@d8x/perpetuals-sdk 0.0.1

package/dist/nodeSDKTypes.d.ts

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+import { BytesLike, BigNumber, BigNumberish } from "ethers";
+export declare const DEFAULT_CONFIG_TESTNET = "../config/defaultConfig.json";
+export declare const DEFAULT_CONFIG_MAINNET = "notthereyet";
+export declare const DEFAULT_CONFIG_TESTNET_NAME = "testnet";
+export declare const DEFAULT_CONFIG_MAINNET_NAME = "mainnet";
+export declare const ERC20_ABI: any;
+export declare const COLLATERAL_CURRENCY_QUOTE = 0;
+export declare const COLLATERAL_CURRENCY_BASE = 1;
+export declare const COLLATERAL_CURRENCY_QUANTO = 2;
+export declare const PERP_STATE_STR: string[];
+export declare const ZERO_ADDRESS = "0x0000000000000000000000000000000000000000";
+export declare const ONE_64x64: BigNumber;
+export declare const MAX_64x64: BigNumber;
+export declare const MAX_UINT_256: BigNumber;
+export declare const DECIMALS: BigNumber;
+export declare const ORDER_MAX_DURATION_SEC: number;
+export declare const MASK_CLOSE_ONLY: BigNumber;
+export declare const MASK_LIMIT_ORDER: BigNumber;
+export declare const MASK_MARKET_ORDER: BigNumber;
+export declare const MASK_STOP_ORDER: BigNumber;
+export declare const MASK_KEEP_POS_LEVERAGE: BigNumber;
+export declare const ORDER_TYPE_LIMIT = "LIMIT";
+export declare const ORDER_TYPE_MARKET = "MARKET";
+export declare const ORDER_TYPE_STOP_MARKET = "STOP_MARKET";
+export declare const ORDER_TYPE_STOP_LIMIT = "STOP_LIMIT";
+export declare const BUY_SIDE = "BUY";
+export declare const SELL_SIDE = "SELL";
+export declare const CLOSED_SIDE = "CLOSED";
+export interface NodeSDKConfig {
+    nodeURL: string;
+    proxyAddr: string;
+    proxyABILocation: string;
+    limitOrderBookFactoryAddr: string;
+    limitOrderBookABILocation: string;
+    limitOrderBookFactoryABILocation: string;
+    gasLimit?: number | undefined;
+}
+export interface MarginAccount {
+    symbol: string;
+    positionNotionalBaseCCY: number;
+    side: string;
+    entryPrice: number;
+    leverage: number;
+    markPrice: number;
+    unrealizedPnlQuoteCCY: number;
+    unrealizedFundingCollateralCCY: number;
+    collateralCC: number;
+    liquidationPrice: [number, number | undefined];
+    liquidationLvg: number;
+    collToQuoteConversion: number;
+}
+export declare enum CollaterlCCY {
+    QUOTE = 0,
+    BASE = 1,
+    QUANTO = 2
+}
+export interface PoolStaticInfo {
+    poolId: number;
+    poolMarginSymbol: string;
+    poolMarginTokenAddr: string;
+    shareTokenAddr: string;
+    oracleFactoryAddr: string;
+}
+export interface PerpetualStaticInfo {
+    id: number;
+    limitOrderBookAddr: string;
+    maintenanceMarginRate: number;
+    collateralCurrencyType: CollaterlCCY;
+    S2Symbol: string;
+    S3Symbol: string;
+}
+export interface ExchangeInfo {
+    pools: PoolState[];
+}
+export interface PoolState {
+    isRunning: boolean;
+    marginTokenAddr: string;
+    poolShareTokenAddr: string;
+    defaultFundCashCC: number;
+    pnlParticipantCashCC: number;
+    totalAMMFundCashCC: number;
+    totalTargetAMMFundSizeCC: number;
+    brokerCollateralLotSize: number;
+    perpetuals: PerpetualState[];
+}
+export interface PerpetualState {
+    id: number;
+    state: string;
+    baseCurrency: string;
+    quoteCurrency: string;
+    indexPrice: number;
+    collToQuoteIndexPrice: number;
+    markPrice: number;
+    currentFundingRateBps: number;
+    initialMarginRate: number;
+    maintenanceMarginRate: number;
+    openInterestBC: number;
+    maxPositionBC: number;
+}
+export interface Order {
+    symbol: string;
+    side: string;
+    type: string;
+    quantity: number;
+    reduceOnly?: boolean | undefined;
+    limitPrice?: number | undefined;
+    keepPositionLvg?: boolean | undefined;
+    brokerFeeTbps?: number | undefined;
+    brokerAddr?: string | undefined;
+    brokerSignature?: BytesLike | undefined;
+    stopPrice?: number | undefined;
+    leverage?: number | undefined;
+    deadline?: number | undefined;
+    timestamp: number;
+}
+export interface SmartContractOrder {
+    flags: BigNumberish;
+    iPerpetualId: BigNumberish;
+    brokerFeeTbps: BigNumberish;
+    traderAddr: string;
+    brokerAddr: string;
+    referrerAddr: string;
+    brokerSignature: BytesLike;
+    fAmount: BigNumberish;
+    fLimitPrice: BigNumberish;
+    fTriggerPrice: BigNumberish;
+    fLeverage: BigNumberish;
+    iDeadline: BigNumberish;
+    createdTimestamp: BigNumberish;
+}

package/dist/nodeSDKTypes.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.CollaterlCCY = exports.CLOSED_SIDE = exports.SELL_SIDE = exports.BUY_SIDE = exports.ORDER_TYPE_STOP_LIMIT = exports.ORDER_TYPE_STOP_MARKET = exports.ORDER_TYPE_MARKET = exports.ORDER_TYPE_LIMIT = exports.MASK_KEEP_POS_LEVERAGE = exports.MASK_STOP_ORDER = exports.MASK_MARKET_ORDER = exports.MASK_LIMIT_ORDER = exports.MASK_CLOSE_ONLY = exports.ORDER_MAX_DURATION_SEC = exports.DECIMALS = exports.MAX_UINT_256 = exports.MAX_64x64 = exports.ONE_64x64 = exports.ZERO_ADDRESS = exports.PERP_STATE_STR = exports.COLLATERAL_CURRENCY_QUANTO = exports.COLLATERAL_CURRENCY_BASE = exports.COLLATERAL_CURRENCY_QUOTE = exports.ERC20_ABI = exports.DEFAULT_CONFIG_MAINNET_NAME = exports.DEFAULT_CONFIG_TESTNET_NAME = exports.DEFAULT_CONFIG_MAINNET = exports.DEFAULT_CONFIG_TESTNET = void 0;
+const ethers_1 = require("ethers");
+exports.DEFAULT_CONFIG_TESTNET = "../config/defaultConfig.json";
+exports.DEFAULT_CONFIG_MAINNET = "notthereyet";
+exports.DEFAULT_CONFIG_TESTNET_NAME = "testnet";
+exports.DEFAULT_CONFIG_MAINNET_NAME = "mainnet";
+exports.ERC20_ABI = require("../abi/ERC20.json");
+exports.COLLATERAL_CURRENCY_QUOTE = 0;
+exports.COLLATERAL_CURRENCY_BASE = 1;
+exports.COLLATERAL_CURRENCY_QUANTO = 2;
+exports.PERP_STATE_STR = ["INVALID", "INITIALIZING", "NORMAL", "EMERGENCY", "CLEARED"];
+exports.ZERO_ADDRESS = "0x0000000000000000000000000000000000000000";
+exports.ONE_64x64 = ethers_1.BigNumber.from("0x010000000000000000");
+exports.MAX_64x64 = ethers_1.BigNumber.from("0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF");
+exports.MAX_UINT_256 = ethers_1.BigNumber.from(2).pow(256).sub(ethers_1.BigNumber.from(1));
+exports.DECIMALS = ethers_1.BigNumber.from(10).pow(ethers_1.BigNumber.from(18));
+exports.ORDER_MAX_DURATION_SEC = 60 * 60 * 24 * 30 * 4;
+exports.MASK_CLOSE_ONLY = ethers_1.BigNumber.from("0x80000000");
+exports.MASK_LIMIT_ORDER = ethers_1.BigNumber.from("0x04000000");
+exports.MASK_MARKET_ORDER = ethers_1.BigNumber.from("0x40000000");
+exports.MASK_STOP_ORDER = ethers_1.BigNumber.from("0x20000000");
+exports.MASK_KEEP_POS_LEVERAGE = ethers_1.BigNumber.from("0x08000000");
+exports.ORDER_TYPE_LIMIT = "LIMIT";
+exports.ORDER_TYPE_MARKET = "MARKET";
+exports.ORDER_TYPE_STOP_MARKET = "STOP_MARKET";
+exports.ORDER_TYPE_STOP_LIMIT = "STOP_LIMIT";
+exports.BUY_SIDE = "BUY";
+exports.SELL_SIDE = "SELL";
+exports.CLOSED_SIDE = "CLOSED";
+var CollaterlCCY;
+(function (CollaterlCCY) {
+    CollaterlCCY[CollaterlCCY["QUOTE"] = 0] = "QUOTE";
+    CollaterlCCY[CollaterlCCY["BASE"] = 1] = "BASE";
+    CollaterlCCY[CollaterlCCY["QUANTO"] = 2] = "QUANTO";
+})(CollaterlCCY = exports.CollaterlCCY || (exports.CollaterlCCY = {}));
+/*
+        t32 flags;
+        uint24 iPerpetualId;
+        uint16 brokerFeeTbps;
+        address traderAddr;
+        address brokerAddr;
+        address referrerAddr;
+        bytes brokerSignature;
+        int128 fAmount;
+        int128 fLimitPrice;
+        int128 fTriggerPrice;
+        int128 fLeverage; // 0 if deposit and trade separate
+        uint256 iDeadline;
+        uint256 createdTimestamp;
+        */

package/dist/orderReferrerTool.d.ts

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+import WriteAccessHandler from "./writeAccessHandler";
+import { NodeSDKConfig } from "./nodeSDKTypes";
+/**
+ * OrderReferrerTool
+ * Methods to refer orders from the limit order book
+ */
+export default class OrderReferrerTool extends WriteAccessHandler {
+    /**
+     * Constructor
+     * @param config configuration
+     * @param privateKey private key of account that trades
+     */
+    constructor(config: NodeSDKConfig, privateKey: string);
+}

package/dist/orderReferrerTool.js

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+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+const writeAccessHandler_1 = __importDefault(require("./writeAccessHandler"));
+/**
+ * OrderReferrerTool
+ * Methods to refer orders from the limit order book
+ */
+class OrderReferrerTool extends writeAccessHandler_1.default {
+    /**
+     * Constructor
+     * @param config configuration
+     * @param privateKey private key of account that trades
+     */
+    constructor(config, privateKey) {
+        super(config, privateKey);
+    }
+}
+exports.default = OrderReferrerTool;

package/dist/perpetualDataHandler.d.ts

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+import { ethers, BigNumber } from "ethers";
+import { NodeSDKConfig, Order, SmartContractOrder, PerpetualStaticInfo, MarginAccount, PoolStaticInfo } from "./nodeSDKTypes";
+/**
+ * Parent class for AccountTrade and MarketData that handles
+ * common data and chain operations
+ */
+export default class PerpetualDataHandler {
+    protected symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>;
+    protected poolStaticInfos: Array<PoolStaticInfo>;
+    protected symbolToTokenAddrMap: Map<string, string>;
+    protected proxyContract: ethers.Contract | null;
+    protected proxyABI: ethers.ContractInterface;
+    protected proxyAddr: string;
+    protected lobFactoryContract: ethers.Contract | null;
+    protected lobFactoryABI: ethers.ContractInterface;
+    protected lobFactoryAddr: string;
+    protected lobABI: ethers.ContractInterface;
+    protected nodeURL: string;
+    protected provider: ethers.providers.JsonRpcProvider | null;
+    private signerOrProvider;
+    protected nestedPerpetualIDs: number[][];
+    constructor(config: NodeSDKConfig);
+    protected initContractsAndData(signerOrProvider: ethers.Signer | ethers.providers.Provider): Promise<void>;
+    /**
+     * Returns the order-book contract for the symbol if found or fails
+     * @param symbol symbol of the form ETH-USD-MATIC
+     * @returns order book contract for the perpetual
+     */
+    getOrderBookContract(symbol: string): ethers.Contract;
+    /**
+     * Called when initializing. This function fills this.symbolToTokenAddrMap,
+     * and this.nestedPerpetualIDs and this.symbolToPerpStaticInfo
+     *
+     */
+    protected _fillSymbolMaps(proxyContract: ethers.Contract): Promise<void>;
+    getSymbolFromPoolId(poolId: number): string;
+    getPoolIdFromSymbol(symbol: string): number;
+    protected static _getSymbolFromPoolId(poolId: number, staticInfos: PoolStaticInfo[]): string;
+    protected static _getPoolIdFromSymbol(symbol: string, staticInfos: PoolStaticInfo[]): number;
+    static getNestedPerpetualIds(_proxyContract: ethers.Contract): Promise<number[][]>;
+    static getMarginAccount(traderAddr: string, symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: ethers.Contract): Promise<MarginAccount>;
+    /**
+     * Liquidation price
+     * @param cleanSymbol symbol after calling symbolToBytes4Symbol
+     * @param traderState BigInt array according to smart contract
+     * @param symbolToPerpStaticInfo mapping symbol->PerpStaticInfo
+     * @returns liquidation mark-price, corresponding collateral/quote conversion
+     */
+    protected static _calculateLiquidationPrice(cleanSymbol: string, traderState: BigNumber[], symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>): [number, number, number, number, number];
+    /**
+     * Finds the perpetual id for a symbol of the form
+     * <base>-<quote>-<collateral>. The function first converts the
+     * token names into bytes4 representation
+     * @param symbol                  symbol (e.g., BTC-USD-MATIC)
+     * @param symbolToPerpStaticInfo  map that contains the bytes4-symbol to PerpetualStaticInfo
+     * including id mapping
+     * @returns perpetual id or it fails
+     */
+    protected static symbolToPerpetualId(symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>): number;
+    protected static symbolToBytes4Symbol(symbol: string): string;
+    private static _getByValue;
+    protected static fromSmartContractOrder(order: SmartContractOrder, symbolToPerpInfoMap: Map<string, PerpetualStaticInfo>): Order;
+    /**
+     * Transform the convenient form of the order into a smart-contract accepted type of order
+     * @param order                 order type
+     * @param traderAddr            address of the trader
+     * @param symbolToPerpetualMap  mapping of symbol to perpetual Id
+     * @returns SmartContractOrder
+     */
+    protected static toSmartContractOrder(order: Order, traderAddr: string, perpStaticInfo: Map<string, PerpetualStaticInfo>): SmartContractOrder;
+    private static _flagToOrderType;
+    /**
+     * Determine the correct order flags based on the order-properties.
+     * Checks for some misspecifications.
+     * @param order     order type
+     * @returns BigNumber flags
+     */
+    private static _orderTypeToFlag;
+    /**
+     * Read config file into NodeSDKConfig interface
+     * @param fileLocation json-file with required variables for config
+     * @returns NodeSDKConfig
+     */
+    static readSDKConfig(fileLocation: string): NodeSDKConfig;
+}