Bugfix (#260)

zetamarkets · Aug 28, 2023 · 092c1ef · 092c1ef
1 parent 7ce2d2b
commit 092c1ef
Show file tree

Hide file tree

Showing 3 changed files with 6 additions and 2 deletions.
diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -5,6 +5,10 @@ Version changes are pinned to SDK releases.
 
 ## Unreleased
 
+## [1.7.3] 2023-08-28
+
+- Small bugfix for sizeUpperBound in getMaxTradeSize(). ([#260](https://github.com/zetamarkets/sdk/pull/260))
+
 ## [1.7.2] 2023-08-24
 
 - New risk utils return 0 if balance is 0. ([#259](https://github.com/zetamarkets/sdk/pull/259))

diff --git a/package.json b/package.json
@@ -1,7 +1,7 @@
 {
   "name": "@zetamarkets/sdk",
   "repository": "https://github.com/zetamarkets/sdk/",
-  "version": "1.7.2",
+  "version": "1.7.3",
   "description": "Zeta SDK",
   "main": "dist/index.js",
   "types": "dist/index.d.ts",

diff --git a/src/risk.ts b/src/risk.ts
@@ -919,7 +919,7 @@ export class RiskCalculator {
 
     // Iterate until we find a good size using a binary search
     let sizeLowerBound = 0;
-    let sizeUpperBound = Math.max(0, (state.balance / init) * markPrice);
+    let sizeUpperBound = 2 * Math.max(0, state.balance / (init * markPrice));
     if (sizeUpperBound == 0) {
       return closeSize;
     }