falbit-utils/dist/index.d.ts

TypeScript utils for Falcon Arbitrage Strategy

declare function calculateAmountOut(rIn: number, rOut: number, amountIn: number, fee?: number): number;
declare function calculateAmountIn(rIn: number, rOut: number, amountOut: number, fee?: number): number;

declare const truncate: (num: number, d: number) => number;

type OrderBook = {
    price: number;
    size: number;
};
type OrderBooks = {
    bids: OrderBook[];
    asks: OrderBook[];
};
type ReservePool = {
    r0: number;
    r1: number;
};
type OrderType = "orderbook" | "amm";

declare const buyBase: (asks: OrderBook[], base: number, commission?: number, precisions?: number) => {
    base: number;
    quote: number;
};
declare const buyQuote: (asks: OrderBook[], quote: number, commission?: number, precisions?: number) => {
    base: number;
    quote: number;
};
declare const sellBase: (bids: OrderBook[], base: number, commission?: number, precisions?: number) => {
    base: number;
    quote: number;
};
declare const sellQuote: (bids: OrderBook[], quote: number, commission?: number, precisions?: number) => {
    base: number;
    quote: number;
};

declare class ArbitrageEngine {
    private DEFAULT_PRECISION;
    private orderbooks;
    private reserves;
    updateOrderBooks(exchange: string, pair: string, orderbooks: OrderBooks): void;
    updateReserves(exchange: string, pair: string, reserves: ReservePool): void;
    getAmountsOut({ route, exchanges, amountIn, fees, precisions, orderTypes, }: {
        route: string[];
        exchanges: string[];
        amountIn: number;
        fees?: number[];
        precisions?: number[];
        orderTypes?: OrderType[];
    }): number[];
    getAmountOut({ exchange, pair, amountIn, fee, precision, orderType, }: {
        exchange: string;
        pair: string;
        amountIn: number;
        fee?: number;
        precision?: number;
        orderType?: OrderType;
    }): {
        amountIn: number;
        amountOut: number;
    };
    getAmountIn({ exchange, pair, amountOut, fee, precision, orderType, }: {
        exchange: string;
        pair: string;
        amountOut: number;
        fee?: number;
        precision?: number;
        orderType?: OrderType;
    }): {
        amountIn: number;
        amountOut: number;
    };
    getOrderBooks(exchange: string, pair: string): OrderBooks | null;
    getReserves(exchange: string, pair: string): ReservePool | null;
    private _getAmountOutOrderBook;
    private _getAmountInOrderBook;
    private _getAmountOutAMM;
    private _getAmountInAMM;
    private _getReverseOrderbooks;
    private _getReverseReserves;
    private _setOrderBooks;
    private _setReserves;
}

export { ArbitrageEngine, OrderBook, OrderBooks, OrderType, ReservePool, buyBase, buyQuote, calculateAmountIn, calculateAmountOut, sellBase, sellQuote, truncate };