flash-sdk 1.0.1 → 1.0.2
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/lib/CustodyAccount.d.ts +2 -1
- package/lib/CustodyAccount.js +30 -0
- package/lib/PoolAccount.d.ts +2 -1
- package/lib/PoolAccount.js +60 -3
- package/lib/PoolDisplayData.d.ts +23 -2
- package/lib/PoolDisplayData.js +145 -2
- package/lib/tsconfig.tsbuildinfo +1 -1
- package/lib/types/index.d.ts +14 -0
- package/lib/types/index.js +11 -1
- package/lib/utils/index.d.ts +1 -0
- package/lib/utils/index.js +45 -1
- package/package.json +1 -1
- package/src/CustodyAccount.ts +33 -1
- package/src/PoolAccount.ts +75 -4
- package/src/PoolDisplayData.ts +157 -7
- package/src/types/index.ts +9 -2
- package/src/utils/index.ts +51 -0
package/lib/CustodyAccount.d.ts
CHANGED
@@ -1,5 +1,5 @@
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1
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import { PublicKey } from "@solana/web3.js";
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2
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-
import { Assets, FeesStats, Custody, Fees, PricingParams, TradeStats, Permissions, BorrowRateParams, OracleParams, VolumeStats, PositionStats, BorrowRateState } from "./types";
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+
import { Assets, FeesStats, Custody, Fees, PricingParams, TradeStats, Permissions, BorrowRateParams, OracleParams, VolumeStats, PositionStats, BorrowRateState, Side } from "./types";
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import { PositionAccount } from "./PositionAccount";
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import BN from "bn.js";
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export declare class CustodyAccount {
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@@ -26,4 +26,5 @@ export declare class CustodyAccount {
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updateCustodyData(custody: Custody): void;
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getCumulativeInterest(curtime: BN): BN;
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getInterestAmountUsd(position: PositionAccount, curtime: BN): BN;
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+
getCollectivePosition(side: Side): PositionAccount;
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}
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package/lib/CustodyAccount.js
CHANGED
@@ -15,6 +15,7 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
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};
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.CustodyAccount = void 0;
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+
var types_1 = require("./types");
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var bn_js_1 = __importDefault(require("bn.js"));
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var constants_1 = require("./constants");
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var utils_1 = require("./utils");
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@@ -59,6 +60,35 @@ var CustodyAccount = /** @class */ (function () {
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return (position_interest.mul(position.sizeUsd))
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.div(new bn_js_1.default(constants_1.RATE_POWER));
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};
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+
CustodyAccount.prototype.getCollectivePosition = function (side) {
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var stats;
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if ((0, types_1.isVariant)(side, 'long')) {
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stats = this.longPositions;
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}
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else {
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stats = this.shortPositions;
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}
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;
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// if (!stats.openPositions.isNeg()) {
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// const obj: Position = {
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// side,
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// price:
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// stats.weighted_price.div(stats.total_quantity)
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// size_usd: stats.size_usd,
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// collateral_usd: stats.collateral_usd,
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// unrealized_loss_usd: stats.cumulative_interest_usd,
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// cumulative_interest_snapshot: stats.cumulative_interest_snapshot,
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// locked_amount: stats.locked_amount,
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// ..Position::default()
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// }
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// return new PositionAccount(
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// new PublicKey('dgfgfg'),
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// )
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// } else {
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// Ok(Position::default())
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// }
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throw Error("Incomplete");
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};
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return CustodyAccount;
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}());
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exports.CustodyAccount = CustodyAccount;
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package/lib/PoolAccount.d.ts
CHANGED
@@ -1,6 +1,6 @@
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/// <reference types="bn.js" />
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import { BN } from "@coral-xyz/anchor";
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-
import { Pool, Side, TokenRatios } from "./types";
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+
import { AumCalcMode, Pool, Side, TokenRatios } from "./types";
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import { PublicKey } from "@solana/web3.js";
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import { CustodyAccount } from "./CustodyAccount";
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import { OraclePrice } from "./OraclePrice";
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@@ -31,4 +31,5 @@ export declare class PoolAccount {
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loss: BN;
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exitFee: BN;
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};
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+
getAssetsUnderManagementUsd(token_prices: OraclePrice[], token_ema_prices: OraclePrice[], custodies: CustodyAccount[], aum_calc_mode: AumCalcMode): BN;
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}
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package/lib/PoolAccount.js
CHANGED
@@ -20,9 +20,6 @@ var PoolAccount = /** @class */ (function () {
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PoolAccount.prototype.getTokenId = function (custodyKey) {
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return this.custodies.findIndex(function (i) { return i.toBase58() == custodyKey.toBase58(); });
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};
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-
// loadlpData(lpTokenInfo : Mint){
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-
// this.lpTokenInfo = lpTokenInfo
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-
// }
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PoolAccount.prototype.getAddLiquidityFee = function (tokenId, amount, custody, tokenPrice) {
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return this.getFee(tokenId, custody.fees.addLiquidity, amount, new anchor_1.BN(0), custody, tokenPrice);
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};
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@@ -243,6 +240,66 @@ var PoolAccount = /** @class */ (function () {
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}
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}
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}; //getPnlUsd
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PoolAccount.prototype.getAssetsUnderManagementUsd = function (token_prices, token_ema_prices, custodies, aum_calc_mode) {
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var pool_amount_usd = constants_1.BN_ZERO;
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for (var index = 0; index < this.custodies.length; index++) {
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if (token_prices.length != this.custodies.length || token_prices.length != token_ema_prices.length) {
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throw Error("token prices length incorrect");
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}
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var aum_token_price = void 0;
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// switch unable to match enum
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if ((0, types_1.isVariant)(aum_calc_mode, "last")) {
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aum_token_price = token_prices[index];
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}
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else if ((0, types_1.isVariant)(aum_calc_mode, "ema")) {
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aum_token_price = token_ema_prices[index];
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}
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else if ((0, types_1.isVariant)(aum_calc_mode, "min")) {
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if (token_prices[index].cmp(token_ema_prices[index])) {
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aum_token_price = token_prices[index];
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}
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else {
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aum_token_price = token_ema_prices[index];
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}
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}
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else if ((0, types_1.isVariant)(aum_calc_mode, "max")) {
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if (token_ema_prices[index].cmp(token_prices[index])) {
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aum_token_price = token_prices[index];
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}
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else {
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aum_token_price = token_ema_prices[index];
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}
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}
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var token_amount_usd = aum_token_price.getAssetAmountUsd(custodies[index].assets.owned, custodies[index].decimals);
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pool_amount_usd = pool_amount_usd.add(token_amount_usd);
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// if (custodies[index].pricing.useUnrealizedPnlInAum) {
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// // compute aggregate unrealized pnl
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// let (long_profit, long_loss, _) = this.getPnlUsd(
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// &custodies[index].get_collective_position(Side::Long)?,
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// &token_price,
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// &token_ema_price,
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// &custodies[index],
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// curtime,
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// false,
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// )?;
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// let (short_profit, short_loss, _) = self.get_pnl_usd(
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// &custodies[index].get_collective_position(Side::Short)?,
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// &token_price,
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// &token_ema_price,
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// &custodies[index],
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// curtime,
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// false,
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// )?;
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// // adjust pool amount by collective profit/loss
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// pool_amount_usd = math::checked_add(pool_amount_usd, long_profit as u128)?;
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// pool_amount_usd = math::checked_add(pool_amount_usd, short_profit as u128)?;
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// pool_amount_usd = pool_amount_usd.saturating_sub(long_loss as u128);
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// pool_amount_usd = pool_amount_usd.saturating_sub(short_loss as u128);
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// }
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throw Error("Incomplete");
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}
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return pool_amount_usd;
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};
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return PoolAccount;
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}()); // Pool
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exports.PoolAccount = PoolAccount;
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package/lib/PoolDisplayData.d.ts
CHANGED
@@ -1,13 +1,34 @@
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/// <reference types="bn.js" />
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import { BN } from "@coral-xyz/anchor";
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import { Mint } from "@solana/spl-token";
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-
import { Pool } from "./types";
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import { CustodyAccount } from "./CustodyAccount";
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import { PoolConfig } from "./PoolConfig";
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import { PoolAccount } from "./PoolAccount";
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export declare class PoolDisplayData {
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poolConfig: PoolConfig;
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-
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pool: PoolAccount;
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lpTokenInfo: Mint;
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custodies: CustodyAccount[];
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totalPoolValueUsd: BN;
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constructor(poolConfig: PoolConfig, pool: PoolAccount, lpTokenInfo: Mint, custodies: CustodyAccount[]);
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loadCustodies(custodies: CustodyAccount[]): void;
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loadPoolData(pool: PoolAccount): void;
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loadlpData(lpTokenInfo: Mint): void;
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getLpStats(prices: any): {
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lpTokenSupply: BN;
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decimals: number;
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totalPoolValue: BN;
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price: BN;
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stableCoinPercentage: BN;
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marketCap: BN;
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};
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getOiLongUI(): BN;
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getOiShortUI(): BN;
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getCustodyDetails(prices: any): any[];
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getPoolStats(): {
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totalFees: BN;
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totalVolume: BN;
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currentLongPositionsUsd: BN;
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currentShortPositionsUsd: BN;
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};
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}
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package/lib/PoolDisplayData.js
CHANGED
@@ -1,9 +1,152 @@
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"use strict";
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.PoolDisplayData = void 0;
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var constants_1 = require("./constants");
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var anchor_1 = require("@coral-xyz/anchor");
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var utils_1 = require("./utils");
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var PoolDisplayData = /** @class */ (function () {
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-
function PoolDisplayData() {
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function PoolDisplayData(poolConfig, pool, lpTokenInfo, custodies) {
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this.poolConfig = poolConfig;
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this.pool = pool;
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this.lpTokenInfo = lpTokenInfo;
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this.custodies = custodies;
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this.totalPoolValueUsd = new anchor_1.BN(-1); // -1 meaning unset
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}
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PoolDisplayData.prototype.loadCustodies = function (custodies) {
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this.custodies = custodies;
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};
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PoolDisplayData.prototype.loadPoolData = function (pool) {
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this.pool = pool;
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};
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PoolDisplayData.prototype.loadlpData = function (lpTokenInfo) {
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this.lpTokenInfo = lpTokenInfo;
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};
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// TODO :: replace this with PoolAccount.getAssetsUnderManagementUsd()
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// should take pnl's into account
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PoolDisplayData.prototype.getLpStats = function (prices) {
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var stableCoinAmount = new anchor_1.BN(0);
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var totalPoolValueUsd = new anchor_1.BN(0);
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var _loop_1 = function (custody) {
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var custodyData = this_1.custodies.find(function (t) { return t.mint.toBase58() === custody.mintKey.toBase58(); });
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if (custodyData) {
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if (custodyData.isStable) {
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stableCoinAmount = stableCoinAmount.add(custodyData.assets.owned);
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}
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var priceBN = new anchor_1.BN(prices.get(custody.symbol) * Math.pow(10, constants_1.PRICE_DECIMALS)); // so always keep prices with 6 decimals
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var custodyValue = priceBN.mul(custodyData.assets.owned).div(new anchor_1.BN(Math.pow(10, custody.decimals)));
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totalPoolValueUsd = totalPoolValueUsd.add(custodyValue);
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}
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};
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var this_1 = this;
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+
for (var _i = 0, _a = this.poolConfig.custodies; _i < _a.length; _i++) {
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var custody = _a[_i];
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_loop_1(custody);
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}
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// console.log("totalPoolValueUsd.toNumber():",totalPoolValueUsd.toString())
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// console.log("stableCoinAmount.toNumber():",stableCoinAmount.toString())
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// if(this.lpTokenInfo.supply.toString() =='0' || totalPoolValueUsd.toString()=='0'){
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// console.error("supply or amt cannot be zero")
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// throw "supply or amt cannot be zero";
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// }
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this.totalPoolValueUsd = totalPoolValueUsd;
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var lpPrice = totalPoolValueUsd.div(new anchor_1.BN(this.lpTokenInfo.supply.toString() === '0' ? 1 : this.lpTokenInfo.supply.toString()));
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return {
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lpTokenSupply: new anchor_1.BN(this.lpTokenInfo.supply.toString()),
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decimals: this.poolConfig.lpDecimals,
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totalPoolValue: totalPoolValueUsd,
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price: lpPrice,
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stableCoinPercentage: totalPoolValueUsd.toNumber() != 0 ? stableCoinAmount.mul(new anchor_1.BN(constants_1.PERCENTAGE_DECIMALS)).div(totalPoolValueUsd) : new anchor_1.BN(1),
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marketCap: lpPrice.mul(new anchor_1.BN(this.lpTokenInfo.supply.toString())),
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// totalStaked : BN,
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};
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};
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PoolDisplayData.prototype.getOiLongUI = function () {
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var totalAmount = new anchor_1.BN('0');
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this.custodies.forEach(function (i) {
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totalAmount = totalAmount.add(i.tradeStats.oiLongUsd);
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});
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return totalAmount;
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};
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PoolDisplayData.prototype.getOiShortUI = function () {
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var totalAmount = new anchor_1.BN('0');
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this.custodies.forEach(function (i) {
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totalAmount = totalAmount.add(i.tradeStats.oiShortUsd);
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});
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return totalAmount;
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};
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// handle decimal and this should accept a list of prices probs map or object
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+
PoolDisplayData.prototype.getCustodyDetails = function (prices) {
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+
var custodyDetails = [];
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+
var _loop_2 = function (i) {
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+
var custody = this_2.poolConfig.custodies[i];
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+
if (!custody)
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return "continue";
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// console.log('this.pool :>> ', this.pool);
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// const token = this.pool.tokens.find(t => t.custody.toBase58() === custody.custodyAccount.toBase58());
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+
var tokenRatio = this_2.pool.ratios[i];
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var custodyData = this_2.custodies.find(function (t) { return t.mint.toBase58() === custody.mintKey.toBase58(); });
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var priceBN = new anchor_1.BN(prices.get(custody.symbol) * Math.pow(10, 6)); // so always keep prices with 6 decimals
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if (this_2.totalPoolValueUsd.toString() == "-1") {
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console.error("call getLpStats first");
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throw "call getLpStats first";
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}
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// if(this.totalPoolValueUsd.toString()=='0'){
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+
// console.error("call getLpStats first , totalPoolValueUsd ZERO")
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95
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+
// return defaultData.custodyDetails;
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+
// }
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97
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+
// console.log("this.totalPoolValueUsd:",this.totalPoolValueUsd.toString())
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98
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+
if (custodyData && tokenRatio) {
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99
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+
custodyDetails.push({
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+
symbol: custody.symbol,
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+
price: new anchor_1.BN(prices.get(custody.symbol)),
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102
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+
targetWeight: tokenRatio.target,
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103
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+
currentWeight: this_2.totalPoolValueUsd.toNumber() ?
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104
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+
(custodyData.assets.owned.mul(priceBN)).mul(new anchor_1.BN(Math.pow(10, constants_1.PERCENTAGE_DECIMALS))).div(this_2.totalPoolValueUsd).div(new anchor_1.BN(Math.pow(10, custody.decimals)))
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+
: new anchor_1.BN(0),
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106
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+
utilization: custodyData.assets.owned.toNumber() ?
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|
+
(0, utils_1.toUiDecimals)(custodyData.assets.locked.mul(new anchor_1.BN(Math.pow(10, constants_1.PERCENTAGE_DECIMALS))).div(custodyData.assets.owned), constants_1.PERCENTAGE_DECIMALS, 2)
|
108
|
+
: '0',
|
109
|
+
// assetsAmountUi : (custodyData.assets.owned.toNumber() / 10**(custody.decimals)).toFixed(4),
|
110
|
+
assetsAmountUi: (0, utils_1.toUiDecimals)(custodyData.assets.owned, custody.decimals, 4, true),
|
111
|
+
// totalUsdAmountUi : ((custodyData.assets.owned.mul(priceBN)).div(new BN(10**(custody.decimals))).toNumber() / 10**6).toFixed(4),
|
112
|
+
totalUsdAmountUi: (0, utils_1.toUiDecimals)((custodyData.assets.owned.mul(priceBN)), custody.decimals + constants_1.PRICE_DECIMALS, 2, true),
|
113
|
+
});
|
114
|
+
}
|
115
|
+
};
|
116
|
+
var this_2 = this;
|
117
|
+
for (var i = 0; i < this.poolConfig.custodies.length; i++) {
|
118
|
+
_loop_2(i);
|
119
|
+
}
|
120
|
+
return custodyDetails;
|
121
|
+
};
|
122
|
+
PoolDisplayData.prototype.getPoolStats = function () {
|
123
|
+
var totalFees = new anchor_1.BN(0);
|
124
|
+
var totalVolume = new anchor_1.BN(0);
|
125
|
+
var currentLongPositionsUsd = new anchor_1.BN(0);
|
126
|
+
var currentShortPositionsUsd = new anchor_1.BN(0);
|
127
|
+
var _loop_3 = function (custody) {
|
128
|
+
var custodyData = this_3.custodies.find(function (t) { return t.mint.toBase58() === custody.mintKey.toBase58(); });
|
129
|
+
if (custodyData) {
|
130
|
+
var custodyFeeTotal = Object.values(custodyData.collectedFees).reduce(function (a, b) { return a.add(b); }, new anchor_1.BN(0));
|
131
|
+
totalFees = totalFees.add(custodyFeeTotal);
|
132
|
+
var custodyVolume = Object.values(custodyData.volumeStats).reduce(function (a, b) { return a.add(b); }, new anchor_1.BN(0));
|
133
|
+
totalVolume = totalVolume.add(custodyVolume);
|
134
|
+
currentLongPositionsUsd = currentLongPositionsUsd.add(custodyData.tradeStats.oiLongUsd);
|
135
|
+
currentShortPositionsUsd = currentShortPositionsUsd.add(custodyData.tradeStats.oiShortUsd);
|
136
|
+
}
|
137
|
+
};
|
138
|
+
var this_3 = this;
|
139
|
+
for (var _i = 0, _a = this.poolConfig.custodies; _i < _a.length; _i++) {
|
140
|
+
var custody = _a[_i];
|
141
|
+
_loop_3(custody);
|
142
|
+
}
|
143
|
+
return {
|
144
|
+
totalFees: totalFees,
|
145
|
+
totalVolume: totalVolume,
|
146
|
+
currentLongPositionsUsd: currentLongPositionsUsd,
|
147
|
+
currentShortPositionsUsd: currentShortPositionsUsd
|
148
|
+
};
|
149
|
+
};
|
7
150
|
return PoolDisplayData;
|
8
|
-
}()); //
|
151
|
+
}()); // PoolDisplayData
|
9
152
|
exports.PoolDisplayData = PoolDisplayData;
|
package/lib/tsconfig.tsbuildinfo
CHANGED
@@ -1 +1 @@
|
|
1
|
-
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|
package/lib/types/index.d.ts
CHANGED
@@ -16,6 +16,20 @@ export declare class Side {
|
|
16
16
|
short: {};
|
17
17
|
};
|
18
18
|
}
|
19
|
+
export declare class AumCalcMode {
|
20
|
+
static Min: {
|
21
|
+
min: {};
|
22
|
+
};
|
23
|
+
static Max: {
|
24
|
+
max: {};
|
25
|
+
};
|
26
|
+
static Last: {
|
27
|
+
last: {};
|
28
|
+
};
|
29
|
+
static EMA: {
|
30
|
+
ema: {};
|
31
|
+
};
|
32
|
+
}
|
19
33
|
export interface Position {
|
20
34
|
owner: PublicKey;
|
21
35
|
pool: PublicKey;
|
package/lib/types/index.js
CHANGED
@@ -1,6 +1,6 @@
|
|
1
1
|
"use strict";
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
3
|
-
exports.OracleType = exports.FeesMode = exports.Side = exports.isOneOfVariant = exports.isVariant = void 0;
|
3
|
+
exports.OracleType = exports.FeesMode = exports.AumCalcMode = exports.Side = exports.isOneOfVariant = exports.isVariant = void 0;
|
4
4
|
// taken from drift
|
5
5
|
function isVariant(object, type) {
|
6
6
|
return object.hasOwnProperty(type);
|
@@ -28,6 +28,16 @@ var Side = /** @class */ (function () {
|
|
28
28
|
return Side;
|
29
29
|
}());
|
30
30
|
exports.Side = Side;
|
31
|
+
var AumCalcMode = /** @class */ (function () {
|
32
|
+
function AumCalcMode() {
|
33
|
+
}
|
34
|
+
AumCalcMode.Min = { min: {} };
|
35
|
+
AumCalcMode.Max = { max: {} };
|
36
|
+
AumCalcMode.Last = { last: {} };
|
37
|
+
AumCalcMode.EMA = { ema: {} };
|
38
|
+
return AumCalcMode;
|
39
|
+
}());
|
40
|
+
exports.AumCalcMode = AumCalcMode;
|
31
41
|
// export enum FeesMode {
|
32
42
|
// Fixed,
|
33
43
|
// Linear
|
package/lib/utils/index.d.ts
CHANGED
@@ -1,5 +1,6 @@
|
|
1
1
|
import BN from "bn.js";
|
2
2
|
export declare const getUnixTs: () => number;
|
3
|
+
export declare function toUiDecimals(nativeAmount: BN | number | string, decimals: number, precision?: number, commaSeperated?: boolean): string;
|
3
4
|
export declare const scaleToExponent: (arg: BN, exponent: BN, target_exponent: BN) => BN;
|
4
5
|
export declare const checkedCeilDiv: (arg1: BN, arg2: BN) => BN;
|
5
6
|
export declare const checkedDecimalCeilMul: (coefficient1: BN, exponent1: BN, coefficient2: BN, exponent2: BN, target_exponent: BN) => BN;
|
package/lib/utils/index.js
CHANGED
@@ -3,13 +3,57 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
|
|
3
3
|
return (mod && mod.__esModule) ? mod : { "default": mod };
|
4
4
|
};
|
5
5
|
Object.defineProperty(exports, "__esModule", { value: true });
|
6
|
-
exports.checkedDecimalDiv = exports.checkedDecimalMul = exports.checkedDecimalCeilMul = exports.checkedCeilDiv = exports.scaleToExponent = exports.getUnixTs = void 0;
|
6
|
+
exports.checkedDecimalDiv = exports.checkedDecimalMul = exports.checkedDecimalCeilMul = exports.checkedCeilDiv = exports.scaleToExponent = exports.toUiDecimals = exports.getUnixTs = void 0;
|
7
7
|
var bn_js_1 = __importDefault(require("bn.js"));
|
8
8
|
var constants_1 = require("../constants");
|
9
9
|
var getUnixTs = function () {
|
10
10
|
return new Date().getTime() / 1000;
|
11
11
|
};
|
12
12
|
exports.getUnixTs = getUnixTs;
|
13
|
+
// 99999.123456
|
14
|
+
// 99999.123
|
15
|
+
function toUiDecimals(nativeAmount, decimals, precision, commaSeperated) {
|
16
|
+
// TODO: remove BN and upgrade to bigint https://github.com/solana-labs/solana/issues/27440
|
17
|
+
if (precision === void 0) { precision = 3; }
|
18
|
+
if (commaSeperated === void 0) { commaSeperated = false; }
|
19
|
+
if (precision > decimals) {
|
20
|
+
throw "not allowed precision> decimals";
|
21
|
+
}
|
22
|
+
var r = '';
|
23
|
+
if (nativeAmount instanceof bn_js_1.default) {
|
24
|
+
var nativeAmountString = nativeAmount.toString();
|
25
|
+
// get decimals
|
26
|
+
var d = nativeAmountString.slice((decimals) * -1);
|
27
|
+
var p = d.slice(0, precision);
|
28
|
+
var nativeAmountWithoutDecimalsStr = nativeAmount.div(new bn_js_1.default(Math.pow(10, decimals))).toString();
|
29
|
+
r = nativeAmountWithoutDecimalsStr + "." + p;
|
30
|
+
}
|
31
|
+
else if (typeof nativeAmount === "string") {
|
32
|
+
if (isNaN(Number(nativeAmount))) {
|
33
|
+
throw "String No valid ";
|
34
|
+
}
|
35
|
+
var d = nativeAmount.slice((decimals) * -1);
|
36
|
+
var p = d.slice(0, precision);
|
37
|
+
var nativeAmountWithoutDecimalsStr = (new bn_js_1.default(nativeAmount)).div(new bn_js_1.default(Math.pow(10, decimals))).toString();
|
38
|
+
r = nativeAmountWithoutDecimalsStr + "." + p;
|
39
|
+
}
|
40
|
+
else if (typeof nativeAmount === "number") {
|
41
|
+
var d = nativeAmount.toString().slice((decimals) * -1);
|
42
|
+
var p = d.slice(0, precision);
|
43
|
+
var nativeAmountWithoutDecimalsStr = (new bn_js_1.default(nativeAmount)).div(new bn_js_1.default(Math.pow(10, decimals))).toString();
|
44
|
+
r = nativeAmountWithoutDecimalsStr + "." + p;
|
45
|
+
}
|
46
|
+
else {
|
47
|
+
return 'type unknown';
|
48
|
+
}
|
49
|
+
if (commaSeperated) {
|
50
|
+
return Number(r).toLocaleString();
|
51
|
+
}
|
52
|
+
else {
|
53
|
+
return r;
|
54
|
+
}
|
55
|
+
}
|
56
|
+
exports.toUiDecimals = toUiDecimals;
|
13
57
|
// recheck ?? logic
|
14
58
|
var scaleToExponent = function (arg, exponent, target_exponent) {
|
15
59
|
if (target_exponent.eq(exponent)) {
|
package/package.json
CHANGED
package/src/CustodyAccount.ts
CHANGED
@@ -1,5 +1,5 @@
|
|
1
1
|
import { PublicKey } from "@solana/web3.js";
|
2
|
-
import { Assets, FeesStats, Custody, Fees, PricingParams, TradeStats, Permissions, BorrowRateParams, OracleParams, VolumeStats, PositionStats, BorrowRateState } from "./types";
|
2
|
+
import { Assets, FeesStats, Custody, Fees, PricingParams, TradeStats, Permissions, BorrowRateParams, OracleParams, VolumeStats, PositionStats, BorrowRateState, Side, isVariant, Position } from "./types";
|
3
3
|
import { PositionAccount } from "./PositionAccount";
|
4
4
|
import BN from "bn.js";
|
5
5
|
import { BN_ZERO, RATE_POWER } from "./constants";
|
@@ -84,6 +84,38 @@ export class CustodyAccount {
|
|
84
84
|
|
85
85
|
}
|
86
86
|
|
87
|
+
getCollectivePosition(side: Side):PositionAccount {
|
88
|
+
let stats : PositionStats;
|
89
|
+
if ( isVariant(side,'long')) {
|
90
|
+
stats = this.longPositions;
|
91
|
+
} else {
|
92
|
+
stats = this.shortPositions;
|
93
|
+
};
|
94
|
+
// if (!stats.openPositions.isNeg()) {
|
95
|
+
|
96
|
+
// const obj: Position = {
|
97
|
+
// side,
|
98
|
+
// price:
|
99
|
+
// stats.weighted_price.div(stats.total_quantity)
|
100
|
+
|
101
|
+
// size_usd: stats.size_usd,
|
102
|
+
// collateral_usd: stats.collateral_usd,
|
103
|
+
// unrealized_loss_usd: stats.cumulative_interest_usd,
|
104
|
+
// cumulative_interest_snapshot: stats.cumulative_interest_snapshot,
|
105
|
+
// locked_amount: stats.locked_amount,
|
106
|
+
// ..Position::default()
|
107
|
+
// }
|
108
|
+
// return new PositionAccount(
|
109
|
+
// new PublicKey('dgfgfg'),
|
110
|
+
|
111
|
+
// )
|
112
|
+
// } else {
|
113
|
+
// Ok(Position::default())
|
114
|
+
// }
|
115
|
+
|
116
|
+
throw Error("Incomplete")
|
117
|
+
}
|
118
|
+
|
87
119
|
|
88
120
|
|
89
121
|
|
package/src/PoolAccount.ts
CHANGED
@@ -2,7 +2,7 @@
|
|
2
2
|
import { BN_ZERO, BPS_DECIMALS, BPS_POWER, PERCENTAGE_DECIMALS, PRICE_DECIMALS, USD_DECIMALS } from "./constants";
|
3
3
|
import { BN } from "@coral-xyz/anchor";
|
4
4
|
import { Mint } from "@solana/spl-token";
|
5
|
-
import { Custody, FeesMode, Pool, Side, TokenRatios, isVariant } from "./types";
|
5
|
+
import { AumCalcMode, Custody, FeesMode, Pool, Side, TokenRatios, isVariant } from "./types";
|
6
6
|
import { PublicKey } from "@solana/web3.js";
|
7
7
|
import {CustodyAccount} from "./CustodyAccount";
|
8
8
|
import { OraclePrice } from "./OraclePrice";
|
@@ -10,6 +10,7 @@ import { PositionAccount } from "./PositionAccount";
|
|
10
10
|
import { checkedCeilDiv, checkedDecimalCeilMul, checkedDecimalMul, scaleToExponent } from "./utils";
|
11
11
|
|
12
12
|
|
13
|
+
|
13
14
|
export class PoolAccount {
|
14
15
|
|
15
16
|
publicKey: PublicKey;
|
@@ -42,9 +43,6 @@ export class PoolAccount {
|
|
42
43
|
return this.custodies.findIndex(i => i.toBase58()==custodyKey.toBase58())
|
43
44
|
}
|
44
45
|
|
45
|
-
// loadlpData(lpTokenInfo : Mint){
|
46
|
-
// this.lpTokenInfo = lpTokenInfo
|
47
|
-
// }
|
48
46
|
|
49
47
|
getAddLiquidityFee(
|
50
48
|
tokenId: number,
|
@@ -367,5 +365,78 @@ export class PoolAccount {
|
|
367
365
|
}
|
368
366
|
}
|
369
367
|
} //getPnlUsd
|
368
|
+
|
369
|
+
|
370
|
+
getAssetsUnderManagementUsd(
|
371
|
+
token_prices: OraclePrice[],
|
372
|
+
token_ema_prices: OraclePrice[],
|
373
|
+
custodies : CustodyAccount[],
|
374
|
+
aum_calc_mode: AumCalcMode,
|
375
|
+
) :BN {
|
376
|
+
|
377
|
+
let pool_amount_usd: BN = BN_ZERO;
|
378
|
+
|
379
|
+
for (let index=0;index<this.custodies.length;index++) {
|
380
|
+
|
381
|
+
if( token_prices.length != this.custodies.length || token_prices.length != token_ema_prices.length ){
|
382
|
+
throw Error("token prices length incorrect");
|
383
|
+
}
|
384
|
+
|
385
|
+
|
386
|
+
let aum_token_price : OraclePrice;
|
387
|
+
// switch unable to match enum
|
388
|
+
if(isVariant(aum_calc_mode,"last")){
|
389
|
+
aum_token_price = token_prices[index];
|
390
|
+
} else if( isVariant(aum_calc_mode, "ema") ){
|
391
|
+
aum_token_price = token_ema_prices[index];
|
392
|
+
} else if( isVariant(aum_calc_mode, "min") ) {
|
393
|
+
if (token_prices[index].cmp(token_ema_prices[index])) {
|
394
|
+
aum_token_price = token_prices[index];
|
395
|
+
} else {
|
396
|
+
aum_token_price = token_ema_prices[index];
|
397
|
+
}
|
398
|
+
} else if( isVariant(aum_calc_mode, "max") ) {
|
399
|
+
if (token_ema_prices[index].cmp(token_prices[index])) {
|
400
|
+
aum_token_price = token_prices[index];
|
401
|
+
} else {
|
402
|
+
aum_token_price = token_ema_prices[index];
|
403
|
+
}
|
404
|
+
}
|
405
|
+
|
406
|
+
let token_amount_usd :BN =
|
407
|
+
aum_token_price.getAssetAmountUsd(custodies[index].assets.owned, custodies[index].decimals);
|
408
|
+
|
409
|
+
pool_amount_usd = pool_amount_usd.add(token_amount_usd);
|
410
|
+
|
411
|
+
// if (custodies[index].pricing.useUnrealizedPnlInAum) {
|
412
|
+
// // compute aggregate unrealized pnl
|
413
|
+
// let (long_profit, long_loss, _) = this.getPnlUsd(
|
414
|
+
// &custodies[index].get_collective_position(Side::Long)?,
|
415
|
+
// &token_price,
|
416
|
+
// &token_ema_price,
|
417
|
+
// &custodies[index],
|
418
|
+
// curtime,
|
419
|
+
// false,
|
420
|
+
// )?;
|
421
|
+
// let (short_profit, short_loss, _) = self.get_pnl_usd(
|
422
|
+
// &custodies[index].get_collective_position(Side::Short)?,
|
423
|
+
// &token_price,
|
424
|
+
// &token_ema_price,
|
425
|
+
// &custodies[index],
|
426
|
+
// curtime,
|
427
|
+
// false,
|
428
|
+
// )?;
|
429
|
+
|
430
|
+
// // adjust pool amount by collective profit/loss
|
431
|
+
// pool_amount_usd = math::checked_add(pool_amount_usd, long_profit as u128)?;
|
432
|
+
// pool_amount_usd = math::checked_add(pool_amount_usd, short_profit as u128)?;
|
433
|
+
// pool_amount_usd = pool_amount_usd.saturating_sub(long_loss as u128);
|
434
|
+
// pool_amount_usd = pool_amount_usd.saturating_sub(short_loss as u128);
|
435
|
+
// }
|
436
|
+
throw Error("Incomplete")
|
437
|
+
}
|
438
|
+
|
439
|
+
return pool_amount_usd;
|
440
|
+
}
|
370
441
|
|
371
442
|
} // Pool
|
package/src/PoolDisplayData.ts
CHANGED
@@ -4,20 +4,170 @@ import { BN } from "@coral-xyz/anchor";
|
|
4
4
|
import { Mint } from "@solana/spl-token";
|
5
5
|
import { Custody, FeesMode, Pool, Side, TokenRatios, isVariant } from "./types";
|
6
6
|
import { PublicKey } from "@solana/web3.js";
|
7
|
-
import {CustodyAccount} from "./CustodyAccount";
|
7
|
+
import { CustodyAccount } from "./CustodyAccount";
|
8
8
|
import { OraclePrice } from "./OraclePrice";
|
9
9
|
import { PositionAccount } from "./PositionAccount";
|
10
|
-
import { checkedCeilDiv, checkedDecimalCeilMul, checkedDecimalMul, scaleToExponent } from "./utils";
|
10
|
+
import { checkedCeilDiv, checkedDecimalCeilMul, checkedDecimalMul, scaleToExponent, toUiDecimals } from "./utils";
|
11
11
|
import { PoolConfig } from "./PoolConfig";
|
12
|
+
import { PoolAccount } from "./PoolAccount";
|
12
13
|
|
13
14
|
export class PoolDisplayData {
|
14
15
|
|
15
16
|
public poolConfig: PoolConfig;
|
16
|
-
public
|
17
|
-
public lpTokenInfo
|
18
|
-
public custodies
|
19
|
-
public totalPoolValueUsd
|
17
|
+
public pool: PoolAccount;
|
18
|
+
public lpTokenInfo: Mint;
|
19
|
+
public custodies: CustodyAccount[];
|
20
|
+
public totalPoolValueUsd: BN;
|
20
21
|
|
22
|
+
constructor(poolConfig: PoolConfig, pool: PoolAccount, lpTokenInfo: Mint, custodies: CustodyAccount[]) {
|
23
|
+
this.poolConfig = poolConfig;
|
24
|
+
this.pool = pool;
|
25
|
+
this.lpTokenInfo = lpTokenInfo;
|
26
|
+
this.custodies = custodies;
|
27
|
+
this.totalPoolValueUsd = new BN(-1); // -1 meaning unset
|
28
|
+
}
|
21
29
|
|
30
|
+
loadCustodies(custodies: CustodyAccount[]) {
|
31
|
+
this.custodies = custodies;
|
32
|
+
}
|
22
33
|
|
23
|
-
|
34
|
+
loadPoolData(pool: PoolAccount) {
|
35
|
+
this.pool = pool
|
36
|
+
}
|
37
|
+
|
38
|
+
loadlpData(lpTokenInfo: Mint) {
|
39
|
+
this.lpTokenInfo = lpTokenInfo
|
40
|
+
}
|
41
|
+
|
42
|
+
// TODO :: replace this with PoolAccount.getAssetsUnderManagementUsd()
|
43
|
+
// should take pnl's into account
|
44
|
+
getLpStats(prices: any) {
|
45
|
+
|
46
|
+
let stableCoinAmount = new BN(0);
|
47
|
+
let totalPoolValueUsd = new BN(0);
|
48
|
+
|
49
|
+
for (const custody of this.poolConfig.custodies) {
|
50
|
+
const custodyData = this.custodies.find(t => t.mint.toBase58() === custody.mintKey.toBase58())
|
51
|
+
if (custodyData) {
|
52
|
+
if (custodyData.isStable) {
|
53
|
+
stableCoinAmount = stableCoinAmount.add(custodyData.assets.owned)
|
54
|
+
}
|
55
|
+
const priceBN = new BN(prices.get(custody.symbol) * 10 ** PRICE_DECIMALS); // so always keep prices with 6 decimals
|
56
|
+
const custodyValue = priceBN.mul(custodyData.assets.owned).div(new BN(10 ** custody.decimals));
|
57
|
+
totalPoolValueUsd = totalPoolValueUsd.add(custodyValue)
|
58
|
+
}
|
59
|
+
}
|
60
|
+
|
61
|
+
// console.log("totalPoolValueUsd.toNumber():",totalPoolValueUsd.toString())
|
62
|
+
// console.log("stableCoinAmount.toNumber():",stableCoinAmount.toString())
|
63
|
+
|
64
|
+
// if(this.lpTokenInfo.supply.toString() =='0' || totalPoolValueUsd.toString()=='0'){
|
65
|
+
// console.error("supply or amt cannot be zero")
|
66
|
+
// throw "supply or amt cannot be zero";
|
67
|
+
// }
|
68
|
+
this.totalPoolValueUsd = totalPoolValueUsd;
|
69
|
+
const lpPrice = totalPoolValueUsd.div(new BN(this.lpTokenInfo.supply.toString() === '0' ? 1 : this.lpTokenInfo.supply.toString()))
|
70
|
+
|
71
|
+
return {
|
72
|
+
lpTokenSupply: new BN(this.lpTokenInfo.supply.toString()),
|
73
|
+
decimals: this.poolConfig.lpDecimals,
|
74
|
+
totalPoolValue: totalPoolValueUsd,
|
75
|
+
price: lpPrice,
|
76
|
+
stableCoinPercentage: totalPoolValueUsd.toNumber() != 0 ? stableCoinAmount.mul(new BN(PERCENTAGE_DECIMALS)).div(totalPoolValueUsd) : new BN(1),
|
77
|
+
marketCap: lpPrice.mul(new BN(this.lpTokenInfo.supply.toString())),
|
78
|
+
// totalStaked : BN,
|
79
|
+
}
|
80
|
+
}
|
81
|
+
|
82
|
+
getOiLongUI() {
|
83
|
+
let totalAmount = new BN('0');
|
84
|
+
this.custodies.forEach(i => {
|
85
|
+
totalAmount = totalAmount.add(i.tradeStats.oiLongUsd);
|
86
|
+
})
|
87
|
+
return totalAmount;
|
88
|
+
}
|
89
|
+
|
90
|
+
getOiShortUI() {
|
91
|
+
let totalAmount = new BN('0');
|
92
|
+
this.custodies.forEach(i => {
|
93
|
+
totalAmount = totalAmount.add(i.tradeStats.oiShortUsd);
|
94
|
+
})
|
95
|
+
return totalAmount;
|
96
|
+
}
|
97
|
+
|
98
|
+
// handle decimal and this should accept a list of prices probs map or object
|
99
|
+
getCustodyDetails(prices: any) {
|
100
|
+
const custodyDetails = [];
|
101
|
+
|
102
|
+
for (let i = 0; i < this.poolConfig.custodies.length; i++) {
|
103
|
+
const custody = this.poolConfig.custodies[i];
|
104
|
+
if (!custody) continue;
|
105
|
+
|
106
|
+
// console.log('this.pool :>> ', this.pool);
|
107
|
+
// const token = this.pool.tokens.find(t => t.custody.toBase58() === custody.custodyAccount.toBase58());
|
108
|
+
const tokenRatio = this.pool.ratios[i]
|
109
|
+
const custodyData = this.custodies.find(t => t.mint.toBase58() === custody.mintKey.toBase58())
|
110
|
+
const priceBN = new BN(prices.get(custody.symbol) * 10 ** 6); // so always keep prices with 6 decimals
|
111
|
+
|
112
|
+
if (this.totalPoolValueUsd.toString() == "-1") {
|
113
|
+
console.error("call getLpStats first")
|
114
|
+
throw "call getLpStats first";
|
115
|
+
}
|
116
|
+
|
117
|
+
// if(this.totalPoolValueUsd.toString()=='0'){
|
118
|
+
// console.error("call getLpStats first , totalPoolValueUsd ZERO")
|
119
|
+
// return defaultData.custodyDetails;
|
120
|
+
// }
|
121
|
+
// console.log("this.totalPoolValueUsd:",this.totalPoolValueUsd.toString())
|
122
|
+
|
123
|
+
if (custodyData && tokenRatio) {
|
124
|
+
custodyDetails.push({
|
125
|
+
symbol: custody.symbol,
|
126
|
+
price: new BN(prices.get(custody.symbol)),
|
127
|
+
targetWeight: tokenRatio.target,
|
128
|
+
currentWeight: this.totalPoolValueUsd.toNumber() ?
|
129
|
+
(custodyData.assets.owned.mul(priceBN)).mul(new BN(10 ** PERCENTAGE_DECIMALS)).div(this.totalPoolValueUsd).div(new BN(10 ** custody.decimals))
|
130
|
+
: new BN(0),
|
131
|
+
utilization: custodyData.assets.owned.toNumber() ?
|
132
|
+
toUiDecimals(custodyData.assets.locked.mul(new BN(10 ** PERCENTAGE_DECIMALS)).div(custodyData.assets.owned), PERCENTAGE_DECIMALS, 2)
|
133
|
+
: '0',
|
134
|
+
// assetsAmountUi : (custodyData.assets.owned.toNumber() / 10**(custody.decimals)).toFixed(4),
|
135
|
+
assetsAmountUi: toUiDecimals(custodyData.assets.owned, custody.decimals, 4, true),
|
136
|
+
// totalUsdAmountUi : ((custodyData.assets.owned.mul(priceBN)).div(new BN(10**(custody.decimals))).toNumber() / 10**6).toFixed(4),
|
137
|
+
totalUsdAmountUi: toUiDecimals((custodyData.assets.owned.mul(priceBN)), custody.decimals + PRICE_DECIMALS, 2, true),
|
138
|
+
})
|
139
|
+
}
|
140
|
+
}
|
141
|
+
return custodyDetails;
|
142
|
+
}
|
143
|
+
|
144
|
+
getPoolStats() {
|
145
|
+
let totalFees = new BN(0)
|
146
|
+
let totalVolume = new BN(0)
|
147
|
+
let currentLongPositionsUsd = new BN(0)
|
148
|
+
let currentShortPositionsUsd = new BN(0)
|
149
|
+
|
150
|
+
for (const custody of this.poolConfig.custodies) {
|
151
|
+
const custodyData = this.custodies.find(t => t.mint.toBase58() === custody.mintKey.toBase58())
|
152
|
+
if (custodyData) {
|
153
|
+
const custodyFeeTotal = Object.values(custodyData.collectedFees).reduce((a: BN, b: BN) => a.add(b), new BN(0))
|
154
|
+
totalFees = totalFees.add(custodyFeeTotal)
|
155
|
+
|
156
|
+
const custodyVolume = Object.values(custodyData.volumeStats).reduce((a: BN, b: BN) => a.add(b), new BN(0))
|
157
|
+
totalVolume = totalVolume.add(custodyVolume)
|
158
|
+
|
159
|
+
currentLongPositionsUsd = currentLongPositionsUsd.add(custodyData.tradeStats.oiLongUsd)
|
160
|
+
currentShortPositionsUsd = currentShortPositionsUsd.add(custodyData.tradeStats.oiShortUsd)
|
161
|
+
}
|
162
|
+
}
|
163
|
+
return {
|
164
|
+
totalFees,
|
165
|
+
totalVolume,
|
166
|
+
currentLongPositionsUsd,
|
167
|
+
currentShortPositionsUsd
|
168
|
+
}
|
169
|
+
}
|
170
|
+
|
171
|
+
|
172
|
+
|
173
|
+
} // PoolDisplayData
|
package/src/types/index.ts
CHANGED
@@ -28,6 +28,13 @@ export class Side {
|
|
28
28
|
static Short = { short: {} };
|
29
29
|
}
|
30
30
|
|
31
|
+
export class AumCalcMode {
|
32
|
+
static Min = { min: {} };
|
33
|
+
static Max = { max: {}};
|
34
|
+
static Last = {last : {}};
|
35
|
+
static EMA = {ema : {}};
|
36
|
+
}
|
37
|
+
|
31
38
|
// =======================================================
|
32
39
|
// ================== POSITION ====================
|
33
40
|
// =======================================================
|
@@ -125,8 +132,8 @@ export interface PositionStats {
|
|
125
132
|
collateralUsd: BN,
|
126
133
|
sizeUsd: BN,
|
127
134
|
lockedAmount: BN,
|
128
|
-
weightedLeverage: BN,
|
129
|
-
totalLeverage: BN,
|
135
|
+
weightedLeverage: BN, // weighted_price
|
136
|
+
totalLeverage: BN, // total_quantity
|
130
137
|
cumulativeInterestUsd: BN,
|
131
138
|
cumulativeInterestSnapshot: BN,
|
132
139
|
}
|
package/src/utils/index.ts
CHANGED
@@ -5,6 +5,57 @@ export const getUnixTs = () => {
|
|
5
5
|
return new Date().getTime() / 1000;
|
6
6
|
};
|
7
7
|
|
8
|
+
// 99999.123456
|
9
|
+
// 99999.123
|
10
|
+
export function toUiDecimals(
|
11
|
+
nativeAmount: BN | number | string,
|
12
|
+
decimals: number,
|
13
|
+
precision = 3,
|
14
|
+
commaSeperated = false
|
15
|
+
): string {
|
16
|
+
// TODO: remove BN and upgrade to bigint https://github.com/solana-labs/solana/issues/27440
|
17
|
+
|
18
|
+
if(precision> decimals){
|
19
|
+
throw "not allowed precision> decimals"
|
20
|
+
}
|
21
|
+
let r = '';
|
22
|
+
|
23
|
+
if (nativeAmount instanceof BN) {
|
24
|
+
const nativeAmountString = nativeAmount.toString();
|
25
|
+
// get decimals
|
26
|
+
const d = nativeAmountString.slice((decimals) * -1);
|
27
|
+
const p = d.slice(0 ,precision);
|
28
|
+
const nativeAmountWithoutDecimalsStr = nativeAmount.div(new BN( 10 ** decimals)).toString();
|
29
|
+
|
30
|
+
r = nativeAmountWithoutDecimalsStr + "." + p;
|
31
|
+
}
|
32
|
+
else if (typeof nativeAmount === "string") {
|
33
|
+
if( isNaN(Number(nativeAmount))){
|
34
|
+
throw "String No valid "
|
35
|
+
}
|
36
|
+
const d = nativeAmount.slice((decimals) * -1);
|
37
|
+
const p = d.slice(0 ,precision);
|
38
|
+
const nativeAmountWithoutDecimalsStr = (new BN(nativeAmount)).div(new BN( 10 ** decimals)).toString();
|
39
|
+
|
40
|
+
r = nativeAmountWithoutDecimalsStr + "." + p;
|
41
|
+
}
|
42
|
+
else if (typeof nativeAmount === "number") {
|
43
|
+
const d = nativeAmount.toString().slice((decimals) * -1);
|
44
|
+
const p = d.slice(0 ,precision);
|
45
|
+
const nativeAmountWithoutDecimalsStr = (new BN(nativeAmount)).div(new BN( 10 ** decimals)).toString();
|
46
|
+
r = nativeAmountWithoutDecimalsStr + "." + p;
|
47
|
+
}
|
48
|
+
else {
|
49
|
+
return 'type unknown'
|
50
|
+
}
|
51
|
+
|
52
|
+
if(commaSeperated){
|
53
|
+
return Number(r).toLocaleString();
|
54
|
+
} else {
|
55
|
+
return r;
|
56
|
+
}
|
57
|
+
|
58
|
+
}
|
8
59
|
|
9
60
|
// recheck ?? logic
|
10
61
|
export const scaleToExponent = (arg: BN, exponent: BN, target_exponent: BN) : BN => {
|