@drift-labs/sdk-browser/lib/browser/math/margin.d.ts

SDK for Drift Protocol

/// <reference types="bn.js" />
import { BN } from '@coral-xyz/anchor';
import { OraclePriceData } from '../oracles/types';
import { DriftClient } from '../driftClient';
import { PerpMarketAccount, PerpPosition, PositionDirection, UserAccount } from '../types';
import { PublicKey } from '@solana/web3.js';
export declare function calculateSizePremiumLiabilityWeight(size: BN, // AMM_RESERVE_PRECISION
imfFactor: BN, liabilityWeight: BN, precision: BN): BN;
export declare function calculateSizeDiscountAssetWeight(size: BN, // AMM_RESERVE_PRECISION
imfFactor: BN, assetWeight: BN): BN;
export declare function calculateOraclePriceForPerpMargin(perpPosition: PerpPosition, market: PerpMarketAccount, oraclePriceData: OraclePriceData): BN;
/**
 * This is _not_ the same as liability value as for prediction markets, the liability for the short in prediction market is (1 - oracle price) * base
 * See {@link calculatePerpLiabilityValue} to get the liabiltiy value
 * @param market
 * @param perpPosition
 * @param oraclePriceData
 * @param includeOpenOrders
 */
export declare function calculateBaseAssetValueWithOracle(market: PerpMarketAccount, perpPosition: PerpPosition, oraclePriceData: Pick<OraclePriceData, 'price'>, includeOpenOrders?: boolean): BN;
export declare function calculateWorstCaseBaseAssetAmount(perpPosition: PerpPosition, perpMarket: PerpMarketAccount, oraclePrice: BN): BN;
export declare function calculateWorstCasePerpLiabilityValue(perpPosition: PerpPosition, perpMarket: PerpMarketAccount, oraclePrice: BN): {
    worstCaseBaseAssetAmount: BN;
    worstCaseLiabilityValue: BN;
};
export declare function calculatePerpLiabilityValue(baseAssetAmount: BN, price: BN, isPredictionMarket: boolean): BN;
/**
 * Calculates the margin required to open a trade, in quote amount. Only accounts for the trade size as a scalar value, does not account for the trade direction or current open positions and whether the trade would _actually_ be risk-increasing and use any extra collateral.
 * @param targetMarketIndex
 * @param baseSize
 * @returns
 */
export declare function calculateMarginUSDCRequiredForTrade(driftClient: DriftClient, targetMarketIndex: number, baseSize: BN, userMaxMarginRatio?: number, userHighLeverageMode?: boolean, entryPrice?: BN): BN;
/**
 * Similar to calculatetMarginUSDCRequiredForTrade, but calculates how much of a given collateral is required to cover the margin requirements for a given trade. Basically does the same thing as getMarginUSDCRequiredForTrade but also accounts for asset weight of the selected collateral.
 *
 * Returns collateral required in the precision of the target collateral market.
 */
export declare function calculateCollateralDepositRequiredForTrade(driftClient: DriftClient, targetMarketIndex: number, baseSize: BN, collateralIndex: number, userMaxMarginRatio?: number, userHighLeverageMode?: boolean, estEntryPrice?: BN): BN;
export declare function calculateCollateralValueOfDeposit(driftClient: DriftClient, collateralIndex: number, baseSize: BN): BN;
export declare function calculateLiquidationPrice(freeCollateral: BN, freeCollateralDelta: BN, oraclePrice: BN): BN;
export declare function calculateUserMaxPerpOrderSize(driftClient: DriftClient, userAccountKey: PublicKey, userAccount: UserAccount, targetMarketIndex: number, tradeSide: PositionDirection): {
    tradeSize: BN;
    oppositeSideTradeSize: BN;
};