@vultisig/rujira 1.0.0 → 4.0.0

package/CHANGELOG.md

@@ -1,5 +1,33 @@
 # @vultisig/rujira
 
+## 4.0.0
+
+### Patch Changes
+
+- Updated dependencies [[`da88c6f`](https://github.com/vultisig/vultisig-sdk/commit/da88c6f06b8d74ccb5642f793e386d85ff6f30b1), [`4b29636`](https://github.com/vultisig/vultisig-sdk/commit/4b29636514edccf0980eddf5e8fffacfcb31c88f), [`7677523`](https://github.com/vultisig/vultisig-sdk/commit/76775232866dccf4e1e85aa0fe0d91c2fd8fdddb)]:
+  - @vultisig/sdk@0.8.0
+
+## 3.0.0
+
+### Patch Changes
+
+- Updated dependencies [[`da68dda`](https://github.com/vultisig/vultisig-sdk/commit/da68dda0622a024af35666bb7b7088dea4cf3cfd)]:
+  - @vultisig/sdk@0.7.0
+
+## 2.0.0
+
+### Patch Changes
+
+- [#107](https://github.com/vultisig/vultisig-sdk/pull/107) [`117cd70`](https://github.com/vultisig/vultisig-sdk/commit/117cd705271305269acce5436a2845decd98dc90) Thanks [@vultisigsdkbot](https://github.com/vultisigsdkbot)! - Fix price impact calculation returning hardcoded 50% for small trades on deep pairs
+  - Remove hardcoded 50% cap on price impact values
+  - Add bidirectional price comparison to handle both swap directions correctly
+    (buying base vs selling base relative to orderbook convention)
+  - Return 'unknown' instead of guessed ranges when orderbook data is unavailable
+  - Return 'unknown' when calculated impact exceeds 99% (likely unit mismatch)
+
+- Updated dependencies [[`355c700`](https://github.com/vultisig/vultisig-sdk/commit/355c700e7caca812199fafceb3767b8b3c5fd236), [`78f8bd2`](https://github.com/vultisig/vultisig-sdk/commit/78f8bd237dc3ca6f42dd268d069ed8f7902e733b), [`26d3cae`](https://github.com/vultisig/vultisig-sdk/commit/26d3cae3066a316d1e9429a2664a6b4ea18dd8a2), [`2ed545f`](https://github.com/vultisig/vultisig-sdk/commit/2ed545fb20f5920cb70d096076d55756cea222aa), [`a2d545b`](https://github.com/vultisig/vultisig-sdk/commit/a2d545b96794cce087eb4ea8ce955db20212c926), [`f5176ba`](https://github.com/vultisig/vultisig-sdk/commit/f5176ba4a9fda2c82b6264a958d61d5170e3d2cd)]:
+  - @vultisig/sdk@0.6.0
+
 ## 1.0.0
 
 ### Minor Changes

package/dist/modules/swap.d.ts.map

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package/dist/modules/swap.js

@@ -74,7 +74,17 @@ export class RujiraSwap {
         const rate = outputAmount.gt(0)
             ? inputAmount.mul(100000000).div(outputAmount).toFixed(0, 0) // round down
             : '0';
-        const priceImpact = calculatePriceImpact(params.amount, simulation.returned, orderbook);
+        // Determine if swap direction is reversed relative to orderbook's base/quote convention
+        // Reversed = buying base (input is quote asset, output is base asset)
+        const reversedToOrderbook = orderbook
+            ? params.fromAsset === orderbook.pair.quote || params.toAsset === orderbook.pair.base
+            : false;
+        const priceImpact = calculatePriceImpact({
+            inputAmount: params.amount,
+            outputAmount: simulation.returned,
+            orderbook,
+            reversedToOrderbook,
+        });
         const priceImpactEstimated = !orderbook || !orderbook.bids[0]?.price || !orderbook.asks[0]?.price;
         const quote = {
             params,

package/dist/services/price-impact.d.ts

@@ -3,9 +3,31 @@
  * @module services/price-impact
  */
 import type { OrderBook } from '../types.js';
+/**
+ * Input for calculatePriceImpact function.
+ */
+export type CalculatePriceImpactInput = {
+    inputAmount: string;
+    outputAmount: string;
+    orderbook: OrderBook | null;
+    /**
+     * True when the swap direction is reversed relative to the orderbook's
+     * base/quote convention (i.e., swapping quote → base instead of base → quote).
+     */
+    reversedToOrderbook: boolean;
+};
 /**
  * Calculate price impact for a swap using orderbook data when available.
- * Falls back to heuristic estimates when orderbook data is unavailable.
+ *
+ * The swap direction may not match the orderbook's base/quote convention:
+ * - Selling base (input=base, output=quote): executionPrice = output/input ≈ midPrice
+ * - Buying base (input=quote, output=base): executionPrice = input/output ≈ midPrice
+ *
+ * The caller must specify `reversedToOrderbook` to indicate whether the swap
+ * is in the opposite direction of the orderbook's base/quote pair.
+ *
+ * Returns 'unknown' when orderbook data is unavailable or when the
+ * calculation cannot determine a reliable impact value.
  */
-export declare function calculatePriceImpact(inputAmount: string, outputAmount: string, orderbook: OrderBook | null): string;
+export declare function calculatePriceImpact({ inputAmount, outputAmount, orderbook, reversedToOrderbook, }: CalculatePriceImpactInput): string;
 //# sourceMappingURL=price-impact.d.ts.map

package/dist/services/price-impact.d.ts.map

@@ -1 +1 @@
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package/dist/services/price-impact.js

@@ -3,56 +3,58 @@
  * @module services/price-impact
  */
 import Big from 'big.js';
-import { LARGE_SWAP_THRESHOLD } from '../config/constants.js';
+/**
+ * Safely parse a string into a Big number, returning null on failure.
+ */
+function safeBig(value) {
+    try {
+        return Big(value);
+    }
+    catch {
+        return null;
+    }
+}
 /**
  * Calculate price impact for a swap using orderbook data when available.
- * Falls back to heuristic estimates when orderbook data is unavailable.
+ *
+ * The swap direction may not match the orderbook's base/quote convention:
+ * - Selling base (input=base, output=quote): executionPrice = output/input ≈ midPrice
+ * - Buying base (input=quote, output=base): executionPrice = input/output ≈ midPrice
+ *
+ * The caller must specify `reversedToOrderbook` to indicate whether the swap
+ * is in the opposite direction of the orderbook's base/quote pair.
+ *
+ * Returns 'unknown' when orderbook data is unavailable or when the
+ * calculation cannot determine a reliable impact value.
  */
-export function calculatePriceImpact(inputAmount, outputAmount, orderbook) {
+export function calculatePriceImpact({ inputAmount, outputAmount, orderbook, reversedToOrderbook, }) {
     if (!orderbook) {
-        return estimatePriceImpactWithoutOrderbook(inputAmount);
+        return 'unknown';
     }
     const bestBid = orderbook.bids[0]?.price;
     const bestAsk = orderbook.asks[0]?.price;
     if (!bestBid || !bestAsk) {
-        return estimatePriceImpactWithoutOrderbook(inputAmount);
+        return 'unknown';
     }
-    const bidPrice = Big(bestBid);
-    const askPrice = Big(bestAsk);
-    if (bidPrice.lte(0) || askPrice.lte(0)) {
-        return '0';
+    const bidPrice = safeBig(bestBid);
+    const askPrice = safeBig(bestAsk);
+    if (!bidPrice || !askPrice || bidPrice.lte(0) || askPrice.lte(0)) {
+        return 'unknown';
     }
     const midPrice = bidPrice.plus(askPrice).div(2);
-    const input = Big(inputAmount);
-    const output = Big(outputAmount);
-    if (input.lte(0) || output.lte(0)) {
-        return '0';
-    }
-    // execution_price = output / input
-    const executionPrice = output.div(input);
-    // Detect unit mismatch from reversed-pair contract
-    const ratio = executionPrice.div(midPrice);
-    if (ratio.gt(100) || ratio.lt(0.01)) {
+    const input = safeBig(inputAmount);
+    const output = safeBig(outputAmount);
+    if (!input || !output || input.lte(0) || output.lte(0)) {
         return 'unknown';
     }
-    // impact = abs((execution_price - midPrice) / midPrice) * 100
+    // Calculate execution price based on swap direction relative to orderbook:
+    // - Direct (selling base): executionPrice = output / input
+    // - Reversed (buying base): executionPrice = input / output
+    const executionPrice = reversedToOrderbook ? input.div(output) : output.div(input);
     const impact = executionPrice.minus(midPrice).div(midPrice).abs().mul(100);
-    if (impact.gt(50)) {
-        return '50.00';
-    }
-    return impact.toFixed(4);
-}
-/**
- * Estimate price impact heuristically when orderbook data is unavailable.
- */
-function estimatePriceImpactWithoutOrderbook(inputAmount) {
-    const amount = BigInt(inputAmount);
-    if (amount >= LARGE_SWAP_THRESHOLD) {
+    // If impact is unreasonably high, report as unknown
+    if (impact.gt(99)) {
         return 'unknown';
     }
-    const mediumSwapThreshold = BigInt('100000000000');
-    if (amount >= mediumSwapThreshold) {
-        return '2.0-5.0';
-    }
-    return '1.0-3.0';
+    return impact.toFixed(4);
 }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@vultisig/rujira",
-  "version": "1.0.0",
+  "version": "4.0.0",
   "type": "module",
   "description": "Rujira DEX integration for Vultisig SDK - Modular TypeScript SDK for swaps and limit orders on THORChain",
   "main": "./dist/index.js",
@@ -45,22 +45,22 @@
     "typecheck": "tsc --noEmit"
   },
   "dependencies": {
-    "@bufbuild/protobuf": "^2.10.2",
-    "@cosmjs/cosmwasm-stargate": "^0.32.4",
-    "@cosmjs/proto-signing": "^0.32.4",
-    "@cosmjs/stargate": "^0.32.4",
+    "@bufbuild/protobuf": "^2.11.0",
+    "@cosmjs/cosmwasm-stargate": "^0.38.1",
+    "@cosmjs/proto-signing": "^0.38.1",
+    "@cosmjs/stargate": "^0.38.1",
     "big.js": "^7.0.1",
-    "cosmjs-types": "^0.9.0"
+    "cosmjs-types": "^0.11.0"
   },
   "devDependencies": {
     "@types/big.js": "^6.2.2",
-    "@types/node": "^22.13.10",
-    "@vultisig/sdk": "0.5.0",
-    "typescript": "^5.8.2",
+    "@types/node": "^25.5.0",
+    "@vultisig/sdk": "0.8.0",
+    "typescript": "^5.9.3",
     "vitest": "^3.0.9"
   },
   "peerDependencies": {
-    "@vultisig/sdk": ">=0.5.0"
+    "@vultisig/sdk": ">=0.8.0"
   },
   "peerDependenciesMeta": {
     "@vultisig/sdk": {