sdk: fix bug in funding with BN.abs()

drift-labs · Oct 19, 2023 · 616b3db · 616b3db
1 parent 71ef972
commit 616b3db
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Showing 2 changed files with 8 additions and 1 deletion.
diff --git a/sdk/src/math/funding.ts b/sdk/src/math/funding.ts
@@ -158,7 +158,7 @@ export async function calculateAllEstimatedFundingRate(
 
 	const twapSpread = markTwap.sub(oracleTwap);
 	const twapSpreadWithOffset = twapSpread.add(
-		BN.abs(oracleTwap).div(FUNDING_RATE_OFFSET_DENOMINATOR)
+		oracleTwap.abs().div(FUNDING_RATE_OFFSET_DENOMINATOR)
 	);
 
 	const twapSpreadPct = twapSpreadWithOffset

diff --git a/sdk/yarn.lock b/sdk/yarn.lock
@@ -415,6 +415,13 @@
   resolved "https://registry.yarnpkg.com/@types/big.js/-/big.js-6.2.0.tgz#e1f6a9a6ce64bc7c131137e71fbad34a5574f987"
   integrity sha512-ubLURWoc4tCw/8Yds0P3CE9cBG5q+aoycwWBiXXx4gp7XPYZy9ch0L9+Pv6osSoSRgvuQNqJdlwEhP5QhKKl6w==
 
+"@types/bn.js@^5.1.3":
+  version "5.1.3"
+  resolved "https://registry.yarnpkg.com/@types/bn.js/-/bn.js-5.1.3.tgz#0857f00da3bf888a26a44b4a477c7819b17dacc5"
+  integrity sha512-wT1B4iIO82ecXkdN6waCK8Ou7E71WU+mP1osDA5Q8c6Ur+ozU2vIKUIhSpUr6uE5L2YHocKS1Z2jG2fBC1YVeg==
+  dependencies:
+    "@types/node" "*"
+
 "@types/chai@^4.3.1":
   version "4.3.4"
   resolved "https://registry.yarnpkg.com/@types/chai/-/chai-4.3.4.tgz#e913e8175db8307d78b4e8fa690408ba6b65dee4"