@pear-protocol/utils - npm Package Compare versions

Comparing version 0.5.3 to 0.6.0

dist/basket/max-size.d.ts

+import type { MaxBasketSizeCalculation, MaxBasketSizeInput, MaxBasketSizeResult, SinglePoolSizingContext } from './basket.types';
+/**
+ * The largest gross notional this basket can reach while every leg stays funded at its weight.
+ *
+ * Takes the caller's figures as given — a malformed budget or leverage is the caller's own
+ * responsibility to keep clean (enforce it with a schema at the boundary if that matters to you),
+ * not something this function guards against.
+ */
+export declare function computeMaxBasketSize(input: MaxBasketSizeCalculation): MaxBasketSizeResult;
+/**
+ * Sizes a basket that funds every leg out of one account-wide balance and caps leverage at nothing
+ * but the caller-supplied max: `effectiveLeverage = min(requested, catalogMax)`.
+ *
+ * A leg naming an asset the caller's catalog does not list leaves its ceiling unknown, and sizing
+ * against the request alone would overstate the basket — so one unknown leg (or no available
+ * balance at all) reports no size rather than a wrong one.
+ */
+export declare function sizeSinglePoolBasket(input: MaxBasketSizeInput, context: SinglePoolSizingContext): MaxBasketSizeResult;

dist/basket/basket.types.d.ts

@@ -1,2 +0,2 @@
-import type { InstrumentId, Side } from '@pear-protocol/types';
+import type { HttpTypes, InstrumentId, Side } from '@pear-protocol/types';
 export type BasketLeg = {
@@ -7,1 +7,51 @@ symbol: InstrumentId;
 };
+/**
+ * Mirrors the shipped basket model (`BasketItem` in the frontend): unsigned `weight`
+ * with `side` alongside, weights summing to 100. Sizing ignores `side` — margin
+ * requirement does not depend on direction — and normalises by Σweight.
+ */
+export type MaxBasketSizeLeg = {
+    asset: InstrumentId;
+    side: Side;
+    /** Unsigned percentage. The set sums to 100. */
+    weight: number;
+};
+export type MaxBasketSizeInput = {
+    legs: MaxBasketSizeLeg[];
+    /** What the caller is requesting for the whole basket, before each leg's own venue max caps it. */
+    requestedLeverage: number;
+};
+export type MaxBasketSizeResult = {
+    /**
+     * The whole basket's max GROSS notional in USD — Σ leg notional, not per-side and not per-asset.
+     * The basket is atomic, so this is one ceiling for the entire structure, not a per-leg maximum.
+     * Null when the caller could not supply an available balance, or a leg names an asset the
+     * caller's max-leverage map does not list.
+     */
+    maxNotional: string | null;
+    /**
+     * The margin `maxNotional` spends — always the whole `budget`/`availableBalance` the caller
+     * supplied, since that is exactly the point at which the basket stops growing. Stated explicitly
+     * rather than left for the caller to infer, and `null` on the same terms as `maxNotional`.
+     */
+    marginRequired: string | null;
+};
+/** One basket leg with its leverage already capped by the caller. */
+export type CappedBasketLeg = {
+    /** Unsigned, in the caller's own scale — `computeMaxBasketSize` normalises by Σweight. */
+    weight: number;
+    effectiveLeverage: string;
+};
+/** The one margin budget every leg funds out of. */
+export type MaxBasketSizeCalculation = {
+    /** USD-equivalent margin available. Every connector this sizes for funds a basket from one balance. */
+    budget: string;
+    legs: CappedBasketLeg[];
+};
+/** What `sizeSinglePoolBasket` needs beyond the legs: the account's balance and the leverage ceilings. */
+export type SinglePoolSizingContext = {
+    /** The account's whole available margin, or `null` when the caller could not read one. */
+    availableBalance: string | null;
+    /** Off the core-sdk instrument catalog — only `id` and `leverage` are read. */
+    instruments: Pick<HttpTypes.Instrument, 'id' | 'leverage'>[];
+};

dist/basket/index.d.ts

@@ -0,2 +1,4 @@
+export * from './basket.types';
 export * from './compute';
 export * from './derive-basket-key';
+export * from './max-size';

package.json

 {
   "name": "@pear-protocol/utils",
-  "version": "0.5.3",
+  "version": "0.6.0",
   "description": "Pear Protocol Utility functions",
@@ -5,0 +5,0 @@ "private": false,

No alert changes

Improved metrics

Total package byte prevSize

120779

4.98%

Number of package files

42

2.44%

Lines of code

3228

4.67%

No dependency changes