impermax-sdk 2.1.133 → 2.1.134

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Files changed (3) hide show
  1. package/lib/utils/nftlpMath/uniswapV3Position.d.ts +17 -1
  2. package/lib/utils/nftlpMath/uniswapV3Position.js +59 -8
  3. package/package.json +1 -1
package/lib/utils/nftlpMath/uniswapV3Position.d.ts CHANGED
@@ -6,6 +6,9 @@ export default class UniswapV3Position {
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  liquidity: number;
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  debtX: number;
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  debtY: number;
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+ initialLiquidity: number;
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+ initialDebtX: number;
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+ initialDebtY: number;
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  marketPrice: number;
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  oraclePrice: number;
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  priceA: number;
@@ -23,11 +26,16 @@ export default class UniswapV3Position {
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  private getRealYGivenLiquidity;
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  private getRealXGivenPrice;
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  private getRealYGivenPrice;
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+ private getInitialRealX;
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+ private getInitialRealY;
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  private getValueGivenPriceAndAmounts;
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  private getValueGivenAmounts;
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  private getDebtValueGivenPrice;
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  private getCollateralValueGivenPrice;
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  private getEquityValueGivenPrice;
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+ private getDebtValue;
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+ private getCollateralValue;
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+ private getEquityValue;
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  private isLiquidatableGivenPrice;
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  private isUnderwaterGivenPrice;
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  private getLiquidityGivenAmounts;
@@ -41,6 +49,14 @@ export default class UniswapV3Position {
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  setRealY(amountY: number): void;
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  setDebtX(_debtX: number): void;
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  setDebtY(_debtY: number): void;
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+ depositX(amount: number): void;
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+ depositY(amount: number): void;
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+ withdrawX(amount: number): void;
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+ withdrawY(amount: number): void;
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+ borrowX(amount: number): void;
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+ borrowY(amount: number): void;
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+ repayX(amount: number): void;
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+ repayY(amount: number): void;
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  /**
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  * PUBLIC GETTERS
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  */
@@ -54,7 +70,7 @@ export default class UniswapV3Position {
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  priceA: number;
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  priceB: number;
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  } | undefined;
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- leverage(): void;
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+ leverage(): number;
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  getOptimalLiquidity(amountX: number, amountY: number): {
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  liquidity: number;
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  amountX: number;
package/lib/utils/nftlpMath/uniswapV3Position.js CHANGED
@@ -16,12 +16,17 @@ function getRealY(liquidity, price, priceA, priceB) {
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  const virtualY = getVirtualY(liquidity, Math.min(price, priceB));
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  return Math.max(virtualY - surplusY, 0);
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  }
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+ const LOWEST_PRICE = 1 / 1e18;
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+ const HIGHEST_PRICE = 1e18;
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  class UniswapV3Position {
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  // TODO add fee logic
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  constructor(_liquidity, _debtX, _debtY, _marketPrice, _oraclePrice, _priceA, _priceB, _safetyMargin, _liquidationPenalty, _lockStateChange) {
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  this.liquidity = _liquidity;
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  this.debtX = _debtX;
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  this.debtY = _debtY;
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+ this.initialLiquidity = _liquidity;
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+ this.initialDebtX = _debtX;
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+ this.initialDebtY = _debtY;
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  this.marketPrice = _marketPrice;
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  this.oraclePrice = _oraclePrice;
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  this.priceA = _priceA;
@@ -55,6 +60,12 @@ class UniswapV3Position {
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  getRealYGivenPrice(price) {
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  return this.getRealYGivenLiquidityAndPrice(this.liquidity, price);
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  }
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+ getInitialRealX() {
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+ return this.getRealXGivenLiquidityAndPrice(this.initialLiquidity, this.marketPrice);
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+ }
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+ getInitialRealY() {
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+ return this.getRealYGivenLiquidityAndPrice(this.initialLiquidity, this.marketPrice);
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+ }
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  getValueGivenPriceAndAmounts(price, amountX, amountY) {
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  return amountX * price + amountY;
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  }
@@ -70,6 +81,15 @@ class UniswapV3Position {
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  getEquityValueGivenPrice(price) {
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  return this.getCollateralValueGivenPrice(price) - this.getDebtValueGivenPrice(price);
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  }
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+ getDebtValue() {
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+ return this.getDebtValueGivenPrice(this.marketPrice);
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+ }
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+ getCollateralValue() {
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+ return this.getCollateralValueGivenPrice(this.marketPrice);
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+ }
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+ getEquityValue() {
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+ return this.getEquityValueGivenPrice(this.marketPrice);
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+ }
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  isLiquidatableGivenPrice(price) {
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  return this.getEquityValueGivenPrice(price / this.safetyMargin) < 0 || this.getEquityValueGivenPrice(price * this.safetyMargin) < 0;
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  }
@@ -85,18 +105,20 @@ class UniswapV3Position {
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  }
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  return amountX / (1 / Math.sqrt(this.marketPrice) - 1 / Math.sqrt(this.priceB));
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  }
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- getLiquidationPriceInRange(lowPrice, highPrice) {
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+ getLiquidationPriceInRange(lowPrice, highPrice, lowIsLiquidatable, highIsLiquidatable) {
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  var _a;
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- if (this.isLiquidatableGivenPrice(lowPrice) == this.isLiquidatableGivenPrice(highPrice))
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+ if (lowIsLiquidatable == highIsLiquidatable)
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  return undefined;
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- const meanPrice = Math.sqrt(lowPrice * highPrice);
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+ const avgPrice = Math.sqrt(lowPrice * highPrice);
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  if (lowPrice / highPrice > 0.9999)
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- return meanPrice;
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- return (_a = this.getLiquidationPriceInRange(lowPrice, meanPrice)) !== null && _a !== void 0 ? _a : this.getLiquidationPriceInRange(meanPrice, highPrice);
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+ return avgPrice;
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+ const avgIsLiquidatable = this.isLiquidatableGivenPrice(avgPrice);
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+ return (_a = this.getLiquidationPriceInRange(lowPrice, avgPrice, lowIsLiquidatable, avgIsLiquidatable)) !== null && _a !== void 0 ? _a : this.getLiquidationPriceInRange(avgPrice, highPrice, avgIsLiquidatable, highIsLiquidatable);
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  }
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  /**
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  * PUBLIC SETTERS
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  */
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+ // Setters
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  setLiquidity(_liquidity) {
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  this.checkLock();
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  this.liquidity = _liquidity;
@@ -124,6 +146,31 @@ class UniswapV3Position {
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  this.checkLock();
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  this.debtY = _debtY;
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  }
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+ // Actions
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+ depositX(amount) {
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+ this.setRealX(this.getInitialRealX() + amount);
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+ }
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+ depositY(amount) {
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+ this.setRealY(this.getInitialRealY() + amount);
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+ }
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+ withdrawX(amount) {
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+ this.setRealX(Math.max(this.getInitialRealX() - amount, 0));
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+ }
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+ withdrawY(amount) {
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+ this.setRealY(Math.max(this.getInitialRealY() - amount, 0));
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+ }
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+ borrowX(amount) {
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+ this.setDebtX(this.initialDebtX + amount);
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+ }
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+ borrowY(amount) {
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+ this.setDebtY(this.initialDebtY + amount);
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+ }
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+ repayX(amount) {
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+ this.setDebtX(Math.max(this.initialDebtX - amount, 0));
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+ }
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+ repayY(amount) {
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+ this.setDebtY(Math.max(this.initialDebtY - amount, 0));
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+ }
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  /**
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  * PUBLIC GETTERS
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  */
@@ -146,16 +193,20 @@ class UniswapV3Position {
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  return this.isUnderwaterGivenPrice(this.marketPrice);
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  }
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  getLiquidationRange() {
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- if (this.isLiquidatable())
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+ const isLiquidatable = this.isLiquidatable();
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+ if (isLiquidatable)
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  return undefined;
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- const priceA = this.getLiquidationPriceInRange(1 / 1e18, this.marketPrice);
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- const priceB = this.getLiquidationPriceInRange(this.marketPrice, 1e18);
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+ const lowIsLiquidatable = this.isLiquidatableGivenPrice(LOWEST_PRICE);
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+ const highIsLiquidatable = this.isLiquidatableGivenPrice(HIGHEST_PRICE);
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+ const priceA = this.getLiquidationPriceInRange(LOWEST_PRICE, this.marketPrice, lowIsLiquidatable, isLiquidatable);
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+ const priceB = this.getLiquidationPriceInRange(this.marketPrice, HIGHEST_PRICE, isLiquidatable, highIsLiquidatable);
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  return {
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  priceA: priceA ? priceA : 0,
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  priceB: priceB ? priceB : Infinity,
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  };
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  }
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  leverage() {
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+ return this.getCollateralValue() / this.getEquityValue();
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  }
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  // amountX and amountY are expected to have the same sign
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  getOptimalLiquidity(amountX, amountY) {
package/package.json CHANGED
@@ -1,6 +1,6 @@
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  {
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  "name": "impermax-sdk",
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- "version": "2.1.133",
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+ "version": "2.1.134",
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  "description": "",
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  "main": "./lib/index.js",
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  "module": "./lib/index.js",