gt(numericConstants_1.ZERO) && (0, types_1.isVariant)(order.direction, 'long')) {
-        return true;
-    }
-    // if position is short and order is short
-    if (position.baseAssetAmount.lt(numericConstants_1.ZERO) &&
-        (0, types_1.isVariant)(order.direction, 'short')) {
-        return true;
-    }
-    const baseAssetAmountToFill = order.baseAssetAmount.sub(order.baseAssetAmountFilled);
-    // if order will flip position
-    if (baseAssetAmountToFill.gt(position.baseAssetAmount.abs().mul(numericConstants_1.TWO))) {
-        return true;
-    }
-    return false;
-}
-exports.isOrderRiskIncreasing = isOrderRiskIncreasing;
-function isOrderRiskIncreasingInSameDirection(user, order) {
-    if (!(0, types_1.isVariant)(order.status, 'open')) {
-        return false;
-    }
-    const position = user.getPerpPosition(order.marketIndex) ||
-        user.getEmptyPosition(order.marketIndex);
-    // if no position exists, it's risk increasing
-    if (position.baseAssetAmount.eq(numericConstants_1.ZERO)) {
-        return true;
-    }
-    // if position is long and order is long
-    if (position.baseAssetAmount.gt(numericConstants_1.ZERO) && (0, types_1.isVariant)(order.direction, 'long')) {
-        return true;
-    }
-    // if position is short and order is short
-    if (position.baseAssetAmount.lt(numericConstants_1.ZERO) &&
-        (0, types_1.isVariant)(order.direction, 'short')) {
-        return true;
-    }
-    return false;
-}
-exports.isOrderRiskIncreasingInSameDirection = isOrderRiskIncreasingInSameDirection;
-function isOrderReduceOnly(user, order) {
-    if (!(0, types_1.isVariant)(order.status, 'open')) {
-        return false;
-    }
-    const position = user.getPerpPosition(order.marketIndex) ||
-        user.getEmptyPosition(order.marketIndex);
-    // if position is long and order is long
-    if (position.baseAssetAmount.gte(numericConstants_1.ZERO) &&
-        (0, types_1.isVariant)(order.direction, 'long')) {
-        return false;
-    }
-    // if position is short and order is short
-    if (position.baseAssetAmount.lte(numericConstants_1.ZERO) &&
-        (0, types_1.isVariant)(order.direction, 'short')) {
-        return false;
-    }
-    return true;
-}
-exports.isOrderReduceOnly = isOrderReduceOnly;
 function standardizeBaseAssetAmount(baseAssetAmount, stepSize) {
     const remainder = baseAssetAmount.mod(stepSize);
     return baseAssetAmount.sub(remainder);
@@ -147,21 +79,21 @@ function calculateBaseAssetAmountForAmmToFulfill(order, market, mmOraclePriceDat
     let baseAssetAmount;
     const updatedAMM = (0, amm_1.calculateUpdatedAMM)(market.amm, mmOraclePriceData);
     if (limitPrice !== undefined) {
-        baseAssetAmount = calculateBaseAssetAmountToFillUpToLimitPrice(order, updatedAMM, limitPrice, mmOraclePriceData);
+        baseAssetAmount = calculateBaseAssetAmountToFillUpToLimitPrice(order, updatedAMM, market.marketStats, market.orderStepSize, market.orderTickSize, limitPrice, mmOraclePriceData);
     }
     else {
         baseAssetAmount = order.baseAssetAmount.sub(order.baseAssetAmountFilled);
     }
-    const maxBaseAssetAmount = (0, amm_1.calculateMaxBaseAssetAmountFillable)(updatedAMM, order.direction);
+    const maxBaseAssetAmount = (0, amm_1.calculateMaxBaseAssetAmountFillable)(updatedAMM, market.orderStepSize, order.direction);
     return anchor_1.BN.min(maxBaseAssetAmount, baseAssetAmount);
 }
 exports.calculateBaseAssetAmountForAmmToFulfill = calculateBaseAssetAmountForAmmToFulfill;
-function calculateBaseAssetAmountToFillUpToLimitPrice(order, amm, limitPrice, mmOraclePriceData) {
+function calculateBaseAssetAmountToFillUpToLimitPrice(order, amm, marketStats, orderStepSize, orderTickSize, limitPrice, mmOraclePriceData) {
     const adjustedLimitPrice = (0, types_1.isVariant)(order.direction, 'long')
-        ? limitPrice.sub(amm.orderTickSize)
-        : limitPrice.add(amm.orderTickSize);
-    const [maxAmountToTrade, direction] = (0, amm_1.calculateMaxBaseAssetAmountToTrade)(amm, adjustedLimitPrice, order.direction, mmOraclePriceData);
-    const baseAssetAmount = standardizeBaseAssetAmount(maxAmountToTrade, amm.orderStepSize);
+        ? limitPrice.sub(orderTickSize)
+        : limitPrice.add(orderTickSize);
+    const [maxAmountToTrade, direction] = (0, amm_1.calculateMaxBaseAssetAmountToTrade)(amm, marketStats, adjustedLimitPrice, order.direction, mmOraclePriceData);
+    const baseAssetAmount = standardizeBaseAssetAmount(maxAmountToTrade, orderStepSize);
     // Check that directions are the same
     const sameDirection = isSameDirection(direction, order.direction);
     if (!sameDirection) {
@@ -219,10 +151,6 @@ function isRestingLimitOrder(order, slot) {
     return order.postOnly || (0, auction_1.isAuctionComplete)(order, slot);
 }
 exports.isRestingLimitOrder = isRestingLimitOrder;
-function isTakingOrder(order, slot) {
-    return isMarketOrder(order) || !isRestingLimitOrder(order, slot);
-}
-exports.isTakingOrder = isTakingOrder;
 const FLAG_IS_SIGNED_MSG = 0x01;
 function isSignedMsgOrder(order) {
     return (order.bitFlags & FLAG_IS_SIGNED_MSG) !== 0;
@@ -285,7 +213,7 @@ function maxSizeForTargetLiabilityWeightBN(target, imfFactor, liabilityWeight, m
         }
     }
     // cap at max OI
-    const maxOpenInterest = market.amm.maxOpenInterest;
+    const maxOpenInterest = market.maxOpenInterest;
     if (lo.gt(maxOpenInterest)) {
         return maxOpenInterest;
     }

package/lib/node/math/position.d.ts

@@ -20,7 +20,7 @@ export declare function calculateBaseAssetValue(market: PerpMarketAccount, userP
  * @param oraclePriceData
  * @returns BaseAssetAmount : Precision QUOTE_PRECISION
  */
-export declare function calculatePositionPNL(market: PerpMarketAccount, perpPosition: PerpPosition, withFunding: boolean, oraclePriceData: Pick<OraclePriceData, 'price'>): BN;
+export declare function calculatePositionPNL(market: PerpMarketAccount, perpPosition: PerpPosition, withFunding: boolean | undefined, oraclePriceData: Pick<OraclePriceData, 'price'>): BN;
 export declare function calculateClaimablePnl(market: PerpMarketAccount, spotMarket: SpotMarketAccount, perpPosition: PerpPosition, oraclePriceData: Pick<OraclePriceData, 'price'>): BN;
 /**
  * Returns total fees and funding pnl for a position
@@ -41,10 +41,6 @@ export declare function calculateFeesAndFundingPnl(market: PerpMarketAccount, pe
  * @returns // QUOTE_PRECISION
  */
 export declare function calculateUnsettledFundingPnl(market: PerpMarketAccount, perpPosition: PerpPosition): BN;
-/**
- * @deprecated use calculateUnsettledFundingPnl or calculateFeesAndFundingPnl instead
- */
-export declare function calculatePositionFundingPNL(market: PerpMarketAccount, perpPosition: PerpPosition): BN;
 export declare function positionIsAvailable(position: PerpPosition): boolean;
 export declare function positionIsBeingLiquidated(position: PerpPosition): boolean;
 /**

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+{"version":3,"file":"position.d.ts","sourceRoot":"","sources":["../../../src/math/position.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,EAAE,EAAE,MAAM,sBAAsB,CAAC;AAU1C,OAAO,EAAE,iBAAiB,EAAE,eAAe,EAAE,MAAM,kBAAkB,CAAC;AACtE,OAAO,EACN,iBAAiB,EACjB,iBAAiB,EACjB,YAAY,EACZ,iBAAiB,EAEjB,MAAM,UAAU,CAAC;AAUlB;;;;;;;GAOG;AACH,wBAAgB,uBAAuB,CACtC,MAAM,EAAE,iBAAiB,EACzB,YAAY,EAAE,YAAY,EAC1B,iBAAiB,EAAE,iBAAiB,EACpC,SAAS,UAAO,EAChB,UAAU,UAAQ,EAClB,UAAU,CAAC,EAAE,EAAE,GACb,EAAE,CAuDJ;AAED;;;;;;;;GAQG;AACH,wBAAgB,oBAAoB,CACnC,MAAM,EAAE,iBAAiB,EACzB,YAAY,EAAE,YAAY,EAC1B,WAAW,qBAAQ,EACnB,eAAe,EAAE,IAAI,CAAC,eAAe,EAAE,OAAO,CAAC,GAC7C,EAAE,CAwBJ;AAED,wBAAgB,qBAAqB,CACpC,MAAM,EAAE,iBAAiB,EACzB,UAAU,EAAE,iBAAiB,EAC7B,YAAY,EAAE,YAAY,EAC1B,eAAe,EAAE,IAAI,CAAC,eAAe,EAAE,OAAO,CAAC,GAC7C,EAAE,CAyBJ;AAED;;;;;;;GAOG;AACH,wBAAgB,0BAA0B,CACzC,MAAM,EAAE,iBAAiB,EACzB,YAAY,EAAE,YAAY,EAC1B,gBAAgB,UAAO,GACrB,EAAE,CAeJ;AAED;;;;;;;;GAQG;AACH,wBAAgB,4BAA4B,CAC3C,MAAM,EAAE,iBAAiB,EACzB,YAAY,EAAE,YAAY,GACxB,EAAE,CAoBJ;AAED,wBAAgB,mBAAmB,CAAC,QAAQ,EAAE,YAAY,GAAG,OAAO,CAQnE;AAED,wBAAgB,yBAAyB,CAAC,QAAQ,EAAE,YAAY,GAAG,OAAO,CAMzE;AAED;;;;GAIG;AACH,wBAAgB,uBAAuB,CAAC,YAAY,EAAE,YAAY,GAAG,EAAE,CAUtE;AAED;;;;GAIG;AACH,wBAAgB,mBAAmB,CAAC,YAAY,EAAE,YAAY,GAAG,EAAE,CAUlE;AAED;;;;GAIG;AACH,wBAAgB,kBAAkB,CACjC,YAAY,EAAE,YAAY,EAC1B,iBAAiB,UAAQ,GACvB,EAAE,CAWJ;AAED,wBAAgB,oBAAoB,CACnC,YAAY,EAAE,YAAY,GACxB,iBAAiB,CAInB;AAED,wBAAgB,wBAAwB,CACvC,YAAY,EAAE,YAAY,GACxB,iBAAiB,CAInB;AAED,wBAAgB,eAAe,CAAC,YAAY,EAAE,YAAY,GAAG,OAAO,CAEnE;AAED,wBAAgB,aAAa,CAAC,QAAQ,EAAE,YAAY,GAAG,OAAO,CAM7D"}

package/lib/node/math/position.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.hasOpenOrders = exports.isEmptyPosition = exports.positionCurrentDirection = exports.findDirectionToClose = exports.calculateCostBasis = exports.calculateEntryPrice = exports.calculateBreakEvenPrice = exports.positionIsBeingLiquidated = exports.positionIsAvailable = exports.calculatePositionFundingPNL = exports.calculateUnsettledFundingPnl = exports.calculateFeesAndFundingPnl = exports.calculateClaimablePnl = exports.calculatePositionPNL = exports.calculateBaseAssetValue = void 0;
+exports.hasOpenOrders = exports.isEmptyPosition = exports.positionCurrentDirection = exports.findDirectionToClose = exports.calculateCostBasis = exports.calculateEntryPrice = exports.calculateBreakEvenPrice = exports.positionIsBeingLiquidated = exports.positionIsAvailable = exports.calculateUnsettledFundingPnl = exports.calculateFeesAndFundingPnl = exports.calculateClaimablePnl = exports.calculatePositionPNL = exports.calculateBaseAssetValue = void 0;
 const anchor_1 = require("../isomorphic/anchor");
 const numericConstants_1 = require("../constants/numericConstants");
 const types_1 = require("../types");
@@ -23,7 +23,7 @@ function calculateBaseAssetValue(market, userPosition, mmOraclePriceData, useSpr
     let prepegAmm;
     if (!skipUpdate) {
         if (market.amm.baseSpread > 0 && useSpread) {
-            const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, directionToClose, mmOraclePriceData, latestSlot);
+            const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, market.marketStats, directionToClose, mmOraclePriceData, latestSlot);
             prepegAmm = {
                 baseAssetReserve,
                 quoteAssetReserve,
@@ -51,6 +51,8 @@ function calculateBaseAssetValue(market, userPosition, mmOraclePriceData, useSpr
                 .mul(prepegAmm.pegMultiplier)
                 .div(numericConstants_1.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO)
                 .add(numericConstants_1.ONE);
+        default:
+            throw new Error('Invalid position direction to close');
     }
 }
 exports.calculateBaseAssetValue = calculateBaseAssetValue;
@@ -124,10 +126,10 @@ function calculateUnsettledFundingPnl(market, perpPosition) {
     }
     let ammCumulativeFundingRate;
     if (perpPosition.baseAssetAmount.gt(numericConstants_1.ZERO)) {
-        ammCumulativeFundingRate = market.amm.cumulativeFundingRateLong;
+        ammCumulativeFundingRate = market.cumulativeFundingRateLong;
     }
     else {
-        ammCumulativeFundingRate = market.amm.cumulativeFundingRateShort;
+        ammCumulativeFundingRate = market.cumulativeFundingRateShort;
     }
     const perPositionFundingRate = ammCumulativeFundingRate
         .sub(perpPosition.lastCumulativeFundingRate)
@@ -138,13 +140,6 @@ function calculateUnsettledFundingPnl(market, perpPosition) {
     return perPositionFundingRate;
 }
 exports.calculateUnsettledFundingPnl = calculateUnsettledFundingPnl;
-/**
- * @deprecated use calculateUnsettledFundingPnl or calculateFeesAndFundingPnl instead
- */
-function calculatePositionFundingPNL(market, perpPosition) {
-    return calculateUnsettledFundingPnl(market, perpPosition);
-}
-exports.calculatePositionFundingPNL = calculatePositionFundingPNL;
 function positionIsAvailable(position) {
     return (position.baseAssetAmount.eq(numericConstants_1.ZERO) &&
         position.openOrders === 0 &&

package/lib/node/math/repeg.d.ts

@@ -18,6 +18,5 @@ export declare function calculateAdjustKCost(amm: AMM, numerator: BN, denomenato
  */
 export declare function calculateRepegCost(amm: AMM, newPeg: BN): BN;
 export declare function calculateBudgetedKBN(x: BN, y: BN, budget: BN, Q: BN, d: BN): [BN, BN];
-export declare function calculateBudgetedK(amm: AMM, cost: BN): [BN, BN];
 export declare function calculateBudgetedPeg(amm: AMM, budget: BN, targetPrice: BN): BN;
 //# sourceMappingURL=repeg.d.ts.map

package/lib/node/math/repeg.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"repeg.d.ts","sourceRoot":"","sources":["../../../src/math/repeg.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,EAAE,EAAE,MAAM,sBAAsB,CAAC;AAa1C,OAAO,EAAE,GAAG,EAAE,MAAM,UAAU,CAAC;AAC/B;;;;;;GAMG;AACH,wBAAgB,oBAAoB,CACnC,GAAG,EAAE,GAAG,EACR,SAAS,EAAE,EAAE,EACb,WAAW,EAAE,EAAE,GACb,EAAE,CA8BJ;AA4BD;;;;;;GAMG;AACH,wBAAgB,kBAAkB,CAAC,GAAG,EAAE,GAAG,EAAE,MAAM,EAAE,EAAE,GAAG,EAAE,CAO3D;AAED,wBAAgB,oBAAoB,CACnC,CAAC,EAAE,EAAE,EACL,CAAC,EAAE,EAAE,EACL,MAAM,EAAE,EAAE,EACV,CAAC,EAAE,EAAE,EACL,CAAC,EAAE,EAAE,GACH,CAAC,EAAE,EAAE,EAAE,CAAC,CA2CV;AAED,wBAAgB,oBAAoB,CACnC,GAAG,EAAE,GAAG,EACR,MAAM,EAAE,EAAE,EACV,WAAW,EAAE,EAAE,GACb,EAAE,CA8BJ"}

package/lib/node/math/repeg.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateBudgetedPeg = exports.calculateBudgetedK = exports.calculateBudgetedKBN = exports.calculateRepegCost = exports.calculateAdjustKCost = void 0;
+exports.calculateBudgetedPeg = exports.calculateBudgetedKBN = exports.calculateRepegCost = exports.calculateAdjustKCost = void 0;
 const anchor_1 = require("../isomorphic/anchor");
 const assert_1 = require("../assert/assert");
 const numericConstants_1 = require("../constants/numericConstants");
@@ -115,28 +115,6 @@ function calculateBudgetedKBN(x, y, budget, Q, d) {
     return [numerator, denominator];
 }
 exports.calculateBudgetedKBN = calculateBudgetedKBN;
-function calculateBudgetedK(amm, cost) {
-    // wolframalpha.com
-    // (1/(x+d) - p/(x*p+d))*y*d*Q = C solve for p
-    // p = (d(y*d*Q - C(x+d))) / (C*x(x+d) + y*d*d*Q)
-    // numer
-    //   =  y*d*d*Q - Cxd - Cdd
-    //   =  y/x*Q*d*d - Cd - Cd/x
-    //   = mark      - C/d - C/(x)
-    //   =  mark/C    - 1/d - 1/x
-    // denom
-    // = C*x*x + C*x*d + y*d*d*Q
-    // = x/d**2 + 1 / d + mark/C
-    // todo: assumes k = x * y
-    // otherwise use: (y(1-p) + (kp^2/(x*p+d)) - k/(x+d)) * Q = C solve for p
-    const x = amm.baseAssetReserve;
-    const y = amm.quoteAssetReserve;
-    const d = amm.baseAssetAmountWithAmm;
-    const Q = amm.pegMultiplier;
-    const [numerator, denominator] = calculateBudgetedKBN(x, y, cost, Q, d);
-    return [numerator, denominator];
-}
-exports.calculateBudgetedK = calculateBudgetedK;
 function calculateBudgetedPeg(amm, budget, targetPrice) {
     let perPegCost = amm.quoteAssetReserve
         .sub(amm.terminalQuoteAssetReserve)

package/lib/node/math/spotBalance.d.ts

@@ -48,9 +48,9 @@ export declare function getStrictTokenValue(tokenAmount: BN, spotDecimals: numbe
  * @return {BN} The value of the token based on the oracle, scaled by `PRICE_PRECISION`
  */
 export declare function getTokenValue(tokenAmount: BN, spotDecimals: number, oraclePriceData: Pick<OraclePriceData, 'price'>): BN;
-export declare function calculateAssetWeight(balanceAmount: BN, oraclePrice: BN, spotMarket: SpotMarketAccount, marginCategory: MarginCategory): BN;
+export declare function calculateAssetWeight(balanceAmount: BN, oraclePrice: BN, spotMarket: SpotMarketAccount, marginCategory: MarginCategory | undefined): BN;
 export declare function calculateScaledInitialAssetWeight(spotMarket: SpotMarketAccount, oraclePrice: BN): BN;
-export declare function calculateLiabilityWeight(size: BN, spotMarket: SpotMarketAccount, marginCategory: MarginCategory): BN;
+export declare function calculateLiabilityWeight(size: BN, spotMarket: SpotMarketAccount, marginCategory: MarginCategory | undefined): BN;
 export declare function calculateUtilization(bank: SpotMarketAccount, delta?: BN): BN;
 /**
  * calculates max borrow amount where rate would stay below targetBorrowRate
@@ -78,8 +78,8 @@ export declare function calculateWithdrawLimit(spotMarket: SpotMarketAccount, no
     withdrawLimit: BN;
     minDepositAmount: BN;
     maxBorrowAmount: BN;
-    currentDepositAmount: any;
-    currentBorrowAmount: any;
+    currentDepositAmount: BN;
+    currentBorrowAmount: BN;
 };
 export declare function getSpotAssetValue(tokenAmount: BN, strictOraclePrice: StrictOraclePrice, spotMarketAccount: SpotMarketAccount, maxMarginRatio: number, marginCategory?: MarginCategory): BN;
 export declare function getSpotLiabilityValue(tokenAmount: BN, strictOraclePrice: StrictOraclePrice, spotMarketAccount: SpotMarketAccount, maxMarginRatio: number, marginCategory?: MarginCategory, liquidationBuffer?: BN): BN;

package/lib/node/math/spotBalance.d.ts.map

@@ -1 +1 @@
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package/lib/node/math/spotBalance.js

@@ -246,9 +246,9 @@ function calculateSpotMarketBorrowCapacity(spotMarketAccount, targetBorrowRate)
     return { totalCapacity, remainingCapacity };
 }
 exports.calculateSpotMarketBorrowCapacity = calculateSpotMarketBorrowCapacity;
-function calculateInterestRate(bank, delta = numericConstants_1.ZERO, currentUtilization = null) {
+function calculateInterestRate(bank, delta = numericConstants_1.ZERO, currentUtilization) {
     // todo: ensure both a delta and current util aren't pass?
-    const utilization = currentUtilization || calculateUtilization(bank, delta);
+    const utilization = currentUtilization !== null && currentUtilization !== void 0 ? currentUtilization : calculateUtilization(bank, delta);
     const optimalUtil = new anchor_1.BN(bank.optimalUtilization);
     const optimalRate = new anchor_1.BN(bank.optimalBorrowRate);
     const maxRate = new anchor_1.BN(bank.maxBorrowRate);
@@ -296,20 +296,20 @@ function calculateInterestRate(bank, delta = numericConstants_1.ZERO, currentUti
     return anchor_1.BN.max(minRate, rate);
 }
 exports.calculateInterestRate = calculateInterestRate;
-function calculateDepositRate(bank, delta = numericConstants_1.ZERO, currentUtilization = null) {
+function calculateDepositRate(bank, delta = numericConstants_1.ZERO, currentUtilization) {
     // positive delta => adding to deposit
     // negative delta => adding to borrow
-    const utilization = currentUtilization || calculateUtilization(bank, delta);
+    const utilization = currentUtilization !== null && currentUtilization !== void 0 ? currentUtilization : calculateUtilization(bank, delta);
     const borrowRate = calculateBorrowRate(bank, delta, utilization);
     const depositRate = borrowRate
-        .mul(numericConstants_2.PERCENTAGE_PRECISION.sub(new anchor_1.BN(bank.insuranceFund.totalFactor)))
+        .mul(numericConstants_2.PERCENTAGE_PRECISION.sub(new anchor_1.BN(bank.insuranceFund.ifFeeFactor + bank.protocolFeeFactor)))
         .mul(utilization)
         .div(numericConstants_1.SPOT_MARKET_UTILIZATION_PRECISION)
         .div(numericConstants_2.PERCENTAGE_PRECISION);
     return depositRate;
 }
 exports.calculateDepositRate = calculateDepositRate;
-function calculateBorrowRate(bank, delta = numericConstants_1.ZERO, currentUtilization = null) {
+function calculateBorrowRate(bank, delta = numericConstants_1.ZERO, currentUtilization) {
     return calculateInterestRate(bank, delta, currentUtilization);
 }
 exports.calculateBorrowRate = calculateBorrowRate;

package/lib/node/math/spotMarket.d.ts

@@ -3,10 +3,4 @@ import { BN } from '../isomorphic/anchor';
 import { MarginCategory, SpotBalanceType, SpotMarketAccount } from '../types';
 export declare function castNumberToSpotPrecision(value: number | BN, spotMarket: SpotMarketAccount): BN;
 export declare function calculateSpotMarketMarginRatio(market: SpotMarketAccount, oraclePrice: BN, marginCategory: MarginCategory, size: BN, balanceType: SpotBalanceType, customMarginRatio?: number): number;
-/**
- * Returns the maximum remaining deposit that can be made to the spot market. If the maxTokenDeposits on the market is zero then there is no limit and this function will also return zero. (so that needs to be checked)
- * @param market
- * @returns
- */
-export declare function calculateMaxRemainingDeposit(market: SpotMarketAccount): BN;
 //# sourceMappingURL=spotMarket.d.ts.map

package/lib/node/math/spotMarket.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"spotMarket.d.ts","sourceRoot":"","sources":["../../../src/math/spotMarket.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,EAAE,EAAE,MAAM,sBAAsB,CAAC;AAC1C,OAAO,EAEN,cAAc,EACd,eAAe,EACf,iBAAiB,EACjB,MAAM,UAAU,CAAC;AAKlB,wBAAgB,yBAAyB,CACxC,KAAK,EAAE,MAAM,GAAG,EAAE,EAClB,UAAU,EAAE,iBAAiB,GAC3B,EAAE,CAMJ;AAED,wBAAgB,8BAA8B,CAC7C,MAAM,EAAE,iBAAiB,EACzB,WAAW,EAAE,EAAE,EACf,cAAc,EAAE,cAAc,EAC9B,IAAI,EAAE,EAAE,EACR,WAAW,EAAE,eAAe,EAC5B,iBAAiB,SAAI,GACnB,MAAM,CA0BR"}

package/lib/node/math/spotMarket.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateMaxRemainingDeposit = exports.calculateSpotMarketMarginRatio = exports.castNumberToSpotPrecision = void 0;
+exports.calculateSpotMarketMarginRatio = exports.castNumberToSpotPrecision = void 0;
 const anchor_1 = require("../isomorphic/anchor");
 const types_1 = require("../types");
 const spotBalance_1 = require("./spotBalance");
@@ -32,18 +32,3 @@ function calculateSpotMarketMarginRatio(market, oraclePrice, marginCategory, siz
     return marginRatio;
 }
 exports.calculateSpotMarketMarginRatio = calculateSpotMarketMarginRatio;
-/**
- * Returns the maximum remaining deposit that can be made to the spot market. If the maxTokenDeposits on the market is zero then there is no limit and this function will also return zero. (so that needs to be checked)
- * @param market
- * @returns
- */
-function calculateMaxRemainingDeposit(market) {
-    const marketMaxTokenDeposits = market.maxTokenDeposits;
-    if (marketMaxTokenDeposits.eq(numericConstants_1.ZERO)) {
-        // If the maxTokenDeposits is set to zero then that means there is no limit. Return the largest number we can to represent infinite available deposit.
-        return numericConstants_1.ZERO;
-    }
-    const totalDepositsTokenAmount = (0, spotBalance_1.getTokenAmount)(market.depositBalance, market, types_1.SpotBalanceType.DEPOSIT);
-    return marketMaxTokenDeposits.sub(totalDepositsTokenAmount);
-}
-exports.calculateMaxRemainingDeposit = calculateMaxRemainingDeposit;

package/lib/node/math/spotPosition.d.ts

@@ -9,12 +9,12 @@ export type OrderFillSimulation = {
     tokenValue: BN;
     weight: BN;
     weightedTokenValue: BN;
-    freeCollateralContribution: any;
+    freeCollateralContribution: BN;
 };
-export declare function getWorstCaseTokenAmounts(spotPosition: SpotPosition, spotMarketAccount: SpotMarketAccount, strictOraclePrice: StrictOraclePrice, marginCategory: MarginCategory, customMarginRatio?: number, includeOpenOrders?: boolean): OrderFillSimulation;
-export declare function calculateWeightedTokenValue(tokenAmount: BN, tokenValue: BN, oraclePrice: BN, spotMarket: SpotMarketAccount, marginCategory: MarginCategory, customMarginRatio?: number): {
+export declare function getWorstCaseTokenAmounts(spotPosition: SpotPosition, spotMarketAccount: SpotMarketAccount, strictOraclePrice: StrictOraclePrice, marginCategory: MarginCategory | undefined, customMarginRatio?: number, includeOpenOrders?: boolean): OrderFillSimulation;
+export declare function calculateWeightedTokenValue(tokenAmount: BN, tokenValue: BN, oraclePrice: BN, spotMarket: SpotMarketAccount, marginCategory: MarginCategory | undefined, customMarginRatio?: number): {
     weight: BN;
     weightedTokenValue: BN;
 };
-export declare function simulateOrderFill(tokenAmount: BN, tokenValue: BN, openOrders: BN, strictOraclePrice: StrictOraclePrice, spotMarket: SpotMarketAccount, marginCategory: MarginCategory, customMarginRatio?: number): OrderFillSimulation;
+export declare function simulateOrderFill(tokenAmount: BN, tokenValue: BN, openOrders: BN, strictOraclePrice: StrictOraclePrice, spotMarket: SpotMarketAccount, marginCategory: MarginCategory | undefined, customMarginRatio?: number): OrderFillSimulation;
 //# sourceMappingURL=spotPosition.d.ts.map