@d8x/perpetuals-sdk 0.0.41 → 0.0.43

package/dist/marketData.d.ts

@@ -148,7 +148,20 @@ export default class MarketData extends PerpetualDataHandler {
      */
     positionRiskOnCollateralAction(deltaCollateral: number, currentPositionRisk: MarginAccount): Promise<MarginAccount>;
     protected static _positionRiskOnAccountAction(symbol: string, tradeAmount: number, marginDeposit: number, tradeLeverage: number | undefined, keepPositionLvg: boolean | undefined, tradePrice: number, feeRate: number, perpetualState: PerpetualState, currentPositionRisk: MarginAccount, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>): MarginAccount;
-    maxOrderSizeForTrader(side: string, positionRisk: MarginAccount, perpetualState: PerpetualState): number;
+    /**
+     * Gets the pool index (in exchangeInfo) corresponding to a given symbol.
+     * @param symbol Symbol of the form ETH-USD-MATIC
+     * @returns
+     */
+    getPoolIndexFromSymbol(symbol: string): number;
+    /**
+     * Gets the wallet balance in the collateral currency corresponding to a given perpetual symbol.
+     * @param address Address to check
+     * @param symbol Symbol of the form ETH-USD-MATIC.
+     * @returns Balance
+     */
+    getWalletBalance(address: string, symbol: string): Promise<number>;
+    maxOrderSizeForTrader(side: string, positionRisk: MarginAccount, perpetualState: PerpetualState, walletBalance?: number): Promise<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.

package/dist/marketData.js

@@ -214,8 +214,9 @@ class MarketData extends perpetualDataHandler_1.default {
             let tradeAmount = Math.abs(order.quantity) * (order.side == nodeSDKTypes_1.BUY_SIDE ? 1 : -1);
             let tradePrice = (_a = order.limitPrice) !== null && _a !== void 0 ? _a : (yield this.getPerpetualPrice(order.symbol, tradeAmount));
             // total fee rate = exchange fee + broker fee
-            let feeRate = (yield this.proxyContract.queryExchangeFee(poolId, traderAddr, (_b = order.brokerAddr) !== null && _b !== void 0 ? _b : nodeSDKTypes_1.ZERO_ADDRESS)) +
-                ((_c = order.brokerFeeTbps) !== null && _c !== void 0 ? _c : 0) / 100000;
+            let feeRate = ((yield this.proxyContract.queryExchangeFee(poolId, traderAddr, (_b = order.brokerAddr) !== null && _b !== void 0 ? _b : nodeSDKTypes_1.ZERO_ADDRESS)) +
+                ((_c = order.brokerFeeTbps) !== null && _c !== void 0 ? _c : 0)) /
+                100000;
             let perpetualState = yield this.getPerpetualState(order.symbol);
             return MarketData._positionRiskOnAccountAction(order.symbol, tradeAmount, 0, order.leverage, order.keepPositionLvg, tradePrice, feeRate, perpetualState, currentPositionRisk, this.symbolToPerpStaticInfo);
         });
@@ -303,11 +304,49 @@ class MarketData extends perpetualDataHandler_1.default {
         };
         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;
+    /**
+     * Gets the pool index (in exchangeInfo) corresponding to a given symbol.
+     * @param symbol Symbol of the form ETH-USD-MATIC
+     * @returns
+     */
+    getPoolIndexFromSymbol(symbol) {
+        let pools = this.poolStaticInfos;
+        let poolId = this.getPoolIdFromSymbol(symbol);
+        let k = 0;
+        while (k < pools.length) {
+            if (pools[k].poolId == poolId) {
+                // pool found
+                return k;
+            }
+            k++;
+        }
+        return -1;
+    }
+    /**
+     * Gets the wallet balance in the collateral currency corresponding to a given perpetual symbol.
+     * @param address Address to check
+     * @param symbol Symbol of the form ETH-USD-MATIC.
+     * @returns Balance
+     */
+    getWalletBalance(address, symbol) {
+        return __awaiter(this, void 0, void 0, function* () {
+            let poolIdx = this.getPoolIndexFromSymbol(symbol);
+            let marginTokenAddr = this.poolStaticInfos[poolIdx].poolMarginTokenAddr;
+            let token = new ethers_1.ethers.Contract(marginTokenAddr, nodeSDKTypes_1.ERC20_ABI, this.provider);
+            let walletBalanceDec18 = yield token.balanceOf(address);
+            return walletBalanceDec18 / Math.pow(10, 18);
+        });
+    }
+    maxOrderSizeForTrader(side, positionRisk, perpetualState, walletBalance) {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (walletBalance != undefined) {
+                positionRisk = yield this.positionRiskOnCollateralAction(walletBalance, positionRisk);
+            }
+            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.

package/dist/perpetualDataHandler.js

@@ -237,7 +237,7 @@ class PerpetualDataHandler {
             }
             let mgn = {
                 symbol: symbol,
-                positionNotionalBaseCCY: isEmpty ? 0 : (0, d8XMath_1.ABK64x64ToFloat)(traderState[idx_notional]),
+                positionNotionalBaseCCY: isEmpty ? 0 : (0, d8XMath_1.ABK64x64ToFloat)(traderState[idx_notional].abs()),
                 side: isEmpty ? nodeSDKTypes_1.CLOSED_SIDE : side,
                 entryPrice: isEmpty ? 0 : entryPrice,
                 leverage: isEmpty ? 0 : (0, d8XMath_1.ABK64x64ToFloat)(traderState[idx_lvg]),

package/package.json

@@ -32,7 +32,7 @@
   },
   "name": "@d8x/perpetuals-sdk",
   "description": "Node TypeScript SDK for D8X Perpetual Futures",
-  "version": "0.0.41",
+  "version": "0.0.43",
   "main": "./dist/index.js",
   "types": "./dist/index.d.ts",
   "directories": {

package/src/marketData.ts

@@ -4,6 +4,7 @@ import {
   calculateLiquidationPriceCollateralBase,
   calculateLiquidationPriceCollateralQuanto,
   calculateLiquidationPriceCollateralQuote,
+  floatToABK64x64,
   getMarginRequiredForLeveragedTrade,
   getMaxSignedPositionSize,
   getNewPositionLeverage,
@@ -15,6 +16,7 @@ import {
   COLLATERAL_CURRENCY_BASE,
   COLLATERAL_CURRENCY_QUANTO,
   CollaterlCCY,
+  ERC20_ABI,
   ExchangeInfo,
   MarginAccount,
   NodeSDKConfig,
@@ -234,8 +236,9 @@ export default class MarketData extends PerpetualDataHandler {
     let tradePrice = order.limitPrice ?? (await this.getPerpetualPrice(order.symbol, tradeAmount));
     // total fee rate = exchange fee + broker fee
     let feeRate =
-      (await this.proxyContract.queryExchangeFee(poolId, traderAddr, order.brokerAddr ?? ZERO_ADDRESS)) +
-      (order.brokerFeeTbps ?? 0) / 100_000;
+      ((await this.proxyContract.queryExchangeFee(poolId, traderAddr, order.brokerAddr ?? ZERO_ADDRESS)) +
+        (order.brokerFeeTbps ?? 0)) /
+      100_000;
     let perpetualState = await this.getPerpetualState(order.symbol);
 
     return MarketData._positionRiskOnAccountAction(
@@ -400,9 +403,9 @@ export default class MarketData extends PerpetualDataHandler {
     }
     let newPositionRisk: MarginAccount = {
       symbol: currentPositionRisk.symbol,
-      positionNotionalBaseCCY: newPosition,
+      positionNotionalBaseCCY: Math.abs(newPosition),
       side: side,
-      entryPrice: Math.abs(newLockedInValue / newPosition),
+      entryPrice: newPosition == 0 ? 0 : Math.abs(newLockedInValue / newPosition),
       leverage: newLeverage,
       markPrice: markPrice,
       unrealizedPnlQuoteCCY: currentPositionRisk.unrealizedPnlQuoteCCY + tradeAmount * (markPrice - tradePrice),
@@ -415,7 +418,56 @@ export default class MarketData extends PerpetualDataHandler {
     return newPositionRisk;
   }
 
-  public maxOrderSizeForTrader(side: string, positionRisk: MarginAccount, perpetualState: PerpetualState): number {
+  /**
+   * Gets the pool index (in exchangeInfo) corresponding to a given symbol.
+   * @param symbol Symbol of the form ETH-USD-MATIC
+   * @returns Pool index
+   */
+  public getPoolIndexFromSymbol(symbol: string): number {
+    let pools = this.poolStaticInfos!;
+    let poolId = this.getPoolIdFromSymbol(symbol);
+    let k = 0;
+    while (k < pools.length) {
+      if (pools[k].poolId == poolId) {
+        // pool found
+        return k;
+      }
+      k++;
+    }
+    return -1;
+  }
+
+  /**
+   * Gets the wallet balance in the collateral currency corresponding to a given perpetual symbol.
+   * @param address Address to check
+   * @param symbol Symbol of the form ETH-USD-MATIC.
+   * @returns Balance
+   */
+  public async getWalletBalance(address: string, symbol: string): Promise<number> {
+    let poolIdx = this.getPoolIndexFromSymbol(symbol);
+    let marginTokenAddr = this.poolStaticInfos[poolIdx].poolMarginTokenAddr;
+    let token = new ethers.Contract(marginTokenAddr, ERC20_ABI, this.provider!);
+    let walletBalanceDec18 = await token.balanceOf(address);
+    return walletBalanceDec18 / 10 ** 18;
+  }
+
+  /**
+   * Gets the maximal order size considering the existing position, state of the perpetual, and optionally any additional collateral to be posted.
+   * @param side BUY or SELL
+   * @param positionRisk Current position risk (as seen in positionRisk)
+   * @param perpetualState Current perpetual state (as seen in exchangeInfo)
+   * @param walletBalance Optional wallet balance to consider in the calculation
+   * @returns Maximal trade size, not signed
+   */
+  public async maxOrderSizeForTrader(
+    side: string,
+    positionRisk: MarginAccount,
+    perpetualState: PerpetualState,
+    walletBalance?: number
+  ): Promise<number> {
+    if (walletBalance != undefined) {
+      positionRisk = await this.positionRiskOnCollateralAction(walletBalance, positionRisk);
+    }
     let initialMarginRate = this.symbolToPerpStaticInfo.get(positionRisk.symbol)!.initialMarginRate;
     // fees not considered here
     let maxPosition = getMaxSignedPositionSize(
@@ -430,7 +482,15 @@ export default class MarketData extends PerpetualDataHandler {
       perpetualState.indexPrice,
       perpetualState.collToQuoteIndexPrice
     );
-    return maxPosition - positionRisk.positionNotionalBaseCCY;
+    let curPosition = side == BUY_SIDE ? positionRisk.positionNotionalBaseCCY : -positionRisk.positionNotionalBaseCCY;
+    let tradeAmount = maxPosition - curPosition;
+    let perpId = this.getPerpIdFromSymbol(positionRisk.symbol);
+    let perpMaxPositionABK = await this.proxyContract!.getMaxSignedTradeSizeForPos(
+      perpId,
+      floatToABK64x64(curPosition),
+      floatToABK64x64(tradeAmount)
+    );
+    return ABK64x64ToFloat(perpMaxPositionABK.abs());
   }
 
   /**

package/src/perpetualDataHandler.ts

@@ -315,7 +315,7 @@ export default class PerpetualDataHandler {
     }
     let mgn: MarginAccount = {
       symbol: symbol,
-      positionNotionalBaseCCY: isEmpty ? 0 : ABK64x64ToFloat(traderState[idx_notional]),
+      positionNotionalBaseCCY: isEmpty ? 0 : ABK64x64ToFloat(traderState[idx_notional].abs()),
       side: isEmpty ? CLOSED_SIDE : side,
       entryPrice: isEmpty ? 0 : entryPrice,
       leverage: isEmpty ? 0 : ABK64x64ToFloat(traderState[idx_lvg]),