@d8x/perpetuals-sdk 0.0.45 → 0.0.46

package/dist/marketData.js

@@ -128,7 +128,7 @@ class MarketData extends perpetualDataHandler_1.default {
             if (this.proxyContract == null) {
                 throw Error("no proxy contract initialized. Use createProxyInstance().");
             }
-            return yield MarketData._exchangeInfo(this.proxyContract, this.poolStaticInfos, this.symbolList);
+            return yield MarketData._exchangeInfo(this.proxyContract, this.poolStaticInfos, this.symbolToPerpStaticInfo, this.symbolList, this.priceFeedGetter);
         });
     }
     /**
@@ -319,24 +319,6 @@ class MarketData extends perpetualDataHandler_1.default {
         };
         return newPositionRisk;
     }
-    /**
-     * 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) {
-        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
@@ -434,12 +416,16 @@ class MarketData extends perpetualDataHandler_1.default {
      *
      * @returns mark price
      */
-    getMarkPrice(symbol) {
+    getMarkPrice(symbol, indexPrices) {
         return __awaiter(this, void 0, void 0, function* () {
             if (this.proxyContract == null) {
                 throw Error("no proxy contract initialized. Use createProxyInstance().");
             }
-            return yield perpetualDataHandler_1.default._queryPerpetualMarkPrice(symbol, this.symbolToPerpStaticInfo, this.proxyContract);
+            if (indexPrices == undefined) {
+                let obj = yield this.priceFeedGetter.fetchPricesForPerpetual(symbol);
+                indexPrices = [obj.idxPrices[0], obj.idxPrices[1]];
+            }
+            return yield perpetualDataHandler_1.default._queryPerpetualMarkPrice(symbol, this.symbolToPerpStaticInfo, this.proxyContract, indexPrices);
         });
     }
     /**
@@ -462,25 +448,35 @@ class MarketData extends perpetualDataHandler_1.default {
      *
      * @returns price (number)
      */
-    getPerpetualPrice(symbol, quantity) {
+    getPerpetualPrice(symbol, quantity, indexPrices) {
         return __awaiter(this, void 0, void 0, function* () {
             if (this.proxyContract == null) {
                 throw Error("no proxy contract initialized. Use createProxyInstance().");
             }
-            return yield perpetualDataHandler_1.default._queryPerpetualPrice(symbol, quantity, this.symbolToPerpStaticInfo, this.proxyContract);
+            if (indexPrices == undefined) {
+                // fetch from API
+                let obj = yield this.priceFeedGetter.fetchPricesForPerpetual(symbol);
+                indexPrices = [obj.idxPrices[0], obj.idxPrices[1]];
+            }
+            return yield perpetualDataHandler_1.default._queryPerpetualPrice(symbol, quantity, this.symbolToPerpStaticInfo, this.proxyContract, indexPrices);
         });
     }
     /**
      * 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) {
+    getPerpetualState(symbol, indexPriceInfo) {
         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);
+            if (indexPriceInfo == undefined) {
+                let obj = yield this.priceFeedGetter.fetchPricesForPerpetual(symbol);
+                indexPriceInfo = [obj.idxPrices[0], obj.idxPrices[1], obj.mktClosed[0], obj.mktClosed[1]];
+            }
+            let state = yield perpetualDataHandler_1.default._queryPerpetualState(symbol, this.symbolToPerpStaticInfo, this.proxyContract, indexPriceInfo);
             return state;
         });
     }
@@ -505,6 +501,7 @@ class MarketData extends perpetualDataHandler_1.default {
             S2Symbol: perpInfo.S2Symbol,
             S3Symbol: perpInfo.S3Symbol,
             lotSizeBC: perpInfo.lotSizeBC,
+            priceIds: perpInfo.priceIds,
         };
         return res;
     }
@@ -587,22 +584,23 @@ class MarketData extends perpetualDataHandler_1.default {
             return balanceCC - initalMarginCC;
         });
     }
-    getPythIds(symbol) {
-        return __awaiter(this, void 0, void 0, function* () {
-            if (this.proxyContract == null) {
-                throw Error("no proxy contract initialized. Use createProxyInstance().");
-            }
-            let perpId = this.getPerpIdFromSymbol(symbol);
-            let idsB32 = yield this.proxyContract.getPythIds(perpId);
-            return idsB32.apply((id) => ethers_1.ethers.utils.parseBytes32String(id));
-        });
-    }
-    static _exchangeInfo(_proxyContract, _poolStaticInfos, _symbolList) {
+    static _exchangeInfo(_proxyContract, _poolStaticInfos, _symbolToPerpStaticInfo, _symbolList, _priceFeedGetter) {
         return __awaiter(this, void 0, void 0, function* () {
             let nestedPerpetualIDs = yield perpetualDataHandler_1.default.getNestedPerpetualIds(_proxyContract);
             let factory = yield _proxyContract.getOracleFactory();
             let info = { pools: [], oracleFactoryAddr: factory, proxyAddr: _proxyContract.address };
             const numPools = nestedPerpetualIDs.length;
+            // get all prices
+            let allSym = new Set();
+            for (let perpSymbol of _symbolToPerpStaticInfo.keys()) {
+                let sInfo = _symbolToPerpStaticInfo.get(perpSymbol);
+                allSym.add(sInfo.S2Symbol);
+                if (sInfo.S3Symbol != '') {
+                    allSym.add(sInfo.S3Symbol);
+                }
+            }
+            let allSymArr = Array.from(allSym.values());
+            let idxPriceMap = yield _priceFeedGetter.fetchPrices(allSymArr);
             for (var j = 0; j < numPools; j++) {
                 let perpetualIDs = nestedPerpetualIDs[j];
                 let pool = yield _proxyContract.getLiquidityPool(j + 1);
@@ -618,18 +616,37 @@ class MarketData extends perpetualDataHandler_1.default {
                     brokerCollateralLotSize: (0, d8XMath_1.ABK64x64ToFloat)(pool.fBrokerCollateralLotSize),
                     perpetuals: [],
                 };
+                let poolSymbol = PoolState.poolSymbol;
                 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 symS2 = (0, utils_1.contractSymbolToSymbol)(perp.S2BaseCCY, _symbolList) + "-" + (0, utils_1.contractSymbolToSymbol)(perp.S2QuoteCCY, _symbolList);
+                    let symS3 = (0, utils_1.contractSymbolToSymbol)(perp.S3BaseCCY, _symbolList) + "-" + (0, utils_1.contractSymbolToSymbol)(perp.S3QuoteCCY, _symbolList);
+                    let perpSymbol = symS2 + "-" + poolSymbol;
+                    //console.log("perpsymbol=",perpSymbol);
+                    let res = idxPriceMap.get(symS2);
+                    if (res == undefined) {
+                        throw new Error(`Price for index ${symS2} could not be fetched - config issue`);
+                    }
+                    let [indexS2, isS2MktClosed] = [res[0], res[1]];
                     let indexS3 = 1;
+                    let isS3MktClosed = false;
                     if (perp.eCollateralCurrency == nodeSDKTypes_1.COLLATERAL_CURRENCY_BASE) {
                         indexS3 = indexS2;
                     }
                     else if (perp.eCollateralCurrency == nodeSDKTypes_1.COLLATERAL_CURRENCY_QUANTO) {
-                        indexS3 = (0, d8XMath_1.ABK64x64ToFloat)(yield _proxyContract.getOraclePrice([perp.S3BaseCCY, perp.S3QuoteCCY]));
+                        res = idxPriceMap.get(symS3);
+                        if (res == undefined) {
+                            throw new Error(`Price for index ${symS3} could not be fetched - config issue`);
+                        }
+                        else {
+                            indexS3 = res[0];
+                            isS3MktClosed = res[1];
+                        }
                     }
+                    let fMidPrice = yield _proxyContract.queryPerpetualPrice(perpetualIDs[k], ethers_1.BigNumber.from(0), [
+                        (0, d8XMath_1.floatToABK64x64)(indexS2),
+                        (0, d8XMath_1.floatToABK64x64)(indexS3)
+                    ]);
                     let markPremiumRate = (0, d8XMath_1.ABK64x64ToFloat)(perp.currentMarkPremiumRate.fPrice);
                     let currentFundingRateBps = 1e4 * (0, d8XMath_1.ABK64x64ToFloat)(perp.fCurrentFundingRate);
                     let state = nodeSDKTypes_1.PERP_STATE_STR[perp.state];
@@ -644,7 +661,8 @@ class MarketData extends perpetualDataHandler_1.default {
                         midPrice: (0, d8XMath_1.ABK64x64ToFloat)(fMidPrice),
                         currentFundingRateBps: currentFundingRateBps,
                         openInterestBC: (0, d8XMath_1.ABK64x64ToFloat)(perp.fOpenInterest),
-                        maxPositionBC: (0, d8XMath_1.ABK64x64ToFloat)(perp.fMaxPositionBC),
+                        maxPositionBC: Infinity,
+                        isMarketClosed: isS2MktClosed || isS3MktClosed
                     };
                     PoolState.perpetuals.push(PerpetualState);
                 }

package/dist/nodeSDKTypes.d.ts

@@ -1,9 +1,9 @@
 import { BigNumber, BigNumberish, BytesLike, ContractTransaction } from "ethers";
-export declare const DEFAULT_CONFIG_TESTNET = "../config/defaultConfig.json";
-export declare const DEFAULT_CONFIG_MAINNET = "notthereyet";
+export declare const DEFAULT_CONFIG = "../config/defaultConfig.json";
 export declare const DEFAULT_CONFIG_TESTNET_NAME = "testnet";
 export declare const DEFAULT_CONFIG_MAINNET_NAME = "mainnet";
 export declare const ERC20_ABI: any;
+export declare const MOCK_TOKEN_SWAP_ABI: any;
 export declare const COLLATERAL_CURRENCY_QUOTE = 0;
 export declare const COLLATERAL_CURRENCY_BASE = 1;
 export declare const COLLATERAL_CURRENCY_QUANTO = 2;
@@ -28,6 +28,8 @@ export declare const BUY_SIDE = "BUY";
 export declare const SELL_SIDE = "SELL";
 export declare const CLOSED_SIDE = "CLOSED";
 export interface NodeSDKConfig {
+    name: string | undefined;
+    version: number;
     nodeURL: string;
     proxyAddr: string;
     proxyABILocation: string;
@@ -35,6 +37,7 @@ export interface NodeSDKConfig {
     limitOrderBookABILocation: string;
     limitOrderBookFactoryABILocation: string;
     symbolListLocation: string;
+    priceFeedConfigNetwork: string;
     gasLimit?: number | undefined;
 }
 export interface MarginAccount {
@@ -72,6 +75,7 @@ export interface PerpetualStaticInfo {
     S2Symbol: string;
     S3Symbol: string;
     lotSizeBC: number;
+    priceIds: string[];
 }
 /**
  * @global
@@ -123,6 +127,7 @@ export interface PerpetualState {
     currentFundingRateBps: number;
     openInterestBC: number;
     maxPositionBC: number;
+    isMarketClosed: boolean;
 }
 export interface OrderResponse {
     tx: ContractTransaction;
@@ -172,3 +177,29 @@ export interface SmartContractOrder {
     createdTimestamp: BigNumberish;
     submittedBlock: BigNumberish;
 }
+export interface PriceFeedConfig {
+    network: string;
+    ids: Array<{
+        symbol: string;
+        id: string;
+        type: string;
+        origin: string;
+    }>;
+    endpoints: Array<{
+        type: string;
+        endpoint: string;
+    }>;
+}
+export interface PriceFeedSubmission {
+    symbols: string[];
+    priceFeedVaas: string[];
+    prices: number[];
+    isMarketClosed: boolean[];
+    timestamps: number[];
+}
+export interface PriceFeedFormat {
+    conf: BigNumber;
+    expo: number;
+    price: BigNumber;
+    publish_time: number;
+}

package/dist/nodeSDKTypes.js

@@ -1,12 +1,12 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.CollaterlCCY = exports.CLOSED_SIDE = exports.SELL_SIDE = exports.BUY_SIDE = exports.ORDER_TYPE_STOP_LIMIT = exports.ORDER_TYPE_STOP_MARKET = exports.ORDER_TYPE_MARKET = exports.ORDER_TYPE_LIMIT = exports.MASK_KEEP_POS_LEVERAGE = exports.MASK_STOP_ORDER = exports.MASK_MARKET_ORDER = exports.MASK_LIMIT_ORDER = exports.MASK_CLOSE_ONLY = exports.ORDER_MAX_DURATION_SEC = exports.DECIMALS = exports.MAX_UINT_256 = exports.MAX_64x64 = exports.ONE_64x64 = exports.ZERO_ORDER_ID = exports.ZERO_ADDRESS = exports.PERP_STATE_STR = exports.COLLATERAL_CURRENCY_QUANTO = exports.COLLATERAL_CURRENCY_BASE = exports.COLLATERAL_CURRENCY_QUOTE = exports.ERC20_ABI = exports.DEFAULT_CONFIG_MAINNET_NAME = exports.DEFAULT_CONFIG_TESTNET_NAME = exports.DEFAULT_CONFIG_MAINNET = exports.DEFAULT_CONFIG_TESTNET = void 0;
+exports.CollaterlCCY = exports.CLOSED_SIDE = exports.SELL_SIDE = exports.BUY_SIDE = exports.ORDER_TYPE_STOP_LIMIT = exports.ORDER_TYPE_STOP_MARKET = exports.ORDER_TYPE_MARKET = exports.ORDER_TYPE_LIMIT = exports.MASK_KEEP_POS_LEVERAGE = exports.MASK_STOP_ORDER = exports.MASK_MARKET_ORDER = exports.MASK_LIMIT_ORDER = exports.MASK_CLOSE_ONLY = exports.ORDER_MAX_DURATION_SEC = exports.DECIMALS = exports.MAX_UINT_256 = exports.MAX_64x64 = exports.ONE_64x64 = exports.ZERO_ORDER_ID = exports.ZERO_ADDRESS = exports.PERP_STATE_STR = exports.COLLATERAL_CURRENCY_QUANTO = exports.COLLATERAL_CURRENCY_BASE = exports.COLLATERAL_CURRENCY_QUOTE = exports.MOCK_TOKEN_SWAP_ABI = exports.ERC20_ABI = exports.DEFAULT_CONFIG_MAINNET_NAME = exports.DEFAULT_CONFIG_TESTNET_NAME = exports.DEFAULT_CONFIG = void 0;
 const ethers_1 = require("ethers");
-exports.DEFAULT_CONFIG_TESTNET = "../config/defaultConfig.json";
-exports.DEFAULT_CONFIG_MAINNET = "notthereyet";
+exports.DEFAULT_CONFIG = "../config/defaultConfig.json";
 exports.DEFAULT_CONFIG_TESTNET_NAME = "testnet";
 exports.DEFAULT_CONFIG_MAINNET_NAME = "mainnet";
 exports.ERC20_ABI = require("../abi/ERC20.json");
+exports.MOCK_TOKEN_SWAP_ABI = require("../abi/MockTokenSwap.json");
 exports.COLLATERAL_CURRENCY_QUOTE = 0;
 exports.COLLATERAL_CURRENCY_BASE = 1;
 exports.COLLATERAL_CURRENCY_QUANTO = 2;
@@ -36,18 +36,3 @@ var CollaterlCCY;
     CollaterlCCY[CollaterlCCY["BASE"] = 1] = "BASE";
     CollaterlCCY[CollaterlCCY["QUANTO"] = 2] = "QUANTO";
 })(CollaterlCCY = exports.CollaterlCCY || (exports.CollaterlCCY = {}));
-/*
-        t32 flags;
-        uint24 iPerpetualId;
-        uint16 brokerFeeTbps;
-        address traderAddr;
-        address brokerAddr;
-        address referrerAddr;
-        bytes brokerSignature;
-        int128 fAmount;
-        int128 fLimitPrice;
-        int128 fTriggerPrice;
-        int128 fLeverage; // 0 if deposit and trade separate
-        uint256 iDeadline;
-        uint256 createdTimestamp;
-        */

package/dist/orderReferrerTool.d.ts

@@ -1,5 +1,5 @@
 import { ethers } from "ethers";
-import { NodeSDKConfig, Order, PerpetualStaticInfo } from "./nodeSDKTypes";
+import { NodeSDKConfig, Order, PerpetualStaticInfo, PriceFeedSubmission } from "./nodeSDKTypes";
 import WriteAccessHandler from "./writeAccessHandler";
 /**
  * Functions to execute existing conditional orders from the limit order book. This class
@@ -33,8 +33,9 @@ export default class OrderReferrerTool extends WriteAccessHandler {
      * Executes an order by symbol and ID. This action interacts with the blockchain and incurs gas costs.
      * @param {string} symbol Symbol of the form ETH-USD-MATIC.
      * @param {string} orderId ID of the order to be executed.
-     * @param {string=} referrerAddr Address of the wallet to be credited for executing the order,
-     * if different from the one submitting this transaction.
+     * @param {string=} referrerAddr optional address of the wallet to be credited for executing the order, if different from the one submitting this transaction.
+     * @param {number=} nonce optional nonce
+     * @param {PriceFeedSubmission=} submission optional signed prices obtained via PriceFeeds::fetchLatestFeedPriceInfoForPerpetual
      * @example
      * import { OrderReferrerTool, PerpetualDataHandler, Order } from "@d8x/perpetuals-sdk";
      * async function main() {
@@ -62,7 +63,7 @@ export default class OrderReferrerTool extends WriteAccessHandler {
      * main();
      * @returns Transaction object.
      */
-    executeOrder(symbol: string, orderId: string, referrerAddr?: string, nonce?: number): Promise<ethers.ContractTransaction>;
+    executeOrder(symbol: string, orderId: string, referrerAddr?: string, nonce?: number, submission?: PriceFeedSubmission): Promise<ethers.ContractTransaction>;
     /**
      * 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.
@@ -155,6 +156,8 @@ export default class OrderReferrerTool extends WriteAccessHandler {
     /**
      * Check if a conditional order can be executed
      * @param order order structure
+     * @param indexPrices pair of index prices S2 and S3. S3 set to zero if not required. If undefined
+     * the function will fetch the latest prices from the REST API
      * @example
      * import { OrderReferrerTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
      * async function main() {
@@ -172,8 +175,15 @@ export default class OrderReferrerTool extends WriteAccessHandler {
      * main();
      * @returns true if order can be executed for the current state of the perpetuals
      */
-    isTradeable(order: Order): Promise<boolean>;
-    isTradeableBatch(orders: Order[]): Promise<boolean[]>;
-    static _isTradeable(order: Order, orderPrice: number, markPrice: number, block: number, symbolToPerpInfoMap: Map<string, PerpetualStaticInfo>): boolean;
+    isTradeable(order: Order, indexPrices?: [number, number]): Promise<boolean>;
+    /**
+     * Check for a batch of orders on the same perpetual whether they can be traded
+     * @param orders orders belonging to 1 perpetual
+     * @param indexPrice S2,S3-index prices for the given perpetual. Will fetch prices from REST API
+     * if not defined.
+     * @returns array of tradeable boolean
+     */
+    isTradeableBatch(orders: Order[], indexPrices?: [number, number, boolean, boolean]): Promise<boolean[]>;
+    static _isTradeable(order: Order, tradePrice: number, markPrice: number, block: number, symbolToPerpInfoMap: Map<string, PerpetualStaticInfo>): boolean;
     getTransactionCount(blockTag?: ethers.providers.BlockTag): Promise<number>;
 }

package/dist/orderReferrerTool.js

@@ -49,8 +49,9 @@ class OrderReferrerTool extends writeAccessHandler_1.default {
      * Executes an order by symbol and ID. This action interacts with the blockchain and incurs gas costs.
      * @param {string} symbol Symbol of the form ETH-USD-MATIC.
      * @param {string} orderId ID of the order to be executed.
-     * @param {string=} referrerAddr Address of the wallet to be credited for executing the order,
-     * if different from the one submitting this transaction.
+     * @param {string=} referrerAddr optional address of the wallet to be credited for executing the order, if different from the one submitting this transaction.
+     * @param {number=} nonce optional nonce
+     * @param {PriceFeedSubmission=} submission optional signed prices obtained via PriceFeeds::fetchLatestFeedPriceInfoForPerpetual
      * @example
      * import { OrderReferrerTool, PerpetualDataHandler, Order } from "@d8x/perpetuals-sdk";
      * async function main() {
@@ -78,7 +79,7 @@ class OrderReferrerTool extends writeAccessHandler_1.default {
      * main();
      * @returns Transaction object.
      */
-    executeOrder(symbol, orderId, referrerAddr, nonce) {
+    executeOrder(symbol, orderId, referrerAddr, nonce, submission) {
         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().");
@@ -87,8 +88,16 @@ class OrderReferrerTool extends writeAccessHandler_1.default {
             if (typeof referrerAddr == "undefined") {
                 referrerAddr = this.traderAddr;
             }
-            const options = { gasLimit: this.gasLimit, nonce: nonce };
-            return yield orderBookSC.executeOrder(orderId, referrerAddr, options);
+            if (submission == undefined) {
+                submission = yield this.priceFeedGetter.fetchLatestFeedPriceInfoForPerpetual(symbol);
+            }
+            const options = {
+                gasLimit: this.gasLimit,
+                nonce: nonce,
+                value: this.PRICE_UPDATE_FEE_GWEI * (submission === null || submission === void 0 ? void 0 : submission.priceFeedVaas.length),
+            };
+            console.log(submission);
+            return yield orderBookSC.executeOrder(orderId, referrerAddr, submission === null || submission === void 0 ? void 0 : submission.priceFeedVaas, submission === null || submission === void 0 ? void 0 : submission.timestamps, options);
         });
     }
     /**
@@ -227,6 +236,8 @@ class OrderReferrerTool extends writeAccessHandler_1.default {
     /**
      * Check if a conditional order can be executed
      * @param order order structure
+     * @param indexPrices pair of index prices S2 and S3. S3 set to zero if not required. If undefined
+     * the function will fetch the latest prices from the REST API
      * @example
      * import { OrderReferrerTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
      * async function main() {
@@ -244,18 +255,29 @@ class OrderReferrerTool extends writeAccessHandler_1.default {
      * main();
      * @returns true if order can be executed for the current state of the perpetuals
      */
-    isTradeable(order) {
+    isTradeable(order, indexPrices) {
         return __awaiter(this, void 0, void 0, function* () {
             if (this.proxyContract == null) {
                 throw Error("no proxy contract initialized. Use createProxyInstance().");
             }
-            let orderPrice = yield perpetualDataHandler_1.default._queryPerpetualPrice(order.symbol, order.quantity, this.symbolToPerpStaticInfo, this.proxyContract);
-            let markPrice = yield perpetualDataHandler_1.default._queryPerpetualMarkPrice(order.symbol, this.symbolToPerpStaticInfo, this.proxyContract);
+            if (indexPrices == undefined) {
+                let obj = yield this.priceFeedGetter.fetchPricesForPerpetual(order.symbol);
+                indexPrices = [obj.idxPrices[0], obj.idxPrices[1]];
+            }
+            let orderPrice = yield perpetualDataHandler_1.default._queryPerpetualPrice(order.symbol, order.quantity, this.symbolToPerpStaticInfo, this.proxyContract, indexPrices);
+            let markPrice = yield perpetualDataHandler_1.default._queryPerpetualMarkPrice(order.symbol, this.symbolToPerpStaticInfo, this.proxyContract, indexPrices);
             let block = yield this.provider.getBlockNumber();
             return OrderReferrerTool._isTradeable(order, orderPrice, markPrice, block, this.symbolToPerpStaticInfo);
         });
     }
-    isTradeableBatch(orders) {
+    /**
+     * Check for a batch of orders on the same perpetual whether they can be traded
+     * @param orders orders belonging to 1 perpetual
+     * @param indexPrice S2,S3-index prices for the given perpetual. Will fetch prices from REST API
+     * if not defined.
+     * @returns array of tradeable boolean
+     */
+    isTradeableBatch(orders, indexPrices) {
         return __awaiter(this, void 0, void 0, function* () {
             if (orders.length == 0) {
                 return [];
@@ -266,13 +288,21 @@ class OrderReferrerTool extends writeAccessHandler_1.default {
             if (orders.filter((o) => o.symbol == orders[0].symbol).length < orders.length) {
                 throw Error("all orders in a batch must have the same symbol");
             }
-            let orderPrice = yield Promise.all(orders.map((o) => perpetualDataHandler_1.default._queryPerpetualPrice(o.symbol, o.quantity, this.symbolToPerpStaticInfo, this.proxyContract)));
-            let markPrice = yield perpetualDataHandler_1.default._queryPerpetualMarkPrice(orders[0].symbol, this.symbolToPerpStaticInfo, this.proxyContract);
+            if (indexPrices == undefined) {
+                let obj = yield this.priceFeedGetter.fetchPricesForPerpetual(orders[0].symbol);
+                indexPrices = [obj.idxPrices[0], obj.idxPrices[1], obj.mktClosed[0], obj.mktClosed[1]];
+            }
+            if (indexPrices[2] || indexPrices[3]) {
+                // market closed
+                return orders.map((o) => false);
+            }
+            let orderPrice = yield Promise.all(orders.map((o) => perpetualDataHandler_1.default._queryPerpetualPrice(o.symbol, o.quantity, this.symbolToPerpStaticInfo, this.proxyContract, [indexPrices[0], indexPrices[1]])));
+            let markPrice = yield perpetualDataHandler_1.default._queryPerpetualMarkPrice(orders[0].symbol, this.symbolToPerpStaticInfo, this.proxyContract, [indexPrices[0], indexPrices[1]]);
             let block = yield this.provider.getBlockNumber();
             return orders.map((o, idx) => OrderReferrerTool._isTradeable(o, orderPrice[idx], markPrice, block, this.symbolToPerpStaticInfo));
         });
     }
-    static _isTradeable(order, orderPrice, markPrice, block, symbolToPerpInfoMap) {
+    static _isTradeable(order, tradePrice, markPrice, block, symbolToPerpInfoMap) {
         // check expiration date
         if (order.deadline != undefined && order.deadline < Date.now() / 1000) {
             return false;
@@ -289,7 +319,7 @@ class OrderReferrerTool extends writeAccessHandler_1.default {
             return false;
         }
         let limitPrice = order.limitPrice;
-        if ((order.side == nodeSDKTypes_1.BUY_SIDE && orderPrice > limitPrice) || (order.side == nodeSDKTypes_1.SELL_SIDE && orderPrice < limitPrice)) {
+        if ((order.side == nodeSDKTypes_1.BUY_SIDE && tradePrice > limitPrice) || (order.side == nodeSDKTypes_1.SELL_SIDE && tradePrice < limitPrice)) {
             return false;
         }
         // do we need to check trigger/stop?

package/dist/perpetualDataHandler.d.ts

@@ -1,10 +1,12 @@
 import { ethers, BigNumber } from "ethers";
-import { NodeSDKConfig, Order, SmartContractOrder, PerpetualStaticInfo, MarginAccount, PoolStaticInfo, PerpetualState } from "./nodeSDKTypes";
+import { NodeSDKConfig, Order, SmartContractOrder, PerpetualStaticInfo, MarginAccount, PoolStaticInfo, PerpetualState, PriceFeedSubmission } from "./nodeSDKTypes";
+import PriceFeeds from "./priceFeeds";
 /**
  * Parent class for MarketData and WriteAccessHandler that handles
  * common data and chain operations.
  */
 export default class PerpetualDataHandler {
+    PRICE_UPDATE_FEE_GWEI: number;
     protected symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>;
     protected poolStaticInfos: Array<PoolStaticInfo>;
     protected symbolList: Map<string, string>;
@@ -19,6 +21,7 @@ export default class PerpetualDataHandler {
     protected nodeURL: string;
     protected provider: ethers.providers.JsonRpcProvider | null;
     private signerOrProvider;
+    protected priceFeedGetter: PriceFeeds;
     protected nestedPerpetualIDs: number[][];
     constructor(config: NodeSDKConfig);
     protected initContractsAndData(signerOrProvider: ethers.Signer | ethers.providers.Provider): Promise<void>;
@@ -58,13 +61,43 @@ export default class PerpetualDataHandler {
      */
     getSymbolFromPerpId(perpId: number): string | undefined;
     symbol4BToLongSymbol(sym: string): string;
+    /**
+     * Get PriceFeedSubmission data required for blockchain queries that involve price data, and the corresponding
+     * triangulated prices for the indices S2 and S3
+     * @param symbol pool symbol of the form "ETH-USD-MATIC"
+     * @returns PriceFeedSubmission and prices for S2 and S3. [S2price, 0] if S3 not defined.
+     */
+    fetchPriceSubmissionInfoForPerpetual(symbol: string): Promise<{
+        submission: PriceFeedSubmission;
+        pxS2S3: [number, number];
+    }>;
+    /**
+     * Get the symbols required as indices for the given perpetual
+     * @param symbol of the form ETH-USD-MATIC, specifying the perpetual
+     * @returns name of underlying index prices, e.g. ["MATIC-USD", ""]
+     */
+    getIndexSymbols(symbol: string): [string, string];
+    /**
+     * Get the latest prices for a given perpetual from the offchain oracle
+     * networks
+     * @param symbol perpetual symbol of the form BTC-USD-MATIC
+     * @returns array of price feed updates that can be submitted to the smart contract
+     * and corresponding price information
+     */
+    fetchLatestFeedPriceInfo(symbol: string): Promise<PriceFeedSubmission>;
+    /**
+     * Get list of required pyth price source IDs for given perpetual
+     * @param symbol perpetual symbol, e.g., BTC-USD-MATIC
+     * @returns list of required pyth price sources for this perpetual
+     */
+    getPriceIds(symbol: string): string[];
     protected static _getSymbolFromPoolId(poolId: number, staticInfos: PoolStaticInfo[]): string;
     protected static _getPoolIdFromSymbol(symbol: string, staticInfos: PoolStaticInfo[]): number;
     static getNestedPerpetualIds(_proxyContract: ethers.Contract): Promise<number[][]>;
     static getMarginAccount(traderAddr: string, symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: ethers.Contract): Promise<MarginAccount>;
-    protected static _queryPerpetualPrice(symbol: string, tradeAmount: number, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: ethers.Contract): Promise<number>;
-    protected static _queryPerpetualMarkPrice(symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: ethers.Contract): Promise<number>;
-    protected static _queryPerpetualState(symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: ethers.Contract): Promise<PerpetualState>;
+    protected static _queryPerpetualPrice(symbol: string, tradeAmount: number, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: ethers.Contract, indexPrices: [number, number]): Promise<number>;
+    protected static _queryPerpetualMarkPrice(symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: ethers.Contract, indexPrices: [number, number]): Promise<number>;
+    protected static _queryPerpetualState(symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: ethers.Contract, indexPrices: [number, number, boolean, boolean]): Promise<PerpetualState>;
     /**
      * Liquidation price
      * @param symbol symbol of the form BTC-USD-MATIC
@@ -113,10 +146,10 @@ export default class PerpetualDataHandler {
     protected static _getMinimalPositionSize(symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>): number;
     /**
      * Read config file into NodeSDKConfig interface
-     * @param fileLocation json-file with required variables for config
+     * @param configNameOrfileLocation json-file with required variables for config, or name of a default known config
      * @returns NodeSDKConfig
      */
-    static readSDKConfig(fileLocation: string): NodeSDKConfig;
+    static readSDKConfig(configNameOrFileLocation: string, version?: string): NodeSDKConfig;
     /**
      * Get the ABI of a function in a given contract
      * @param contract A contract instance, e.g. this.proxyContract
@@ -124,4 +157,11 @@ export default class PerpetualDataHandler {
      * @returns Function ABI as a single JSON string
      */
     protected static _getABIFromContract(contract: ethers.Contract, functionName: string): string;
+    /**
+     * 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;
+    getMarginTokenFromSymbol(symbol: string): string | undefined;
 }