@velocity-exchange/sdk 0.3.0 → 0.6.0

package/tests/auctions/test.ts

@@ -1,81 +0,0 @@
-import {
-	PRICE_PRECISION,
-	BN,
-	deriveOracleAuctionParams,
-	PositionDirection,
-} from '../../src';
-import { assert } from 'chai';
-
-describe('Auction Tests', () => {
-	it('deriveOracleAuctionParams', async () => {
-		let oraclePrice = new BN(100).mul(PRICE_PRECISION);
-		let auctionStartPrice = new BN(90).mul(PRICE_PRECISION);
-		let auctionEndPrice = new BN(110).mul(PRICE_PRECISION);
-		let limitPrice = new BN(120).mul(PRICE_PRECISION);
-
-		let oracleOrderParams = deriveOracleAuctionParams({
-			direction: PositionDirection.LONG,
-			oraclePrice,
-			auctionStartPrice,
-			auctionEndPrice,
-			limitPrice,
-		});
-
-		assert(
-			oracleOrderParams.auctionStartPrice.eq(new BN(-10).mul(PRICE_PRECISION))
-		);
-		assert(
-			oracleOrderParams.auctionEndPrice.eq(new BN(10).mul(PRICE_PRECISION))
-		);
-		assert(
-			oracleOrderParams.oraclePriceOffset.eq(new BN(20).mul(PRICE_PRECISION))
-		);
-
-		oracleOrderParams = deriveOracleAuctionParams({
-			direction: PositionDirection.LONG,
-			oraclePrice,
-			auctionStartPrice: oraclePrice,
-			auctionEndPrice: oraclePrice,
-			limitPrice: oraclePrice,
-		});
-
-		assert(oracleOrderParams.auctionStartPrice.eq(new BN(0)));
-		assert(oracleOrderParams.auctionEndPrice.eq(new BN(0)));
-		assert(oracleOrderParams.oraclePriceOffset.eq(new BN(1)));
-
-		oraclePrice = new BN(100).mul(PRICE_PRECISION);
-		auctionStartPrice = new BN(110).mul(PRICE_PRECISION);
-		auctionEndPrice = new BN(90).mul(PRICE_PRECISION);
-		limitPrice = new BN(80).mul(PRICE_PRECISION);
-
-		oracleOrderParams = deriveOracleAuctionParams({
-			direction: PositionDirection.SHORT,
-			oraclePrice,
-			auctionStartPrice,
-			auctionEndPrice,
-			limitPrice,
-		});
-
-		assert(
-			oracleOrderParams.auctionStartPrice.eq(new BN(10).mul(PRICE_PRECISION))
-		);
-		assert(
-			oracleOrderParams.auctionEndPrice.eq(new BN(-10).mul(PRICE_PRECISION))
-		);
-		assert(
-			oracleOrderParams.oraclePriceOffset.eq(new BN(-20).mul(PRICE_PRECISION))
-		);
-
-		oracleOrderParams = deriveOracleAuctionParams({
-			direction: PositionDirection.SHORT,
-			oraclePrice,
-			auctionStartPrice: oraclePrice,
-			auctionEndPrice: oraclePrice,
-			limitPrice: oraclePrice,
-		});
-
-		assert(oracleOrderParams.auctionStartPrice.eq(new BN(0)));
-		assert(oracleOrderParams.auctionEndPrice.eq(new BN(0)));
-		assert(oracleOrderParams.oraclePriceOffset.eq(new BN(-1)));
-	});
-});

package/tests/bn/test.ts

@@ -1,355 +0,0 @@
-import { expect } from 'chai';
-import { BigNum } from '../../src/factory/bigNum';
-import {
-	AMM_RESERVE_PRECISION_EXP,
-	BASE_PRECISION,
-	BASE_PRECISION_EXP,
-	TEN_THOUSAND,
-} from '../../src/constants/numericConstants';
-import { BN } from '@coral-xyz/anchor';
-import { numberToSafeBN } from '../../src/math/utils';
-
-// if you used the '@types/mocha' method to install mocha type definitions, uncomment the following line
-// import 'mocha';
-
-const bn = (value: number, precision: number) =>
-	new BigNum(Math.round(value * 10 ** precision), precision);
-const _bnPrice = (value: number) => bn(value, 6); // Price precision (6 decimals)
-const _bnNotional = (value: number) => bn(value, 6); // USDC precision (6 decimals)
-const _bnPercentage = (value: number) => bn(value, 4); // Percentage precision (4 decimals)
-const bnBaseAmount = (value: number) => bn(value, 8); // BTC-like precision (8 decimals)
-
-describe('BigNum Tests', () => {
-	it('basic string representations are correct', () => {
-		const bn = BigNum.from(TEN_THOUSAND);
-		expect(bn.toString()).to.equal('10000');
-		expect(bn.print()).to.equal('10000');
-
-		const bn2 = BigNum.from(TEN_THOUSAND, new BN(4));
-		expect(bn2.toString()).to.equal('10000');
-		expect(bn2.print()).to.equal('1.0000');
-
-		const bn3 = BigNum.from(new BN('123456789'), new BN(4));
-		expect(bn3.toString()).to.equal('123456789');
-		expect(bn3.print()).to.equal('12345.6789');
-	});
-
-	it('can do basic maths correctly', () => {
-		const val1 = BigNum.from(10 ** 4, 2).mul(BigNum.from(123456));
-
-		expect(val1.toString()).to.equal('1234560000');
-
-		// should trim one point of precision off
-		const val2 = val1.div(BigNum.from(10 ** 5));
-
-		expect(val2.toString()).to.equal('12345');
-		expect(val2.print()).to.equal('123.45');
-
-		// Trying to represent a 33.33333333% figure to precision 4
-		const baseNumberPrecision = 10;
-		const adjustmentPrecision = 4;
-
-		const currentNumber = 400 * 10 ** baseNumberPrecision;
-		const comparisonNumber = 300 * 10 ** baseNumberPrecision;
-
-		const val3 = BigNum.from(currentNumber, baseNumberPrecision)
-			.sub(BigNum.from(comparisonNumber, baseNumberPrecision))
-			.mul(BigNum.from(10 ** adjustmentPrecision, adjustmentPrecision))
-			.mul(BigNum.from(100))
-			.div(BigNum.from(comparisonNumber, baseNumberPrecision))
-			.abs();
-
-		expect(val3.toString()).to.equal('333333');
-		expect(val3.print()).to.equal('33.3333');
-	});
-
-	it('can shift numbers correctly', () => {
-		const val1 = BigNum.from(new BN(`319657850313098510000000000`), 23).shift(
-			new BN(-10)
-		);
-
-		expect(val1.toString()).to.equal(`31965785031309851`);
-		expect(val1.print()).to.equal(`3196.5785031309851`);
-	});
-
-	it('can print numbers correctly', () => {
-		// Case 1
-		const val = BigNum.from(123456789, 5);
-
-		expect(val.toString()).to.equal('123456789');
-
-		expect(val.print()).to.equal('1234.56789');
-
-		expect(val.toNum().toFixed(3)).to.equal('1234.568');
-		expect(val.toPrecision(1)).to.equal('1e3');
-		expect(val.toPrecision(3)).to.equal('123e1');
-		expect(val.toPrecision(4)).to.equal('1234');
-		expect(val.toPrecision(5)).to.equal('1234.5');
-		expect(val.toPrecision(11)).to.equal('1234.5678900');
-
-		expect(BigNum.from('1234').toPrecision(5)).to.equal('1234.0');
-
-		// Case 2
-		const val2 = BigNum.from(1, 5);
-
-		expect(val2.toString()).to.equal('1');
-
-		expect(val2.print()).to.equal('0.00001');
-
-		// Case 3
-		const val3 = BigNum.from(101003, 5);
-
-		expect(val3.toString()).to.equal('101003');
-
-		expect(val3.print()).to.equal('1.01003');
-		expect(val3.toPrecision(7)).to.equal('1.010030');
-
-		// Case 4
-		const rawQuoteValue = 1;
-		const entryPriceNum = 40;
-		const val4 = BigNum.from(rawQuoteValue * 10 ** 8)
-			.shift(AMM_RESERVE_PRECISION_EXP)
-			.div(BigNum.from(entryPriceNum * 10 ** 8));
-
-		expect(val4.toString()).to.equal('25000000');
-		expect(val4.print()).to.equal('0.025000000');
-		expect(val4.toNum().toFixed(3)).to.equal('0.025');
-		expect(val4.toPrecision(4)).to.equal('0.025');
-
-		expect(bnBaseAmount(0.001234).toPrecision(4)).to.equal('0.001234');
-
-		expect(bnBaseAmount(0.001004).toPrecision(4)).to.equal('0.001004');
-
-		expect(bnBaseAmount(0.001).toPrecision(4)).to.equal('0.001');
-
-		// Case 5
-		expect(BigNum.fromPrint('1').toMillified()).to.equal('1.00');
-		expect(BigNum.fromPrint('12').toMillified()).to.equal('12.0');
-		expect(BigNum.fromPrint('123').toMillified()).to.equal('123');
-		expect(BigNum.fromPrint('1234').toMillified()).to.equal('1.23K');
-		expect(BigNum.fromPrint('12345').toMillified()).to.equal('12.3K');
-		expect(BigNum.fromPrint('123456').toMillified()).to.equal('123K');
-		expect(BigNum.fromPrint('1234567').toMillified()).to.equal('1.23M');
-		expect(BigNum.fromPrint('12345678').toMillified()).to.equal('12.3M');
-		expect(BigNum.fromPrint('123456789').toMillified()).to.equal('123M');
-
-		expect(BigNum.fromPrint('1').toMillified(5)).to.equal('1.0000');
-		expect(BigNum.fromPrint('12').toMillified(5)).to.equal('12.000');
-		expect(BigNum.fromPrint('123').toMillified(5)).to.equal('123.00');
-		expect(BigNum.fromPrint('1234').toMillified(5)).to.equal('1234.0');
-		expect(BigNum.fromPrint('12345').toMillified(5)).to.equal('12345');
-		expect(BigNum.fromPrint('123456').toMillified(5)).to.equal('123.45K');
-		expect(BigNum.fromPrint('1234567').toMillified(5)).to.equal('1.2345M');
-		expect(BigNum.fromPrint('12345678').toMillified(5)).to.equal('12.345M');
-		expect(BigNum.fromPrint('123456789').toMillified(5)).to.equal('123.45M');
-
-		expect(BigNum.fromPrint('-1').toMillified(5)).to.equal('-1.0000');
-		expect(BigNum.fromPrint('-12').toMillified(5)).to.equal('-12.000');
-		expect(BigNum.fromPrint('-123').toMillified(5)).to.equal('-123.00');
-		expect(BigNum.fromPrint('-1234').toMillified(5)).to.equal('-1234.0');
-		expect(BigNum.fromPrint('-12345').toMillified(5)).to.equal('-12345');
-		expect(BigNum.fromPrint('-123456').toMillified(5)).to.equal('-123.45K');
-		expect(BigNum.fromPrint('-1234567').toMillified(5)).to.equal('-1.2345M');
-		expect(BigNum.fromPrint('-12345678').toMillified(5)).to.equal('-12.345M');
-		expect(BigNum.fromPrint('-123456789').toMillified(5)).to.equal('-123.45M');
-
-		expect(BigNum.from(-95, 2).print()).to.equal('-0.95');
-
-		// Case 6 strange numbers
-		expect(BigNum.from('-100', 2).print()).to.equal('-1.00');
-		expect(BigNum.from('-8402189', 13).print()).to.equal('-0.0000008402189');
-		expect(BigNum.from('-10000000000000', 13).print()).to.equal(
-			'-1.0000000000000'
-		);
-		expect(BigNum.from('-100', 6).print()).to.equal('-0.000100');
-
-		// Case 7: really large numbers + switching between scientific/financial
-		expect(BigNum.fromPrint('123000000000').toMillified(3)).to.equal('123B');
-		expect(
-			BigNum.fromPrint('123000000000').toMillified(3, undefined, 'scientific')
-		).to.equal('123G'); // (G = Giga)
-		expect(BigNum.fromPrint('123000000000000').toMillified(3)).to.equal('123T');
-		expect(
-			BigNum.fromPrint('123000000000000').toMillified(
-				3,
-				undefined,
-				'scientific'
-			)
-		).to.equal('123T'); // (T = Tera)
-		expect(BigNum.fromPrint('123000000000000000').toMillified(3)).to.equal(
-			'123Q'
-		);
-		expect(
-			BigNum.fromPrint('123000000000000000').toMillified(
-				3,
-				undefined,
-				'scientific'
-			)
-		).to.equal('123P'); // (P = Peta)
-
-		// TODO : Need to make the appropriate changes for the next line to pass
-		// expect(BigNum.fromPrint('123000000000000000000').toMillified(3)).to.equal('123000Q');
-	});
-
-	it('can initialise from string values correctly', () => {
-		// Case 1
-
-		const baseAmountVal1 = '14.33';
-		const val1 = BigNum.fromPrint(baseAmountVal1, BASE_PRECISION_EXP);
-
-		expect(val1.toString()).to.equal('14330000000');
-		expect(val1.print()).to.equal('14.330000000');
-
-		const baseAmountVal2 = '34.1';
-		const val2 = BigNum.fromPrint(baseAmountVal2, BASE_PRECISION_EXP);
-
-		expect(val2.printShort()).to.equal('34.1');
-	});
-
-	it('is immutable', () => {
-		// Case 1
-		const initVal = BigNum.from(1);
-		const postShift = initVal.shift(new BN(10), true);
-		const postScale = postShift.scale(1, 10 ** 10);
-
-		expect(initVal.toString()).to.equal(postScale.toString());
-		expect(initVal === postShift).to.equal(false);
-		expect(initVal.val === postShift.val).to.equal(false);
-		expect(initVal === postScale).to.equal(false);
-		expect(initVal.val === postScale.val).to.equal(false);
-		expect(postShift === postScale).to.equal(false);
-		expect(postShift.val === postScale.val).to.equal(false);
-
-		const postMul = postScale.mul(new BN(1000));
-		const postDiv = postMul.div(new BN(1000));
-
-		expect(postMul.toString()).to.equal('1000');
-		expect(postDiv.toString()).to.equal('1');
-		expect(postMul === postDiv).to.equal(false);
-		expect(postMul.val === postDiv.val).to.equal(false);
-
-		const postAdd = postDiv.add(BigNum.from(new BN(1000)));
-		const postSub = postAdd.sub(BigNum.from(new BN(1000)));
-
-		expect(postAdd.toString()).to.equal('1001');
-		expect(postSub.toString()).to.equal('1');
-		expect(postAdd === postSub).to.equal(false);
-		expect(postAdd.val === postSub.val).to.equal(false);
-	});
-
-	it('serializes properly', () => {
-		// JSON
-		let val = BigNum.from(new BN('123456'), 3);
-		expect(val.toString()).to.equal('123456');
-		val = val.shift(new BN(3));
-		expect(val.toString()).to.equal('123456000');
-		expect(val.print()).to.equal('123.456000');
-
-		const stringified = JSON.stringify(val);
-
-		expect(stringified).to.equal('{"val":"123456000","precision":"6"}');
-
-		let parsed = BigNum.fromJSON(JSON.parse(stringified));
-		expect(parsed.toString()).to.equal('123456000');
-		expect(parsed.print()).to.equal('123.456000');
-
-		parsed = parsed.shift(new BN(3));
-		expect(parsed.toString()).to.equal('123456000000');
-		expect(parsed.print()).to.equal('123.456000000');
-	});
-
-	it('can convert to a percentage', () => {
-		// JSON
-		const val = BigNum.from(new BN('100000'), 3);
-		const val2 = BigNum.from(new BN('200000'), 3);
-		const val3 = BigNum.from(new BN('66666'), 3);
-		const val4 = BigNum.from(new BN('50000'), 3);
-		const val5 = BigNum.from(new BN('700000'), 3);
-
-		expect(val.toPercentage(val2, 3)).to.equal('50.0');
-		expect(val.toPercentage(val2, 4)).to.equal('50.00');
-		expect(val3.toPercentage(val2, 4)).to.equal('33.33');
-		expect(val4.toPercentage(val2, 4)).to.equal('25.00');
-		expect(val.toPercentage(val5, 6)).to.equal('14.2857');
-	});
-
-	it('can print without unnecessary trailing zeroes', () => {
-		const rawQuoteValue = 1;
-		const entryPriceNum = 40;
-		const val = BigNum.from(rawQuoteValue * 10 ** 8)
-			.shift(AMM_RESERVE_PRECISION_EXP)
-			.div(BigNum.from(entryPriceNum * 10 ** 8));
-
-		expect(val.toString()).to.equal('25000000');
-		expect(val.printShort()).to.equal('0.025');
-
-		const val2 = BigNum.from(10000, 4);
-		expect(val2.print()).to.equal('1.0000');
-		expect(val2.printShort()).to.equal('1');
-	});
-
-	it('can pretty print', () => {
-		const val = BigNum.from('123');
-		expect(val.prettyPrint()).to.equal('123');
-
-		const val2 = BigNum.from('1234');
-		expect(val2.prettyPrint()).to.equal('1,234');
-
-		const val3 = BigNum.from('123456');
-		expect(val3.prettyPrint()).to.equal('123,456');
-
-		const val4 = BigNum.from('1234567');
-		expect(val4.prettyPrint()).to.equal('1,234,567');
-
-		const val5 = BigNum.from('12345678');
-		expect(val5.prettyPrint()).to.equal('12,345,678');
-
-		const val6 = BigNum.from('123456', 3);
-		expect(val6.prettyPrint()).to.equal('123.456');
-
-		const val7 = BigNum.from('123456789', 3);
-		expect(val7.prettyPrint()).to.equal('123,456.789');
-
-		const val8 = BigNum.from('1000000000000', 6);
-		expect(val8.prettyPrint()).to.equal('1,000,000');
-
-		const val9 = BigNum.from('1000000000123', 6);
-		expect(val9.prettyPrint()).to.equal('1,000,000.000123');
-
-		const val10 = BigNum.from('100000000000', 6);
-		expect(val10.prettyPrint(true)).to.equal('100,000');
-	});
-
-	it('can round up and down', () => {
-		const val1 = BigNum.from('1234', 1);
-		expect(val1.toRounded(3).toString()).to.equal('1230');
-
-		const val2 = BigNum.from('1236', 1);
-		expect(val2.toRounded(3).toString()).to.equal('1240');
-
-		const val3 = BigNum.from('123456789', 5);
-		expect(val3.toRounded(4).print()).to.equal('1235.00000');
-
-		const val4 = BigNum.from('123456789', 5);
-		expect(val4.toRounded(3).print()).to.equal('1230.00000');
-
-		const val5 = BigNum.from('123000000', 5);
-		expect(val5.toRounded(3).print()).to.equal('1230.00000');
-
-		const val6 = BigNum.from('0', 5);
-		expect(val6.toRounded(3).print()).to.equal('0.00000');
-	});
-
-	it('test numberToSafeBN', async () => {
-		expect(
-			numberToSafeBN(32445073.479281776, BASE_PRECISION).toString()
-		).to.equal(new BN('32445073000000000').toString());
-		expect(
-			// eslint-disable-next-line @typescript-eslint/no-loss-of-precision
-			numberToSafeBN(9999999999111111111, BASE_PRECISION).toString()
-		).to.equal(new BN('9999999999111110000000000000').toString());
-		expect(numberToSafeBN(123, BASE_PRECISION).toString()).to.equal(
-			new BN('123000000000').toString()
-		);
-	});
-});