@quantara/sdk
Version:
JavaScript/TypeScript SDK for interacting with Quantara Protocol on Neura Testnet
268 lines (267 loc) • 13 kB
JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
const vitest_1 = require("vitest");
const chains_1 = require("../../configs/chains");
const tokens_1 = require("../../configs/tokens");
const markets_1 = require("../markets");
const numbers_1 = require("../numbers");
function getToken(symbol) {
return tokens_1.TOKENS[chains_1.NEURA_TESTNET].find((token) => token.symbol === symbol);
}
(0, vitest_1.describe)("getMarketFullName", () => {
(0, vitest_1.it)("returns proper full name", () => {
const longToken = getToken("ETH");
const shortToken = getToken("USDC");
const indexToken = getToken("BTC");
const name = (0, markets_1.getMarketFullName)({
longToken,
shortToken,
indexToken,
isSpotOnly: false,
});
(0, vitest_1.expect)(name).toBe("BTC/USD [ETH-USDC]");
});
(0, vitest_1.it)("returns swap-only name", () => {
const indexToken = { symbol: "ETH", address: "0xeth", decimals: 18 };
const name = (0, markets_1.getMarketFullName)({
longToken: indexToken,
shortToken: indexToken,
indexToken,
isSpotOnly: true,
});
(0, vitest_1.expect)(name).toBe("SWAP-ONLY [ETH-ETH]");
});
});
(0, vitest_1.describe)("getMarketIndexName", () => {
(0, vitest_1.it)("returns 'SWAP-ONLY' if isSpotOnly is true", () => {
(0, vitest_1.expect)((0, markets_1.getMarketIndexName)({
indexToken: getToken("ETH"),
isSpotOnly: true,
})).toBe("SWAP-ONLY");
});
(0, vitest_1.it)("returns prefix + baseSymbol/symbol + /USD", () => {
const eth = getToken("ETH");
(0, vitest_1.expect)((0, markets_1.getMarketIndexName)({ indexToken: eth, isSpotOnly: false })).toBe("ETH/USD");
const pepe = getToken("PEPE");
(0, vitest_1.expect)((0, markets_1.getMarketIndexName)({ indexToken: pepe, isSpotOnly: false })).toBe("kPEPE/USD");
});
});
(0, vitest_1.describe)("getMarketPoolName", () => {
(0, vitest_1.it)("returns single token symbol if long and short are the same", () => {
const token = getToken("ETH");
(0, vitest_1.expect)((0, markets_1.getMarketPoolName)({ longToken: token, shortToken: token })).toBe("ETH-ETH");
});
(0, vitest_1.it)("returns combined symbol otherwise", () => {
const longToken = getToken("ETH");
const shortToken = getToken("USDC");
(0, vitest_1.expect)((0, markets_1.getMarketPoolName)({ longToken, shortToken })).toBe("ETH-USDC");
});
});
(0, vitest_1.describe)("getContractMarketPrices", () => {
(0, vitest_1.it)("returns undefined if any token is missing", () => {
const market = {
indexTokenAddress: "0xbtc",
longTokenAddress: "0xeth",
shortTokenAddress: "0xusdc",
};
(0, vitest_1.expect)((0, markets_1.getContractMarketPrices)({}, market)).toBeUndefined();
});
(0, vitest_1.it)("returns converted contract prices if all tokens exist", () => {
const tokensData = {
"0xbtc": { decimals: 8, prices: { minPrice: 1000n, maxPrice: 2000n } },
"0xeth": { decimals: 18, prices: { minPrice: 3000n, maxPrice: 4000n } },
"0xusdc": { decimals: 6, prices: { minPrice: 1n, maxPrice: 2n } },
};
const market = {
indexTokenAddress: "0xbtc",
longTokenAddress: "0xeth",
shortTokenAddress: "0xusdc",
};
const result = (0, markets_1.getContractMarketPrices)(tokensData, market);
(0, vitest_1.expect)(result).toBeDefined();
(0, vitest_1.expect)(result?.indexTokenPrice?.min).toBeDefined();
});
});
(0, vitest_1.describe)("getTokenPoolType", () => {
(0, vitest_1.it)("returns 'long' for single-token markets if matches address", () => {
const token = getToken("ETH");
(0, vitest_1.expect)((0, markets_1.getTokenPoolType)({ longToken: token, shortToken: token }, token.address)).toBe("long");
});
(0, vitest_1.it)("returns 'short' for shortToken match", () => {
const longToken = getToken("ETH");
const shortToken = getToken("USDC");
(0, vitest_1.expect)((0, markets_1.getTokenPoolType)({ longToken, shortToken }, shortToken.address)).toBe("short");
});
});
(0, vitest_1.describe)("getPoolUsdWithoutPnl", () => {
const marketInfo = {
longPoolAmount: 1n,
shortPoolAmount: 1n,
longToken: { decimals: 18, prices: { minPrice: (0, numbers_1.expandDecimals)(5, 30), maxPrice: (0, numbers_1.expandDecimals)(15, 30) } },
shortToken: { decimals: 18, prices: { minPrice: (0, numbers_1.expandDecimals)(2, 30), maxPrice: (0, numbers_1.expandDecimals)(4, 30) } },
};
(0, vitest_1.it)("calculates poolUsd for isLong = true", () => {
(0, vitest_1.expect)((0, markets_1.getPoolUsdWithoutPnl)(marketInfo, true, "minPrice")).toBe(5000000000000n);
(0, vitest_1.expect)((0, markets_1.getPoolUsdWithoutPnl)(marketInfo, true, "maxPrice")).toBe(15000000000000n);
});
(0, vitest_1.it)("calculates poolUsd for isLong = false", () => {
(0, vitest_1.expect)((0, markets_1.getPoolUsdWithoutPnl)(marketInfo, false, "minPrice")).toBe(2000000000000n);
(0, vitest_1.expect)((0, markets_1.getPoolUsdWithoutPnl)(marketInfo, false, "maxPrice")).toBe(4000000000000n);
});
});
(0, vitest_1.describe)("getCappedPoolPnl", () => {
(0, vitest_1.it)("returns capped pnl if poolPnl > maxPnl", () => {
const marketInfo = {
maxPnlFactorForTradersLong: 20000n,
maxPnlFactorForTradersShort: 10000n,
};
const result = (0, markets_1.getCappedPoolPnl)({
marketInfo,
poolUsd: (0, numbers_1.expandDecimals)(1000, 30),
poolPnl: 30000n,
isLong: true,
});
(0, vitest_1.expect)(result).toBe(30000n);
});
(0, vitest_1.it)("returns poolPnl if below maxPnl", () => {
const marketInfo = { maxPnlFactorForTradersLong: 20000n };
(0, vitest_1.expect)((0, markets_1.getCappedPoolPnl)({
marketInfo,
poolUsd: (0, numbers_1.expandDecimals)(1000, 30),
poolPnl: 5000n,
isLong: true,
})).toBe(5000n);
});
});
(0, vitest_1.describe)("getMaxLeverageByMinCollateralFactor", () => {
(0, vitest_1.it)("returns default if minCollateralFactor is undefined", () => {
(0, vitest_1.expect)((0, markets_1.getMaxLeverageByMinCollateralFactor)(undefined)).toBe(1000000);
});
(0, vitest_1.it)("returns correct leverage for a given factor", () => {
(0, vitest_1.expect)((0, markets_1.getMaxLeverageByMinCollateralFactor)(1000000000000000000n)).toBe(10000000000000000);
});
});
(0, vitest_1.describe)("getMaxAllowedLeverageByMinCollateralFactor", () => {
(0, vitest_1.it)("returns half of max leverage", () => {
(0, vitest_1.expect)((0, markets_1.getMaxAllowedLeverageByMinCollateralFactor)(1000000000000000000n)).toBe(5000000000000000);
});
});
(0, vitest_1.describe)("getOppositeCollateral", () => {
const marketInfo = {
longToken: getToken("ETH"),
shortToken: getToken("USDC"),
};
(0, vitest_1.it)("returns shortToken if token is long", () => {
(0, vitest_1.expect)((0, markets_1.getOppositeCollateral)(marketInfo, marketInfo.longToken.address)).toEqual(marketInfo.shortToken);
});
(0, vitest_1.it)("returns undefined if pool type is not found", () => {
(0, vitest_1.expect)((0, markets_1.getOppositeCollateral)(marketInfo, "0xbtc")).toBeUndefined();
});
});
(0, vitest_1.describe)("getAvailableUsdLiquidityForCollateral", () => {
(0, vitest_1.it)("returns poolUsd if isSpotOnly", () => {
const marketInfo = {
isSpotOnly: true,
longPoolAmount: 1n,
indexToken: {
...getToken("ETH"),
prices: { minPrice: (0, numbers_1.expandDecimals)(10, 18), maxPrice: (0, numbers_1.expandDecimals)(15, 18) },
},
longToken: { decimals: 18, prices: { minPrice: (0, numbers_1.expandDecimals)(1, 18), maxPrice: (0, numbers_1.expandDecimals)(2, 18) } },
};
(0, vitest_1.expect)((0, markets_1.getAvailableUsdLiquidityForCollateral)(marketInfo, true)).toBe(1n);
});
(0, vitest_1.it)("calculates liquidity if not spot only", () => {
const marketInfo = {
isSpotOnly: false,
reserveFactorLong: 1n,
longPoolAmount: (0, numbers_1.expandDecimals)(5, 30),
longInterestInTokens: 1n,
indexToken: {
...getToken("ETH"),
prices: { minPrice: (0, numbers_1.expandDecimals)(10, 18), maxPrice: (0, numbers_1.expandDecimals)(15, 18) },
},
longToken: { decimals: 18, prices: { minPrice: (0, numbers_1.expandDecimals)(10, 18), maxPrice: (0, numbers_1.expandDecimals)(15, 18) } },
};
(0, vitest_1.expect)((0, markets_1.getAvailableUsdLiquidityForCollateral)(marketInfo, true)).toBe((0, numbers_1.expandDecimals)(35, 30));
});
});
(0, vitest_1.describe)("getReservedUsd", () => {
(0, vitest_1.it)("calculates reservedUsd for long side", () => {
const marketInfo = {
longInterestInTokens: 100n,
indexToken: {
decimals: 18,
prices: { maxPrice: (0, numbers_1.expandDecimals)(10, 18) },
},
};
(0, vitest_1.expect)((0, markets_1.getReservedUsd)(marketInfo, true)).toBe(1000n);
});
(0, vitest_1.it)("returns shortInterestUsd if isLong=false", () => {
const marketInfo = { shortInterestUsd: 9999n };
(0, vitest_1.expect)((0, markets_1.getReservedUsd)(marketInfo, false)).toBe(9999n);
});
});
(0, vitest_1.describe)("getMarketDivisor", () => {
(0, vitest_1.it)("returns 2n if longTokenAddress equals shortTokenAddress", () => {
(0, vitest_1.expect)((0, markets_1.getMarketDivisor)({
longTokenAddress: "0xsame",
shortTokenAddress: "0xsame",
})).toBe(2n);
});
(0, vitest_1.it)("returns 1n otherwise", () => {
(0, vitest_1.expect)((0, markets_1.getMarketDivisor)({
longTokenAddress: "0xeth",
shortTokenAddress: "0xusdc",
})).toBe(1n);
});
});
(0, vitest_1.describe)("getMarketPnl", () => {
(0, vitest_1.it)("returns 0n if openInterest is 0", () => {
const marketInfo = {
indexToken: {
decimals: 18,
prices: { minPrice: (0, numbers_1.expandDecimals)(1000, 18), maxPrice: (0, numbers_1.expandDecimals)(2000, 18) },
},
longInterestUsd: 0n,
longInterestInTokens: 0n,
};
(0, vitest_1.expect)((0, markets_1.getMarketPnl)(marketInfo, true, false)).toBe(0n);
});
(0, vitest_1.it)("calculates pnl for long positions", () => {
const marketInfo = {
indexToken: {
decimals: 18,
prices: { minPrice: (0, numbers_1.expandDecimals)(1000, 18), maxPrice: (0, numbers_1.expandDecimals)(2000, 18) },
},
longInterestUsd: 1000n,
longInterestInTokens: 1n,
};
// maximize = false => use minPrice for long
(0, vitest_1.expect)((0, markets_1.getMarketPnl)(marketInfo, true, true)).toBe(0n); // openInterestValue(1000n) - openInterestUsd(1000n) = 0
});
});
(0, vitest_1.describe)("getOpenInterestUsd", () => {
(0, vitest_1.it)("returns longInterestUsd for isLong", () => {
(0, vitest_1.expect)((0, markets_1.getOpenInterestUsd)({ longInterestUsd: 1234n, shortInterestUsd: 9999n }, true)).toBe(1234n);
});
(0, vitest_1.it)("returns shortInterestUsd for !isLong", () => {
(0, vitest_1.expect)((0, markets_1.getOpenInterestUsd)({ longInterestUsd: 1234n, shortInterestUsd: 9999n }, false)).toBe(9999n);
});
});
(0, vitest_1.describe)("getOpenInterestInTokens", () => {
(0, vitest_1.it)("returns longInterestInTokens for isLong", () => {
(0, vitest_1.expect)((0, markets_1.getOpenInterestInTokens)({ longInterestInTokens: 100n, shortInterestInTokens: 200n }, true)).toBe(100n);
});
(0, vitest_1.it)("returns shortInterestInTokens for !isLong", () => {
(0, vitest_1.expect)((0, markets_1.getOpenInterestInTokens)({ longInterestInTokens: 100n, shortInterestInTokens: 200n }, false)).toBe(200n);
});
});
(0, vitest_1.describe)("getPriceForPnl", () => {
(0, vitest_1.it)("uses maxPrice for long when maximize=true", () => {
(0, vitest_1.expect)((0, markets_1.getPriceForPnl)({ minPrice: 1000n, maxPrice: 2000n }, true, true)).toBe(2000n);
});
(0, vitest_1.it)("uses maxPrice for short when maximize=false", () => {
(0, vitest_1.expect)((0, markets_1.getPriceForPnl)({ minPrice: 1000n, maxPrice: 2000n }, false, false)).toBe(2000n);
});
});