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global {\n interface Window {\n __ORDERLY_VERSION__?: {\n [key: string]: string;\n };\n }\n}\nif (typeof window !== \"undefined\") {\n window.__ORDERLY_VERSION__ = window.__ORDERLY_VERSION__ || {};\n window.__ORDERLY_VERSION__[\"@orderly.network/perp\"] = \"5.1.2\";\n}\n\nexport default \"5.1.2\";\n","// Re-export all position functions for backward compatibility\n// These were split from the original positions.ts file\n\nexport * from \"./notional\";\nexport * from \"./unrealizedPnL\";\nexport * from \"./liqPrice\";\nexport * from \"./maintenanceMargin\";\nexport * from \"./unsettlementPnL\";\nexport * from \"./positionMMR\";\nexport * from \"./takeProfit\";\nexport * from \"./maxPosition\";\nexport * from \"./liquidationPriceIsolated\";\n","import { API } from \"@orderly.network/types\";\nimport { Decimal } from \"@orderly.network/utils\";\n\n/**\n * Calculates the notional value of a single position.\n * @param qty The quantity of the position.\n * @param mark_price The price of the position.\n * @returns The notional value of the position.\n */\nexport function notional(qty: number, mark_price: number): number {\n return new Decimal(qty).mul(mark_price).abs().toNumber();\n}\n\n/**\n * @formulaId totalNotional\n * @name Total Notional\n * @formula Total Notional = sum ( abs(position_qty_i * mark_price_i) )\n * @description\n * ## Term Definitions\n *\n * - **Total Notional**: Sum of current position notional values\n * - **position_qty_i**: Single symbol position quantity\n * - **mark_price_i**: Single symbol mark price\n *\n * ## Example\n *\n * **Total Notional** = 10112.43\n *\n * **abs(BTC position notional)** = 5197.2\n *\n * **abs(ETH position notional)** = 4915.23\n *\n * @param positions The array of positions.\n * @returns The total notional value of all positions.\n */\nexport function totalNotional(positions: API.Position[]): number {\n return positions.reduce((acc, cur) => {\n return acc + notional(cur.position_qty, cur.mark_price);\n }, 0);\n}\n","import { API } from \"@orderly.network/types\";\nimport { Decimal } from \"@orderly.network/utils\";\n\n/** @deprecated Use inline type or the new input type instead */\nexport type UnrealPnLInputs = {\n markPrice: number;\n openPrice: number;\n qty: number;\n};\n\n/**\n * @formulaId unrealizedPnL\n * @description Calculates the unrealized profit or loss of a single position.\n * This formula applies to both cross margin and isolated margin positions.\n * @formula Unrealized PnL = position_qty * (mark_price - entry_price)\n * @param inputs The inputs for calculating the unrealized profit or loss.\n * @returns The unrealized profit or loss of the position (in USDC).\n */\nexport function unrealizedPnL(inputs: {\n /** symbol mark price */\n markPrice: number;\n /** symbol open price (entry price) */\n openPrice: number;\n /** symbol quantity (position quantity, positive for long, negative for short) */\n qty: number;\n}): number {\n return new Decimal(inputs.qty)\n .mul(inputs.markPrice - inputs.openPrice)\n .toNumber();\n}\n\n/**\n * @formulaId unrealizedPnLROI\n * @name Position unrealized ROI\n * @formula Position unrealized ROI = Position unrealized PNL / ( IMR_i * abs(position_qty_i * entry_price_i) ) * 100%, IMR_i = Max(1 / Symbol Leverage i, Base IMR i, IMR Factor i * Abs(Position Notional i)^(4/5))\n * @description\n * ## Term Definitions\n *\n * - **Position unrealized ROI**: Single symbol unrealized return on investment\n * - **Position unrealized PNL**: Single symbol unrealized profit and loss\n * - **IMR_i**: Single symbol initial margin rate\n * - **Symbol Leverage_i**: Current leverage for symbol i under current margin mode\n * - **Base IMR_i**: Single symbol base initial margin rate\n * - **IMR Factor_i**: Single symbol IMR calculation factor, from v1/client/info\n * - **Position Notional_i**: Single symbol position notional sum\n * - **position_qty_i**: Single symbol position quantity\n * - **entry_price_i**: Single symbol entry price (avg. open price)\n *\n * ## Example\n *\n * **Position unrealized ROI** = Position unrealized PNL / (IMR_i * abs(position_qty_i * entry_price_i)) * 100% = 216.69 / (0.1 * abs(-3 * 1710.64)) * 100% = 42.22%\n *\n * **ETH IMR_i** = Max(1/10, 0.1, 0.0000003754 * abs(-4915.23)^(4/5)) = Max(0.1, 0.1, 0.000337077174) = 0.1\n *\n * - Symbol Leverage_i = 10\n * - ETH Base IMR_i = 0.1\n * - ETH IMR Factor_i = 0.0000003754\n * - ETH position_qty_i = -3\n * - ETH entry_price_i = 1710.64\n * - ETH mark_price_i = 1638.41\n * - ETH Position Notional = -3 * 1638.41 = -4915.23\n * - ETH Position unrealized PNL = 216.69\n *\n * @param inputs The inputs for calculating the ROI.\n * @returns The ROI of the position's unrealized profit or loss.\n */\nexport function unrealizedPnLROI(inputs: {\n positionQty: number;\n openPrice: number;\n IMR: number;\n unrealizedPnL: number;\n}): number {\n const { openPrice, IMR } = inputs;\n\n if (\n inputs.unrealizedPnL === 0 ||\n inputs.positionQty === 0 ||\n openPrice === 0 ||\n IMR === 0\n )\n return 0;\n\n return new Decimal(inputs.unrealizedPnL)\n .div(new Decimal(Math.abs(inputs.positionQty)).mul(openPrice).mul(IMR))\n .toNumber();\n}\n\n/**\n * @formulaId totalUnrealizedPnl\n * @name Total Unrealized PNL\n * @formula Total Unrealized PNL = sum ( unrealized_pnl_i ), unrealized_pnl_i = position_qty_i * ( mark_price_i - entry_price _i )\n * @description\n * ## Term Definitions\n *\n * - **Total Unrealized PNL**: Sum of all current unrealized profit and loss for user's positions\n * - **unrealized_pnl_i**: Current unrealized profit and loss for a single symbol\n * - **position_qty_i**: Single symbol position quantity\n * - **mark_price_i**: Single symbol mark price\n * - **entry_price_i**: Single symbol entry price (avg. open price)\n *\n * ## Example\n *\n * ```\n * BTC-PERP unrealized_pnl_i = 0.2 * (25986.2 - 26067) = -16.16\n * ETH-PERP unrealized_pnl_i = -3 * (1638.41 - 1710.64) = 216.69\n *\n * Total Unrealized PNL = -16.16 + 216.69 = 200.53\n * ```\n * @param positions The array of positions.\n * @returns The total unrealized profit or loss of all positions.\n */\nexport function totalUnrealizedPnL(positions: API.Position[]): number {\n return positions.reduce((acc, cur) => {\n return (\n acc +\n unrealizedPnL({\n qty: cur.position_qty,\n openPrice: cur.average_open_price,\n markPrice: cur.mark_price,\n })\n );\n }, 0);\n}\n","/**\n * The power of the IMR factor.\n * @constant\n * @default\n */\nexport const IMRFactorPower = 4 / 5;\n\n/**\n * Isolated margin frozen amount reserves the highest taker fee tier.\n * This mirrors the backend IsoOrderFrozenBuffer Apollo config.\n */\nexport const IsoTakerFeeBuffer = 0.0006;\n\n/**\n * Safety factor used by max quantity formulas to absorb price races and rounding.\n */\nexport const MaxQtySafetyFactor = 0.995;\n","import { Decimal } from \"@orderly.network/utils\";\n\n/**\n * Returns the maximum value among the given Decimal or number values.\n * Similar to Math.max but works with Decimal instances.\n * @param values - Variable number of Decimal instances or numbers to compare\n * @returns The maximum value as a Decimal instance\n */\nexport const DMax = (...values: (Decimal | number)[]): Decimal => {\n if (values.length === 0) {\n throw new Error(\"DMax requires at least one argument\");\n }\n\n // Convert all values to Decimal instances\n const decimals = values.map((val) =>\n val instanceof Decimal ? val : new Decimal(val),\n );\n\n // Find the maximum by comparing each value\n let max = decimals[0];\n for (let i = 1; i < decimals.length; i++) {\n if (decimals[i].gte(max)) {\n max = decimals[i];\n }\n }\n\n return max;\n};\n","import { API } from \"@orderly.network/types\";\nimport { Decimal, zero } from \"@orderly.network/utils\";\nimport { IMRFactorPower } from \"../constants\";\nimport { DMax } from \"../utils\";\n\nconst MaxIterates = 30;\nconst CONVERGENCE_THRESHOLD = 0.0001;\n\nconst mmForOtherSymbols = (\n positions: Pick[],\n) => {\n // sum_i ( abs(position_qty_i) * mark_price_i * mmr_i )\n return positions.reduce((acc, cur) => {\n return acc.add(\n new Decimal(cur.position_qty).abs().mul(cur.mark_price).mul(cur.mmr),\n );\n }, zero);\n};\n\nconst calculateLiqPrice = (\n // symbol: string,\n markPrice: number,\n positionQty: number,\n MMR: number,\n totalCollateral: number,\n positions: Pick[],\n): Decimal => {\n const decimalMarkPrice = new Decimal(markPrice);\n const absQty = new Decimal(positionQty).abs();\n const denominator = absQty.mul(MMR).sub(positionQty);\n\n const liqPrice = new Decimal(totalCollateral)\n .sub(absQty.mul(decimalMarkPrice).mul(MMR))\n .sub(mmForOtherSymbols(positions))\n .div(denominator)\n .add(decimalMarkPrice);\n\n return DMax(liqPrice, zero);\n};\n\nconst compareCollateralWithMM = (\n // price: number,\n inputs: {\n totalCollateral: number;\n positionQty: number;\n markPrice: number;\n baseMMR: number;\n baseIMR: number;\n IMRFactor: number;\n // IMRFactorPower: number;\n positions: Pick<\n API.PositionExt,\n \"position_qty\" | \"mark_price\" | \"mmr\" | \"symbol\"\n >[];\n },\n) => {\n return (price: Decimal) => {\n const {\n totalCollateral,\n positionQty,\n markPrice,\n baseMMR,\n baseIMR,\n IMRFactor,\n positions,\n } = inputs;\n const decimalPositionQty = new Decimal(positionQty);\n const collateral = new Decimal(totalCollateral)\n .sub(decimalPositionQty.mul(markPrice))\n .add(decimalPositionQty.mul(price));\n\n const mm = decimalPositionQty\n .abs()\n .mul(price)\n .mul(\n Math.max(\n baseMMR,\n new Decimal(baseMMR)\n .div(baseIMR)\n .mul(IMRFactor)\n .mul(decimalPositionQty.mul(price).abs().toPower(IMRFactorPower))\n .toNumber(),\n ),\n )\n .add(mmForOtherSymbols(positions));\n\n // console.log(\"*****\", {\n // collateral: collateral.toNumber(),\n // mm: mm.toNumber(),\n // });\n\n return collateral.gte(mm);\n };\n};\n\n/**\n * @formulaId liqPrice\n * @name Position Liquidation Price\n * @description\n *\n * ## Define:\n *\n * ### (1) calculate_liq_price function\n *\n * ```\n * calculate_liq_price( mark_price, position_qty, mmr )\n * ```\n *\n * If `position_qty >= 0` AND if `abs(position_qty) * mmr - position_qty >= 0`:\n *\n * Return `mark_price`\n *\n * Else:\n *\n * Return `max( mark_price + [ total_collateral_value - abs(position_qty) * mark_price * mmr - mm_for_other_symbols ] / [ abs(position_qty) * mmr - position_qty ], 0 )`\n *\n * Where `total_collateral_value` and `mm_for_other_symbols` are constants.\n *\n * - **total_collateral_value**\n * - **mm_for_other_symbols** = `sum_i ( abs(position_qty_i) * mark_price_i * mmr_i )` for i != current symbol\n *\n * ### (2) compare_collateral_w_mm function\n *\n * ```\n * compare_collateral_w_mm( price ) = collateral >= mm\n * ```\n *\n * Where:\n * - **collateral** = `total_collateral_value - position_qty_i * mark_price + position_qty_i * price`\n * - **mm** = `abs(position_qty_i) * price * Max(Base MMR i, (Base MMR i / Base IMR i) * IMR Factor i * Abs(position_qty_i * price)^(4/5)) + mm_for_other_symbols`\n *\n * ## Given:\n *\n * Position liquidation price for symbol i with:\n * - current mark price = `mark_price_i`\n * - current position qty = `position_qty_i`\n * - current mmr = `mmr_i = Max(Base MMR i, (Base MMR i / Base IMR i) * IMR Factor i * Abs(Position Notional i)^(4/5))`\n * - symbol base mmr = `base_mmr_i`\n *\n * ## For LONG position\n *\n * ```\n * liq_price_left = calculate_liq_price( mark_price_i, position_qty_i, base_mmr_i )\n * liq_price_right = calculate_liq_price( mark_price_i, position_qty_i, mmr_i )\n *\n * ITERATE 30 times:\n * if liq_price_left >= liq_price_right:\n * return liq_price_right\n *\n * mid = ( liq_price_left + liq_price_right ) / 2\n *\n * if compare_collateral_w_mm( mid ):\n * liq_price_right = mid\n * else:\n * liq_price_left = mid\n *\n * if (liq_price_right - liq_price_left) / (liq_price_left + liq_price_right) * 2 <= 0.0001:\n * break\n *\n * return liq_price_right\n * ```\n *\n * ## For SHORT position\n *\n * ```\n * liq_price_right = calculate_liq_price( mark_price_i, position_qty_i, mmr_i )\n * liq_price_left = calculate_liq_price( mark_price_i, position_qty_i,\n * Max(Base MMR i, (Base MMR i / Base IMR i) * IMR Factor i * Abs(position_qty_i * liq_price_right)^(4/5))\n * )\n *\n * ITERATE 30 times:\n * if liq_price_left >= liq_price_right:\n * return liq_price_left\n *\n * mid = ( liq_price_left + liq_price_right ) / 2\n *\n * if compare_collateral_w_mm( mid ):\n * liq_price_left = mid\n * else:\n * liq_price_right = mid\n *\n * if (liq_price_right - liq_price_left) / (liq_price_left + liq_price_right) * 2 <= 0.0001:\n * break\n *\n * return liq_price_left\n * ```\n *\n * @returns The liquidation price of the position.\n */\nexport function liqPrice(inputs: {\n markPrice: number;\n symbol: string;\n totalCollateral: number;\n positionQty: number;\n positions: Pick<\n API.PositionExt,\n \"position_qty\" | \"mark_price\" | \"mmr\" | \"symbol\"\n >[];\n MMR: number;\n baseMMR: number;\n baseIMR: number;\n IMRFactor: number;\n costPosition: number;\n}): number | null {\n const {\n positionQty,\n markPrice,\n totalCollateral,\n positions,\n MMR,\n baseMMR,\n baseIMR,\n IMRFactor,\n symbol,\n } = inputs;\n\n if (positionQty === 0 || totalCollateral === 0) {\n return null;\n }\n const isLONG = positionQty > 0;\n\n const otherPositions = positions.filter((item) => item.symbol !== symbol);\n\n if (isLONG) {\n let liqPriceLeft = calculateLiqPrice(\n markPrice,\n positionQty,\n baseMMR,\n totalCollateral,\n otherPositions,\n );\n let liqPriceRight = calculateLiqPrice(\n markPrice,\n positionQty,\n MMR,\n totalCollateral,\n otherPositions,\n );\n\n const compareCollateralWithMMFunc = compareCollateralWithMM({\n totalCollateral,\n positionQty,\n markPrice,\n baseIMR,\n baseMMR,\n IMRFactor,\n positions: otherPositions,\n });\n\n for (let i = 0; i < MaxIterates; i++) {\n if (liqPriceLeft.gte(liqPriceRight)) {\n return liqPriceRight.toNumber();\n }\n\n const mid = new Decimal(liqPriceLeft).add(liqPriceRight).div(2);\n\n if (compareCollateralWithMMFunc(mid)) {\n liqPriceRight = mid;\n } else {\n liqPriceLeft = mid;\n }\n\n if (\n liqPriceRight\n .sub(liqPriceLeft)\n .div(liqPriceLeft.add(liqPriceRight))\n .mul(2)\n .lte(CONVERGENCE_THRESHOLD)\n ) {\n break;\n }\n }\n return liqPriceRight.toNumber();\n } else {\n // const decimalBaseMMR = new Decimal(baseMMR);\n let liqPriceRight = calculateLiqPrice(\n markPrice,\n positionQty,\n MMR,\n totalCollateral,\n otherPositions,\n );\n\n let liqPriceLeft = calculateLiqPrice(\n markPrice,\n positionQty,\n Math.max(\n baseIMR,\n new Decimal(baseMMR)\n .div(baseIMR)\n .mul(IMRFactor)\n .mul(\n new Decimal(positionQty)\n .mul(liqPriceRight)\n .abs()\n .toPower(IMRFactorPower),\n )\n .toNumber(),\n ),\n totalCollateral,\n otherPositions,\n );\n\n const compareCollateralWithMMFunc = compareCollateralWithMM({\n totalCollateral,\n positionQty,\n markPrice,\n baseMMR,\n baseIMR,\n IMRFactor,\n positions: otherPositions,\n });\n\n for (let i = 0; i < MaxIterates; i++) {\n if (liqPriceLeft.gte(liqPriceRight)) {\n return liqPriceLeft.toNumber();\n }\n\n const mid = liqPriceLeft.add(liqPriceRight).div(2);\n\n if (compareCollateralWithMMFunc(mid)) {\n liqPriceLeft = mid;\n } else {\n liqPriceRight = mid;\n }\n\n if (\n liqPriceRight\n .sub(liqPriceLeft)\n .div(liqPriceLeft.add(liqPriceRight))\n .mul(2)\n .lte(CONVERGENCE_THRESHOLD)\n ) {\n break;\n }\n\n // return liqPriceLeft.toNumber();\n }\n\n return liqPriceLeft.toNumber();\n }\n}\n","import { Decimal } from \"@orderly.network/utils\";\n\n/**\n * @formulaId maintenanceMargin\n * @name Position maintenance margin\n * @formula Position maintenance margin = abs (position_qty_i * mark_price_i * MMR_i )\n * @description\n * ## Term Definitions\n *\n * - **Position maintenance margin**: Single symbol maintenance margin\n * - **MMR_i**: Single symbol maintenance margin rate\n * - **Base MMR_i**: Single symbol base maintenance margin rate\n * - **Base IMR_i**: Single symbol base initial margin rate\n * - **IMR Factor_i**: Single symbol IMR calculation factor, from v1/client/info\n * - **Position Notional_i**: Single symbol position notional sum\n * - **position_qty_i**: Single symbol position quantity\n * - **mark_price_i**: Single symbol mark price\n *\n * ## MMR Formula\n *\n * MMR_i = Max(Base MMR_i, (Base MMR_i / Base IMR_i) * IMR Factor_i * Abs(Position Notional_i)^(4/5))\n *\n * ## Example\n *\n * **BTC Position maintenance margin** = abs(position_qty_i * mark_price_i * MMR_i) = abs(0.2 * 25986.2 * 0.05) = 259.86\n *\n * **BTC MMR_i** = Max(0.05, (0.05 / 0.1) * 0.0000002512 * 5197.2^(4/5)) = Max(0.05, 0.000117924809) = 0.05\n *\n * - BTC Base MMR_i = 0.05\n * - BTC Base IMR_i = 0.1\n * - BTC IMR Factor_i = 0.0000002512\n * - Abs(BTC Position Notional_i) = 5197.2\n * - position_qty_i = 0.2\n * - mark_price_i = 25986.2\n *\n * @param inputs The inputs for calculating the maintenance margin.\n * @returns The maintenance margin of the position.\n */\nexport function maintenanceMargin(inputs: {\n positionQty: number;\n markPrice: number;\n MMR: number;\n}) {\n const { positionQty, markPrice, MMR } = inputs;\n\n return new Decimal(positionQty).mul(markPrice).mul(MMR).abs().toNumber();\n}\n","import { API } from \"@orderly.network/types\";\nimport { Decimal } from \"@orderly.network/utils\";\n\n/** @deprecated Use inline type or the new input type instead */\nexport type LiqPriceInputs = {\n markPrice: number;\n totalCollateral: number;\n positionQty: number;\n positions: Pick[];\n MMR: number;\n};\n\n/**\n * @formulaId unsettlementPnl\n * @name Position Unrealized PNL\n * @formula Position Unrealized PNL = position_qty_i * (mark_price_i - entry_price_i)\n * @description\n * ## Term Definitions\n *\n * - **Position Unrealized PNL**: Single symbol unrealized profit and loss\n * - **position_qty_i**: Single symbol position quantity\n * - **mark_price_i**: Single symbol mark price\n * - **entry_price_i**: Single symbol entry price (avg. open price)\n *\n * ## Example\n *\n * **ETH Position Unrealized PNL** = position_qty_i * (mark_price_i - entry_price_i) = -3 * (1638.41 - 1710.64) = 216.69\n *\n * - ETH position_qty_i = -3\n * - ETH mark_price_i = 1638.41\n * - ETH entry_price_i = 1710.64\n *\n * @param inputs The inputs for calculating the unrealized profit or loss.\n * @returns The unrealized profit or loss of each position.\n */\nexport function unsettlementPnL(inputs: {\n positionQty: number;\n markPrice: number;\n costPosition: number;\n sumUnitaryFunding: number;\n lastSumUnitaryFunding: number;\n}): number {\n const {\n positionQty,\n markPrice,\n costPosition,\n sumUnitaryFunding,\n lastSumUnitaryFunding,\n } = inputs;\n\n const qty = new Decimal(positionQty);\n\n return qty\n .mul(markPrice)\n .sub(costPosition)\n .sub(qty.mul(new Decimal(sumUnitaryFunding).sub(lastSumUnitaryFunding)))\n .toNumber();\n}\n\n/**\n * @formulaId totalUnsettlementPnL\n * @name Total Unsettlement PNL\n * @formula Unsettlement PNL = position_qty_i * mark_price_i - cost_position_i - position_qty_i * (sum_unitary_funding_i - last_sum_unitary_funding_i)\n * @description\n * ## Term Definitions\n *\n * - **total unsettlement PNL**: Sum of user account's unsettled PNL\n * - **mark_price_i**: Single symbol mark price\n * - **position_qty_i**: Single symbol position quantity\n * - **cost_position_i**: Single symbol notional snapshot from last settlement, `/v1/position`\n * - **sum_unitary_funding_i**: Single symbol current cumulative unit funding fee, `/v1/public/funding_rate`\n * - **last_sum_unitary_funding_i**: Single symbol cumulative unit funding fee from last settlement, `/v1/position`\n *\n * ## Example\n *\n * **BTC-PERP Unsettlement PNL** = 0.2 * 25986.2 - 5197.2 - 0.2 * (-1585.92 + 1583.92) = 0.44\n *\n * **ETH-PERP Unsettlement PNL** = -3 * 1638.41 + 4902.45 + 3 * (-52.728 + 50.728) = -18.78\n *\n * **Total Unsettlement PNL** = 0.44 - 18.78 = -18.34\n *\n * @param positions The array of positions.\n * @returns The total unrealized profit or loss of all positions.\n */\nexport function totalUnsettlementPnL(\n positions: (API.Position & { sum_unitary_funding: number })[],\n): number {\n if (!Array.isArray(positions) || positions.length === 0) {\n return 0;\n }\n\n return positions.reduce((acc, cur) => {\n return (\n acc +\n unsettlementPnL({\n positionQty: cur.position_qty,\n markPrice: cur.mark_price,\n costPosition: cur.cost_position,\n sumUnitaryFunding: cur.sum_unitary_funding,\n lastSumUnitaryFunding: cur.last_sum_unitary_funding,\n })\n );\n }, 0);\n}\n","import { Decimal } from \"@orderly.network/utils\";\nimport { IMRFactorPower } from \"../constants\";\n\n/**\n * @formulaId MMR\n * @name Position Maintenance Margin Rate\n * @formula MMR_i = Max(Base MMR_i, (Base MMR_i / Base IMR_i) * IMR Factor_i * Abs(Position Notional_i)^(4/5))\n * @description\n * ## Term Definitions\n *\n * - **MMR_i**: Single symbol maintenance margin rate\n * - **Base MMR_i**: Single symbol base maintenance margin rate\n * - **Base IMR_i**: Single symbol base initial margin rate\n * - **IMR Factor_i**: Single symbol IMR calculation factor, from v1/client/info\n * - **Position Notional_i**: Single symbol position notional sum\n * - **position_qty_i**: Single symbol position quantity\n * - **mark_price_i**: Single symbol mark price\n *\n * ## Example\n *\n * **BTC MMR_i** = Max(0.05, (0.05 / 0.1) * 0.0000002512 * 5197.2^(4/5)) = Max(0.05, 0.000117924809) = 0.05\n *\n * - BTC Base MMR_i = 0.05\n * - BTC Base IMR_i = 0.1\n * - BTC IMR Factor_i = 0.0000002512\n * - Abs(BTC Position Notional_i) = 5197.2\n * - position_qty_i = 0.2\n * - mark_price_i = 25986.2\n *\n * @param inputs The inputs for calculating the MMR.\n * @returns The MMR of the position.\n */\nexport function MMR(inputs: {\n baseMMR: number;\n baseIMR: number;\n IMRFactor: number;\n positionNotional: number;\n IMR_factor_power: number;\n}): number {\n const {\n baseMMR,\n baseIMR,\n IMRFactor,\n positionNotional,\n IMR_factor_power = IMRFactorPower,\n } = inputs;\n return Math.max(\n baseMMR,\n new Decimal(baseMMR)\n .div(baseIMR)\n .mul(IMRFactor)\n .mul(Math.pow(Math.abs(positionNotional), IMR_factor_power))\n // .toPower(IMR_factor_power)\n .toNumber(),\n );\n}\n","import { Decimal } from \"@orderly.network/utils\";\n\n/**\n * Calculates the profit or loss for take profit.\n * @returns The profit or loss for take profit.\n */\nexport function estPnLForTP(inputs: {\n positionQty: number;\n entryPrice: number;\n price: number;\n}): number {\n return new Decimal(inputs.positionQty)\n .mul(new Decimal(inputs.price).sub(inputs.entryPrice))\n .toNumber();\n}\n\n/**\n * Calculates the estimated price for take profit.\n * This is the inverse of estPnLForTP: given PnL, calculates the price.\n * Formula: price = PnL / positionQty + entryPrice\n */\nexport function estPriceForTP(inputs: {\n positionQty: number;\n entryPrice: number;\n pnl: number;\n}): number {\n return new Decimal(inputs.pnl)\n .div(inputs.positionQty)\n .add(inputs.entryPrice)\n .toNumber();\n}\n\n/**\n * Calculates the estimated offset for take profit.\n */\nexport function estOffsetForTP(inputs: {\n price: number;\n entryPrice: number;\n}): number {\n return new Decimal(inputs.price).div(inputs.entryPrice).toNumber();\n}\n\n/**\n * Calculates the estimated price from offset for take profit.\n */\nexport function estPriceFromOffsetForTP(inputs: {\n offset: number;\n entryPrice: number;\n}): number {\n return new Decimal(inputs.offset).add(inputs.entryPrice).toNumber();\n}\n\n/**\n * Calculates the PnL for stop loss.\n */\nexport function estPnLForSL(inputs: {\n positionQty: number;\n entryPrice: number;\n}): number {\n return 0;\n}\n","import { Decimal } from \"@orderly.network/utils\";\n\n/**\n * @formulaId maxPositionNotional\n * @description calculate the max position notional\n * @formula max_notional = ( (1/ (leverage * imr_factor) ) ^ (1/0.8)\n */\nexport function maxPositionNotional(inputs: {\n /** symbol leverage */\n leverage: number;\n IMRFactor: number;\n}) {\n const { leverage, IMRFactor } = inputs;\n return new Decimal(1)\n .div(new Decimal(leverage).mul(IMRFactor))\n .pow(1 / 0.8)\n .toNumber();\n}\n\n/**\n * symbol_leverage_max = 1 / ( imr_factor * notional ^ 0.8 )\n */\nexport function maxPositionLeverage(inputs: {\n IMRFactor: number;\n notional: number;\n}) {\n const { IMRFactor, notional } = inputs;\n return new Decimal(1)\n .div(new Decimal(IMRFactor).mul(new Decimal(notional).pow(0.8)))\n .toNumber();\n}\n","import { Decimal } from \"@orderly.network/utils\";\nimport { IMRFactorPower, IsoTakerFeeBuffer } from \"../constants\";\n\n/**\n * @formulaId liquidationPriceIsolated\n * @name Liquidation Price for Isolated Margin Position\n * @formula liquidation_price = (isolated_position_margin' - cost_position' - funding_adjustment) / (abs(position_qty') * MMR' - position_qty')\n * funding_adjustment = position_qty' * (sum_unitary_funding - last_sum_unitary_funding)\n * position_qty' = position_qty + order_side * order_qty\n * MMR' = max(base_MMR, (base_MMR / base_IMR) * IMR_factor * abs(position_qty' * reference_price)^(4/5))\n * @description\n *\n * ## Definition\n *\n * **liquidation_price**: Price at which the isolated margin position will be liquidated\n *\n * **isolated_position_margin'**: Isolated position margin after order execution (if applicable)\n *\n * **cost_position'**: Position cost after order execution (if applicable)\n *\n * **funding_adjustment**: Adjustment for funding fees\n *\n * **position_qty'**: Position quantity after order execution\n *\n * **MMR'**: Maintenance margin rate after order execution\n *\n * ## Scenarios\n *\n * ### 1. No Order (order_qty = 0)\n * - `isolated_position_margin' = isolated_position_margin`\n * - `cost_position' = cost_position`\n *\n * ### 2. Open/Add Position (position_qty = 0 or order_side = sign(position_qty))\n * - `isolated_position_margin' = isolated_position_margin + order_qty * reference_price * (1 / leverage + iso_taker_fee_buffer)`\n * - `cost_position' = cost_position + order_side * order_qty * reference_price`\n *\n * ### 3. Close/Reduce Position (order_side ≠ sign(position_qty) and sign(position_qty') = sign(position_qty))\n * - `isolated_position_margin' = isolated_position_margin * position_qty' / position_qty`\n * - `cost_position' = cost_position + order_side * order_qty * reference_price`\n *\n * ### 4. Flip Position (order_side ≠ sign(position_qty) and sign(position_qty') ≠ sign(position_qty))\n * - `isolated_position_margin' = abs(position_qty') * reference_price * (1 / leverage + iso_taker_fee_buffer)`\n * - `cost_position' = position_qty' * reference_price`\n *\n * ## Example\n *\n * ```\n * isolated_position_margin = 2000\n * cost_position = 100000\n * position_qty = 2 (long)\n * sum_unitary_funding = 0.001\n * last_sum_unitary_funding = 0.0008\n * base_MMR = 0.025\n * base_IMR = 0.04\n * IMR_factor = 0.0000001\n * reference_price = 50000\n * liquidation_price = (2000 - 100000 - 0.0004) / (2 * 0.025 - 2) ≈ 50256.41\n * ```\n *\n * @param inputs Input parameters for calculating liquidation price\n * @returns Liquidation price (in USDC) or null if invalid\n */\nexport function liquidationPriceIsolated(inputs: {\n /**\n * @description Current isolated position margin\n */\n isolatedPositionMargin: number;\n /**\n * @description Current position cost\n */\n costPosition: number;\n /**\n * @description Current position quantity (positive for long, negative for short)\n */\n positionQty: number;\n /**\n * @description Current cumulative unitary funding\n */\n sumUnitaryFunding: number;\n /**\n * @description Last cumulative unitary funding (at last settlement)\n */\n lastSumUnitaryFunding: number;\n /**\n * @description Base maintenance margin rate\n */\n baseMMR: number;\n /**\n * @description Base initial margin rate\n */\n baseIMR: number;\n /**\n * @description IMR calculation factor\n */\n IMRFactor: number;\n /**\n * @description Reference price (mark price for current position, or order price for estimated liquidation)\n */\n referencePrice?: number;\n /**\n * @description Order side (BUY = +1, SELL = -1) for calculating estimated liquidation after order execution\n */\n orderSide?: \"BUY\" | \"SELL\";\n /**\n * @description Order quantity for calculating estimated liquidation after order execution\n */\n orderQty?: number;\n /**\n * @description Leverage for the position\n */\n leverage: number;\n /**\n * @description Fee buffer reserved in isolated margin estimates (default: 0.0006)\n */\n isoTakerFeeBuffer?: number;\n}): number | null {\n const {\n isolatedPositionMargin,\n costPosition,\n positionQty,\n sumUnitaryFunding,\n lastSumUnitaryFunding,\n baseMMR,\n baseIMR,\n IMRFactor,\n referencePrice,\n orderSide,\n orderQty = 0,\n leverage,\n isoTakerFeeBuffer = IsoTakerFeeBuffer,\n } = inputs;\n\n // Use reference price or mark price (default to a reasonable value if not provided)\n const refPrice = referencePrice ?? 0;\n if (refPrice <= 0 && orderQty !== 0) {\n return null;\n }\n\n // Calculate position_qty' after order execution\n const orderSideMultiplier =\n orderSide === \"BUY\" ? 1 : orderSide === \"SELL\" ? -1 : 0;\n const newPositionQty = positionQty + orderSideMultiplier * orderQty;\n\n if (newPositionQty === 0) {\n return null; // No position after order execution\n }\n\n // Determine scenario and calculate isolated_position_margin' and cost_position'\n let newIsolatedPositionMargin: Decimal;\n let newCostPosition: Decimal;\n const getMarginRate = () =>\n new Decimal(1).div(leverage).add(isoTakerFeeBuffer);\n\n if (orderQty === 0) {\n // Scenario 1: No order\n newIsolatedPositionMargin = new Decimal(isolatedPositionMargin);\n newCostPosition = new Decimal(costPosition);\n } else if (\n positionQty === 0 ||\n (orderSideMultiplier > 0 && positionQty > 0) ||\n (orderSideMultiplier < 0 && positionQty < 0)\n ) {\n // Scenario 2: Open/Add position\n newIsolatedPositionMargin = new Decimal(isolatedPositionMargin).add(\n new Decimal(orderQty).mul(refPrice).mul(getMarginRate()),\n );\n newCostPosition = new Decimal(costPosition).add(\n new Decimal(orderSideMultiplier).mul(orderQty).mul(refPrice),\n );\n } else {\n const signPositionQty = positionQty > 0 ? 1 : -1;\n const signNewPositionQty = newPositionQty > 0 ? 1 : -1;\n\n if (signNewPositionQty === signPositionQty) {\n // Scenario 3: Close/Reduce position\n newIsolatedPositionMargin = new Decimal(isolatedPositionMargin)\n .mul(newPositionQty)\n .div(positionQty);\n newCostPosition = new Decimal(costPosition).add(\n new Decimal(orderSideMultiplier).mul(orderQty).mul(refPrice),\n );\n } else {\n // Scenario 4: Flip position\n newIsolatedPositionMargin = new Decimal(Math.abs(newPositionQty))\n .mul(refPrice)\n .mul(getMarginRate());\n newCostPosition = new Decimal(newPositionQty).mul(refPrice);\n }\n }\n\n // Calculate funding adjustment\n const fundingAdjustment = new Decimal(newPositionQty).mul(\n new Decimal(sumUnitaryFunding).sub(lastSumUnitaryFunding),\n );\n\n // Calculate MMR' based on new position notional\n const newPositionNotional = new Decimal(Math.abs(newPositionQty)).mul(\n refPrice,\n );\n const dynamicMMR = new Decimal(baseMMR)\n .div(baseIMR)\n .mul(IMRFactor)\n .mul(newPositionNotional.toPower(IMRFactorPower))\n .toNumber();\n const newMMR = Math.max(baseMMR, dynamicMMR);\n\n // Calculate denominator: abs(position_qty') * MMR' - position_qty'\n const denominator = new Decimal(Math.abs(newPositionQty))\n .mul(newMMR)\n .sub(newPositionQty);\n\n if (denominator.isZero()) {\n return null; // Invalid denominator\n }\n\n // Calculate liquidation price\n const numerator = newIsolatedPositionMargin\n .sub(newCostPosition)\n .sub(fundingAdjustment);\n\n const liquidationPrice = numerator.div(denominator).toNumber();\n\n // Return null for invalid prices (negative or zero)\n if (liquidationPrice <= 0) {\n return null;\n }\n\n return liquidationPrice;\n}\n","export * from \"./totalValue\";\nexport * from \"./freeCollateral\";\nexport * from \"./freeCollateralUSDCOnly\";\nexport * from \"./totalCollateral\";\nexport * from \"./positionNotional\";\nexport * from \"./imr\";\nexport * from \"./ordersFilter\";\nexport * from \"./positionUtils\";\nexport * from \"./initialMargin\";\nexport * from \"./groupOrders\";\nexport * from \"./otherIMs\";\nexport * from \"./maxQty\";\nexport * from \"./maxQtyIsolated\";\nexport * from \"./marginRatio\";\nexport * from \"./unrealizedROI\";\nexport * from \"./leverage\";\nexport * from \"./availableBalance\";\nexport * from \"./mmr\";\nexport * from \"./collateral\";\nexport * from \"./ltv\";\nexport * from \"./maxWithdrawal\";\nexport * from \"./maxAddReduce\";\n","import { Decimal, zero } from \"@orderly.network/utils\";\n\nexport type TotalValueInputs = {\n totalUnsettlementPnL: number;\n USDCHolding: number;\n nonUSDCHolding: {\n holding: number;\n indexPrice: number;\n }[];\n};\n\n/**\n * @formulaId totalValue\n * @name Total Value\n * @formula Total Value = total_holding + total_isolated_position_margin + total_unsettled_PNL, total_holding = usdc balance.holding + SUM(non-usdc balance.holding * mark price)\n * @description\n *\n * ## Definition\n *\n * **Total Value** = User's total asset value (denominated in USDC), including assets that cannot be used as collateral\n *\n * **Total holding** = Sum of all holding quantities in the user's account\n *\n * **usdc balance.holding** = USDC holding quantity\n *\n * **non-usdc balance.holding * mark price** = Value of non-USDC asset holdings (denominated in USDC)\n *\n * **total_isolated_position_margin** = Sum of all isolated margin position margins\n *\n * **holding**: Asset quantity held by the user, from `/v1/client/holding` or v2 Websocket API | Balance\n *\n * **mark price**: Current price of the asset, from v2 Websocket API | Balance\n *\n * **total unsettlement PNL** = Sum of user's account unsettled PNL (including both cross and isolated margin positions)\n *\n * ## Example\n *\n * ```\n * total_holding = 2000 + 1000 * 1.001 = 3001\n * total_isolated_position_margin = 500\n * total_unsettled_PNL = -18.34\n * Total Value = 3001 + 500 - 18.34 = 3482.66\n * ```\n */\nexport function totalValue(inputs: {\n /**\n * @description Total unsettled PNL of user account (including both cross and isolated margin positions)\n */\n totalUnsettlementPnL: number;\n /**\n * @description USDC holding quantity\n */\n USDCHolding: number;\n /**\n * @description Non-USDC holdings with their index prices\n */\n nonUSDCHolding: {\n holding: number;\n indexPrice: number;\n }[];\n /**\n * @description Total isolated position margin (sum of all isolated margin positions). Pass 0 if no isolated margin positions exist.\n * @default 0\n */\n totalIsolatedPositionMargin?: number;\n}): Decimal {\n const {\n totalUnsettlementPnL,\n USDCHolding,\n nonUSDCHolding,\n totalIsolatedPositionMargin = 0,\n } = inputs;\n const nonUSDCHoldingValue = nonUSDCHolding.reduce((acc, cur) => {\n return new Decimal(cur.holding).mul(cur.indexPrice).add(acc);\n }, zero);\n return nonUSDCHoldingValue\n .add(USDCHolding)\n .add(totalIsolatedPositionMargin)\n .add(totalUnsettlementPnL);\n}\n","import { Decimal, zero } from \"@orderly.network/utils\";\n\nexport type FreeCollateralInputs = {\n totalCollateral: Decimal;\n totalInitialMarginWithOrders: number;\n};\n\n/**\n * @formulaId freeCollateral\n * @name Free Collateral\n * @formula Free Collateral = Total_collateral_value - total_initial_margin_with_orders\n * Total_collateral_value = (usdc balance.holding + usdc balance.pending_short_qty - usdc balance.isolated_order_frozen) + SUM(non-usdc balance.holding * mark price * discount) + total_cross_unsettled_PNL\n * total_initial_margin_with_orders = sum ( cross_position_notional_with_orders_i * cross_IMR_i (with_orders))\n * IMR_i (with_orders) = Max(1 / Symbol Leverage i, Base IMR i, IMR Factor i * Abs(Position Notional i + Order Notional i)^(4/5))\n * position_notional_with_orders_i = abs( mark_price_i * position_qty_with_orders_i)\n * position_qty_with_orders_i = max[ abs(position_qty_i + sum_position_qty_buy_orders_i), abs(position_qty_i - sum_position_qty_sell_orders_i)]\n * @description\n *\n * ## Definition\n *\n * **Free collateral**: Total value of available margin in the user's account (denominated in USDC). For isolated margin mode, this only considers cross margin positions and orders.\n *\n * **Total_collateral_value**: Total value of collateral assets in the user's account (denominated in USDC). For isolated margin mode, includes cross margin unsettled PNL but excludes isolated order frozen amounts.\n * Use `totalCollateral` function with optional parameters (`usdcBalancePendingShortQty`, `usdcBalanceIsolatedOrderFrozen`, `totalCrossUnsettledPnL`) to calculate this value.\n *\n * **total_initial_margin_with_orders**: Total initial margin used by cross margin positions and orders (isolated margin positions are excluded).\n * Use `totalInitialMarginWithQty` function with `orders` parameter to calculate this value. The function automatically filters to cross margin only.\n *\n * **usdc balance.pending_short_qty**: USDC balance frozen for pending short orders\n *\n * **usdc balance.isolated_order_frozen**: USDC balance frozen for isolated margin orders\n *\n * **total_cross_unsettled_PNL**: Total unsettled PNL from cross margin positions only\n *\n * **initial_margin_i with order**: Initial margin for symbol i (considering both positions and orders)\n *\n * **IMR_i (with_orders)**: Initial margin rate for a single symbol (considering both position and order notional)\n *\n * **Symbol Leverage i**: Leverage for symbol i under current margin mode (cross/isolated). Use `position.leverage` when position exists; otherwise resolve by symbol + mode leverage source.\n *\n * **Base IMR i**: Base initial margin rate for a single symbol, from `/v1/public/info`\n *\n * **IMR Factor i**: IMR calculation factor for a single symbol, from `v1/client/info`\n *\n * **Position Notional i**: Sum of position notional for a single symbol\n *\n * **Order Notional i**: Sum of order notional for a single symbol\n *\n * **position_notional_with_orders_i**: Sum of position and order notional for a single symbol\n *\n * **mark_price_i**: Mark price for a single symbol\n *\n * **position_qty_with_orders_i**: Sum of position and order quantity for a single symbol\n *\n * **position_qty_i**: Position quantity for a single symbol\n *\n * **sum_position_qty_buy_orders_i**: Sum of long order quantity for a single symbol [algo orders should be ignored]\n *\n * **sum_position_qty_sell_orders_i**: Sum of short order quantity for a single symbol [algo orders should be ignored]\n *\n * ## Example\n *\n * ```\n * Total_collateral_value = (2000 + 100 - 200) + 1 * 2000 * 0.9 + 50 = 2050\n * total_initial_margin_with_orders = 1500\n * Free Collateral = 2050 - 1500 = 550\n * ```\n */\nexport function freeCollateral(inputs: {\n /**\n * @description Total collateral value\n */\n totalCollateral: Decimal;\n /**\n * @description Total initial margin with orders (for cross margin positions only)\n */\n totalInitialMarginWithOrders: number;\n}): Decimal {\n const value = inputs.totalCollateral.sub(inputs.totalInitialMarginWithOrders);\n // free collateral cannot be less than 0\n return value.isNegative() ? zero : value;\n}\n","import { Decimal, zero } from \"@orderly.network/utils\";\n\nexport type FreeCollateralUSDCOnlyInputs = {\n /**\n * Free collateral (total_collateral_value - total_initial_margin_with_orders).\n * @see freeCollateral\n */\n freeCollateral: Decimal;\n /**\n * Non-USDC token holdings; same structure as in totalCollateral.\n * Each item contributes (capped_holding × index_price × discount) to the sum to subtract.\n */\n nonUSDCHolding: {\n holding: number;\n indexPrice: number;\n collateralCap: number;\n collateralRatio: Decimal;\n }[];\n};\n\n/**\n * @formulaId freeCollateralUSDCOnly\n * @name Free Collateral (USDC Only)\n * @formula Free Collateral USDC Only = max(0, free_collateral - SUM(non_usdc_token.holding × mark_price × discount))\n * @description\n *\n * ## Definition\n *\n * **Free Collateral (USDC Only)**: Part of free collateral that is backed only by USDC (and unsettled PNL), i.e. excluding the value of non-USDC collateral.\n *\n * **free_collateral**: From freeCollateral (total_collateral_value - total_initial_margin_with_orders).\n *\n * **non_usdc_token.holding × mark_price × discount**: Same as in totalCollateral — value of each non-USDC asset (capped by collateralCap), using indexPrice as mark price and collateralRatio as discount.\n *\n * ## Example\n *\n * ```\n * free_collateral = 550\n * SUM(non_usdc.holding × mark_price × discount) = 1 * 2000 * 0.9 = 1800\n * Free Collateral USDC Only = max(0, 550 - 1800) = 0\n * ```\n */\nexport function freeCollateralUSDCOnly(\n inputs: FreeCollateralUSDCOnlyInputs,\n): Decimal {\n const { freeCollateral, nonUSDCHolding } = inputs;\n\n const nonUSDCHoldingValue = nonUSDCHolding.reduce((acc, cur) => {\n const finalHolding = Math.min(cur.holding, cur.collateralCap);\n const value = new Decimal(finalHolding)\n .mul(cur.collateralRatio)\n .mul(cur.indexPrice);\n return acc.add(value);\n }, zero);\n\n const value = freeCollateral.sub(nonUSDCHoldingValue);\n return value.isNegative() ? zero : value;\n}\n","import { Decimal, zero } from \"@orderly.network/utils\";\n\n/**\n * @formulaId totalCollateral\n * @name Total Collateral\n * @formula Total collateral = usdc balance.holding + SUM(non-usdc balance.holding * mark price * discount) + total unsettlement PNL\n * @description\n *\n * ## Definition\n *\n * **discount**: Collateral substitution rate\n *\n * **Total collateral**: Total value of collateral assets in the user's account (denominated in USDC)\n *\n * **usdc balance.holding**: USDC holding quantity\n *\n * **non-usdc balance.holding * mark price**: Value of non-USDC asset holdings (denominated in USDC)\n *\n * **holding**: Asset quantity held by the user, from `/v1/client/holding` or v2 Websocket API | Balance\n *\n * **mark price**: Current price of the asset, from v2 Websocket API | Balance\n *\n * **total unsettlement PNL**: Sum of user's account unsettled PNL\n *\n * ## Example\n *\n * ```\n * Total collateral = 2000 + 1000 * 1.001 * 0 - 18.34 = 1981.66\n * total unsettlement PNL = -18.34\n * ```\n */\nexport function totalCollateral(inputs: {\n USDCHolding: number;\n nonUSDCHolding: {\n holding: number;\n indexPrice: number;\n collateralCap: number;\n collateralRatio: Decimal;\n }[];\n /**\n * Sum of user's account unsettled PNL\n */\n unsettlementPnL: number;\n /**\n * @description USDC balance frozen for pending short orders (for freeCollateral calculation)\n * @default 0\n */\n usdcBalancePendingShortQty?: number;\n /**\n * @description USDC balance frozen for isolated margin orders (for freeCollateral calculation)\n * @default 0\n */\n usdcBalanceIsolatedOrderFrozen?: number;\n /**\n * @description Total cross margin unsettled PNL (for freeCollateral calculation). If provided, this will be used instead of unsettlementPnL.\n */\n totalCrossUnsettledPnL?: number;\n}): Decimal {\n const {\n USDCHolding,\n nonUSDCHolding,\n unsettlementPnL,\n usdcBalancePendingShortQty = 0,\n usdcBalanceIsolatedOrderFrozen = 0,\n totalCrossUnsettledPnL,\n } = inputs;\n\n // Calculate USDC part: holding + pending_short_qty - isolated_order_frozen\n const usdcPart = new Decimal(USDCHolding)\n .add(usdcBalancePendingShortQty)\n .sub(Math.abs(usdcBalanceIsolatedOrderFrozen));\n\n // Calculate non-USDC holdings value\n const nonUSDCHoldingValue = nonUSDCHolding.reduce((acc, cur) => {\n const finalHolding = Math.min(cur.holding, cur.collateralCap);\n const value = new Decimal(finalHolding)\n .mul(cur.collateralRatio)\n .mul(cur.indexPrice);\n return acc.add(value);\n }, zero);\n\n // Use totalCrossUnsettledPnL if provided, otherwise use unsettlementPnL\n const pnl =\n totalCrossUnsettledPnL !== undefined\n ? totalCrossUnsettledPnL\n : unsettlementPnL;\n\n return usdcPart.add(nonUSDCHoldingValue).add(pnl);\n}\n","import { Decimal } from \"@orderly.network/utils\";\n\n/**\n * Sum of notional value for a symbol's position and orders.\n */\nexport function positionNotionalWithOrder_by_symbol(inputs: {\n markPrice: number;\n positionQtyWithOrders: number;\n}): Decimal {\n return new Decimal(inputs.markPrice).mul(inputs.positionQtyWithOrders);\n}\n\n/**\n * Sum of position quantity and orders quantity for a symbol.\n */\nexport function positionQtyWithOrders_by_symbol(inputs: {\n positionQty: number;\n // Total quantity of buy orders for a symbol\n buyOrdersQty: number;\n // Total quantity of sell orders for a symbol\n sellOrdersQty: number;\n}): number {\n const { positionQty, buyOrdersQty, sellOrdersQty } = inputs;\n const positionQtyDecimal = new Decimal(positionQty);\n const qty = Math.max(\n positionQtyDecimal.add(buyOrdersQty).abs().toNumber(),\n positionQtyDecimal.sub(sellOrdersQty).abs().toNumber(),\n );\n\n return qty;\n}\n","import { Decimal } from \"@orderly.network/utils\";\nimport { IMRFactorPower } from \"../constants\";\n\n/**\n * @formulaId imr\n * @description\n * Initial margin rate for a symbol.\n * Max(1 / Symbol Leverage i, Base IMR i, IMR Factor i * Abs(Position Notional i + Order Notional i)^(4/5))\n */\nexport function IMR(inputs: {\n /**\n * effective symbol leverage (resolved by symbol + margin mode)\n */\n maxLeverage: number;\n baseIMR: number;\n IMR_Factor: number;\n positionNotional: number;\n ordersNotional: number;\n IMR_factor_power?: number;\n}): number {\n const {\n maxLeverage,\n baseIMR,\n IMR_Factor,\n positionNotional,\n ordersNotional: orderNotional,\n IMR_factor_power = IMRFactorPower,\n } = inputs;\n return Math.max(\n 1 / maxLeverage,\n baseIMR,\n new Decimal(IMR_Factor)\n .mul(\n new Decimal(positionNotional)\n .add(orderNotional)\n .abs()\n .toPower(IMR_factor_power),\n )\n .toNumber(),\n );\n}\n","import { API, OrderSide } from \"@orderly.network/types\";\n\nexport function buyOrdersFilter_by_symbol(\n orders: API.Order[],\n symbol: string,\n): API.Order[] {\n return orders.filter(\n (item) => item.symbol === symbol && item.side === OrderSide.BUY,\n );\n}\n\nexport function sellOrdersFilter_by_symbol(\n orders: API.Order[],\n symbol: string,\n): API.Order[] {\n return orders.filter(\n (item) => item.symbol === symbol && item.side === OrderSide.SELL,\n );\n}\n","import { API, OrderSide } from \"@orderly.network/types\";\nimport { Decimal } from \"@orderly.network/utils\";\nimport {\n buyOrdersFilter_by_symbol,\n sellOrdersFilter_by_symbol,\n} from \"./ordersFilter\";\n\n/**\n * Get the quantity of a specified symbol from the list of positions.\n */\nexport function getQtyFromPositions(\n positions: API.Position[],\n symbol: string,\n): number {\n if (!positions) {\n return 0;\n }\n const position = positions.find((item) => item.symbol === symbol);\n return position?.position_qty || 0;\n}\n\n/**\n * Get the quantity of long and short orders for a specified symbol from the list of orders.\n */\nexport function getQtyFromOrdersBySide(\n orders: API.Order[],\n symbol: string,\n side: OrderSide,\n): number {\n const ordersBySide =\n side === OrderSide.SELL\n ? sellOrdersFilter_by_symbol(orders, symbol)\n : buyOrdersFilter_by_symbol(orders, symbol);\n return ordersBySide.reduce((acc, cur) => {\n return acc + cur.quantity;\n }, 0);\n}\n\nexport function getPositonsAndOrdersNotionalBySymbol(inputs: {\n positions: API.Position[];\n orders: API.Order[];\n symbol: string;\n markPrice: number;\n}): number {\n const { positions, orders, symbol, markPrice } = inputs;\n const positionQty = getQtyFromPositions(positions, symbol);\n const buyOrdersQty = getQtyFromOrdersBySide(orders, symbol, OrderSide.BUY);\n const sellOrdersQty = getQtyFromOrdersBySide(orders, symbol, OrderSide.SELL);\n\n const markPriceDecimal = new Decimal(markPrice);\n\n return markPriceDecimal\n .mul(positionQty)\n .add(markPriceDecimal.mul(new Decimal(buyOrdersQty).add(sellOrdersQty)))\n .abs()\n .toNumber();\n}\n","import { API, OrderSide, MarginMode } from \"@orderly.network/types\";\nimport { Decimal, zero } from \"@orderly.network/utils\";\nimport { IMRFactorPower } from \"../constants\";\nimport {\n positionNotionalWithOrder_by_symbol,\n positionQtyWithOrders_by_symbol,\n} from \"./positionNotional\";\nimport { getQtyFromPositions, getQtyFromOrdersBySide } from \"./positionUtils\";\n\n/**\n * Calculate initial margin for a single symbol.\n * Formula: cross_position_notional_with_orders_i * cross_IMR_i\n */\nfunction calculateSymbolInitialMargin(params: {\n symbol: string;\n positionQty: number;\n buyOrdersQty: number;\n sellOrdersQty: number;\n markPrice: number;\n IMR_Factors: { [key: string]: number };\n symbolInfo: any;\n symbolMaxLeverage: number;\n}): number {\n const {\n symbol,\n positionQty,\n buyOrdersQty,\n sellOrdersQty,\n markPrice,\n IMR_Factors,\n symbolInfo,\n symbolMaxLeverage,\n } = params;\n\n // Formula: cross_position_qty_with_orders_i = max[abs(pos + buy), abs(pos - sell)]\n const positionQtyWithOrders = positionQtyWithOrders_by_symbol({\n positionQty,\n buyOrdersQty,\n sellOrdersQty,\n });\n\n // Formula: cross_position_notional_with_orders_i = abs(mark_price * qty_with_orders)\n const positionNotionalWithOrders = positionNotionalWithOrder_by_symbol({\n markPrice,\n positionQtyWithOrders,\n });\n\n const markPriceDecimal = new Decimal(markPrice);\n\n // Formula: cross_IMR_i = Max(1/leverage, baseIMR, IMR_Factor * |posNotional + orderNotional|^(4/5))\n // Cross Order Notional = mark_price * (buyOrdersQty - sellOrdersQty)\n // Buy orders increase exposure (+), sell orders decrease exposure (-)\n const imr = IMR({\n positionNotional: markPriceDecimal.mul(positionQty).toNumber(),\n ordersNotional: markPriceDecimal\n .mul(new Decimal(buyOrdersQty).sub(sellOrdersQty))\n .toNumber(),\n maxLeverage: symbolMaxLeverage,\n IMR_Factor: IMR_Factors[symbol],\n baseIMR: symbolInfo[symbol](\"base_imr\", 0),\n });\n\n return positionNotionalWithOrders.mul(imr).toNumber();\n}\n\nfunction IMR(inputs: {\n maxLeverage: number;\n baseIMR: number;\n IMR_Factor: number;\n positionNotional: number;\n ordersNotional: number;\n IMR_factor_power?: number;\n}): number {\n const {\n maxLeverage,\n baseIMR,\n IMR_Factor,\n positionNotional,\n ordersNotional: orderNotional,\n IMR_factor_power = IMRFactorPower,\n } = inputs;\n\n const imr =\n IMR_Factor === 0\n ? 0\n : new Decimal(IMR_Factor)\n .mul(\n new Decimal(positionNotional)\n .add(orderNotional)\n .abs()\n .toPower(IMR_factor_power),\n )\n .toNumber();\n return Math.max(1 / maxLeverage, baseIMR, imr);\n}\n\n/**\n * Calculate total initial margin with orders for cross margin positions.\n * Formula: total_initial_margin_with_orders = sum(cross_position_notional_with_orders_i * cross_IMR_i)\n *\n * @param positions - All positions (will be filtered to cross margin only)\n * @param orders - All orders (will be filtered to cross margin only)\n * @param markPrices - Mark prices by symbol\n * @param symbolInfo - Symbol info accessor\n * @param IMR_Factors - IMR factors by symbol\n * @param maxLeverageBySymbol - Symbol leverage map (symbol + margin mode)\n */\nexport function totalInitialMarginWithQty(inputs: {\n positions: API.Position[];\n orders: API.Order[];\n markPrices: { [key: string]: number };\n symbolInfo: any;\n IMR_Factors: { [key: string]: number };\n maxLeverageBySymbol?: Record;\n}): number {\n const {\n positions,\n orders,\n markPrices,\n IMR_Factors,\n symbolInfo,\n maxLeverageBySymbol,\n } = inputs;\n\n // Filter to cross margin only (isolated margin is excluded)\n const crossPositions = positions.filter(\n (p) => p.margin_mode !== MarginMode.ISOLATED,\n );\n const crossOrders = orders.filter(\n (o) => o.margin_mode !== MarginMode.ISOLATED,\n );\n const crossLeverageBySymbol = crossPositions.reduce>(\n (acc, position) => {\n if (!acc[position.symbol] && position.leverage) {\n acc[position.symbol] = position.leverage;\n }\n return acc;\n },\n {},\n );\n\n // Extract all symbols from both positions and orders\n // (orders-only symbols should also be included in calculation)\n const symbols = extractSymbols(crossPositions, crossOrders);\n\n // Calculate initial margin for each symbol and sum\n return symbols\n .map((symbol) => {\n const positionQty = getQtyFromPositions(crossPositions, symbol);\n const markPrice = markPrices[symbol] || 0;\n const buyOrdersQty = getQtyFromOrdersBySide(\n crossOrders,\n symbol,\n OrderSide.BUY,\n );\n const sellOrdersQty = getQtyFromOrdersBySide(\n crossOrders,\n symbol,\n OrderSide.SELL,\n );\n const symbolMaxLeverage =\n crossLeverageBySymbol[symbol] ?? maxLeverageBySymbol?.[symbol] ?? 1;\n\n return calculateSymbolInitialMargin({\n symbol,\n positionQty,\n buyOrdersQty,\n sellOrdersQty,\n markPrice,\n IMR_Factors,\n symbolInfo,\n symbolMaxLeverage,\n });\n })\n .reduce((acc, margin) => acc.add(margin), zero)\n .toNumber();\n}\n\nfunction extractSymbols(\n positions: Pick[],\n orders: Pick[],\n): string[] {\n const symbols = new Set();\n\n positions.forEach((item) => {\n symbols.add(item.symbol);\n });\n\n orders.forEach((item) => {\n symbols.add(item.symbol);\n });\n\n return Array.from(symbols);\n}\n","import { API } from \"@orderly.network/types\";\n\n/**\n * Group orders by symbol, as a symbol can have multiple orders.\n */\nexport function groupOrdersBySymbol(orders: API.Order[]) {\n const symbols: { [key: string]: API.Order[] } = {};\n\n orders.forEach((item) => {\n if (!symbols[item.symbol]) {\n symbols[item.symbol] = [];\n }\n\n symbols[item.symbol].push(item);\n });\n\n return symbols;\n}\n\n/**\n * Extracts all unique symbols from positions and orders.\n * @param positions - An array of position objects.\n * @param orders - An array of order objects.\n * @returns An array of unique symbols.\n */\nexport function extractSymbols(\n positions: Pick[],\n orders: Pick[],\n): string[] {\n const symbols = new Set();\n\n positions.forEach((item) => {\n symbols.add(item.symbol);\n });\n\n orders.forEach((item) => {\n symbols.add(item.symbol);\n });\n\n return Array.from(symbols);\n}\n","import { API } from \"@orderly.network/types\";\nimport { Decimal, zero } from \"@orderly.network/utils\";\nimport { positionQtyWithOrders_by_symbol } from \"./positionNotional\";\nimport { positionNotionalWithOrder_by_symbol } from \"./positionNotional\";\nimport { getQtyFromPositions } from \"./positionUtils\";\n\nfunction IMR(inputs: {\n maxLeverage: number;\n baseIMR: number;\n IMR_Factor: number;\n positionNotional: number;\n ordersNotional: number;\n IMR_factor_power?: number;\n}): number {\n const {\n maxLeverage,\n baseIMR,\n IMR_Factor,\n positionNotional,\n ordersNotional: orderNotional,\n IMR_factor_power = 4 / 5,\n } = inputs;\n return Math.max(\n 1 / maxLeverage,\n baseIMR,\n new Decimal(IMR_Factor)\n .mul(\n new Decimal(positionNotional)\n .add(orderNotional)\n .abs()\n .toPower(IMR_factor_power),\n )\n .toNumber(),\n );\n}\n\n//=========== max qty ==================\n\n// function otherIM(inputs: {}): number {}\n\n/**\n * Total margin used by other symbols (except the current symbol).\n */\nexport function otherIMs(inputs: {\n // the position list for other symbols except the current symbol\n positions: API.Position[];\n markPrices: { [key: string]: number };\n symbolInfo: any;\n IMR_Factors: { [key: string]: number };\n}): number {\n const {\n // orders,\n positions,\n IMR_Factors,\n symbolInfo,\n markPrices,\n } = inputs;\n\n const symbols = positions.map((item) => item.symbol);\n\n return symbols\n .reduce((acc, cur) => {\n const symbol = cur;\n\n if (typeof markPrices[symbol] === \"undefined\") {\n console.warn(\"markPrices[%s] is undefined\", symbol);\n return acc;\n }\n\n const markPriceDecimal = new Decimal(markPrices[symbol] || 0);\n\n const position = positions.find((item) => item.symbol === symbol);\n\n const positionQty = getQtyFromPositions(positions, symbol);\n const positionNotional = markPriceDecimal.mul(positionQty).toNumber();\n\n const buyOrdersQty = position!.pending_long_qty;\n const sellOrdersQty = position!.pending_short_qty;\n\n const ordersNotional = markPriceDecimal\n .mul(new Decimal(buyOrdersQty).add(sellOrdersQty))\n .toNumber();\n\n const IMR_Factor = IMR_Factors[symbol];\n\n // IMR_Factor is possible to be 0\n if (typeof IMR_Factor === \"undefined\") {\n console.warn(\"IMR_Factor is not found:\", symbol);\n return acc;\n }\n\n const imr = IMR({\n // Use symbol + mode leverage from position directly.\n maxLeverage: position?.leverage || 1,\n IMR_Factor,\n baseIMR: symbolInfo[symbol](\"base_imr\", 0),\n positionNotional,\n ordersNotional,\n });\n\n const positionQtyWithOrders = positionQtyWithOrders_by_symbol({\n positionQty,\n buyOrdersQty,\n sellOrdersQty,\n });\n\n const positionNotionalWithOrders = positionNotionalWithOrder_by_symbol({\n markPrice: markPrices[symbol] || 0,\n positionQtyWithOrders,\n });\n\n return acc.add(positionNotionalWithOrders.mul(imr));\n }, zero)\n .toNumber();\n}\n","import { OrderSide } from \"@orderly.network/types\";\nimport { Decimal } from \"@orderly.network/utils\";\n\nexport type ResultOptions = {\n dp: number;\n};\n\nexport type MaxQtyInputs = {\n symbol: string;\n\n /**\n * @description Maximum quantity limit for opening a single position, /v1/public/info.base_max\n */\n baseMaxQty: number;\n /**\n * Total collateral of the user (denominated in USDC), can be calculated from totalCollateral.\n * @see totalCollateral\n */\n totalCollateral: number;\n maxLeverage: number;\n baseIMR: number;\n /**\n * @see otherIMs\n */\n otherIMs: number;\n markPrice: number;\n // Quantity of open positions\n positionQty: number;\n // Quantity of long orders\n buyOrdersQty: number;\n // Quantity of short orders\n sellOrdersQty: number;\n\n IMR_Factor: number;\n\n takerFeeRate: number;\n};\n\n/**\n * @formulaId maxQty\n * @name Max Order QTY\n * @description\n * ## Max Long Quantity Formula\n *\n * ```\n * max long qty = MIN (\n * base max,\n * (((Total_collateral_value - Other_IMs) / (Max(1 / Symbol Leverage i, Base IMR i) + 2 * futures_take_fee_rate * 0.0001) / mark_price_i) * 0.995 - position_qty_this_symbol - sum_buy_order_qty_this_symbol),\n * ((((Total_collateral_value - Other_IMs) / IMR Factor i)^(1/1.8)) / mark_price_i - position_qty_this_symbol - sum_buy_order_qty_this_symbol) / (1 + 2 * futures_take_fee_rate * 0.0001) * 0.995\n * )\n * ```\n *\n * ## Max Short Quantity Formula\n *\n * ```\n * max short qty = MIN (\n * base max,\n * (((Total_collateral_value - Other_IMs) / (Max(1 / Symbol Leverage i, Base IMR i) + 2 * futures_take_fee_rate * 0.0001) / mark_price_i) * 0.995 + position_qty_this_symbol - sum_sell_order_qty_this_symbol),\n * ((((Total_collateral_value - Other_IMs) / IMR Factor i)^(1/1.8)) / mark_price_i + position_qty_this_symbol - sum_sell_order_qty_this_symbol) / (1 + 2 * futures_take_fee_rate * 0.0001) * 0.995\n * )\n * ```\n *\n * ## Reduce Only Mode\n *\n * When reduce only is enabled:\n * - If `position_qty_i > 0`: max long qty = 0, max short qty = abs(position_qty_i)\n * - If `position_qty_i < 0`: max long qty = abs(position_qty_i), max short qty = 0\n * - If `position_qty_i = 0`: max long qty = 0, max short qty = 0\n *\n * ## Variable Definitions\n *\n * | Variable | Description | API Reference |\n * |----------|-------------|---------------|\n * | `max long qty` | Maximum long quantity for current symbol | |\n * | `max short qty` | Maximum short quantity for current symbol | |\n * | `base_max` | Maximum quantity limit for opening a single position | `/v1/public/info.base_max` |\n * | `Total_collateral_value` | Total value of collateral assets in user account (USDC denominated) | |\n * | `Other_IMs` | Initial margin occupied by all other symbols excluding current symbol | |\n * | `IMR_i (with_orders)` | Initial margin rate for a single symbol (considering both position/orders notional) | |\n * | `Symbol Leverage i` | Leverage for symbol i under current margin mode | `position.leverage` or symbol+mode leverage source |\n * | `Base IMR i` | Base initial margin rate for a single symbol | `/v1/public/info` |\n * | `IMR Factor i` | IMR calculation factor for a single symbol | `v1/client/info` |\n * | `Position Notional i` | Sum of position notional for a single symbol | |\n * | `Order Notional i` | Sum of order notional for a single symbol | |\n * | `position_notional_with_orders_i` | Sum of position/orders notional for a single symbol | |\n * | `mark_price_i` | Mark price for a single symbol | |\n * | `position_qty_with_orders_i` | Sum of position/orders quantity for a single symbol | |\n * | `position_qty_i` | Position quantity for a single symbol | |\n * | `sum_position_qty_buy_orders_i` | Sum of long order quantity for a single symbol [algo orders ignored] | |\n * | `sum_position_qty_sell_orders_i` | Sum of short order quantity for a single symbol [algo orders ignored] | |\n * | `futures_take_fee_rate` | User's futures taker fee rate | `GET /v1/client/info` |\n *\n * ## Calculation Details\n *\n * ```\n * Other_IMs = sum(position_notional_with_orders_i * IMR_i (with_orders)) // excluding current symbol\n *\n * IMR_i (with_orders) = Max(1 / Symbol Leverage i, Base IMR i, IMR Factor i * Abs(Position Notional i + Order Notional i)^(4/5))\n *\n * position_notional_with_orders_i = abs(mark_price_i * position_qty_with_orders_i)\n *\n * position_qty_with_orders_i = max[abs(position_qty_i + sum_position_qty_buy_orders_i), abs(position_qty_i - sum_position_qty_sell_orders_i)]\n * ```\n *\n * ## Example Calculation\n *\n * **Given:**\n * - `futures_take_fee_rate = 8`\n * - `BTC base max = 20`\n * - `Total_collateral_value = 1981.66`\n * - `Other_IMs = ETH Initial Margin = 4915.23 * 0.1 = 491.523`\n * - `BTC mark_price_i = 25986.2`\n * - `BTC position_qty_this_symbol = 0.2`\n * - `sum_buy_order_qty_this_symbol = 0.3`\n * - `sum_sell_order_qty_this_symbol = -0.5`\n *\n * **Max Long Quantity:**\n * ```\n * max long qty = MIN(\n * 20 BTC,\n * ((1981.66 - 491.523) / (0.1 + 2 * 8 * 0.0001) / 25986.2 * 0.995 - 0.2 - 0.3) = 0.0615815026 BTC,\n * ((((1981.66 - 491.523) / 0.0000002512)^(1/1.8)) / 25986.2 - 0.2 - 0.3) / (1 + 2 * 8 * 0.0001) * 0.995 = 9.78216039 BTC\n * ) = 0.0615815026 BTC\n * ```\n *\n * **Max Short Quantity:**\n * ```\n * max short qty = MIN(\n * 20 BTC,\n * ((1981.66 - 491.523) / (0.1 + 2 * 8 * 0.0001) / 25986.2 * 0.995 + 0.2 - 0.5) = 0.261581503 BTC,\n * ((((1981.66 - 491.523) / 0.0000002512)^(1/1.8)) / 25986.2 + 0.2 - 0.5) / (1 + 2 * 8 * 0.0001) * 0.995 = 9.98084249726 BTC\n * ) = 0.261581503 BTC\n * ```\n *\n * ## Additional Examples\n *\n * **Base max qty calculation:**\n * ```\n * Base max qty = (1981.66 - 491.523) / (0.1 + 2 * 8 * 0.0001) / 25986.2 * 0.995 = 0.561581503 BTC\n * ```\n *\n * **Different position scenarios:**\n *\n * 1. **Short position -0.3 BTC:**\n * - max long qty = 0.561581503 - (-0.3) = 0.861581503\n * - max short qty = 0.561581503 + (-0.3) = 0.261581503\n *\n * 2. **Short position -0.3 BTC + sell orders 0.1:**\n * - max long qty = 0.561581503 - (-0.3) = 0.861581503\n * - max short qty = 0.561581503 + (-0.3) - 0.1 = 0.161581503\n *\n * 3. **Long position 0.3 BTC + buy orders 0.2 + sell orders 0.1:**\n * - max long qty = 0.561581503 - 0.3 - 0.2 = 0.061581503\n * - max short qty = 0.561581503 + 0.3 - 0.1 = 0.761581503\n *\n * ## Special Case: Insufficient Collateral\n *\n * When `totalCollatValue <= newTotalIM`:\n *\n * ```\n * newOrderSize_iter = ITERATE() return max(0, newOrderSize_iter * 99.5% + others)\n * ```\n *\n * **ITERATE() Algorithm:**\n * ```\n * ITERATE() {\n * iteratorLeverage = min(1 / Symbol Leverage i, Base IMR i)\n * iteratorStep = 2\n *\n * // First iteration (30 times)\n * for (i = 0; i < 30; i++) {\n * iteratorLeverage = max(0, iteratorLeverage - iteratorStep)\n * newOrderSize1 = (adjustedCollateral - othersIM) * iteratorLeverage / markPrice\n * calculate afterTradeIM\n * if (adjustedCollateral >= afterTradeIM) break\n * }\n *\n * leftLeverage = iteratorLeverage\n * rightLeverage = min(symbolLeverage_i, leftLeverage + iteratorStep)\n *\n * // Binary search (30 times)\n * for (i = 0; i < 30; i++) {\n * midLeverage = (leftLeverage + rightLeverage) / 2\n * newOrderSize2 = (adjustedCollateral - othersIM) * midLeverage / markPrice\n * calculate afterTradeIM\n * precision = (adjustedCollateral - afterTradeIM) / adjustedCollateral\n *\n * if (adjustedCollateral > afterTradeIM) {\n * leftLeverage = midLeverage\n * if (0 <= precision <= 0.5%) break\n * } else {\n * rightLeverage = midLeverage\n * }\n * }\n *\n * return newOrderSize2\n * }\n * ```\n */\nexport function maxQty(\n side: OrderSide,\n inputs: MaxQtyInputs,\n options?: ResultOptions,\n): number {\n if (side === OrderSide.BUY) {\n return maxQtyByLong(inputs);\n }\n return maxQtyByShort(inputs);\n}\n\nexport function maxQtyByLong(\n inputs: Omit,\n options?: ResultOptions,\n): number {\n try {\n const {\n baseMaxQty,\n totalCollateral,\n otherIMs,\n maxLeverage,\n baseIMR,\n markPrice,\n IMR_Factor,\n positionQty,\n buyOrdersQty,\n takerFeeRate,\n } = inputs;\n\n if (totalCollateral === 0) {\n return 0;\n }\n\n const totalCollateralDecimal = new Decimal(totalCollateral);\n\n const factor_1 = totalCollateralDecimal\n .sub(otherIMs)\n .div(\n new Decimal(takerFeeRate)\n .mul(2)\n .mul(0.0001)\n .add(Math.max(1 / maxLeverage, baseIMR)),\n )\n .div(markPrice)\n .mul(0.995)\n .sub(new Decimal(positionQty).add(buyOrdersQty))\n .toNumber();\n\n if (positionQty === 0 && buyOrdersQty === 0) {\n return Math.min(baseMaxQty, factor_1);\n }\n\n if (IMR_Factor === 0) {\n return Math.min(baseMaxQty, factor_1);\n }\n\n const factor_2 = totalCollateralDecimal\n .sub(otherIMs)\n .div(IMR_Factor)\n .toPower(1 / 1.8)\n .div(markPrice)\n .sub(\n new Decimal(positionQty).add(buyOrdersQty),\n // .abs()\n // .div(new Decimal(takerFeeRate).mul(2).mul(0.0001).add(1))\n )\n .div(new Decimal(takerFeeRate).mul(2).mul(0.0001).add(1))\n .mul(0.995)\n .toNumber();\n\n return Math.min(baseMaxQty, factor_1, factor_2);\n } catch (error) {\n return 0;\n }\n}\n\nexport function maxQtyByShort(\n inputs: Omit,\n options?: ResultOptions,\n): number {\n try {\n const {\n baseMaxQty,\n totalCollateral,\n otherIMs,\n maxLeverage,\n baseIMR,\n markPrice,\n IMR_Factor,\n positionQty,\n buyOrdersQty,\n sellOrdersQty,\n takerFeeRate,\n } = inputs;\n\n const totalCollateralDecimal = new Decimal(totalCollateral);\n\n const factor_1 = totalCollateralDecimal\n .sub(otherIMs)\n .div(\n new Decimal(takerFeeRate)\n .mul(2)\n .mul(0.0001)\n .add(Math.max(1 / maxLeverage, baseIMR)),\n )\n .div(markPrice)\n .mul(0.995)\n // .add(new Decimal(positionQty).add(sellOrdersQty))\n .add(positionQty)\n .sub(Math.abs(sellOrdersQty))\n .toNumber();\n\n if (positionQty === 0 && sellOrdersQty === 0) {\n return Math.min(baseMaxQty, factor_1);\n }\n\n if (IMR_Factor === 0) {\n return Math.min(baseMaxQty, factor_1);\n }\n\n const factor_2 = totalCollateralDecimal\n .sub(otherIMs)\n .div(IMR_Factor)\n .toPower(1 / 1.8)\n .div(markPrice)\n // .add(\n // new Decimal(positionQty)\n // .add(sellOrdersQty)\n // // .abs()\n // )\n .add(positionQty)\n .sub(sellOrdersQty)\n .div(new Decimal(takerFeeRate).mul(2).mul(0.0001).add(1))\n .mul(0.995)\n .toNumber();\n\n return Math.min(baseMaxQty, factor_1, factor_2);\n } catch (error) {\n return 0;\n }\n}\n","import { OrderSide } from \"@orderly.network/types\";\nimport { Decimal } from \"@orderly.network/utils\";\nimport { IsoTakerFeeBuffer, MaxQtySafetyFactor } from \"../constants\";\n\n/**\n * @formulaId maxQtyIsolated\n * @name Maximum Tradeable Quantity for Isolated Margin\n * @formula max_notional = min((1 / leverage / imr_factor)^(5/4), symbol_max_notional)\n * @description\n *\n * ## Definition\n *\n * **maxQtyIsolated**: Maximum tradeable quantity for isolated margin positions\n *\n * This function calculates the maximum quantity that can be traded for an isolated margin position,\n * considering available balance, leverage, position limits, and pending orders.\n *\n * ## Business Rules\n *\n * ### For BUY Orders:\n * - If `reduce_only == False` and `position_qty >= 0` (long or no position): Use simplified formula\n * - If `reduce_only == False` and `position_qty < 0` (short position): Use binary search iteration\n * - If `reduce_only == True`: Return `MAX(0, -position_qty)` (can only reduce short position)\n *\n * ### For SELL Orders:\n * - If `reduce_only == False` and `position_qty <= 0` (short or no position): Use simplified formula\n * - If `reduce_only == False` and `position_qty > 0` (long position): Use binary search iteration\n * - If `reduce_only == True`: Return `MAX(0, position_qty)` (can only reduce long position)\n *\n * ### Binary Search Algorithm:\n * - Used for reverse position scenarios (e.g., buying when holding short position)\n * - Maximum 30 iterations\n * - Searches for maximum quantity that satisfies: `iso_order_frozen <= available_balance` and `open_notional <= max_notional`\n *\n * ## Example\n *\n * ```\n * order_side = BUY\n * reduce_only = False\n * position_qty = 5 (long)\n * available_balance = 1000 USDC\n * leverage = 25\n * mark_price = 100000 USDC\n * current_order_reference_price = 99900 USDC\n * max_notional = 10059467.44 USDC\n * pending_long_notional = 299200 USDC\n * max_qty = MIN(1000 / (1 / 25 + 0.0006) / 99900 * 0.995, (10059467.44 - 100000 * 5 - 299200) / 99900) = 0.245 BTC\n * ```\n *\n * @param inputs Input parameters for calculating maximum tradeable quantity\n * @returns Maximum tradeable quantity\n */\nexport function isolatedMarginRate(inputs: {\n leverage: number;\n isoTakerFeeBuffer?: number;\n}): Decimal {\n return new Decimal(1)\n .div(inputs.leverage)\n .add(inputs.isoTakerFeeBuffer ?? IsoTakerFeeBuffer);\n}\n\nexport function maxQtyForIsolatedMargin(inputs: {\n /**\n * @description Trading symbol\n */\n symbol: string;\n /**\n * @description Order side (BUY or SELL)\n */\n orderSide: OrderSide;\n /**\n * @description Current order reference price\n */\n currentOrderReferencePrice: number;\n /**\n * @description Available balance (USDC)\n */\n availableBalance: number;\n /**\n * @description Leverage for the trading pair\n */\n leverage: number;\n /**\n * @description Base initial margin rate\n */\n baseIMR: number;\n /**\n * @description IMR calculation factor\n */\n IMR_Factor: number;\n /**\n * @description Mark price\n */\n markPrice: number;\n /**\n * @description Current position quantity (positive for long, negative for short)\n */\n positionQty: number;\n /**\n * @description Pending long orders (excluding current order)\n */\n pendingLongOrders: Array<{ referencePrice: number; quantity: number }>;\n /**\n * @description Pending sell orders (excluding current order)\n */\n pendingSellOrders: Array<{ referencePrice: number; quantity: number }>;\n /**\n * @description Already frozen margin for long orders\n */\n isoOrderFrozenLong: number;\n /**\n * @description Already frozen margin for short orders\n */\n isoOrderFrozenShort: number;\n /**\n * @description Maximum notional value for the symbol\n */\n symbolMaxNotional: number;\n /**\n * @description Precision threshold for binary search (default: 1)\n */\n epsilon?: number;\n /**\n * @description Fee buffer reserved in isolated frozen margin (default: 0.0006)\n */\n isoTakerFeeBuffer?: number;\n}): number {\n const {\n orderSide,\n currentOrderReferencePrice,\n availableBalance,\n leverage,\n IMR_Factor,\n markPrice,\n positionQty,\n pendingLongOrders,\n pendingSellOrders,\n symbolMaxNotional,\n epsilon = 1,\n isoTakerFeeBuffer = IsoTakerFeeBuffer,\n } = inputs;\n\n const marginRate = isolatedMarginRate({ leverage, isoTakerFeeBuffer });\n\n // Calculate max_notional\n const maxNotional = Math.min(\n new Decimal(1)\n .div(new Decimal(leverage).mul(IMR_Factor))\n .pow(5 / 4)\n .toNumber(),\n symbolMaxNotional,\n );\n\n // Handle BUY orders\n if (orderSide === OrderSide.BUY) {\n if (positionQty >= 0) {\n // Long position or no position - use simplified formula\n const pendingLongNotional = pendingLongOrders.reduce(\n (acc, order) =>\n acc +\n new Decimal(order.referencePrice).mul(order.quantity).toNumber(),\n 0,\n );\n const maxQtyByBalance = new Decimal(availableBalance)\n .div(marginRate)\n .div(currentOrderReferencePrice)\n .mul(MaxQtySafetyFactor)\n .toNumber();\n const maxQtyByNotional = new Decimal(maxNotional)\n .sub(new Decimal(markPrice).mul(positionQty))\n .sub(pendingLongNotional)\n .div(currentOrderReferencePrice)\n .toNumber();\n return Math.max(0, Math.min(maxQtyByBalance, maxQtyByNotional));\n } else {\n // Short position - use binary search\n return maxQtyIsolatedBinarySearch(\n {\n currentOrderReferencePrice,\n availableBalance,\n leverage,\n baseIMR: inputs.baseIMR,\n IMR_Factor,\n positionQty,\n pendingLongOrders,\n pendingSellOrders,\n isoOrderFrozenLong: inputs.isoOrderFrozenLong,\n isoOrderFrozenShort: inputs.isoOrderFrozenShort,\n isoTakerFeeBuffer,\n },\n maxNotional,\n epsilon,\n OrderSide.BUY,\n );\n }\n } else {\n // SELL orders\n if (positionQty <= 0) {\n // Short position or no position - use simplified formula\n const pendingSellNotional = pendingSellOrders.reduce(\n (acc, order) =>\n acc +\n new Decimal(order.referencePrice).mul(order.quantity).toNumber(),\n 0,\n );\n const maxQtyByBalance = new Decimal(availableBalance)\n .div(marginRate)\n .div(currentOrderReferencePrice)\n .mul(MaxQtySafetyFactor)\n .toNumber();\n // Use abs(position_qty) for short positions\n const maxQtyByNotional = new Decimal(maxNotional)\n .sub(new Decimal(markPrice).mul(Math.abs(positionQty)))\n .sub(pendingSellNotional)\n .div(currentOrderReferencePrice)\n .toNumber();\n return Math.max(0, Math.min(maxQtyByBalance, maxQtyByNotional));\n } else {\n // Long position - use binary search\n return maxQtyIsolatedBinarySearch(\n {\n currentOrderReferencePrice,\n availableBalance,\n leverage,\n baseIMR: inputs.baseIMR,\n IMR_Factor,\n positionQty,\n pendingLongOrders,\n pendingSellOrders,\n isoOrderFrozenLong: inputs.isoOrderFrozenLong,\n isoOrderFrozenShort: inputs.isoOrderFrozenShort,\n isoTakerFeeBuffer,\n },\n maxNotional,\n epsilon,\n OrderSide.SELL,\n );\n }\n }\n}\n\n/**\n * Binary search algorithm for calculating maxQtyIsolated in reverse position scenarios\n * @param inputs Input parameters\n * @param maxNotional Maximum notional value\n * @param epsilon Precision threshold\n * @param orderSide Order side (BUY or SELL)\n * @returns Maximum tradeable quantity\n */\nfunction maxQtyIsolatedBinarySearch(\n inputs: {\n currentOrderReferencePrice: number;\n availableBalance: number;\n leverage: number;\n baseIMR: number;\n IMR_Factor: number;\n positionQty: number;\n pendingLongOrders: Array<{ referencePrice: number; quantity: number }>;\n pendingSellOrders: Array<{ referencePrice: number; quantity: number }>;\n isoOrderFrozenLong: number;\n isoOrderFrozenShort: number;\n isoTakerFeeBuffer: number;\n },\n maxNotional: number,\n epsilon: number,\n orderSide: OrderSide,\n): number {\n const {\n currentOrderReferencePrice,\n availableBalance,\n leverage,\n positionQty,\n pendingLongOrders,\n pendingSellOrders,\n isoOrderFrozenLong,\n isoOrderFrozenShort,\n isoTakerFeeBuffer,\n } = inputs;\n // baseIMR and IMR_Factor are kept in the interface for future use but not currently used in binary search\n // eslint-disable-next-line @typescript-eslint/no-unused-vars\n const _baseIMR = inputs.baseIMR;\n // eslint-disable-next-line @typescript-eslint/no-unused-vars\n const _IMR_Factor = inputs.IMR_Factor;\n\n // Calculate sum of pending orders quantity\n const pendingOrdersQty =\n orderSide === OrderSide.BUY\n ? pendingLongOrders.reduce((acc, order) => acc + order.quantity, 0)\n : pendingSellOrders.reduce((acc, order) => acc + order.quantity, 0);\n\n // Initialize search interval\n let left = Math.max(0, Math.max(0, Math.abs(positionQty)) - pendingOrdersQty);\n let right = new Decimal(maxNotional)\n .div(currentOrderReferencePrice)\n .add(Math.abs(positionQty))\n .toNumber();\n\n // Binary search (max 30 iterations)\n for (let i = 0; i < 30; i++) {\n const mid = (left + right) / 2;\n\n const pendingOrders =\n orderSide === OrderSide.BUY ? pendingLongOrders : pendingSellOrders;\n const existingFrozen =\n orderSide === OrderSide.BUY ? isoOrderFrozenLong : isoOrderFrozenShort;\n const totalOrderNotional = pendingOrders.reduce(\n (acc, order) =>\n acc.add(new Decimal(order.referencePrice).mul(order.quantity)),\n new Decimal(mid).mul(currentOrderReferencePrice),\n );\n const orderFrozen = totalOrderNotional\n .mul(isolatedMarginRate({ leverage, isoTakerFeeBuffer }))\n .sub(existingFrozen);\n\n // Calculate open notional after order execution\n const newPositionQty =\n orderSide === OrderSide.BUY ? positionQty + mid : positionQty - mid;\n const openNotional = new Decimal(Math.abs(newPositionQty)).mul(\n currentOrderReferencePrice,\n );\n\n // Check conditions\n const frozenOk = orderFrozen.lte(availableBalance);\n const notionalOk = openNotional.lte(maxNotional);\n\n if (frozenOk && notionalOk) {\n left = mid;\n // Early termination if precision is reached\n if (new Decimal(availableBalance).sub(orderFrozen).lte(epsilon)) {\n break;\n }\n } else {\n right = mid;\n }\n }\n\n return Math.max(0, left);\n}\n","import { API } from \"@orderly.network/types\";\nimport { Decimal, zero } from \"@orderly.network/utils\";\n\n/**\n * total margin ratio\n */\nexport function totalMarginRatio(\n inputs: {\n totalCollateral: number;\n markPrices: { [key: string]: number };\n positions: API.Position[];\n },\n dp?: number,\n): number {\n const { totalCollateral, markPrices, positions } = inputs;\n\n if (totalCollateral === 0) {\n return 0;\n }\n\n const totalCollateralDecimal = new Decimal(totalCollateral);\n\n const totalPositionNotional = positions.reduce((acc, cur) => {\n const markPrice = markPrices[cur.symbol] || 0;\n return acc.add(new Decimal(cur.position_qty).mul(markPrice).abs());\n }, zero);\n\n if (totalPositionNotional.eq(zero)) {\n return 0;\n }\n\n return totalCollateralDecimal.div(totalPositionNotional).toNumber();\n}\n","import { Decimal } from \"@orderly.network/utils\";\n\n/**\n * @formulaId totalUnrealizedROI\n * @name Total Unrealized ROI\n * @formula Total Unrealized ROI = Total Unrealized PNL / ( Total Value - Total Unrealized PNL ) * 100%\n * @description\n *\n * ## Definition\n *\n * **Total Unrealized PNL** = Sum of unrealized profit and loss for all current positions of the user\n *\n * **Total Value** = User's total asset value (denominated in USDC), including assets that cannot be used as collateral\n *\n * ## Example\n *\n * ```\n * Total Unrealized ROI = 200.53 / ( 2982.66 - 200.53 ) * 100% = 7.21%\n * Total Unrealized PNL = 200.53\n * Total Value = 2982.66\n * ```\n */\nexport function totalUnrealizedROI(inputs: {\n totalUnrealizedPnL: number;\n totalValue: number;\n}) {\n const { totalUnrealizedPnL, totalValue } = inputs;\n\n return new Decimal(totalUnrealizedPnL)\n .div(totalValue - totalUnrealizedPnL)\n .toNumber();\n}\n","/**\n * current account leverage\n */\nexport function currentLeverage(totalMarginRatio: number) {\n if (totalMarginRatio === 0) {\n return 0;\n }\n return 1 / totalMarginRatio;\n}\n","import { Decimal } from \"@orderly.network/utils\";\n\nexport function availableBalance(inputs: {\n USDCHolding: number;\n unsettlementPnL: number;\n}) {\n const { USDCHolding, unsettlementPnL } = inputs;\n\n return new Decimal(USDCHolding).add(unsettlementPnL).toNumber();\n}\n\n/**\n * @formulaId availableBalanceForIsolatedMargin\n * @name Available Balance for Isolated Margin\n * @formula availableBalanceForIsolatedMargin = max(0, min(USDC_balance, free_collateral - max(total_cross_unsettled_pnl, 0)))\n * @description\n *\n * ## Definition\n *\n * max(0, min(USDC_balance, free_collateral - max(total_cross_unsettled_pnl, 0))), where\n *\n * **USDC_balance** = User's USDC balance\n *\n * **free_collateral** = Available collateral in the user's account (for cross margin trading)\n *\n * **total_cross_unsettled_pnl** = sum( unsettled_PNL_i ) across all cross margin positions\n */\nexport function availableBalanceForIsolatedMargin(inputs: {\n USDCHolding: number;\n totalCrossUnsettledPnL: number;\n freeCollateral: number;\n}): number {\n return Math.max(\n 0,\n Math.min(\n inputs.USDCHolding,\n new Decimal(inputs.freeCollateral)\n .sub(Math.max(inputs.totalCrossUnsettledPnL, 0))\n .toNumber(),\n ),\n );\n}\n","import { Decimal } from \"@orderly.network/utils\";\n\n/**\n * @formulaId mmr\n * @name Total Maintenance Margin Ratio\n * @formula Total Maintenance Margin Ratio = sum(Position maintenance margin) / total_position_notional * 100%, total_position_notional = sum(abs(position_qty_i * mark_price_i))\n * @description\n *\n * ## Definition\n *\n * **Total Maintenance Margin Ratio** = User's account maintenance margin ratio\n *\n * **sum(Position maintenance margin)** = Total maintenance margin of all user positions (denominated in USDC)\n *\n * **total_position_notional** = Sum of notional value of current positions\n *\n * **position_qty_i** = Position quantity for a single symbol\n *\n * **mark_price_i** = Mark price for a single symbol\n *\n * ## Example\n *\n * ```\n * Total Margin Ratio = 505.61 / 10112.43 * 100% = 4.99988628%\n * total_position_notional = 10112.43\n * abs(BTC position notional) = 5197.2\n * abs(ETH position notional) = 4915.23\n * sum(Position maintenance margin) = 505.61\n * BTC position MM = 259.86\n * ETH position MM = 245.75\n * ```\n *\n * @param inputs AccountMMRInputs\n * @returns number|null\n */\nexport function MMR(inputs: {\n // Total Maintenance Margin of all positions of the user (USDC)\n positionsMMR: number;\n /**\n * Notional sum of all positions,\n * positions.totalNotional()\n */\n positionsNotional: number;\n}): number | null {\n // If the user does not have any positions, return null\n if (inputs.positionsNotional === 0) {\n return null;\n }\n if (inputs.positionsMMR === 0) {\n return null;\n }\n return new Decimal(inputs.positionsMMR)\n .div(inputs.positionsNotional)\n .toNumber();\n}\n","import { Decimal } from \"@orderly.network/utils\";\nimport { IMRFactorPower } from \"../constants\";\n\nexport const collateralRatio = (params: {\n baseWeight: number;\n discountFactor: number | null;\n collateralQty: number;\n collateralCap: number;\n indexPrice: number;\n}) => {\n const {\n baseWeight,\n discountFactor,\n collateralQty,\n collateralCap,\n indexPrice,\n } = params;\n\n // if collateralCap is -1, it means the collateral is unlimited\n const cap = collateralCap === -1 ? collateralQty : collateralCap;\n\n const K = new Decimal(1.2);\n const DCF = new Decimal(discountFactor || 0);\n const qty = new Decimal(Math.min(collateralQty, cap));\n\n const notionalAbs = qty.mul(indexPrice).abs();\n const dynamicWeight = DCF.mul(notionalAbs.toPower(IMRFactorPower));\n const result = K.div(new Decimal(1).add(dynamicWeight));\n\n return result.lt(baseWeight) ? result : new Decimal(baseWeight);\n};\n\n/** collateral_value_i = min(collateral_qty_i , collateral_cap_i) * weight_i * index_price_i */\nexport const collateralContribution = (params: {\n collateralQty: number;\n collateralCap: number;\n collateralRatio: number;\n indexPrice: number;\n}) => {\n const { collateralQty, collateralCap, collateralRatio, indexPrice } = params;\n\n // if collateralCap is -1, it means the collateral is unlimited\n const cap = collateralCap === -1 ? collateralQty : collateralCap;\n\n return new Decimal(Math.min(collateralQty, cap))\n .mul(collateralRatio)\n .mul(indexPrice)\n .toNumber();\n};\n","import { Decimal, zero } from \"@orderly.network/utils\";\n\nexport const LTV = (params: {\n usdcBalance: number;\n upnl: number;\n assets: Array<{ qty: number; indexPrice: number; weight: number }>;\n}) => {\n const { usdcBalance, upnl, assets } = params;\n\n const usdcLoss = new Decimal(Math.min(usdcBalance, 0)).abs();\n const upnlLoss = new Decimal(Math.min(upnl, 0)).abs();\n const numerator = usdcLoss.add(upnlLoss);\n\n const collateralSum = assets.reduce((acc, asset) => {\n return acc.add(\n new Decimal(Math.max(asset.qty, 0))\n .mul(new Decimal(asset.indexPrice))\n .mul(new Decimal(asset.weight)),\n );\n }, zero);\n\n const denominator = collateralSum.add(new Decimal(Math.max(upnl, 0)));\n\n if (numerator.isZero() || denominator.isZero()) {\n return 0;\n }\n\n return numerator.div(denominator).toNumber();\n};\n","import { Decimal, zero } from \"@orderly.network/utils\";\n\n/**\n * max(0, min(USDC_balance, free_collateral - max(upnl, 0)))\n */\nexport const maxWithdrawalUSDC = (inputs: {\n USDCBalance: number;\n freeCollateral: Decimal;\n upnl: number;\n}) => {\n const { USDCBalance, freeCollateral, upnl } = inputs;\n const value = Math.min(\n new Decimal(USDCBalance).toNumber(),\n new Decimal(freeCollateral).sub(Math.max(upnl, 0)).toNumber(),\n );\n return Math.max(0, value);\n};\n\n/**\n *\n * Other collateral: min(collateral_qty_i, free_collateral / (index_price_i × weight_i)\n * Other collateral with negative USDC: min(collateral_qty_i, free_collateral / (index_price_i × (1 + buffer) × weight_i)\n * buffer: 0.2%\n */\nexport const maxWithdrawalOtherCollateral = (inputs: {\n USDCBalance: number;\n collateralQty: number;\n freeCollateral: Decimal;\n indexPrice: number;\n weight: Decimal;\n}) => {\n const { USDCBalance, collateralQty, freeCollateral, indexPrice, weight } =\n inputs;\n const usdcBalance = new Decimal(USDCBalance);\n const denominator = usdcBalance.isNegative()\n ? new Decimal(indexPrice).mul(weight).mul(new Decimal(1).add(0.002))\n : new Decimal(indexPrice).mul(weight);\n if (denominator.isZero()) {\n return zero;\n }\n const qty = new Decimal(collateralQty);\n const maxQtyByValue = new Decimal(freeCollateral).div(denominator);\n return maxQtyByValue.lt(qty) ? maxQtyByValue : qty;\n};\n\nexport const calcMinimumReceived = (inputs: {\n amount: number;\n slippage: number;\n}) => {\n const { amount, slippage } = inputs;\n const slippageRatio = new Decimal(slippage).div(100);\n return new Decimal(amount)\n .mul(new Decimal(1).minus(slippageRatio))\n .toNumber();\n};\n","import { availableBalanceForIsolatedMargin } from \"./availableBalance\";\n\n/**\n * @formulaId maxAdd\n * @name Maximum Margin Addition for Isolated Position\n * @formula max_add = max(0, min(USDC_balance, free_collateral - max(total_cross_unsettled_pnl, 0)))\n * @description\n *\n * ## Definition\n *\n * **max_add**: Maximum amount of margin that can be added to an isolated margin position\n *\n * **USDC_balance**: User's USDC balance\n *\n * **free_collateral**: Available collateral in the user's account (for cross margin trading)\n *\n * **total_cross_unsettled_pnl**: Total unsettled PNL from cross margin positions only\n *\n * ## Business Rules\n *\n * - Maximum add amount cannot exceed available USDC balance\n * - Maximum add amount cannot exceed free collateral minus cross margin unrealized profit\n * - Cross margin unrealized profit reduces available funds for adding isolated margin\n *\n * ## Example\n *\n * ```\n * USDC_balance = 500\n * free_collateral = 300\n * total_cross_unsettled_pnl = 100 (profit)\n * max_add = max(0, min(500, 300 - max(100, 0))) = max(0, min(500, 200)) = 200\n * ```\n *\n * @param inputs Input parameters for calculating maximum margin addition\n * @returns Maximum margin that can be added (in USDC)\n */\nexport function maxAdd(inputs: {\n /**\n * @description USDC balance\n */\n USDCHolding: number;\n /**\n * @description Free collateral (available for cross margin trading)\n */\n freeCollateral: number;\n /**\n * @description Total cross margin unsettled PNL\n */\n totalCrossUnsettledPnL: number;\n}): number {\n return availableBalanceForIsolatedMargin(inputs);\n}\n\n/**\n * @formulaId maxReduce\n * @name Maximum Margin Reduction for Isolated Position\n * @formula max_reduce = max(0, isolated_position_margin - position_notional * imr + min(0, position_unsettled_pnl))\n * @description\n *\n * ## Definition\n *\n * **max_reduce**: Maximum amount of margin that can be reduced from an isolated margin position\n *\n * **isolated_position_margin**: Current margin allocated to the isolated position\n *\n * **position_notional**: Notional value of the isolated position\n *\n * **imr**: Initial margin rate for the isolated position\n *\n * **position_unsettled_pnl**: Unrealized PNL of the isolated position\n *\n * ## Business Rules\n *\n * - Maximum reduce amount cannot exceed current isolated position margin\n * - Unrealized losses increase the maximum reducible amount\n * - Position notional and IMR determine the minimum required margin\n *\n * ## Example\n *\n * ```\n * isolated_position_margin = 1000\n * position_notional = 5000\n * imr = 0.02\n * position_unsettled_pnl = -100 (loss)\n * max_reduce = max(0, 1000 - 5000 * 0.02 + min(0, -100)) = max(0, 1000 - 100 - 100) = 800\n * ```\n *\n * @param inputs Input parameters for calculating maximum margin reduction\n * @returns Maximum margin that can be reduced (in USDC)\n */\nexport function maxReduce(inputs: {\n /**\n * @description Current margin allocated to the isolated position\n */\n isolatedPositionMargin: number;\n /**\n * @description Notional value of the isolated position\n */\n positionNotional: number;\n /**\n * @description Initial margin rate for the isolated position\n */\n imr: number;\n /**\n * @description Unrealized PNL of the isolated position\n */\n positionUnsettledPnL: number;\n}): number {\n const {\n isolatedPositionMargin,\n positionNotional,\n imr,\n positionUnsettledPnL,\n } = inputs;\n\n const minRequiredMargin = positionNotional * imr;\n const pnlAdjustment = Math.min(0, positionUnsettledPnL);\n\n return Math.max(\n 0,\n isolatedPositionMargin - minRequiredMargin + pnlAdjustment,\n );\n}\n","import {\n OrderSide,\n OrderType,\n API as orderUtils,\n} from \"@orderly.network/types\";\nimport { Decimal, getTPSLDirection, zero } from \"@orderly.network/utils\";\nimport { IMRFactorPower, IsoTakerFeeBuffer } from \"./constants\";\n\n// ============ Backward Compatibility Types ============\n/** @deprecated Use inline type or the new input type instead */\nexport type EstimatedLiquidationPriceInputs = {\n totalCollateral: number;\n markPrice: number;\n baseMMR: number;\n baseIMR: number;\n IMR_Factor: number;\n orderFee: number;\n positions: Pick<\n orderUtils.PositionExt,\n \"position_qty\" | \"mark_price\" | \"symbol\" | \"mmr\"\n >[];\n newOrder: {\n symbol: string;\n qty: number;\n price: number;\n };\n};\n\n/** @deprecated Use inline type or the new input type instead */\nexport type EstimatedLeverageInputs = {\n totalCollateral: number;\n positions: Pick<\n orderUtils.PositionExt,\n \"position_qty\" | \"mark_price\" | \"symbol\" | \"mmr\"\n >[];\n newOrder: {\n symbol: string;\n qty: number;\n price: number;\n };\n};\n// ====================================================\n\n/**\n * Maximum price when placing an order\n */\nexport function maxPrice(markprice: number, range: number) {\n return markprice * (1 + range);\n}\n\n/**\n * Minimum price when placing an order\n */\nexport function minPrice(markprice: number, range: number) {\n return markprice * (1 - range);\n}\n\n/**\n * Scope price when placing an order\n * @returns number\n */\nexport function scopePrice(\n price: number,\n scope: number,\n side: \"BUY\" | \"SELL\",\n): number {\n if (side === \"BUY\") {\n return price * (1 - scope);\n }\n return price * (1 + scope);\n}\n\n/**\n * Calculate the order fee\n */\nexport function orderFee(inputs: {\n /**\n * Order quantity\n */\n qty: number;\n price: number;\n futuresTakeFeeRate: number;\n}): number {\n return new Decimal(inputs.qty)\n .mul(inputs.price)\n .mul(inputs.futuresTakeFeeRate)\n .toNumber();\n}\n\n/**\n * Calculate reference price for a **new order** based on business rules.\n *\n * The reference price is used by risk / margin formulas as the effective\n * execution price when the user is preparing a new order.\n *\n * Business rules (simplified):\n *\n * - LIMIT\n * - BUY: `reference = limit_price`\n * - SELL: `reference = max(limit_price, Bid1)`\n * - If `limit_price` is not provided: same as MARKET\n *\n * - MARKET\n * - BUY: `reference = Ask1`\n * - SELL: `reference = Bid1`\n *\n * - STOP MARKET\n * - If `stop_price` provided: `reference = stop_price`\n * - Else: same as MARKET\n *\n * - STOP LIMIT\n * - If `limit_price` provided: `reference = limit_price`\n * - Else: same as MARKET\n *\n * - TRAILING STOP\n * - If `trigger_price` provided: `reference = trigger_price`\n * - Else: same as MARKET\n *\n * - BBO (LIMIT with ASK / BID as `orderTypeExt`)\n * - BUY + ASK => `reference = Ask1`\n * - SELL + BID => `reference = Bid1`\n * - BUY + BID => `reference = Bid1`\n * - SELL + ASK => `reference = Ask1`\n *\n * @param order Lightweight description of the new order\n * @param askPrice Ask1 price from orderbook\n * @param bidPrice Bid1 price from orderbook\n * @returns Reference price or null if it cannot be determined\n */\nexport function getOrderReferencePrice(\n order: {\n /**\n * @description Order type (e.g. LIMIT, MARKET, STOP_LIMIT, STOP_MARKET, TRAILING_STOP, ASK, BID)\n */\n orderType: OrderType;\n /**\n * @description Extended order type for BBO orders (ASK / BID as LIMIT extensions)\n */\n orderTypeExt?: OrderType;\n /**\n * @description Order side (BUY or SELL)\n */\n side: OrderSide;\n /**\n * @description User input LIMIT price (for LIMIT / STOP_LIMIT orders)\n */\n limitPrice?: number;\n /**\n * @description Trigger price (for STOP_MARKET / STOP_LIMIT / TRAILING_STOP orders)\n */\n triggerPrice?: number;\n },\n askPrice: number,\n bidPrice: number,\n): number | null {\n /**\n * Helper: get MARKET-style reference price using best bid/ask.\n */\n const getMarketRefPrice = (): number | null => {\n if (order.side === OrderSide.BUY) {\n return askPrice > 0 ? askPrice : null;\n }\n return bidPrice > 0 ? bidPrice : null;\n };\n\n const isValidPrice = (price?: number): price is number =>\n typeof price === \"number\" && Number.isFinite(price) && price > 0;\n\n const { orderType, orderTypeExt, side } = order;\n const limitPrice = isValidPrice(order.limitPrice)\n ? order.limitPrice\n : undefined;\n const triggerPrice = isValidPrice(order.triggerPrice)\n ? order.triggerPrice\n : undefined;\n\n // ---- BBO orders (LIMIT + ASK/BID extension) ----\n if (\n orderType === OrderType.LIMIT &&\n (orderTypeExt === OrderType.ASK || orderTypeExt === OrderType.BID)\n ) {\n // BID / ASK reference rules\n if (side === OrderSide.BUY) {\n // BUY ASK / BUY BID\n return orderTypeExt === OrderType.ASK\n ? isValidPrice(askPrice)\n ? askPrice\n : null\n : isValidPrice(bidPrice)\n ? bidPrice\n : null;\n }\n\n // SELL ASK / SELL BID\n return orderTypeExt === OrderType.ASK\n ? isValidPrice(askPrice)\n ? askPrice\n : null\n : isValidPrice(bidPrice)\n ? bidPrice\n : null;\n }\n\n switch (orderType) {\n case OrderType.LIMIT:\n case OrderType.IOC:\n case OrderType.FOK:\n case OrderType.POST_ONLY: {\n // LIMIT-family orders follow the same reference rules\n if (!limitPrice) {\n // No limit price yet -> behave as MARKET order\n return getMarketRefPrice();\n }\n\n if (side === OrderSide.BUY) {\n // LIMIT BUY: reference = limit price\n return limitPrice;\n }\n\n // LIMIT SELL: reference = max(limit_price, Bid1)\n const effectiveBid = isValidPrice(bidPrice) ? bidPrice : 0;\n return Math.max(limitPrice, effectiveBid);\n }\n\n case OrderType.MARKET: {\n return getMarketRefPrice();\n }\n\n case OrderType.STOP_MARKET: {\n if (triggerPrice) {\n // STOP price explicitly provided\n return triggerPrice;\n }\n // Same as MARKET when stop price not provided\n return getMarketRefPrice();\n }\n\n case OrderType.STOP_LIMIT: {\n if (limitPrice) {\n // Use LIMIT price for both BUY / SELL\n return limitPrice;\n }\n // Same as MARKET when limit price not provided\n return getMarketRefPrice();\n }\n\n case OrderType.TRAILING_STOP: {\n if (triggerPrice) {\n return triggerPrice;\n }\n // Fallback: behave as MARKET when trigger not defined yet\n return getMarketRefPrice();\n }\n\n default:\n // For unsupported order types we do not guess a reference price\n return null;\n }\n}\n\n/**\n * @formulaId estLiqPriceIsolated\n * @name Est. Position liq. Price (Isolated Margin)\n * @description\n * Estimate the liquidation price for an isolated-margin position after placing a new order.\n *\n * The underlying formula is:\n *\n * \\[\n * liquidation\\_price =\n * \\frac{\n * isolated\\_position\\_margin' - cost\\_position' - funding\\_adjustment\n * }{\n * |position\\_qty'| \\cdot MMR' - position\\_qty'\n * }\n * \\]\n *\n * Where:\n * - `position_qty' = positionQty + orderSide * orderQty`\n * - `funding_adjustment = position_qty' * (sumUnitaryFunding - lastSumUnitaryFunding)`\n * - `MMR' = max(baseMMR, (baseMMR / baseIMR) * IMR_Factor * abs(position_qty' * reference_price)^(4/5))`\n *\n * Notes:\n * - This function only considers a **single isolated position** (no cross-margin collateral or other symbols).\n * - `newOrder.qty > 0` is treated as a BUY, `newOrder.qty < 0` as a SELL.\n *\n * @param inputs Estimation inputs for isolated-margin liquidation price\n * @returns Estimated liquidation price (in quote currency), or 0 when invalid / no position\n */\nexport function estLiqPriceIsolated(inputs: {\n /**\n * @description Current isolated margin of the position\n */\n isolatedPositionMargin: number;\n /**\n * @description Current position cost (qty * average entry price)\n */\n costPosition: number;\n /**\n * @description Current position quantity (positive for long, negative for short)\n */\n positionQty: number;\n /**\n * @description Current cumulative unitary funding\n */\n sumUnitaryFunding: number;\n /**\n * @description Last cumulative unitary funding at the last settlement\n */\n lastSumUnitaryFunding: number;\n /**\n * @description Current mark price of the symbol\n */\n markPrice: number;\n /**\n * @description Base maintenance margin rate\n */\n baseMMR: number;\n /**\n * @description Base initial margin rate\n */\n baseIMR: number;\n /**\n * @description IMR calculation factor\n */\n IMR_Factor: number;\n /**\n * @description Leverage for this isolated position\n */\n leverage: number;\n /**\n * @description Fee buffer reserved in isolated margin estimates (default: 0.0006)\n */\n isoTakerFeeBuffer?: number;\n /**\n * @description New order information used for estimation\n */\n newOrder: {\n /**\n * @description Symbol of the order (kept for interface consistency)\n */\n symbol: string;\n /**\n * @description Order quantity (positive for BUY, negative for SELL)\n */\n qty: number;\n /**\n * @description Order price (reference price when opening / adding / flipping)\n */\n price: number;\n };\n}): number {\n const {\n isolatedPositionMargin,\n costPosition,\n positionQty,\n sumUnitaryFunding,\n lastSumUnitaryFunding,\n markPrice,\n baseMMR,\n baseIMR,\n IMR_Factor: IMRFactor,\n leverage,\n isoTakerFeeBuffer = IsoTakerFeeBuffer,\n newOrder,\n } = inputs;\n\n // newOrder.qty is signed: positive for BUY, negative for SELL\n const signedOrderQty = newOrder?.qty ?? 0;\n\n // Calculate new position quantity after order execution\n const newPositionQty = positionQty + signedOrderQty;\n\n // No position after order execution - cannot compute liquidation price\n if (newPositionQty === 0) {\n return 0;\n }\n\n // Reference price for margin/cost calculations\n const orderRefPrice = newOrder?.price ?? markPrice;\n\n // Validate reference prices\n if (markPrice <= 0 || (signedOrderQty !== 0 && orderRefPrice <= 0)) {\n return 0;\n }\n\n // Helper: check if two values have the same sign (both positive or both negative)\n const isSameSign = (a: number, b: number) =>\n (a > 0 && b > 0) || (a < 0 && b < 0);\n\n // Determine order scenario based on position and order relationship\n type OrderScenario = \"NO_ORDER\" | \"OPEN_ADD\" | \"REDUCE\" | \"FLIP\";\n const getScenario = (): OrderScenario => {\n if (signedOrderQty === 0) return \"NO_ORDER\";\n if (positionQty === 0 || isSameSign(signedOrderQty, positionQty))\n return \"OPEN_ADD\";\n if (isSameSign(positionQty, newPositionQty)) return \"REDUCE\";\n return \"FLIP\";\n };\n\n // Pre-compute Decimal instances to avoid redundant allocations\n const decNewPositionQty = new Decimal(newPositionQty);\n const decAbsNewPositionQty = decNewPositionQty.abs();\n const decCostPosition = new Decimal(costPosition);\n const decIsolatedMargin = new Decimal(isolatedPositionMargin);\n const decOrderCost = new Decimal(signedOrderQty).mul(orderRefPrice);\n const getMarginRate = () =>\n new Decimal(1).div(leverage).add(isoTakerFeeBuffer);\n\n // Calculate isolated_position_margin' and cost_position' based on scenario\n let newIsolatedPositionMargin: Decimal;\n let newCostPosition: Decimal;\n\n switch (getScenario()) {\n case \"NO_ORDER\":\n // Use current values unchanged\n newIsolatedPositionMargin = decIsolatedMargin;\n newCostPosition = decCostPosition;\n break;\n\n case \"OPEN_ADD\":\n // Add margin based on order notional with isolated fee buffer.\n newIsolatedPositionMargin = decIsolatedMargin.add(\n new Decimal(Math.abs(signedOrderQty))\n .mul(orderRefPrice)\n .mul(getMarginRate()),\n );\n newCostPosition = decCostPosition.add(decOrderCost);\n break;\n\n case \"REDUCE\":\n // Margin proportionally reduced based on remaining position ratio\n newIsolatedPositionMargin = decIsolatedMargin\n .mul(newPositionQty)\n .div(positionQty);\n newCostPosition = decCostPosition.add(decOrderCost);\n break;\n\n case \"FLIP\":\n // Completely new position in opposite direction\n newIsolatedPositionMargin = decAbsNewPositionQty\n .mul(orderRefPrice)\n .mul(getMarginRate());\n newCostPosition = decNewPositionQty.mul(orderRefPrice);\n break;\n }\n\n // Calculate funding adjustment: position_qty' * (sumUnitaryFunding - lastSumUnitaryFunding)\n const fundingAdjustment = decNewPositionQty.mul(\n new Decimal(sumUnitaryFunding).sub(lastSumUnitaryFunding),\n );\n\n // Calculate MMR' based on new position notional (using mark price for MMR calculation)\n const newPositionNotional = decAbsNewPositionQty.mul(markPrice);\n const dynamicMMR = new Decimal(baseMMR)\n .div(baseIMR)\n .mul(IMRFactor)\n .mul(newPositionNotional.toPower(IMRFactorPower))\n .toNumber();\n const newMMR = Math.max(baseMMR, dynamicMMR);\n\n // Calculate denominator: abs(position_qty') * MMR' - position_qty'\n const denominator = decAbsNewPositionQty.mul(newMMR).sub(decNewPositionQty);\n\n if (denominator.isZero()) {\n return 0;\n }\n\n // Calculate liquidation price: (margin' - cost' - funding) / denominator\n const liquidationPrice = newIsolatedPositionMargin\n .sub(newCostPosition)\n .sub(fundingAdjustment)\n .div(denominator)\n .toNumber();\n\n return Math.max(0, liquidationPrice);\n}\n\n/**\n * @formulaId estLiqPrice\n * @name Est. Position liq. Price\n * @description\n *\n * ## When user has positions:\n *\n * ```\n * Est. liq. Position Price = max(mark_price_i + (total_collateral_value - new_total_MM - order_fee) / (abs(position_qty_i + new_order_qty_i) * new_MMRi - (position_qty_i + new_order_qty_i)), 0)\n * ```\n *\n * ## When user has no positions:\n *\n * ```\n * Est. liq. Position Price = max(order_price_i + (total_collateral_value - new_total_MM - order_fee) / (abs(position_qty_i + new_order_qty_i) * new_MMRi - (position_qty_i + new_order_qty_i)), 0)\n * ```\n *\n * ## Formula Components:\n *\n * - `order_fee = new_order_qty_i * order_price_i * futures_take_fee_rate`\n * - `new_total_MM = sum(abs(position_qty_i * mark_price_i + new_order_qty_i * order_price_i)) * MMRi)`\n * - `new_MMRi = Max(Base_MMR_i, (Base_MMR_i / Base_IMR_i) * IMR_Factor_i * Abs(position_qty_i * mark_price_i + new_order_qty_i * limit_price_i)^(4/5))`\n *\n * ## Order Price Determination:\n *\n * ### Market Order:\n * - **Long order**: `order_price_i = ask0`\n * - **Short order**: `order_price_i = bid0`\n *\n * ### Limit Order:\n *\n * #### Long order:\n * - If `limit_price >= ask0`: `order_price_i = ask0`\n * - If `limit_price < ask0`: `order_price_i = limit_price`\n *\n * #### Short order:\n * - If `limit_price <= bid0`: `order_price_i = bid0`\n * - If `limit_price > bid0`: `order_price_i = limit_price`\n *\n * ## Parameter Definitions:\n *\n * | Parameter | Description |\n * |-----------|-------------|\n * | `Est. Position liq. Price` | Estimated liquidation price for the position |\n * | `position_qty_i` | Position quantity for a single symbol |\n * | `mark_price_i` | Mark price for a single symbol |\n * | `total_collateral_value` | Total asset value of user's account margin (USDC denominated) |\n * | `new_order_qty_i` | Symbol quantity when user prepares to open position (positive for long, negative for short) |\n * | `new_total_MM` | Sum of current position maintenance margin (including prepared order maintenance margin) |\n * | `new_MMR_i` | Maintenance margin rate for a single symbol (including prepared order notional consideration) |\n * | `Base_MMR_i` | Base maintenance margin rate for a single symbol |\n * | `Base_IMR_i` | Base initial margin rate for a single symbol |\n * | `IMR_Factor_i` | IMR calculation factor for a single symbol, from v1/client/info |\n * | `Position_Notional_i` | Sum of position notional for a single symbol |\n * | `order_fee` | Estimated order fee when user prepares to open position |\n * | `futures_take_fee_rate` | User's futures take fee rate, from GET /v1/client/info |\n * | `order_price_i` | Estimated execution price when user prepares to open position |\n * | `limit_price` | Price entered by user when preparing to open position |\n * | `ask0` | Minimum ask price from orderbook |\n * | `bid0` | Maximum bid price from orderbook |\n *\n * ## Examples:\n *\n * ### Market Order Example:\n * Long BTC qty = 0.1, mark price = 25986.2, ask0 = 26000, BTC position_qty_i = 0.2, ETH position_qty_i = -3\n * futures_take_fee_rate = 0.06%\n *\n * **Result**: BTC Est. Position liq. Price = 21268.7316\n *\n * ### Limit Order Example 1:\n * Long BTC qty = 0.1, mark price = 25986.2, ask0 = 26000, limit price = 25000, BTC position_qty_i = 0.2, ETH position_qty_i = -3\n *\n * **Result**: BTC Est. Position liq. Price = 21250.9772\n *\n * ### Limit Order Example 2:\n * Short BTC qty = -0.1, mark price = 25986.2, bid0 = 25900, limit price = 25000, BTC position_qty_i = 0.2, ETH position_qty_i = -3\n *\n * **Result**: BTC Est. Position liq. Price = 9102.17368\n *\n * ### No Position Example:\n * Long BTC qty = 0.1, mark price = 25986.2, ask0 = 26000, limit price = 25000\n *\n * **Result**: BTC Est. Position liq. Price = 5472\n *\n * @param inputs\n * @returns\n */\nexport function estLiqPrice(inputs: {\n totalCollateral: number;\n markPrice: number;\n baseMMR: number;\n baseIMR: number;\n IMR_Factor: number;\n orderFee: number;\n positions: {\n position_qty: number;\n mark_price: number;\n symbol: string;\n mmr: number;\n }[];\n newOrder: {\n symbol: string;\n qty: number;\n price: number;\n };\n}): number {\n const {\n positions,\n newOrder,\n totalCollateral,\n markPrice,\n baseIMR,\n baseMMR,\n orderFee,\n IMR_Factor,\n } = inputs;\n // opened positions for the symbol\n let currentPosition:\n | Pick<\n orderUtils.PositionExt,\n \"position_qty\" | \"mark_price\" | \"symbol\" | \"mmr\"\n >\n | undefined = undefined;\n\n let newTotalMM = zero;\n\n const hasPosition =\n positions.filter((item) => item.position_qty > 0).length > 0;\n\n const basePrice = hasPosition ? markPrice : newOrder.price;\n\n const newOrderNotional = new Decimal(newOrder.qty).mul(newOrder.price);\n\n for (let index = 0; index < positions.length; index++) {\n const position = positions[index];\n let notional = new Decimal(position.position_qty).mul(position.mark_price);\n if (newOrder.symbol === position.symbol) {\n currentPosition = position;\n notional = notional.add(newOrderNotional);\n }\n\n newTotalMM = newTotalMM.add(notional.abs().mul(position.mmr));\n }\n\n // if no position\n if (!currentPosition) {\n newTotalMM = newTotalMM.add(newOrderNotional.mul(baseMMR));\n }\n\n const newMMR = Math.max(\n baseMMR,\n new Decimal(baseMMR)\n .div(baseIMR)\n .mul(IMR_Factor)\n .mul(\n newOrderNotional\n .add(\n !!currentPosition\n ? new Decimal(currentPosition.position_qty).mul(\n currentPosition.mark_price,\n )\n : zero,\n )\n .abs(),\n )\n .toPower(4 / 5)\n .toNumber(),\n );\n\n // console.log(\"new MMR\", newMMR, newTotalMM.toNumber());\n\n const newQty = new Decimal(newOrder.qty).add(\n currentPosition?.position_qty ?? 0,\n );\n\n if (newQty.eq(0)) {\n return 0;\n }\n\n const denominator = newQty.abs().mul(newMMR).sub(newQty);\n\n if (denominator.eq(zero)) {\n return 0;\n }\n\n const price = new Decimal(basePrice)\n .add(\n new Decimal(totalCollateral)\n .sub(newTotalMM)\n .sub(orderFee)\n .div(denominator),\n )\n .toNumber();\n\n return Math.max(0, price);\n}\n\n/**\n * Estimated leverage\n * @param inputs EstimtedLeverageInputs\n * @returns number\n */\nexport function estLeverage(inputs: {\n totalCollateral: number;\n positions: Pick<\n orderUtils.PositionExt,\n \"position_qty\" | \"mark_price\" | \"symbol\"\n >[];\n newOrder: {\n symbol: string;\n qty: number;\n price: number;\n };\n}): number | null {\n const { totalCollateral, positions, newOrder } = inputs;\n if (totalCollateral <= 0) {\n return null;\n }\n let hasPosition = false;\n let sumPositionNotional = positions.reduce((acc, cur) => {\n let count = new Decimal(cur.position_qty).mul(cur.mark_price);\n // acc = acc.add(\n // new Decimal(cur.position_qty).mul(cur.mark_price)\n // // .abs()\n // );\n\n if (cur.symbol === newOrder.symbol) {\n hasPosition = true;\n // acc = acc.add(new Decimal(newOrder.qty).mul(newOrder.price));\n count = count.add(new Decimal(newOrder.qty).mul(newOrder.price));\n }\n\n return acc.add(count.abs());\n }, zero);\n\n if (!hasPosition) {\n sumPositionNotional = sumPositionNotional.add(\n new Decimal(newOrder.qty).mul(newOrder.price).abs(),\n );\n }\n\n if (sumPositionNotional.eq(zero)) {\n return null;\n }\n\n const totalMarginRatio = new Decimal(totalCollateral).div(\n sumPositionNotional,\n );\n\n return new Decimal(1)\n .div(totalMarginRatio)\n .toDecimalPlaces(2, Decimal.ROUND_HALF_EVEN)\n .toNumber();\n}\n\n// ROI = (close price - order_price) / order_price × leverage × direction\n// leverage = MIN( current_account_leverage, symbol_leverage)\nexport function tpslROI(inputs: {\n side: OrderSide;\n type: \"tp\" | \"sl\";\n closePrice: number;\n orderPrice: number;\n leverage: number;\n}) {\n const direction = getTPSLDirection({\n side: inputs.side,\n type: inputs.type,\n closePrice: inputs.closePrice,\n orderPrice: inputs.orderPrice,\n });\n\n const { closePrice, orderPrice, leverage } = inputs;\n return new Decimal(closePrice)\n .minus(orderPrice)\n .div(orderPrice)\n .mul(leverage)\n .abs()\n .mul(direction)\n .toNumber();\n}\n"]}