Bugfix getMaxTradeSize with leverage option (#300)

zetamarkets · Nov 17, 2023 · 270e70b · 270e70b
1 parent e848f9a
commit 270e70b
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Showing 3 changed files with 14 additions and 4 deletions.
diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -5,9 +5,13 @@ Version changes are pinned to SDK releases.
 
 ## Unreleased
 
+## [1.12.2]
+
+- Bugfix getMaxTradeSize with leverage option. ([#300](https://github.com/zetamarkets/sdk/pull/300))
+
 ## [1.12.1]
 
-- Add optional override equity param in leverage util([#301](https://github.com/zetamarkets/sdk/pull/301))
+- Add optional override equity param in leverage util. ([#301](https://github.com/zetamarkets/sdk/pull/301))
 
 ## [1.12.0]
 

diff --git a/package.json b/package.json
@@ -1,7 +1,7 @@
 {
   "name": "@zetamarkets/sdk",
   "repository": "https://github.com/zetamarkets/sdk/",
-  "version": "1.12.1",
+  "version": "1.12.2",
   "description": "Zeta SDK",
   "main": "dist/index.js",
   "types": "dist/index.d.ts",

diff --git a/src/risk.ts b/src/risk.ts
@@ -997,11 +997,17 @@ export class RiskCalculator {
       // TODO if this is slow then do only the necessary calcs manually, there's a bunch of extra calcs in here
       // that aren't needed in getMaxTradeSize()
       let newState = this.getCrossMarginAccountState(editedAccount);
+      let nonLeverageBuffer =
+        newState.availableBalanceInitial / newState.balance;
       let buffer =
         maxLeverage == -1
           ? newState.availableBalanceInitial / newState.balance
-          : (maxLeverage - this.getLeverage(editedAccount, undefined, false)) /
-            maxLeverage;
+          : Math.min(
+              (maxLeverage -
+                this.getLeverage(editedAccount, undefined, false)) /
+                maxLeverage,
+              nonLeverageBuffer
+            );
 
       if (
         buffer < thresholdPercent / 100 &&