flash-sdk 2.28.12 → 2.29.1
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/dist/PerpetualsClient.d.ts +15 -14
- package/dist/PerpetualsClient.js +73 -5
- package/dist/idl/perpetuals.d.ts +592 -2
- package/dist/idl/perpetuals.js +592 -2
- package/dist/tsconfig.tsbuildinfo +1 -1
- package/dist/types/index.d.ts +14 -0
- package/dist/utils/alt.d.ts +1 -0
- package/package.json +1 -1
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@@ -3,7 +3,7 @@ import { Program, AnchorProvider, BN } from "@coral-xyz/anchor";
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import { PublicKey, TransactionInstruction, Commitment, Signer, AddressLookupTableAccount, VersionedTransaction } from "@solana/web3.js";
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import { PoolAccount } from "./PoolAccount";
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import { PositionAccount } from "./PositionAccount";
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import { AddLiquidityAmountAndFee, BorrowRateParams,
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import { AddLiquidityAmountAndFee, BorrowRateParams, ExitPriceAndFee, Fees, OracleParams, Permissions, PricingParams, RemoveCollateralData, RemoveLiquidityAmountAndFee, Side, TokenRatios, MinAndMaxPrice, FeesAction, ContractOraclePrice, Privilege, PerpetualsAccount, Trading, EntryPriceAndFeeV2, EntryPriceAndFee } from "./types";
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import { OraclePrice } from "./OraclePrice";
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import { CustodyAccount } from "./CustodyAccount";
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import { Perpetuals } from "./idl/perpetuals";
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@@ -165,7 +165,7 @@ export declare class PerpetualsClient {
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};
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openPosition: BN;
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closePosition: BN;
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volatility: BN;
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};
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borrowRate: {
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baseRate: BN;
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@@ -454,7 +454,7 @@ export declare class PerpetualsClient {
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};
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openPosition: BN;
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closePosition: BN;
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volatility: BN;
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};
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borrowRate: {
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baseRate: BN;
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@@ -742,7 +742,7 @@ export declare class PerpetualsClient {
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};
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openPosition: BN;
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closePosition: BN;
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volatility: BN;
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};
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borrowRate: {
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baseRate: BN;
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@@ -1034,7 +1034,7 @@ export declare class PerpetualsClient {
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};
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openPosition: BN;
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closePosition: BN;
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volatility: BN;
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};
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borrowRate: {
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baseRate: BN;
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@@ -1325,7 +1325,7 @@ export declare class PerpetualsClient {
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};
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openPosition: BN;
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closePosition: BN;
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volatility: BN;
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};
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borrowRate: {
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baseRate: BN;
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@@ -1613,7 +1613,7 @@ export declare class PerpetualsClient {
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};
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openPosition: BN;
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closePosition: BN;
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volatility: BN;
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};
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borrowRate: {
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baseRate: BN;
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@@ -1901,7 +1901,7 @@ export declare class PerpetualsClient {
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};
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openPosition: BN;
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closePosition: BN;
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volatility: BN;
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};
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borrowRate: {
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baseRate: BN;
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@@ -2189,7 +2189,7 @@ export declare class PerpetualsClient {
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};
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openPosition: BN;
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closePosition: BN;
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volatility: BN;
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};
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borrowRate: {
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baseRate: BN;
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@@ -2527,7 +2527,7 @@ export declare class PerpetualsClient {
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};
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openPosition: BN;
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closePosition: BN;
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volatility: BN;
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};
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borrowRate: {
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baseRate: BN;
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};
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openPosition: BN;
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closePosition: BN;
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volatility: BN;
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};
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borrowRate: {
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baseRate: BN;
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@@ -3103,7 +3103,7 @@ export declare class PerpetualsClient {
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};
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openPosition: BN;
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closePosition: BN;
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volatility: BN;
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};
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borrowRate: {
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baseRate: BN;
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@@ -3391,7 +3391,7 @@ export declare class PerpetualsClient {
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};
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openPosition: BN;
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closePosition: BN;
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volatility: BN;
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};
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borrowRate: {
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baseRate: BN;
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@@ -3679,7 +3679,7 @@ export declare class PerpetualsClient {
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};
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openPosition: BN;
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closePosition: BN;
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volatility: BN;
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};
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borrowRate: {
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baseRate: BN;
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@@ -3904,6 +3904,7 @@ export declare class PerpetualsClient {
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getLeverageSync: (sizeUsd: BN, collateralAmount: BN, collateralMinOraclePrice: OraclePrice, collateralTokenDecimals: number, pnlUsd: BN) => BN;
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getLeverageAtAmountEntryWithSwapSync: (positionAccount: PositionAccount | null, inputDeltaAmount: BN, sizeDeltaAmount: BN, side: Side, poolAccount: PoolAccount, inputTokenPrice: OraclePrice, inputTokenEmaPrice: OraclePrice, inputTokenCustodyAccount: CustodyAccount, swapOutTokenPrice: OraclePrice, swapOutTokenEmaPrice: OraclePrice, swapOutTokenCustodyAccount: CustodyAccount, collateralTokenPrice: OraclePrice, collateralTokenEmaPrice: OraclePrice, collateralTokenCustodyAccount: CustodyAccount, targetTokenPrice: OraclePrice, targetTokenEmaPrice: OraclePrice, targetTokenCustodyAccount: CustodyAccount, swapPoolAumUsdMax: BN, poolConfigPosition: PoolConfig, poolConfigSwap: PoolConfig, pnlUsd: BN) => BN;
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getEntryPriceAndFeeSync: (positionAccount: PositionAccount | null, marketCorrelation: boolean, collateralDeltaAmount: BN, sizeDeltaAmount: BN, side: Side, targetPrice: OraclePrice, targetEmaPrice: OraclePrice, targetCustodyAccount: CustodyAccount, collateralPrice: OraclePrice, collateralEmaPrice: OraclePrice, collateralCustodyAccount: CustodyAccount, currentTimestamp: BN, discountBps?: BN) => EntryPriceAndFee;
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getEntryPriceAndFeeSyncV2: (positionAccount: PositionAccount | null, marketCorrelation: boolean, collateralDeltaAmount: BN, sizeDeltaAmount: BN, side: Side, targetPrice: OraclePrice, targetEmaPrice: OraclePrice, targetCustodyAccount: CustodyAccount, collateralPrice: OraclePrice, collateralEmaPrice: OraclePrice, collateralCustodyAccount: CustodyAccount, currentTimestamp: BN, discountBps?: BN) => EntryPriceAndFeeV2;
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getEntryPriceUsdSync: (side: Side, targetPrice: OraclePrice, targetEmaPrice: OraclePrice, targetCustodyAccount: CustodyAccount, lockedUsd: BN) => OraclePrice;
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getPriceAfterSlippage(isEntry: boolean, slippageBps: BN, targetPrice: OraclePrice, side: Side): ContractOraclePrice;
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getExitFeeSync: (positionAccount: PositionAccount, targetCustody: CustodyAccount, collateralCustodyAccount: CustodyAccount, collateralPrice: OraclePrice, collateralEmaPrice: OraclePrice, discountBps?: BN) => {
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package/dist/PerpetualsClient.js
CHANGED
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@@ -970,6 +970,75 @@ var PerpetualsClient = (function () {
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liquidationPrice: liquidationPrice
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};
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};
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this.getEntryPriceAndFeeSyncV2 = function (positionAccount, marketCorrelation, collateralDeltaAmount, sizeDeltaAmount, side, targetPrice, targetEmaPrice, targetCustodyAccount, collateralPrice, collateralEmaPrice, collateralCustodyAccount, currentTimestamp, discountBps) {
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if (discountBps === void 0) { discountBps = constants_1.BN_ZERO; }
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if (collateralDeltaAmount.isNeg() || sizeDeltaAmount.isNeg()) {
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throw new Error("Delta Amounts cannot be negative.");
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}
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var lockedUsd = targetPrice.getAssetAmountUsd(sizeDeltaAmount, targetCustodyAccount.decimals);
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var entryOraclePrice = _this.getEntryPriceUsdSync(side, targetPrice, targetEmaPrice, targetCustodyAccount, lockedUsd);
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if (positionAccount === null) {
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var data = __assign({}, types_1.DEFAULT_POSITION);
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positionAccount = PositionAccount_1.PositionAccount.from(web3_js_1.PublicKey.default, data);
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var sizeUsd = entryOraclePrice.getAssetAmountUsd(sizeDeltaAmount, targetCustodyAccount.decimals);
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positionAccount.sizeUsd = sizeUsd;
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positionAccount.sizeDecimals = targetCustodyAccount.decimals;
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positionAccount.collateralDecimals = collateralCustodyAccount.decimals;
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positionAccount.lockedDecimals = collateralCustodyAccount.decimals;
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}
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else {
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positionAccount = positionAccount.clone();
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var positionEntryPrice = OraclePrice_1.OraclePrice.from({
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price: positionAccount.entryPrice.price,
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exponent: new anchor_1.BN(positionAccount.entryPrice.exponent),
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confidence: constants_1.BN_ZERO,
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timestamp: constants_1.BN_ZERO
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});
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entryOraclePrice.price = _this.getAveragePriceSync(positionEntryPrice.price, positionAccount.sizeAmount, entryOraclePrice.price, sizeDeltaAmount);
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var sizeDeltaUsd = entryOraclePrice.getAssetAmountUsd(sizeDeltaAmount, targetCustodyAccount.decimals);
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positionAccount.sizeUsd = positionAccount.sizeUsd.add(sizeDeltaUsd);
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}
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positionAccount.collateralAmount = positionAccount.collateralAmount.add(collateralDeltaAmount);
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positionAccount.sizeAmount = positionAccount.sizeAmount.add(sizeDeltaAmount);
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var lockFeeUsd = _this.getLockFeeAndUnsettledUsdForPosition(positionAccount, collateralCustodyAccount, currentTimestamp);
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var liquidationPrice = _this.getLiquidationPriceSync(positionAccount.collateralAmount, positionAccount.sizeAmount, entryOraclePrice, lockFeeUsd, marketCorrelation, side, targetCustodyAccount, collateralPrice, collateralEmaPrice, collateralCustodyAccount, positionAccount);
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var sizeAmountUsd = entryOraclePrice.getAssetAmountUsd(sizeDeltaAmount, targetCustodyAccount.decimals);
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var collateralTokenMinOraclePrice = _this.getMinAndMaxOraclePriceSync(collateralPrice, collateralEmaPrice, collateralCustodyAccount).min;
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var feeUsd = constants_1.BN_ZERO;
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var feeAmount = constants_1.BN_ZERO;
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var feeUsdAfterDiscount = constants_1.BN_ZERO;
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var feeAmountAfterDiscount = constants_1.BN_ZERO;
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if (positionAccount !== null && sizeDeltaAmount.isZero()) {
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}
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else {
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feeUsd = sizeAmountUsd.mul(targetCustodyAccount.fees.openPosition).div(new anchor_1.BN(constants_1.RATE_POWER));
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feeAmount = feeUsd.mul(new anchor_1.BN(Math.pow(10, collateralCustodyAccount.decimals))).div(collateralTokenMinOraclePrice.price);
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if (discountBps.gt(constants_1.BN_ZERO)) {
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feeUsdAfterDiscount = feeUsd.mul(discountBps).div(new anchor_1.BN(constants_1.BPS_POWER));
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feeUsdAfterDiscount = feeUsd.sub(feeUsdAfterDiscount);
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feeAmountAfterDiscount = feeUsdAfterDiscount.mul(new anchor_1.BN(Math.pow(10, collateralCustodyAccount.decimals))).div(collateralTokenMinOraclePrice.price);
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}
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else {
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feeUsdAfterDiscount = feeUsd;
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feeAmountAfterDiscount = feeAmount;
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}
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}
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var divergenceBps;
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divergenceBps = targetPrice.getDivergenceFactor(targetEmaPrice);
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var vbFeeUsd = constants_1.BN_ZERO;
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if (divergenceBps.gte(targetCustodyAccount.oracle.maxDivergenceBps)) {
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vbFeeUsd = targetCustodyAccount.fees.volatility.mul(sizeAmountUsd);
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}
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return {
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entryOraclePrice: entryOraclePrice,
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feeUsd: feeUsd,
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feeAmount: feeAmount,
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vbFeeUsd: vbFeeUsd,
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feeUsdAfterDiscount: feeUsdAfterDiscount,
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feeAmountAfterDiscount: feeAmountAfterDiscount,
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liquidationPrice: liquidationPrice
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};
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};
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this.getEntryPriceUsdSync = function (side, targetPrice, targetEmaPrice, targetCustodyAccount, lockedUsd) {
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var _a = _this.getMinAndMaxOraclePriceSync(targetPrice, targetEmaPrice, targetCustodyAccount), minPrice = _a.min, maxPrice = _a.max;
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var spread = _this.getTradeSpread(targetCustodyAccount, lockedUsd);
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collateralAmountReceived = maxWithdrawableAmount;
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collateralAmountRecievedUsd = collateralMinMaxPrice.min.getAssetAmountUsd(maxWithdrawableAmount, collateralCustodyAccount.decimals);
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}
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var collateralFeeUsd = collateralAmountRecievedUsd.mul(targetCustodyAccount.fees.removeCollateral).div(new anchor_1.BN(constants_1.RATE_POWER));
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if (discountBps.gt(constants_1.BN_ZERO)) {
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var discount =
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var discount = collateralAmountRecievedUsd.mul(discountBps).div(new anchor_1.BN(constants_1.BPS_POWER));
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collateralAmountRecievedUsd = exitFeeUsd.sub(discount);
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}
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newPosition.collateralAmount = newPosition.collateralAmount.sub(collateralAmountReceived);
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newPosition.collateralUsd = collateralMinMaxPrice.min.getAssetAmountUsd(newPosition.collateralAmount, collateralCustodyAccount.decimals);
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var newLev = _this.getLeverageSync(newPosition.sizeUsd, newPosition.collateralAmount, collateralMinMaxPrice.min, collateralCustodyAccount.decimals, finalPnlUsdWithFee);
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return {
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newSizeUsd: newPosition.sizeUsd,
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feeUsd: feeUsd.add(
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feeUsdWithDiscount: feeUsdWithDiscount.add(
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feeUsd: feeUsd.add(collateralAmountRecievedUsd),
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feeUsdWithDiscount: feeUsdWithDiscount.add(collateralAmountRecievedUsd),
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newLev: newLev,
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liquidationPrice: finalLiquidationPrice,
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collateralAmountRecieved: collateralAmountReceived,
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