@d8x/perpetuals-sdk 0.0.2 → 0.0.3

package/dist/accountTrade.d.ts

@@ -35,6 +35,13 @@ export default class AccountTrade extends WriteAccessHandler {
      * @returns Exchange fee, in decimals (i.e. 0.1% is 0.001).
      */
     queryExchangeFee(poolSymbolName: string, brokerAddr?: string): Promise<number>;
+    /**
+     * Exponentially weighted EMA of the total trading volume of all trades performed by this trader.
+     * The weights are chosen so that in average this coincides with the 30 day volume.
+     * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
+     * @returns {number} Current trading volume for this trader, in USD.
+     */
+    getCurrentTraderVolume(poolSymbolName: string): Promise<number>;
     /**
      * Static order function
      * @param order order type (not SmartContractOrder but Order)

package/dist/accountTrade.js

@@ -13,6 +13,7 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 const ethers_1 = require("ethers");
+const d8XMath_1 = require("./d8XMath");
 const nodeSDKTypes_1 = require("./nodeSDKTypes");
 const writeAccessHandler_1 = __importDefault(require("./writeAccessHandler"));
 /**
@@ -88,6 +89,22 @@ class AccountTrade extends writeAccessHandler_1.default {
             return feeTbps / 100000;
         });
     }
+    /**
+     * Exponentially weighted EMA of the total trading volume of all trades performed by this trader.
+     * The weights are chosen so that in average this coincides with the 30 day volume.
+     * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
+     * @returns {number} Current trading volume for this trader, in USD.
+     */
+    getCurrentTraderVolume(poolSymbolName) {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (this.proxyContract == null || this.signer == null) {
+                throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
+            }
+            let poolId = writeAccessHandler_1.default._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
+            let volume = yield this.proxyContract.getCurrentTraderVolume(poolId, this.traderAddr);
+            return (0, d8XMath_1.ABK64x64ToFloat)(volume);
+        });
+    }
     /**
      * Static order function
      * @param order order type (not SmartContractOrder but Order)

package/dist/brokerTool.d.ts

@@ -11,35 +11,20 @@ export default class BrokerTool extends WriteAccessHandler {
      * @param {string} privateKey Private key of a broker.
      */
     constructor(config: NodeSDKConfig, privateKey: string);
-    getBrokerInducedFee(poolSymbolName: string): Promise<number>;
-    /**
-     * Total amount of collateral currency a broker has to deposit into the default fund to purchase one lot.
-     * This is equivalent to the price of a lot expressed in a given pool's currency (e.g. MATIC, USDC, etc).
-     * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
-     * @returns Broker lot size in a given pool's currency, e.g. in MATIC for poolSymbolName MATIC.
-     */
-    getLotSize(poolSymbolName: string): Promise<number>;
     /**
-     * Provides information on how many lots a broker purchased for a given pool.
-     * This is relevant to determine the broker's fee tier.
+     * Determine the exchange fee based on lots, traded volume, and D8X balance of this broker.
+     * This is the final exchange fee paid by the broker.
      * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
-     * @returns Number of lots purchased by this broker.
+     * @returns {number} Exchange fee for this broker, in decimals (i.e. 0.1% is 0.001)
      */
-    getBrokerDesignation(poolSymbolName: string): Promise<number>;
-    /**
-     * Deposit lots to the default fund of a given pool.
-     * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
-     * @param lots Number of lots to deposit into this pool.
-     * @returns Transaction object.
-     */
-    brokerDepositToDefaultFund(poolSymbolName: string, lots: number): Promise<ethers.providers.TransactionResponse>;
+    getBrokerInducedFee(poolSymbolName: string): Promise<number>;
     /**
      * Determine the exchange fee based on lots purchased by this broker.
      * The final exchange fee paid by the broker is equal to
      * maximum(brokerTool.getFeeForBrokerDesignation(poolSymbolName),  brokerTool.getFeeForBrokerVolume(poolSymbolName), brokerTool.getFeeForBrokerStake())
      * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
-     * @param {number} lots Optional, designation to use if different from this broker's.
-     * @returns Fee based solely on this broker's designation, in decimals (i.e. 0.1% is 0.001).
+     * @param {number=} lots Optional, designation to use if different from this broker's.
+     * @returns {number} Fee based solely on this broker's designation, in decimals (i.e. 0.1% is 0.001).
      */
     getFeeForBrokerDesignation(poolSymbolName: string, lots?: number): Promise<number>;
     /**
@@ -47,15 +32,15 @@ export default class BrokerTool extends WriteAccessHandler {
      * The final exchange fee paid by the broker is equal to
      * maximum(brokerTool.getFeeForBrokerDesignation(poolSymbolName),  brokerTool.getFeeForBrokerVolume(poolSymbolName), brokerTool.getFeeForBrokerStake())
      * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
-     * @returns Fee based solely on a broker's traded volume in the corresponding pool, in decimals (i.e. 0.1% is 0.001).
+     * @returns {number} Fee based solely on a broker's traded volume in the corresponding pool, in decimals (i.e. 0.1% is 0.001).
      */
-    getFeeForBrokerVolume(poolSymbolName: string): Promise<number | undefined>;
+    getFeeForBrokerVolume(poolSymbolName: string): Promise<number>;
     /**
      * Determine the exchange fee based on the current D8X balance in a broker's wallet.
      * The final exchange fee paid by the broker is equal to
      * maximum(brokerTool.getFeeForBrokerDesignation(symbol, lots),  brokerTool.getFeeForBrokerVolume(symbol), brokerTool.getFeeForBrokerStake)
      * @param {string=} brokerAddr Address of the broker in question, if different from the one calling this function.
-     * @returns Fee based solely on a broker's D8X balance, in decimals (i.e. 0.1% is 0.001).
+     * @returns {number} Fee based solely on a broker's D8X balance, in decimals (i.e. 0.1% is 0.001).
      */
     getFeeForBrokerStake(brokerAddr?: string): Promise<number>;
     /**
@@ -64,18 +49,47 @@ export default class BrokerTool extends WriteAccessHandler {
      * and it takes into account whether the order given here has been signed by a broker or not.
      * Use this, for instance, to verify that the fee to be charged for a given order is as expected,
      * before and after signing it with brokerTool.signOrder.
+     * This fee is equal or lower than the broker induced fee, provided the order is properly signed.
      * @param {Order} order Order for which to determine the exchange fee. Not necessarily signed by this broker.
      * @param {string} traderAddr Address of the trader for whom to determine the fee.
-     * @returns Fee in decimals (i.e. 0.1% is 0.001).
+     * @returns {number} Fee in decimals (i.e. 0.1% is 0.001).
      */
     determineExchangeFee(order: Order, traderAddr: string): Promise<number>;
+    /**
+     * Exponentially weighted EMA of the total trading volume of all trades performed under this broker.
+     * The weights are chosen so that in average this coincides with the 30 day volume.
+     * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
+     * @returns {number} Current trading volume for this broker, in USD.
+     */
+    getCurrentBrokerVolume(poolSymbolName: string): Promise<number>;
+    /**
+     * Total amount of collateral currency a broker has to deposit into the default fund to purchase one lot.
+     * This is equivalent to the price of a lot expressed in a given pool's currency (e.g. MATIC, USDC, etc).
+     * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
+     * @returns {number} Broker lot size in a given pool's currency, e.g. in MATIC for poolSymbolName MATIC.
+     */
+    getLotSize(poolSymbolName: string): Promise<number>;
+    /**
+     * Provides information on how many lots a broker purchased for a given pool.
+     * This is relevant to determine the broker's fee tier.
+     * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
+     * @returns {number} Number of lots purchased by this broker.
+     */
+    getBrokerDesignation(poolSymbolName: string): Promise<number>;
+    /**
+     * Deposit lots to the default fund of a given pool.
+     * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
+     * @param {number} lots Number of lots to deposit into this pool.
+     * @returns {ethers.providers.TransactionResponse} Transaction object.
+     */
+    brokerDepositToDefaultFund(poolSymbolName: string, lots: number): Promise<ethers.providers.TransactionResponse>;
     /**
      * Adds this broker's signature to an order so that it can be submitted by an approved trader.
      * @param {Order} order Order to sign.
      * @param {string} traderAddr Address of trader submitting the order.
      * @param {number} feeDecimals Fee that this broker is approving for the trader.
      * @param {number} deadline Deadline for the order to be executed.
-     * @returns An order signed by this broker, which can be submitted directly with AccountTrade.order.
+     * @returns {Order} An order signed by this broker, which can be submitted directly with AccountTrade.order.
      */
     signOrder(order: Order, traderAddr: string, brokerFee: number, deadline: number): Promise<Order>;
     /**
@@ -85,16 +99,16 @@ export default class BrokerTool extends WriteAccessHandler {
      * @param {string} symbol Perpetual that this trader will be trading, of the form ETH-USD-MATIC.
      * @param {number} brokerFee Broker fee for this trader, in decimals (i.e. 0.1% is 0.001).
      * @param {number} deadline Deadline for the order to be executed.
-     * @returns Broker signature approving this trader's fee, symbol, and deadline.
+     * @returns {string} Broker signature approving this trader's fee, symbol, and deadline.
      * @ignore
      */
     createSignatureForTrader(traderAddr: string, symbol: string, brokerFee: number, deadline: number): Promise<string>;
     static _signOrder(symbol: string, brokerFeeTbps: number, traderAddr: string, iDeadline: BigNumber, signer: ethers.Wallet, chainId: number, proxyAddress: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>): Promise<string>;
     /**
      * Transfer ownership of a broker's status to a new wallet.
-     * @param poolSymbolName     Symbol refers to the pool (e.g., MATIC for the MATIC-pool)
-     * @param newAddress         The address this broker wants to use from now on.
-     * @returns ethers transaction object
+     * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
+     * @param {string} newAddress The address this broker wants to use from now on.
+     * @returns {ethers.providers.TransactionResponse} ethers transaction object
      */
     transferOwnership(poolSymbolName: string, newAddress: string): Promise<ethers.providers.TransactionResponse>;
 }

package/dist/brokerTool.js

@@ -29,63 +29,21 @@ class BrokerTool extends writeAccessHandler_1.default {
     constructor(config, privateKey) {
         super(config, privateKey);
     }
-    getBrokerInducedFee(poolSymbolName) {
-        return __awaiter(this, void 0, void 0, function* () {
-            if (this.proxyContract == null || this.signer == null) {
-                throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
-            }
-            let poolId = perpetualDataHandler_1.default._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
-            let feeTbps = yield this.proxyContract.getBrokerInducedFee(poolId, this.traderAddr);
-            return feeTbps / 100000;
-        });
-    }
-    /**
-     * Total amount of collateral currency a broker has to deposit into the default fund to purchase one lot.
-     * This is equivalent to the price of a lot expressed in a given pool's currency (e.g. MATIC, USDC, etc).
-     * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
-     * @returns Broker lot size in a given pool's currency, e.g. in MATIC for poolSymbolName MATIC.
-     */
-    getLotSize(poolSymbolName) {
-        return __awaiter(this, void 0, void 0, function* () {
-            if (this.proxyContract == null) {
-                throw Error("no proxy contract initialized. Use createProxyInstance().");
-            }
-            let poolId = perpetualDataHandler_1.default._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
-            let pool = yield this.proxyContract.getLiquidityPool(poolId);
-            let lot = (0, d8XMath_1.ABK64x64ToFloat)(pool.fBrokerCollateralLotSize);
-            return lot;
-        });
-    }
+    // Fee getters
     /**
-     * Provides information on how many lots a broker purchased for a given pool.
-     * This is relevant to determine the broker's fee tier.
-     * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
-     * @returns Number of lots purchased by this broker.
-     */
-    getBrokerDesignation(poolSymbolName) {
-        return __awaiter(this, void 0, void 0, function* () {
-            if (this.proxyContract == null || this.signer == null) {
-                throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
-            }
-            let poolId = perpetualDataHandler_1.default._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
-            let designation = yield this.proxyContract.getBrokerDesignation(poolId, this.traderAddr);
-            return designation;
-        });
-    }
-    /**
-     * Deposit lots to the default fund of a given pool.
+     * Determine the exchange fee based on lots, traded volume, and D8X balance of this broker.
+     * This is the final exchange fee paid by the broker.
      * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
-     * @param lots Number of lots to deposit into this pool.
-     * @returns Transaction object.
+     * @returns {number} Exchange fee for this broker, in decimals (i.e. 0.1% is 0.001)
      */
-    brokerDepositToDefaultFund(poolSymbolName, lots) {
+    getBrokerInducedFee(poolSymbolName) {
         return __awaiter(this, void 0, void 0, function* () {
             if (this.proxyContract == null || this.signer == null) {
                 throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
             }
             let poolId = perpetualDataHandler_1.default._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
-            let tx = yield this.proxyContract.brokerDepositToDefaultFund(poolId, lots, { gasLimit: this.gasLimit });
-            return tx;
+            let feeTbps = yield this.proxyContract.getBrokerInducedFee(poolId, this.traderAddr);
+            return feeTbps / 100000;
         });
     }
     /**
@@ -93,8 +51,8 @@ class BrokerTool extends writeAccessHandler_1.default {
      * The final exchange fee paid by the broker is equal to
      * maximum(brokerTool.getFeeForBrokerDesignation(poolSymbolName),  brokerTool.getFeeForBrokerVolume(poolSymbolName), brokerTool.getFeeForBrokerStake())
      * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
-     * @param {number} lots Optional, designation to use if different from this broker's.
-     * @returns Fee based solely on this broker's designation, in decimals (i.e. 0.1% is 0.001).
+     * @param {number=} lots Optional, designation to use if different from this broker's.
+     * @returns {number} Fee based solely on this broker's designation, in decimals (i.e. 0.1% is 0.001).
      */
     getFeeForBrokerDesignation(poolSymbolName, lots) {
         return __awaiter(this, void 0, void 0, function* () {
@@ -118,7 +76,7 @@ class BrokerTool extends writeAccessHandler_1.default {
      * The final exchange fee paid by the broker is equal to
      * maximum(brokerTool.getFeeForBrokerDesignation(poolSymbolName),  brokerTool.getFeeForBrokerVolume(poolSymbolName), brokerTool.getFeeForBrokerStake())
      * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
-     * @returns Fee based solely on a broker's traded volume in the corresponding pool, in decimals (i.e. 0.1% is 0.001).
+     * @returns {number} Fee based solely on a broker's traded volume in the corresponding pool, in decimals (i.e. 0.1% is 0.001).
      */
     getFeeForBrokerVolume(poolSymbolName) {
         return __awaiter(this, void 0, void 0, function* () {
@@ -135,7 +93,7 @@ class BrokerTool extends writeAccessHandler_1.default {
      * The final exchange fee paid by the broker is equal to
      * maximum(brokerTool.getFeeForBrokerDesignation(symbol, lots),  brokerTool.getFeeForBrokerVolume(symbol), brokerTool.getFeeForBrokerStake)
      * @param {string=} brokerAddr Address of the broker in question, if different from the one calling this function.
-     * @returns Fee based solely on a broker's D8X balance, in decimals (i.e. 0.1% is 0.001).
+     * @returns {number} Fee based solely on a broker's D8X balance, in decimals (i.e. 0.1% is 0.001).
      */
     getFeeForBrokerStake(brokerAddr) {
         return __awaiter(this, void 0, void 0, function* () {
@@ -155,9 +113,10 @@ class BrokerTool extends writeAccessHandler_1.default {
      * and it takes into account whether the order given here has been signed by a broker or not.
      * Use this, for instance, to verify that the fee to be charged for a given order is as expected,
      * before and after signing it with brokerTool.signOrder.
+     * This fee is equal or lower than the broker induced fee, provided the order is properly signed.
      * @param {Order} order Order for which to determine the exchange fee. Not necessarily signed by this broker.
      * @param {string} traderAddr Address of the trader for whom to determine the fee.
-     * @returns Fee in decimals (i.e. 0.1% is 0.001).
+     * @returns {number} Fee in decimals (i.e. 0.1% is 0.001).
      */
     determineExchangeFee(order, traderAddr) {
         return __awaiter(this, void 0, void 0, function* () {
@@ -169,13 +128,81 @@ class BrokerTool extends writeAccessHandler_1.default {
             return feeTbps / 100000;
         });
     }
+    // Volume
+    /**
+     * Exponentially weighted EMA of the total trading volume of all trades performed under this broker.
+     * The weights are chosen so that in average this coincides with the 30 day volume.
+     * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
+     * @returns {number} Current trading volume for this broker, in USD.
+     */
+    getCurrentBrokerVolume(poolSymbolName) {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (this.proxyContract == null || this.signer == null) {
+                throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
+            }
+            let poolId = perpetualDataHandler_1.default._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
+            let volume = yield this.proxyContract.getCurrentBrokerVolume(poolId, this.traderAddr);
+            return (0, d8XMath_1.ABK64x64ToFloat)(volume);
+        });
+    }
+    // Lots
+    /**
+     * Total amount of collateral currency a broker has to deposit into the default fund to purchase one lot.
+     * This is equivalent to the price of a lot expressed in a given pool's currency (e.g. MATIC, USDC, etc).
+     * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
+     * @returns {number} Broker lot size in a given pool's currency, e.g. in MATIC for poolSymbolName MATIC.
+     */
+    getLotSize(poolSymbolName) {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (this.proxyContract == null) {
+                throw Error("no proxy contract initialized. Use createProxyInstance().");
+            }
+            let poolId = perpetualDataHandler_1.default._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
+            let pool = yield this.proxyContract.getLiquidityPool(poolId);
+            let lot = (0, d8XMath_1.ABK64x64ToFloat)(pool.fBrokerCollateralLotSize);
+            return lot;
+        });
+    }
+    /**
+     * Provides information on how many lots a broker purchased for a given pool.
+     * This is relevant to determine the broker's fee tier.
+     * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
+     * @returns {number} Number of lots purchased by this broker.
+     */
+    getBrokerDesignation(poolSymbolName) {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (this.proxyContract == null || this.signer == null) {
+                throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
+            }
+            let poolId = perpetualDataHandler_1.default._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
+            let designation = yield this.proxyContract.getBrokerDesignation(poolId, this.traderAddr);
+            return designation;
+        });
+    }
+    /**
+     * Deposit lots to the default fund of a given pool.
+     * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
+     * @param {number} lots Number of lots to deposit into this pool.
+     * @returns {ethers.providers.TransactionResponse} Transaction object.
+     */
+    brokerDepositToDefaultFund(poolSymbolName, lots) {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (this.proxyContract == null || this.signer == null) {
+                throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
+            }
+            let poolId = perpetualDataHandler_1.default._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
+            let tx = yield this.proxyContract.brokerDepositToDefaultFund(poolId, lots, { gasLimit: this.gasLimit });
+            return tx;
+        });
+    }
+    // Signatures
     /**
      * Adds this broker's signature to an order so that it can be submitted by an approved trader.
      * @param {Order} order Order to sign.
      * @param {string} traderAddr Address of trader submitting the order.
      * @param {number} feeDecimals Fee that this broker is approving for the trader.
      * @param {number} deadline Deadline for the order to be executed.
-     * @returns An order signed by this broker, which can be submitted directly with AccountTrade.order.
+     * @returns {Order} An order signed by this broker, which can be submitted directly with AccountTrade.order.
      */
     signOrder(order, traderAddr, brokerFee, deadline) {
         return __awaiter(this, void 0, void 0, function* () {
@@ -196,7 +223,7 @@ class BrokerTool extends writeAccessHandler_1.default {
      * @param {string} symbol Perpetual that this trader will be trading, of the form ETH-USD-MATIC.
      * @param {number} brokerFee Broker fee for this trader, in decimals (i.e. 0.1% is 0.001).
      * @param {number} deadline Deadline for the order to be executed.
-     * @returns Broker signature approving this trader's fee, symbol, and deadline.
+     * @returns {string} Broker signature approving this trader's fee, symbol, and deadline.
      * @ignore
      */
     createSignatureForTrader(traderAddr, symbol, brokerFee, deadline) {
@@ -224,11 +251,12 @@ class BrokerTool extends writeAccessHandler_1.default {
             return yield signer.signMessage(digestBuffer);
         });
     }
+    // Transfer ownership
     /**
      * Transfer ownership of a broker's status to a new wallet.
-     * @param poolSymbolName     Symbol refers to the pool (e.g., MATIC for the MATIC-pool)
-     * @param newAddress         The address this broker wants to use from now on.
-     * @returns ethers transaction object
+     * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
+     * @param {string} newAddress The address this broker wants to use from now on.
+     * @returns {ethers.providers.TransactionResponse} ethers transaction object
      */
     transferOwnership(poolSymbolName, newAddress) {
         return __awaiter(this, void 0, void 0, function* () {

package/dist/liquidatorTool.d.ts

@@ -35,4 +35,24 @@ export default class LiquidatorTool extends WriteAccessHandler {
      * @ignore
      */
     _liquidateByAMM(perpetualId: number, liquidatorAddr: string, traderAddr: string, gasLimit: number): Promise<number>;
+    /**
+     * Total number of active accounts for this symbol, i.e. accounts with positions that are currently open.
+     * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+     * @returns {number} Number of active accounts.
+     */
+    countActivePerpAccounts(symbol: string): Promise<number>;
+    /**
+     * Get addresses of active accounts by chunks.
+     * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+     * @param {number} from From which account we start counting (0-indexed).
+     * @param {number} to Until which account we count, non inclusive.
+     * @returns {string[]} Array of addresses at locations 'from', 'from'+1 ,..., 'to'-1.
+     */
+    getActiveAccountsByChunks(symbol: string, from: number, to: number): Promise<string[]>;
+    /**
+     * Addresses for all the active accounts in this perpetual symbol.
+     * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+     * @returns {string[]} Array of addresses.
+     */
+    getAllActiveAccounts(symbol: string): Promise<string[]>;
 }

package/dist/liquidatorTool.js

@@ -60,7 +60,7 @@ class LiquidatorTool extends writeAccessHandler_1.default {
                 throw Error("no proxy contract initialized. Use createProxyInstance().");
             }
             let perpID = LiquidatorTool.symbolToPerpetualId(symbol, this.symbolToPerpStaticInfo);
-            return yield this.proxyContract.isMaintenanceMarginSafe(perpID, traderAddr);
+            return yield this.proxyContract.isTraderMaintenanceMarginSafe(perpID, traderAddr);
         });
     }
     /**
@@ -79,5 +79,47 @@ class LiquidatorTool extends writeAccessHandler_1.default {
             return (0, d8XMath_1.ABK64x64ToFloat)(fAmount);
         });
     }
+    /**
+     * Total number of active accounts for this symbol, i.e. accounts with positions that are currently open.
+     * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+     * @returns {number} Number of active accounts.
+     */
+    countActivePerpAccounts(symbol) {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (this.proxyContract == null) {
+                throw Error("no proxy contract initialized. Use createProxyInstance().");
+            }
+            let perpID = LiquidatorTool.symbolToPerpetualId(symbol, this.symbolToPerpStaticInfo);
+            return yield this.proxyContract.countActivePerpAccounts(perpID);
+        });
+    }
+    /**
+     * Get addresses of active accounts by chunks.
+     * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+     * @param {number} from From which account we start counting (0-indexed).
+     * @param {number} to Until which account we count, non inclusive.
+     * @returns {string[]} Array of addresses at locations 'from', 'from'+1 ,..., 'to'-1.
+     */
+    getActiveAccountsByChunks(symbol, from, to) {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (this.proxyContract == null) {
+                throw Error("no proxy contract initialized. Use createProxyInstance().");
+            }
+            let perpID = LiquidatorTool.symbolToPerpetualId(symbol, this.symbolToPerpStaticInfo);
+            return yield this.proxyContract.getActivePerpAccountsByChunks(perpID, from, to);
+        });
+    }
+    /**
+     * Addresses for all the active accounts in this perpetual symbol.
+     * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+     * @returns {string[]} Array of addresses.
+     */
+    getAllActiveAccounts(symbol) {
+        return __awaiter(this, void 0, void 0, function* () {
+            // checks are done inside the intermediate functions
+            let totalAccounts = yield this.countActivePerpAccounts(symbol);
+            return yield this.getActiveAccountsByChunks(symbol, 0, totalAccounts);
+        });
+    }
 }
 exports.default = LiquidatorTool;

package/dist/marketData.d.ts

@@ -31,6 +31,13 @@ export default class MarketData extends PerpetualDataHandler {
      * @returns {MarginAccount}
      */
     positionRisk(traderAddr: string, symbol: string): Promise<MarginAccount>;
+    /**
+     * Uses the Oracle(s) in the exchange to get the latest price of a given index in a given currency, if a route exists.
+     * @param {string} base Index name, e.g. ETH.
+     * @param {string} quote Quote currency, e.g. USD.
+     * @returns {number} Price of index in given currency.
+     */
+    getOraclePrice(base: string, quote: string): Promise<number | undefined>;
     /**
      * Query smart contract to get user orders and convert to user friendly order format.
      * @param {string} traderAddr Address of trader.

package/dist/marketData.js

@@ -75,6 +75,21 @@ class MarketData extends perpetualDataHandler_1.default {
             return mgnAcct;
         });
     }
+    /**
+     * Uses the Oracle(s) in the exchange to get the latest price of a given index in a given currency, if a route exists.
+     * @param {string} base Index name, e.g. ETH.
+     * @param {string} quote Quote currency, e.g. USD.
+     * @returns {number} Price of index in given currency.
+     */
+    getOraclePrice(base, quote) {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (this.proxyContract == null) {
+                throw Error("no proxy contract initialized. Use createProxyInstance().");
+            }
+            let px = yield this.proxyContract.getOraclePrice([(0, utils_1.toBytes4)(base), (0, utils_1.toBytes4)(quote)]);
+            return px == undefined ? undefined : (0, d8XMath_1.ABK64x64ToFloat)(px);
+        });
+    }
     /**
      * Query smart contract to get user orders and convert to user friendly order format.
      * @param {string} traderAddr Address of trader.

package/dist/orderReferrerTool.d.ts

@@ -20,12 +20,24 @@ export default class OrderReferrerTool extends WriteAccessHandler {
      * @returns Transaction object.
      */
     executeOrder(symbol: string, orderId: string, referrerAddr?: string): Promise<ethers.providers.TransactionResponse>;
+    /**
+     * All the orders in the order book for a given symbol that are currently open.
+     * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+     * @returns Array with all open orders and their IDs.
+     */
+    getAllOpenOrders(symbol: string): Promise<[Order[], string[]]>;
+    /**
+     * Total number of limit orders for this symbol, excluding those that have been cancelled/removed.
+     * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+     * @returns {number} Number of open orders.
+     */
+    numberOfOpenOrders(symbol: string): Promise<number>;
     /**
      * Get a list of active conditional orders in the order book.
      * This a read-only action and does not incur in gas costs.
      * @param {string} symbol Symbol of the form ETH-USD-MATIC.
      * @param {number} numElements Maximum number of orders to poll.
-     * @param {string} startAfter Optional order ID from where to start polling. Defaults to the first order.
+     * @param {string=} startAfter Optional order ID from where to start polling. Defaults to the first order.
      * @returns Array of orders and corresponding order IDs
      */
     pollLimitOrders(symbol: string, numElements: number, startAfter?: string): Promise<[Order[], string[]]>;

package/dist/orderReferrerTool.js

@@ -14,6 +14,7 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
 Object.defineProperty(exports, "__esModule", { value: true });
 const writeAccessHandler_1 = __importDefault(require("./writeAccessHandler"));
 const nodeSDKTypes_1 = require("./nodeSDKTypes");
+const ethers_1 = require("ethers");
 /**
  * Methods to execute existing orders from the limit order book.
  */
@@ -46,12 +47,37 @@ class OrderReferrerTool extends writeAccessHandler_1.default {
             return yield orderBookSC.executeLimitOrderByDigest(orderId, referrerAddr);
         });
     }
+    /**
+     * All the orders in the order book for a given symbol that are currently open.
+     * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+     * @returns Array with all open orders and their IDs.
+     */
+    getAllOpenOrders(symbol) {
+        return __awaiter(this, void 0, void 0, function* () {
+            let totalOrders = yield this.numberOfOpenOrders(symbol);
+            return yield this.pollLimitOrders(symbol, totalOrders);
+        });
+    }
+    /**
+     * Total number of limit orders for this symbol, excluding those that have been cancelled/removed.
+     * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+     * @returns {number} Number of open orders.
+     */
+    numberOfOpenOrders(symbol) {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (this.proxyContract == null) {
+                throw Error("no proxy contract initialized. Use createProxyInstance().");
+            }
+            const orderBookSC = this.getOrderBookContract(symbol);
+            return yield orderBookSC.numberOfOrderBookDigests();
+        });
+    }
     /**
      * Get a list of active conditional orders in the order book.
      * This a read-only action and does not incur in gas costs.
      * @param {string} symbol Symbol of the form ETH-USD-MATIC.
      * @param {number} numElements Maximum number of orders to poll.
-     * @param {string} startAfter Optional order ID from where to start polling. Defaults to the first order.
+     * @param {string=} startAfter Optional order ID from where to start polling. Defaults to the first order.
      * @returns Array of orders and corresponding order IDs
      */
     pollLimitOrders(symbol, numElements, startAfter) {
@@ -60,7 +86,7 @@ class OrderReferrerTool extends writeAccessHandler_1.default {
                 throw Error("no proxy contract initialized. Use createProxyInstance().");
             }
             if (typeof startAfter == "undefined") {
-                startAfter = nodeSDKTypes_1.ZERO_ADDRESS;
+                startAfter = ethers_1.ethers.constants.HashZero;
             }
             const orderBookSC = this.getOrderBookContract(symbol);
             let [orders, orderIds] = yield orderBookSC.pollLimitOrders(startAfter, numElements);

package/dist/perpetualDataHandler.js

@@ -310,16 +310,20 @@ class PerpetualDataHandler {
         // concatenate and find perpetual Id in map
         return symbols[0] + "-" + symbols[1] + "-" + symbols[2];
     }
-    static _getByValue(map, searchValue) {
+    static _getByValue(map, searchValue, valueField) {
         for (let [key, value] of map.entries()) {
-            if (value === searchValue) {
+            if (value[valueField] === searchValue) {
                 return key;
             }
         }
+        return undefined;
     }
     static fromSmartContractOrder(order, symbolToPerpInfoMap) {
         // find symbol of perpetual id
-        let symbol = PerpetualDataHandler._getByValue(symbolToPerpInfoMap, order.iPerpetualId);
+        let symbol = PerpetualDataHandler._getByValue(symbolToPerpInfoMap, order.iPerpetualId, "id");
+        if (symbol == undefined) {
+            throw Error(`Perpetual id ${order.iPerpetualId} not found. Check with marketData.exchangeInfo().`);
+        }
         let side = order.fAmount > 0 ? nodeSDKTypes_1.BUY_SIDE : nodeSDKTypes_1.SELL_SIDE;
         let limitPrice, stopPrice;
         let fLimitPrice = ethers_1.BigNumber.from(order.fLimitPrice);
@@ -344,9 +348,9 @@ class PerpetualDataHandler {
             reduceOnly: (0, utils_1.containsFlag)(ethers_1.BigNumber.from(order.flags), nodeSDKTypes_1.MASK_CLOSE_ONLY),
             limitPrice: limitPrice,
             keepPositionLvg: (0, utils_1.containsFlag)(ethers_1.BigNumber.from(order.flags), nodeSDKTypes_1.MASK_KEEP_POS_LEVERAGE),
-            brokerFeeTbps: Number(order.brokerFeeTbps),
-            brokerAddr: order.brokerAddr,
-            brokerSignature: order.brokerSignature,
+            brokerFeeTbps: order.brokerFeeTbps == 0 ? undefined : Number(order.brokerFeeTbps),
+            brokerAddr: order.brokerAddr == nodeSDKTypes_1.ZERO_ADDRESS ? undefined : order.brokerAddr,
+            brokerSignature: order.brokerSignature == "0x" ? undefined : order.brokerSignature,
             stopPrice: stopPrice,
             leverage: (0, d8XMath_1.ABK64x64ToFloat)(ethers_1.BigNumber.from(order.fLeverage)),
             deadline: Number(order.iDeadline),

package/package.json

@@ -12,7 +12,7 @@
   },
   "scripts": {
     "build": "tsc",
-    "build:doc": "jsdoc2md --files ./src/accountTrade.ts --configure ./jsdoc2md.json > ./doc/accountTrade.md && jsdoc2md --files ./src/marketData.ts --configure ./jsdoc2md.json > ./doc/marketData.md && jsdoc2md --files ./src/liquidatorTool.ts --configure ./jsdoc2md.json > ./doc/liquidatorTool.md && jsdoc2md --files ./src/liquidityProviderTool.ts --configure ./jsdoc2md.json > ./doc/liquidityProviderTool.md && jsdoc2md --files ./src/brokerTool.ts --configure ./jsdoc2md.json > ./doc/brokerTool.md && jsdoc2md --files ./src/orderReferrerTool.ts --configure ./jsdoc2md.json > ./doc/orderReferrerTool.md",
+    "build:doc": "jsdoc2md --files ./src/accountTrade.ts --configure ./jsdoc2md.json > ./doc/accountTrade.md && jsdoc2md --files ./src/marketData.ts --configure ./jsdoc2md.json > ./doc/marketData.md && jsdoc2md --files ./src/liquidatorTool.ts --configure ./jsdoc2md.json > ./doc/liquidatorTool.md && jsdoc2md --files ./src/liquidityProviderTool.ts --configure ./jsdoc2md.json > ./doc/liquidityProviderTool.md && jsdoc2md --files ./src/brokerTool.ts --configure ./jsdoc2md.json > ./doc/brokerTool.md && jsdoc2md --files ./src/orderReferrerTool.ts --configure ./jsdoc2md.json > ./doc/orderReferrerTool.md && jsdoc2md --files ./src/*.ts --configure ./jsdoc2md.json > ./doc/d8x-perpetuals-sdk.md",
     "test": "jest",
     "coverage": "nyc -r lcov -e .ts -x \"*.test.ts\" npm run test"
   },
@@ -27,7 +27,7 @@
   },
   "name": "@d8x/perpetuals-sdk",
   "description": "Node TypeScript SDK for D8X Perpetual Futures",
-  "version": "0.0.2",
+  "version": "0.0.3",
   "main": "./dist/index.js",
   "types": "./dist/index.d.ts",
   "directories": {

package/src/accountTrade.ts

@@ -1,4 +1,5 @@
 import { ethers } from "ethers";
+import { ABK64x64ToFloat } from "./d8XMath";
 import {
   NodeSDKConfig,
   Order,
@@ -91,6 +92,21 @@ export default class AccountTrade extends WriteAccessHandler {
     return feeTbps / 100_000;
   }
 
+  /**
+   * Exponentially weighted EMA of the total trading volume of all trades performed by this trader.
+   * The weights are chosen so that in average this coincides with the 30 day volume.
+   * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
+   * @returns {number} Current trading volume for this trader, in USD.
+   */
+  public async getCurrentTraderVolume(poolSymbolName: string): Promise<number> {
+    if (this.proxyContract == null || this.signer == null) {
+      throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
+    }
+    let poolId = WriteAccessHandler._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
+    let volume = await this.proxyContract.getCurrentTraderVolume(poolId, this.traderAddr);
+    return ABK64x64ToFloat(volume);
+  }
+
   /**
    * Static order function
    * @param order order type (not SmartContractOrder but Order)

package/src/brokerTool.ts

@@ -17,62 +17,21 @@ export default class BrokerTool extends WriteAccessHandler {
     super(config, privateKey);
   }
 
-  public async getBrokerInducedFee(poolSymbolName: string) {
-    if (this.proxyContract == null || this.signer == null) {
-      throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
-    }
-    let poolId = PerpetualDataHandler._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
-    let feeTbps = await this.proxyContract.getBrokerInducedFee(poolId, this.traderAddr);
-    return feeTbps / 100_000;
-  }
-
-  /**
-   * Total amount of collateral currency a broker has to deposit into the default fund to purchase one lot.
-   * This is equivalent to the price of a lot expressed in a given pool's currency (e.g. MATIC, USDC, etc).
-   * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
-   * @returns Broker lot size in a given pool's currency, e.g. in MATIC for poolSymbolName MATIC.
-   */
-  public async getLotSize(poolSymbolName: string): Promise<number> {
-    if (this.proxyContract == null) {
-      throw Error("no proxy contract initialized. Use createProxyInstance().");
-    }
-    let poolId = PerpetualDataHandler._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
-    let pool = await this.proxyContract.getLiquidityPool(poolId);
-    let lot = ABK64x64ToFloat(pool.fBrokerCollateralLotSize);
-    return lot;
-  }
-
-  /**
-   * Provides information on how many lots a broker purchased for a given pool.
-   * This is relevant to determine the broker's fee tier.
-   * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
-   * @returns Number of lots purchased by this broker.
-   */
-  public async getBrokerDesignation(poolSymbolName: string): Promise<number> {
-    if (this.proxyContract == null || this.signer == null) {
-      throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
-    }
-    let poolId = PerpetualDataHandler._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
-    let designation = await this.proxyContract.getBrokerDesignation(poolId, this.traderAddr);
-    return designation;
-  }
+  // Fee getters
 
   /**
-   * Deposit lots to the default fund of a given pool.
+   * Determine the exchange fee based on lots, traded volume, and D8X balance of this broker.
+   * This is the final exchange fee paid by the broker.
    * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
-   * @param lots Number of lots to deposit into this pool.
-   * @returns Transaction object.
+   * @returns {number} Exchange fee for this broker, in decimals (i.e. 0.1% is 0.001)
    */
-  public async brokerDepositToDefaultFund(
-    poolSymbolName: string,
-    lots: number
-  ): Promise<ethers.providers.TransactionResponse> {
+  public async getBrokerInducedFee(poolSymbolName: string): Promise<number> {
     if (this.proxyContract == null || this.signer == null) {
       throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
     }
     let poolId = PerpetualDataHandler._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
-    let tx = await this.proxyContract.brokerDepositToDefaultFund(poolId, lots, { gasLimit: this.gasLimit });
-    return tx;
+    let feeTbps = await this.proxyContract.getBrokerInducedFee(poolId, this.traderAddr);
+    return feeTbps / 100_000;
   }
 
   /**
@@ -80,8 +39,8 @@ export default class BrokerTool extends WriteAccessHandler {
    * The final exchange fee paid by the broker is equal to
    * maximum(brokerTool.getFeeForBrokerDesignation(poolSymbolName),  brokerTool.getFeeForBrokerVolume(poolSymbolName), brokerTool.getFeeForBrokerStake())
    * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
-   * @param {number} lots Optional, designation to use if different from this broker's.
-   * @returns Fee based solely on this broker's designation, in decimals (i.e. 0.1% is 0.001).
+   * @param {number=} lots Optional, designation to use if different from this broker's.
+   * @returns {number} Fee based solely on this broker's designation, in decimals (i.e. 0.1% is 0.001).
    */
   public async getFeeForBrokerDesignation(poolSymbolName: string, lots?: number): Promise<number> {
     if (this.proxyContract == null || this.signer == null) {
@@ -103,9 +62,9 @@ export default class BrokerTool extends WriteAccessHandler {
    * The final exchange fee paid by the broker is equal to
    * maximum(brokerTool.getFeeForBrokerDesignation(poolSymbolName),  brokerTool.getFeeForBrokerVolume(poolSymbolName), brokerTool.getFeeForBrokerStake())
    * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
-   * @returns Fee based solely on a broker's traded volume in the corresponding pool, in decimals (i.e. 0.1% is 0.001).
+   * @returns {number} Fee based solely on a broker's traded volume in the corresponding pool, in decimals (i.e. 0.1% is 0.001).
    */
-  public async getFeeForBrokerVolume(poolSymbolName: string): Promise<number | undefined> {
+  public async getFeeForBrokerVolume(poolSymbolName: string): Promise<number> {
     if (this.proxyContract == null || this.signer == null) {
       throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
     }
@@ -119,7 +78,7 @@ export default class BrokerTool extends WriteAccessHandler {
    * The final exchange fee paid by the broker is equal to
    * maximum(brokerTool.getFeeForBrokerDesignation(symbol, lots),  brokerTool.getFeeForBrokerVolume(symbol), brokerTool.getFeeForBrokerStake)
    * @param {string=} brokerAddr Address of the broker in question, if different from the one calling this function.
-   * @returns Fee based solely on a broker's D8X balance, in decimals (i.e. 0.1% is 0.001).
+   * @returns {number} Fee based solely on a broker's D8X balance, in decimals (i.e. 0.1% is 0.001).
    */
   public async getFeeForBrokerStake(brokerAddr?: string): Promise<number> {
     if (this.proxyContract == null || this.signer == null) {
@@ -138,9 +97,10 @@ export default class BrokerTool extends WriteAccessHandler {
    * and it takes into account whether the order given here has been signed by a broker or not.
    * Use this, for instance, to verify that the fee to be charged for a given order is as expected,
    * before and after signing it with brokerTool.signOrder.
+   * This fee is equal or lower than the broker induced fee, provided the order is properly signed.
    * @param {Order} order Order for which to determine the exchange fee. Not necessarily signed by this broker.
    * @param {string} traderAddr Address of the trader for whom to determine the fee.
-   * @returns Fee in decimals (i.e. 0.1% is 0.001).
+   * @returns {number} Fee in decimals (i.e. 0.1% is 0.001).
    */
   public async determineExchangeFee(order: Order, traderAddr: string): Promise<number> {
     if (this.proxyContract == null || this.signer == null) {
@@ -151,13 +111,83 @@ export default class BrokerTool extends WriteAccessHandler {
     return feeTbps / 100_000;
   }
 
+  // Volume
+
+  /**
+   * Exponentially weighted EMA of the total trading volume of all trades performed under this broker.
+   * The weights are chosen so that in average this coincides with the 30 day volume.
+   * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
+   * @returns {number} Current trading volume for this broker, in USD.
+   */
+  public async getCurrentBrokerVolume(poolSymbolName: string): Promise<number> {
+    if (this.proxyContract == null || this.signer == null) {
+      throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
+    }
+    let poolId = PerpetualDataHandler._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
+    let volume = await this.proxyContract.getCurrentBrokerVolume(poolId, this.traderAddr);
+    return ABK64x64ToFloat(volume);
+  }
+
+  // Lots
+
+  /**
+   * Total amount of collateral currency a broker has to deposit into the default fund to purchase one lot.
+   * This is equivalent to the price of a lot expressed in a given pool's currency (e.g. MATIC, USDC, etc).
+   * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
+   * @returns {number} Broker lot size in a given pool's currency, e.g. in MATIC for poolSymbolName MATIC.
+   */
+  public async getLotSize(poolSymbolName: string): Promise<number> {
+    if (this.proxyContract == null) {
+      throw Error("no proxy contract initialized. Use createProxyInstance().");
+    }
+    let poolId = PerpetualDataHandler._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
+    let pool = await this.proxyContract.getLiquidityPool(poolId);
+    let lot = ABK64x64ToFloat(pool.fBrokerCollateralLotSize);
+    return lot;
+  }
+
+  /**
+   * Provides information on how many lots a broker purchased for a given pool.
+   * This is relevant to determine the broker's fee tier.
+   * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
+   * @returns {number} Number of lots purchased by this broker.
+   */
+  public async getBrokerDesignation(poolSymbolName: string): Promise<number> {
+    if (this.proxyContract == null || this.signer == null) {
+      throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
+    }
+    let poolId = PerpetualDataHandler._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
+    let designation = await this.proxyContract.getBrokerDesignation(poolId, this.traderAddr);
+    return designation;
+  }
+
+  /**
+   * Deposit lots to the default fund of a given pool.
+   * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
+   * @param {number} lots Number of lots to deposit into this pool.
+   * @returns {ethers.providers.TransactionResponse} Transaction object.
+   */
+  public async brokerDepositToDefaultFund(
+    poolSymbolName: string,
+    lots: number
+  ): Promise<ethers.providers.TransactionResponse> {
+    if (this.proxyContract == null || this.signer == null) {
+      throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
+    }
+    let poolId = PerpetualDataHandler._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
+    let tx = await this.proxyContract.brokerDepositToDefaultFund(poolId, lots, { gasLimit: this.gasLimit });
+    return tx;
+  }
+
+  // Signatures
+
   /**
    * Adds this broker's signature to an order so that it can be submitted by an approved trader.
    * @param {Order} order Order to sign.
    * @param {string} traderAddr Address of trader submitting the order.
    * @param {number} feeDecimals Fee that this broker is approving for the trader.
    * @param {number} deadline Deadline for the order to be executed.
-   * @returns An order signed by this broker, which can be submitted directly with AccountTrade.order.
+   * @returns {Order} An order signed by this broker, which can be submitted directly with AccountTrade.order.
    */
   public async signOrder(order: Order, traderAddr: string, brokerFee: number, deadline: number): Promise<Order> {
     if (this.proxyContract == null || this.signer == null) {
@@ -186,7 +216,7 @@ export default class BrokerTool extends WriteAccessHandler {
    * @param {string} symbol Perpetual that this trader will be trading, of the form ETH-USD-MATIC.
    * @param {number} brokerFee Broker fee for this trader, in decimals (i.e. 0.1% is 0.001).
    * @param {number} deadline Deadline for the order to be executed.
-   * @returns Broker signature approving this trader's fee, symbol, and deadline.
+   * @returns {string} Broker signature approving this trader's fee, symbol, and deadline.
    * @ignore
    */
   public async createSignatureForTrader(
@@ -250,11 +280,13 @@ export default class BrokerTool extends WriteAccessHandler {
     return await signer.signMessage(digestBuffer);
   }
 
+  // Transfer ownership
+
   /**
    * Transfer ownership of a broker's status to a new wallet.
-   * @param poolSymbolName     Symbol refers to the pool (e.g., MATIC for the MATIC-pool)
-   * @param newAddress         The address this broker wants to use from now on.
-   * @returns ethers transaction object
+   * @param {string} poolSymbolName Pool symbol name (e.g. MATIC, USDC, etc).
+   * @param {string} newAddress The address this broker wants to use from now on.
+   * @returns {ethers.providers.TransactionResponse} ethers transaction object
    */
   public async transferOwnership(
     poolSymbolName: string,

package/src/liquidatorTool.ts

@@ -47,7 +47,7 @@ export default class LiquidatorTool extends WriteAccessHandler {
       throw Error("no proxy contract initialized. Use createProxyInstance().");
     }
     let perpID = LiquidatorTool.symbolToPerpetualId(symbol, this.symbolToPerpStaticInfo);
-    return await this.proxyContract.isMaintenanceMarginSafe(perpID, traderAddr);
+    return await this.proxyContract.isTraderMaintenanceMarginSafe(perpID, traderAddr);
   }
 
   /**
@@ -65,7 +65,42 @@ export default class LiquidatorTool extends WriteAccessHandler {
     return ABK64x64ToFloat(fAmount);
   }
 
-  /*
-  TODO
-  */
+  /**
+   * Total number of active accounts for this symbol, i.e. accounts with positions that are currently open.
+   * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+   * @returns {number} Number of active accounts.
+   */
+  public async countActivePerpAccounts(symbol: string): Promise<number> {
+    if (this.proxyContract == null) {
+      throw Error("no proxy contract initialized. Use createProxyInstance().");
+    }
+    let perpID = LiquidatorTool.symbolToPerpetualId(symbol, this.symbolToPerpStaticInfo);
+    return await this.proxyContract.countActivePerpAccounts(perpID);
+  }
+
+  /**
+   * Get addresses of active accounts by chunks.
+   * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+   * @param {number} from From which account we start counting (0-indexed).
+   * @param {number} to Until which account we count, non inclusive.
+   * @returns {string[]} Array of addresses at locations 'from', 'from'+1 ,..., 'to'-1.
+   */
+  public async getActiveAccountsByChunks(symbol: string, from: number, to: number): Promise<string[]> {
+    if (this.proxyContract == null) {
+      throw Error("no proxy contract initialized. Use createProxyInstance().");
+    }
+    let perpID = LiquidatorTool.symbolToPerpetualId(symbol, this.symbolToPerpStaticInfo);
+    return await this.proxyContract.getActivePerpAccountsByChunks(perpID, from, to);
+  }
+
+  /**
+   * Addresses for all the active accounts in this perpetual symbol.
+   * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+   * @returns {string[]} Array of addresses.
+   */
+  public async getAllActiveAccounts(symbol: string): Promise<string[]> {
+    // checks are done inside the intermediate functions
+    let totalAccounts = await this.countActivePerpAccounts(symbol);
+    return await this.getActiveAccountsByChunks(symbol, 0, totalAccounts);
+  }
 }

package/src/marketData.ts

@@ -11,7 +11,7 @@ import {
 } from "./nodeSDKTypes";
 import { BigNumber, BytesLike, ethers } from "ethers";
 import { floatToABK64x64, ABK64x64ToFloat } from "./d8XMath";
-import { fromBytes4HexString } from "./utils";
+import { fromBytes4HexString, toBytes4 } from "./utils";
 import PerpetualDataHandler from "./perpetualDataHandler";
 import { SmartContractOrder, Order } from "./nodeSDKTypes";
 
@@ -75,6 +75,20 @@ export default class MarketData extends PerpetualDataHandler {
     return mgnAcct;
   }
 
+  /**
+   * Uses the Oracle(s) in the exchange to get the latest price of a given index in a given currency, if a route exists.
+   * @param {string} base Index name, e.g. ETH.
+   * @param {string} quote Quote currency, e.g. USD.
+   * @returns {number} Price of index in given currency.
+   */
+  public async getOraclePrice(base: string, quote: string): Promise<number | undefined> {
+    if (this.proxyContract == null) {
+      throw Error("no proxy contract initialized. Use createProxyInstance().");
+    }
+    let px = await this.proxyContract.getOraclePrice([toBytes4(base), toBytes4(quote)]);
+    return px == undefined ? undefined : ABK64x64ToFloat(px);
+  }
+
   /**
    * Query smart contract to get user orders and convert to user friendly order format.
    * @param {string} traderAddr Address of trader.

package/src/orderReferrerTool.ts

@@ -38,12 +38,35 @@ export default class OrderReferrerTool extends WriteAccessHandler {
     return await orderBookSC.executeLimitOrderByDigest(orderId, referrerAddr);
   }
 
+  /**
+   * All the orders in the order book for a given symbol that are currently open.
+   * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+   * @returns Array with all open orders and their IDs.
+   */
+  public async getAllOpenOrders(symbol: string): Promise<[Order[], string[]]> {
+    let totalOrders = await this.numberOfOpenOrders(symbol);
+    return await this.pollLimitOrders(symbol, totalOrders);
+  }
+
+  /**
+   * Total number of limit orders for this symbol, excluding those that have been cancelled/removed.
+   * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+   * @returns {number} Number of open orders.
+   */
+  public async numberOfOpenOrders(symbol: string): Promise<number> {
+    if (this.proxyContract == null) {
+      throw Error("no proxy contract initialized. Use createProxyInstance().");
+    }
+    const orderBookSC = this.getOrderBookContract(symbol);
+    return await orderBookSC.numberOfOrderBookDigests();
+  }
+
   /**
    * Get a list of active conditional orders in the order book.
    * This a read-only action and does not incur in gas costs.
    * @param {string} symbol Symbol of the form ETH-USD-MATIC.
    * @param {number} numElements Maximum number of orders to poll.
-   * @param {string} startAfter Optional order ID from where to start polling. Defaults to the first order.
+   * @param {string=} startAfter Optional order ID from where to start polling. Defaults to the first order.
    * @returns Array of orders and corresponding order IDs
    */
   public async pollLimitOrders(symbol: string, numElements: number, startAfter?: string): Promise<[Order[], string[]]> {
@@ -51,7 +74,7 @@ export default class OrderReferrerTool extends WriteAccessHandler {
       throw Error("no proxy contract initialized. Use createProxyInstance().");
     }
     if (typeof startAfter == "undefined") {
-      startAfter = ZERO_ADDRESS;
+      startAfter = ethers.constants.HashZero;
     }
     const orderBookSC = this.getOrderBookContract(symbol);
     let [orders, orderIds] = await orderBookSC.pollLimitOrders(startAfter, numElements);
@@ -114,6 +137,7 @@ export default class OrderReferrerTool extends WriteAccessHandler {
    * - [x] executeLimitOrderByDigest
    * - [x] pollLimitOrders
    * - [x] isTradeable
+   * - [ ] get all limit orders
    * - [ ] tests
    */
 }

package/src/perpetualDataHandler.ts

@@ -390,12 +390,13 @@ export default class PerpetualDataHandler {
     return symbols[0] + "-" + symbols[1] + "-" + symbols[2];
   }
 
-  private static _getByValue(map: any, searchValue: any) {
+  private static _getByValue(map: any, searchValue: any, valueField: any) {
     for (let [key, value] of map.entries()) {
-      if (value === searchValue) {
+      if (value[valueField] === searchValue) {
         return key;
       }
     }
+    return undefined;
   }
 
   protected static fromSmartContractOrder(
@@ -403,7 +404,10 @@ export default class PerpetualDataHandler {
     symbolToPerpInfoMap: Map<string, PerpetualStaticInfo>
   ): Order {
     // find symbol of perpetual id
-    let symbol = PerpetualDataHandler._getByValue(symbolToPerpInfoMap, order.iPerpetualId);
+    let symbol = PerpetualDataHandler._getByValue(symbolToPerpInfoMap, order.iPerpetualId, "id");
+    if (symbol == undefined) {
+      throw Error(`Perpetual id ${order.iPerpetualId} not found. Check with marketData.exchangeInfo().`);
+    }
     let side = order.fAmount > 0 ? BUY_SIDE : SELL_SIDE;
     let limitPrice, stopPrice;
     let fLimitPrice: BigNumber | undefined = BigNumber.from(order.fLimitPrice);
@@ -419,16 +423,16 @@ export default class PerpetualDataHandler {
       stopPrice = ABK64x64ToFloat(fStopPrice);
     }
     let userOrder: Order = {
-      symbol: symbol,
+      symbol: symbol!,
       side: side,
       type: PerpetualDataHandler._flagToOrderType(order),
       quantity: Math.abs(ABK64x64ToFloat(BigNumber.from(order.fAmount))),
       reduceOnly: containsFlag(BigNumber.from(order.flags), MASK_CLOSE_ONLY),
       limitPrice: limitPrice,
       keepPositionLvg: containsFlag(BigNumber.from(order.flags), MASK_KEEP_POS_LEVERAGE),
-      brokerFeeTbps: Number(order.brokerFeeTbps),
-      brokerAddr: order.brokerAddr,
-      brokerSignature: order.brokerSignature,
+      brokerFeeTbps: order.brokerFeeTbps == 0 ? undefined : Number(order.brokerFeeTbps),
+      brokerAddr: order.brokerAddr == ZERO_ADDRESS ? undefined : order.brokerAddr,
+      brokerSignature: order.brokerSignature == "0x" ? undefined : order.brokerSignature,
       stopPrice: stopPrice,
       leverage: ABK64x64ToFloat(BigNumber.from(order.fLeverage)),
       deadline: Number(order.iDeadline),