@bancor/carbon-sdk - npm Package Compare versions

Comparing version 0.0.86-DEV to 0.0.87-DEV

dist/shared/index5.js

@@ -241,10 +241,9 @@ import { d as Decimal, t as tenPow, f as formatUnits, p as parseUnits, B as BigNumber, e as trimDecimal, m as mulDiv } from './numerics.js';
 ) {
-    const totalPriceRange = sellPriceHigh.minus(buyPriceLow);
-    const spread = totalPriceRange.mul(spreadPercentage).div(100);
-    const buyPriceHigh = sellPriceHigh.minus(spread);
-    const sellPriceLow = buyPriceLow.plus(spread);
+    const spreadFactor = spreadPercentage.plus(1);
+    const buyPriceHigh = sellPriceHigh.div(spreadFactor);
+    const sellPriceLow = buyPriceLow.mul(spreadFactor);
     // buy marginal price is the market price minus 0.5 spread. But it can never be lower than buyPriceLow
-    const buyPriceMarginal = Decimal.max(buyPriceLow, marketPrice.minus(spread.div(2)));
+    const buyPriceMarginal = Decimal.max(buyPriceLow, marketPrice.div(spreadFactor.sqrt()));
     // sell marginal price is the market price plus 0.5 spread. But ir can never be higher than sellPriceHigh
-    const sellPriceMarginal = Decimal.min(sellPriceHigh, marketPrice.plus(spread.div(2)));
+    const sellPriceMarginal = Decimal.min(sellPriceHigh, marketPrice.mul(spreadFactor.sqrt()));
     return {
@@ -255,3 +254,2 @@ buyPriceHigh,
         sellPriceMarginal,
-        spread,
     };
@@ -268,12 +266,12 @@ }
         return new Decimal(0);
-    const { buyPriceHigh, spread } = calculateOverlappingPriceRanges(buyPriceLow, sellPriceHigh, marketPrice, spreadPercentage);
+    const { buyPriceHigh, sellPriceMarginal, buyPriceMarginal } = calculateOverlappingPriceRanges(buyPriceLow, sellPriceHigh, marketPrice, spreadPercentage);
     // if buy range takes the entire range then there's zero sell budget
-    if (marketPrice.minus(spread.div(2)).gte(buyPriceHigh))
+    if (sellPriceMarginal.gte(sellPriceHigh))
         return new Decimal(0);
     // if buy range is zero there's no point to this call
-    if (marketPrice.minus(spread.div(2)).lte(buyPriceLow)) {
+    if (buyPriceMarginal.lte(buyPriceLow)) {
         throw new Error('calculateOverlappingSellBudget called with zero buy range and non zero buy budget');
     }
     const buyPriceRange = buyPriceHigh.minus(buyPriceLow);
-    const buyLowRange = marketPrice.minus(buyPriceLow).minus(spread.div(2));
+    const buyLowRange = buyPriceMarginal.minus(buyPriceLow);
     const buyLowBudgetRatio = buyLowRange.div(buyPriceRange);
@@ -296,12 +294,12 @@ const buyOrderYint = new Decimal(buyBudget).div(buyLowBudgetRatio);
         return new Decimal(0);
-    const { sellPriceLow, spread } = calculateOverlappingPriceRanges(buyPriceLow, sellPriceHigh, marketPrice, spreadPercentage);
+    const { sellPriceLow, sellPriceMarginal, buyPriceMarginal } = calculateOverlappingPriceRanges(buyPriceLow, sellPriceHigh, marketPrice, spreadPercentage);
     // if sell range takes the entire range then there's zero buy budget
-    if (marketPrice.plus(spread.div(2)).lte(sellPriceLow))
+    if (buyPriceMarginal.lte(buyPriceLow))
         return new Decimal(0);
     // if sell range is zero there's no point to this call
-    if (marketPrice.plus(spread.div(2)).gte(sellPriceHigh)) {
+    if (sellPriceMarginal.gte(sellPriceHigh)) {
         throw new Error('calculateOverlappingBuyBudget called with zero sell range and non zero sell budget');
     }
     const sellPriceRange = sellPriceHigh.minus(sellPriceLow);
-    const sellHighRange = sellPriceHigh.minus(marketPrice).minus(spread.div(2));
+    const sellHighRange = sellPriceHigh.minus(sellPriceMarginal);
     const sellHighBudgetRatio = sellHighRange.div(sellPriceRange);
@@ -308,0 +306,0 @@ const sellOrderYint = new Decimal(sellBudget).div(sellHighBudgetRatio);

dist/strategy-management/utils.d.ts

@@ -45,3 +45,2 @@ import { BigNumber, BigNumberish, Decimal } from '../utils/numerics';
     sellPriceMarginal: Decimal;
-    spread: Decimal;
 };
@@ -48,0 +47,0 @@ export declare function calculateOverlappingSellBudget(buyPriceLow: Decimal, // in quote tkn per 1 base tkn

package.json

@@ -5,3 +5,3 @@ {
   "source": "src/index.ts",
-  "version": "0.0.86-DEV",
+  "version": "0.0.87-DEV",
   "description": "The SDK is a READ-ONLY tool, intended to facilitate working with Carbon contracts. It's a convenient wrapper around our matching algorithm, allowing programs and users get a ready to use transaction data that will allow them to manage strategies and fulfill trades",
@@ -8,0 +8,0 @@ "main": "dist/index.js",

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Total package byte prevSize

1054537

decreased by-0.01%

Lines of code

24477

decreased by-0.01%

No dependency changes