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apply offset to prices

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This commit is contained in:
wphan
2025-10-22 17:14:11 -07:00
parent d6097b974b
commit 279c41d52c
1 changed files with 16 additions and 1 deletions
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17
src/utils/utils.ts
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@@ -976,6 +976,7 @@ export const mapToMarketOrderParams = async (
const debugInfo = { const debugInfo = {
originalOraclePrice: null as string | null, originalOraclePrice: null as string | null,
adjustedOraclePrice: null as string | null, adjustedOraclePrice: null as string | null,
adjustedMarkPrice: null as string | null,
isCrossed: false, isCrossed: false,
fillQualityBps: null as number | null, fillQualityBps: null as number | null,
appliedV2Adjustment: false, appliedV2Adjustment: false,
@@ -1052,9 +1053,22 @@ export const mapToMarketOrderParams = async (
.divn(10000 * 100); // adjustmentFactor is in bps .divn(10000 * 100); // adjustmentFactor is in bps
const adjustedOraclePrice = oraclePrice.add(adjustment); const adjustedOraclePrice = oraclePrice.add(adjustment);
// Update the oracle price in estimatedPrices // Update ALL relevant prices in estimatedPrices to maintain consistency
// This ensures auction parameters calculated from any price reference (oracle, mark, best, worst)
// will reflect the fill quality adjustment
estimatedPrices.oraclePrice = adjustedOraclePrice; estimatedPrices.oraclePrice = adjustedOraclePrice;
estimatedPrices.bestPrice =
estimatedPrices.bestPrice.add(adjustment);
estimatedPrices.entryPrice =
estimatedPrices.entryPrice.add(adjustment);
estimatedPrices.worstPrice =
estimatedPrices.worstPrice.add(adjustment);
estimatedPrices.markPrice =
estimatedPrices.markPrice.add(adjustment);
debugInfo.adjustedOraclePrice = adjustedOraclePrice.toString(); debugInfo.adjustedOraclePrice = adjustedOraclePrice.toString();
debugInfo.adjustedMarkPrice =
estimatedPrices.markPrice.toString();
debugInfo.appliedV2Adjustment = true; debugInfo.appliedV2Adjustment = true;
} }
} }
@@ -1144,6 +1158,7 @@ export const mapToMarketOrderParams = async (
isCrossed: debugInfo.isCrossed, isCrossed: debugInfo.isCrossed,
fillQualityBps: debugInfo.fillQualityBps, fillQualityBps: debugInfo.fillQualityBps,
adjustedOraclePrice: debugInfo.adjustedOraclePrice, adjustedOraclePrice: debugInfo.adjustedOraclePrice,
adjustedMarkPrice: debugInfo.adjustedMarkPrice,
appliedAdjustment: debugInfo.appliedV2Adjustment, appliedAdjustment: debugInfo.appliedV2Adjustment,
fillQualityData: fillQualityInfo fillQualityData: fillQualityInfo
? { ? {