From 5ee00a6639e0d8d81a6c6731663cf96c908e2697 Mon Sep 17 00:00:00 2001 From: microwavedcola1 <89031858+microwavedcola1@users.noreply.github.com> Date: Sat, 23 Sep 2023 15:56:55 +0200 Subject: [PATCH] Mc/tcs p95 (#708) * use more fine grain price impact Signed-off-by: microwavedcola1 * ts: for computing tcs premium use more fine grain price impact Signed-off-by: microwavedcola1 --------- Signed-off-by: microwavedcola1 --- ts/client/src/risk.ts | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/ts/client/src/risk.ts b/ts/client/src/risk.ts index 653929285..056a4c2da 100644 --- a/ts/client/src/risk.ts +++ b/ts/client/src/risk.ts @@ -50,6 +50,8 @@ export type PriceImpact = { avg_price_impact_percent: number; min_price_impact_percent: number; max_price_impact_percent: number; + p90: number; + p95: number; }; /** @@ -73,7 +75,7 @@ export function computePriceImpactOnJup( (pi) => pi.symbol == tokenName && pi.target_amount == closestTo, ); if (filteredPis.length > 0) { - return (filteredPis[0].avg_price_impact_percent * 10000) / 100; + return (filteredPis[0].p90 * 10000) / 100; } else { return -1; }