@pear-protocol/utils - npm Package Compare versions

Comparing version 0.3.0 to 0.4.0

dist/asset/asset.types.d.ts

@@ -10,2 +10,6 @@ import type { InstrumentId } from '@pear-protocol/types';
 };
+export type AssetRealization = {
+    fillId: string;
+    gross: BigNumber;
+};
 export type AssetRealizedPnL = {
@@ -19,2 +23,3 @@ id: InstrumentId;
     pearFees: BigNumber;
+    realizations: AssetRealization[];
 };

dist/asset/index.d.ts

@@ -1,2 +0,2 @@
-export type { AssetRealizedPnL, AssetUnrealizedPnL } from './asset.types';
+export type { AssetRealization, AssetRealizedPnL, AssetUnrealizedPnL } from './asset.types';
 export * from './compute';

dist/index.js

@@ -188,3 +188,3 @@ import BigNumber9 from 'bignumber.js';
     const totalFees = tradeFees.plus(pearFees);
-    const { gross: grossPnl, undeterminedSize } = walkAssetFills(assetFills);
+    const { gross: grossPnl, undeterminedSize, realizations } = walkAssetFills(assetFills);
     const netPnl = grossPnl.minus(totalFees);
@@ -198,3 +198,4 @@ result.push({
       tradeFees,
-      pearFees
+      pearFees,
+      realizations
     });
@@ -210,2 +211,3 @@ }
   let undeterminedSize = ZERO;
+  const realizations = [];
   for (const fill of fills) {
@@ -220,6 +222,6 @@ const price = parse(fill.price);
         undeterminedSize = add(undeterminedSize, closedQty);
-      } else if (isPositive(positionSize)) {
-        gross = add(gross, multiply(closedQty, subtract(price, entryPrice)));
       } else {
-        gross = add(gross, multiply(closedQty, subtract(entryPrice, price)));
+        const realized = isPositive(positionSize) ? multiply(closedQty, subtract(price, entryPrice)) : multiply(closedQty, subtract(entryPrice, price));
+        gross = add(gross, realized);
+        realizations.push({ fillId: fill.id, gross: realized });
       }
@@ -238,3 +240,3 @@ }
   }
-  return { gross, undeterminedSize };
+  return { gross, undeterminedSize, realizations };
 }
@@ -241,0 +243,0 @@ function computeBasketWeightedRatioV1(basket, priceMap) {

package.json

 {
   "name": "@pear-protocol/utils",
-  "version": "0.3.0",
+  "version": "0.4.0",
   "description": "Pear Protocol Utility functions",
@@ -30,3 +30,3 @@ "private": false,
     "@noble/hashes": "^1.3.2",
-    "@pear-protocol/types": "^1.14.1",
+    "@pear-protocol/types": "^1.15.0",
     "bignumber.js": "9.3.1"
@@ -33,0 +33,0 @@ },

No alert changes

Improved metrics

Total package byte prevSize

98959

0.27%

Lines of code

2589

0.27%

Dependency changes

• Updated

  @pear-protocol/types@^1.15.0