impermax-sdk 2.1.262 → 2.1.264

package/lib/utils/position/genericPosition.d.ts

@@ -65,13 +65,16 @@ export declare abstract class GenericPosition implements Position {
     protected getInitialCollateralValue(): number;
     protected getCollateralValueGivenPrice(price: number): number;
     protected getCollateralValueGivenPriceAndDeltaLeverage(price: number, deltaX: number, deltaY: number): number;
+    protected getUsableCollateralValueGivenPrice(price: number): number;
+    protected getUsableCollateralValueGivenPriceAndDeltaLeverage(price: number, deltaX: number, deltaY: number): number;
     protected getInitialEquityValue(): number;
     protected getEquityValueGivenPrice(price: number): number;
     protected getDebtValue(): number;
     protected getCollateralValue(): number;
     protected getEquityValue(): number;
-    protected getLiquidityPostLiquidationValueGivenPriceAndDebt(price: number, debtX: number, debtY: number): number;
-    protected getLiquidityPostLiquidationValueGivenPriceAndDeltaLeverage(price: number, deltaX: number, deltaY: number): number;
+    protected hasEnoughLiquidityGivenPriceAndDebt(price: number, debtX: number, debtY: number): boolean;
+    protected hasEnoughUsableLiquidityGivenPriceAndDebt(price: number, debtX: number, debtY: number): boolean;
+    protected hasEnoughUsableLiquidityGivenPriceAndDeltaLeverage(price: number, deltaX: number, deltaY: number): boolean;
     protected isLiquidatableGivenPriceAndDebt(price: number, debtX: number, debtY: number): boolean;
     protected isLiquidatableGivenPriceAndDeltaLeverage(price: number, deltaX: number, deltaY: number): boolean;
     protected isLiquidatableGivenDebt(debtX: number, debtY: number): boolean;

package/lib/utils/position/genericPosition.js

@@ -113,6 +113,12 @@ class GenericPosition {
         const { liquidity } = this.getOptimalLiquidity(deltaX, deltaY);
         return this.getValueGivenPriceAndAmounts(price, this.getRealXGivenLiquidityAndPrice(this.liquidity + liquidity, price), this.getRealYGivenLiquidityAndPrice(this.liquidity + liquidity, price));
     }
+    getUsableCollateralValueGivenPrice(price) {
+        return this.getCollateralValueGivenPrice(price);
+    }
+    getUsableCollateralValueGivenPriceAndDeltaLeverage(price, deltaX, deltaY) {
+        return this.getCollateralValueGivenPriceAndDeltaLeverage(price, deltaX, deltaY);
+    }
     getInitialEquityValue() {
         return this.getInitialCollateralValue() - this.getInitialDebtValue();
     }
@@ -128,25 +134,31 @@ class GenericPosition {
     getEquityValue() {
         return this.getEquityValueGivenPrice(this.marketPrice);
     }
-    getLiquidityPostLiquidationValueGivenPriceAndDebt(price, debtX, debtY) {
+    hasEnoughLiquidityGivenPriceAndDebt(price, debtX, debtY) {
         const debtValue = this.getValueGivenPriceAndAmounts(price, debtX, debtY);
         const collateralValue = this.getCollateralValueGivenPrice(price);
         const collateralNeeded = debtValue * this.liquidationPenalty;
-        return collateralValue - collateralNeeded;
+        return collateralValue >= collateralNeeded;
+    }
+    hasEnoughUsableLiquidityGivenPriceAndDebt(price, debtX, debtY) {
+        const debtValue = this.getValueGivenPriceAndAmounts(price, debtX, debtY);
+        const collateralValue = this.getUsableCollateralValueGivenPrice(price);
+        const collateralNeeded = debtValue * this.liquidationPenalty;
+        return collateralValue >= collateralNeeded;
     }
-    getLiquidityPostLiquidationValueGivenPriceAndDeltaLeverage(price, deltaX, deltaY) {
+    hasEnoughUsableLiquidityGivenPriceAndDeltaLeverage(price, deltaX, deltaY) {
         const debtValue = this.getDebtValueGivenPrice(price) + this.getValueGivenPriceAndAmounts(price, deltaX, deltaY);
-        const collateralValue = this.getCollateralValueGivenPriceAndDeltaLeverage(price, deltaX, deltaY);
+        const collateralValue = this.getUsableCollateralValueGivenPriceAndDeltaLeverage(price, deltaX, deltaY);
         const collateralNeeded = debtValue * this.liquidationPenalty;
-        return collateralValue - collateralNeeded;
+        return collateralValue >= collateralNeeded;
     }
     isLiquidatableGivenPriceAndDebt(price, debtX, debtY) {
-        return this.getLiquidityPostLiquidationValueGivenPriceAndDebt(price / this.safetyMargin, debtX, debtY) < 0
-            || this.getLiquidityPostLiquidationValueGivenPriceAndDebt(price * this.safetyMargin, debtX, debtY) < 0;
+        return !this.hasEnoughUsableLiquidityGivenPriceAndDebt(price / this.safetyMargin, debtX, debtY)
+            || !this.hasEnoughUsableLiquidityGivenPriceAndDebt(price * this.safetyMargin, debtX, debtY);
     }
     isLiquidatableGivenPriceAndDeltaLeverage(price, deltaX, deltaY) {
-        return this.getLiquidityPostLiquidationValueGivenPriceAndDeltaLeverage(price / this.safetyMargin, deltaX, deltaY) < 0
-            || this.getLiquidityPostLiquidationValueGivenPriceAndDeltaLeverage(price * this.safetyMargin, deltaX, deltaY) < 0;
+        return !this.hasEnoughUsableLiquidityGivenPriceAndDeltaLeverage(price / this.safetyMargin, deltaX, deltaY)
+            || !this.hasEnoughUsableLiquidityGivenPriceAndDeltaLeverage(price * this.safetyMargin, deltaX, deltaY);
     }
     isLiquidatableGivenDebt(debtX, debtY) {
         return this.isLiquidatableGivenPriceAndDebt(this.marketPrice, debtX, debtY);
@@ -158,7 +170,7 @@ class GenericPosition {
         return this.isLiquidatableGivenPriceAndDebt(price, this.debtX, this.debtY);
     }
     isUnderwaterGivenPrice(price) {
-        return this.getLiquidityPostLiquidationValueGivenPriceAndDebt(price, this.debtX, this.debtY) < 0;
+        return !this.hasEnoughLiquidityGivenPriceAndDebt(price, this.debtX, this.debtY);
     }
     getLiquidationPriceInRange(lowPrice, highPrice, lowIsLiquidatable, highIsLiquidatable) {
         if (lowIsLiquidatable == highIsLiquidatable)

package/lib/utils/position/uniswapV3/index.d.ts

@@ -23,7 +23,6 @@ export declare class UniswapV3Position extends GenericPosition {
     priceA: number;
     priceB: number;
     constructor(params: UniswapV3PositionParams);
-    protected checkLock(): void;
     /**
      * protected SETTERS
      */
@@ -37,12 +36,8 @@ export declare class UniswapV3Position extends GenericPosition {
     protected getRealYGivenLiquidityAndPrice(liquidity: number, price: number): number;
     protected getInitialCollateralValue(): number;
     protected getCollateralValueGivenPrice(price: number): number;
-    protected getWeightedCollateralValueGivenPrice(price: number): number;
-    protected getWeightedCollateralValueGivenPriceAndDeltaLeverage(price: number, deltaX: number, deltaY: number): number;
-    protected getWeightedLiquidityPostLiquidationValueGivenPriceAndDebt(price: number, debtX: number, debtY: number): number;
-    protected getWeightedLiquidityPostLiquidationValueGivenPriceAndDeltaLeverage(price: number, deltaX: number, deltaY: number): number;
-    protected isLiquidatableGivenPriceAndDebt(price: number, debtX: number, debtY: number): boolean;
-    protected isLiquidatableGivenPriceAndDeltaLeverage(price: number, deltaX: number, deltaY: number): boolean;
+    protected getUsableCollateralValueGivenPrice(price: number): number;
+    protected getUsableCollateralValueGivenPriceAndDeltaLeverage(price: number, deltaX: number, deltaY: number): number;
     protected getLiquidityGivenAmounts(amountX: number, amountY: number): number;
     /**
      * PUBLIC GETTERS

package/lib/utils/position/uniswapV3/index.js

@@ -16,12 +16,6 @@ class UniswapV3Position extends genericPosition_1.default {
         this.priceA = params.priceA;
         this.priceB = params.priceB;
     }
-    checkLock() {
-        if (this.lockStateChange)
-            throw Error("Can't change state of original position object");
-        else
-            this.state++;
-    }
     /**
      * protected SETTERS
      */
@@ -43,13 +37,13 @@ class UniswapV3Position extends genericPosition_1.default {
         return liquidity * Math.sqrt(price);
     }
     getRealXGivenLiquidityAndPrice(liquidity, price) {
-        const surplusX = this.getVirtualX(liquidity, this.priceA);
-        const virtualX = this.getVirtualX(liquidity, Math.max(price, this.priceB));
+        const surplusX = this.getVirtualX(liquidity, this.priceB);
+        const virtualX = this.getVirtualX(liquidity, Math.max(price, this.priceA));
         return Math.max(virtualX - surplusX, 0);
     }
     getRealYGivenLiquidityAndPrice(liquidity, price) {
         const surplusY = this.getVirtualY(liquidity, this.priceA);
-        const virtualY = this.getVirtualY(liquidity, Math.min(price, this.priceA));
+        const virtualY = this.getVirtualY(liquidity, Math.min(price, this.priceB));
         return Math.max(virtualY - surplusY, 0);
     }
     getInitialCollateralValue() {
@@ -58,34 +52,13 @@ class UniswapV3Position extends genericPosition_1.default {
     getCollateralValueGivenPrice(price) {
         return this.getValueGivenPriceAndAmounts(price, this.getRealXGivenPrice(price) + this.unclaimedFeesX, this.getRealYGivenPrice(price) + this.unclaimedFeesY);
     }
-    // TODO rename getUsableCollateralValue?
-    getWeightedCollateralValueGivenPrice(price) {
+    getUsableCollateralValueGivenPrice(price) {
         return this.getValueGivenPriceAndAmounts(price, this.getRealXGivenPrice(price) + this.unclaimedFeesX * FEE_COLLECTED_WEIGHT, this.getRealYGivenPrice(price) + this.unclaimedFeesY * FEE_COLLECTED_WEIGHT);
     }
-    getWeightedCollateralValueGivenPriceAndDeltaLeverage(price, deltaX, deltaY) {
+    getUsableCollateralValueGivenPriceAndDeltaLeverage(price, deltaX, deltaY) {
         const liquidity = this.getLiquidityGivenAmounts(deltaX, deltaY);
         return this.getValueGivenPriceAndAmounts(price, this.getRealXGivenLiquidityAndPrice(this.liquidity + liquidity, price) + this.unclaimedFeesX * FEE_COLLECTED_WEIGHT, this.getRealYGivenLiquidityAndPrice(this.liquidity + liquidity, price) + this.unclaimedFeesY * FEE_COLLECTED_WEIGHT);
     }
-    getWeightedLiquidityPostLiquidationValueGivenPriceAndDebt(price, debtX, debtY) {
-        const debtValue = this.getValueGivenPriceAndAmounts(price, debtX, debtY);
-        const collateralValue = this.getWeightedCollateralValueGivenPrice(price);
-        const collateralNeeded = debtValue * this.liquidationPenalty;
-        return collateralValue - collateralNeeded;
-    }
-    getWeightedLiquidityPostLiquidationValueGivenPriceAndDeltaLeverage(price, deltaX, deltaY) {
-        const debtValue = this.getDebtValueGivenPrice(price) + this.getValueGivenPriceAndAmounts(price, deltaX, deltaY);
-        const collateralValue = this.getWeightedCollateralValueGivenPriceAndDeltaLeverage(price, deltaX, deltaY);
-        const collateralNeeded = debtValue * this.liquidationPenalty;
-        return collateralValue - collateralNeeded;
-    }
-    isLiquidatableGivenPriceAndDebt(price, debtX, debtY) {
-        return this.getWeightedLiquidityPostLiquidationValueGivenPriceAndDebt(price / this.safetyMargin, debtX, debtY) < 0
-            || this.getWeightedLiquidityPostLiquidationValueGivenPriceAndDebt(price * this.safetyMargin, debtX, debtY) < 0;
-    }
-    isLiquidatableGivenPriceAndDeltaLeverage(price, deltaX, deltaY) {
-        return this.getWeightedLiquidityPostLiquidationValueGivenPriceAndDeltaLeverage(price / this.safetyMargin, deltaX, deltaY) < 0
-            || this.getWeightedLiquidityPostLiquidationValueGivenPriceAndDeltaLeverage(price * this.safetyMargin, deltaX, deltaY) < 0;
-    }
     getLiquidityGivenAmounts(amountX, amountY) {
         if (amountX == 0) {
             return amountY / Math.sqrt(this.priceB);

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "impermax-sdk",
-  "version": "2.1.262",
+  "version": "2.1.264",
   "description": "",
   "main": "./lib/index.js",
   "module": "./lib/index.js",