@bancor/carbon-sdk - npm Package Compare versions

Comparing version 0.0.94-DEV to 0.0.95-DEV

dist/strategy-management/index.js

@@ -1,1 +0,1 @@
-export{MarginalPriceOptions,Toolkit,isMarginalPriceValue}from"./Toolkit/index.js";export{PPM_RESOLUTION,addFee,buildStrategyObject,calculateOverlappingBuyBudget,calculateOverlappingPriceRanges,calculateOverlappingSellBudget,createFromBuyOrder,createFromSellOrder,createOrders,decodeStrategy,encodeStrategy,enforcePriceRange,normalizeInvertedRate,normalizeRate,parseStrategy,subtractFee}from"./utils/index.js";
+export{MarginalPriceOptions,Toolkit,isMarginalPriceValue}from"./Toolkit/index.js";export{PPM_RESOLUTION,addFee,buildStrategyObject,calculateOverlappingBuyBudget,calculateOverlappingPrices,calculateOverlappingSellBudget,createFromBuyOrder,createFromSellOrder,createOrders,decodeStrategy,encodeStrategy,enforcePriceRange,normalizeInvertedRate,normalizeRate,parseStrategy,subtractFee}from"./utils/index.js";

dist/strategy-management/Toolkit.d.ts

@@ -243,29 +243,2 @@ import { PopulatedTransaction } from '@ethersproject/contracts';
     /**
-     * Calculate the overlapping strategy prices. Returns it with correct decimals
-     *
-     * @param {string} quoteToken - The address of the quote token.
-     * @param {string} buyPriceLow - The minimum buy price for the strategy, in in `quoteToken` per 1 `baseToken`, as a string.
-     * @param {string} sellPriceHigh - The maximum sell price for the strategy, in `quoteToken` per 1 `baseToken`, as a string.
-     * @param {string} marketPrice - The market price, in `quoteToken` per 1 `baseToken`, as a string.
-     * @param {string} spreadPercentage - The spread percentage, e.g. for 10%, enter `10`.
-     * @return {Promise<{
-     *   buyPriceLow: string;
-     *   buyPriceHigh: string;
-     *   buyPriceMarginal: string;
-     *   sellPriceLow: string;
-     *   sellPriceHigh: string;
-     *   sellPriceMarginal: string;
-     *   marketPrice: string;
-     * }>} The calculated overlapping strategy prices.
-     */
-    calculateOverlappingStrategyPrices(quoteToken: string, buyPriceLow: string, sellPriceHigh: string, marketPrice: string, spreadPercentage: string): Promise<{
-        buyPriceLow: string;
-        buyPriceHigh: string;
-        buyPriceMarginal: string;
-        sellPriceLow: string;
-        sellPriceHigh: string;
-        sellPriceMarginal: string;
-        marketPrice: string;
-    }>;
-    /**
      * Calculates the sell budget given a buy budget of an overlapping strategy.
@@ -272,0 +245,0 @@ *

dist/strategy-management/Toolkit/index.js

@@ -1,1 +0,1 @@
-import{formatUnits as e,parseUnits as t,tenPow as a,trimDecimal as r,BigNumberMax as i,mulDiv as s}from"../../utils/numerics/index.js";import{MatchType as c}from"../../common/types/index.js";import{Decimals as o}from"../../utils/decimals/index.js";import{matchByTargetAmount as d,matchBySourceAmount as n}from"../../trade-matcher/match/index.js";import{getEncodedTradeSourceAmount as l}from"../../trade-matcher/trade/index.js";import{getDepths as u,getMinRate as g,getMaxRate as m}from"../stats/index.js";import{Logger as y}from"../../common/logger/index.js";import{decodeStrategy as h,parseStrategy as p,addFee as f,subtractFee as P,calculateOverlappingPriceRanges as b,calculateOverlappingSellBudget as w,calculateOverlappingBuyBudget as B,buildStrategyObject as S,encodeStrategy as D,normalizeRate as _}from"../utils/index.js";import{decodeOrder as v}from"../../utils/encoders/index.js";import{ordersMapStrToBN as T,matchActionBNToStr as A,ordersMapBNToStr as x,tradeActionStrToBN as O,encodedStrategyStrToBN as M}from"../../utils/serializers/index.js";import{BigNumber as j}from"../../node_modules/@ethersproject/bignumber/lib.esm/bignumber/index.js";import{Decimal as k}from"../../node_modules/decimal.js/decimal/index.js";const R=new y("Toolkit.ts");var L;function q(e){return void 0!==e&&e!==L.reset&&e!==L.maintain}!function(e){e.reset="RESET",e.maintain="MAINTAIN"}(L||(L={}));class z{_api;_decimals;_cache;constructor(e,t,a){R.debug("SDK class constructor called with",arguments),this._api=e,this._cache=t;this._decimals=new o((async e=>await(a?.(e))??await this._api.reader.getDecimalsByAddress(e)))}static getMatchActions(e,t,a,r=c.Fast,i){const s=T(a);let o;return o=t?d(j.from(e),s,[r],i):n(j.from(e),s,[r],i),o[r]?.map(A)??[]}async hasLiquidityByPair(e,t){R.debug("hasLiquidityByPair called",arguments);const a=await this._cache.getOrdersByPair(e,t);return R.debug("hasLiquidityByPair info:",{orders:a}),Object.keys(a).length>0}async getLiquidityByPair(t,a){R.debug("getLiquidityByPair called",arguments);const r=await this._cache.getOrdersByPair(t,a),i=Object.values(r).reduce(((e,{y:t})=>e.add(t)),j.from(0)),s=await this._decimals.fetchDecimals(a),c=e(i,s);return R.debug("getLiquidityByPair info:",{orders:r,liquidityWei:i,targetToken:a,decimals:s,liquidity:c}),c}async getMaxSourceAmountByPair(t,a){R.debug("getMaxSourceAmountByPair called",arguments);const r=await this._cache.getOrdersByPair(t,a),i=Object.values(r).reduce(((e,t)=>e.add(l(t.y,t))),j.from(0)),s=await this._decimals.fetchDecimals(t),c=e(i,s);return R.debug("getMaxSourceAmountByPair info:",{orders:r,maxSourceAmountWei:i,sourceToken:t,decimals:s,maxSourceAmount:c}),c}async getStrategiesByPair(e,t){let a;R.debug("getStrategiesByPair called",arguments),this._cache&&(a=await this._cache.getStrategiesByPair(e,t)),a?R.debug("getStrategiesByPair fetched from cache"):(R.debug("getStrategiesByPair fetching from chain"),a=await this._api.reader.strategiesByPair(e,t));const r=a.map(h),i=await Promise.all(r.map((async e=>await p(e,this._decimals))));return R.debug("getStrategiesByPair info:",{token0:e,token1:t,encodedStrategies:a,decodedStrategies:r,strategies:i}),i}async getUserStrategies(e){R.debug("getUserStrategies called",arguments);const t=await this._api.reader.tokensByOwner(e);let a=[],r=t;if(this._cache&&(r=t.reduce(((e,t)=>{const r=this._cache.getStrategyById(t);return r?a.push(r):e.push(t),e}),[])),r.length>0){const e=await this._api.reader.strategies(r);a=[...a,...e]}const i=a.map(h),s=await Promise.all(i.map((async e=>await p(e,this._decimals))));return R.debug("getUserStrategies info:",{ids:t,encodedStrategies:a,decodedStrategies:i,strategies:s}),s}async getMatchParams(e,a,r,i){R.debug("getMatchParams called",arguments);const s=this._decimals,c=await s.fetchDecimals(e),o=await s.fetchDecimals(a),d=await this._cache.getOrdersByPair(e,a),n=t(r,i?o:c);return{orders:x(d),amountWei:n.toString(),sourceDecimals:c,targetDecimals:o}}async getTradeData(e,t,a,r,i=c.Fast,s){R.debug("getTradeData called",arguments);const{orders:o,amountWei:d}=await this.getMatchParams(e,t,a,r),n=z.getMatchActions(d,r,o,i,s),l=await this.getTradeDataFromActions(e,t,r,n);return R.debug("getTradeData info:",{orders:o,amount:a,amountWei:d,res:l}),l}async getTradeDataFromActions(t,r,i,s){R.debug("getTradeDataFromActions called",arguments);const c=await this._cache.getTradingFeePPMByPair(t,r);if(void 0===c)throw new Error(`tradingFeePPM is undefined for this pair: ${t}-${r}`);const o=this._decimals,d=await o.fetchDecimals(t),n=await o.fetchDecimals(r),l=[],u=[];let g,m,y,h=j.from(0),p=j.from(0);if(s.forEach((t=>{l.push({strategyId:t.id,amount:t.input}),i?u.push({id:t.id,sourceAmount:e(f(t.output,c).floor().toFixed(0),d),targetAmount:e(t.input,n)}):u.push({id:t.id,sourceAmount:e(t.input,d),targetAmount:e(P(t.output,c).floor().toFixed(0),n)}),p=p.add(t.input),h=h.add(t.output)})),i?(g=f(h,c).floor().toFixed(0),m=p.toString()):(g=p.toString(),m=P(h,c).floor().toFixed(0)),new k(g).isZero()||new k(m).isZero())y={tradeActions:l,actionsTokenRes:u,totalSourceAmount:"0",totalTargetAmount:"0",effectiveRate:"0",actionsWei:s};else{const t=new k(m).div(g).times(a(d,n)).toString();y={tradeActions:l,actionsTokenRes:u,totalSourceAmount:e(g,d),totalTargetAmount:e(m,n),effectiveRate:t,actionsWei:s}}return R.debug("getTradeDataFromActions info:",{sourceDecimals:d,targetDecimals:n,actionsWei:s,totalInput:p,totalOutput:h,tradingFeePPM:c,res:y}),y}async composeTradeByTargetTransaction(e,a,r,i,s,c){R.debug("composeTradeByTargetTransaction called",arguments);const o=await this._decimals.fetchDecimals(e);return this._api.composer.tradeByTargetAmount(e,a,r.map(O),i,t(s,o),c)}async composeTradeBySourceTransaction(e,a,r,i,s,c){R.debug("composeTradeBySourceTransaction called",arguments);const o=await this._decimals.fetchDecimals(a);return this._api.composer.tradeBySourceAmount(e,a,r.map(O),i,t(s,o),c)}async calculateOverlappingStrategyPrices(e,t,a,i,s){R.debug("calculateOverlappingStrategyPrices called",arguments);const c=this._decimals,o=await c.fetchDecimals(e),d=b(t,a,i,s),n={buyPriceLow:r(t,o),buyPriceHigh:r(d.buyPriceHigh,o),buyPriceMarginal:r(d.buyPriceMarginal,o),sellPriceLow:r(d.sellPriceLow,o),sellPriceHigh:r(a,o),sellPriceMarginal:r(d.sellPriceMarginal,o),marketPrice:r(i,o)};return R.debug("calculateOverlappingStrategyPrices info:",{quoteDecimals:o,result:n}),n}async calculateOverlappingStrategySellBudget(e,t,a,r,i,s,c){R.debug("calculateOverlappingStrategySellBudget called",arguments);const o=this._decimals,d=await o.fetchDecimals(e),n=await o.fetchDecimals(t),l=w(d,n,a,r,i,s,c);return R.debug("calculateOverlappingStrategySellBudget info:",{baseDecimals:d,budget:l}),l}async calculateOverlappingStrategyBuyBudget(e,t,a,r,i,s,c){R.debug("calculateOverlappingStrategyBuyBudget called",arguments);const o=this._decimals,d=await o.fetchDecimals(e),n=await o.fetchDecimals(t),l=B(d,n,a,r,i,s,c);return R.debug("calculateOverlappingStrategyBuyBudget info:",{quoteDecimals:n,budget:l}),l}async createBuySellStrategy(e,t,a,r,i,s,c,o,d,n,l){R.debug("createBuySellStrategy called",arguments);const u=this._decimals,g=await u.fetchDecimals(e),m=await u.fetchDecimals(t),y=S(e,t,g,m,a,r,i,s,c,o,d,n),h=D(y);return R.debug("createBuySellStrategy info:",{strategy:y,encStrategy:h}),this._api.composer.createStrategy(h.token0,h.token1,h.order0,h.order1,l)}async updateStrategy(e,t,{buyPriceLow:a,buyPriceHigh:r,buyBudget:c,sellPriceLow:o,sellPriceHigh:d,sellBudget:n},l,u,g){R.debug("updateStrategy called",arguments);const m=h(M(t)),y=await p(m,this._decimals),f=this._decimals,P=await f.fetchDecimals(y.baseToken),b=await f.fetchDecimals(y.quoteToken),w=S(y.baseToken,y.quoteToken,P,b,a??y.buyPriceLow,q(l)?l:r??y.buyPriceHigh,r??y.buyPriceHigh,c??y.buyBudget,o??y.sellPriceLow,q(u)?u:o??y.sellPriceLow,d??y.sellPriceHigh,n??y.sellBudget),B=D(w),_=M(t);return void 0===c&&(B.order1.y=_.order1.y),void 0===n&&(B.order0.y=_.order0.y),void 0===a&&void 0===r&&(B.order1.A=_.order1.A,B.order1.B=_.order1.B),void 0===o&&void 0===d&&(B.order0.A=_.order0.A,B.order0.B=_.order0.B),void 0!==c&&(q(l)||(l===L.maintain?_.order1.y.isZero()?B.order1.z=i(_.order1.z,B.order1.y):B.order1.z=s(_.order1.z,B.order1.y,_.order1.y):B.order1.z=B.order1.y)),void 0!==n&&(q(u)||(u===L.maintain?_.order0.y.isZero()?B.order0.z=i(_.order0.z,B.order0.y):B.order0.z=s(_.order0.z,B.order0.y,_.order0.y):B.order0.z=B.order0.y)),void 0===a&&void 0===r||l!==L.reset&&void 0!==l||(B.order1.z=B.order1.y),void 0===o&&void 0===d||u!==L.reset&&void 0!==u||(B.order0.z=B.order0.y),R.debug("updateStrategy info:",{baseDecimals:P,quoteDecimals:b,decodedOriginal:m,originalStrategy:y,newStrategy:w,newEncodedStrategy:B}),this._api.composer.updateStrategy(j.from(e),B.token0,B.token1,[_.order0,_.order1],[B.order0,B.order1],g)}async deleteStrategy(e){return R.debug("deleteStrategy called",arguments),this._api.composer.deleteStrategy(j.from(e))}async getRateLiquidityDepthsByPair(t,a,r){R.debug("getRateLiquidityDepthByPair called",arguments);const i=Object.values(await this._cache.getOrdersByPair(t,a)).map(v),s=this._decimals,c=await s.fetchDecimals(t),o=await s.fetchDecimals(a),d=r.map((e=>new k(_(e,o,c)))),n=u(i,d).map((e=>e.floor().toFixed(0))),l=n.map((t=>e(t,o)));return R.debug("getRateLiquidityDepthByPair info:",{orders:i,depthsWei:n,targetDecimals:o,depthsInTargetDecimals:l}),l}async getMinRateByPair(e,t){R.debug("getMinRateByPair called",arguments);const a=Object.values(await this._cache.getOrdersByPair(e,t)).map(v),r=g(a).toString(),i=this._decimals,s=await i.fetchDecimals(e),c=await i.fetchDecimals(t),o=_(r,s,c);return R.debug("getMinRateByPair info:",{orders:a,minRate:r,sourceDecimals:s,targetDecimals:c,normalizedRate:o}),o}async getMaxRateByPair(e,t){R.debug("getMaxRateByPair called",arguments);const a=Object.values(await this._cache.getOrdersByPair(e,t)).map(v),r=m(a).toString(),i=this._decimals,s=await i.fetchDecimals(e),c=await i.fetchDecimals(t),o=_(r,s,c);return R.debug("getMaxRateByPair info:",{orders:a,maxRate:r,sourceDecimals:s,targetDecimals:c,normalizedRate:o}),o}}export{L as MarginalPriceOptions,z as Toolkit,q as isMarginalPriceValue};
+import{formatUnits as e,parseUnits as t,tenPow as a,BigNumberMax as r,mulDiv as i}from"../../utils/numerics/index.js";import{MatchType as s}from"../../common/types/index.js";import{Decimals as o}from"../../utils/decimals/index.js";import{matchByTargetAmount as c,matchBySourceAmount as d}from"../../trade-matcher/match/index.js";import{getEncodedTradeSourceAmount as n}from"../../trade-matcher/trade/index.js";import{getDepths as l,getMinRate as u,getMaxRate as g}from"../stats/index.js";import{Logger as m}from"../../common/logger/index.js";import{decodeStrategy as y,parseStrategy as h,addFee as p,subtractFee as f,calculateOverlappingSellBudget as B,calculateOverlappingBuyBudget as w,buildStrategyObject as b,encodeStrategy as S,normalizeRate as P}from"../utils/index.js";import{decodeOrder as D}from"../../utils/encoders/index.js";import{ordersMapStrToBN as _,matchActionBNToStr as T,ordersMapBNToStr as v,tradeActionStrToBN as A,encodedStrategyStrToBN as x}from"../../utils/serializers/index.js";import{BigNumber as O}from"../../node_modules/@ethersproject/bignumber/lib.esm/bignumber/index.js";import{Decimal as j}from"../../node_modules/decimal.js/decimal/index.js";const M=new m("Toolkit.ts");var R;function k(e){return void 0!==e&&e!==R.reset&&e!==R.maintain}!function(e){e.reset="RESET",e.maintain="MAINTAIN"}(R||(R={}));class q{_api;_decimals;_cache;constructor(e,t,a){M.debug("SDK class constructor called with",arguments),this._api=e,this._cache=t;this._decimals=new o((async e=>await(a?.(e))??await this._api.reader.getDecimalsByAddress(e)))}static getMatchActions(e,t,a,r=s.Fast,i){const o=_(a);let n;return n=t?c(O.from(e),o,[r],i):d(O.from(e),o,[r],i),n[r]?.map(T)??[]}async hasLiquidityByPair(e,t){M.debug("hasLiquidityByPair called",arguments);const a=await this._cache.getOrdersByPair(e,t);return M.debug("hasLiquidityByPair info:",{orders:a}),Object.keys(a).length>0}async getLiquidityByPair(t,a){M.debug("getLiquidityByPair called",arguments);const r=await this._cache.getOrdersByPair(t,a),i=Object.values(r).reduce(((e,{y:t})=>e.add(t)),O.from(0)),s=await this._decimals.fetchDecimals(a),o=e(i,s);return M.debug("getLiquidityByPair info:",{orders:r,liquidityWei:i,targetToken:a,decimals:s,liquidity:o}),o}async getMaxSourceAmountByPair(t,a){M.debug("getMaxSourceAmountByPair called",arguments);const r=await this._cache.getOrdersByPair(t,a),i=Object.values(r).reduce(((e,t)=>e.add(n(t.y,t))),O.from(0)),s=await this._decimals.fetchDecimals(t),o=e(i,s);return M.debug("getMaxSourceAmountByPair info:",{orders:r,maxSourceAmountWei:i,sourceToken:t,decimals:s,maxSourceAmount:o}),o}async getStrategiesByPair(e,t){let a;M.debug("getStrategiesByPair called",arguments),this._cache&&(a=await this._cache.getStrategiesByPair(e,t)),a?M.debug("getStrategiesByPair fetched from cache"):(M.debug("getStrategiesByPair fetching from chain"),a=await this._api.reader.strategiesByPair(e,t));const r=a.map(y),i=await Promise.all(r.map((async e=>await h(e,this._decimals))));return M.debug("getStrategiesByPair info:",{token0:e,token1:t,encodedStrategies:a,decodedStrategies:r,strategies:i}),i}async getUserStrategies(e){M.debug("getUserStrategies called",arguments);const t=await this._api.reader.tokensByOwner(e);let a=[],r=t;if(this._cache&&(r=t.reduce(((e,t)=>{const r=this._cache.getStrategyById(t);return r?a.push(r):e.push(t),e}),[])),r.length>0){const e=await this._api.reader.strategies(r);a=[...a,...e]}const i=a.map(y),s=await Promise.all(i.map((async e=>await h(e,this._decimals))));return M.debug("getUserStrategies info:",{ids:t,encodedStrategies:a,decodedStrategies:i,strategies:s}),s}async getMatchParams(e,a,r,i){M.debug("getMatchParams called",arguments);const s=this._decimals,o=await s.fetchDecimals(e),c=await s.fetchDecimals(a),d=await this._cache.getOrdersByPair(e,a),n=t(r,i?c:o);return{orders:v(d),amountWei:n.toString(),sourceDecimals:o,targetDecimals:c}}async getTradeData(e,t,a,r,i=s.Fast,o){M.debug("getTradeData called",arguments);const{orders:c,amountWei:d}=await this.getMatchParams(e,t,a,r),n=q.getMatchActions(d,r,c,i,o),l=await this.getTradeDataFromActions(e,t,r,n);return M.debug("getTradeData info:",{orders:c,amount:a,amountWei:d,res:l}),l}async getTradeDataFromActions(t,r,i,s){M.debug("getTradeDataFromActions called",arguments);const o=await this._cache.getTradingFeePPMByPair(t,r);if(void 0===o)throw new Error(`tradingFeePPM is undefined for this pair: ${t}-${r}`);const c=this._decimals,d=await c.fetchDecimals(t),n=await c.fetchDecimals(r),l=[],u=[];let g,m,y,h=O.from(0),B=O.from(0);if(s.forEach((t=>{l.push({strategyId:t.id,amount:t.input}),i?u.push({id:t.id,sourceAmount:e(p(t.output,o).floor().toFixed(0),d),targetAmount:e(t.input,n)}):u.push({id:t.id,sourceAmount:e(t.input,d),targetAmount:e(f(t.output,o).floor().toFixed(0),n)}),B=B.add(t.input),h=h.add(t.output)})),i?(g=p(h,o).floor().toFixed(0),m=B.toString()):(g=B.toString(),m=f(h,o).floor().toFixed(0)),new j(g).isZero()||new j(m).isZero())y={tradeActions:l,actionsTokenRes:u,totalSourceAmount:"0",totalTargetAmount:"0",effectiveRate:"0",actionsWei:s};else{const t=new j(m).div(g).times(a(d,n)).toString();y={tradeActions:l,actionsTokenRes:u,totalSourceAmount:e(g,d),totalTargetAmount:e(m,n),effectiveRate:t,actionsWei:s}}return M.debug("getTradeDataFromActions info:",{sourceDecimals:d,targetDecimals:n,actionsWei:s,totalInput:B,totalOutput:h,tradingFeePPM:o,res:y}),y}async composeTradeByTargetTransaction(e,a,r,i,s,o){M.debug("composeTradeByTargetTransaction called",arguments);const c=await this._decimals.fetchDecimals(e);return this._api.composer.tradeByTargetAmount(e,a,r.map(A),i,t(s,c),o)}async composeTradeBySourceTransaction(e,a,r,i,s,o){M.debug("composeTradeBySourceTransaction called",arguments);const c=await this._decimals.fetchDecimals(a);return this._api.composer.tradeBySourceAmount(e,a,r.map(A),i,t(s,c),o)}async calculateOverlappingStrategySellBudget(e,t,a,r,i,s,o){M.debug("calculateOverlappingStrategySellBudget called",arguments);const c=this._decimals,d=await c.fetchDecimals(e),n=await c.fetchDecimals(t),l=B(d,n,a,r,i,s,o);return M.debug("calculateOverlappingStrategySellBudget info:",{baseDecimals:d,budget:l}),l}async calculateOverlappingStrategyBuyBudget(e,t,a,r,i,s,o){M.debug("calculateOverlappingStrategyBuyBudget called",arguments);const c=this._decimals,d=await c.fetchDecimals(e),n=await c.fetchDecimals(t),l=w(d,n,a,r,i,s,o);return M.debug("calculateOverlappingStrategyBuyBudget info:",{quoteDecimals:n,budget:l}),l}async createBuySellStrategy(e,t,a,r,i,s,o,c,d,n,l){M.debug("createBuySellStrategy called",arguments);const u=this._decimals,g=await u.fetchDecimals(e),m=await u.fetchDecimals(t),y=b(e,t,g,m,a,r,i,s,o,c,d,n),h=S(y);return M.debug("createBuySellStrategy info:",{strategy:y,encStrategy:h}),this._api.composer.createStrategy(h.token0,h.token1,h.order0,h.order1,l)}async updateStrategy(e,t,{buyPriceLow:a,buyPriceHigh:s,buyBudget:o,sellPriceLow:c,sellPriceHigh:d,sellBudget:n},l,u,g){M.debug("updateStrategy called",arguments);const m=y(x(t)),p=await h(m,this._decimals),f=this._decimals,B=await f.fetchDecimals(p.baseToken),w=await f.fetchDecimals(p.quoteToken),P=b(p.baseToken,p.quoteToken,B,w,a??p.buyPriceLow,k(l)?l:s??p.buyPriceHigh,s??p.buyPriceHigh,o??p.buyBudget,c??p.sellPriceLow,k(u)?u:c??p.sellPriceLow,d??p.sellPriceHigh,n??p.sellBudget),D=S(P),_=x(t);return void 0===o&&(D.order1.y=_.order1.y),void 0===n&&(D.order0.y=_.order0.y),void 0===a&&void 0===s&&(D.order1.A=_.order1.A,D.order1.B=_.order1.B),void 0===c&&void 0===d&&(D.order0.A=_.order0.A,D.order0.B=_.order0.B),void 0!==o&&(k(l)||(l===R.maintain?_.order1.y.isZero()?D.order1.z=r(_.order1.z,D.order1.y):D.order1.z=i(_.order1.z,D.order1.y,_.order1.y):D.order1.z=D.order1.y)),void 0!==n&&(k(u)||(u===R.maintain?_.order0.y.isZero()?D.order0.z=r(_.order0.z,D.order0.y):D.order0.z=i(_.order0.z,D.order0.y,_.order0.y):D.order0.z=D.order0.y)),void 0===a&&void 0===s||l!==R.reset&&void 0!==l||(D.order1.z=D.order1.y),void 0===c&&void 0===d||u!==R.reset&&void 0!==u||(D.order0.z=D.order0.y),M.debug("updateStrategy info:",{baseDecimals:B,quoteDecimals:w,decodedOriginal:m,originalStrategy:p,newStrategy:P,newEncodedStrategy:D}),this._api.composer.updateStrategy(O.from(e),D.token0,D.token1,[_.order0,_.order1],[D.order0,D.order1],g)}async deleteStrategy(e){return M.debug("deleteStrategy called",arguments),this._api.composer.deleteStrategy(O.from(e))}async getRateLiquidityDepthsByPair(t,a,r){M.debug("getRateLiquidityDepthByPair called",arguments);const i=Object.values(await this._cache.getOrdersByPair(t,a)).map(D),s=this._decimals,o=await s.fetchDecimals(t),c=await s.fetchDecimals(a),d=r.map((e=>new j(P(e,c,o)))),n=l(i,d).map((e=>e.floor().toFixed(0))),u=n.map((t=>e(t,c)));return M.debug("getRateLiquidityDepthByPair info:",{orders:i,depthsWei:n,targetDecimals:c,depthsInTargetDecimals:u}),u}async getMinRateByPair(e,t){M.debug("getMinRateByPair called",arguments);const a=Object.values(await this._cache.getOrdersByPair(e,t)).map(D),r=u(a).toString(),i=this._decimals,s=await i.fetchDecimals(e),o=await i.fetchDecimals(t),c=P(r,s,o);return M.debug("getMinRateByPair info:",{orders:a,minRate:r,sourceDecimals:s,targetDecimals:o,normalizedRate:c}),c}async getMaxRateByPair(e,t){M.debug("getMaxRateByPair called",arguments);const a=Object.values(await this._cache.getOrdersByPair(e,t)).map(D),r=g(a).toString(),i=this._decimals,s=await i.fetchDecimals(e),o=await i.fetchDecimals(t),c=P(r,s,o);return M.debug("getMaxRateByPair info:",{orders:a,maxRate:r,sourceDecimals:s,targetDecimals:o,normalizedRate:c}),c}}export{R as MarginalPriceOptions,q as Toolkit,k as isMarginalPriceValue};

dist/strategy-management/utils.d.ts

@@ -40,10 +40,27 @@ import { BigNumber, BigNumberish, Decimal } from '../utils/numerics';
 export declare function enforcePriceRange(minPrice: Decimal, maxPrice: Decimal, marginalPrice: Decimal): Decimal;
-export declare function calculateOverlappingPriceRanges(buyPriceLow: string, // in quote tkn per 1 base tkn
-sellPriceHigh: string, // in quote tkn per 1 base tkn
-marketPrice: string, // in quote tkn per 1 base tkn
-spreadPercentage: string): {
+/**
+ * Calculate the overlapping strategy prices. Returns it with correct decimals
+ *
+ * @param {string} buyPriceLow - The minimum buy price for the strategy, in in `quoteToken` per 1 `baseToken`, as a string.
+ * @param {string} sellPriceHigh - The maximum sell price for the strategy, in `quoteToken` per 1 `baseToken`, as a string.
+ * @param {string} marketPrice - The market price, in `quoteToken` per 1 `baseToken`, as a string.
+ * @param {string} spreadPercentage - The spread percentage, e.g. for 10%, enter `10`.
+ * @return {{
+ *   buyPriceLow: string;
+ *   buyPriceHigh: string;
+ *   buyPriceMarginal: string;
+ *   sellPriceLow: string;
+ *   sellPriceHigh: string;
+ *   sellPriceMarginal: string;
+ *   marketPrice: string;
+ * }} The calculated overlapping strategy prices.
+ */
+export declare function calculateOverlappingPrices(buyPriceLow: string, sellPriceHigh: string, marketPrice: string, spreadPercentage: string): {
+    buyPriceLow: string;
     buyPriceHigh: string;
     buyPriceMarginal: string;
     sellPriceLow: string;
+    sellPriceHigh: string;
     sellPriceMarginal: string;
+    marketPrice: string;
 };
@@ -50,0 +67,0 @@ export declare function calculateOverlappingSellBudget(baseTokenDecimals: number, quoteTokenDecimals: number, buyPriceLow: string, // in quote tkn per 1 base tkn

dist/strategy-management/utils/index.js

@@ -1,1 +0,1 @@
-import{tenPow as e,formatUnits as r,parseUnits as t}from"../../utils/numerics/index.js";import{Logger as n}from"../../common/logger/index.js";import{encodeOrders as i,decodeOrder as o,calculateRequiredLiquidity as l}from"../../utils/encoders/index.js";import{encodedStrategyBNToStr as a}from"../../utils/serializers/index.js";import{Decimal as d}from"../../node_modules/decimal.js/decimal/index.js";const c=new n("utils.ts");function u(r,t,n){return new d(r.toString()).times(e(t,n)).toFixed()}function g(r,t,n){return 0==+r.toString()?"0":new d(1).div(r.toString()).times(e(n,t)).toFixed()}const s=e=>{const[r,t]=i([e.order0,e.order1]);return{token0:e.token0,token1:e.token1,order0:r,order1:t}},w=e=>({id:e.id,token0:e.token0,token1:e.token1,order0:o(e.order0),order1:o(e.order1),encoded:e});async function b(e,t){c.debug("parseStrategy called",arguments);const{id:n,token0:i,token1:o,order0:l,order1:d,encoded:s}=e,w=await t.fetchDecimals(i),b=await t.fetchDecimals(o),m=u(d.lowestRate,w,b),f=u(d.marginalRate,w,b),y=u(d.highestRate,w,b),h=g(l.highestRate,b,w),P=g(l.marginalRate,b,w),k=g(l.lowestRate,b,w),S=r(l.liquidity,w),v=r(d.liquidity,b),p=n.toString(),R=a(s);return c.debug("parseStrategy info:",{id:p,token0:i,token1:o,order0:l,order1:d,decimals0:w,decimals1:b,baseToken:i,quoteToken:o,buyPriceLow:m,buyPriceMarginal:f,buyPriceHigh:y,buyBudget:v,sellPriceLow:h,sellPriceMarginal:P,sellPriceHigh:k,sellBudget:S,encoded:R}),{id:p,baseToken:i,quoteToken:o,buyPriceLow:m,buyPriceMarginal:f,buyPriceHigh:y,buyBudget:v,sellPriceLow:h,sellPriceMarginal:P,sellPriceHigh:k,sellBudget:S,encoded:R}}function m(e,r,t,n,i,o,l,a,u,g,s,w){if(c.debug("buildStrategyObject called",arguments),new d(i).isNegative()||new d(o).isNegative()||new d(l).isNegative()||new d(u).isNegative()||new d(g).isNegative()||new d(s).isNegative())throw new Error("prices cannot be negative");if(new d(i).gt(o)||new d(i).gt(l)||new d(o).gt(l)||new d(u).gt(g)||new d(u).gt(s)||new d(g).gt(s))throw new Error("low/marginal price must be lower than or equal to marginal/high price");if(new d(a).isNegative()||new d(w).isNegative())throw new Error("budgets cannot be negative");const{order0:b,order1:m}=h(t,n,i,o,l,a,u,g,s,w);return c.debug("buildStrategyObject info:",{token0:e,token1:r,order0:b,order1:m}),{token0:e,token1:r,order0:b,order1:m}}function f(e,r,n,i,o,l){c.debug("createFromBuyOrder called",arguments);const a=t(l,r),d=u(n,r,e),g=u(i,r,e),s=u(o,r,e),w={liquidity:a.toString(),lowestRate:d,highestRate:s,marginalRate:g};return c.debug("createFromBuyOrder info:",{order:w}),w}function y(e,r,n,i,o,l){c.debug("createFromSellOrder called",arguments);const a=t(l,e),d=g(o,r,e),u=g(i,r,e),s=g(n,r,e),w={liquidity:a.toString(),lowestRate:d,highestRate:s,marginalRate:u};return c.debug("createFromSellOrder info:",{order:w}),w}function h(e,r,t,n,i,o,l,a,d,u){c.debug("createOrders called",arguments);const g=y(e,r,l,a,d,u),s=f(e,r,t,n,i,o);return c.debug("createOrders info:",{order0:g,order1:s}),{order0:g,order1:s}}const P=1e6;function k(e,r){return new d(e.toString()).mul(P).div(P-r).ceil()}function S(e,r){return new d(e.toString()).mul(P-r).div(P).floor()}function v(e,r,t){return t.lte(e)?e:t.gte(r)?r:t}function p(e,r,t,n){const i=new d(n).div(100).plus(1),o=new d(r).div(i),l=new d(e).mul(i),a=v(new d(e),o,new d(t).div(i.sqrt())),c=v(l,new d(r),new d(t).mul(i.sqrt()));return{buyPriceHigh:o.toString(),buyPriceMarginal:a.toString(),sellPriceLow:l.toString(),sellPriceMarginal:c.toString()}}function R(e,t,n,i,o,a,c){if("0"===c)return"0";const{buyPriceHigh:u,sellPriceLow:g,sellPriceMarginal:s,buyPriceMarginal:w}=p(n,i,o,a);if(new d(s).gte(i))return"0";if(new d(w).lte(n))throw new Error("calculateOverlappingSellBudget called with zero buy range and non zero buy budget");const b=f(e,t,n,w,u,c),m=y(e,t,g,s,i,"0"),h=l(b,m);return r(h,e)}function M(e,t,n,i,o,a,c){if("0"===c)return"0";const{sellPriceLow:u,buyPriceHigh:g,sellPriceMarginal:s,buyPriceMarginal:w}=p(n,i,o,a);if(new d(w).lte(n))return"0";if(new d(s).gte(i))throw new Error("calculateOverlappingBuyBudget called with zero sell range and non zero sell budget");const b=f(e,t,n,w,g,"0"),m=y(e,t,u,s,i,c),h=l(m,b);return r(h,t)}export{P as PPM_RESOLUTION,k as addFee,m as buildStrategyObject,M as calculateOverlappingBuyBudget,p as calculateOverlappingPriceRanges,R as calculateOverlappingSellBudget,f as createFromBuyOrder,y as createFromSellOrder,h as createOrders,w as decodeStrategy,s as encodeStrategy,v as enforcePriceRange,g as normalizeInvertedRate,u as normalizeRate,b as parseStrategy,S as subtractFee};
+import{tenPow as e,formatUnits as r,parseUnits as t}from"../../utils/numerics/index.js";import{Logger as i}from"../../common/logger/index.js";import{encodeOrders as n,decodeOrder as o,calculateRequiredLiquidity as l}from"../../utils/encoders/index.js";import{encodedStrategyBNToStr as a}from"../../utils/serializers/index.js";import{Decimal as u}from"../../node_modules/decimal.js/decimal/index.js";const c=new i("utils.ts");function d(r,t,i){return new u(r.toString()).times(e(t,i)).toFixed()}function g(r,t,i){return 0==+r.toString()?"0":new u(1).div(r.toString()).times(e(i,t)).toFixed()}const s=e=>{const[r,t]=n([e.order0,e.order1]);return{token0:e.token0,token1:e.token1,order0:r,order1:t}},w=e=>({id:e.id,token0:e.token0,token1:e.token1,order0:o(e.order0),order1:o(e.order1),encoded:e});async function b(e,t){c.debug("parseStrategy called",arguments);const{id:i,token0:n,token1:o,order0:l,order1:u,encoded:s}=e,w=await t.fetchDecimals(n),b=await t.fetchDecimals(o),f=d(u.lowestRate,w,b),m=d(u.marginalRate,w,b),y=d(u.highestRate,w,b),p=g(l.highestRate,b,w),P=g(l.marginalRate,b,w),h=g(l.lowestRate,b,w),v=r(l.liquidity,w),k=r(u.liquidity,b),S=i.toString(),B=a(s);return c.debug("parseStrategy info:",{id:S,token0:n,token1:o,order0:l,order1:u,decimals0:w,decimals1:b,baseToken:n,quoteToken:o,buyPriceLow:f,buyPriceMarginal:m,buyPriceHigh:y,buyBudget:k,sellPriceLow:p,sellPriceMarginal:P,sellPriceHigh:h,sellBudget:v,encoded:B}),{id:S,baseToken:n,quoteToken:o,buyPriceLow:f,buyPriceMarginal:m,buyPriceHigh:y,buyBudget:k,sellPriceLow:p,sellPriceMarginal:P,sellPriceHigh:h,sellBudget:v,encoded:B}}function f(e,r,t,i,n,o,l,a,d,g,s,w){if(c.debug("buildStrategyObject called",arguments),new u(n).isNegative()||new u(o).isNegative()||new u(l).isNegative()||new u(d).isNegative()||new u(g).isNegative()||new u(s).isNegative())throw new Error("prices cannot be negative");if(new u(n).gt(o)||new u(n).gt(l)||new u(o).gt(l)||new u(d).gt(g)||new u(d).gt(s)||new u(g).gt(s))throw new Error("low/marginal price must be lower than or equal to marginal/high price");if(new u(a).isNegative()||new u(w).isNegative())throw new Error("budgets cannot be negative");const{order0:b,order1:f}=p(t,i,n,o,l,a,d,g,s,w);return c.debug("buildStrategyObject info:",{token0:e,token1:r,order0:b,order1:f}),{token0:e,token1:r,order0:b,order1:f}}function m(e,r,i,n,o,l){c.debug("createFromBuyOrder called",arguments);const a=t(l,r),u=d(i,r,e),g=d(n,r,e),s=d(o,r,e),w={liquidity:a.toString(),lowestRate:u,highestRate:s,marginalRate:g};return c.debug("createFromBuyOrder info:",{order:w}),w}function y(e,r,i,n,o,l){c.debug("createFromSellOrder called",arguments);const a=t(l,e),u=g(o,r,e),d=g(n,r,e),s=g(i,r,e),w={liquidity:a.toString(),lowestRate:u,highestRate:s,marginalRate:d};return c.debug("createFromSellOrder info:",{order:w}),w}function p(e,r,t,i,n,o,l,a,u,d){c.debug("createOrders called",arguments);const g=y(e,r,l,a,u,d),s=m(e,r,t,i,n,o);return c.debug("createOrders info:",{order0:g,order1:s}),{order0:g,order1:s}}const P=1e6;function h(e,r){return new u(e.toString()).mul(P).div(P-r).ceil()}function v(e,r){return new u(e.toString()).mul(P-r).div(P).floor()}function k(e,r,t){return t.lte(e)?e:t.gte(r)?r:t}function S(e,r,t,i){c.debug("calculateOverlappingPrices called",arguments);const n=new u(i).div(100).plus(1),o=new u(r).div(n),l=new u(e).mul(n),a=k(new u(e),o,new u(t).div(n.sqrt())),d=k(l,new u(r),new u(t).mul(n.sqrt())),g={buyPriceHigh:o.toString(),buyPriceMarginal:a.toString(),sellPriceLow:l.toString(),sellPriceMarginal:d.toString(),buyPriceLow:e,sellPriceHigh:r,marketPrice:t};return c.debug("calculateOverlappingPrices info:",{prices:g}),g}function B(e,t,i,n,o,a,d){if(c.debug("calculateOverlappingSellBudget called",arguments),"0"===d)return"0";const{buyPriceHigh:g,sellPriceLow:s,sellPriceMarginal:w,buyPriceMarginal:b}=S(i,n,o,a);if(new u(w).gte(n))return"0";if(new u(b).lte(i))throw new Error("calculateOverlappingSellBudget called with zero buy range and non zero buy budget");const f=m(e,t,i,b,g,d),p=y(e,t,s,w,n,"0"),P=l(f,p),h=r(P,e);return c.debug("calculateOverlappingSellBudget info:",{sellBudget:h}),h}function O(e,t,i,n,o,a,d){if(c.debug("calculateOverlappingBuyBudget called",arguments),"0"===d)return"0";const{sellPriceLow:g,buyPriceHigh:s,sellPriceMarginal:w,buyPriceMarginal:b}=S(i,n,o,a);if(new u(b).lte(i))return"0";if(new u(w).gte(n))throw new Error("calculateOverlappingBuyBudget called with zero sell range and non zero sell budget");const f=m(e,t,i,b,s,"0"),p=y(e,t,g,w,n,d),P=l(p,f),h=r(P,t);return c.debug("calculateOverlappingBuyBudget info:",{buyBudget:h}),h}export{P as PPM_RESOLUTION,h as addFee,f as buildStrategyObject,O as calculateOverlappingBuyBudget,S as calculateOverlappingPrices,B as calculateOverlappingSellBudget,m as createFromBuyOrder,y as createFromSellOrder,p as createOrders,w as decodeStrategy,s as encodeStrategy,k as enforcePriceRange,g as normalizeInvertedRate,d as normalizeRate,b as parseStrategy,v as subtractFee};

package.json

@@ -5,3 +5,3 @@ {
   "source": "src/index.ts",
-  "version": "0.0.94-DEV",
+  "version": "0.0.95-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.cjs",

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