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mango-v4
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merge ts-client to dev (#538) 

* expose perp order type on perp order

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* v0.9.17

* Fix funding rate method

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* Fix scrript

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>

* v0.9.18

---------

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
This commit is contained in:
microwavedcola1 2023-04-17 11:19:47 +02:00 committed by GitHub
parent e28fe944c0
commit 227aadfc22
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3 changed files with 22 additions and 5 deletions
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2
package.json
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@ -1,6 +1,6 @@
{
"name": "@blockworks-foundation/mango-v4",
"version": "0.9.16",
"version": "0.9.18",
"description": "Typescript Client for mango-v4 program.",
"repository": "https://github.com/blockworks-foundation/mango-v4",
"author": {

2
ts/client/scripts/archive/devnet-user.ts
View File

@ -710,7 +710,7 @@ async function main() {
// console.log(`sig https://explorer.solana.com/tx/${sig}?cluster=devnet`);
await perpMarket?.loadEventQueue(client)!;
const fr = perpMarket?.getCurrentFundingRate(
const fr = perpMarket?.getInstantaneousFundingRateUi(
await perpMarket.loadBids(client),
await perpMarket.loadAsks(client),
);

23
ts/client/src/accounts/perp.ts
View File

@ -377,9 +377,9 @@ export class PerpMarket {
*
* @param bids
* @param asks
* @returns returns funding rate per hour
* @returns returns instantaneous funding rate
*/
public getCurrentFundingRate(bids: BookSide, asks: BookSide): number {
public getInstantaneousFundingRate(bids: BookSide, asks: BookSide): number {
const MIN_FUNDING = this.minFunding.toNumber();
const MAX_FUNDING = this.maxFunding.toNumber();
@ -401,7 +401,22 @@ export class PerpMarket {
} else {
funding = 0;
}
return funding / 24 / Math.pow(10, QUOTE_DECIMALS);
return funding;
}
/**
*
* Returns instantaneous funding rate for the day. How is it actually applied - funding is
* continously applied on every interaction to a perp position. The rate is further multiplied
* by the time elapsed since it was last applied (capped to max. 1hr).
*
* @param bids
* @param asks
* @returns returns instantaneous funding rate in % form
*/
public getInstantaneousFundingRateUi(bids: BookSide, asks: BookSide): number {
return this.getInstantaneousFundingRate(bids, asks) * 100;
}
public uiPriceToLots(price: number): BN {
@ -911,6 +926,7 @@ export class PerpOrder {
perpMarket.perpMarketIndex,
isExpired,
isOraclePegged,
leafNode.orderType,
oraclePeggedProperties,
);
}
@ -931,6 +947,7 @@ export class PerpOrder {
public perpMarketIndex: number,
public isExpired = false,
public isOraclePegged = false,
public orderType: PerpOrderType,
public oraclePeggedProperties?: OraclePeggedProperties,
) {}