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@volare.finance/volare.js

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The SDK for Volare Protocol

github.com/VolareDeFi/volare.js

VolareDeFi/volare.js

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/** * @file MarginCalculator.ts * @author astra <astra@volare.finance> * @date 2022 */ import { TransactionResponse } from '@ethersproject/providers'; import { Address, BigNumber, Provider } from '@volare.finance/utils.js'; import { ContractInterface, Wallet } from 'ethers'; import { INativeVault, INativeVToken, VaultType } from './protocols'; export declare class MarginCalculator extends Provider { static ABI(): ContractInterface; constructor(address: Address, endpoint: string); /** * @notice set spot shock value, scaled to 1e27 * @dev can only be called by owner * @param owner * @param vToken * @param shockValue spot shock value */ setSpotShock(owner: Wallet, vToken: Pick<INativeVToken, 'underlyingAsset' | 'strikeAsset' | 'collateralAsset' | 'isPut'>, shockValue: BigNumber): Promise<TransactionResponse>; /*** * @description calculate required collateral margin for a vault * @param vToken * @return shockValue spot shock value (1e27) */ getSpotShock(vToken: Pick<INativeVToken, 'underlyingAsset' | 'strikeAsset' | 'collateralAsset' | 'isPut'>): Promise<BigNumber>; /** * @notice set product upper bound values * @dev can only be called by owner * @param owner * @param vToken * @param timesToExpiry array of times to expiry timestamp * @param values upper bound values array * */ setUpperBoundValues(owner: Wallet, vToken: Pick<INativeVToken, 'underlyingAsset' | 'strikeAsset' | 'collateralAsset' | 'isPut'>, timesToExpiry: Array<number>, values: Array<BigNumber>): Promise<TransactionResponse>; /** * @notice set option upper bound value for specific time to expiry (1e27) * @dev can only be called by owner * @param owner * @param vToken * @param timeToExpiry option time to expiry timestamp * @param value upper bound value */ updateUpperBoundValue(owner: Wallet, vToken: Pick<INativeVToken, 'underlyingAsset' | 'strikeAsset' | 'collateralAsset' | 'isPut'>, timeToExpiry: number, value: BigNumber): Promise<TransactionResponse>; /** * @notice get times to expiry for a specific product * @param vToken * @return array of times to expiry */ getTimesToExpiry(vToken: Pick<INativeVToken, 'underlyingAsset' | 'strikeAsset' | 'collateralAsset' | 'isPut'>): Promise<Array<number>>; /** * @notice get option upper bound value for specific time to expiry * @param vToken * @param timeToExpiry option time to expiry timestamp * @return option upper bound value (1e27) */ getMaxPrice(vToken: Pick<INativeVToken, 'underlyingAsset' | 'strikeAsset' | 'collateralAsset' | 'isPut'>, timeToExpiry: number): Promise<BigNumber>; /*** * @description calculate required collateral margin for a vault * @param vault * @param vaultType * @return the vault collateral amount, * and marginRequired the minimal amount of collateral needed in a vault, scaled to 1e27 */ getMarginRequired(vault: INativeVault, vaultType: VaultType): Promise<[BigNumber, BigNumber]>; /** * @notice returns the amount of collateral that can be removed from an actual or a theoretical vault * @dev return amount is denominated in the collateral asset for the vToken in the vault, or the collateral asset in the vault * @param vault theoretical vault that needs to be checked * @param vaultType vault type (0 for spread/max loss, 1 for naked margin) * @return excessCollateral the amount by which the margin is above or below the required amount * @return isExcess True if there is excess margin in the vault, False if there is a deficit of margin in the vault * if True, collateral can be taken out from the vault, if False, additional collateral needs to be added to vault */ getExcessCollateral(vault: INativeVault, vaultType: VaultType): Promise<[BigNumber, boolean]>; }