@d8x/perpetuals-sdk 0.0.39 → 0.0.40

package/dist/marketData.d.ts

@@ -253,5 +253,6 @@ export default class MarketData extends PerpetualDataHandler {
      * @ignore
      */
     static orderIdsOfTrader(traderAddr: string, orderBookContract: ethers.Contract): Promise<string[]>;
+    getAvailableMargin(traderAddr: string, symbol: string): Promise<number>;
     static _exchangeInfo(_proxyContract: ethers.Contract, _poolStaticInfos: Array<PoolStaticInfo>, _symbolList: Map<string, string>): Promise<ExchangeInfo>;
 }

package/dist/marketData.js

@@ -496,6 +496,19 @@ class MarketData extends perpetualDataHandler_1.default {
             return digests;
         });
     }
+    getAvailableMargin(traderAddr, symbol) {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (this.proxyContract == null) {
+                throw Error("no proxy contract initialized. Use createProxyInstance().");
+            }
+            let mgnAcct = yield perpetualDataHandler_1.default.getMarginAccount(traderAddr, symbol, this.symbolToPerpStaticInfo, this.proxyContract);
+            let perpInfo = this.symbolToPerpStaticInfo.get(symbol);
+            let balanceCC = mgnAcct.collateralCC + mgnAcct.unrealizedPnlQuoteCCY / mgnAcct.collToQuoteConversion;
+            let initalMarginCC = Math.abs((perpInfo.initialMarginRate * mgnAcct.positionNotionalBaseCCY * mgnAcct.markPrice) /
+                mgnAcct.collToQuoteConversion);
+            return balanceCC - initalMarginCC;
+        });
+    }
     static _exchangeInfo(_proxyContract, _poolStaticInfos, _symbolList) {
         return __awaiter(this, void 0, void 0, function* () {
             let nestedPerpetualIDs = yield perpetualDataHandler_1.default.getNestedPerpetualIds(_proxyContract);

package/dist/orderReferrerTool.js

@@ -284,12 +284,12 @@ class OrderReferrerTool extends writeAccessHandler_1.default {
         if (order.quantity < perpetualDataHandler_1.default._getLotSize(order.symbol, symbolToPerpInfoMap)) {
             return false;
         }
-        // check limit price, which may be undefined if it's an unrestricted market order
+        // check limit price: fromSmartContractOrder will set it to undefined when not tradeable
         if (order.limitPrice == undefined) {
-            order.limitPrice = order.side == nodeSDKTypes_1.BUY_SIDE ? Infinity : 0;
+            return false;
         }
-        if ((order.side == nodeSDKTypes_1.BUY_SIDE && orderPrice > order.limitPrice) ||
-            (order.side == nodeSDKTypes_1.SELL_SIDE && orderPrice < order.limitPrice)) {
+        let limitPrice = order.limitPrice;
+        if ((order.side == nodeSDKTypes_1.BUY_SIDE && orderPrice > limitPrice) || (order.side == nodeSDKTypes_1.SELL_SIDE && orderPrice < limitPrice)) {
             return false;
         }
         // do we need to check trigger/stop?

package/dist/perpetualDataHandler.js

@@ -337,7 +337,8 @@ class PerpetualDataHandler {
         else {
             S2Liq = (0, d8XMath_1.calculateLiquidationPriceCollateralQuote)(lockedInValueQC, position, cashCC, tau);
         }
-        let pnl = position * Sm - lockedInValueQC - unpaidFunding;
+        // account cash + pnl = avail cash + pos Sm - L = margin balance
+        let pnl = position * Sm - lockedInValueQC + unpaidFunding;
         return [S2Liq, S3Liq, tau, pnl, unpaidFundingCC];
     }
     /**
@@ -405,8 +406,11 @@ class PerpetualDataHandler {
         let side = order.fAmount > 0 ? nodeSDKTypes_1.BUY_SIDE : nodeSDKTypes_1.SELL_SIDE;
         let limitPrice, stopPrice;
         let fLimitPrice = ethers_1.BigNumber.from(order.fLimitPrice);
-        if (fLimitPrice.eq(0) || fLimitPrice.eq(nodeSDKTypes_1.MAX_64x64)) {
-            limitPrice = undefined;
+        if (fLimitPrice.eq(0)) {
+            limitPrice = side == nodeSDKTypes_1.BUY_SIDE ? undefined : 0;
+        }
+        else if (fLimitPrice.eq(nodeSDKTypes_1.MAX_64x64)) {
+            limitPrice = side == nodeSDKTypes_1.BUY_SIDE ? Infinity : undefined;
         }
         else {
             limitPrice = (0, d8XMath_1.ABK64x64ToFloat)(fLimitPrice);

package/dist/writeAccessHandler.js

@@ -49,7 +49,7 @@ class WriteAccessHandler extends perpetualDataHandler_1.default {
     createProxyInstance(provider) {
         return __awaiter(this, void 0, void 0, function* () {
             if (provider == undefined) {
-                this.provider = new ethers_1.ethers.providers.JsonRpcProvider(this.nodeURL);
+                this.provider = new ethers_1.ethers.providers.JsonRpcBatchProvider(this.nodeURL);
             }
             else {
                 this.provider = provider;

package/package.json

@@ -32,7 +32,7 @@
   },
   "name": "@d8x/perpetuals-sdk",
   "description": "Node TypeScript SDK for D8X Perpetual Futures",
-  "version": "0.0.39",
+  "version": "0.0.40",
   "main": "./dist/index.js",
   "types": "./dist/index.d.ts",
   "directories": {

package/src/marketData.ts

@@ -597,6 +597,25 @@ export default class MarketData extends PerpetualDataHandler {
     return digests;
   }
 
+  public async getAvailableMargin(traderAddr: string, symbol: string): Promise<number> {
+    if (this.proxyContract == null) {
+      throw Error("no proxy contract initialized. Use createProxyInstance().");
+    }
+    let mgnAcct = await PerpetualDataHandler.getMarginAccount(
+      traderAddr,
+      symbol,
+      this.symbolToPerpStaticInfo,
+      this.proxyContract
+    );
+    let perpInfo = this.symbolToPerpStaticInfo.get(symbol);
+    let balanceCC = mgnAcct.collateralCC + mgnAcct.unrealizedPnlQuoteCCY / mgnAcct.collToQuoteConversion;
+    let initalMarginCC = Math.abs(
+      (perpInfo!.initialMarginRate * mgnAcct.positionNotionalBaseCCY * mgnAcct.markPrice) /
+        mgnAcct.collToQuoteConversion
+    );
+    return balanceCC - initalMarginCC;
+  }
+
   public static async _exchangeInfo(
     _proxyContract: ethers.Contract,
     _poolStaticInfos: Array<PoolStaticInfo>,

package/src/orderReferrerTool.ts

@@ -311,15 +311,12 @@ export default class OrderReferrerTool extends WriteAccessHandler {
     if (order.quantity < PerpetualDataHandler._getLotSize(order.symbol, symbolToPerpInfoMap)) {
       return false;
     }
-    // check limit price, which may be undefined if it's an unrestricted market order
+    // check limit price: fromSmartContractOrder will set it to undefined when not tradeable
     if (order.limitPrice == undefined) {
-      order.limitPrice = order.side == BUY_SIDE ? Infinity : 0;
+      return false;
     }
-
-    if (
-      (order.side == BUY_SIDE && orderPrice > order.limitPrice) ||
-      (order.side == SELL_SIDE && orderPrice < order.limitPrice)
-    ) {
+    let limitPrice = order.limitPrice!;
+    if ((order.side == BUY_SIDE && orderPrice > limitPrice) || (order.side == SELL_SIDE && orderPrice < limitPrice)) {
       return false;
     }
     // do we need to check trigger/stop?

package/src/perpetualDataHandler.ts

@@ -426,7 +426,8 @@ export default class PerpetualDataHandler {
     } else {
       S2Liq = calculateLiquidationPriceCollateralQuote(lockedInValueQC, position, cashCC, tau);
     }
-    let pnl = position * Sm - lockedInValueQC - unpaidFunding;
+    // account cash + pnl = avail cash + pos Sm - L = margin balance
+    let pnl = position * Sm - lockedInValueQC + unpaidFunding;
     return [S2Liq, S3Liq, tau, pnl, unpaidFundingCC];
   }
 
@@ -506,8 +507,10 @@ export default class PerpetualDataHandler {
     let side = order.fAmount > 0 ? BUY_SIDE : SELL_SIDE;
     let limitPrice, stopPrice;
     let fLimitPrice: BigNumber | undefined = BigNumber.from(order.fLimitPrice);
-    if (fLimitPrice.eq(0) || fLimitPrice.eq(MAX_64x64)) {
-      limitPrice = undefined;
+    if (fLimitPrice.eq(0)) {
+      limitPrice = side == BUY_SIDE ? undefined : 0;
+    } else if (fLimitPrice.eq(MAX_64x64)) {
+      limitPrice = side == BUY_SIDE ? Infinity : undefined;
     } else {
       limitPrice = ABK64x64ToFloat(fLimitPrice);
     }

package/src/writeAccessHandler.ts

@@ -37,7 +37,7 @@ export default class WriteAccessHandler extends PerpetualDataHandler {
    */
   public async createProxyInstance(provider?: ethers.providers.JsonRpcProvider) {
     if (provider == undefined) {
-      this.provider = new ethers.providers.JsonRpcProvider(this.nodeURL);
+      this.provider = new ethers.providers.JsonRpcBatchProvider(this.nodeURL);
     } else {
       this.provider = provider;
     }