@bulletxyz/bullet-sdk 0.18.0-rc.1 → 0.19.0-rc.0

package/dist/types/calc.d.ts

@@ -1,8 +1,8 @@
 import Decimal from "decimal.js";
 import { type EquityType, type MarginType } from "./bullet-wasm";
 import type { Asset, AssetId, OrderType, PlaceOrderArgs, Side } from "./types";
-import type { BorrowLendMarket, MarginConfig, OrderbookData, PerpMarket, Pricing, UserAccount } from "./zod-types/rest";
-export declare function calculateOrderbookMidpoint(orderbook: OrderbookData): Decimal | undefined;
+import type { BorrowLendMarket, MarginConfig, OrderbookL2, PerpMarket, Pricing, UserAccount } from "./zod-types/rest";
+export declare function calculateOrderbookMidpoint(orderbook: OrderbookL2): Decimal | undefined;
 export declare function calculateEntryPrice(asset: Asset, userAccount: UserAccount): Decimal;
 export interface MarginContext {
     pricing: Pricing;
@@ -18,16 +18,16 @@ export declare function calculateEstimatedLiquidationPrice(assetId: AssetId, use
 export declare function calculateLiquidationRiskPercentage(userAccount: UserAccount, marginContext: MarginContext): Decimal;
 export declare function calculateForceCancelRiskPercentage(userAccount: UserAccount, marginContext: MarginContext): Decimal;
 export declare function calculateMaxBorrowAmount(assetId: AssetId, initialLiabilityWeight: Decimal, userAccount: UserAccount, marginContext: MarginContext): Decimal;
-export declare function calculateMaxOrderSize(asset_id: AssetId, price: Decimal, side: Side, order_type: OrderType, reduce_only: boolean, userAccount: UserAccount, marginContext: MarginContext, orderbook: OrderbookData, n_iterations?: number, error_tolerance?: Decimal): Decimal;
+export declare function calculateMaxOrderSize(asset_id: AssetId, price: Decimal, side: Side, order_type: OrderType, reduce_only: boolean, userAccount: UserAccount, marginContext: MarginContext, orderbook: OrderbookL2, n_iterations?: number, error_tolerance?: Decimal): Decimal;
 export declare function simulateUsedMarginOnBorrow(assetId: AssetId, borrowAmount: Decimal, userAccount: UserAccount, marginType: MarginType, marginContext: MarginContext): {
     current: Decimal;
     updated: Decimal;
 };
-export declare function simulateUsedMarginOnOrder(placeOrderArgs: PlaceOrderArgs, userAccount: UserAccount, marginContext: MarginContext, orderbook: OrderbookData): {
+export declare function simulateUsedMarginOnOrder(placeOrderArgs: PlaceOrderArgs, userAccount: UserAccount, marginContext: MarginContext, orderbook: OrderbookL2): {
     current: Decimal;
     updated: Decimal;
 };
-export declare function simulateEstimatedLiquidationPriceOnOrder(placeOrderArgs: PlaceOrderArgs, userAccount: UserAccount, marginContext: MarginContext, orderbook: OrderbookData): {
+export declare function simulateEstimatedLiquidationPriceOnOrder(placeOrderArgs: PlaceOrderArgs, userAccount: UserAccount, marginContext: MarginContext, orderbook: OrderbookL2): {
     current: Decimal;
     updated: Decimal;
 };

package/dist/types/exchange.d.ts

@@ -1,13 +1,13 @@
 import { BaseConnection } from "./connection";
 import type { Orderbook } from "./orderbook";
 import type { AssetId, Network } from "./types";
-import { type BorrowLendMarket, type MarginConfig, type Order, type OrderbookData, type PerpMarket, type Pricing, type UsdcInsuranceFund, type UsdcPnlPool, type UserAccount } from "./zod-types/rest";
+import { type BorrowLendMarket, type MarginConfig, type Order, type OrderbookL2, type PerpMarket, type Pricing, type UsdcInsuranceFund, type UsdcPnlPool, type UserAccount } from "./zod-types/rest";
 export declare class ExchangeConnection extends BaseConnection {
     private wsManager;
     constructor(network: Network);
     getValue(): Promise<number | null>;
     getOrder(order_id: bigint): Promise<Order | null>;
-    getOrderbookData(asset_id: number): Promise<OrderbookData | null>;
+    getOrderbookL2(asset_id: number, levels?: number): Promise<OrderbookL2>;
     getUserAccountAddresses(start?: number, limit?: number): Promise<string[]>;
     getUserAccounts(addresses: string[]): Promise<UserAccount[]>;
     getPricing(): Promise<Pricing | null>;

package/dist/types/orderbook.d.ts

@@ -1,10 +1,9 @@
 import Decimal from "decimal.js";
 import type { Asset } from "./types";
-import type { OrderbookData } from "./zod-types/rest";
+import type { OrderbookL2, PriceLevel } from "./zod-types/rest";
 import type { OrderbookUpdate } from "./zod-types/ws";
 type Price = Decimal;
 type Size = Decimal;
-export type OrderbookLevel = [Price, Size];
 export declare class Orderbook {
     bids: Map<Price, Size>;
     asks: Map<Price, Size>;
@@ -14,10 +13,10 @@ export declare class Orderbook {
     protected updateBid(price: Price, size: Size): void;
     protected updateAsk(price: Price, size: Size): void;
     applyDelta(delta: OrderbookUpdate): void;
-    getBids(levels?: number): OrderbookLevel[];
-    getAsks(levels?: number): OrderbookLevel[];
-    static fromOrderbookData(orderbook: OrderbookData): Orderbook;
-    static toOrderbookData(orderbook: Orderbook): OrderbookData;
+    getBids(levels?: number): PriceLevel[];
+    getAsks(levels?: number): PriceLevel[];
+    static fromOrderbookL2(orderbook: OrderbookL2): Orderbook;
+    static toOrderbookL2(orderbook: Orderbook): OrderbookL2;
     toDisplay(levels?: number): string;
     setLastUpdated(ts: number): void;
 }

package/dist/types/zod-types/rest.d.ts

@@ -362,6 +362,7 @@ export declare const BaseResponseSchemas: {
         meta: Record<string, unknown> | null;
     }>;
 };
+declare const PriceLevel: z.ZodTuple<[z.ZodEffects<z.ZodUnion<[z.ZodString, z.ZodNumber]>, import("decimal.js").Decimal, string | number>, z.ZodEffects<z.ZodUnion<[z.ZodString, z.ZodNumber]>, import("decimal.js").Decimal, string | number>], null>;
 declare const StrippedTpsl: z.ZodObject<{
     side: z.ZodEnum<["Bid", "Ask"]>;
     tpsl_order_id: z.ZodBigInt;
@@ -435,60 +436,18 @@ export declare const Schemas: {
         asset_id: number;
         owner: string;
     }>;
-    readonly Orderbook: z.ZodObject<{
+    readonly OrderbookL2: z.ZodObject<{
         asset_id: z.ZodNumber;
-        bids: z.ZodEffects<z.ZodRecord<z.ZodString, z.ZodObject<{
-            order_ids: z.ZodArray<z.ZodBigInt, "many">;
-            total_size: z.ZodEffects<z.ZodUnion<[z.ZodString, z.ZodNumber]>, import("decimal.js").Decimal, string | number>;
-        }, "strip", z.ZodTypeAny, {
-            order_ids: bigint[];
-            total_size: import("decimal.js").Decimal;
-        }, {
-            order_ids: bigint[];
-            total_size: string | number;
-        }>>, Map<string, {
-            order_ids: bigint[];
-            total_size: import("decimal.js").Decimal;
-        }>, Record<string, {
-            order_ids: bigint[];
-            total_size: string | number;
-        }>>;
-        asks: z.ZodEffects<z.ZodRecord<z.ZodString, z.ZodObject<{
-            order_ids: z.ZodArray<z.ZodBigInt, "many">;
-            total_size: z.ZodEffects<z.ZodUnion<[z.ZodString, z.ZodNumber]>, import("decimal.js").Decimal, string | number>;
-        }, "strip", z.ZodTypeAny, {
-            order_ids: bigint[];
-            total_size: import("decimal.js").Decimal;
-        }, {
-            order_ids: bigint[];
-            total_size: string | number;
-        }>>, Map<string, {
-            order_ids: bigint[];
-            total_size: import("decimal.js").Decimal;
-        }>, Record<string, {
-            order_ids: bigint[];
-            total_size: string | number;
-        }>>;
+        bids: z.ZodArray<z.ZodTuple<[z.ZodEffects<z.ZodUnion<[z.ZodString, z.ZodNumber]>, import("decimal.js").Decimal, string | number>, z.ZodEffects<z.ZodUnion<[z.ZodString, z.ZodNumber]>, import("decimal.js").Decimal, string | number>], null>, "many">;
+        asks: z.ZodArray<z.ZodTuple<[z.ZodEffects<z.ZodUnion<[z.ZodString, z.ZodNumber]>, import("decimal.js").Decimal, string | number>, z.ZodEffects<z.ZodUnion<[z.ZodString, z.ZodNumber]>, import("decimal.js").Decimal, string | number>], null>, "many">;
     }, "strip", z.ZodTypeAny, {
         asset_id: number;
-        bids: Map<string, {
-            order_ids: bigint[];
-            total_size: import("decimal.js").Decimal;
-        }>;
-        asks: Map<string, {
-            order_ids: bigint[];
-            total_size: import("decimal.js").Decimal;
-        }>;
+        bids: [import("decimal.js").Decimal, import("decimal.js").Decimal][];
+        asks: [import("decimal.js").Decimal, import("decimal.js").Decimal][];
     }, {
         asset_id: number;
-        bids: Record<string, {
-            order_ids: bigint[];
-            total_size: string | number;
-        }>;
-        asks: Record<string, {
-            order_ids: bigint[];
-            total_size: string | number;
-        }>;
+        bids: [string | number, string | number][];
+        asks: [string | number, string | number][];
     }>;
     readonly UsdcPnlPool: z.ZodObject<{
         usdc_token_amount: z.ZodEffects<z.ZodUnion<[z.ZodString, z.ZodNumber]>, import("decimal.js").Decimal, string | number>;
@@ -2190,125 +2149,6 @@ export declare const ResponseSchemas: {
         };
         meta: Record<string, unknown> | null;
     }>;
-    readonly Orderbook: z.ZodObject<{
-        data: z.ZodObject<{
-            key: z.ZodNumber;
-            value: z.ZodNullable<z.ZodObject<{
-                asset_id: z.ZodNumber;
-                bids: z.ZodEffects<z.ZodRecord<z.ZodString, z.ZodObject<{
-                    order_ids: z.ZodArray<z.ZodBigInt, "many">;
-                    total_size: z.ZodEffects<z.ZodUnion<[z.ZodString, z.ZodNumber]>, import("decimal.js").Decimal, string | number>;
-                }, "strip", z.ZodTypeAny, {
-                    order_ids: bigint[];
-                    total_size: import("decimal.js").Decimal;
-                }, {
-                    order_ids: bigint[];
-                    total_size: string | number;
-                }>>, Map<string, {
-                    order_ids: bigint[];
-                    total_size: import("decimal.js").Decimal;
-                }>, Record<string, {
-                    order_ids: bigint[];
-                    total_size: string | number;
-                }>>;
-                asks: z.ZodEffects<z.ZodRecord<z.ZodString, z.ZodObject<{
-                    order_ids: z.ZodArray<z.ZodBigInt, "many">;
-                    total_size: z.ZodEffects<z.ZodUnion<[z.ZodString, z.ZodNumber]>, import("decimal.js").Decimal, string | number>;
-                }, "strip", z.ZodTypeAny, {
-                    order_ids: bigint[];
-                    total_size: import("decimal.js").Decimal;
-                }, {
-                    order_ids: bigint[];
-                    total_size: string | number;
-                }>>, Map<string, {
-                    order_ids: bigint[];
-                    total_size: import("decimal.js").Decimal;
-                }>, Record<string, {
-                    order_ids: bigint[];
-                    total_size: string | number;
-                }>>;
-            }, "strip", z.ZodTypeAny, {
-                asset_id: number;
-                bids: Map<string, {
-                    order_ids: bigint[];
-                    total_size: import("decimal.js").Decimal;
-                }>;
-                asks: Map<string, {
-                    order_ids: bigint[];
-                    total_size: import("decimal.js").Decimal;
-                }>;
-            }, {
-                asset_id: number;
-                bids: Record<string, {
-                    order_ids: bigint[];
-                    total_size: string | number;
-                }>;
-                asks: Record<string, {
-                    order_ids: bigint[];
-                    total_size: string | number;
-                }>;
-            }>>;
-        }, "strip", z.ZodTypeAny, {
-            value: {
-                asset_id: number;
-                bids: Map<string, {
-                    order_ids: bigint[];
-                    total_size: import("decimal.js").Decimal;
-                }>;
-                asks: Map<string, {
-                    order_ids: bigint[];
-                    total_size: import("decimal.js").Decimal;
-                }>;
-            } | null;
-            key: number;
-        }, {
-            value: {
-                asset_id: number;
-                bids: Record<string, {
-                    order_ids: bigint[];
-                    total_size: string | number;
-                }>;
-                asks: Record<string, {
-                    order_ids: bigint[];
-                    total_size: string | number;
-                }>;
-            } | null;
-            key: number;
-        }>;
-        meta: z.ZodNullable<z.ZodEffects<z.ZodRecord<z.ZodString, z.ZodUnknown>, Map<unknown, unknown>, Record<string, unknown>>>;
-    }, "strip", z.ZodTypeAny, {
-        data: {
-            value: {
-                asset_id: number;
-                bids: Map<string, {
-                    order_ids: bigint[];
-                    total_size: import("decimal.js").Decimal;
-                }>;
-                asks: Map<string, {
-                    order_ids: bigint[];
-                    total_size: import("decimal.js").Decimal;
-                }>;
-            } | null;
-            key: number;
-        };
-        meta: Map<unknown, unknown> | null;
-    }, {
-        data: {
-            value: {
-                asset_id: number;
-                bids: Record<string, {
-                    order_ids: bigint[];
-                    total_size: string | number;
-                }>;
-                asks: Record<string, {
-                    order_ids: bigint[];
-                    total_size: string | number;
-                }>;
-            } | null;
-            key: number;
-        };
-        meta: Record<string, unknown> | null;
-    }>;
     readonly Pricing: z.ZodObject<{
         data: z.ZodObject<{
             value: z.ZodNullable<z.ZodObject<{
@@ -2548,6 +2388,149 @@ export declare const ResponseSchemas: {
         };
         meta: Record<string, unknown> | null;
     }>;
+    readonly PerpMarket: z.ZodObject<{
+        data: z.ZodObject<{
+            key: z.ZodNumber;
+            value: z.ZodNullable<z.ZodObject<{
+                is_active: z.ZodBoolean;
+                min_tick_size: z.ZodEffects<z.ZodUnion<[z.ZodString, z.ZodNumber]>, import("decimal.js").Decimal, string | number>;
+                min_lot_size: z.ZodEffects<z.ZodUnion<[z.ZodString, z.ZodNumber]>, import("decimal.js").Decimal, string | number>;
+                min_interest_rate_clamp: z.ZodEffects<z.ZodUnion<[z.ZodString, z.ZodNumber]>, import("decimal.js").Decimal, string | number>;
+                max_interest_rate_clamp: z.ZodEffects<z.ZodUnion<[z.ZodString, z.ZodNumber]>, import("decimal.js").Decimal, string | number>;
+                min_funding_rate_clamp: z.ZodEffects<z.ZodUnion<[z.ZodString, z.ZodNumber]>, import("decimal.js").Decimal, string | number>;
+                max_funding_rate_clamp: z.ZodEffects<z.ZodUnion<[z.ZodString, z.ZodNumber]>, import("decimal.js").Decimal, string | number>;
+                impact_margin: z.ZodEffects<z.ZodUnion<[z.ZodString, z.ZodNumber]>, import("decimal.js").Decimal, string | number>;
+                interest_rate: z.ZodEffects<z.ZodUnion<[z.ZodString, z.ZodNumber]>, import("decimal.js").Decimal, string | number>;
+            }, "strip", z.ZodTypeAny, {
+                is_active: boolean;
+                min_tick_size: import("decimal.js").Decimal;
+                min_lot_size: import("decimal.js").Decimal;
+                min_interest_rate_clamp: import("decimal.js").Decimal;
+                max_interest_rate_clamp: import("decimal.js").Decimal;
+                min_funding_rate_clamp: import("decimal.js").Decimal;
+                max_funding_rate_clamp: import("decimal.js").Decimal;
+                impact_margin: import("decimal.js").Decimal;
+                interest_rate: import("decimal.js").Decimal;
+            }, {
+                is_active: boolean;
+                min_tick_size: string | number;
+                min_lot_size: string | number;
+                min_interest_rate_clamp: string | number;
+                max_interest_rate_clamp: string | number;
+                min_funding_rate_clamp: string | number;
+                max_funding_rate_clamp: string | number;
+                impact_margin: string | number;
+                interest_rate: string | number;
+            }>>;
+        }, "strip", z.ZodTypeAny, {
+            value: {
+                is_active: boolean;
+                min_tick_size: import("decimal.js").Decimal;
+                min_lot_size: import("decimal.js").Decimal;
+                min_interest_rate_clamp: import("decimal.js").Decimal;
+                max_interest_rate_clamp: import("decimal.js").Decimal;
+                min_funding_rate_clamp: import("decimal.js").Decimal;
+                max_funding_rate_clamp: import("decimal.js").Decimal;
+                impact_margin: import("decimal.js").Decimal;
+                interest_rate: import("decimal.js").Decimal;
+            } | null;
+            key: number;
+        }, {
+            value: {
+                is_active: boolean;
+                min_tick_size: string | number;
+                min_lot_size: string | number;
+                min_interest_rate_clamp: string | number;
+                max_interest_rate_clamp: string | number;
+                min_funding_rate_clamp: string | number;
+                max_funding_rate_clamp: string | number;
+                impact_margin: string | number;
+                interest_rate: string | number;
+            } | null;
+            key: number;
+        }>;
+        meta: z.ZodNullable<z.ZodEffects<z.ZodRecord<z.ZodString, z.ZodUnknown>, Map<unknown, unknown>, Record<string, unknown>>>;
+    }, "strip", z.ZodTypeAny, {
+        data: {
+            value: {
+                is_active: boolean;
+                min_tick_size: import("decimal.js").Decimal;
+                min_lot_size: import("decimal.js").Decimal;
+                min_interest_rate_clamp: import("decimal.js").Decimal;
+                max_interest_rate_clamp: import("decimal.js").Decimal;
+                min_funding_rate_clamp: import("decimal.js").Decimal;
+                max_funding_rate_clamp: import("decimal.js").Decimal;
+                impact_margin: import("decimal.js").Decimal;
+                interest_rate: import("decimal.js").Decimal;
+            } | null;
+            key: number;
+        };
+        meta: Map<unknown, unknown> | null;
+    }, {
+        data: {
+            value: {
+                is_active: boolean;
+                min_tick_size: string | number;
+                min_lot_size: string | number;
+                min_interest_rate_clamp: string | number;
+                max_interest_rate_clamp: string | number;
+                min_funding_rate_clamp: string | number;
+                max_funding_rate_clamp: string | number;
+                impact_margin: string | number;
+                interest_rate: string | number;
+            } | null;
+            key: number;
+        };
+        meta: Record<string, unknown> | null;
+    }>;
+    readonly OrderbookL2: z.ZodObject<{
+        data: z.ZodObject<{
+            orderbook_l2: z.ZodObject<{
+                asset_id: z.ZodNumber;
+                bids: z.ZodArray<z.ZodTuple<[z.ZodEffects<z.ZodUnion<[z.ZodString, z.ZodNumber]>, import("decimal.js").Decimal, string | number>, z.ZodEffects<z.ZodUnion<[z.ZodString, z.ZodNumber]>, import("decimal.js").Decimal, string | number>], null>, "many">;
+                asks: z.ZodArray<z.ZodTuple<[z.ZodEffects<z.ZodUnion<[z.ZodString, z.ZodNumber]>, import("decimal.js").Decimal, string | number>, z.ZodEffects<z.ZodUnion<[z.ZodString, z.ZodNumber]>, import("decimal.js").Decimal, string | number>], null>, "many">;
+            }, "strip", z.ZodTypeAny, {
+                asset_id: number;
+                bids: [import("decimal.js").Decimal, import("decimal.js").Decimal][];
+                asks: [import("decimal.js").Decimal, import("decimal.js").Decimal][];
+            }, {
+                asset_id: number;
+                bids: [string | number, string | number][];
+                asks: [string | number, string | number][];
+            }>;
+        }, "strip", z.ZodTypeAny, {
+            orderbook_l2: {
+                asset_id: number;
+                bids: [import("decimal.js").Decimal, import("decimal.js").Decimal][];
+                asks: [import("decimal.js").Decimal, import("decimal.js").Decimal][];
+            };
+        }, {
+            orderbook_l2: {
+                asset_id: number;
+                bids: [string | number, string | number][];
+                asks: [string | number, string | number][];
+            };
+        }>;
+        meta: z.ZodNullable<z.ZodEffects<z.ZodRecord<z.ZodString, z.ZodUnknown>, Map<unknown, unknown>, Record<string, unknown>>>;
+    }, "strip", z.ZodTypeAny, {
+        data: {
+            orderbook_l2: {
+                asset_id: number;
+                bids: [import("decimal.js").Decimal, import("decimal.js").Decimal][];
+                asks: [import("decimal.js").Decimal, import("decimal.js").Decimal][];
+            };
+        };
+        meta: Map<unknown, unknown> | null;
+    }, {
+        data: {
+            orderbook_l2: {
+                asset_id: number;
+                bids: [string | number, string | number][];
+                asks: [string | number, string | number][];
+            };
+        };
+        meta: Record<string, unknown> | null;
+    }>;
     readonly BorrowLendMarkets: z.ZodObject<{
         data: z.ZodObject<{
             markets: z.ZodArray<z.ZodObject<{
@@ -3058,7 +3041,8 @@ export declare const ResponseSchemas: {
 };
 export type DummyValue = z.infer<typeof Schemas.DummyValue>;
 export type Order = z.infer<typeof Schemas.Order>;
-export type OrderbookData = z.infer<typeof Schemas.Orderbook>;
+export type OrderbookL2 = z.infer<typeof Schemas.OrderbookL2>;
+export type PriceLevel = z.infer<typeof PriceLevel>;
 export type UserAccount = z.infer<typeof Schemas.UserAccount>;
 export type Pricing = z.infer<typeof Schemas.Pricing>;
 export type UsdcPnlPool = z.infer<typeof Schemas.UsdcPnlPool>;

package/package.json

@@ -4,7 +4,7 @@
     "type": "git",
     "url": "git+https://github.com/zetamarkets/bullet-sdk.git"
   },
-  "version": "0.18.0-rc.1",
+  "version": "0.19.0-rc.0",
   "description": "Bullet SDK",
   "author": "@bulletxyz",
   "license": "Apache-2.0",