@velocity-exchange/sdk 0.4.0 → 0.6.0

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (323) hide show
  1. package/README.md +3 -3
  2. package/lib/browser/adminClient.d.ts +35 -0
  3. package/lib/browser/adminClient.js +65 -0
  4. package/lib/browser/config.js +6 -7
  5. package/lib/browser/constants/numericConstants.d.ts +1 -1
  6. package/lib/browser/constants/numericConstants.js +1 -1
  7. package/lib/browser/decode/user.js +5 -1
  8. package/lib/browser/idl/velocity.d.ts +146 -3
  9. package/lib/browser/idl/velocity.json +147 -4
  10. package/lib/browser/orderSubscriber/OrderSubscriber.js +3 -0
  11. package/lib/browser/pyth/pythLazerSubscriber.js +37 -27
  12. package/lib/browser/types.d.ts +4 -0
  13. package/lib/browser/user.d.ts +15 -0
  14. package/lib/browser/user.js +37 -1
  15. package/lib/browser/velocityClient.d.ts +46 -10
  16. package/lib/browser/velocityClient.js +107 -35
  17. package/lib/node/adminClient.d.ts +35 -0
  18. package/lib/node/adminClient.d.ts.map +1 -1
  19. package/lib/node/adminClient.js +65 -0
  20. package/lib/node/config.d.ts.map +1 -1
  21. package/lib/node/config.js +6 -7
  22. package/lib/node/constants/numericConstants.d.ts +1 -1
  23. package/lib/node/constants/numericConstants.d.ts.map +1 -1
  24. package/lib/node/constants/numericConstants.js +1 -1
  25. package/lib/node/decode/user.d.ts.map +1 -1
  26. package/lib/node/decode/user.js +5 -1
  27. package/lib/node/idl/velocity.d.ts +146 -3
  28. package/lib/node/idl/velocity.d.ts.map +1 -1
  29. package/lib/node/idl/velocity.json +147 -4
  30. package/lib/node/orderSubscriber/OrderSubscriber.d.ts.map +1 -1
  31. package/lib/node/orderSubscriber/OrderSubscriber.js +3 -0
  32. package/lib/node/pyth/pythLazerSubscriber.d.ts.map +1 -1
  33. package/lib/node/pyth/pythLazerSubscriber.js +37 -27
  34. package/lib/node/types.d.ts +4 -0
  35. package/lib/node/types.d.ts.map +1 -1
  36. package/lib/node/user.d.ts +15 -0
  37. package/lib/node/user.d.ts.map +1 -1
  38. package/lib/node/user.js +37 -1
  39. package/lib/node/velocityClient.d.ts +46 -10
  40. package/lib/node/velocityClient.d.ts.map +1 -1
  41. package/lib/node/velocityClient.js +107 -35
  42. package/package.json +7 -3
  43. package/.prettierignore +0 -1
  44. package/CHANGELOG.md +0 -132
  45. package/build-browser.js +0 -58
  46. package/bunfig.toml +0 -3
  47. package/esbuild-shims.js +0 -12
  48. package/scripts/deposit-isolated-positions.ts +0 -110
  49. package/scripts/find-flagged-users.ts +0 -213
  50. package/scripts/grpc-client-test-comparison.ts +0 -372
  51. package/scripts/grpc-multiuser-client-test-comparison.ts +0 -158
  52. package/scripts/postbuild.js +0 -95
  53. package/scripts/single-grpc-client-test.ts +0 -284
  54. package/scripts/withdraw-isolated-positions.ts +0 -174
  55. package/src/accounts/README_WebSocketAccountSubscriberV2.md +0 -95
  56. package/src/accounts/README_WebSocketProgramAccountSubscriberV2.md +0 -135
  57. package/src/accounts/basicUserAccountSubscriber.ts +0 -79
  58. package/src/accounts/basicUserStatsAccountSubscriber.ts +0 -87
  59. package/src/accounts/bulkAccountLoader.ts +0 -358
  60. package/src/accounts/bulkUserStatsSubscription.ts +0 -40
  61. package/src/accounts/bulkUserSubscription.ts +0 -39
  62. package/src/accounts/customizedCadenceBulkAccountLoader.ts +0 -250
  63. package/src/accounts/fetch.ts +0 -200
  64. package/src/accounts/grpcAccountSubscriber.ts +0 -225
  65. package/src/accounts/grpcInsuranceFundStakeAccountSubscriber.ts +0 -73
  66. package/src/accounts/grpcMultiAccountSubscriber.ts +0 -566
  67. package/src/accounts/grpcMultiUserAccountSubscriber.ts +0 -328
  68. package/src/accounts/grpcProgramAccountSubscriber.ts +0 -264
  69. package/src/accounts/grpcUserAccountSubscriber.ts +0 -63
  70. package/src/accounts/grpcUserStatsAccountSubscriber.ts +0 -65
  71. package/src/accounts/grpcVelocityClientAccountSubscriber.ts +0 -257
  72. package/src/accounts/grpcVelocityClientAccountSubscriberV2.ts +0 -941
  73. package/src/accounts/laserProgramAccountSubscriber.ts +0 -266
  74. package/src/accounts/oneShotUserAccountSubscriber.ts +0 -88
  75. package/src/accounts/oneShotUserStatsAccountSubscriber.ts +0 -94
  76. package/src/accounts/pollingInsuranceFundStakeAccountSubscriber.ts +0 -223
  77. package/src/accounts/pollingOracleAccountSubscriber.ts +0 -151
  78. package/src/accounts/pollingTokenAccountSubscriber.ts +0 -147
  79. package/src/accounts/pollingUserAccountSubscriber.ts +0 -198
  80. package/src/accounts/pollingUserStatsAccountSubscriber.ts +0 -180
  81. package/src/accounts/pollingVelocityClientAccountSubscriber.ts +0 -774
  82. package/src/accounts/testBulkAccountLoader.ts +0 -59
  83. package/src/accounts/types.ts +0 -428
  84. package/src/accounts/utils.ts +0 -90
  85. package/src/accounts/webSocketAccountSubscriber.ts +0 -304
  86. package/src/accounts/webSocketAccountSubscriberV2.ts +0 -536
  87. package/src/accounts/webSocketInsuranceFundStakeAccountSubscriber.ts +0 -171
  88. package/src/accounts/webSocketProgramAccountSubscriber.ts +0 -244
  89. package/src/accounts/webSocketProgramAccountSubscriberV2.ts +0 -1048
  90. package/src/accounts/webSocketProgramAccountsSubscriberV2.ts +0 -1042
  91. package/src/accounts/webSocketUserAccountSubscriber.ts +0 -139
  92. package/src/accounts/webSocketUserStatsAccountSubsriber.ts +0 -131
  93. package/src/accounts/webSocketVelocityClientAccountSubscriber.ts +0 -865
  94. package/src/accounts/webSocketVelocityClientAccountSubscriberV2.ts +0 -897
  95. package/src/accounts/websocketProgramUserAccountSubscriber.ts +0 -127
  96. package/src/addresses/marketAddresses.ts +0 -28
  97. package/src/addresses/pda.ts +0 -620
  98. package/src/adminClient.ts +0 -8136
  99. package/src/assert/assert.ts +0 -5
  100. package/src/auctionSubscriber/auctionSubscriber.ts +0 -86
  101. package/src/auctionSubscriber/auctionSubscriberGrpc.ts +0 -99
  102. package/src/auctionSubscriber/index.ts +0 -9
  103. package/src/auctionSubscriber/types.ts +0 -30
  104. package/src/bankrun/bankrunConnection.ts +0 -630
  105. package/src/blockhashSubscriber/BlockhashSubscriber.ts +0 -160
  106. package/src/blockhashSubscriber/index.ts +0 -6
  107. package/src/blockhashSubscriber/types.ts +0 -13
  108. package/src/clock/clockSubscriber.ts +0 -146
  109. package/src/config.ts +0 -312
  110. package/src/constants/index.ts +0 -9
  111. package/src/constants/numericConstants.ts +0 -194
  112. package/src/constants/perpMarkets.ts +0 -127
  113. package/src/constants/spotMarkets.ts +0 -104
  114. package/src/constants/txConstants.ts +0 -2
  115. package/src/constituentMap/constituentMap.ts +0 -305
  116. package/src/constituentMap/pollingConstituentAccountSubscriber.ts +0 -99
  117. package/src/constituentMap/webSocketConstituentAccountSubscriber.ts +0 -121
  118. package/src/core/VelocityCore.ts +0 -606
  119. package/src/core/index.ts +0 -12
  120. package/src/core/instructions/deposit.ts +0 -64
  121. package/src/core/instructions/fill.ts +0 -51
  122. package/src/core/instructions/funding.ts +0 -33
  123. package/src/core/instructions/liquidation.ts +0 -55
  124. package/src/core/instructions/orders.ts +0 -84
  125. package/src/core/instructions/perpOrders.ts +0 -312
  126. package/src/core/instructions/settlement.ts +0 -40
  127. package/src/core/instructions/trigger.ts +0 -41
  128. package/src/core/instructions/withdraw.ts +0 -65
  129. package/src/core/remainingAccounts.ts +0 -320
  130. package/src/core/signedMsg.ts +0 -109
  131. package/src/decode/customCoder.ts +0 -148
  132. package/src/decode/user.ts +0 -401
  133. package/src/dlob/DLOB.ts +0 -2793
  134. package/src/dlob/DLOBNode.ts +0 -305
  135. package/src/dlob/DLOBSubscriber.ts +0 -269
  136. package/src/dlob/NodeList.ts +0 -244
  137. package/src/dlob/orderBookLevels.ts +0 -695
  138. package/src/dlob/types.ts +0 -37
  139. package/src/events/eventList.ts +0 -114
  140. package/src/events/eventSubscriber.ts +0 -521
  141. package/src/events/eventsServerLogProvider.ts +0 -189
  142. package/src/events/fetchLogs.ts +0 -219
  143. package/src/events/parse.ts +0 -271
  144. package/src/events/pollingLogProvider.ts +0 -113
  145. package/src/events/sort.ts +0 -51
  146. package/src/events/txEventCache.ts +0 -92
  147. package/src/events/types.ts +0 -337
  148. package/src/events/webSocketLogProvider.ts +0 -152
  149. package/src/factory/bigNum.ts +0 -709
  150. package/src/factory/oracleClient.ts +0 -73
  151. package/src/idl/pyth.json +0 -142
  152. package/src/idl/pyth.ts +0 -97
  153. package/src/idl/pyth_solana_receiver.json +0 -628
  154. package/src/idl/token_faucet.json +0 -229
  155. package/src/idl/token_faucet.ts +0 -197
  156. package/src/idl/velocity.json +0 -23974
  157. package/src/idl/velocity.ts +0 -23980
  158. package/src/index.ts +0 -150
  159. package/src/indicative-quotes/indicativeQuotesSender.ts +0 -233
  160. package/src/isomorphic/README.md +0 -19
  161. package/src/isomorphic/anchor.browser.ts +0 -44
  162. package/src/isomorphic/anchor.node.ts +0 -1
  163. package/src/isomorphic/anchor.ts +0 -1
  164. package/src/isomorphic/anchor29.browser.ts +0 -24
  165. package/src/isomorphic/anchor29.node.ts +0 -1
  166. package/src/isomorphic/anchor29.ts +0 -1
  167. package/src/isomorphic/grpc.browser.ts +0 -4
  168. package/src/isomorphic/grpc.node.ts +0 -130
  169. package/src/isomorphic/grpc.ts +0 -1
  170. package/src/jupiter/jupiterClient.ts +0 -502
  171. package/src/keypair.ts +0 -32
  172. package/src/margin/README.md +0 -138
  173. package/src/marginCalculation.ts +0 -407
  174. package/src/marinade/idl/idl.json +0 -1962
  175. package/src/marinade/index.ts +0 -73
  176. package/src/marinade/types.ts +0 -3925
  177. package/src/math/amm.ts +0 -1758
  178. package/src/math/auction.ts +0 -480
  179. package/src/math/bankruptcy.ts +0 -138
  180. package/src/math/builder.ts +0 -130
  181. package/src/math/conversion.ts +0 -45
  182. package/src/math/exchangeStatus.ts +0 -261
  183. package/src/math/funding.ts +0 -498
  184. package/src/math/insurance.ts +0 -171
  185. package/src/math/liquidation.ts +0 -433
  186. package/src/math/margin.ts +0 -327
  187. package/src/math/market.ts +0 -487
  188. package/src/math/oracles.ts +0 -477
  189. package/src/math/orders.ts +0 -500
  190. package/src/math/position.ts +0 -381
  191. package/src/math/repeg.ts +0 -223
  192. package/src/math/spotBalance.ts +0 -996
  193. package/src/math/spotMarket.ts +0 -115
  194. package/src/math/spotPosition.ts +0 -263
  195. package/src/math/state.ts +0 -71
  196. package/src/math/superStake.ts +0 -602
  197. package/src/math/tiers.ts +0 -73
  198. package/src/math/trade.ts +0 -879
  199. package/src/math/utils.ts +0 -183
  200. package/src/memcmp.ts +0 -279
  201. package/src/oracles/oracleClientCache.ts +0 -41
  202. package/src/oracles/oracleId.ts +0 -99
  203. package/src/oracles/prelaunchOracleClient.ts +0 -63
  204. package/src/oracles/pythClient.ts +0 -125
  205. package/src/oracles/pythLazerClient.ts +0 -141
  206. package/src/oracles/quoteAssetOracleClient.ts +0 -43
  207. package/src/oracles/strictOraclePrice.ts +0 -40
  208. package/src/oracles/types.ts +0 -82
  209. package/src/oracles/utils.ts +0 -45
  210. package/src/orderParams.ts +0 -117
  211. package/src/orderSubscriber/OrderSubscriber.ts +0 -378
  212. package/src/orderSubscriber/PollingSubscription.ts +0 -50
  213. package/src/orderSubscriber/WebsocketSubscription.ts +0 -137
  214. package/src/orderSubscriber/grpcSubscription.ts +0 -155
  215. package/src/orderSubscriber/index.ts +0 -7
  216. package/src/orderSubscriber/types.ts +0 -64
  217. package/src/priorityFee/averageOverSlotsStrategy.ts +0 -17
  218. package/src/priorityFee/averageStrategy.ts +0 -13
  219. package/src/priorityFee/ewmaStrategy.ts +0 -51
  220. package/src/priorityFee/heliusPriorityFeeMethod.ts +0 -68
  221. package/src/priorityFee/index.ts +0 -16
  222. package/src/priorityFee/maxOverSlotsStrategy.ts +0 -18
  223. package/src/priorityFee/maxStrategy.ts +0 -8
  224. package/src/priorityFee/priorityFeeSubscriber.ts +0 -328
  225. package/src/priorityFee/priorityFeeSubscriberMap.ts +0 -134
  226. package/src/priorityFee/solanaPriorityFeeMethod.ts +0 -46
  227. package/src/priorityFee/types.ts +0 -82
  228. package/src/priorityFee/velocityPriorityFeeMethod.ts +0 -53
  229. package/src/pyth/constants.ts +0 -9
  230. package/src/pyth/index.ts +0 -15
  231. package/src/pyth/pythLazerSubscriber.ts +0 -365
  232. package/src/pyth/types.ts +0 -4451
  233. package/src/pyth/utils.ts +0 -13
  234. package/src/slot/SlotSubscriber.ts +0 -126
  235. package/src/slot/SlothashSubscriber.ts +0 -163
  236. package/src/swap/UnifiedSwapClient.ts +0 -315
  237. package/src/swift/grpcSignedMsgUserAccountSubscriber.ts +0 -81
  238. package/src/swift/index.ts +0 -10
  239. package/src/swift/signedMsgUserAccountSubscriber.ts +0 -251
  240. package/src/swift/swiftOrderSubscriber.ts +0 -351
  241. package/src/testClient.ts +0 -42
  242. package/src/titan/titanClient.ts +0 -438
  243. package/src/token/index.ts +0 -13
  244. package/src/tokenFaucet.ts +0 -296
  245. package/src/tx/baseTxSender.ts +0 -651
  246. package/src/tx/blockhashFetcher/baseBlockhashFetcher.ts +0 -31
  247. package/src/tx/blockhashFetcher/cachedBlockhashFetcher.ts +0 -105
  248. package/src/tx/blockhashFetcher/types.ts +0 -9
  249. package/src/tx/fastSingleTxSender.ts +0 -200
  250. package/src/tx/forwardOnlyTxSender.ts +0 -193
  251. package/src/tx/priorityFeeCalculator.ts +0 -117
  252. package/src/tx/reportTransactionError.ts +0 -176
  253. package/src/tx/retryTxSender.ts +0 -177
  254. package/src/tx/txHandler.ts +0 -1009
  255. package/src/tx/txParamProcessor.ts +0 -225
  256. package/src/tx/types.ts +0 -117
  257. package/src/tx/utils.ts +0 -133
  258. package/src/tx/whileValidTxSender.ts +0 -377
  259. package/src/types.ts +0 -2575
  260. package/src/user.ts +0 -5316
  261. package/src/userConfig.ts +0 -38
  262. package/src/userMap/PollingSubscription.ts +0 -61
  263. package/src/userMap/WebsocketSubscription.ts +0 -93
  264. package/src/userMap/grpcSubscription.ts +0 -93
  265. package/src/userMap/referrerMap.ts +0 -360
  266. package/src/userMap/revenueShareEscrowMap.ts +0 -342
  267. package/src/userMap/userMap.ts +0 -784
  268. package/src/userMap/userMapConfig.ts +0 -82
  269. package/src/userMap/userStatsMap.ts +0 -393
  270. package/src/userName.ts +0 -37
  271. package/src/userStats.ts +0 -159
  272. package/src/userStatsConfig.ts +0 -35
  273. package/src/util/TransactionConfirmationManager.ts +0 -333
  274. package/src/util/chainClock.ts +0 -65
  275. package/src/util/computeUnits.ts +0 -101
  276. package/src/util/digest.ts +0 -33
  277. package/src/util/ed25519Utils.ts +0 -95
  278. package/src/util/promiseTimeout.ts +0 -23
  279. package/src/velocityClient.ts +0 -14802
  280. package/src/velocityClientConfig.ts +0 -119
  281. package/src/wallet.ts +0 -91
  282. package/tests/VelocityCore/builder_escrow.test.ts +0 -121
  283. package/tests/VelocityCore/decode.test.ts +0 -16
  284. package/tests/VelocityCore/fill_trigger.test.ts +0 -73
  285. package/tests/VelocityCore/instructions.test.ts +0 -46
  286. package/tests/VelocityCore/pdas.test.ts +0 -30
  287. package/tests/VelocityCore/perp_orders.test.ts +0 -205
  288. package/tests/VelocityCore/remainingAccounts.test.ts +0 -72
  289. package/tests/VelocityCore/settlement_liquidation.test.ts +0 -69
  290. package/tests/accounts/customizedCadenceBulkAccountLoader.test.ts +0 -211
  291. package/tests/amm/test.ts +0 -2402
  292. package/tests/auctions/test.ts +0 -81
  293. package/tests/bn/test.ts +0 -355
  294. package/tests/builder/builderFee.test.ts +0 -42
  295. package/tests/ci/verifyConstants.ts +0 -393
  296. package/tests/decode/test.ts +0 -262
  297. package/tests/decode/userAccountBufferStrings.ts +0 -102
  298. package/tests/dlob/helpers.ts +0 -748
  299. package/tests/dlob/test.ts +0 -6969
  300. package/tests/dlob/tickSizeStandardization.ts +0 -545
  301. package/tests/events/parseLogsForCuUsage.ts +0 -139
  302. package/tests/exchangeStatus/test.ts +0 -45
  303. package/tests/insurance/test.ts +0 -40
  304. package/tests/liquidation/test.ts +0 -125
  305. package/tests/oracles/mmOracleGate.test.ts +0 -379
  306. package/tests/oracles/pythPegSnap.test.ts +0 -76
  307. package/tests/sdkParity/enumParity.test.ts +0 -84
  308. package/tests/sdkParity/marginCategoryFill.test.ts +0 -143
  309. package/tests/sdkParity/memcmpOffsets.test.ts +0 -139
  310. package/tests/spot/test.ts +0 -281
  311. package/tests/tx/TransactionConfirmationManager.test.ts +0 -312
  312. package/tests/tx/cachedBlockhashFetcher.test.ts +0 -96
  313. package/tests/tx/priorityFeeCalculator.ts +0 -77
  314. package/tests/tx/priorityFeeStrategy.ts +0 -95
  315. package/tests/user/bankruptcy.ts +0 -165
  316. package/tests/user/feeAndWithdrawLimits.ts +0 -284
  317. package/tests/user/getMarginCalculation.ts +0 -586
  318. package/tests/user/helpers.ts +0 -184
  319. package/tests/user/liquidations.ts +0 -129
  320. package/tests/user/marginCalculations.test.ts +0 -321
  321. package/tests/user/test.ts +0 -833
  322. package/tsconfig.browser.json +0 -18
  323. package/tsconfig.json +0 -36
@@ -1,84 +0,0 @@
1
- import velocityIDL from '../../src/idl/velocity.json';
2
- import {
3
- OracleSource,
4
- ContractType,
5
- PerpOperation,
6
- OrderBitFlag,
7
- } from '../../src';
8
- import { assert } from 'chai';
9
-
10
- type IdlEnumVariant = { name: string };
11
- type IdlEnumType = {
12
- name: string;
13
- type: { kind: 'enum'; variants: IdlEnumVariant[] };
14
- };
15
-
16
- function idlVariantNames(typeName: string): string[] {
17
- const idlType = (velocityIDL as { types: IdlEnumType[] }).types.find(
18
- (t) => t.name === typeName
19
- );
20
- if (!idlType) {
21
- throw new Error(`IDL type '${typeName}' not found`);
22
- }
23
- return idlType.type.variants.map((v) => v.name);
24
- }
25
-
26
- // Anchor's TS coder lowercases the first letter of a PascalCase Rust variant
27
- // name (e.g. `DeprecatedSwitchboard` -> `deprecatedSwitchboard`).
28
- function toCamelCase(pascalCase: string): string {
29
- return pascalCase.charAt(0).toLowerCase() + pascalCase.slice(1);
30
- }
31
-
32
- function variantKeysOf(values: unknown[]): string[] {
33
- return values.map((v) => Object.keys(v as Record<string, unknown>)[0]);
34
- }
35
-
36
- describe('SDK enum parity with IDL', () => {
37
- it('OracleSource variant keys match every IDL variant, including the deprecated switchboard renames', () => {
38
- const expectedKeys = idlVariantNames('OracleSource').map(toCamelCase);
39
- const sdkKeys = variantKeysOf(Object.values(OracleSource));
40
-
41
- for (const expected of expectedKeys) {
42
- assert.include(
43
- sdkKeys,
44
- expected,
45
- `OracleSource is missing IDL variant '${expected}'`
46
- );
47
- }
48
-
49
- // The program renamed these discriminants; the SDK must key on the new
50
- // names, or decode throws 'Invalid oracle source' for any market still
51
- // wired to a switchboard oracle.
52
- assert.notInclude(sdkKeys, 'switchboard');
53
- assert.notInclude(sdkKeys, 'switchboardOnDemand');
54
- assert.include(sdkKeys, 'deprecatedSwitchboard');
55
- assert.include(sdkKeys, 'deprecatedSwitchboardOnDemand');
56
- });
57
-
58
- it('ContractType variant keys match the IDL exactly', () => {
59
- const expectedKeys = idlVariantNames('ContractType').map(toCamelCase);
60
- const sdkKeys = variantKeysOf(Object.values(ContractType));
61
-
62
- assert.sameMembers(sdkKeys, expectedKeys);
63
- });
64
-
65
- it('PerpOperation bit flags match the on-chain 8-bit layout', () => {
66
- assert.equal(PerpOperation.UPDATE_FUNDING, 1);
67
- assert.equal(PerpOperation.AMM_FILL, 2);
68
- assert.equal(PerpOperation.FILL, 4);
69
- assert.equal(PerpOperation.SETTLE_PNL, 8);
70
- assert.equal(PerpOperation.SETTLE_PNL_WITH_POSITION, 16);
71
- assert.equal(PerpOperation.LIQUIDATION, 32);
72
- assert.equal(PerpOperation.AMM_IMMEDIATE_FILL, 64);
73
- assert.equal(PerpOperation.SETTLE_REV_POOL, 128);
74
- });
75
-
76
- it('OrderBitFlag values match the on-chain 6-bit layout', () => {
77
- assert.equal(OrderBitFlag.SignedMessage, 1);
78
- assert.equal(OrderBitFlag.OracleTriggerMarket, 2);
79
- assert.equal(OrderBitFlag.SafeTriggerOrder, 4);
80
- assert.equal(OrderBitFlag.NewTriggerReduceOnly, 8);
81
- assert.equal(OrderBitFlag.HasBuilder, 16);
82
- assert.equal(OrderBitFlag.IsIsolatedPosition, 32);
83
- });
84
- });
@@ -1,143 +0,0 @@
1
- import * as _ from 'lodash';
2
- import {
3
- BN,
4
- ZERO,
5
- PRICE_PRECISION,
6
- calculateMarketMarginRatio,
7
- calculateUnrealizedAssetWeight,
8
- calculateAssetWeight,
9
- calculateLiabilityWeight,
10
- } from '../../src';
11
- import { mockPerpMarkets, mockSpotMarkets } from '../dlob/helpers';
12
- import { assert } from '../../src/assert/assert';
13
-
14
- // The MarginCategory type declares 'Fill', but calculateMarketMarginRatio used to
15
- // throw on it and calculateUnrealizedAssetWeight returned undefined. Both now mirror
16
- // PerpMarket::get_margin_ratio / get_unrealized_asset_weight (perp_market.rs).
17
- describe("MarginCategory 'Fill' parity", () => {
18
- it('calculateMarketMarginRatio uses (initial + maintenance) / 2 for Fill', () => {
19
- const market = _.cloneDeep(mockPerpMarkets[0]);
20
- market.marginRatioInitial = 1000;
21
- market.marginRatioMaintenance = 500;
22
- market.imfFactor = 0; // no size premium, so ratio == default
23
-
24
- const initial = calculateMarketMarginRatio(market, ZERO, 'Initial');
25
- const maintenance = calculateMarketMarginRatio(market, ZERO, 'Maintenance');
26
- const fill = calculateMarketMarginRatio(market, ZERO, 'Fill');
27
-
28
- assert(initial === 1000, `expected initial 1000, got ${initial}`);
29
- assert(maintenance === 500, `expected maintenance 500, got ${maintenance}`);
30
- // (1000 + 500) / 2 = 750
31
- assert(fill === 750, `expected fill 750, got ${fill}`);
32
- });
33
-
34
- it('calculateMarketMarginRatio Fill uses integer division (floor)', () => {
35
- const market = _.cloneDeep(mockPerpMarkets[0]);
36
- market.marginRatioInitial = 1001;
37
- market.marginRatioMaintenance = 500;
38
- market.imfFactor = 0;
39
-
40
- // (1001 + 500) / 2 = 750.5 -> floored to 750, matching u32 division
41
- const fill = calculateMarketMarginRatio(market, ZERO, 'Fill');
42
- assert(fill === 750, `expected floored fill 750, got ${fill}`);
43
- });
44
-
45
- it('calculateUnrealizedAssetWeight weights Fill identically to Initial', () => {
46
- const market = _.cloneDeep(mockPerpMarkets[0]);
47
- const quoteSpot = _.cloneDeep(mockSpotMarkets[0]);
48
- market.unrealizedPnlInitialAssetWeight = 8000;
49
- market.unrealizedPnlMaintenanceAssetWeight = 10000;
50
- market.unrealizedPnlMaxImbalance = ZERO; // no imbalance discount
51
- market.unrealizedPnlImfFactor = 0; // no size discount
52
-
53
- const unrealizedPnl = new BN(100).mul(PRICE_PRECISION);
54
- const oraclePriceData = { price: new BN(100).mul(PRICE_PRECISION) };
55
-
56
- const initial = calculateUnrealizedAssetWeight(
57
- market,
58
- quoteSpot,
59
- unrealizedPnl,
60
- 'Initial',
61
- oraclePriceData
62
- );
63
- const fill = calculateUnrealizedAssetWeight(
64
- market,
65
- quoteSpot,
66
- unrealizedPnl,
67
- 'Fill',
68
- oraclePriceData
69
- );
70
- const maintenance = calculateUnrealizedAssetWeight(
71
- market,
72
- quoteSpot,
73
- unrealizedPnl,
74
- 'Maintenance',
75
- oraclePriceData
76
- );
77
-
78
- assert(fill.eq(initial), `expected Fill weight == Initial weight`);
79
- assert(fill.eq(new BN(8000)), `expected Fill weight 8000, got ${fill}`);
80
- assert(
81
- maintenance.eq(new BN(10000)),
82
- `expected Maintenance weight 10000, got ${maintenance}`
83
- );
84
- });
85
-
86
- it('spot calculateAssetWeight Fill = (scaledInitial + maintenance) / 2', () => {
87
- const spotMarket = _.cloneDeep(mockSpotMarkets[0]);
88
- spotMarket.imfFactor = 0; // no size discount
89
- spotMarket.scaleInitialAssetWeightStart = ZERO; // scaledInitial == initial
90
- spotMarket.initialAssetWeight = 8000;
91
- spotMarket.maintenanceAssetWeight = 9000;
92
-
93
- const balance = new BN(1);
94
- const oraclePrice = new BN(100).mul(PRICE_PRECISION);
95
-
96
- const initial = calculateAssetWeight(
97
- balance,
98
- oraclePrice,
99
- spotMarket,
100
- 'Initial'
101
- );
102
- const maintenance = calculateAssetWeight(
103
- balance,
104
- oraclePrice,
105
- spotMarket,
106
- 'Maintenance'
107
- );
108
- const fill = calculateAssetWeight(balance, oraclePrice, spotMarket, 'Fill');
109
-
110
- assert(initial.eq(new BN(8000)), `expected initial 8000, got ${initial}`);
111
- assert(
112
- maintenance.eq(new BN(9000)),
113
- `expected maintenance 9000, got ${maintenance}`
114
- );
115
- // (8000 + 9000) / 2 = 8500
116
- assert(fill.eq(new BN(8500)), `expected fill 8500, got ${fill}`);
117
- });
118
-
119
- it('spot calculateLiabilityWeight Fill = (initial + maintenance) / 2', () => {
120
- const spotMarket = _.cloneDeep(mockSpotMarkets[0]);
121
- spotMarket.imfFactor = 0; // no size premium
122
- spotMarket.initialLiabilityWeight = 12000;
123
- spotMarket.maintenanceLiabilityWeight = 11000;
124
-
125
- const size = new BN(1);
126
-
127
- const initial = calculateLiabilityWeight(size, spotMarket, 'Initial');
128
- const maintenance = calculateLiabilityWeight(
129
- size,
130
- spotMarket,
131
- 'Maintenance'
132
- );
133
- const fill = calculateLiabilityWeight(size, spotMarket, 'Fill');
134
-
135
- assert(initial.eq(new BN(12000)), `expected initial 12000, got ${initial}`);
136
- assert(
137
- maintenance.eq(new BN(11000)),
138
- `expected maintenance 11000, got ${maintenance}`
139
- );
140
- // (12000 + 11000) / 2 = 11500
141
- assert(fill.eq(new BN(11500)), `expected fill 11500, got ${fill}`);
142
- });
143
- });
@@ -1,139 +0,0 @@
1
- import {
2
- getUserStatsIsReferredFilter,
3
- getUserStatsIsReferredOrReferrerFilter,
4
- } from '../../src/memcmp';
5
- import velocityIDL from '../../src/idl/velocity.json';
6
- import { assert } from 'chai';
7
- import bs58 from 'bs58';
8
-
9
- const ANCHOR_DISCRIMINATOR_SIZE = 8;
10
-
11
- type IdlField = { name: string; type: unknown };
12
- type IdlStructType = {
13
- name: string;
14
- type: { kind: 'struct'; fields: IdlField[] };
15
- };
16
-
17
- function findIdlStruct(typeName: string): IdlStructType {
18
- const idlType = (velocityIDL as { types: IdlStructType[] }).types.find(
19
- (t) => t.name === typeName
20
- );
21
- if (!idlType) {
22
- throw new Error(`IDL type '${typeName}' not found`);
23
- }
24
- return idlType;
25
- }
26
-
27
- // Byte size of a single IDL field type. Covers exactly the primitive/defined
28
- // types that appear in `UserStats` ahead of `referrer_status`. Throws on any
29
- // type it doesn't recognize so a future layout change with a new field type
30
- // fails loudly instead of silently computing a wrong offset.
31
- function idlTypeSize(type: unknown): number {
32
- if (typeof type === 'string') {
33
- switch (type) {
34
- case 'pubkey':
35
- return 32;
36
- case 'u64':
37
- case 'i64':
38
- return 8;
39
- case 'u32':
40
- case 'i32':
41
- return 4;
42
- case 'u16':
43
- case 'i16':
44
- return 2;
45
- case 'u8':
46
- case 'i8':
47
- case 'bool':
48
- return 1;
49
- default:
50
- throw new Error(`Unrecognized primitive IDL type '${type}'`);
51
- }
52
- }
53
-
54
- if (type && typeof type === 'object') {
55
- const obj = type as Record<string, unknown>;
56
-
57
- if ('array' in obj) {
58
- const [elemType, len] = obj.array as [unknown, number];
59
- return idlTypeSize(elemType) * len;
60
- }
61
-
62
- if ('defined' in obj) {
63
- const defined = obj.defined as { name: string } | string;
64
- const typeName = typeof defined === 'string' ? defined : defined.name;
65
- const definedStruct = findIdlStruct(typeName);
66
- return definedStruct.type.fields.reduce(
67
- (sum, field) => sum + idlTypeSize(field.type),
68
- 0
69
- );
70
- }
71
- }
72
-
73
- throw new Error(`Unrecognized IDL type shape: ${JSON.stringify(type)}`);
74
- }
75
-
76
- // Computes the byte offset (including the 8-byte Anchor discriminator) of
77
- // `fieldName` within the given IDL struct, by summing the sizes of all
78
- // fields declared before it.
79
- function deriveFieldOffset(structTypeName: string, fieldName: string): number {
80
- const struct = findIdlStruct(structTypeName);
81
- let offset = ANCHOR_DISCRIMINATOR_SIZE;
82
-
83
- for (const field of struct.type.fields) {
84
- if (field.name === fieldName) {
85
- return offset;
86
- }
87
- offset += idlTypeSize(field.type);
88
- }
89
-
90
- throw new Error(
91
- `Field '${fieldName}' not found in IDL type '${structTypeName}'`
92
- );
93
- }
94
-
95
- const REFERRER_STATUS_OFFSET = deriveFieldOffset(
96
- 'UserStats',
97
- 'referrer_status'
98
- );
99
-
100
- // Sanity check: this offset is also asserted as a literal in
101
- // `USER_STATS_REFERRER_STATUS_OFFSET` (packages/sdk/src/memcmp.ts). If the IDL
102
- // ever disagrees with that literal, the `it` blocks below will fail and
103
- // surface the discrepancy rather than silently passing.
104
- const USER_STATS_SIZE = 240; // includes the 8-byte discriminator
105
-
106
- function buildSyntheticUserStatsBuffer(referrerStatus: number): Buffer {
107
- const buffer = Buffer.alloc(USER_STATS_SIZE);
108
- buffer.writeUInt8(referrerStatus, REFERRER_STATUS_OFFSET);
109
- return buffer;
110
- }
111
-
112
- describe('UserStats memcmp offsets', () => {
113
- it('getUserStatsIsReferredFilter targets the IDL-derived referrer_status offset, not the stale 188', () => {
114
- const filter = getUserStatsIsReferredFilter();
115
-
116
- assert.equal(filter.memcmp.offset, REFERRER_STATUS_OFFSET);
117
- assert.notEqual(filter.memcmp.offset, 188);
118
- assert.equal(bs58.decode(filter.memcmp.bytes as string)[0], 2);
119
- });
120
-
121
- it('getUserStatsIsReferredOrReferrerFilter targets the IDL-derived referrer_status offset, not the stale 188', () => {
122
- const filter = getUserStatsIsReferredOrReferrerFilter();
123
-
124
- assert.equal(filter.memcmp.offset, REFERRER_STATUS_OFFSET);
125
- assert.notEqual(filter.memcmp.offset, 188);
126
- assert.equal(bs58.decode(filter.memcmp.bytes as string)[0], 3);
127
- });
128
-
129
- it('a synthetic UserStats buffer with referrer_status=2 (IsReferred) matches only at the corrected offset', () => {
130
- const buffer = buildSyntheticUserStatsBuffer(2);
131
- const filter = getUserStatsIsReferredFilter();
132
- const expectedByte = bs58.decode(filter.memcmp.bytes as string)[0];
133
-
134
- assert.equal(buffer[filter.memcmp.offset as number], expectedByte);
135
- // The old hardcoded offset (188) lands on a zeroed padding byte, which is
136
- // exactly why the filter previously matched zero accounts.
137
- assert.equal(buffer[188], 0);
138
- });
139
- });
@@ -1,281 +0,0 @@
1
- import {
2
- BN,
3
- ZERO,
4
- calculateSpotMarketBorrowCapacity,
5
- SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
6
- calculateSizePremiumLiabilityWeight,
7
- calculateBorrowRate,
8
- calculateDepositRate,
9
- calculateWithdrawLimit,
10
- getTokenValue,
11
- getStrictTokenValue,
12
- StrictOraclePrice,
13
- } from '../../src';
14
- import { mockSpotMarkets } from '../dlob/helpers';
15
- import * as _ from 'lodash';
16
-
17
- import { assert } from '../../src/assert/assert';
18
-
19
- describe('Spot Tests', () => {
20
- it('size premium via imf factor', () => {
21
- const maintLiabWgt = new BN(1.1 * 1e4);
22
-
23
- const ans0 = calculateSizePremiumLiabilityWeight(
24
- new BN(200000 * 1e9),
25
- ZERO,
26
- maintLiabWgt,
27
- new BN(1e4)
28
- );
29
- assert(ans0.eq(maintLiabWgt));
30
-
31
- const ans = calculateSizePremiumLiabilityWeight(
32
- new BN(200000 * 1e9),
33
- new BN(0.00055 * 1e6),
34
- maintLiabWgt,
35
- new BN(1e4)
36
- );
37
- assert(ans.eq(new BN('11259')));
38
- assert(ans.gt(maintLiabWgt));
39
-
40
- const ans2 = calculateSizePremiumLiabilityWeight(
41
- new BN(10000 * 1e9),
42
- new BN(0.003 * 1e6),
43
- maintLiabWgt,
44
- new BN(1e4)
45
- );
46
- assert(ans2.eq(new BN('11800')));
47
- assert(ans.gt(maintLiabWgt));
48
-
49
- const ans3 = calculateSizePremiumLiabilityWeight(
50
- new BN(100000 * 1e9),
51
- new BN(0.003 * 1e6),
52
- maintLiabWgt,
53
- new BN(1e4)
54
- );
55
- assert(ans3.eq(new BN('18286')));
56
- assert(ans3.gt(maintLiabWgt));
57
- });
58
-
59
- it('base borrow capacity', () => {
60
- const mockSpot = _.cloneDeep(mockSpotMarkets[0]);
61
- mockSpot.maxBorrowRate = 1000000;
62
- mockSpot.optimalBorrowRate = 100000;
63
- mockSpot.optimalUtilization = 700000;
64
-
65
- mockSpot.decimals = 9;
66
- mockSpot.cumulativeDepositInterest =
67
- SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION;
68
- mockSpot.cumulativeBorrowInterest =
69
- SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION;
70
-
71
- const tokenAmount = 100000;
72
- // no borrows
73
- mockSpot.depositBalance = new BN(tokenAmount * 1e9);
74
- mockSpot.borrowBalance = ZERO;
75
-
76
- // todo, should incorp all other spot market constraints?
77
- const { remainingCapacity: aboveMaxAmount } =
78
- calculateSpotMarketBorrowCapacity(mockSpot, new BN(2000000));
79
- assert(aboveMaxAmount.gt(mockSpot.depositBalance));
80
-
81
- const { remainingCapacity: maxAmount } = calculateSpotMarketBorrowCapacity(
82
- mockSpot,
83
- new BN(1000000)
84
- );
85
- assert(maxAmount.eq(mockSpot.depositBalance));
86
-
87
- const { remainingCapacity: optAmount } = calculateSpotMarketBorrowCapacity(
88
- mockSpot,
89
- new BN(100000)
90
- );
91
- const ans = new BN((mockSpot.depositBalance.toNumber() * 7) / 10);
92
- // console.log('optAmount:', optAmount.toNumber(), ans.toNumber());
93
- assert(optAmount.eq(ans));
94
-
95
- const { remainingCapacity: betweenOptMaxAmount } =
96
- calculateSpotMarketBorrowCapacity(mockSpot, new BN(810000));
97
- // console.log('betweenOptMaxAmount:', betweenOptMaxAmount.toNumber());
98
- assert(betweenOptMaxAmount.lt(mockSpot.depositBalance));
99
- assert(betweenOptMaxAmount.gt(ans));
100
- assert(betweenOptMaxAmount.eq(new BN(93666600000000)));
101
-
102
- const { remainingCapacity: belowOptAmount } =
103
- calculateSpotMarketBorrowCapacity(mockSpot, new BN(50000));
104
- // console.log('belowOptAmount:', belowOptAmount.toNumber());
105
- assert(belowOptAmount.eq(ans.div(new BN(2))));
106
-
107
- const { remainingCapacity: belowOptAmount2 } =
108
- calculateSpotMarketBorrowCapacity(mockSpot, new BN(24900));
109
- // console.log('belowOptAmount2:', belowOptAmount2.toNumber());
110
- assert(belowOptAmount2.lt(ans.div(new BN(4))));
111
- assert(belowOptAmount2.eq(new BN('17430000000000')));
112
-
113
- const { remainingCapacity: belowOptAmount3 } =
114
- calculateSpotMarketBorrowCapacity(mockSpot, new BN(1));
115
- // console.log('belowOptAmount3:', belowOptAmount3.toNumber());
116
- assert(belowOptAmount3.eq(new BN('700000000'))); //0.7
117
- });
118
-
119
- it('complex borrow capacity', () => {
120
- const mockSpot = _.cloneDeep(mockSpotMarkets[0]);
121
- mockSpot.maxBorrowRate = 1000000;
122
- mockSpot.optimalBorrowRate = 70000;
123
- mockSpot.optimalUtilization = 700000;
124
-
125
- mockSpot.decimals = 9;
126
- mockSpot.cumulativeDepositInterest = new BN(
127
- 1.0154217042 * SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION.toNumber()
128
- );
129
- mockSpot.cumulativeBorrowInterest = new BN(
130
- 1.0417153549 * SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION.toNumber()
131
- );
132
-
133
- mockSpot.depositBalance = new BN(88522.734106451 * 1e9);
134
- mockSpot.borrowBalance = new BN(7089.91675884 * 1e9);
135
-
136
- // todo, should incorp all other spot market constraints?
137
- const { remainingCapacity: aboveMaxAmount } =
138
- calculateSpotMarketBorrowCapacity(mockSpot, new BN(2000000));
139
- assert(aboveMaxAmount.eq(new BN('111498270939007')));
140
-
141
- const { remainingCapacity: maxAmount } = calculateSpotMarketBorrowCapacity(
142
- mockSpot,
143
- new BN(1000000)
144
- );
145
- assert(maxAmount.eq(new BN('82502230374168')));
146
- // console.log('aboveMaxAmount:', aboveMaxAmount.toNumber(), 'maxAmount:', maxAmount.toNumber());
147
- const { remainingCapacity: optAmount } = calculateSpotMarketBorrowCapacity(
148
- mockSpot,
149
- new BN(70000)
150
- );
151
- // console.log('optAmount:', optAmount.toNumber());
152
- assert(optAmount.eq(new BN('55535858716123'))); // ~ 55535
153
-
154
- const { remainingCapacity: betweenOptMaxAmount } =
155
- calculateSpotMarketBorrowCapacity(mockSpot, new BN(810000));
156
- // console.log('betweenOptMaxAmount:', betweenOptMaxAmount.toNumber());
157
- assert(betweenOptMaxAmount.lt(maxAmount));
158
- assert(betweenOptMaxAmount.eq(new BN(76992910756523)));
159
- assert(betweenOptMaxAmount.gt(optAmount));
160
-
161
- const { remainingCapacity: belowOptAmount } =
162
- calculateSpotMarketBorrowCapacity(mockSpot, new BN(50000));
163
- // console.log('belowOptAmount:', belowOptAmount.toNumber());
164
- assert(belowOptAmount.eq(new BN('37558277610760')));
165
-
166
- const { remainingCapacity: belowOptAmount2 } =
167
- calculateSpotMarketBorrowCapacity(mockSpot, new BN(24900));
168
- // console.log('belowOptAmount2:', belowOptAmount2.toNumber());
169
- assert(belowOptAmount2.eq(new BN('14996413323529')));
170
-
171
- const { remainingCapacity: belowOptAmount3 } =
172
- calculateSpotMarketBorrowCapacity(mockSpot, new BN(4900));
173
- // console.log('belowOptAmount2:', belowOptAmount3.toNumber());
174
- assert(belowOptAmount3.eq(new BN('0')));
175
-
176
- const { remainingCapacity: belowOptAmount4 } =
177
- calculateSpotMarketBorrowCapacity(mockSpot, new BN(1));
178
- // console.log('belowOptAmount3:', belowOptAmount4.toNumber());
179
- assert(belowOptAmount4.eq(new BN('0')));
180
- });
181
-
182
- it('borrow rates', () => {
183
- const mockSpot = _.cloneDeep(mockSpotMarkets[0]);
184
- mockSpot.maxBorrowRate = 1000000;
185
- mockSpot.optimalBorrowRate = 70000;
186
- mockSpot.optimalUtilization = 700000;
187
-
188
- mockSpot.decimals = 9;
189
- mockSpot.cumulativeDepositInterest = new BN(
190
- 1.0154217042 * SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION.toNumber()
191
- );
192
- mockSpot.cumulativeBorrowInterest = new BN(
193
- 1.0417153549 * SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION.toNumber()
194
- );
195
-
196
- mockSpot.depositBalance = new BN(88522.734106451 * 1e9);
197
- mockSpot.borrowBalance = new BN(17089.91675884 * 1e9);
198
-
199
- const noDeltad = calculateDepositRate(mockSpot);
200
- // console.log(noDeltad.toNumber());
201
- assert(noDeltad.eqn(3922));
202
- const noDelta = calculateBorrowRate(mockSpot);
203
- // console.log(noDelta.toNumber());
204
- assert(noDelta.eqn(19805));
205
-
206
- // manually update deposits
207
- mockSpot.depositBalance = new BN((88522.734106451 + 9848.12512736) * 1e9);
208
- const noDeltad2 = calculateDepositRate(mockSpot);
209
- console.log(noDeltad2.toNumber());
210
- assert(noDeltad2.eqn(3176));
211
- const noDelta2 = calculateBorrowRate(mockSpot);
212
- console.log(noDelta2.toNumber());
213
- assert(noDelta2.eqn(17822));
214
-
215
- mockSpot.depositBalance = new BN(88522.734106451 * 1e9);
216
- const addDep1d = calculateDepositRate(mockSpot, new BN(10000 * 1e9));
217
- // console.log(addDep1d.toNumber());
218
- assert(addDep1d.eqn(3176)); // went down
219
- const addDep1 = calculateBorrowRate(mockSpot, new BN(10000 * 1e9));
220
- // console.log(addDep1.toNumber());
221
- assert(addDep1.eqn(17822)); // went down
222
-
223
- const addBord1 = calculateDepositRate(mockSpot, new BN(-1000 * 1e9));
224
- // console.log(addBord1.toNumber());
225
- assert(addBord1.eqn(4375)); // went up
226
- const addBor1 = calculateBorrowRate(mockSpot, new BN(-1000 * 1e9));
227
- // console.log(addBor1.toNumber());
228
- assert(addBor1.eqn(20918)); // went up
229
- });
230
-
231
- function buildWithdrawLimitMarket(poolId: number) {
232
- const mockSpot = _.cloneDeep(mockSpotMarkets[0]);
233
- mockSpot.decimals = 9;
234
- mockSpot.cumulativeDepositInterest = new BN(10).pow(new BN(10));
235
- mockSpot.cumulativeBorrowInterest = new BN(10).pow(new BN(10));
236
- mockSpot.depositBalance = new BN(100000);
237
- mockSpot.borrowBalance = new BN(10000);
238
- mockSpot.depositTokenTwap = new BN(70000);
239
- mockSpot.borrowTokenTwap = new BN(10000);
240
- mockSpot.lastTwapTs = new BN(0);
241
- mockSpot.optimalUtilization = 900000;
242
- mockSpot.utilizationTwap = new BN(0);
243
- mockSpot.withdrawGuardThreshold = new BN(0);
244
- mockSpot.maxTokenBorrowsFraction = 0;
245
- mockSpot.poolId = poolId;
246
- return mockSpot;
247
- }
248
-
249
- it('withdraw limit (main pool) uses lesserDepositAmount with /3, /5, /14', () => {
250
- // depositTokenTwapLive works out to 85000 (< the 100000 raw deposit
251
- // amount), so this pins both the divisors and that the twap-min'd
252
- // amount -- not the raw deposit amount -- feeds the first max() term
253
- const mockSpot = buildWithdrawLimitMarket(0);
254
- const now = new BN(43200); // half of the 24h twap window since lastTwapTs
255
-
256
- const result = calculateWithdrawLimit(mockSpot, now);
257
- assert(result.maxBorrowAmount.eq(new BN(28333)));
258
- assert(result.borrowLimit.eq(new BN(18333)));
259
- });
260
-
261
- it('withdraw limit (isolated pool) uses lesserDepositAmount with /2, /3, /20', () => {
262
- const mockSpot = buildWithdrawLimitMarket(1);
263
- const now = new BN(43200);
264
-
265
- const result = calculateWithdrawLimit(mockSpot, now);
266
- assert(result.maxBorrowAmount.eq(new BN(42500)));
267
- assert(result.borrowLimit.eq(new BN(32500)));
268
- });
269
-
270
- it('getTokenValue floors (rounds toward -infinity) for a negative product', () => {
271
- // -3 * 5 = -15; -15/10 truncates to -1 but floors to -2
272
- const value = getTokenValue(new BN(-3), 1, { price: new BN(5) });
273
- assert(value.eq(new BN(-2)));
274
- });
275
-
276
- it('getStrictTokenValue floors (rounds toward -infinity) for a negative product', () => {
277
- const strictPrice = new StrictOraclePrice(new BN(5), new BN(5));
278
- const value = getStrictTokenValue(new BN(-3), 1, strictPrice);
279
- assert(value.eq(new BN(-2)));
280
- });
281
- });