@d8x/perpetuals-sdk 0.0.44 → 0.0.46

package/README.md

@@ -12,6 +12,18 @@ Node TypeScript SDK for D8X Perpetual Futures
 - clone this repo
 - open directory of repo and type `yarn` to install packages
 
+#### Optional
+- To execute orders and liquidate traders, we recommend to run your own Pyth-price service
+    - Efficient execution requires the endpoint `api/latest_vaas_px` which is available
+    in D8X's [fork](https://github.com/D8-X/pyth-crosschain-d8x.git) of [Pyth's repo](https://github.com/pyth-network/pyth-crosschain.git)
+    - Follow the instructions on [Wormhole Spy](https://github.com/pyth-network/pyth-crosschain/tree/main/price_service/server), specifically
+      - Copy `.env.example` into `.env` and edit as described in the Readme
+      - For the D8X fork (with `api/latest_vaas_px`) to run, you need to build the image as described in the last [paragraph of the Readme here](https://github.com/D8-X/pyth-crosschain-d8x/tree/main/price_service/server).
+      Ensure your own price server is enabled in docker-compose:
+        ```
+        # image: public.ecr.aws/pyth-network/xc-server:v3.0.0
+        image: pyth_price_server
+        ```
 ### Test
 
 `yarn test`

package/abi/MockTokenSwap.json

@@ -0,0 +1,186 @@
+[
+    {
+        "inputs": [
+            {
+                "internalType": "address",
+                "name": "_mockTokenAddr",
+                "type": "address"
+            },
+            {
+                "internalType": "uint256",
+                "name": "_d18MaticToMockConversion",
+                "type": "uint256"
+            }
+        ],
+        "stateMutability": "nonpayable",
+        "type": "constructor"
+    },
+    {
+        "anonymous": false,
+        "inputs": [
+            {
+                "indexed": false,
+                "internalType": "uint256",
+                "name": "amount",
+                "type": "uint256"
+            }
+        ],
+        "name": "BalanceWithdrawn",
+        "type": "event"
+    },
+    {
+        "anonymous": false,
+        "inputs": [
+            {
+                "indexed": false,
+                "internalType": "uint256",
+                "name": "amount",
+                "type": "uint256"
+            },
+            {
+                "indexed": false,
+                "internalType": "address",
+                "name": "sender",
+                "type": "address"
+            }
+        ],
+        "name": "MockTokensReceived",
+        "type": "event"
+    },
+    {
+        "anonymous": false,
+        "inputs": [
+            {
+                "indexed": false,
+                "internalType": "uint256",
+                "name": "amountIn",
+                "type": "uint256"
+            },
+            {
+                "indexed": false,
+                "internalType": "uint256",
+                "name": "amountOut",
+                "type": "uint256"
+            },
+            {
+                "indexed": false,
+                "internalType": "uint256",
+                "name": "poolBalance",
+                "type": "uint256"
+            },
+            {
+                "indexed": false,
+                "internalType": "address",
+                "name": "sender",
+                "type": "address"
+            }
+        ],
+        "name": "MockTokensSwapped",
+        "type": "event"
+    },
+    {
+        "anonymous": false,
+        "inputs": [
+            {
+                "indexed": true,
+                "internalType": "address",
+                "name": "previousOwner",
+                "type": "address"
+            },
+            {
+                "indexed": true,
+                "internalType": "address",
+                "name": "newOwner",
+                "type": "address"
+            }
+        ],
+        "name": "OwnershipTransferred",
+        "type": "event"
+    },
+    {
+        "inputs": [],
+        "name": "d18MaticToMockConversion",
+        "outputs": [
+            {
+                "internalType": "uint256",
+                "name": "",
+                "type": "uint256"
+            }
+        ],
+        "stateMutability": "view",
+        "type": "function"
+    },
+    {
+        "inputs": [
+            {
+                "internalType": "uint256",
+                "name": "_amount",
+                "type": "uint256"
+            }
+        ],
+        "name": "depositMockToken",
+        "outputs": [],
+        "stateMutability": "nonpayable",
+        "type": "function"
+    },
+    {
+        "inputs": [],
+        "name": "mockTokenAddr",
+        "outputs": [
+            {
+                "internalType": "address",
+                "name": "",
+                "type": "address"
+            }
+        ],
+        "stateMutability": "view",
+        "type": "function"
+    },
+    {
+        "inputs": [],
+        "name": "owner",
+        "outputs": [
+            {
+                "internalType": "address",
+                "name": "",
+                "type": "address"
+            }
+        ],
+        "stateMutability": "view",
+        "type": "function"
+    },
+    {
+        "inputs": [],
+        "name": "renounceOwnership",
+        "outputs": [],
+        "stateMutability": "nonpayable",
+        "type": "function"
+    },
+    {
+        "inputs": [],
+        "name": "swapToMockToken",
+        "outputs": [],
+        "stateMutability": "payable",
+        "type": "function"
+    },
+    {
+        "inputs": [
+            {
+                "internalType": "address",
+                "name": "newOwner",
+                "type": "address"
+            }
+        ],
+        "name": "transferOwnership",
+        "outputs": [],
+        "stateMutability": "nonpayable",
+        "type": "function"
+    },
+    {
+        "inputs": [],
+        "name": "withdraw",
+        "outputs": [],
+        "stateMutability": "nonpayable",
+        "type": "function"
+    }
+]

package/config/defaultConfig.json

@@ -1,10 +1,36 @@
-{
-  "name": "v1.5",
-  "proxyAddr": "0xaB6AD25eE5CA28E7d7b16A33A33897aE34BF9e67",
-  "nodeURL": "https://polygon-mumbai.blockpi.network/v1/rpc/public",
-  "proxyABILocation": "../abi/IPerpetualManager.json",
-  "limitOrderBookFactoryAddr": "0xe95422bf27C62F3b9ae19d6032aC58c1bd13C71E",
-  "limitOrderBookFactoryABILocation": "../abi/LimitOrderBookFactory.json",
-  "limitOrderBookABILocation": "../abi/LimitOrderBook.json",
-  "symbolListLocation": "../config/symbolList.json"
-}
+[
+  {
+    "name": "testnet",
+    "version": 1.5,
+    "proxyAddr": "0xaB6AD25eE5CA28E7d7b16A33A33897aE34BF9e67",
+    "nodeURL": "https://polygon-mumbai.blockpi.network/v1/rpc/public",
+    "proxyABILocation": "../abi/IPerpetualManager.json",
+    "limitOrderBookFactoryAddr": "0xe95422bf27C62F3b9ae19d6032aC58c1bd13C71E",
+    "limitOrderBookFactoryABILocation": "../abi/LimitOrderBookFactory.json",
+    "limitOrderBookABILocation": "../abi/LimitOrderBook.json",
+    "symbolListLocation": "../config/symbolList.json"
+  },
+  {
+    "name": "mainnet",
+    "version": 0,
+    "proxyAddr": "",
+    "nodeURL": "",
+    "proxyABILocation": "../abi/IPerpetualManager.json",
+    "limitOrderBookFactoryAddr": "",
+    "limitOrderBookFactoryABILocation": "../abi/LimitOrderBookFactory.json",
+    "limitOrderBookABILocation": "../abi/LimitOrderBook.json",
+    "symbolListLocation": "../config/symbolList.json"
+  },
+  {
+    "name": "central-park",
+    "version": 3.0,
+    "proxyAddr": "0x4F1C7EE9E881Cc735f39Ca36c649ba9E930B4E4e",
+    "nodeURL": "https://polygon-mumbai.blockpi.network/v1/rpc/public",
+    "priceFeedConfigNetwork": "testnet",
+    "proxyABILocation": "../abi/central-park/IPerpetualManager.json",
+    "limitOrderBookFactoryAddr": "0xf8a4B731C3663A411F96b35a1989D4cD3C59912d",
+    "limitOrderBookFactoryABILocation": "../abi/central-park/LimitOrderBookFactory.json",
+    "limitOrderBookABILocation": "../abi/central-park/LimitOrderBook.json",
+    "symbolListLocation": "../config/symbolList.json"
+  }
+]

package/config/mockSwap.json

@@ -0,0 +1,4 @@
+{
+  "0xeB4E22B2AD4D9d07C25A32f57d85a4F41ca6b8FF": "0xe5AD14bFb9D3dEc4dB97f89A782f3578eEE07C38",
+  "0x215975839684a365df2387b1f0FcEaBf4F0B77eb": "0xeb4cd22d2b7451c17Dd03fB34977abF1Becb9053"
+}

package/config/oldConfig.json

@@ -1,5 +1,6 @@
 {
-  "name": "v1.4",
+  "name": "testnet",
+  "version": 1.4,
   "proxyAddr": "0x7fe419fDE6c47F57B49Ef4D5D1ACD332307a734d",
   "nodeURL": "https://rpc-mumbai.maticvigil.com/",
   "proxyABILocation": "../abi/IPerpetualManager.json",

package/config/priceFeedConfig.json

@@ -0,0 +1,18 @@
+[
+  {
+    "network": "testnet",
+    "ids": 
+    [
+        {"symbol":"BTC-USD", "id": "0xf9c0172ba10dfa4d19088d94f5bf61d3b54d5bd7483a322a982e1373ee8ea31b", "type": "pyth", "origin": "Crypto.BTC/USD"},
+        {"symbol":"ETH-USD", "id": "0xca80ba6dc32e08d06f1aa886011eed1d77c77be9eb761cc10d72b7d0a2fd57a6", "type": "pyth", "origin": "Crypto.ETH/USD"},
+        {"symbol":"MATIC-USD", "id": "0xd2c2c1f2bba8e0964f9589e060c2ee97f5e19057267ac3284caef3bd50bd2cb5", "type": "pyth", "origin": "Crypto.MATIC/USD"},
+        {"symbol":"USDC-USD", "id": "0x41f3625971ca2ed2263e78573fe5ce23e13d2558ed3f2e47ab0f84fb9e7ae722", "type": "pyth", "origin": "Crypto.USDC/USD"},
+        {"symbol":"XAU-USD", "id": "0x30a19158f5a54c0adf8fb7560627343f22a1bc852b89d56be1accdc5dbf96d0e", "type": "pyth", "origin": "Metal.XAU/USD"},
+        {"symbol":"USD-CHF", "id": "0x796d24444ff50728b58e94b1f53dc3a406b2f1ba9d0d0b91d4406c37491a6feb", "type": "pyth", "origin": "FX.USD/CHF"},
+        {"symbol":"GBP-USD", "id": "0xbcbdc2755bd74a2065f9d3283c2b8acbd898e473bdb90a6764b3dbd467c56ecd", "type": "pyth", "origin": "FX.GBP/USD"},
+        {"symbol":"EUR-USD", "id": "0xc1b12769f6633798d45adfd62bfc70114839232e2949b01fb3d3f927d2606154", "type": "pyth", "origin": "FX.EUR/USD"},
+        {"symbol":"USD-JPY", "id": "0x20a938f54b68f1f2ef18ea0328f6dd0747f8ea11486d22b021e83a900be89776", "type": "pyth", "origin": "FX.USD/JPY"}
+    ],
+    "endpoints": [{"type": "pyth", "endpoint": "https://pyth.testnet.quantena.tech/api"}]
+  }
+]

package/dist/accountTrade.d.ts

@@ -218,4 +218,5 @@ export default class AccountTrade extends WriteAccessHandler {
      * @param {number} amount How much collateral to remove, in units of collateral currency, e.g. MATIC
      */
     removeCollateral(symbol: string, amount: number): Promise<ethers.ContractTransaction>;
+    swapForMockToken(symbol: string, amountToPay: string): Promise<any>;
 }

package/dist/accountTrade.js

@@ -12,6 +12,7 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
 Object.defineProperty(exports, "__esModule", { value: true });
+const ethers_1 = require("ethers");
 const d8XMath_1 = require("./d8XMath");
 const marketData_1 = __importDefault(require("./marketData"));
 const nodeSDKTypes_1 = require("./nodeSDKTypes");
@@ -80,11 +81,6 @@ class AccountTrade extends writeAccessHandler_1.default {
             return yield this._cancelOrder(symbol, orderId, orderBookContract);
         });
     }
-    /*
-      TODO: -deposit (margin into account)
-            -withdraw margin withdraw(uint24 _iPerpetualId, int128 _fAmount)
-  
-    */
     /**
      * Submits an order to the exchange.
      * @param {Order} order Order structure. As a minimum the structure needs to
@@ -320,7 +316,11 @@ class AccountTrade extends writeAccessHandler_1.default {
             }
             let perpId = this.getPerpIdFromSymbol(symbol);
             let fAmountCC = (0, d8XMath_1.floatToABK64x64)(amount);
-            return yield this.proxyContract.deposit(perpId, fAmountCC);
+            let priceFeedData = yield this.fetchLatestFeedPriceInfo(symbol);
+            return yield this.proxyContract.deposit(perpId, fAmountCC, priceFeedData.priceFeedVaas, priceFeedData.timestamps, {
+                gasLimit: this.gasLimit,
+                value: this.PRICE_UPDATE_FEE_GWEI * priceFeedData.priceFeedVaas.length,
+            });
         });
     }
     /**
@@ -335,7 +335,31 @@ class AccountTrade extends writeAccessHandler_1.default {
             }
             let perpId = this.getPerpIdFromSymbol(symbol);
             let fAmountCC = (0, d8XMath_1.floatToABK64x64)(amount);
-            return yield this.proxyContract.withdraw(perpId, fAmountCC);
+            let priceFeedData = yield this.fetchLatestFeedPriceInfo(symbol);
+            return yield this.proxyContract.withdraw(perpId, fAmountCC, priceFeedData.priceFeedVaas, priceFeedData.timestamps, {
+                gasLimit: this.gasLimit,
+                value: this.PRICE_UPDATE_FEE_GWEI * priceFeedData.priceFeedVaas.length,
+            });
+        });
+    }
+    swapForMockToken(symbol, amountToPay) {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (this.signer == null) {
+                throw Error("no wallet initialized. Use createProxyInstance().");
+            }
+            let tokenAddress = this.getMarginTokenFromSymbol(symbol);
+            if (tokenAddress == undefined) {
+                throw Error("symbols not found");
+            }
+            let tokenToSwap = new Map(Object.entries(require("../config/mockSwap.json")));
+            let swapAddress = tokenToSwap.get(tokenAddress);
+            if (swapAddress == undefined) {
+                throw Error("No swap contract found for symbol.");
+            }
+            let contract = new ethers_1.ethers.Contract(swapAddress, nodeSDKTypes_1.MOCK_TOKEN_SWAP_ABI, this.signer.provider);
+            return yield contract.swapToMockToken({
+                value: ethers_1.ethers.utils.parseEther(amountToPay),
+            });
         });
     }
 }

package/dist/d8XMath.d.ts

@@ -9,6 +9,12 @@ import { BigNumber } from "ethers";
  * @returns {number} x/2^64 in number-format (float)
  */
 export declare function ABK64x64ToFloat(x: BigNumber | number): number;
+/**
+ *
+ * @param {BigNumber} x BigNumber in Dec-N format
+ * @returns {number} x as a float (number)
+ */
+export declare function decNToFloat(x: BigNumber, numDec: number): number;
 /**
  *
  * @param {BigNumber} x BigNumber in Dec18 format

package/dist/d8XMath.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getDepositAmountForLvgTrade = 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;
+exports.getDepositAmountForLvgTrade = exports.getNewPositionLeverage = exports.getMaxSignedPositionSize = exports.getMarginRequiredForLeveragedTrade = exports.calculateLiquidationPriceCollateralQuote = exports.calculateLiquidationPriceCollateralQuanto = exports.calculateLiquidationPriceCollateralBase = exports.div64x64 = exports.mul64x64 = exports.floatToDec18 = exports.floatToABK64x64 = exports.dec18ToFloat = exports.decNToFloat = exports.ABK64x64ToFloat = void 0;
 const ethers_1 = require("ethers");
 const nodeSDKTypes_1 = require("./nodeSDKTypes");
 /**
@@ -29,6 +29,24 @@ function ABK64x64ToFloat(x) {
     return parseFloat(NumberStr) * s;
 }
 exports.ABK64x64ToFloat = ABK64x64ToFloat;
+/**
+ *
+ * @param {BigNumber} x BigNumber in Dec-N format
+ * @returns {number} x as a float (number)
+ */
+function decNToFloat(x, numDec) {
+    //x: BigNumber in DecN format to float
+    const DECIMALS = ethers_1.BigNumber.from(10).pow(ethers_1.BigNumber.from(numDec));
+    let s = x.lt(0) ? -1 : 1;
+    x = x.mul(s);
+    let xInt = x.div(DECIMALS);
+    let xDec = x.sub(xInt.mul(DECIMALS));
+    let k = numDec - xDec.toString().length;
+    let sPad = "0".repeat(k);
+    let NumberStr = xInt.toString() + "." + sPad + xDec.toString();
+    return parseFloat(NumberStr) * s;
+}
+exports.decNToFloat = decNToFloat;
 /**
  *
  * @param {BigNumber} x BigNumber in Dec18 format

package/dist/liquidatorTool.d.ts

@@ -1,5 +1,5 @@
 import WriteAccessHandler from "./writeAccessHandler";
-import { NodeSDKConfig } from "./nodeSDKTypes";
+import { NodeSDKConfig, PriceFeedSubmission } from "./nodeSDKTypes";
 import { ethers } from "ethers";
 /**
  * Functions to liquidate traders. This class requires a private key
@@ -33,6 +33,7 @@ export default class LiquidatorTool extends WriteAccessHandler {
      * @param {string} symbol Symbol of the form ETH-USD-MATIC.
      * @param {string} traderAddr Address of the trader to be liquidated.
      * @param {string=} liquidatorAddr Address to be credited if the liquidation succeeds.
+     * @param {PriceFeedSubmission} priceFeedData optional. VAA and timestamps for oracle. If not provided will query from REST API.
      * Defaults to the wallet used to execute the liquidation.
      * @example
      * import { LiquidatorTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
@@ -52,7 +53,7 @@ export default class LiquidatorTool extends WriteAccessHandler {
      *
      * @returns Transaction object.
      */
-    liquidateTrader(symbol: string, traderAddr: string, liquidatorAddr?: string): Promise<ethers.ContractTransaction>;
+    liquidateTrader(symbol: string, traderAddr: string, liquidatorAddr?: string, priceFeedData?: PriceFeedSubmission): Promise<ethers.ContractTransaction>;
     /**
      * Check if the collateral of a trader is above the maintenance margin ("maintenance margin safe").
      * If not, the position can be liquidated.
@@ -83,10 +84,11 @@ export default class LiquidatorTool extends WriteAccessHandler {
      * @param perpetualId Perpetual id.
      * @param liquidatorAddr Address to be credited for the liquidation.
      * @param traderAddr Address of the trader to be liquidated.
-     * @param gasLimit Gas limit.
+     * @param priceFeedData contains VAA and timestamps required
+     * @param options E.g., Gas limit, fee.
      * @ignore
      */
-    _liquidateByAMM(perpetualId: number, liquidatorAddr: string, traderAddr: string, gasLimit: number): Promise<any>;
+    _liquidateByAMM(perpetualId: number, liquidatorAddr: string, traderAddr: string, priceFeedData: PriceFeedSubmission, options: object): Promise<any>;
     /**
      * 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.

package/dist/liquidatorTool.js

@@ -47,6 +47,7 @@ class LiquidatorTool extends writeAccessHandler_1.default {
      * @param {string} symbol Symbol of the form ETH-USD-MATIC.
      * @param {string} traderAddr Address of the trader to be liquidated.
      * @param {string=} liquidatorAddr Address to be credited if the liquidation succeeds.
+     * @param {PriceFeedSubmission} priceFeedData optional. VAA and timestamps for oracle. If not provided will query from REST API.
      * Defaults to the wallet used to execute the liquidation.
      * @example
      * import { LiquidatorTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
@@ -66,7 +67,7 @@ class LiquidatorTool extends writeAccessHandler_1.default {
      *
      * @returns Transaction object.
      */
-    liquidateTrader(symbol, traderAddr, liquidatorAddr = "") {
+    liquidateTrader(symbol, traderAddr, liquidatorAddr = "", priceFeedData) {
         return __awaiter(this, void 0, void 0, function* () {
             // this operation spends gas, so signer is required
             if (this.proxyContract == null || this.signer == null) {
@@ -77,7 +78,13 @@ class LiquidatorTool extends writeAccessHandler_1.default {
                 liquidatorAddr = this.traderAddr;
             }
             let perpID = LiquidatorTool.symbolToPerpetualId(symbol, this.symbolToPerpStaticInfo);
-            return yield this._liquidateByAMM(perpID, liquidatorAddr, traderAddr, this.gasLimit);
+            if (priceFeedData == undefined) {
+                priceFeedData = yield this.fetchLatestFeedPriceInfo(symbol);
+            }
+            return yield this._liquidateByAMM(perpID, liquidatorAddr, traderAddr, priceFeedData, {
+                gasLimit: this.gasLimit,
+                value: this.PRICE_UPDATE_FEE_GWEI * priceFeedData.priceFeedVaas.length,
+            });
         });
     }
     /**
@@ -124,14 +131,13 @@ class LiquidatorTool extends writeAccessHandler_1.default {
      * @param perpetualId Perpetual id.
      * @param liquidatorAddr Address to be credited for the liquidation.
      * @param traderAddr Address of the trader to be liquidated.
-     * @param gasLimit Gas limit.
+     * @param priceFeedData contains VAA and timestamps required
+     * @param options E.g., Gas limit, fee.
      * @ignore
      */
-    _liquidateByAMM(perpetualId, liquidatorAddr, traderAddr, gasLimit) {
+    _liquidateByAMM(perpetualId, liquidatorAddr, traderAddr, priceFeedData, options) {
         return __awaiter(this, void 0, void 0, function* () {
-            return yield this.proxyContract.liquidateByAMM(perpetualId, liquidatorAddr, traderAddr, {
-                gasLimit: gasLimit,
-            });
+            return yield this.proxyContract.liquidateByAMM(perpetualId, liquidatorAddr, traderAddr, priceFeedData.priceFeedVaas, priceFeedData.timestamps, options);
         });
     }
     /**

package/dist/marketData.d.ts

@@ -2,6 +2,7 @@ import { ethers } from "ethers";
 import "./nodeSDKTypes";
 import { ExchangeInfo, MarginAccount, NodeSDKConfig, Order, PerpetualState, PerpetualStaticInfo, PoolStaticInfo, SmartContractOrder } from "./nodeSDKTypes";
 import PerpetualDataHandler from "./perpetualDataHandler";
+import PriceFeeds from "./priceFeeds";
 /**
  * Functions to access market data (e.g., information on open orders, information on products that can be traded).
  * This class requires no private key and is blockchain read-only.
@@ -148,12 +149,6 @@ 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;
-    /**
-     * Gets the pool index (in exchangeInfo) corresponding to a given symbol.
-     * @param symbol Symbol of the form ETH-USD-MATIC
-     * @returns Pool index
-     */
-    getPoolIndexFromSymbol(symbol: string): number;
     /**
      * Gets the wallet balance in the collateral currency corresponding to a given perpetual symbol.
      * @param address Address to check
@@ -211,7 +206,7 @@ export default class MarketData extends PerpetualDataHandler {
      *
      * @returns mark price
      */
-    getMarkPrice(symbol: string): Promise<number>;
+    getMarkPrice(symbol: string, indexPrices?: [number, number]): Promise<number>;
     /**
      * get the current price for a given quantity
      * @param symbol symbol of the form ETH-USD-MATIC
@@ -232,13 +227,14 @@ export default class MarketData extends PerpetualDataHandler {
      *
      * @returns price (number)
      */
-    getPerpetualPrice(symbol: string, quantity: number): Promise<number>;
+    getPerpetualPrice(symbol: string, quantity: number, indexPrices?: [number, number]): Promise<number>;
     /**
      * Query recent perpetual state from blockchain
      * @param symbol symbol of the form ETH-USD-MATIC
+     * @param indexPrices S2 and S3 prices/isMarketOpen if not provided fetch via REST API
      * @returns PerpetualState reference
      */
-    getPerpetualState(symbol: string): Promise<PerpetualState>;
+    getPerpetualState(symbol: string, indexPriceInfo?: [number, number, boolean, boolean]): Promise<PerpetualState>;
     /**
      * Query perpetual static info.
      * This information is queried once at createProxyInstance-time and remains static after that.
@@ -283,6 +279,5 @@ export default class MarketData extends PerpetualDataHandler {
      */
     static orderIdsOfTrader(traderAddr: string, orderBookContract: ethers.Contract): Promise<string[]>;
     getAvailableMargin(traderAddr: string, symbol: string): Promise<number>;
-    getPythIds(symbol: string): Promise<string[]>;
-    static _exchangeInfo(_proxyContract: ethers.Contract, _poolStaticInfos: Array<PoolStaticInfo>, _symbolList: Map<string, string>): Promise<ExchangeInfo>;
+    static _exchangeInfo(_proxyContract: ethers.Contract, _poolStaticInfos: Array<PoolStaticInfo>, _symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _symbolList: Map<string, string>, _priceFeedGetter: PriceFeeds): Promise<ExchangeInfo>;
 }