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Hotfix decimal precision throwing #204

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Hotfix decimal precision throwing #204

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d765423
include pnl in margin
StratosCut Aug 30, 2022
785e4a6
hotfix decimal.js string repr in Num throwing
cherryman Sep 5, 2022
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4 changes: 4 additions & 0 deletions CHANGELOG.md
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Original file line number Diff line number Diff line change
Expand Up @@ -10,6 +10,10 @@ to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).

- New `SpecialOrders` classes and methods that enable stop loss and take profit trigger orders.

## [0.11.1] - 2022-08-30

- MarginWeb3: Now includes account's unrealized pnl in margin calculations.

## [0.10.0] - 2022-08-03

- BREAKING: Margin's `withdraw` methods now take and additional `heimdall` account. Previous build's withdraw methods will fail.
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2 changes: 1 addition & 1 deletion package.json
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@@ -1,6 +1,6 @@
{
"name": "@zero_one/client",
"version": "0.11.0-beta.14",
"version": "0.11.2-beta.1",
"license": "Apache-2.0",
"description": "TypeScript Client API",
"main": "dist/cjs/index.js",
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2 changes: 2 additions & 0 deletions src/Num.ts
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Expand Up @@ -57,6 +57,8 @@ export default class Num {
}

static fromWI80F48(data: { data: BN }, decimals: number) {
Decimal.set({ toExpPos: 100, toExpNeg: -100 })

const decimal = loadWI80F48(data)
const precisionDecimals = decimal.decimalPlaces()
const ogDecimal = new BN(decimal.toString().replace(".", ""))
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20 changes: 4 additions & 16 deletions src/accounts/margin/Margin.ts
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Expand Up @@ -145,10 +145,7 @@ export default abstract class Margin extends MarginWeb3 {
if (this.totalOpenPositionNotional.toNumber() == 0) {
return new Decimal(1)
}
return Decimal.min(
this.weightedAccountValue,
this.weightedCollateralValue,
).div(this.totalOpenPositionNotional)
return this.weightedAccountValue.div(this.totalOpenPositionNotional)
}

/**
Expand Down Expand Up @@ -337,10 +334,7 @@ export default abstract class Margin extends MarginWeb3 {
* Collateral of the free value
*/
get freeCollateralValue() {
const freeCollateral = Decimal.min(
this.weightedAccountValue,
this.weightedCollateralValue,
).minus(this.tiedCollateral)
const freeCollateral = this.weightedAccountValue.minus(this.tiedCollateral)
return Decimal.max(new Decimal(0), freeCollateral)
}

Expand Down Expand Up @@ -526,10 +520,7 @@ export default abstract class Margin extends MarginWeb3 {
const imfBase = (1.1 * 1000) / assetBorrowed.weight - 1
const [initialMarginTotalWeighted, _] = this.initialMarginInfo(null)
const numerator = initialMarginTotalWeighted.minus(
Decimal.min(
this.weightedAccountValue,
this.weightedCollateralValue,
),
this.weightedAccountValue,
)

const denominator = assetBorrowed.indexPrice.decimal.mul(imfBase).mul(
Expand Down Expand Up @@ -899,10 +890,7 @@ export default abstract class Margin extends MarginWeb3 {
: 1 - TAKER_TRADE_FEE - VALUE_NERF

if (this.totalOpenPositionNotional.toNumber() === 0) {
return Decimal.min(
this.weightedAccountValue,
this.weightedCollateralValue,
)
return this.weightedAccountValue
.div(marketInfo.baseImf)
.mul(
trade.postOrder
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