@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.
- package/README.md +3 -3
- package/lib/browser/adminClient.d.ts +52 -0
- package/lib/browser/adminClient.js +97 -0
- package/lib/browser/config.js +6 -7
- package/lib/browser/constants/numericConstants.d.ts +1 -1
- package/lib/browser/constants/numericConstants.js +1 -1
- package/lib/browser/decode/user.js +5 -1
- package/lib/browser/idl/velocity.d.ts +191 -15
- package/lib/browser/idl/velocity.json +192 -16
- package/lib/browser/orderSubscriber/OrderSubscriber.d.ts +1 -0
- package/lib/browser/orderSubscriber/OrderSubscriber.js +10 -4
- package/lib/browser/pyth/pythLazerSubscriber.js +37 -27
- package/lib/browser/types.d.ts +6 -0
- package/lib/browser/user.d.ts +20 -3
- package/lib/browser/user.js +52 -4
- package/lib/browser/velocityClient.d.ts +46 -10
- package/lib/browser/velocityClient.js +107 -35
- package/lib/node/adminClient.d.ts +52 -0
- package/lib/node/adminClient.d.ts.map +1 -1
- package/lib/node/adminClient.js +97 -0
- package/lib/node/config.d.ts.map +1 -1
- package/lib/node/config.js +6 -7
- package/lib/node/constants/numericConstants.d.ts +1 -1
- package/lib/node/constants/numericConstants.d.ts.map +1 -1
- package/lib/node/constants/numericConstants.js +1 -1
- package/lib/node/decode/user.d.ts.map +1 -1
- package/lib/node/decode/user.js +5 -1
- package/lib/node/idl/velocity.d.ts +191 -15
- package/lib/node/idl/velocity.d.ts.map +1 -1
- package/lib/node/idl/velocity.json +192 -16
- package/lib/node/orderSubscriber/OrderSubscriber.d.ts +1 -0
- package/lib/node/orderSubscriber/OrderSubscriber.d.ts.map +1 -1
- package/lib/node/orderSubscriber/OrderSubscriber.js +10 -4
- package/lib/node/pyth/pythLazerSubscriber.d.ts.map +1 -1
- package/lib/node/pyth/pythLazerSubscriber.js +37 -27
- package/lib/node/types.d.ts +6 -0
- package/lib/node/types.d.ts.map +1 -1
- package/lib/node/user.d.ts +20 -3
- package/lib/node/user.d.ts.map +1 -1
- package/lib/node/user.js +52 -4
- package/lib/node/velocityClient.d.ts +46 -10
- package/lib/node/velocityClient.d.ts.map +1 -1
- package/lib/node/velocityClient.js +107 -35
- package/package.json +7 -3
- package/.prettierignore +0 -1
- package/CHANGELOG.md +0 -132
- package/build-browser.js +0 -58
- package/bunfig.toml +0 -3
- package/esbuild-shims.js +0 -12
- package/scripts/deposit-isolated-positions.ts +0 -110
- package/scripts/find-flagged-users.ts +0 -213
- package/scripts/grpc-client-test-comparison.ts +0 -372
- package/scripts/grpc-multiuser-client-test-comparison.ts +0 -158
- package/scripts/postbuild.js +0 -95
- package/scripts/single-grpc-client-test.ts +0 -284
- package/scripts/withdraw-isolated-positions.ts +0 -174
- package/src/accounts/README_WebSocketAccountSubscriberV2.md +0 -95
- package/src/accounts/README_WebSocketProgramAccountSubscriberV2.md +0 -135
- package/src/accounts/basicUserAccountSubscriber.ts +0 -79
- package/src/accounts/basicUserStatsAccountSubscriber.ts +0 -87
- package/src/accounts/bulkAccountLoader.ts +0 -358
- package/src/accounts/bulkUserStatsSubscription.ts +0 -40
- package/src/accounts/bulkUserSubscription.ts +0 -39
- package/src/accounts/customizedCadenceBulkAccountLoader.ts +0 -250
- package/src/accounts/fetch.ts +0 -200
- package/src/accounts/grpcAccountSubscriber.ts +0 -225
- package/src/accounts/grpcInsuranceFundStakeAccountSubscriber.ts +0 -73
- package/src/accounts/grpcMultiAccountSubscriber.ts +0 -566
- package/src/accounts/grpcMultiUserAccountSubscriber.ts +0 -328
- package/src/accounts/grpcProgramAccountSubscriber.ts +0 -264
- package/src/accounts/grpcUserAccountSubscriber.ts +0 -63
- package/src/accounts/grpcUserStatsAccountSubscriber.ts +0 -65
- package/src/accounts/grpcVelocityClientAccountSubscriber.ts +0 -257
- package/src/accounts/grpcVelocityClientAccountSubscriberV2.ts +0 -941
- package/src/accounts/laserProgramAccountSubscriber.ts +0 -266
- package/src/accounts/oneShotUserAccountSubscriber.ts +0 -88
- package/src/accounts/oneShotUserStatsAccountSubscriber.ts +0 -94
- package/src/accounts/pollingInsuranceFundStakeAccountSubscriber.ts +0 -223
- package/src/accounts/pollingOracleAccountSubscriber.ts +0 -151
- package/src/accounts/pollingTokenAccountSubscriber.ts +0 -147
- package/src/accounts/pollingUserAccountSubscriber.ts +0 -198
- package/src/accounts/pollingUserStatsAccountSubscriber.ts +0 -180
- package/src/accounts/pollingVelocityClientAccountSubscriber.ts +0 -774
- package/src/accounts/testBulkAccountLoader.ts +0 -59
- package/src/accounts/types.ts +0 -428
- package/src/accounts/utils.ts +0 -90
- package/src/accounts/webSocketAccountSubscriber.ts +0 -304
- package/src/accounts/webSocketAccountSubscriberV2.ts +0 -536
- package/src/accounts/webSocketInsuranceFundStakeAccountSubscriber.ts +0 -171
- package/src/accounts/webSocketProgramAccountSubscriber.ts +0 -244
- package/src/accounts/webSocketProgramAccountSubscriberV2.ts +0 -1048
- package/src/accounts/webSocketProgramAccountsSubscriberV2.ts +0 -1042
- package/src/accounts/webSocketUserAccountSubscriber.ts +0 -139
- package/src/accounts/webSocketUserStatsAccountSubsriber.ts +0 -131
- package/src/accounts/webSocketVelocityClientAccountSubscriber.ts +0 -865
- package/src/accounts/webSocketVelocityClientAccountSubscriberV2.ts +0 -897
- package/src/accounts/websocketProgramUserAccountSubscriber.ts +0 -127
- package/src/addresses/marketAddresses.ts +0 -28
- package/src/addresses/pda.ts +0 -620
- package/src/adminClient.ts +0 -8136
- package/src/assert/assert.ts +0 -5
- package/src/auctionSubscriber/auctionSubscriber.ts +0 -86
- package/src/auctionSubscriber/auctionSubscriberGrpc.ts +0 -99
- package/src/auctionSubscriber/index.ts +0 -9
- package/src/auctionSubscriber/types.ts +0 -30
- package/src/bankrun/bankrunConnection.ts +0 -630
- package/src/blockhashSubscriber/BlockhashSubscriber.ts +0 -160
- package/src/blockhashSubscriber/index.ts +0 -6
- package/src/blockhashSubscriber/types.ts +0 -13
- package/src/clock/clockSubscriber.ts +0 -146
- package/src/config.ts +0 -312
- package/src/constants/index.ts +0 -9
- package/src/constants/numericConstants.ts +0 -194
- package/src/constants/perpMarkets.ts +0 -127
- package/src/constants/spotMarkets.ts +0 -104
- package/src/constants/txConstants.ts +0 -2
- package/src/constituentMap/constituentMap.ts +0 -305
- package/src/constituentMap/pollingConstituentAccountSubscriber.ts +0 -99
- package/src/constituentMap/webSocketConstituentAccountSubscriber.ts +0 -121
- package/src/core/VelocityCore.ts +0 -606
- package/src/core/index.ts +0 -12
- package/src/core/instructions/deposit.ts +0 -64
- package/src/core/instructions/fill.ts +0 -51
- package/src/core/instructions/funding.ts +0 -33
- package/src/core/instructions/liquidation.ts +0 -55
- package/src/core/instructions/orders.ts +0 -84
- package/src/core/instructions/perpOrders.ts +0 -312
- package/src/core/instructions/settlement.ts +0 -40
- package/src/core/instructions/trigger.ts +0 -41
- package/src/core/instructions/withdraw.ts +0 -65
- package/src/core/remainingAccounts.ts +0 -320
- package/src/core/signedMsg.ts +0 -109
- package/src/decode/customCoder.ts +0 -148
- package/src/decode/user.ts +0 -401
- package/src/dlob/DLOB.ts +0 -2793
- package/src/dlob/DLOBNode.ts +0 -305
- package/src/dlob/DLOBSubscriber.ts +0 -269
- package/src/dlob/NodeList.ts +0 -244
- package/src/dlob/orderBookLevels.ts +0 -695
- package/src/dlob/types.ts +0 -37
- package/src/events/eventList.ts +0 -114
- package/src/events/eventSubscriber.ts +0 -521
- package/src/events/eventsServerLogProvider.ts +0 -189
- package/src/events/fetchLogs.ts +0 -219
- package/src/events/parse.ts +0 -271
- package/src/events/pollingLogProvider.ts +0 -113
- package/src/events/sort.ts +0 -51
- package/src/events/txEventCache.ts +0 -92
- package/src/events/types.ts +0 -337
- package/src/events/webSocketLogProvider.ts +0 -152
- package/src/factory/bigNum.ts +0 -709
- package/src/factory/oracleClient.ts +0 -73
- package/src/idl/pyth.json +0 -142
- package/src/idl/pyth.ts +0 -97
- package/src/idl/pyth_solana_receiver.json +0 -628
- package/src/idl/token_faucet.json +0 -229
- package/src/idl/token_faucet.ts +0 -197
- package/src/idl/velocity.json +0 -23974
- package/src/idl/velocity.ts +0 -23980
- package/src/index.ts +0 -150
- package/src/indicative-quotes/indicativeQuotesSender.ts +0 -233
- package/src/isomorphic/README.md +0 -19
- package/src/isomorphic/anchor.browser.ts +0 -44
- package/src/isomorphic/anchor.node.ts +0 -1
- package/src/isomorphic/anchor.ts +0 -1
- package/src/isomorphic/anchor29.browser.ts +0 -24
- package/src/isomorphic/anchor29.node.ts +0 -1
- package/src/isomorphic/anchor29.ts +0 -1
- package/src/isomorphic/grpc.browser.ts +0 -4
- package/src/isomorphic/grpc.node.ts +0 -130
- package/src/isomorphic/grpc.ts +0 -1
- package/src/jupiter/jupiterClient.ts +0 -502
- package/src/keypair.ts +0 -32
- package/src/margin/README.md +0 -138
- package/src/marginCalculation.ts +0 -407
- package/src/marinade/idl/idl.json +0 -1962
- package/src/marinade/index.ts +0 -73
- package/src/marinade/types.ts +0 -3925
- package/src/math/amm.ts +0 -1758
- package/src/math/auction.ts +0 -480
- package/src/math/bankruptcy.ts +0 -138
- package/src/math/builder.ts +0 -130
- package/src/math/conversion.ts +0 -45
- package/src/math/exchangeStatus.ts +0 -261
- package/src/math/funding.ts +0 -498
- package/src/math/insurance.ts +0 -171
- package/src/math/liquidation.ts +0 -433
- package/src/math/margin.ts +0 -327
- package/src/math/market.ts +0 -487
- package/src/math/oracles.ts +0 -477
- package/src/math/orders.ts +0 -500
- package/src/math/position.ts +0 -381
- package/src/math/repeg.ts +0 -223
- package/src/math/spotBalance.ts +0 -996
- package/src/math/spotMarket.ts +0 -115
- package/src/math/spotPosition.ts +0 -263
- package/src/math/state.ts +0 -71
- package/src/math/superStake.ts +0 -602
- package/src/math/tiers.ts +0 -73
- package/src/math/trade.ts +0 -879
- package/src/math/utils.ts +0 -183
- package/src/memcmp.ts +0 -279
- package/src/oracles/oracleClientCache.ts +0 -41
- package/src/oracles/oracleId.ts +0 -99
- package/src/oracles/prelaunchOracleClient.ts +0 -63
- package/src/oracles/pythClient.ts +0 -125
- package/src/oracles/pythLazerClient.ts +0 -141
- package/src/oracles/quoteAssetOracleClient.ts +0 -43
- package/src/oracles/strictOraclePrice.ts +0 -40
- package/src/oracles/types.ts +0 -82
- package/src/oracles/utils.ts +0 -45
- package/src/orderParams.ts +0 -117
- package/src/orderSubscriber/OrderSubscriber.ts +0 -378
- package/src/orderSubscriber/PollingSubscription.ts +0 -50
- package/src/orderSubscriber/WebsocketSubscription.ts +0 -137
- package/src/orderSubscriber/grpcSubscription.ts +0 -155
- package/src/orderSubscriber/index.ts +0 -7
- package/src/orderSubscriber/types.ts +0 -64
- package/src/priorityFee/averageOverSlotsStrategy.ts +0 -17
- package/src/priorityFee/averageStrategy.ts +0 -13
- package/src/priorityFee/ewmaStrategy.ts +0 -51
- package/src/priorityFee/heliusPriorityFeeMethod.ts +0 -68
- package/src/priorityFee/index.ts +0 -16
- package/src/priorityFee/maxOverSlotsStrategy.ts +0 -18
- package/src/priorityFee/maxStrategy.ts +0 -8
- package/src/priorityFee/priorityFeeSubscriber.ts +0 -328
- package/src/priorityFee/priorityFeeSubscriberMap.ts +0 -134
- package/src/priorityFee/solanaPriorityFeeMethod.ts +0 -46
- package/src/priorityFee/types.ts +0 -82
- package/src/priorityFee/velocityPriorityFeeMethod.ts +0 -53
- package/src/pyth/constants.ts +0 -9
- package/src/pyth/index.ts +0 -15
- package/src/pyth/pythLazerSubscriber.ts +0 -365
- package/src/pyth/types.ts +0 -4451
- package/src/pyth/utils.ts +0 -13
- package/src/slot/SlotSubscriber.ts +0 -126
- package/src/slot/SlothashSubscriber.ts +0 -163
- package/src/swap/UnifiedSwapClient.ts +0 -315
- package/src/swift/grpcSignedMsgUserAccountSubscriber.ts +0 -81
- package/src/swift/index.ts +0 -10
- package/src/swift/signedMsgUserAccountSubscriber.ts +0 -251
- package/src/swift/swiftOrderSubscriber.ts +0 -351
- package/src/testClient.ts +0 -42
- package/src/titan/titanClient.ts +0 -438
- package/src/token/index.ts +0 -13
- package/src/tokenFaucet.ts +0 -296
- package/src/tx/baseTxSender.ts +0 -651
- package/src/tx/blockhashFetcher/baseBlockhashFetcher.ts +0 -31
- package/src/tx/blockhashFetcher/cachedBlockhashFetcher.ts +0 -105
- package/src/tx/blockhashFetcher/types.ts +0 -9
- package/src/tx/fastSingleTxSender.ts +0 -200
- package/src/tx/forwardOnlyTxSender.ts +0 -193
- package/src/tx/priorityFeeCalculator.ts +0 -117
- package/src/tx/reportTransactionError.ts +0 -176
- package/src/tx/retryTxSender.ts +0 -177
- package/src/tx/txHandler.ts +0 -1009
- package/src/tx/txParamProcessor.ts +0 -225
- package/src/tx/types.ts +0 -117
- package/src/tx/utils.ts +0 -133
- package/src/tx/whileValidTxSender.ts +0 -377
- package/src/types.ts +0 -2575
- package/src/user.ts +0 -5316
- package/src/userConfig.ts +0 -38
- package/src/userMap/PollingSubscription.ts +0 -61
- package/src/userMap/WebsocketSubscription.ts +0 -93
- package/src/userMap/grpcSubscription.ts +0 -93
- package/src/userMap/referrerMap.ts +0 -360
- package/src/userMap/revenueShareEscrowMap.ts +0 -342
- package/src/userMap/userMap.ts +0 -784
- package/src/userMap/userMapConfig.ts +0 -82
- package/src/userMap/userStatsMap.ts +0 -393
- package/src/userName.ts +0 -37
- package/src/userStats.ts +0 -159
- package/src/userStatsConfig.ts +0 -35
- package/src/util/TransactionConfirmationManager.ts +0 -333
- package/src/util/chainClock.ts +0 -65
- package/src/util/computeUnits.ts +0 -101
- package/src/util/digest.ts +0 -33
- package/src/util/ed25519Utils.ts +0 -95
- package/src/util/promiseTimeout.ts +0 -23
- package/src/velocityClient.ts +0 -14802
- package/src/velocityClientConfig.ts +0 -119
- package/src/wallet.ts +0 -91
- package/tests/VelocityCore/builder_escrow.test.ts +0 -121
- package/tests/VelocityCore/decode.test.ts +0 -16
- package/tests/VelocityCore/fill_trigger.test.ts +0 -73
- package/tests/VelocityCore/instructions.test.ts +0 -46
- package/tests/VelocityCore/pdas.test.ts +0 -30
- package/tests/VelocityCore/perp_orders.test.ts +0 -205
- package/tests/VelocityCore/remainingAccounts.test.ts +0 -72
- package/tests/VelocityCore/settlement_liquidation.test.ts +0 -69
- package/tests/accounts/customizedCadenceBulkAccountLoader.test.ts +0 -211
- package/tests/amm/test.ts +0 -2402
- package/tests/auctions/test.ts +0 -81
- package/tests/bn/test.ts +0 -355
- package/tests/builder/builderFee.test.ts +0 -42
- package/tests/ci/verifyConstants.ts +0 -393
- package/tests/decode/test.ts +0 -262
- package/tests/decode/userAccountBufferStrings.ts +0 -102
- package/tests/dlob/helpers.ts +0 -748
- package/tests/dlob/test.ts +0 -6969
- package/tests/dlob/tickSizeStandardization.ts +0 -545
- package/tests/events/parseLogsForCuUsage.ts +0 -139
- package/tests/exchangeStatus/test.ts +0 -45
- package/tests/insurance/test.ts +0 -40
- package/tests/liquidation/test.ts +0 -125
- package/tests/oracles/mmOracleGate.test.ts +0 -379
- package/tests/oracles/pythPegSnap.test.ts +0 -76
- package/tests/sdkParity/enumParity.test.ts +0 -84
- package/tests/sdkParity/marginCategoryFill.test.ts +0 -143
- package/tests/sdkParity/memcmpOffsets.test.ts +0 -139
- package/tests/spot/test.ts +0 -281
- package/tests/tx/TransactionConfirmationManager.test.ts +0 -312
- package/tests/tx/cachedBlockhashFetcher.test.ts +0 -96
- package/tests/tx/priorityFeeCalculator.ts +0 -77
- package/tests/tx/priorityFeeStrategy.ts +0 -95
- package/tests/user/bankruptcy.ts +0 -165
- package/tests/user/feeAndWithdrawLimits.ts +0 -284
- package/tests/user/getMarginCalculation.ts +0 -586
- package/tests/user/helpers.ts +0 -184
- package/tests/user/liquidations.ts +0 -129
- package/tests/user/marginCalculations.test.ts +0 -321
- package/tests/user/test.ts +0 -833
- package/tsconfig.browser.json +0 -18
- 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
|
-
});
|
package/tests/spot/test.ts
DELETED
|
@@ -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
|
-
});
|