@velocity-exchange/sdk 0.1.0 → 0.2.0

package/lib/node/math/margin.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateUserMaxPerpOrderSize = exports.calculateLiquidationPrice = exports.calculateCollateralValueOfDeposit = exports.calculateCollateralDepositRequiredForTrade = exports.calculateMarginUSDCRequiredForTrade = exports.calculatePerpLiabilityValue = exports.calculateWorstCasePerpLiabilityValue = exports.calculateWorstCaseBaseAssetAmount = exports.calculateBaseAssetValueWithOracle = exports.calculateOraclePriceForPerpMargin = exports.calculateSizeDiscountAssetWeight = exports.calculateSizePremiumLiabilityWeight = void 0;
+exports.calculateCollateralDepositRequiredForTrade = exports.calculateMarginUSDCRequiredForTrade = exports.calculatePerpLiabilityValue = exports.calculateWorstCasePerpLiabilityValue = exports.calculateWorstCaseBaseAssetAmount = exports.calculateBaseAssetValueWithOracle = exports.calculateSizeDiscountAssetWeight = exports.calculateSizePremiumLiabilityWeight = void 0;
 /**
  * Margin calculation helpers — TypeScript mirror of `programs/velocity/src/math/margin.rs`.
  * Computes initial/maintenance margin requirements, free collateral, and account health.
@@ -11,8 +11,6 @@ const numericConstants_1 = require("../constants/numericConstants");
 const anchor_1 = require("../isomorphic/anchor");
 const market_1 = require("./market");
 const spotBalance_1 = require("./spotBalance");
-const oneShotUserAccountSubscriber_1 = require("../accounts/oneShotUserAccountSubscriber");
-const user_1 = require("../user");
 const types_1 = require("../types");
 const assert_1 = require("../assert/assert");
 function calculateSizePremiumLiabilityWeight(size, // AMM_RESERVE_PRECISION
@@ -55,22 +53,6 @@ imfFactor, assetWeight) {
     return minAssetWeight;
 }
 exports.calculateSizeDiscountAssetWeight = calculateSizeDiscountAssetWeight;
-function calculateOraclePriceForPerpMargin(perpPosition, market, oraclePriceData) {
-    const oraclePriceOffset = anchor_1.BN.min(new anchor_1.BN(market.amm.maxSpread)
-        .mul(oraclePriceData.price)
-        .div(numericConstants_1.BID_ASK_SPREAD_PRECISION), oraclePriceData.confidence.add(new anchor_1.BN(market.amm.baseSpread)
-        .mul(oraclePriceData.price)
-        .div(numericConstants_1.BID_ASK_SPREAD_PRECISION)));
-    let marginPrice;
-    if (perpPosition.baseAssetAmount.gt(numericConstants_1.ZERO)) {
-        marginPrice = oraclePriceData.price.sub(oraclePriceOffset);
-    }
-    else {
-        marginPrice = oraclePriceData.price.add(oraclePriceOffset);
-    }
-    return marginPrice;
-}
-exports.calculateOraclePriceForPerpMargin = calculateOraclePriceForPerpMargin;
 /**
  * This is _not_ the same as liability value as for prediction markets, the liability for the short in prediction market is (1 - oracle price) * base
  * See {@link calculatePerpLiabilityValue} to get the liabiltiy value
@@ -131,7 +113,7 @@ exports.calculatePerpLiabilityValue = calculatePerpLiabilityValue;
  * @returns
  */
 function calculateMarginUSDCRequiredForTrade(velocityClient, targetMarketIndex, baseSize, userMaxMarginRatio, entryPrice) {
-    const targetMarket = velocityClient.getPerpMarketAccount(targetMarketIndex);
+    const targetMarket = velocityClient.getPerpMarketAccountOrThrow(targetMarketIndex);
     const price = entryPrice !== null && entryPrice !== void 0 ? entryPrice : velocityClient.getOracleDataForPerpMarket(targetMarket.marketIndex).price;
     const perpLiabilityValue = calculatePerpLiabilityValue(baseSize, price);
     const marginRequired = new anchor_1.BN((0, market_1.calculateMarketMarginRatio)(targetMarket, baseSize.abs(), 'Initial', userMaxMarginRatio))
@@ -147,7 +129,7 @@ exports.calculateMarginUSDCRequiredForTrade = calculateMarginUSDCRequiredForTrad
  */
 function calculateCollateralDepositRequiredForTrade(velocityClient, targetMarketIndex, baseSize, collateralIndex, userMaxMarginRatio, estEntryPrice) {
     const marginRequiredUsdc = calculateMarginUSDCRequiredForTrade(velocityClient, targetMarketIndex, baseSize, userMaxMarginRatio, estEntryPrice);
-    const collateralMarket = velocityClient.getSpotMarketAccount(collateralIndex);
+    const collateralMarket = velocityClient.getSpotMarketAccountOrThrow(collateralIndex);
     const collateralOracleData = velocityClient.getOracleDataForSpotMarket(collateralIndex);
     const scaledAssetWeight = (0, spotBalance_1.calculateScaledInitialAssetWeight)(collateralMarket, collateralOracleData.price);
     // Base amount required to deposit = (marginRequiredUsdc / priceOfAsset) / assetWeight .. (E.g. $100 required / $10000 price / 0.5 weight)
@@ -162,44 +144,3 @@ function calculateCollateralDepositRequiredForTrade(velocityClient, targetMarket
     return baseAmountRequired;
 }
 exports.calculateCollateralDepositRequiredForTrade = calculateCollateralDepositRequiredForTrade;
-function calculateCollateralValueOfDeposit(velocityClient, collateralIndex, baseSize) {
-    const collateralMarket = velocityClient.getSpotMarketAccount(collateralIndex);
-    const collateralOracleData = velocityClient.getOracleDataForSpotMarket(collateralIndex);
-    const scaledAssetWeight = (0, spotBalance_1.calculateScaledInitialAssetWeight)(collateralMarket, collateralOracleData.price);
-    // CollateralBaseValue = oracle price * collateral base amount (and shift to QUOTE_PRECISION)
-    const collateralBaseValue = collateralOracleData.price
-        .mul(baseSize)
-        .mul(numericConstants_1.QUOTE_PRECISION)
-        .div(numericConstants_1.PRICE_PRECISION)
-        .div(new anchor_1.BN(10).pow(new anchor_1.BN(collateralMarket.decimals)));
-    const depositCollateralValue = collateralBaseValue
-        .mul(scaledAssetWeight)
-        .div(numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION);
-    return depositCollateralValue;
-}
-exports.calculateCollateralValueOfDeposit = calculateCollateralValueOfDeposit;
-function calculateLiquidationPrice(freeCollateral, freeCollateralDelta, oraclePrice) {
-    const liqPriceDelta = freeCollateral
-        .mul(numericConstants_1.QUOTE_PRECISION)
-        .div(freeCollateralDelta);
-    const liqPrice = oraclePrice.sub(liqPriceDelta);
-    if (liqPrice.lt(numericConstants_1.ZERO)) {
-        return new anchor_1.BN(-1);
-    }
-    return liqPrice;
-}
-exports.calculateLiquidationPrice = calculateLiquidationPrice;
-function calculateUserMaxPerpOrderSize(velocityClient, userAccountKey, userAccount, targetMarketIndex, tradeSide) {
-    const userAccountSubscriber = new oneShotUserAccountSubscriber_1.OneShotUserAccountSubscriber(velocityClient.program, userAccountKey, userAccount);
-    const user = new user_1.User({
-        velocityClient,
-        userAccountPublicKey: userAccountKey,
-        accountSubscription: {
-            type: 'custom',
-            userAccountSubscriber: userAccountSubscriber,
-        },
-    });
-    user.isSubscribed = true;
-    return user.getMaxTradeSizeUSDCForPerp(targetMarketIndex, tradeSide);
-}
-exports.calculateUserMaxPerpOrderSize = calculateUserMaxPerpOrderSize;

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

@@ -1,31 +1,28 @@
 /// <reference types="bn.js" />
 import { BN } from '../isomorphic/anchor';
-import { PerpMarketAccount, PositionDirection, MarginCategory, SpotMarketAccount } from '../types';
+import { PerpMarketAccount, MarginCategory, SpotMarketAccount } from '../types';
 import { MMOraclePriceData, OraclePriceData } from '../oracles/types';
-import { DLOB } from '../dlob/DLOB';
 /**
  * Calculates market mark price
  *
  * @param market
  * @return markPrice : Precision PRICE_PRECISION
  */
-export declare function calculateReservePrice(market: PerpMarketAccount, mmOraclePriceData: MMOraclePriceData): BN;
+export declare function calculateReservePrice(market: PerpMarketAccount, mmOraclePriceData?: MMOraclePriceData): BN;
 /**
  * Calculates market bid price
  *
  * @param market
  * @return bidPrice : Precision PRICE_PRECISION
  */
-export declare function calculateBidPrice(market: PerpMarketAccount, mmOraclePriceData: MMOraclePriceData, latestSlot?: BN): BN;
+export declare function calculateBidPrice(market: PerpMarketAccount, mmOraclePriceData?: MMOraclePriceData, latestSlot?: BN): BN;
 /**
  * Calculates market ask price
  *
  * @param market
  * @return askPrice : Precision PRICE_PRECISION
  */
-export declare function calculateAskPrice(market: PerpMarketAccount, mmOraclePriceData: MMOraclePriceData, latestSlot?: BN): BN;
-export declare function calculateNewMarketAfterTrade(baseAssetAmount: BN, direction: PositionDirection, market: PerpMarketAccount): PerpMarketAccount;
-export declare function calculateOracleReserveSpread(market: PerpMarketAccount, mmOraclePriceData: MMOraclePriceData): BN;
+export declare function calculateAskPrice(market: PerpMarketAccount, mmOraclePriceData?: MMOraclePriceData, latestSlot?: BN): BN;
 export declare function calculateOracleSpread(price: BN, oraclePriceData: OraclePriceData): BN;
 export declare function calculateMarketMarginRatio(market: PerpMarketAccount, size: BN, marginCategory: MarginCategory, customMarginRatio?: number): number;
 export declare function calculateUnrealizedAssetWeight(market: PerpMarketAccount, quoteSpotMarket: SpotMarketAccount, unrealizedPnl: BN, marginCategory: MarginCategory, oraclePriceData: Pick<OraclePriceData, 'price'>): BN;
@@ -33,11 +30,6 @@ export declare function calculateMarketAvailablePNL(perpMarket: PerpMarketAccoun
 export declare function calculateMarketMaxAvailableInsurance(perpMarket: PerpMarketAccount, spotMarket: SpotMarketAccount): BN;
 export declare function calculateNetUserPnl(perpMarket: PerpMarketAccount, oraclePriceData: Pick<OraclePriceData, 'price'>): BN;
 export declare function calculateNetUserPnlImbalance(perpMarket: PerpMarketAccount, spotMarket: SpotMarketAccount, oraclePriceData: Pick<OraclePriceData, 'price'>, applyFeePoolDiscount?: boolean): BN;
-export declare function calculateAvailablePerpLiquidity(market: PerpMarketAccount, mmOraclePriceData: MMOraclePriceData, dlob: DLOB, slot: number): {
-    bids: BN;
-    asks: BN;
-};
-export declare function calculatePerpMarketBaseLiquidatorFee(market: PerpMarketAccount): number;
 /**
  * Calculates trigger price for a perp market based on oracle price and current time
  * Implements the same logic as the Rust get_trigger_price function

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

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

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getTriggerPrice = exports.calculatePerpMarketBaseLiquidatorFee = exports.calculateAvailablePerpLiquidity = exports.calculateNetUserPnlImbalance = exports.calculateNetUserPnl = exports.calculateMarketMaxAvailableInsurance = exports.calculateMarketAvailablePNL = exports.calculateUnrealizedAssetWeight = exports.calculateMarketMarginRatio = exports.calculateOracleSpread = exports.calculateOracleReserveSpread = exports.calculateNewMarketAfterTrade = exports.calculateAskPrice = exports.calculateBidPrice = exports.calculateReservePrice = void 0;
+exports.getTriggerPrice = exports.calculateNetUserPnlImbalance = exports.calculateNetUserPnl = exports.calculateMarketMaxAvailableInsurance = exports.calculateMarketAvailablePNL = exports.calculateUnrealizedAssetWeight = exports.calculateMarketMarginRatio = exports.calculateOracleSpread = exports.calculateAskPrice = exports.calculateBidPrice = exports.calculateReservePrice = void 0;
 const anchor_1 = require("../isomorphic/anchor");
 const types_1 = require("../types");
 const amm_1 = require("./amm");
@@ -15,7 +15,7 @@ const assert_1 = require("../assert/assert");
  * @return markPrice : Precision PRICE_PRECISION
  */
 function calculateReservePrice(market, mmOraclePriceData) {
-    const newAmm = (0, amm_1.calculateUpdatedAMM)(market.amm, market.totalExchangeFee, mmOraclePriceData);
+    const newAmm = (0, amm_1.calculateUpdatedAMM)(market.amm, mmOraclePriceData);
     return (0, amm_1.calculatePrice)(newAmm.baseAssetReserve, newAmm.quoteAssetReserve, newAmm.pegMultiplier);
 }
 exports.calculateReservePrice = calculateReservePrice;
@@ -26,7 +26,7 @@ exports.calculateReservePrice = calculateReservePrice;
  * @return bidPrice : Precision PRICE_PRECISION
  */
 function calculateBidPrice(market, mmOraclePriceData, latestSlot) {
-    const { baseAssetReserve, quoteAssetReserve, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, market.marketStats, market.totalExchangeFee, types_1.PositionDirection.SHORT, mmOraclePriceData, latestSlot);
+    const { baseAssetReserve, quoteAssetReserve, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, market.marketStats, types_1.PositionDirection.SHORT, mmOraclePriceData, latestSlot);
     return (0, amm_1.calculatePrice)(baseAssetReserve, quoteAssetReserve, newPeg);
 }
 exports.calculateBidPrice = calculateBidPrice;
@@ -37,25 +37,10 @@ exports.calculateBidPrice = calculateBidPrice;
  * @return askPrice : Precision PRICE_PRECISION
  */
 function calculateAskPrice(market, mmOraclePriceData, latestSlot) {
-    const { baseAssetReserve, quoteAssetReserve, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, market.marketStats, market.totalExchangeFee, types_1.PositionDirection.LONG, mmOraclePriceData, latestSlot);
+    const { baseAssetReserve, quoteAssetReserve, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, market.marketStats, types_1.PositionDirection.LONG, mmOraclePriceData, latestSlot);
     return (0, amm_1.calculatePrice)(baseAssetReserve, quoteAssetReserve, newPeg);
 }
 exports.calculateAskPrice = calculateAskPrice;
-function calculateNewMarketAfterTrade(baseAssetAmount, direction, market) {
-    const [newQuoteAssetReserve, newBaseAssetReserve] = (0, amm_1.calculateAmmReservesAfterSwap)(market.amm, 'base', baseAssetAmount.abs(), (0, amm_1.getSwapDirection)('base', direction));
-    const newAmm = Object.assign({}, market.amm);
-    const newMarket = Object.assign({}, market);
-    newMarket.amm = newAmm;
-    newMarket.amm.quoteAssetReserve = newQuoteAssetReserve;
-    newMarket.amm.baseAssetReserve = newBaseAssetReserve;
-    return newMarket;
-}
-exports.calculateNewMarketAfterTrade = calculateNewMarketAfterTrade;
-function calculateOracleReserveSpread(market, mmOraclePriceData) {
-    const reservePrice = calculateReservePrice(market, mmOraclePriceData);
-    return calculateOracleSpread(reservePrice, mmOraclePriceData);
-}
-exports.calculateOracleReserveSpread = calculateOracleReserveSpread;
 function calculateOracleSpread(price, oraclePriceData) {
     return price.sub(oraclePriceData.price);
 }
@@ -138,25 +123,6 @@ function calculateNetUserPnlImbalance(perpMarket, spotMarket, oraclePriceData, a
     return imbalance;
 }
 exports.calculateNetUserPnlImbalance = calculateNetUserPnlImbalance;
-function calculateAvailablePerpLiquidity(market, mmOraclePriceData, dlob, slot) {
-    let [bids, asks] = (0, amm_1.calculateMarketOpenBidAsk)(market.amm.baseAssetReserve, market.amm.minBaseAssetReserve, market.amm.maxBaseAssetReserve, market.orderStepSize);
-    asks = asks.abs();
-    for (const bid of dlob.getRestingLimitBids(market.marketIndex, slot, types_1.MarketType.PERP, mmOraclePriceData)) {
-        bids = bids.add(bid.order.baseAssetAmount.sub(bid.order.baseAssetAmountFilled));
-    }
-    for (const ask of dlob.getRestingLimitAsks(market.marketIndex, slot, types_1.MarketType.PERP, mmOraclePriceData)) {
-        asks = asks.add(ask.order.baseAssetAmount.sub(ask.order.baseAssetAmountFilled));
-    }
-    return {
-        bids: bids,
-        asks: asks,
-    };
-}
-exports.calculateAvailablePerpLiquidity = calculateAvailablePerpLiquidity;
-function calculatePerpMarketBaseLiquidatorFee(market) {
-    return market.liquidatorFee;
-}
-exports.calculatePerpMarketBaseLiquidatorFee = calculatePerpMarketBaseLiquidatorFee;
 /**
  * Calculates trigger price for a perp market based on oracle price and current time
  * Implements the same logic as the Rust get_trigger_price function
@@ -193,10 +159,10 @@ exports.getTriggerPrice = getTriggerPrice;
  * Implements the same logic as the Rust get_last_funding_basis function
  */
 function getLastFundingBasis(market, oraclePrice, now) {
-    if (market.lastFundingOracleTwap.gt(numericConstants_1.ZERO)) {
+    if (market.marketStats.lastFundingOracleTwap.gt(numericConstants_1.ZERO)) {
         const lastFundingRate = market.lastFundingRate
             .mul(numericConstants_1.PRICE_PRECISION)
-            .div(market.lastFundingOracleTwap)
+            .div(market.marketStats.lastFundingOracleTwap)
             .muln(24);
         const lastFundingRatePreAdj = lastFundingRate.sub(numericConstants_1.FUNDING_RATE_PRECISION.div(new anchor_1.BN(3333)) // FUNDING_RATE_OFFSET_PERCENTAGE
         );

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

@@ -1,6 +1,4 @@
 /// <reference types="bn.js" />
-/// <reference types="node" />
-/// <reference types="node" />
 import { HistoricalOracleData, MarketStats, OracleGuardRails, OracleSource, OracleValidity, PerpMarketAccount } from '../types';
 import { OraclePriceData } from '../oracles/types';
 import { BN } from '../isomorphic/anchor';
@@ -12,7 +10,6 @@ export declare function isOracleTooDivergent(marketStats: MarketStats, oraclePri
 export declare function calculateLiveOracleTwap(histOracleData: HistoricalOracleData, oraclePriceData: OraclePriceData, now: BN, period: BN): BN;
 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 trimVaaSignatures(vaa: Buffer, n?: number): Buffer;
 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,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,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");
@@ -166,19 +166,6 @@ function getNewOracleConfPct(marketStats, 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, 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;
@@ -21,7 +17,6 @@ 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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+{"version":3,"file":"orders.d.ts","sourceRoot":"","sources":["../../../src/math/orders.ts"],"names":[],"mappings":";AAAA,OAAO,EAGN,iBAAiB,EACjB,GAAG,EACH,WAAW,EACX,KAAK,EACL,iBAAiB,EACjB,aAAa,EAEb,YAAY,EACZ,MAAM,UAAU,CAAC;AAOlB,OAAO,EAAE,EAAE,EAAE,MAAM,sBAAsB,CAAC;AAC1C,OAAO,EAAE,iBAAiB,EAAE,eAAe,EAAE,MAAM,kBAAkB,CAAC;AAatE,wBAAgB,0BAA0B,CACzC,eAAe,EAAE,EAAE,EACnB,QAAQ,EAAE,EAAE,GACV,EAAE,CAGJ;AAED,wBAAgB,gBAAgB,CAC/B,KAAK,EAAE,EAAE,EACT,QAAQ,EAAE,EAAE,EACZ,SAAS,EAAE,iBAAiB,GAC1B,EAAE,CAgBJ;AAED,wBAAgB,aAAa,CAAC,CAAC,SAAS,aAAa,EACpD,KAAK,EAAE,KAAK,EACZ,eAAe,EAAE,CAAC,SAAS,MAAM,GAAG,eAAe,GAAG,iBAAiB,EACvE,IAAI,EAAE,MAAM,EACZ,aAAa,CAAC,EAAE,EAAE,GAChB,EAAE,GAAG,SAAS,CAUhB;AAED,wBAAgB,aAAa,CAAC,KAAK,EAAE,KAAK,EAAE,IAAI,EAAE,MAAM,GAAG,OAAO,CAMjE;AAED,wBAAgB,eAAe,CAAC,KAAK,EAAE,KAAK,EAAE,IAAI,EAAE,MAAM,GAAG,OAAO,CAKnE;AAED,wBAAgB,gBAAgB,CAC/B,KAAK,EAAE,KAAK,EACZ,MAAM,EAAE,iBAAiB,EACzB,iBAAiB,EAAE,iBAAiB,EACpC,IAAI,EAAE,MAAM,EACZ,EAAE,EAAE,MAAM,EACV,KAAK,EAAE,YAAY,GACjB,OAAO,CAiBT;AAED,wBAAgB,eAAe,CAC9B,KAAK,EAAE,KAAK,EACZ,iBAAiB,EAAE,iBAAiB,EACpC,aAAa,CAAC,EAAE,OAAO,GACrB,OAAO,CAcT;AAED,wBAAgB,uCAAuC,CACtD,KAAK,EAAE,KAAK,EACZ,MAAM,EAAE,iBAAiB,EACzB,iBAAiB,EAAE,iBAAiB,EACpC,IAAI,EAAE,MAAM,GACV,EAAE,CA8BJ;AAED,wBAAgB,4CAA4C,CAC3D,KAAK,EAAE,KAAK,EACZ,GAAG,EAAE,GAAG,EACR,WAAW,EAAE,WAAW,EACxB,aAAa,EAAE,EAAE,EACjB,aAAa,EAAE,EAAE,EACjB,UAAU,EAAE,EAAE,EACd,iBAAiB,EAAE,iBAAiB,GAClC,EAAE,CA8BJ;AAYD,wBAAgB,cAAc,CAC7B,KAAK,EAAE,KAAK,EACZ,EAAE,EAAE,MAAM,EACV,aAAa,UAAQ,EACrB,aAAa,SAAK,GAChB,OAAO,CAiBT;AAED,wBAAgB,aAAa,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAEnD;AAED,wBAAgB,YAAY,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAElD;AAED,wBAAgB,eAAe,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAErD;AAED,wBAAgB,WAAW,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAKjD;AAED,wBAAgB,mBAAmB,CAAC,KAAK,EAAE,KAAK,EAAE,IAAI,EAAE,MAAM,GAAG,OAAO,CAMvE;AAGD,wBAAgB,gBAAgB,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAEtD;AAGD,wBAAgB,UAAU,CAAC,KAAK,EAAE,KAAK,GAAG,OAAO,CAEhD;AAED,wBAAgB,6BAA6B,CAC5C,KAAK,EAAE,KAAK,EACZ,uBAAuB,EAAE,EAAE,GACzB,EAAE,CAaJ;AAGD;;;;;;;GAOG;AACH,wBAAgB,iCAAiC,CAChD,MAAM,EAAE,EAAE,EACV,SAAS,EAAE,EAAE,EACb,eAAe,EAAE,EAAE,EACnB,MAAM,EAAE,iBAAiB,GACvB,EAAE,GAAG,IAAI,CAqDX"}

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);
@@ -145,7 +77,7 @@ function calculateBaseAssetAmountForAmmToFulfill(order, market, mmOraclePriceDat
     }
     const limitPrice = getLimitPrice(order, mmOraclePriceData, slot);
     let baseAssetAmount;
-    const updatedAMM = (0, amm_1.calculateUpdatedAMM)(market.amm, market.totalExchangeFee, mmOraclePriceData);
+    const updatedAMM = (0, amm_1.calculateUpdatedAMM)(market.amm, mmOraclePriceData);
     if (limitPrice !== undefined) {
         baseAssetAmount = calculateBaseAssetAmountToFillUpToLimitPrice(order, updatedAMM, market.marketStats, market.orderStepSize, market.orderTickSize, limitPrice, mmOraclePriceData);
     }
@@ -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;

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;
 /**

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

@@ -1 +1 @@
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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, market.marketStats, market.totalExchangeFee, directionToClose, mmOraclePriceData, latestSlot);
+            const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, market.marketStats, directionToClose, mmOraclePriceData, latestSlot);
             prepegAmm = {
                 baseAssetReserve,
                 quoteAssetReserve,
@@ -32,7 +32,7 @@ function calculateBaseAssetValue(market, userPosition, mmOraclePriceData, useSpr
             };
         }
         else {
-            prepegAmm = (0, amm_1.calculateUpdatedAMM)(market.amm, market.totalExchangeFee, mmOraclePriceData);
+            prepegAmm = (0, amm_1.calculateUpdatedAMM)(market.amm, mmOraclePriceData);
         }
     }
     else {
@@ -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;
@@ -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

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