@parifi/sdk
Version:
Parifi SDK with common utility functions
248 lines (242 loc) • 11 kB
JavaScript
;
var __create = Object.create;
var __defProp = Object.defineProperty;
var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
var __getOwnPropNames = Object.getOwnPropertyNames;
var __getProtoOf = Object.getPrototypeOf;
var __hasOwnProp = Object.prototype.hasOwnProperty;
var __export = (target, all) => {
for (var name in all)
__defProp(target, name, { get: all[name], enumerable: true });
};
var __copyProps = (to, from, except, desc) => {
if (from && typeof from === "object" || typeof from === "function") {
for (let key of __getOwnPropNames(from))
if (!__hasOwnProp.call(to, key) && key !== except)
__defProp(to, key, { get: () => from[key], enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable });
}
return to;
};
var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
// If the importer is in node compatibility mode or this is not an ESM
// file that has been converted to a CommonJS file using a Babel-
// compatible transform (i.e. "__esModule" has not been set), then set
// "default" to the CommonJS "module.exports" for node compatibility.
isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
mod
));
var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
// src/perps/index.ts
var perps_exports = {};
__export(perps_exports, {
Perps: () => Perps
});
module.exports = __toCommonJS(perps_exports);
// src/perps/positions.ts
var import_decimal = __toESM(require("decimal.js"));
var getProfitOrLossInUsd = (marketPrice, avgPrice, positionSize) => {
const profitOrLossPerToken = new import_decimal.default(marketPrice).minus(avgPrice);
return new import_decimal.default(positionSize).times(profitOrLossPerToken);
};
var calculateSizeFromCollateralAndLeverage = (collateralValueInUsd, leverage, marketPrice) => {
const sizeInUsd = new import_decimal.default(collateralValueInUsd).times(leverage);
return sizeInUsd.div(marketPrice);
};
var calculateCollateralFromSizeAndLeverage = (sizeInUsd, leverage, collateralPrice) => {
const collateralInUsd = new import_decimal.default(sizeInUsd).div(leverage);
return collateralInUsd.div(collateralPrice);
};
var calculateLeverageFromCollateralAndSize = (collateralValueInUsd, sizeInUsd) => {
return sizeInUsd / collateralValueInUsd;
};
// src/common/constants.ts
var import_decimal2 = require("decimal.js");
var PRECISION_MULTIPLIER = new import_decimal2.Decimal("10000");
var DEVIATION_PRECISION_MULTIPLIER = new import_decimal2.Decimal(10).pow(12);
var SECONDS_IN_A_YEAR = new import_decimal2.Decimal(365 * 24 * 60 * 60);
var MAX_FEE = new import_decimal2.Decimal(1e7);
var WAD = new import_decimal2.Decimal(10).pow(18);
var DECIMAL_10 = new import_decimal2.Decimal(10);
var DECIMAL_ZERO = new import_decimal2.Decimal(0);
var BIGINT_ZERO = BigInt(0);
var ONE_GWEI = 1e9;
var DEFAULT_GAS_PRICE = 2 * ONE_GWEI;
var SYMBOL_TO_PYTH_FEED = /* @__PURE__ */ new Map([
// market
["BTC", "0xc9d8b075a5c69303365ae23633d4e085199bf5c520a3b90fed1322a0342ffc33"],
["SOL", "0xef0d8b6fda2ceba41da15d4095d1da392a0d2f8ed0c6c7bc0f4cfac8c280b56d"],
["WIF", "0x4ca4beeca86f0d164160323817a4e42b10010a724c2217c6ee41b54cd4cc61fc"],
["ETH", "0xff61491a931112ddf1bd8147cd1b641375f79f5825126d665480874634fd0ace"],
["AAVE", "0x2b9ab1e972a281585084148ba1389800799bd4be63b957507db1349314e47445"],
["ADA", "0x2a01deaec9e51a579277b34b122399984d0bbf57e2458a7e42fecd2829867a0d"],
["ARB", "0x3fa4252848f9f0a1480be62745a4629d9eb1322aebab8a791e344b3b9c1adcf5"],
["AVAX", "0x93da3352f9f1d105fdfe4971cfa80e9dd777bfc5d0f683ebb6e1294b92137bb7"],
["BCH", "0x3dd2b63686a450ec7290df3a1e0b583c0481f651351edfa7636f39aed55cf8a3"],
["BNB", "0x2f95862b045670cd22bee3114c39763a4a08beeb663b145d283c31d7d1101c4f"],
["CRV", "0xa19d04ac696c7a6616d291c7e5d1377cc8be437c327b75adb5dc1bad745fcae8"],
["DOGE", "0xdcef50dd0a4cd2dcc17e45df1676dcb336a11a61c69df7a0299b0150c672d25c"],
["DYDX", "0x6489800bb8974169adfe35937bf6736507097d13c190d760c557108c7e93a81b"],
["GMX", "0xb962539d0fcb272a494d65ea56f94851c2bcf8823935da05bd628916e2e9edbf"],
["LINK", "0x8ac0c70fff57e9aefdf5edf44b51d62c2d433653cbb2cf5cc06bb115af04d221"],
["LTC", "0x6e3f3fa8253588df9326580180233eb791e03b443a3ba7a1d892e73874e19a54"],
["MKR", "0x9375299e31c0deb9c6bc378e6329aab44cb48ec655552a70d4b9050346a30378"],
["NEAR", "0xc415de8d2eba7db216527dff4b60e8f3a5311c740dadb233e13e12547e226750"],
["OP", "0x385f64d993f7b77d8182ed5003d97c60aa3361f3cecfe711544d2d59165e9bdf"],
["ORDI", "0x193c739db502aadcef37c2589738b1e37bdb257d58cf1ab3c7ebc8e6df4e3ec0"],
["PEPE", "0xd69731a2e74ac1ce884fc3890f7ee324b6deb66147055249568869ed700882e4"],
["POL", "0xffd11c5a1cfd42f80afb2df4d9f264c15f956d68153335374ec10722edd70472"],
["PYTH", "0x0bbf28e9a841a1cc788f6a361b17ca072d0ea3098a1e5df1c3922d06719579ff"],
["RUNE", "0x5fcf71143bb70d41af4fa9aa1287e2efd3c5911cee59f909f915c9f61baacb1e"],
["SHIB", "0xf0d57deca57b3da2fe63a493f4c25925fdfd8edf834b20f93e1f84dbd1504d4a"],
["STX", "0xec7a775f46379b5e943c3526b1c8d54cd49749176b0b98e02dde68d1bd335c17"],
["TIA", "0x09f7c1d7dfbb7df2b8fe3d3d87ee94a2259d212da4f30c1f0540d066dfa44723"],
["UNI", "0x78d185a741d07edb3412b09008b7c5cfb9bbbd7d568bf00ba737b456ba171501"],
["XLM", "0xb7a8eba68a997cd0210c2e1e4ee811ad2d174b3611c22d9ebf16f4cb7e9ba850"],
["XRP", "0xec5d399846a9209f3fe5881d70aae9268c94339ff9817e8d18ff19fa05eea1c8"],
// collateral
["USDC", "0xeaa020c61cc479712813461ce153894a96a6c00b21ed0cfc2798d1f9a9e9c94a"],
["USDE", "0x6ec879b1e9963de5ee97e9c8710b742d6228252a5e2ca12d4ae81d7fe5ee8c5d"],
["DAI", "0xb0948a5e5313200c632b51bb5ca32f6de0d36e9950a942d19751e833f70dabfd"]
]);
var collateralMappingWithRegularSymbol = /* @__PURE__ */ new Map([
["seth", "eth"],
["wbtc", "btc"],
["fbtc", "btc"],
["wsteth", "eth"],
["fdai", "dai"],
["susdc", "usdc"],
["susde", "usde"],
["steth", "eth"],
["fsol", "sol"],
["fusdc", "usdc"],
["fusdt", "usdt"],
["ssol", "sol"],
["sdai", "dai"],
["usdx", "usdc"],
["stbtc", "btc"]
]);
// src/common/helpers.ts
var import_viem = require("viem");
function convertWeiToEther(amountInWei) {
if (amountInWei == void 0) {
throw new Error("Invalid amount received during conversion: undefined");
}
if (typeof amountInWei == "bigint") {
return Number((0, import_viem.formatEther)(amountInWei));
} else if (typeof amountInWei == "string") {
return Number((0, import_viem.formatEther)(BigInt(amountInWei)));
} else {
throw new Error("Expected string or bigint for conversion");
}
}
// src/perps/offchain.ts
var calculateUnrealizedPnlForPositions = (positions, priceData) => {
let totalUnrealizedPnl = DECIMAL_ZERO;
positions.forEach((position) => {
const currentPrice = getPriceFromPriceArray(priceData, position.market?.feedId);
const unrealizedPnl = getProfitOrLossInUsd(
currentPrice,
convertWeiToEther(position.avgPrice),
convertWeiToEther(position.positionSize)
);
totalUnrealizedPnl = totalUnrealizedPnl.add(unrealizedPnl);
});
return totalUnrealizedPnl;
};
var calculateUsdValueOfCollateralDeposits = (collateralDeposits, priceData) => {
let totalCollateralValueInUsd = DECIMAL_ZERO;
collateralDeposits.forEach((deposit) => {
const price = getPriceFromPriceArray(priceData, void 0, deposit.collateralSymbol);
const usdValue = convertWeiToEther(deposit.currentDepositedAmount) * price;
totalCollateralValueInUsd = totalCollateralValueInUsd.add(usdValue);
});
return totalCollateralValueInUsd;
};
var getPriceFromPriceArray = (priceData, priceId, tokenSymbol) => {
if (!priceId && !tokenSymbol) return 0;
if (!priceId) {
const formattedSymbol = collateralMappingWithRegularSymbol.get(tokenSymbol?.toLowerCase() || "") || tokenSymbol?.toLowerCase();
priceId = SYMBOL_TO_PYTH_FEED.get(formattedSymbol?.toUpperCase() || "");
}
const price = priceId ? priceData.find((p) => p.id === priceId.slice(2))?.price || 0 : 0;
console.log("price: ", priceId, price);
return price;
};
var calculateLiquidationPriceOffchain = ({
availableMarginInUsd,
marginBufferInUsd,
formattedPositionSize,
formattedMarketPrice
}) => {
if (formattedPositionSize == 0) return formattedMarketPrice;
if (availableMarginInUsd == 0) return 0;
const lossPerToken = Math.abs((marginBufferInUsd - availableMarginInUsd) / formattedPositionSize);
let liquidationPrice;
if (formattedPositionSize > 0) {
liquidationPrice = formattedMarketPrice - lossPerToken;
} else {
liquidationPrice = formattedMarketPrice + lossPerToken;
}
return liquidationPrice;
};
// src/perps/index.ts
var Perps = class {
constructor() {
this.getProfitOrLossInUsd = (marketPrice, avgPrice, positionSize) => {
return getProfitOrLossInUsd(marketPrice, avgPrice, positionSize);
};
this.calculateSizeFromCollateralAndLeverage = ({
collateralValueInUsd,
leverage,
marketPrice
}) => {
return calculateSizeFromCollateralAndLeverage(collateralValueInUsd, leverage, marketPrice);
};
this.calculateCollateralFromSizeAndLeverage = ({
sizeInUsd,
leverage,
collateralPrice
}) => {
return calculateCollateralFromSizeAndLeverage(sizeInUsd, leverage, collateralPrice);
};
this.calculateLeverageFromCollateralAndSize = ({
collateralValueInUsd,
sizeInUsd
}) => {
return calculateLeverageFromCollateralAndSize(collateralValueInUsd, sizeInUsd);
};
// Calculates the unrealized pnl in USD for an array of positions off-chain
// using the provided position array and price data
this.calculateUnrealizedPnlForPositions = (positions, priceData) => {
return calculateUnrealizedPnlForPositions(positions, priceData);
};
// Calculates the total USD value for an array of collateral deposits off-chain
// using the provided collateral deposits array and price data
this.calculateUsdValueOfCollateralDeposits = (collateralDeposits, priceData) => {
return calculateUsdValueOfCollateralDeposits(collateralDeposits, priceData);
};
// Returns the price for a price id from a provided price data array
this.getPriceFromPriceArray = (priceData, priceId, tokenSymbol) => {
return getPriceFromPriceArray(priceData, priceId, tokenSymbol);
};
// Calculates the liquidation price for a position
this.calculateLiquidationPriceOffchain = ({
availableMarginInUsd,
marginBufferInUsd,
formattedPositionSize,
formattedMarketPrice
}) => {
return calculateLiquidationPriceOffchain({
availableMarginInUsd,
marginBufferInUsd,
formattedPositionSize,
formattedMarketPrice
});
};
}
};
// Annotate the CommonJS export names for ESM import in node:
0 && (module.exports = {
Perps
});
//# sourceMappingURL=index.js.map