@d8x/perpetuals-sdk 0.0.21 → 0.0.23

package/abi/IPerpetualManager.json

@@ -1258,6 +1258,12 @@
                 "name": "perpetualId",
                 "type": "uint24"
             },
+            {
+                "indexed": false,
+                "internalType": "int128",
+                "name": "fMidPricePremium",
+                "type": "int128"
+            },
             {
                 "indexed": false,
                 "internalType": "int128",
@@ -2394,9 +2400,9 @@
         "name": "getAMMState",
         "outputs": [
             {
-                "internalType": "int128[13]",
+                "internalType": "int128[15]",
                 "name": "",
-                "type": "int128[13]"
+                "type": "int128[15]"
             }
         ],
         "stateMutability": "view",
@@ -3694,6 +3700,30 @@
         "stateMutability": "view",
         "type": "function"
     },
+    {
+        "inputs": [
+            {
+                "internalType": "bytes4",
+                "name": "_baseCurrency",
+                "type": "bytes4"
+            },
+            {
+                "internalType": "bytes4",
+                "name": "_quoteCurrency",
+                "type": "bytes4"
+            }
+        ],
+        "name": "isMarketClosed",
+        "outputs": [
+            {
+                "internalType": "bool",
+                "name": "",
+                "type": "bool"
+            }
+        ],
+        "stateMutability": "view",
+        "type": "function"
+    },
     {
         "inputs": [
             {
@@ -3732,6 +3762,25 @@
         "stateMutability": "view",
         "type": "function"
     },
+    {
+        "inputs": [
+            {
+                "internalType": "uint24",
+                "name": "_perpetualId",
+                "type": "uint24"
+            }
+        ],
+        "name": "isPerpMarketClosed",
+        "outputs": [
+            {
+                "internalType": "bool",
+                "name": "isClosed",
+                "type": "bool"
+            }
+        ],
+        "stateMutability": "view",
+        "type": "function"
+    },
     {
         "inputs": [
             {

package/abi/LimitOrderBook.json

@@ -65,12 +65,6 @@
                 "name": "perpetualId",
                 "type": "uint24"
             },
-            {
-                "indexed": false,
-                "internalType": "uint16",
-                "name": "brokerFeeTbps",
-                "type": "uint16"
-            },
             {
                 "indexed": true,
                 "internalType": "address",
@@ -90,46 +84,82 @@
                 "type": "address"
             },
             {
+                "components": [
+                    {
+                        "internalType": "uint32",
+                        "name": "flags",
+                        "type": "uint32"
+                    },
+                    {
+                        "internalType": "uint24",
+                        "name": "iPerpetualId",
+                        "type": "uint24"
+                    },
+                    {
+                        "internalType": "uint16",
+                        "name": "brokerFeeTbps",
+                        "type": "uint16"
+                    },
+                    {
+                        "internalType": "address",
+                        "name": "traderAddr",
+                        "type": "address"
+                    },
+                    {
+                        "internalType": "address",
+                        "name": "brokerAddr",
+                        "type": "address"
+                    },
+                    {
+                        "internalType": "address",
+                        "name": "referrerAddr",
+                        "type": "address"
+                    },
+                    {
+                        "internalType": "bytes",
+                        "name": "brokerSignature",
+                        "type": "bytes"
+                    },
+                    {
+                        "internalType": "int128",
+                        "name": "fAmount",
+                        "type": "int128"
+                    },
+                    {
+                        "internalType": "int128",
+                        "name": "fLimitPrice",
+                        "type": "int128"
+                    },
+                    {
+                        "internalType": "int128",
+                        "name": "fTriggerPrice",
+                        "type": "int128"
+                    },
+                    {
+                        "internalType": "int128",
+                        "name": "fLeverage",
+                        "type": "int128"
+                    },
+                    {
+                        "internalType": "uint64",
+                        "name": "iDeadline",
+                        "type": "uint64"
+                    },
+                    {
+                        "internalType": "uint64",
+                        "name": "createdTimestamp",
+                        "type": "uint64"
+                    },
+                    {
+                        "internalType": "uint64",
+                        "name": "submittedBlock",
+                        "type": "uint64"
+                    }
+                ],
                 "indexed": false,
-                "internalType": "int128",
-                "name": "tradeAmount",
-                "type": "int128"
-            },
-            {
-                "indexed": false,
-                "internalType": "int128",
-                "name": "limitPrice",
-                "type": "int128"
-            },
-            {
-                "indexed": false,
-                "internalType": "int128",
-                "name": "triggerPrice",
-                "type": "int128"
-            },
-            {
-                "indexed": false,
-                "internalType": "uint64",
-                "name": "deadline",
-                "type": "uint64"
-            },
-            {
-                "indexed": false,
-                "internalType": "uint32",
-                "name": "flags",
-                "type": "uint32"
-            },
-            {
-                "indexed": false,
-                "internalType": "int128",
-                "name": "leverage",
-                "type": "int128"
-            },
-            {
-                "indexed": false,
-                "internalType": "uint64",
-                "name": "createdTimestamp",
-                "type": "uint64"
+                "internalType": "struct IPerpetualOrder.Order",
+                "name": "order",
+                "type": "tuple"
             },
             {
                 "indexed": false,

package/config/defaultConfig.json

@@ -1,9 +1,10 @@
 {
-  "name": "v1.4",
-  "proxyAddr": "0x7fe419fDE6c47F57B49Ef4D5D1ACD332307a734d",
+  "name": "v1.5",
+  "proxyAddr": "0xaB6AD25eE5CA28E7d7b16A33A33897aE34BF9e67",
   "nodeURL": "https://rpc-mumbai.maticvigil.com/",
   "proxyABILocation": "../abi/IPerpetualManager.json",
-  "limitOrderBookFactoryAddr": "0x40aA68C1C33626ecD048a8A38aBF3947813cAF92",
+  "limitOrderBookFactoryAddr": "0xe95422bf27C62F3b9ae19d6032aC58c1bd13C71E",
   "limitOrderBookFactoryABILocation": "../abi/LimitOrderBookFactory.json",
-  "limitOrderBookABILocation": "../abi/LimitOrderBook.json"
+  "limitOrderBookABILocation": "../abi/LimitOrderBook.json",
+  "symbolListLocation": "../config/symbolList.json"
 }

package/config/oldConfig.json

@@ -1,9 +1,10 @@
 {
-  "name": "v1.3",
-  "proxyAddr": "0x44Ae67695781209ace41c422dCfD29d3C678AF68",
+  "name": "v1.4",
+  "proxyAddr": "0x7fe419fDE6c47F57B49Ef4D5D1ACD332307a734d",
   "nodeURL": "https://rpc-mumbai.maticvigil.com/",
   "proxyABILocation": "../abi/IPerpetualManager.json",
-  "limitOrderBookFactoryAddr": "0x5D9Af75B450be534d57106c817145f4E373069cb",
+  "limitOrderBookFactoryAddr": "0x40aA68C1C33626ecD048a8A38aBF3947813cAF92",
   "limitOrderBookFactoryABILocation": "../abi/LimitOrderBookFactory.json",
-  "limitOrderBookABILocation": "../abi/LimitOrderBook.json"
+  "limitOrderBookABILocation": "../abi/LimitOrderBook.json",
+  "symbolListLocation": "../config/symbolList.json"
 }

package/config/symbolList.json

@@ -0,0 +1,9 @@
+[
+  { "symbol": "USD", "cleanSymbol": "USD" },
+  { "symbol": "BTC", "cleanSymbol": "BTC" },
+  { "symbol": "ETH", "cleanSymbol": "ETH" },
+  { "symbol": "MATIC", "cleanSymbol": "MATC" },
+  { "symbol": "CHF", "cleanSymbol": "CHF" },
+  { "symbol": "GBP", "cleanSymbol": "GBP" },
+  { "symbol": "XAU", "cleanSymbol": "XAU" }
+]

package/dist/accountTrade.js

@@ -186,13 +186,13 @@ class AccountTrade extends writeAccessHandler_1.default {
      */
     queryExchangeFee(poolSymbolName, brokerAddr) {
         return __awaiter(this, void 0, void 0, function* () {
-            if (this.proxyContract == null || this.signer == null) {
+            if (this.proxyContract == null) {
                 throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
             }
             if (typeof brokerAddr == "undefined") {
                 brokerAddr = nodeSDKTypes_1.ZERO_ADDRESS;
             }
-            let poolId = writeAccessHandler_1.default._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
+            let poolId = perpetualDataHandler_1.default._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
             let feeTbps = yield this.proxyContract.queryExchangeFee(poolId, this.traderAddr, brokerAddr);
             return feeTbps / 100000;
         });

package/dist/d8XMath.d.ts

@@ -72,3 +72,19 @@ export declare function calculateLiquidationPriceCollateralQuanto(LockedInValueQ
  * @returns {number} Amount to be deposited to have the given leverage when trading into position pos
  */
 export declare function calculateLiquidationPriceCollateralQuote(LockedInValueQC: number, position: number, cash_cc: number, maintenance_margin_rate: number): number;
+/**
+ *
+ * @param targetLeverage Leverage of the resulting position. It must be positive unless the resulting position is closed.
+ * @param currentPosition Current position size, in base currency, signed.
+ * @param currentLockedInValue Current locked in value, average entry price times position size, in quote currency.
+ * @param tradeAmount Trade amount, in base currency, signed.
+ * @param markPrice Mark price, positive.
+ * @param indexPriceS2 Index price, positive.
+ * @param indexPriceS3 Collateral index price, positive.
+ * @param tradePrice Expected price to trade tradeAmount.
+ * @param feeRate
+ * @returns
+ */
+export declare function getMarginRequiredForLeveragedTrade(targetLeverage: number | undefined, currentPosition: number, currentLockedInValue: number, tradeAmount: number, markPrice: number, indexPriceS2: number, indexPriceS3: number, tradePrice: number, feeRate: number): number;
+export declare function getMaxSignedPositionSize(marginCollateral: number, currentPosition: number, currentLockedInValue: number, direction: number, limitPrice: number, initialMarginRate: number, feeRate: number, markPrice: number, indexPriceS2: number, indexPriceS3: number): number;
+export declare function getNewPositionLeverage(tradeAmount: number, marginCollateral: number, currentPosition: number, currentLockedInValue: number, indexPriceS2: number, indexPriceS3: number, markPrice: number, limitPrice: number, feeRate: number): number;

package/dist/d8XMath.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateLiquidationPriceCollateralQuote = exports.calculateLiquidationPriceCollateralQuanto = exports.calculateLiquidationPriceCollateralBase = exports.div64x64 = exports.mul64x64 = exports.floatToDec18 = exports.floatToABK64x64 = exports.dec18ToFloat = exports.ABK64x64ToFloat = void 0;
+exports.getNewPositionLeverage = exports.getMaxSignedPositionSize = exports.getMarginRequiredForLeveragedTrade = exports.calculateLiquidationPriceCollateralQuote = exports.calculateLiquidationPriceCollateralQuanto = exports.calculateLiquidationPriceCollateralBase = exports.div64x64 = exports.mul64x64 = exports.floatToDec18 = exports.floatToABK64x64 = exports.dec18ToFloat = exports.ABK64x64ToFloat = void 0;
 const ethers_1 = require("ethers");
 const nodeSDKTypes_1 = require("./nodeSDKTypes");
 /**
@@ -162,3 +162,50 @@ function calculateLiquidationPriceCollateralQuote(LockedInValueQC, position, cas
     return numerator / denominator;
 }
 exports.calculateLiquidationPriceCollateralQuote = calculateLiquidationPriceCollateralQuote;
+/**
+ *
+ * @param targetLeverage Leverage of the resulting position. It must be positive unless the resulting position is closed.
+ * @param currentPosition Current position size, in base currency, signed.
+ * @param currentLockedInValue Current locked in value, average entry price times position size, in quote currency.
+ * @param tradeAmount Trade amount, in base currency, signed.
+ * @param markPrice Mark price, positive.
+ * @param indexPriceS2 Index price, positive.
+ * @param indexPriceS3 Collateral index price, positive.
+ * @param tradePrice Expected price to trade tradeAmount.
+ * @param feeRate
+ * @returns
+ */
+function getMarginRequiredForLeveragedTrade(targetLeverage, currentPosition, currentLockedInValue, tradeAmount, markPrice, indexPriceS2, indexPriceS3, tradePrice, feeRate) {
+    // we solve for margin in:
+    // |new position| * Sm / leverage + fee rate * |trade amount| * S2 = margin * S3 + current position * Sm - L + trade amount * (Sm - trade price)
+    // --> M S3 = |P'|Sm/L + FeeQC - PnL + (P'-P)(Price - Sm) = pos value / leverage + fees + price impact - pnl
+    let isClosing = currentPosition != 0 && currentPosition * tradeAmount < 0 && currentPosition * (currentPosition + tradeAmount) >= 0;
+    let feesCC = (feeRate * Math.abs(tradeAmount) * indexPriceS2) / indexPriceS3;
+    let collRequired = feesCC;
+    if (!isClosing) {
+        if (targetLeverage == undefined || targetLeverage <= 0) {
+            throw Error("opening trades must have positive leverage");
+        }
+        // unrealized pnl (could be + or -)  - price impact premium (+)
+        let pnlQC = currentPosition * markPrice - currentLockedInValue - tradeAmount * (tradePrice - markPrice);
+        collRequired +=
+            Math.max(0, (Math.abs(currentPosition + tradeAmount) * markPrice) / targetLeverage - pnlQC) / indexPriceS3;
+    }
+    return collRequired;
+}
+exports.getMarginRequiredForLeveragedTrade = getMarginRequiredForLeveragedTrade;
+function getMaxSignedPositionSize(marginCollateral, currentPosition, currentLockedInValue, direction, limitPrice, initialMarginRate, feeRate, markPrice, indexPriceS2, indexPriceS3) {
+    // we solve for new position in:
+    // |new position| * Sm / leverage + fee rate * |trade amount| * S2 = margin * S3 + current position * Sm - L + trade amount * (Sm - entry price)
+    // |trade amount| = (new position - current position) * direction
+    let availableCash = marginCollateral * indexPriceS3 + currentPosition * markPrice - currentLockedInValue;
+    let effectiveMarginRate = markPrice * initialMarginRate + feeRate * indexPriceS2 + direction * (limitPrice - markPrice);
+    return availableCash / effectiveMarginRate;
+}
+exports.getMaxSignedPositionSize = getMaxSignedPositionSize;
+function getNewPositionLeverage(tradeAmount, marginCollateral, currentPosition, currentLockedInValue, indexPriceS2, indexPriceS3, markPrice, limitPrice, feeRate) {
+    let newPosition = tradeAmount + currentPosition;
+    let pnlQC = currentPosition * markPrice - currentLockedInValue + tradeAmount * (markPrice - limitPrice);
+    return ((Math.abs(newPosition) * indexPriceS2) / (marginCollateral * indexPriceS3 + pnlQC - feeRate * Math.abs(tradeAmount)));
+}
+exports.getNewPositionLeverage = getNewPositionLeverage;

package/dist/marketData.d.ts

@@ -1,7 +1,7 @@
-import { ExchangeInfo, NodeSDKConfig, MarginAccount } from "./nodeSDKTypes";
+import { ExchangeInfo, NodeSDKConfig, MarginAccount, PerpetualState, PoolStaticInfo } from "./nodeSDKTypes";
 import { ethers } from "ethers";
 import PerpetualDataHandler from "./perpetualDataHandler";
-import { Order } from "./nodeSDKTypes";
+import { SmartContractOrder, Order } from "./nodeSDKTypes";
 import "./nodeSDKTypes";
 /**
  * Functions to access market data (e.g., information on open orders, information on products that can be traded).
@@ -36,6 +36,12 @@ export default class MarketData extends PerpetualDataHandler {
      * @param provider optional provider
      */
     createProxyInstance(provider?: ethers.providers.JsonRpcProvider): Promise<void>;
+    /**
+     * Convert the smart contract output of an order into a convenient format of type "Order"
+     * @param smOrder SmartContractOrder, as obtained e.g., by PerpetualLimitOrderCreated event
+     * @returns more convenient format of order, type "Order"
+     */
+    smartContractOrderToOrder(smOrder: SmartContractOrder): Order;
     /**
      * Get contract instance. Useful for event listening.
      * @example
@@ -100,9 +106,9 @@ export default class MarketData extends PerpetualDataHandler {
         orderIds: string[];
     }>;
     /**
-     * Information about the positions open by a given trader in a given perpetual contract.
+     * Information about the position open by a given trader in a given perpetual contract.
      * @param {string} traderAddr Address of the trader for which we get the position risk.
-     * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+     * @param {string} symbol Symbol of the form ETH-USD-MATIC. Can also be the perpetual id as string
      * @example
      * import { MarketData, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
      * async function main() {
@@ -121,6 +127,8 @@ export default class MarketData extends PerpetualDataHandler {
      * @returns {MarginAccount}
      */
     positionRisk(traderAddr: string, symbol: string): Promise<MarginAccount>;
+    positionRiskOnTrade(traderAddr: string, order: Order, perpetualState: PerpetualState, currentPositionRisk?: MarginAccount): Promise<MarginAccount>;
+    maxOrderSizeForTrader(side: string, positionRisk: MarginAccount, perpetualState: PerpetualState): number;
     /**
      * 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.
@@ -183,6 +191,32 @@ export default class MarketData extends PerpetualDataHandler {
      * @returns price (number)
      */
     getPerpetualPrice(symbol: string, quantity: number): Promise<number>;
+    /**
+     * Query recent perpetual state from blockchain
+     * @param symbol symbol of the form ETH-USD-MATIC
+     * @returns PerpetualState reference
+     */
+    getPerpetualState(symbol: string): Promise<PerpetualState>;
+    /**
+     * get the current mid-price for a perpetual
+     * @param symbol symbol of the form ETH-USD-MATIC
+     * @example
+     * import { MarketData, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
+     * async function main() {
+     *   console.log(MarketData);
+     *   // setup
+     *   const config = PerpetualDataHandler.readSDKConfig("testnet");
+     *   let mktData = new MarketData(config);
+     *   await mktData.createProxyInstance();
+     *   // get perpetual mid price
+     *   let midPrice = await mktData.getPerpetualMidPrice("ETH-USD-MATIC");
+     *   console.log(midPrice);
+     * }
+     * main();
+     *
+     * @returns {number} price
+     */
+    getPerpetualMidPrice(symbol: string): Promise<number>;
     /**
      * Query smart contract to get user orders and convert to user friendly order format.
      * @param {string} traderAddr Address of trader.
@@ -199,5 +233,7 @@ export default class MarketData extends PerpetualDataHandler {
      * @ignore
      */
     static orderIdsOfTrader(traderAddr: string, orderBookContract: ethers.Contract): Promise<string[]>;
-    static _exchangeInfo(_proxyContract: ethers.Contract): Promise<ExchangeInfo>;
+    static _exchangeInfo(_proxyContract: ethers.Contract, _poolStaticInfos: Array<PoolStaticInfo>, _symbolList: Array<{
+        [key: string]: string;
+    }>): Promise<ExchangeInfo>;
 }

package/dist/marketData.js

@@ -63,6 +63,14 @@ class MarketData extends perpetualDataHandler_1.default {
             yield this.initContractsAndData(this.provider);
         });
     }
+    /**
+     * Convert the smart contract output of an order into a convenient format of type "Order"
+     * @param smOrder SmartContractOrder, as obtained e.g., by PerpetualLimitOrderCreated event
+     * @returns more convenient format of order, type "Order"
+     */
+    smartContractOrderToOrder(smOrder) {
+        return perpetualDataHandler_1.default.fromSmartContractOrder(smOrder, this.symbolToPerpStaticInfo);
+    }
     /**
      * Get contract instance. Useful for event listening.
      * @example
@@ -110,7 +118,7 @@ class MarketData extends perpetualDataHandler_1.default {
             if (this.proxyContract == null) {
                 throw Error("no proxy contract initialized. Use createProxyInstance().");
             }
-            return yield MarketData._exchangeInfo(this.proxyContract);
+            return yield MarketData._exchangeInfo(this.proxyContract, this.poolStaticInfos, this.symbolList);
         });
     }
     /**
@@ -146,9 +154,9 @@ class MarketData extends perpetualDataHandler_1.default {
         });
     }
     /**
-     * Information about the positions open by a given trader in a given perpetual contract.
+     * Information about the position open by a given trader in a given perpetual contract.
      * @param {string} traderAddr Address of the trader for which we get the position risk.
-     * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+     * @param {string} symbol Symbol of the form ETH-USD-MATIC. Can also be the perpetual id as string
      * @example
      * import { MarketData, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
      * async function main() {
@@ -175,6 +183,87 @@ class MarketData extends perpetualDataHandler_1.default {
             return mgnAcct;
         });
     }
+    positionRiskOnTrade(traderAddr, order, perpetualState, currentPositionRisk) {
+        var _a, _b, _c;
+        return __awaiter(this, void 0, void 0, function* () {
+            if (this.proxyContract == null) {
+                throw Error("no proxy contract initialized. Use createProxyInstance().");
+            }
+            if (currentPositionRisk == undefined) {
+                currentPositionRisk = yield this.positionRisk(traderAddr, order.symbol);
+            }
+            let tradeAmount = order.quantity * (order.side == nodeSDKTypes_1.BUY_SIDE ? 1 : -1);
+            let currentPosition = currentPositionRisk.positionNotionalBaseCCY;
+            let newPosition = currentPositionRisk.positionNotionalBaseCCY + tradeAmount;
+            let side = newPosition > 0 ? nodeSDKTypes_1.BUY_SIDE : newPosition < 0 ? nodeSDKTypes_1.SELL_SIDE : nodeSDKTypes_1.CLOSED_SIDE;
+            let lockedInValue = currentPositionRisk.entryPrice * currentPosition;
+            let poolId = perpetualDataHandler_1.default._getPoolIdFromSymbol(order.symbol, this.poolStaticInfos);
+            // total fee rate = exchange fee + broker fee
+            let feeRate = (yield this.proxyContract.queryExchangeFee(poolId, traderAddr, (_a = order.brokerAddr) !== null && _a !== void 0 ? _a : nodeSDKTypes_1.ZERO_ADDRESS)) +
+                ((_b = order.brokerFeeTbps) !== null && _b !== void 0 ? _b : 0) / 100000;
+            // price for this order = limit price (conservative) if given, else the current perp price
+            let tradePrice = (_c = order.limitPrice) !== null && _c !== void 0 ? _c : (yield this.getPerpetualPrice(order.symbol, tradeAmount));
+            // need these for leverage/margin calculations
+            let [markPrice, indexPriceS2, indexPriceS3] = [
+                perpetualState.markPrice,
+                perpetualState.indexPrice,
+                perpetualState.collToQuoteIndexPrice,
+            ];
+            let newCollateral;
+            let newLeverage;
+            if (order.keepPositionLvg) {
+                // we have a target leverage for the resulting position
+                // this gives us the total margin needed in the account so that it satisfies the leverage condition
+                newCollateral = (0, d8XMath_1.getMarginRequiredForLeveragedTrade)(currentPositionRisk.leverage, currentPosition, lockedInValue, tradeAmount, markPrice, indexPriceS2, indexPriceS3, tradePrice, feeRate);
+                // the new leverage follows from the updated margin and position
+                newLeverage = (0, d8XMath_1.getNewPositionLeverage)(tradeAmount, newCollateral, currentPosition, lockedInValue, indexPriceS2, indexPriceS3, markPrice, tradePrice, feeRate);
+            }
+            else {
+                // the order has its own leverage and margin requirements
+                let tradeCollateral = (0, d8XMath_1.getMarginRequiredForLeveragedTrade)(order.leverage, 0, 0, tradeAmount, markPrice, indexPriceS2, indexPriceS3, tradePrice, feeRate);
+                newCollateral = currentPositionRisk.collateralCC + tradeCollateral;
+                // the new leverage corresponds to increasing the position and collateral according to the order
+                newLeverage = (0, d8XMath_1.getNewPositionLeverage)(tradeAmount, newCollateral, currentPosition, lockedInValue, indexPriceS2, indexPriceS3, markPrice, tradePrice, feeRate);
+            }
+            let newLockedInValue = lockedInValue + tradeAmount * tradePrice;
+            // liquidation vars
+            let S2Liq, S3Liq;
+            let tau = this.symbolToPerpStaticInfo.get(order.symbol).maintenanceMarginRate;
+            let ccyType = this.symbolToPerpStaticInfo.get(order.symbol).collateralCurrencyType;
+            if (ccyType == nodeSDKTypes_1.CollaterlCCY.BASE) {
+                S2Liq = (0, d8XMath_1.calculateLiquidationPriceCollateralBase)(newLockedInValue, newPosition, newCollateral, tau);
+                S3Liq = S2Liq;
+            }
+            else if (ccyType == nodeSDKTypes_1.CollaterlCCY.QUANTO) {
+                S3Liq = indexPriceS3;
+                S2Liq = (0, d8XMath_1.calculateLiquidationPriceCollateralQuanto)(newLockedInValue, newPosition, newCollateral, tau, indexPriceS3, markPrice);
+            }
+            else {
+                S2Liq = (0, d8XMath_1.calculateLiquidationPriceCollateralQuote)(newLockedInValue, newPosition, newCollateral, tau);
+            }
+            let newPositionRisk = {
+                symbol: currentPositionRisk.symbol,
+                positionNotionalBaseCCY: newPosition,
+                side: side,
+                entryPrice: Math.abs(newLockedInValue / newPosition),
+                leverage: newLeverage,
+                markPrice: markPrice,
+                unrealizedPnlQuoteCCY: tradeAmount * (markPrice - tradePrice),
+                unrealizedFundingCollateralCCY: currentPositionRisk.unrealizedFundingCollateralCCY,
+                collateralCC: newCollateral,
+                collToQuoteConversion: indexPriceS3,
+                liquidationPrice: [S2Liq, S3Liq],
+                liquidationLvg: 1 / tau,
+            };
+            return newPositionRisk;
+        });
+    }
+    maxOrderSizeForTrader(side, positionRisk, perpetualState) {
+        let initialMarginRate = this.symbolToPerpStaticInfo.get(positionRisk.symbol).initialMarginRate;
+        // fees not considered here
+        let maxPosition = (0, d8XMath_1.getMaxSignedPositionSize)(positionRisk.collateralCC, positionRisk.positionNotionalBaseCCY, positionRisk.entryPrice * positionRisk.positionNotionalBaseCCY, side == nodeSDKTypes_1.BUY_SIDE ? 1 : -1, perpetualState.markPrice, initialMarginRate, 0, perpetualState.markPrice, perpetualState.indexPrice, perpetualState.collToQuoteIndexPrice);
+        return maxPosition - positionRisk.positionNotionalBaseCCY;
+    }
     /**
      * 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.
@@ -259,6 +348,47 @@ class MarketData extends perpetualDataHandler_1.default {
             return yield perpetualDataHandler_1.default._queryPerpetualPrice(symbol, quantity, this.symbolToPerpStaticInfo, this.proxyContract);
         });
     }
+    /**
+     * Query recent perpetual state from blockchain
+     * @param symbol symbol of the form ETH-USD-MATIC
+     * @returns PerpetualState reference
+     */
+    getPerpetualState(symbol) {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (this.proxyContract == null) {
+                throw Error("no proxy contract initialized. Use createProxyInstance().");
+            }
+            let state = yield perpetualDataHandler_1.default._queryPerpetualState(symbol, this.symbolToPerpStaticInfo, this.proxyContract);
+            return state;
+        });
+    }
+    /**
+     * get the current mid-price for a perpetual
+     * @param symbol symbol of the form ETH-USD-MATIC
+     * @example
+     * import { MarketData, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
+     * async function main() {
+     *   console.log(MarketData);
+     *   // setup
+     *   const config = PerpetualDataHandler.readSDKConfig("testnet");
+     *   let mktData = new MarketData(config);
+     *   await mktData.createProxyInstance();
+     *   // get perpetual mid price
+     *   let midPrice = await mktData.getPerpetualMidPrice("ETH-USD-MATIC");
+     *   console.log(midPrice);
+     * }
+     * main();
+     *
+     * @returns {number} price
+     */
+    getPerpetualMidPrice(symbol) {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (this.proxyContract == null) {
+                throw Error("no proxy contract initialized. Use createProxyInstance().");
+            }
+            return yield this.getPerpetualPrice(symbol, 0);
+        });
+    }
     /**
      * Query smart contract to get user orders and convert to user friendly order format.
      * @param {string} traderAddr Address of trader.
@@ -298,7 +428,7 @@ class MarketData extends perpetualDataHandler_1.default {
             return digests;
         });
     }
-    static _exchangeInfo(_proxyContract) {
+    static _exchangeInfo(_proxyContract, _poolStaticInfos, _symbolList) {
         return __awaiter(this, void 0, void 0, function* () {
             let nestedPerpetualIDs = yield perpetualDataHandler_1.default.getNestedPerpetualIds(_proxyContract);
             let factory = yield _proxyContract.getOracleFactory();
@@ -309,6 +439,7 @@ class MarketData extends perpetualDataHandler_1.default {
                 let pool = yield _proxyContract.getLiquidityPool(j + 1);
                 let PoolState = {
                     isRunning: pool.isRunning,
+                    poolSymbol: _poolStaticInfos[j].poolMarginSymbol,
                     marginTokenAddr: pool.marginTokenAddress,
                     poolShareTokenAddr: pool.shareTokenAddress,
                     defaultFundCashCC: (0, d8XMath_1.ABK64x64ToFloat)(pool.fDefaultFundCashCC),
@@ -321,6 +452,7 @@ class MarketData extends perpetualDataHandler_1.default {
                 for (var k = 0; k < perpetualIDs.length; k++) {
                     let perp = yield _proxyContract.getPerpetual(perpetualIDs[k]);
                     let fIndexS2 = yield _proxyContract.getOraclePrice([perp.S2BaseCCY, perp.S2QuoteCCY]);
+                    let fMidPrice = yield _proxyContract.queryPerpetualPrice(perpetualIDs[k], ethers_1.BigNumber.from(0));
                     let indexS2 = (0, d8XMath_1.ABK64x64ToFloat)(fIndexS2);
                     let indexS3 = 1;
                     if (perp.eCollateralCurrency == nodeSDKTypes_1.COLLATERAL_CURRENCY_BASE) {
@@ -335,11 +467,12 @@ class MarketData extends perpetualDataHandler_1.default {
                     let PerpetualState = {
                         id: perp.id,
                         state: state,
-                        baseCurrency: (0, utils_1.fromBytes4HexString)(perp.S2BaseCCY),
-                        quoteCurrency: (0, utils_1.fromBytes4HexString)(perp.S2QuoteCCY),
+                        baseCurrency: (0, utils_1.contractSymbolToSymbol)(perp.S2BaseCCY, _symbolList),
+                        quoteCurrency: (0, utils_1.contractSymbolToSymbol)(perp.S2QuoteCCY, _symbolList),
                         indexPrice: indexS2,
                         collToQuoteIndexPrice: indexS3,
                         markPrice: indexS2 * (1 + markPremiumRate),
+                        midPrice: (0, d8XMath_1.ABK64x64ToFloat)(fMidPrice),
                         currentFundingRateBps: currentFundingRateBps,
                         openInterestBC: (0, d8XMath_1.ABK64x64ToFloat)(perp.fOpenInterest),
                         maxPositionBC: (0, d8XMath_1.ABK64x64ToFloat)(perp.fMaxPositionBC),