@velocity-exchange/sdk 0.4.0 → 0.6.1

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 (325) hide show
  1. package/README.md +3 -3
  2. package/lib/browser/adminClient.d.ts +52 -0
  3. package/lib/browser/adminClient.js +97 -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 +191 -15
  9. package/lib/browser/idl/velocity.json +192 -16
  10. package/lib/browser/orderSubscriber/OrderSubscriber.d.ts +1 -0
  11. package/lib/browser/orderSubscriber/OrderSubscriber.js +10 -4
  12. package/lib/browser/pyth/pythLazerSubscriber.js +37 -27
  13. package/lib/browser/types.d.ts +6 -0
  14. package/lib/browser/user.d.ts +20 -3
  15. package/lib/browser/user.js +52 -4
  16. package/lib/browser/velocityClient.d.ts +46 -10
  17. package/lib/browser/velocityClient.js +107 -35
  18. package/lib/node/adminClient.d.ts +52 -0
  19. package/lib/node/adminClient.d.ts.map +1 -1
  20. package/lib/node/adminClient.js +97 -0
  21. package/lib/node/config.d.ts.map +1 -1
  22. package/lib/node/config.js +6 -7
  23. package/lib/node/constants/numericConstants.d.ts +1 -1
  24. package/lib/node/constants/numericConstants.d.ts.map +1 -1
  25. package/lib/node/constants/numericConstants.js +1 -1
  26. package/lib/node/decode/user.d.ts.map +1 -1
  27. package/lib/node/decode/user.js +5 -1
  28. package/lib/node/idl/velocity.d.ts +191 -15
  29. package/lib/node/idl/velocity.d.ts.map +1 -1
  30. package/lib/node/idl/velocity.json +192 -16
  31. package/lib/node/orderSubscriber/OrderSubscriber.d.ts +1 -0
  32. package/lib/node/orderSubscriber/OrderSubscriber.d.ts.map +1 -1
  33. package/lib/node/orderSubscriber/OrderSubscriber.js +10 -4
  34. package/lib/node/pyth/pythLazerSubscriber.d.ts.map +1 -1
  35. package/lib/node/pyth/pythLazerSubscriber.js +37 -27
  36. package/lib/node/types.d.ts +6 -0
  37. package/lib/node/types.d.ts.map +1 -1
  38. package/lib/node/user.d.ts +20 -3
  39. package/lib/node/user.d.ts.map +1 -1
  40. package/lib/node/user.js +52 -4
  41. package/lib/node/velocityClient.d.ts +46 -10
  42. package/lib/node/velocityClient.d.ts.map +1 -1
  43. package/lib/node/velocityClient.js +107 -35
  44. package/package.json +7 -3
  45. package/.prettierignore +0 -1
  46. package/CHANGELOG.md +0 -132
  47. package/build-browser.js +0 -58
  48. package/bunfig.toml +0 -3
  49. package/esbuild-shims.js +0 -12
  50. package/scripts/deposit-isolated-positions.ts +0 -110
  51. package/scripts/find-flagged-users.ts +0 -213
  52. package/scripts/grpc-client-test-comparison.ts +0 -372
  53. package/scripts/grpc-multiuser-client-test-comparison.ts +0 -158
  54. package/scripts/postbuild.js +0 -95
  55. package/scripts/single-grpc-client-test.ts +0 -284
  56. package/scripts/withdraw-isolated-positions.ts +0 -174
  57. package/src/accounts/README_WebSocketAccountSubscriberV2.md +0 -95
  58. package/src/accounts/README_WebSocketProgramAccountSubscriberV2.md +0 -135
  59. package/src/accounts/basicUserAccountSubscriber.ts +0 -79
  60. package/src/accounts/basicUserStatsAccountSubscriber.ts +0 -87
  61. package/src/accounts/bulkAccountLoader.ts +0 -358
  62. package/src/accounts/bulkUserStatsSubscription.ts +0 -40
  63. package/src/accounts/bulkUserSubscription.ts +0 -39
  64. package/src/accounts/customizedCadenceBulkAccountLoader.ts +0 -250
  65. package/src/accounts/fetch.ts +0 -200
  66. package/src/accounts/grpcAccountSubscriber.ts +0 -225
  67. package/src/accounts/grpcInsuranceFundStakeAccountSubscriber.ts +0 -73
  68. package/src/accounts/grpcMultiAccountSubscriber.ts +0 -566
  69. package/src/accounts/grpcMultiUserAccountSubscriber.ts +0 -328
  70. package/src/accounts/grpcProgramAccountSubscriber.ts +0 -264
  71. package/src/accounts/grpcUserAccountSubscriber.ts +0 -63
  72. package/src/accounts/grpcUserStatsAccountSubscriber.ts +0 -65
  73. package/src/accounts/grpcVelocityClientAccountSubscriber.ts +0 -257
  74. package/src/accounts/grpcVelocityClientAccountSubscriberV2.ts +0 -941
  75. package/src/accounts/laserProgramAccountSubscriber.ts +0 -266
  76. package/src/accounts/oneShotUserAccountSubscriber.ts +0 -88
  77. package/src/accounts/oneShotUserStatsAccountSubscriber.ts +0 -94
  78. package/src/accounts/pollingInsuranceFundStakeAccountSubscriber.ts +0 -223
  79. package/src/accounts/pollingOracleAccountSubscriber.ts +0 -151
  80. package/src/accounts/pollingTokenAccountSubscriber.ts +0 -147
  81. package/src/accounts/pollingUserAccountSubscriber.ts +0 -198
  82. package/src/accounts/pollingUserStatsAccountSubscriber.ts +0 -180
  83. package/src/accounts/pollingVelocityClientAccountSubscriber.ts +0 -774
  84. package/src/accounts/testBulkAccountLoader.ts +0 -59
  85. package/src/accounts/types.ts +0 -428
  86. package/src/accounts/utils.ts +0 -90
  87. package/src/accounts/webSocketAccountSubscriber.ts +0 -304
  88. package/src/accounts/webSocketAccountSubscriberV2.ts +0 -536
  89. package/src/accounts/webSocketInsuranceFundStakeAccountSubscriber.ts +0 -171
  90. package/src/accounts/webSocketProgramAccountSubscriber.ts +0 -244
  91. package/src/accounts/webSocketProgramAccountSubscriberV2.ts +0 -1048
  92. package/src/accounts/webSocketProgramAccountsSubscriberV2.ts +0 -1042
  93. package/src/accounts/webSocketUserAccountSubscriber.ts +0 -139
  94. package/src/accounts/webSocketUserStatsAccountSubsriber.ts +0 -131
  95. package/src/accounts/webSocketVelocityClientAccountSubscriber.ts +0 -865
  96. package/src/accounts/webSocketVelocityClientAccountSubscriberV2.ts +0 -897
  97. package/src/accounts/websocketProgramUserAccountSubscriber.ts +0 -127
  98. package/src/addresses/marketAddresses.ts +0 -28
  99. package/src/addresses/pda.ts +0 -620
  100. package/src/adminClient.ts +0 -8136
  101. package/src/assert/assert.ts +0 -5
  102. package/src/auctionSubscriber/auctionSubscriber.ts +0 -86
  103. package/src/auctionSubscriber/auctionSubscriberGrpc.ts +0 -99
  104. package/src/auctionSubscriber/index.ts +0 -9
  105. package/src/auctionSubscriber/types.ts +0 -30
  106. package/src/bankrun/bankrunConnection.ts +0 -630
  107. package/src/blockhashSubscriber/BlockhashSubscriber.ts +0 -160
  108. package/src/blockhashSubscriber/index.ts +0 -6
  109. package/src/blockhashSubscriber/types.ts +0 -13
  110. package/src/clock/clockSubscriber.ts +0 -146
  111. package/src/config.ts +0 -312
  112. package/src/constants/index.ts +0 -9
  113. package/src/constants/numericConstants.ts +0 -194
  114. package/src/constants/perpMarkets.ts +0 -127
  115. package/src/constants/spotMarkets.ts +0 -104
  116. package/src/constants/txConstants.ts +0 -2
  117. package/src/constituentMap/constituentMap.ts +0 -305
  118. package/src/constituentMap/pollingConstituentAccountSubscriber.ts +0 -99
  119. package/src/constituentMap/webSocketConstituentAccountSubscriber.ts +0 -121
  120. package/src/core/VelocityCore.ts +0 -606
  121. package/src/core/index.ts +0 -12
  122. package/src/core/instructions/deposit.ts +0 -64
  123. package/src/core/instructions/fill.ts +0 -51
  124. package/src/core/instructions/funding.ts +0 -33
  125. package/src/core/instructions/liquidation.ts +0 -55
  126. package/src/core/instructions/orders.ts +0 -84
  127. package/src/core/instructions/perpOrders.ts +0 -312
  128. package/src/core/instructions/settlement.ts +0 -40
  129. package/src/core/instructions/trigger.ts +0 -41
  130. package/src/core/instructions/withdraw.ts +0 -65
  131. package/src/core/remainingAccounts.ts +0 -320
  132. package/src/core/signedMsg.ts +0 -109
  133. package/src/decode/customCoder.ts +0 -148
  134. package/src/decode/user.ts +0 -401
  135. package/src/dlob/DLOB.ts +0 -2793
  136. package/src/dlob/DLOBNode.ts +0 -305
  137. package/src/dlob/DLOBSubscriber.ts +0 -269
  138. package/src/dlob/NodeList.ts +0 -244
  139. package/src/dlob/orderBookLevels.ts +0 -695
  140. package/src/dlob/types.ts +0 -37
  141. package/src/events/eventList.ts +0 -114
  142. package/src/events/eventSubscriber.ts +0 -521
  143. package/src/events/eventsServerLogProvider.ts +0 -189
  144. package/src/events/fetchLogs.ts +0 -219
  145. package/src/events/parse.ts +0 -271
  146. package/src/events/pollingLogProvider.ts +0 -113
  147. package/src/events/sort.ts +0 -51
  148. package/src/events/txEventCache.ts +0 -92
  149. package/src/events/types.ts +0 -337
  150. package/src/events/webSocketLogProvider.ts +0 -152
  151. package/src/factory/bigNum.ts +0 -709
  152. package/src/factory/oracleClient.ts +0 -73
  153. package/src/idl/pyth.json +0 -142
  154. package/src/idl/pyth.ts +0 -97
  155. package/src/idl/pyth_solana_receiver.json +0 -628
  156. package/src/idl/token_faucet.json +0 -229
  157. package/src/idl/token_faucet.ts +0 -197
  158. package/src/idl/velocity.json +0 -23974
  159. package/src/idl/velocity.ts +0 -23980
  160. package/src/index.ts +0 -150
  161. package/src/indicative-quotes/indicativeQuotesSender.ts +0 -233
  162. package/src/isomorphic/README.md +0 -19
  163. package/src/isomorphic/anchor.browser.ts +0 -44
  164. package/src/isomorphic/anchor.node.ts +0 -1
  165. package/src/isomorphic/anchor.ts +0 -1
  166. package/src/isomorphic/anchor29.browser.ts +0 -24
  167. package/src/isomorphic/anchor29.node.ts +0 -1
  168. package/src/isomorphic/anchor29.ts +0 -1
  169. package/src/isomorphic/grpc.browser.ts +0 -4
  170. package/src/isomorphic/grpc.node.ts +0 -130
  171. package/src/isomorphic/grpc.ts +0 -1
  172. package/src/jupiter/jupiterClient.ts +0 -502
  173. package/src/keypair.ts +0 -32
  174. package/src/margin/README.md +0 -138
  175. package/src/marginCalculation.ts +0 -407
  176. package/src/marinade/idl/idl.json +0 -1962
  177. package/src/marinade/index.ts +0 -73
  178. package/src/marinade/types.ts +0 -3925
  179. package/src/math/amm.ts +0 -1758
  180. package/src/math/auction.ts +0 -480
  181. package/src/math/bankruptcy.ts +0 -138
  182. package/src/math/builder.ts +0 -130
  183. package/src/math/conversion.ts +0 -45
  184. package/src/math/exchangeStatus.ts +0 -261
  185. package/src/math/funding.ts +0 -498
  186. package/src/math/insurance.ts +0 -171
  187. package/src/math/liquidation.ts +0 -433
  188. package/src/math/margin.ts +0 -327
  189. package/src/math/market.ts +0 -487
  190. package/src/math/oracles.ts +0 -477
  191. package/src/math/orders.ts +0 -500
  192. package/src/math/position.ts +0 -381
  193. package/src/math/repeg.ts +0 -223
  194. package/src/math/spotBalance.ts +0 -996
  195. package/src/math/spotMarket.ts +0 -115
  196. package/src/math/spotPosition.ts +0 -263
  197. package/src/math/state.ts +0 -71
  198. package/src/math/superStake.ts +0 -602
  199. package/src/math/tiers.ts +0 -73
  200. package/src/math/trade.ts +0 -879
  201. package/src/math/utils.ts +0 -183
  202. package/src/memcmp.ts +0 -279
  203. package/src/oracles/oracleClientCache.ts +0 -41
  204. package/src/oracles/oracleId.ts +0 -99
  205. package/src/oracles/prelaunchOracleClient.ts +0 -63
  206. package/src/oracles/pythClient.ts +0 -125
  207. package/src/oracles/pythLazerClient.ts +0 -141
  208. package/src/oracles/quoteAssetOracleClient.ts +0 -43
  209. package/src/oracles/strictOraclePrice.ts +0 -40
  210. package/src/oracles/types.ts +0 -82
  211. package/src/oracles/utils.ts +0 -45
  212. package/src/orderParams.ts +0 -117
  213. package/src/orderSubscriber/OrderSubscriber.ts +0 -378
  214. package/src/orderSubscriber/PollingSubscription.ts +0 -50
  215. package/src/orderSubscriber/WebsocketSubscription.ts +0 -137
  216. package/src/orderSubscriber/grpcSubscription.ts +0 -155
  217. package/src/orderSubscriber/index.ts +0 -7
  218. package/src/orderSubscriber/types.ts +0 -64
  219. package/src/priorityFee/averageOverSlotsStrategy.ts +0 -17
  220. package/src/priorityFee/averageStrategy.ts +0 -13
  221. package/src/priorityFee/ewmaStrategy.ts +0 -51
  222. package/src/priorityFee/heliusPriorityFeeMethod.ts +0 -68
  223. package/src/priorityFee/index.ts +0 -16
  224. package/src/priorityFee/maxOverSlotsStrategy.ts +0 -18
  225. package/src/priorityFee/maxStrategy.ts +0 -8
  226. package/src/priorityFee/priorityFeeSubscriber.ts +0 -328
  227. package/src/priorityFee/priorityFeeSubscriberMap.ts +0 -134
  228. package/src/priorityFee/solanaPriorityFeeMethod.ts +0 -46
  229. package/src/priorityFee/types.ts +0 -82
  230. package/src/priorityFee/velocityPriorityFeeMethod.ts +0 -53
  231. package/src/pyth/constants.ts +0 -9
  232. package/src/pyth/index.ts +0 -15
  233. package/src/pyth/pythLazerSubscriber.ts +0 -365
  234. package/src/pyth/types.ts +0 -4451
  235. package/src/pyth/utils.ts +0 -13
  236. package/src/slot/SlotSubscriber.ts +0 -126
  237. package/src/slot/SlothashSubscriber.ts +0 -163
  238. package/src/swap/UnifiedSwapClient.ts +0 -315
  239. package/src/swift/grpcSignedMsgUserAccountSubscriber.ts +0 -81
  240. package/src/swift/index.ts +0 -10
  241. package/src/swift/signedMsgUserAccountSubscriber.ts +0 -251
  242. package/src/swift/swiftOrderSubscriber.ts +0 -351
  243. package/src/testClient.ts +0 -42
  244. package/src/titan/titanClient.ts +0 -438
  245. package/src/token/index.ts +0 -13
  246. package/src/tokenFaucet.ts +0 -296
  247. package/src/tx/baseTxSender.ts +0 -651
  248. package/src/tx/blockhashFetcher/baseBlockhashFetcher.ts +0 -31
  249. package/src/tx/blockhashFetcher/cachedBlockhashFetcher.ts +0 -105
  250. package/src/tx/blockhashFetcher/types.ts +0 -9
  251. package/src/tx/fastSingleTxSender.ts +0 -200
  252. package/src/tx/forwardOnlyTxSender.ts +0 -193
  253. package/src/tx/priorityFeeCalculator.ts +0 -117
  254. package/src/tx/reportTransactionError.ts +0 -176
  255. package/src/tx/retryTxSender.ts +0 -177
  256. package/src/tx/txHandler.ts +0 -1009
  257. package/src/tx/txParamProcessor.ts +0 -225
  258. package/src/tx/types.ts +0 -117
  259. package/src/tx/utils.ts +0 -133
  260. package/src/tx/whileValidTxSender.ts +0 -377
  261. package/src/types.ts +0 -2575
  262. package/src/user.ts +0 -5316
  263. package/src/userConfig.ts +0 -38
  264. package/src/userMap/PollingSubscription.ts +0 -61
  265. package/src/userMap/WebsocketSubscription.ts +0 -93
  266. package/src/userMap/grpcSubscription.ts +0 -93
  267. package/src/userMap/referrerMap.ts +0 -360
  268. package/src/userMap/revenueShareEscrowMap.ts +0 -342
  269. package/src/userMap/userMap.ts +0 -784
  270. package/src/userMap/userMapConfig.ts +0 -82
  271. package/src/userMap/userStatsMap.ts +0 -393
  272. package/src/userName.ts +0 -37
  273. package/src/userStats.ts +0 -159
  274. package/src/userStatsConfig.ts +0 -35
  275. package/src/util/TransactionConfirmationManager.ts +0 -333
  276. package/src/util/chainClock.ts +0 -65
  277. package/src/util/computeUnits.ts +0 -101
  278. package/src/util/digest.ts +0 -33
  279. package/src/util/ed25519Utils.ts +0 -95
  280. package/src/util/promiseTimeout.ts +0 -23
  281. package/src/velocityClient.ts +0 -14802
  282. package/src/velocityClientConfig.ts +0 -119
  283. package/src/wallet.ts +0 -91
  284. package/tests/VelocityCore/builder_escrow.test.ts +0 -121
  285. package/tests/VelocityCore/decode.test.ts +0 -16
  286. package/tests/VelocityCore/fill_trigger.test.ts +0 -73
  287. package/tests/VelocityCore/instructions.test.ts +0 -46
  288. package/tests/VelocityCore/pdas.test.ts +0 -30
  289. package/tests/VelocityCore/perp_orders.test.ts +0 -205
  290. package/tests/VelocityCore/remainingAccounts.test.ts +0 -72
  291. package/tests/VelocityCore/settlement_liquidation.test.ts +0 -69
  292. package/tests/accounts/customizedCadenceBulkAccountLoader.test.ts +0 -211
  293. package/tests/amm/test.ts +0 -2402
  294. package/tests/auctions/test.ts +0 -81
  295. package/tests/bn/test.ts +0 -355
  296. package/tests/builder/builderFee.test.ts +0 -42
  297. package/tests/ci/verifyConstants.ts +0 -393
  298. package/tests/decode/test.ts +0 -262
  299. package/tests/decode/userAccountBufferStrings.ts +0 -102
  300. package/tests/dlob/helpers.ts +0 -748
  301. package/tests/dlob/test.ts +0 -6969
  302. package/tests/dlob/tickSizeStandardization.ts +0 -545
  303. package/tests/events/parseLogsForCuUsage.ts +0 -139
  304. package/tests/exchangeStatus/test.ts +0 -45
  305. package/tests/insurance/test.ts +0 -40
  306. package/tests/liquidation/test.ts +0 -125
  307. package/tests/oracles/mmOracleGate.test.ts +0 -379
  308. package/tests/oracles/pythPegSnap.test.ts +0 -76
  309. package/tests/sdkParity/enumParity.test.ts +0 -84
  310. package/tests/sdkParity/marginCategoryFill.test.ts +0 -143
  311. package/tests/sdkParity/memcmpOffsets.test.ts +0 -139
  312. package/tests/spot/test.ts +0 -281
  313. package/tests/tx/TransactionConfirmationManager.test.ts +0 -312
  314. package/tests/tx/cachedBlockhashFetcher.test.ts +0 -96
  315. package/tests/tx/priorityFeeCalculator.ts +0 -77
  316. package/tests/tx/priorityFeeStrategy.ts +0 -95
  317. package/tests/user/bankruptcy.ts +0 -165
  318. package/tests/user/feeAndWithdrawLimits.ts +0 -284
  319. package/tests/user/getMarginCalculation.ts +0 -586
  320. package/tests/user/helpers.ts +0 -184
  321. package/tests/user/liquidations.ts +0 -129
  322. package/tests/user/marginCalculations.test.ts +0 -321
  323. package/tests/user/test.ts +0 -833
  324. package/tsconfig.browser.json +0 -18
  325. 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
- });