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@tracer-protocol/pools-js

Index

Enumerations

Classes

Interfaces

Type aliases

Variables

Functions

Type aliases

CommitEventData

CommitEventData: { amount: BigNumber; appropriateIntervalId: number; blockNumber: number; commitType: RawCommitType; fromAggregateBalance: boolean; mintingFee: string; payForClaim: boolean; settlementTokenDecimals: number; timestamp: number; txHash: string; user: string }

Type declaration

  • amount: BigNumber
  • appropriateIntervalId: number
  • blockNumber: number
  • commitType: RawCommitType
  • fromAggregateBalance: boolean
  • mintingFee: string
  • payForClaim: boolean
  • settlementTokenDecimals: number
  • timestamp: number
  • txHash: string
  • user: string

CommitsExecutedData

CommitsExecutedData: { blockNumber: number; burningFee: string; timestamp: number; txHash: string; updateIntervalId: number }

Type declaration

  • blockNumber: number
  • burningFee: string
  • timestamp: number
  • txHash: string
  • updateIntervalId: number

ExpectedPoolState

ExpectedPoolState: { currentLongBalance: BigNumber; currentLongSupply: BigNumber; currentShortBalance: BigNumber; currentShortSupply: BigNumber; currentSkew: BigNumber; expectedLongBalance: BigNumber; expectedLongSupply: BigNumber; expectedLongTokenPrice: BigNumber; expectedOraclePrice: BigNumber; expectedShortBalance: BigNumber; expectedShortSupply: BigNumber; expectedShortTokenPrice: BigNumber; expectedSkew: BigNumber; lastOraclePrice: BigNumber; pendingCommits: TotalPoolCommitmentsBN[]; timestamp: number; totalNetPendingLong: BigNumber; totalNetPendingShort: BigNumber }

Type declaration

  • currentLongBalance: BigNumber
  • currentLongSupply: BigNumber
  • currentShortBalance: BigNumber
  • currentShortSupply: BigNumber
  • currentSkew: BigNumber
  • expectedLongBalance: BigNumber
  • expectedLongSupply: BigNumber
  • expectedLongTokenPrice: BigNumber
  • expectedOraclePrice: BigNumber
  • expectedShortBalance: BigNumber
  • expectedShortSupply: BigNumber
  • expectedShortTokenPrice: BigNumber
  • expectedSkew: BigNumber
  • lastOraclePrice: BigNumber
  • pendingCommits: TotalPoolCommitmentsBN[]
  • timestamp: number
  • totalNetPendingLong: BigNumber
  • totalNetPendingShort: BigNumber

ExpectedPoolStateWithUpdateIntervalId

ExpectedPoolStateWithUpdateIntervalId: ExpectedPoolState & { updateIntervalId: BigNumber }

KnownNetwork

KnownNetwork: typeof NETWORKS[KnownNetworkKeys]

MultiplePoolWatcherConstructorArgs

MultiplePoolWatcherConstructorArgs: { poolAddresses: string[] } & PoolWatcherArgs

OraclePriceTransformer

OraclePriceTransformer: (lastPrice: BigNumber, currentPrice: BigNumber) => BigNumber

Type declaration

    • (lastPrice: BigNumber, currentPrice: BigNumber): BigNumber

    • Parameters

      • lastPrice: BigNumber
      • currentPrice: BigNumber

      Returns BigNumber

PendingAmounts

PendingAmounts: { burn: BigNumber; mint: BigNumber }

Holds burn and mint pending amounts PendingAmounts.mint is the amount of quote token pending in the shadow pools PendingAmounts.burn is the amount of to be burned pool tokens in the shadow pools

Type declaration

  • burn: BigNumber
  • mint: BigNumber

PoolStatePreview

PoolStatePreview: { currentLongBalance: BigNumber; currentLongSupply: BigNumber; currentLongTokenPrice: BigNumber; currentPendingLongTokenBurn: BigNumber; currentPendingShortTokenBurn: BigNumber; currentShortBalance: BigNumber; currentShortSupply: BigNumber; currentShortTokenPrice: BigNumber; currentSkew: BigNumber; expectedLongBalance: BigNumber; expectedLongSupply: BigNumber; expectedLongTokenPrice: BigNumber; expectedOraclePrice: BigNumber; expectedPendingLongTokenBurn: BigNumber; expectedPendingShortTokenBurn: BigNumber; expectedShortBalance: BigNumber; expectedShortSupply: BigNumber; expectedShortTokenPrice: BigNumber; expectedSkew: BigNumber; lastOraclePrice: BigNumber; pendingCommits: TotalPoolCommitmentsBN[]; timestamp: number; totalNetPendingLong: BigNumber; totalNetPendingShort: BigNumber }

Type declaration

  • currentLongBalance: BigNumber
  • currentLongSupply: BigNumber
  • currentLongTokenPrice: BigNumber
  • currentPendingLongTokenBurn: BigNumber
  • currentPendingShortTokenBurn: BigNumber
  • currentShortBalance: BigNumber
  • currentShortSupply: BigNumber
  • currentShortTokenPrice: BigNumber
  • currentSkew: BigNumber
  • expectedLongBalance: BigNumber
  • expectedLongSupply: BigNumber
  • expectedLongTokenPrice: BigNumber
  • expectedOraclePrice: BigNumber
  • expectedPendingLongTokenBurn: BigNumber
  • expectedPendingShortTokenBurn: BigNumber
  • expectedShortBalance: BigNumber
  • expectedShortSupply: BigNumber
  • expectedShortTokenPrice: BigNumber
  • expectedSkew: BigNumber
  • lastOraclePrice: BigNumber
  • pendingCommits: TotalPoolCommitmentsBN[]
  • timestamp: number
  • totalNetPendingLong: BigNumber
  • totalNetPendingShort: BigNumber

PoolStatePreviewInputs

PoolStatePreviewInputs: { currentOraclePrice: BigNumber; fee: BigNumber; lastOraclePrice: BigNumber; leverage: BigNumber; longBalance: BigNumber; longTokenSupply: BigNumber; oraclePriceTransformer: OraclePriceTransformer; pendingCommits: TotalPoolCommitmentsBN[]; pendingLongTokenBurn: BigNumber; pendingShortTokenBurn: BigNumber; shortBalance: BigNumber; shortTokenSupply: BigNumber }

Type declaration

  • currentOraclePrice: BigNumber
  • fee: BigNumber
  • lastOraclePrice: BigNumber
  • leverage: BigNumber
  • longBalance: BigNumber
  • longTokenSupply: BigNumber
  • oraclePriceTransformer: OraclePriceTransformer
  • pendingCommits: TotalPoolCommitmentsBN[]
  • pendingLongTokenBurn: BigNumber
  • pendingShortTokenBurn: BigNumber
  • shortBalance: BigNumber
  • shortTokenSupply: BigNumber

PoolWatcherConstructorArgs

PoolWatcherConstructorArgs: SpecificPool & PoolWatcherArgs

RawCommitType

RawCommitType: 0 | 1 | 2 | 3 | 4 | 5

SpecificPool

SpecificPool: { poolAddress: string }

Type declaration

  • poolAddress: string

StaticTokenInfo

StaticTokenInfo: { address: string; decimals: number; name: string; symbol: string }

ERC20 token info which is static and not going to change

Type declaration

  • address: string
  • decimals: number
  • name: string
  • symbol: string

TotalPoolCommitments

TotalPoolCommitments: Awaited<ReturnType<PoolCommitter["totalPoolCommitments"]>>

TotalPoolCommitmentsBN

TotalPoolCommitmentsBN: { longBurnPoolTokens: BigNumber; longBurnShortMintPoolTokens: BigNumber; longMintSettlement: BigNumber; shortBurnLongMintPoolTokens: BigNumber; shortBurnPoolTokens: BigNumber; shortMintSettlement: BigNumber }

Type declaration

  • longBurnPoolTokens: BigNumber
  • longBurnShortMintPoolTokens: BigNumber
  • longMintSettlement: BigNumber
  • shortBurnLongMintPoolTokens: BigNumber
  • shortBurnPoolTokens: BigNumber
  • shortMintSettlement: BigNumber

UpkeepEventData

UpkeepEventData: { blockNumber: number; data: string; endPrice: BigNumber; poolAddress: string; startPrice: BigNumber; timestamp: number; txHash: string }

Type declaration

  • blockNumber: number
  • data: string
  • endPrice: BigNumber
  • poolAddress: string
  • startPrice: BigNumber
  • timestamp: number
  • txHash: string

WatchedPool

WatchedPool: { address: string; committerInstance: PoolCommitter; frontRunningInterval: number; keeperInstance: PoolKeeper; lastPriceTimestamp: number; sdkInstance: Pool; updateInterval: number }

Type declaration

  • address: string
  • committerInstance: PoolCommitter
  • frontRunningInterval: number
  • keeperInstance: PoolKeeper
  • lastPriceTimestamp: number
  • sdkInstance: Pool
  • updateInterval: number

Variables

EVENT_NAMES

EVENT_NAMES: { COMMIT: "COMMIT"; COMMITMENT_WINDOW_ENDED: "COMMITMENT_WINDOW_ENDED"; COMMITMENT_WINDOW_ENDING: "COMMITMENT_WINDOW_ENDING"; COMMITS_EXECUTED: "COMMITS_EXECUTED"; UPKEEP: "UPKEEP" } = ...

Type declaration

  • COMMIT: "COMMIT"
  • COMMITMENT_WINDOW_ENDED: "COMMITMENT_WINDOW_ENDED"
  • COMMITMENT_WINDOW_ENDING: "COMMITMENT_WINDOW_ENDING"
  • COMMITS_EXECUTED: "COMMITS_EXECUTED"
  • UPKEEP: "UPKEEP"

NETWORKS

NETWORKS: { ARBITRUM: "42161"; ARBITRUM_RINKEBY: "421611"; KOVAN: "42"; MAINNET: "1"; RINKEBY: "4" } = ...

Type declaration

  • ARBITRUM: "42161"
  • ARBITRUM_RINKEBY: "421611"
  • KOVAN: "42"
  • MAINNET: "1"
  • RINKEBY: "4"

POOL_STATE_HELPER_BY_NETWORK

POOL_STATE_HELPER_BY_NETWORK: { 42161: string; 421611: string } = ...

Type declaration

  • 42161: string
  • 421611: string

POOL_SWAP_LIBRARY_BY_NETWORK

POOL_SWAP_LIBRARY_BY_NETWORK: { 42161: string; 421611: string } = ...

Type declaration

  • 42161: string
  • 421611: string

SECONDS_PER_LEAP_YEAR

SECONDS_PER_LEAP_YEAR: 31622400 = 31622400

TCR_DECIMALS

TCR_DECIMALS: 18 = 18

TEST_QUOTE_TOKEN

TEST_QUOTE_TOKEN: { address: string; decimals: number; name: string; symbol: string } = ...

Type declaration

  • address: string
  • decimals: number
  • name: string
  • symbol: string

TEST_TOKEN_DECIMALS

TEST_TOKEN_DECIMALS: 18 = 18

USDC_DECIMALS

USDC_DECIMALS: 6 = 6

defaultCommitter

defaultCommitter: { burningFee: BigNumber; mintingFee: BigNumber; pendingLong: { burn: BigNumber; mint: BigNumber }; pendingShort: { burn: BigNumber; mint: BigNumber }; settlementTokenDecimals: 18 } = ...

Type declaration

  • burningFee: BigNumber
  • mintingFee: BigNumber
  • pendingLong: { burn: BigNumber; mint: BigNumber }
    • burn: BigNumber
    • mint: BigNumber
  • pendingShort: { burn: BigNumber; mint: BigNumber }
    • burn: BigNumber
    • mint: BigNumber
  • settlementTokenDecimals: 18

deprecatedTokenAddresses

deprecatedTokenAddresses: string[] = ...

poolList

poolList: Record<KnownNetwork, StaticPoolInfo[]> = ...

poolMap

poolMap: Record<KnownNetwork, Record<string, StaticPoolInfo>> = ...

poolTokenList

poolTokenList: Record<KnownNetwork, Record<string, StaticTokenInfo>> = ...

tokenMap

tokenMap: Record<KnownNetwork, Record<string, StaticTokenInfo>> = ...

Functions

Const attemptPromiseRecursively

  • attemptPromiseRecursively<T>(__namedParameters: { attemptCount?: number; interval?: number; maxAttempts?: number; promise: any; retryCheck?: any }): Promise<T>

  • attempt promise until it succeeds or the maximum number of allowed attempts is reached

    Type parameters

    • T

    Parameters

    • __namedParameters: { attemptCount?: number; interval?: number; maxAttempts?: number; promise: any; retryCheck?: any }
      • Optional attemptCount?: number
      • Optional interval?: number
      • Optional maxAttempts?: number
      • promise:function
        • promise(): Promise<T>

        • Returns Promise<T>

      • retryCheck?:function
        • retryCheck(error: unknown): Promise<boolean>

        • Parameters

          • error: unknown

          Returns Promise<boolean>

    Returns Promise<T>

    a promise that will eventually error or resolve to the same type as the original promise

Const calcAPY

  • calcAPY(apr: BigNumber): BigNumber

  • Calculates the compounding gains

    Parameters

    • apr: BigNumber

      annual percentage rate as a decimal eg 1 is a 100% apr

    Returns BigNumber

    annual percentage yield coumpounded weekly

Const calcBptTokenPrice

  • calcBptTokenPrice(usdTokenSupply: BigNumber, tokens?: { reserves: BigNumber; usdPrice: BigNumber }[]): BigNumber

  • Calculates the Balancer LP token price given a list of tokens included in the pool

    Parameters

    • usdTokenSupply: BigNumber
    • Optional tokens: { reserves: BigNumber; usdPrice: BigNumber }[]

      list of tokens included in the balancer pool

    Returns BigNumber

    0 if no tokens are given, if the tokens have no USDC value or if the stakingToken supply is 0 otherwise returns the price of the LP token.

Const calcBptTokenSpotPrice

  • calcBptTokenSpotPrice(sellingToken: { balance: BigNumber; weight: BigNumber }, buyingToken: { balance: BigNumber; weight: BigNumber }, swapFee: BigNumber): BigNumber

  • Calculates the trade price between two Balancer tokens. This price is dependent on the reserves deposited on each side within the Balancer pool, as well as the weighting of each.

    Parameters

    • sellingToken: { balance: BigNumber; weight: BigNumber }

      weight and balance of token that is being sold

      • balance: BigNumber
      • weight: BigNumber
    • buyingToken: { balance: BigNumber; weight: BigNumber }

      weight and balance of token that is being bought

      • balance: BigNumber
      • weight: BigNumber
    • swapFee: BigNumber

      percentage swap fee in decimals

    Returns BigNumber

Const calcDirection

  • calcDirection(oldPrice: BigNumber, newPrice: BigNumber): BigNumber

  • Calcualtes the direction of the price movement

    Parameters

    • oldPrice: BigNumber

      old market price

    • newPrice: BigNumber

      new market price

    Returns BigNumber

    DOWN (2) if oldPrice > newPrice, NO_CHANGE (3) if newPrice = oldPrice, or UP (1) if newPrice > oldPrice

Const calcEffectiveLongGain

  • calcEffectiveLongGain(shortBalance: BigNumber, longBalance: BigNumber, leverage: BigNumber): BigNumber

  • Calculates the effective multiplier returns for the longs. This amount varies depending on the skew between the long and short balances. Gain and loss refer to whether the pool is receiving tokens from the other pool or transferring tokens to the opposite pool. If there is more balance in the long pool than the short pools, you would expect the short pool to have effectiveLongGain > leverage. Both sides of the pool will always have an effectiveLoss lower limit at leverage, ie you can never have effectiveLoss < leverage.

    Parameters

    • shortBalance: BigNumber

      quote balance of the short pool in quote units (eg USD)

    • longBalance: BigNumber

      quote balance of the long pool in quote units (eg USD)

    • leverage: BigNumber

      pool leverage

    Returns BigNumber

    the effective winning returns to the long pool on next rebalance

Const calcEffectiveShortGain

  • calcEffectiveShortGain(shortBalance: BigNumber, longBalance: BigNumber, leverage: BigNumber): BigNumber

  • Calculates the effective gains multiplier for the shorts. This amount varies depending on the skew between the long and short balances. Gain and loss refer to whether the pool is receiving tokens from the other pool or transferring tokens to the opposite pool. If there is more balance in the long pool than the short pools, you would expect the short pool to have effectiveLongGain > leverage. The pools effective losses will always have a lower limit at leverage, ie you can never have effectiveLoss < leverage.

    Parameters

    • shortBalance: BigNumber

      quote balance of the short pool in USD

    • longBalance: BigNumber

      quote balance of the long pool in USD

    • leverage: BigNumber

      pool leverage

    Returns BigNumber

    the effective gains to the short pool on next rebalance

Const calcNextValueTransfer

  • calcNextValueTransfer(oldPrice: BigNumber, newPrice: BigNumber, leverage: BigNumber, longBalance: BigNumber, shortBalance: BigNumber): { longValueTransfer: BigNumber; shortValueTransfer: BigNumber }

  • Calculates how much value will be transferred between the pools

    Parameters

    • oldPrice: BigNumber

      old market price

    • newPrice: BigNumber

      new market price

    • leverage: BigNumber

      pool leverage

    • longBalance: BigNumber

      quote balance of the long pool in USD

    • shortBalance: BigNumber

      quote balance of the short pool in USD

      returns an object containing longValueTransfer and shortValueTransfer

    Returns { longValueTransfer: BigNumber; shortValueTransfer: BigNumber }

    • longValueTransfer: BigNumber
    • shortValueTransfer: BigNumber

Const calcNotionalValue

  • calcNotionalValue(tokenPrice: BigNumber, numTokens: BigNumber): BigNumber

  • Calculates the notional value of tokens

    Parameters

    • tokenPrice: BigNumber

      current price of tokens

    • numTokens: BigNumber

      number of tokens

    Returns BigNumber

    notional value of the tokens

Const calcPercentageLossTransfer

  • calcPercentageLossTransfer(oldPrice: BigNumber, newPrice: BigNumber, leverage: BigNumber): BigNumber

Const calcPoolStatePreview

  • calculates the expected state of the pool after applying the given pending commits to the given pool state

    Parameters

    Returns PoolStatePreview

    the expected state of the pool

Const calcRatio

  • calcRatio(oldPrice: BigNumber, newPrice: BigNumber): BigNumber

  • Calculates the ratio of the old price to the new price

    Parameters

    • oldPrice: BigNumber

      old market price

    • newPrice: BigNumber

      new market price

    Returns BigNumber

Const calcRebalanceRate

  • calcRebalanceRate(shortBalance: BigNumber, longBalance: BigNumber): BigNumber

  • Parameters

    • shortBalance: BigNumber
    • longBalance: BigNumber

    Returns BigNumber

Const calcSkew

  • calcSkew(shortBalance: BigNumber, longBalance: BigNumber): BigNumber

  • Parameters

    • shortBalance: BigNumber
    • longBalance: BigNumber

    Returns BigNumber

Const calcTokenPrice

  • calcTokenPrice(totalQuoteValue: BigNumber, tokenSupply: BigNumber): BigNumber

  • Calculate the pool tokens price Since totalQuoteValue will generally be in USD the returned amount will also be in USD

    Parameters

    • totalQuoteValue: BigNumber
    • tokenSupply: BigNumber

    Returns BigNumber

Const encodeCommitParams

  • encodeCommitParams(payForClaim: boolean, fromAggregateBalances: boolean, commitType: CommitEnum, parsedAmount: BigNumber): BytesLike

  • Parameters

    • payForClaim: boolean
    • fromAggregateBalances: boolean
    • commitType: CommitEnum
    • parsedAmount: BigNumber

    Returns BytesLike

Const ethersBNtoBN

  • ethersBNtoBN(ethersBN: BigNumber, decimals?: number): BigNumber

  • Parameters

    • ethersBN: BigNumber
    • Optional decimals: number

    Returns BigNumber

Const getExpectedExecutionTimestamp

  • getExpectedExecutionTimestamp(frontRunningInterval: number, updateInterval: number, lastUpdate: number, commitCreated: number): number

  • Calculate the expected execution given a commit timestamp, the frontRunningInterval, updateInterval and lastUpdate. This is just an estimate as there is a slight delay between possibleExecution and finalExecutionTimestamp See https://github.com/tracer-protocol/pools-js/blob/updated-calc/src/utils/calculations.ts#L280-L332 for a long clearer sudo codish written version

    Parameters

    • frontRunningInterval: number
    • updateInterval: number
    • lastUpdate: number
    • commitCreated: number

    Returns number

Const movingAveragePriceTransformer

  • movingAveragePriceTransformer(lastPrice: BigNumber, currentPrice: BigNumber): BigNumber

  • Parameters

    • lastPrice: BigNumber
    • currentPrice: BigNumber

    Returns BigNumber

Const pendingCommitsToBN

  • pendingCommitsToBN(pendingCommits: [BigNumber, BigNumber, BigNumber, BigNumber, BigNumber, BigNumber] & { longBurnPoolTokens: BigNumber; longBurnShortMintPoolTokens: BigNumber; longMintSettlement: BigNumber; shortBurnLongMintPoolTokens: BigNumber; shortBurnPoolTokens: BigNumber; shortMintSettlement: BigNumber }, decimals?: number): TotalPoolCommitmentsBN

  • Parameters

    • pendingCommits: [BigNumber, BigNumber, BigNumber, BigNumber, BigNumber, BigNumber] & { longBurnPoolTokens: BigNumber; longBurnShortMintPoolTokens: BigNumber; longMintSettlement: BigNumber; shortBurnLongMintPoolTokens: BigNumber; shortBurnPoolTokens: BigNumber; shortMintSettlement: BigNumber }
    • Optional decimals: number

    Returns TotalPoolCommitmentsBN

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