@d8x/perpetuals-sdk 0.0.9 → 0.0.10

package/config/defaultConfig.json

@@ -1,9 +1,9 @@
 {
-  "name": "v1.1",
-  "proxyAddr": "0xB90C23f690F355BBA119c1BD070B08CB4cbEAa58",
+  "name": "v1.3",
+  "proxyAddr": "0x44Ae67695781209ace41c422dCfD29d3C678AF68",
   "nodeURL": "https://rpc-mumbai.maticvigil.com/",
   "proxyABILocation": "../abi/IPerpetualManager.json",
-  "limitOrderBookFactoryAddr": "0x92B6967Ea9b6A0375013649dBd3d0CD9DceeEf4d",
+  "limitOrderBookFactoryAddr": "0x209594B4511b36a6D64EBd7798f8b89674B5B230",
   "limitOrderBookFactoryABILocation": "../abi/LimitOrderBookFactory.json",
   "limitOrderBookABILocation": "../abi/LimitOrderBook.json"
 }

package/dist/accountTrade.d.ts

@@ -39,12 +39,28 @@ export default class AccountTrade extends WriteAccessHandler {
      * @param {Order} order Order structure. As a minimum the structure needs to
      * specify symbol, side, type and quantity.
      * @example
-     * let order: Order = {
-     *       symbol: "MATIC-USD-MATIC",
-     *       side: "BUY",
-     *       type: "MARKET",
-     *       quantity: 1,
-     * }
+     * import { AccountTrade, PerpetualDataHandler, Order } from '@d8x/perpetuals-sdk';
+     * async function main() {
+     *    console.log(AccountTrade);
+     *    // Setup (authentication required, PK is an environment variable with a private key)
+     *    const config = PerpetualDataHandler.readSDKConfig("testnet");
+     *    const pk: string = <string>process.env.PK;
+     *    let accTrade = new AccountTrade(config, pk);
+     *    await accTrade.createProxyInstance();
+     *    // set allowance
+     *    await accTrade.setAllowance("MATIC");
+     *    // set an order
+     *    let order: Order = {
+     *        symbol: "MATIC-USD-MATIC",
+     *        side: "BUY",
+     *        type: "MARKET",
+     *        quantity: 100,
+     *        timestamp: Date.now()
+     *    };
+     *    let orderTransaction = await accTrade.order(order);
+     *    console.log(orderTransaction);
+     *  }
+     *  main();
      *
      * @returns {ContractTransaction} Contract Transaction (containing events).
      */

package/dist/accountTrade.js

@@ -71,12 +71,28 @@ class AccountTrade extends writeAccessHandler_1.default {
      * @param {Order} order Order structure. As a minimum the structure needs to
      * specify symbol, side, type and quantity.
      * @example
-     * let order: Order = {
-     *       symbol: "MATIC-USD-MATIC",
-     *       side: "BUY",
-     *       type: "MARKET",
-     *       quantity: 1,
-     * }
+     * import { AccountTrade, PerpetualDataHandler, Order } from '@d8x/perpetuals-sdk';
+     * async function main() {
+     *    console.log(AccountTrade);
+     *    // Setup (authentication required, PK is an environment variable with a private key)
+     *    const config = PerpetualDataHandler.readSDKConfig("testnet");
+     *    const pk: string = <string>process.env.PK;
+     *    let accTrade = new AccountTrade(config, pk);
+     *    await accTrade.createProxyInstance();
+     *    // set allowance
+     *    await accTrade.setAllowance("MATIC");
+     *    // set an order
+     *    let order: Order = {
+     *        symbol: "MATIC-USD-MATIC",
+     *        side: "BUY",
+     *        type: "MARKET",
+     *        quantity: 100,
+     *        timestamp: Date.now()
+     *    };
+     *    let orderTransaction = await accTrade.order(order);
+     *    console.log(orderTransaction);
+     *  }
+     *  main();
      *
      * @returns {ContractTransaction} Contract Transaction (containing events).
      */

package/dist/brokerTool.d.ts

@@ -49,7 +49,7 @@ export default class BrokerTool extends WriteAccessHandler {
      *
      * @returns {number} Exchange fee for this broker, in decimals (i.e. 0.1% is 0.001)
      */
-    getBrokerInducedFee(poolSymbolName: string): Promise<number>;
+    getBrokerInducedFee(poolSymbolName: string): Promise<number | undefined>;
     /**
      * Determine the exchange fee based on lots purchased by this broker.
      * The final exchange fee that this broker can offer to traders that trade through him is equal to

package/dist/brokerTool.js

@@ -75,7 +75,11 @@ class BrokerTool extends writeAccessHandler_1.default {
             }
             let poolId = perpetualDataHandler_1.default._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
             let feeTbps = yield this.proxyContract.getBrokerInducedFee(poolId, this.traderAddr);
-            return feeTbps / 100000;
+            let fee = feeTbps / 100000;
+            if (fee == 0.65535) {
+                return undefined;
+            }
+            return fee;
         });
     }
     /**

package/dist/liquidatorTool.d.ts

@@ -50,7 +50,7 @@ export default class LiquidatorTool extends WriteAccessHandler {
      *
      * @returns {number} Liquidated amount.
      */
-    liquidateTrader(symbol: string, traderAddr: string, liquidatorAddr?: string): Promise<number>;
+    liquidateTrader(symbol: string, traderAddr: string, liquidatorAddr?: string): Promise<any>;
     /**
      * Check if the collateral of a trader is above the maintenance margin ("maintenance margin safe").
      * If not, the position can be liquidated.
@@ -84,7 +84,7 @@ export default class LiquidatorTool extends WriteAccessHandler {
      * @param gasLimit Gas limit.
      * @ignore
      */
-    _liquidateByAMM(perpetualId: number, liquidatorAddr: string, traderAddr: string, gasLimit: number): Promise<number>;
+    _liquidateByAMM(perpetualId: number, liquidatorAddr: string, traderAddr: string, gasLimit: number): 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

@@ -126,6 +126,9 @@ class LiquidatorTool extends writeAccessHandler_1.default {
             let fAmount = yield this.proxyContract.liquidateByAMM(perpetualId, liquidatorAddr, traderAddr, {
                 gasLimit: gasLimit,
             });
+            if (fAmount == undefined) {
+                return fAmount;
+            }
             return (0, d8XMath_1.ABK64x64ToFloat)(fAmount);
         });
     }
@@ -155,7 +158,8 @@ class LiquidatorTool extends writeAccessHandler_1.default {
                 throw Error("no proxy contract initialized. Use createProxyInstance().");
             }
             let perpID = LiquidatorTool.symbolToPerpetualId(symbol, this.symbolToPerpStaticInfo);
-            return yield this.proxyContract.countActivePerpAccounts(perpID);
+            let numAccounts = yield this.proxyContract.countActivePerpAccounts(perpID);
+            return Number(numAccounts);
         });
     }
     /**

package/dist/marketData.js

@@ -304,7 +304,8 @@ class MarketData extends perpetualDataHandler_1.default {
     static _exchangeInfo(_proxyContract) {
         return __awaiter(this, void 0, void 0, function* () {
             let nestedPerpetualIDs = yield perpetualDataHandler_1.default.getNestedPerpetualIds(_proxyContract);
-            let info = { pools: [] };
+            let factory = yield _proxyContract.getOracleFactory();
+            let info = { pools: [], oracleFactoryAddr: factory };
             const numPools = nestedPerpetualIDs.length;
             for (var j = 0; j < numPools; j++) {
                 let perpetualIDs = nestedPerpetualIDs[j];

package/dist/nodeSDKTypes.d.ts

@@ -8,11 +8,6 @@ export declare const COLLATERAL_CURRENCY_QUOTE = 0;
 export declare const COLLATERAL_CURRENCY_BASE = 1;
 export declare const COLLATERAL_CURRENCY_QUANTO = 2;
 export declare const PERP_STATE_STR: string[];
-export declare const PerpetualStateINVALID = 0;
-export declare const PerpetualStateINITIALIZING = 1;
-export declare const PerpetualStateNORMAL = 2;
-export declare const PerpetualStateEMERGENCY = 3;
-export declare const PerpetualStateCLEARED = 4;
 export declare const ZERO_ADDRESS = "0x0000000000000000000000000000000000000000";
 export declare const ZERO_ORDER_ID = "0x0000000000000000000000000000000000000000000000000000000000000000";
 export declare const ONE_64x64: BigNumber;
@@ -77,6 +72,7 @@ export interface PerpetualStaticInfo {
 }
 export interface ExchangeInfo {
     pools: PoolState[];
+    oracleFactoryAddr: string;
 }
 export interface PoolState {
     isRunning: boolean;

package/dist/nodeSDKTypes.js

@@ -1,6 +1,6 @@
 "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.PerpetualStateCLEARED = exports.PerpetualStateEMERGENCY = exports.PerpetualStateNORMAL = exports.PerpetualStateINITIALIZING = exports.PerpetualStateINVALID = 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.ERC20_ABI = exports.DEFAULT_CONFIG_MAINNET_NAME = exports.DEFAULT_CONFIG_TESTNET_NAME = exports.DEFAULT_CONFIG_MAINNET = exports.DEFAULT_CONFIG_TESTNET = void 0;
 const ethers_1 = require("ethers");
 exports.DEFAULT_CONFIG_TESTNET = "../config/defaultConfig.json";
 exports.DEFAULT_CONFIG_MAINNET = "notthereyet";
@@ -11,11 +11,6 @@ exports.COLLATERAL_CURRENCY_QUOTE = 0;
 exports.COLLATERAL_CURRENCY_BASE = 1;
 exports.COLLATERAL_CURRENCY_QUANTO = 2;
 exports.PERP_STATE_STR = ["INVALID", "INITIALIZING", "NORMAL", "EMERGENCY", "CLEARED"];
-exports.PerpetualStateINVALID = 0;
-exports.PerpetualStateINITIALIZING = 1;
-exports.PerpetualStateNORMAL = 2;
-exports.PerpetualStateEMERGENCY = 3;
-exports.PerpetualStateCLEARED = 4;
 exports.ZERO_ADDRESS = ethers_1.constants.AddressZero;
 exports.ZERO_ORDER_ID = ethers_1.constants.HashZero;
 exports.ONE_64x64 = ethers_1.BigNumber.from("0x010000000000000000");

package/dist/orderReferrerTool.d.ts

@@ -11,7 +11,18 @@ export default class OrderReferrerTool extends WriteAccessHandler {
      * Constructor.
      * @param {NodeSDKConfig} config Configuration object, see PerpetualDataHandler.readSDKConfig.
      * @example
-     * const config = PerpetualDataHandler.readSDKConfig("testnet")
+     * import { OrderReferrerTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
+     * async function main() {
+     *   console.log(OrderReferrerTool);
+     *   // load configuration for testnet
+     *   const config = PerpetualDataHandler.readSDKConfig("testnet");
+     *   // OrderReferrerTool (authentication required, PK is an environment variable with a private key)
+     *   const pk: string = <string>process.env.PK;
+     *   let orderTool = new OrderReferrerTool(config, pk);
+     *   // Create a proxy instance to access the blockchain
+     *   await orderTool.createProxyInstance();
+     * }
+     * main();
      *
      * @param {string} privateKey Private key of the wallet that executes the conditional orders.
      */
@@ -28,12 +39,42 @@ export default class OrderReferrerTool extends WriteAccessHandler {
     /**
      * 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.
+     * @example
+     * import { OrderReferrerTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
+     * async function main() {
+     *   console.log(OrderReferrerTool);
+     *   // Setup (authentication required, PK is an environment variable with a private key)
+     *   const config = PerpetualDataHandler.readSDKConfig("testnet");
+     *   const pk: string = <string>process.env.PK;
+     *   let orderTool = new OrderReferrerTool(config, pk);
+     *   await orderTool.createProxyInstance();
+     *   // get all open orders
+     *   let openOrders = await orderTool.getAllOpenOrders("ETH-USD-MATIC");
+     *   console.log(openOrders);
+     * }
+     * main();
+     *
      * @returns Array with all open orders and their IDs.
      */
     getAllOpenOrders(symbol: string): Promise<[Order[], string[]]>;
     /**
      * Total number of limit orders for this symbol, excluding those that have been cancelled/removed.
      * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+     * @example
+     * import { OrderReferrerTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
+     * async function main() {
+     *   console.log(OrderReferrerTool);
+     *   // Setup (authentication required, PK is an environment variable with a private key)
+     *   const config = PerpetualDataHandler.readSDKConfig("testnet");
+     *   const pk: string = <string>process.env.PK;
+     *   let orderTool = new OrderReferrerTool(config, pk);
+     *   await orderTool.createProxyInstance();
+     *   // get all open orders
+     *   let numberOfOrders = await orderTool.numberOfOpenOrders("ETH-USD-MATIC");
+     *   console.log(numberOfOrders);
+     * }
+     * main();
+     *
      * @returns {number} Number of open orders.
      */
     numberOfOpenOrders(symbol: string): Promise<number>;
@@ -50,6 +91,21 @@ export default class OrderReferrerTool extends WriteAccessHandler {
      * @param {string} symbol Symbol of the form ETH-USD-MATIC.
      * @param {number} numElements Maximum number of orders to poll.
      * @param {string=} startAfter Optional order ID from where to start polling. Defaults to the first order.
+     * @example
+     * import { OrderReferrerTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
+     * async function main() {
+     *   console.log(OrderReferrerTool);
+     *   // Setup (authentication required, PK is an environment variable with a private key)
+     *   const config = PerpetualDataHandler.readSDKConfig("testnet");
+     *   const pk: string = <string>process.env.PK;
+     *   let orderTool = new OrderReferrerTool(config, pk);
+     *   await orderTool.createProxyInstance();
+     *   // get all open orders
+     *   let activeOrders = await orderTool.pollLimitOrders("ETH-USD-MATIC", 2);
+     *   console.log(activeOrders);
+     * }
+     * main();
+     *
      * @returns Array of orders and corresponding order IDs
      */
     pollLimitOrders(symbol: string, numElements: number, startAfter?: string): Promise<[Order[], string[]]>;

package/dist/orderReferrerTool.js

@@ -24,7 +24,18 @@ class OrderReferrerTool extends writeAccessHandler_1.default {
      * Constructor.
      * @param {NodeSDKConfig} config Configuration object, see PerpetualDataHandler.readSDKConfig.
      * @example
-     * const config = PerpetualDataHandler.readSDKConfig("testnet")
+     * import { OrderReferrerTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
+     * async function main() {
+     *   console.log(OrderReferrerTool);
+     *   // load configuration for testnet
+     *   const config = PerpetualDataHandler.readSDKConfig("testnet");
+     *   // OrderReferrerTool (authentication required, PK is an environment variable with a private key)
+     *   const pk: string = <string>process.env.PK;
+     *   let orderTool = new OrderReferrerTool(config, pk);
+     *   // Create a proxy instance to access the blockchain
+     *   await orderTool.createProxyInstance();
+     * }
+     * main();
      *
      * @param {string} privateKey Private key of the wallet that executes the conditional orders.
      */
@@ -54,6 +65,21 @@ class OrderReferrerTool extends writeAccessHandler_1.default {
     /**
      * 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.
+     * @example
+     * import { OrderReferrerTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
+     * async function main() {
+     *   console.log(OrderReferrerTool);
+     *   // Setup (authentication required, PK is an environment variable with a private key)
+     *   const config = PerpetualDataHandler.readSDKConfig("testnet");
+     *   const pk: string = <string>process.env.PK;
+     *   let orderTool = new OrderReferrerTool(config, pk);
+     *   await orderTool.createProxyInstance();
+     *   // get all open orders
+     *   let openOrders = await orderTool.getAllOpenOrders("ETH-USD-MATIC");
+     *   console.log(openOrders);
+     * }
+     * main();
+     *
      * @returns Array with all open orders and their IDs.
      */
     getAllOpenOrders(symbol) {
@@ -65,6 +91,21 @@ class OrderReferrerTool extends writeAccessHandler_1.default {
     /**
      * Total number of limit orders for this symbol, excluding those that have been cancelled/removed.
      * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+     * @example
+     * import { OrderReferrerTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
+     * async function main() {
+     *   console.log(OrderReferrerTool);
+     *   // Setup (authentication required, PK is an environment variable with a private key)
+     *   const config = PerpetualDataHandler.readSDKConfig("testnet");
+     *   const pk: string = <string>process.env.PK;
+     *   let orderTool = new OrderReferrerTool(config, pk);
+     *   await orderTool.createProxyInstance();
+     *   // get all open orders
+     *   let numberOfOrders = await orderTool.numberOfOpenOrders("ETH-USD-MATIC");
+     *   console.log(numberOfOrders);
+     * }
+     * main();
+     *
      * @returns {number} Number of open orders.
      */
     numberOfOpenOrders(symbol) {
@@ -73,7 +114,8 @@ class OrderReferrerTool extends writeAccessHandler_1.default {
                 throw Error("no proxy contract initialized. Use createProxyInstance().");
             }
             const orderBookSC = this.getOrderBookContract(symbol);
-            return yield orderBookSC.numberOfOrderBookDigests();
+            let numOrders = yield orderBookSC.numberOfOrderBookDigests();
+            return Number(numOrders);
         });
     }
     /**
@@ -99,6 +141,21 @@ class OrderReferrerTool extends writeAccessHandler_1.default {
      * @param {string} symbol Symbol of the form ETH-USD-MATIC.
      * @param {number} numElements Maximum number of orders to poll.
      * @param {string=} startAfter Optional order ID from where to start polling. Defaults to the first order.
+     * @example
+     * import { OrderReferrerTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
+     * async function main() {
+     *   console.log(OrderReferrerTool);
+     *   // Setup (authentication required, PK is an environment variable with a private key)
+     *   const config = PerpetualDataHandler.readSDKConfig("testnet");
+     *   const pk: string = <string>process.env.PK;
+     *   let orderTool = new OrderReferrerTool(config, pk);
+     *   await orderTool.createProxyInstance();
+     *   // get all open orders
+     *   let activeOrders = await orderTool.pollLimitOrders("ETH-USD-MATIC", 2);
+     *   console.log(activeOrders);
+     * }
+     * main();
+     *
      * @returns Array of orders and corresponding order IDs
      */
     pollLimitOrders(symbol, numElements, startAfter) {

package/dist/perpetualDataHandler.js

@@ -81,10 +81,6 @@ class PerpetualDataHandler {
                 let mgnRate = [];
                 for (let k = 0; k < perpetualIDs.length; k++) {
                     let perp = yield proxyContract.getPerpetual(perpetualIDs[k]);
-                    if (perp.state == nodeSDKTypes_1.PerpetualStateINVALID || perp.state == nodeSDKTypes_1.PerpetualStateINITIALIZING) {
-                        // only active perpetuals
-                        continue;
-                    }
                     let base = (0, utils_1.fromBytes4HexString)(perp.S2BaseCCY);
                     let quote = (0, utils_1.fromBytes4HexString)(perp.S2QuoteCCY);
                     let base3 = (0, utils_1.fromBytes4HexString)(perp.S3BaseCCY);

package/package.json

@@ -27,7 +27,7 @@
   },
   "name": "@d8x/perpetuals-sdk",
   "description": "Node TypeScript SDK for D8X Perpetual Futures",
-  "version": "0.0.9",
+  "version": "0.0.10",
   "main": "./dist/index.js",
   "types": "./dist/index.d.ts",
   "directories": {

package/src/accountTrade.ts

@@ -67,12 +67,28 @@ export default class AccountTrade extends WriteAccessHandler {
    * @param {Order} order Order structure. As a minimum the structure needs to
    * specify symbol, side, type and quantity.
    * @example
-   * let order: Order = {
-   *       symbol: "MATIC-USD-MATIC",
-   *       side: "BUY",
-   *       type: "MARKET",
-   *       quantity: 1,
-   * }
+   * import { AccountTrade, PerpetualDataHandler, Order } from '@d8x/perpetuals-sdk';
+   * async function main() {
+   *    console.log(AccountTrade);
+   *    // Setup (authentication required, PK is an environment variable with a private key)
+   *    const config = PerpetualDataHandler.readSDKConfig("testnet");
+   *    const pk: string = <string>process.env.PK;    
+   *    let accTrade = new AccountTrade(config, pk); 
+   *    await accTrade.createProxyInstance();
+   *    // set allowance
+   *    await accTrade.setAllowance("MATIC");
+   *    // set an order
+   *    let order: Order = {
+   *        symbol: "MATIC-USD-MATIC",
+   *        side: "BUY",
+   *        type: "MARKET",
+   *        quantity: 100,
+   *        timestamp: Date.now()
+   *    };
+   *    let orderTransaction = await accTrade.order(order);
+   *    console.log(orderTransaction);    
+   *  }
+   *  main();
    *
    * @returns {ContractTransaction} Contract Transaction (containing events).
    */

package/src/brokerTool.ts

@@ -21,10 +21,10 @@ export default class BrokerTool extends WriteAccessHandler {
    *   // load configuration for testnet
    *   const config = PerpetualDataHandler.readSDKConfig("testnet");
    *   // BrokerTool (authentication required, PK is an environment variable with a private key)
-   *   const pk: string = <string>process.env.PK;    
-   *   let brokTool = new BrokerTool(config, pk); 
+   *   const pk: string = <string>process.env.PK;
+   *   let brokTool = new BrokerTool(config, pk);
    *   // Create a proxy instance to access the blockchain
-   *   await brokTool.createProxyInstance();   
+   *   await brokTool.createProxyInstance();
    * }
    * main();
    *
@@ -46,24 +46,28 @@ export default class BrokerTool extends WriteAccessHandler {
    *   console.log(BrokerTool);
    *   // Setup (authentication required, PK is an environment variable with a private key)
    *   const config = PerpetualDataHandler.readSDKConfig("testnet");
-   *   const pk: string = <string>process.env.PK;    
-   *   let brokTool = new BrokerTool(config, pk);  
+   *   const pk: string = <string>process.env.PK;
+   *   let brokTool = new BrokerTool(config, pk);
    *   await brokTool.createProxyInstance();
    *   // get broker induced fee
    *   let brokFee = await brokTool.getBrokerInducedFee("MATIC");
-   *   console.log(brokFee);     
+   *   console.log(brokFee);
    * }
    * main();
    *
    * @returns {number} Exchange fee for this broker, in decimals (i.e. 0.1% is 0.001)
    */
-  public async getBrokerInducedFee(poolSymbolName: string): Promise<number> {
+  public async getBrokerInducedFee(poolSymbolName: string): Promise<number | undefined> {
     if (this.proxyContract == null || this.signer == null) {
       throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
     }
     let poolId = PerpetualDataHandler._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
     let feeTbps = await this.proxyContract.getBrokerInducedFee(poolId, this.traderAddr);
-    return feeTbps / 100_000;
+    let fee = feeTbps / 100_000;
+    if (fee == 0.65535) {
+      return undefined;
+    }
+    return fee;
   }
 
   /**
@@ -78,12 +82,12 @@ export default class BrokerTool extends WriteAccessHandler {
    *   console.log(BrokerTool);
    *   // Setup (authentication required, PK is an environment variable with a private key)
    *   const config = PerpetualDataHandler.readSDKConfig("testnet");
-   *   const pk: string = <string>process.env.PK;    
-   *   let brokTool = new BrokerTool(config, pk);  
+   *   const pk: string = <string>process.env.PK;
+   *   let brokTool = new BrokerTool(config, pk);
    *   await brokTool.createProxyInstance();
    *   // get broker fee induced by lots
    *   let brokFeeLots = await brokTool.getFeeForBrokerDesignation("MATIC");
-   *   console.log(brokFeeLots);     
+   *   console.log(brokFeeLots);
    * }
    * main();
    *
@@ -115,12 +119,12 @@ export default class BrokerTool extends WriteAccessHandler {
    *   console.log(BrokerTool);
    *   // Setup (authentication required, PK is an environment variable with a private key)
    *   const config = PerpetualDataHandler.readSDKConfig("testnet");
-   *   const pk: string = <string>process.env.PK;    
-   *   let brokTool = new BrokerTool(config, pk);  
+   *   const pk: string = <string>process.env.PK;
+   *   let brokTool = new BrokerTool(config, pk);
    *   await brokTool.createProxyInstance();
    *   // get broker fee induced by volume
    *   let brokFeeVol = await brokTool.getFeeForBrokerVolume("MATIC");
-   *   console.log(brokFeeVol);     
+   *   console.log(brokFeeVol);
    * }
    * main();
    *
@@ -146,12 +150,12 @@ export default class BrokerTool extends WriteAccessHandler {
    *   console.log(BrokerTool);
    *   // Setup (authentication required, PK is an environment variable with a private key)
    *   const config = PerpetualDataHandler.readSDKConfig("testnet");
-   *   const pk: string = <string>process.env.PK;    
-   *   let brokTool = new BrokerTool(config, pk);  
+   *   const pk: string = <string>process.env.PK;
+   *   let brokTool = new BrokerTool(config, pk);
    *   await brokTool.createProxyInstance();
    *   // get broker fee induced by staked d8x
    *   let brokFeeStake = await brokTool.getFeeForBrokerStake("0xAb5801a7D398351b8bE11C439e05C5B3259aeC9B");
-   *   console.log(brokFeeStake);     
+   *   console.log(brokFeeStake);
    * }
    * main();
    *
@@ -183,19 +187,19 @@ export default class BrokerTool extends WriteAccessHandler {
    *   console.log(BrokerTool);
    *   // Setup (authentication required, PK is an environment variable with a private key)
    *   const config = PerpetualDataHandler.readSDKConfig("testnet");
-   *   const pk: string = <string>process.env.PK;    
-   *   let brokTool = new BrokerTool(config, pk);  
+   *   const pk: string = <string>process.env.PK;
+   *   let brokTool = new BrokerTool(config, pk);
    *   await brokTool.createProxyInstance();
    *   // get exchange fee based on an order and trader
-   *   let order = {symbol: "ETH-USD-MATIC", 
-   *       side: "BUY", 
-   *       type: "MARKET", 
-   *       quantity: 1, 
+   *   let order = {symbol: "ETH-USD-MATIC",
+   *       side: "BUY",
+   *       type: "MARKET",
+   *       quantity: 1,
    *       timestamp: Date.now()
-   *    };   
+   *    };
    *    let exchFee = await brokTool.determineExchangeFee(order,
-   *        "0xAb5801a7D398351b8bE11C439e05C5B3259aeC9B");   
-   *   console.log(exchFee);     
+   *        "0xAb5801a7D398351b8bE11C439e05C5B3259aeC9B");
+   *   console.log(exchFee);
    * }
    * main();
    *
@@ -223,12 +227,12 @@ export default class BrokerTool extends WriteAccessHandler {
    *   console.log(BrokerTool);
    *   // Setup (authentication required, PK is an environment variable with a private key)
    *   const config = PerpetualDataHandler.readSDKConfig("testnet");
-   *   const pk: string = <string>process.env.PK;    
-   *   let brokTool = new BrokerTool(config, pk);  
+   *   const pk: string = <string>process.env.PK;
+   *   let brokTool = new BrokerTool(config, pk);
    *   await brokTool.createProxyInstance();
    *   // get 30 day volume for broker
    *   let brokVolume = await brokTool.getCurrentBrokerVolume("MATIC");
-   *   console.log(brokVolume);     
+   *   console.log(brokVolume);
    * }
    * main();
    *
@@ -255,12 +259,12 @@ export default class BrokerTool extends WriteAccessHandler {
    *   console.log(BrokerTool);
    *   // Setup (authentication required, PK is an environment variable with a private key)
    *   const config = PerpetualDataHandler.readSDKConfig("testnet");
-   *   const pk: string = <string>process.env.PK;    
-   *   let brokTool = new BrokerTool(config, pk);  
+   *   const pk: string = <string>process.env.PK;
+   *   let brokTool = new BrokerTool(config, pk);
    *   await brokTool.createProxyInstance();
    *   // get lot price
    *   let brokLotSize = await brokTool.getLotSize("MATIC");
-   *   console.log(brokLotSize);     
+   *   console.log(brokLotSize);
    * }
    * main();
    *
@@ -286,12 +290,12 @@ export default class BrokerTool extends WriteAccessHandler {
    *   console.log(BrokerTool);
    *   // Setup (authentication required, PK is an environment variable with a private key)
    *   const config = PerpetualDataHandler.readSDKConfig("testnet");
-   *   const pk: string = <string>process.env.PK;    
-   *   let brokTool = new BrokerTool(config, pk);  
+   *   const pk: string = <string>process.env.PK;
+   *   let brokTool = new BrokerTool(config, pk);
    *   await brokTool.createProxyInstance();
    *   // get broker designation
    *   let brokDesignation = await brokTool.getBrokerDesignation("MATIC");
-   *   console.log(brokDesignation);     
+   *   console.log(brokDesignation);
    * }
    * main();
    *
@@ -316,12 +320,12 @@ export default class BrokerTool extends WriteAccessHandler {
    *   console.log(BrokerTool);
    *   // Setup (authentication required, PK is an environment variable with a private key)
    *   const config = PerpetualDataHandler.readSDKConfig("testnet");
-   *   const pk: string = <string>process.env.PK;    
-   *   let brokTool = new BrokerTool(config, pk);  
+   *   const pk: string = <string>process.env.PK;
+   *   let brokTool = new BrokerTool(config, pk);
    *   await brokTool.createProxyInstance();
    *   // deposit to default fund
    *   let respDeposit = await brokTool.brokerDepositToDefaultFund("MATIC",1);
-   *   console.log(respDeposit);     
+   *   console.log(respDeposit);
    * }
    * main();
    *
@@ -352,19 +356,19 @@ export default class BrokerTool extends WriteAccessHandler {
    *   console.log(BrokerTool);
    *   // Setup (authentication required, PK is an environment variable with a private key)
    *   const config = PerpetualDataHandler.readSDKConfig("testnet");
-   *   const pk: string = <string>process.env.PK;    
-   *   let brokTool = new BrokerTool(config, pk);  
+   *   const pk: string = <string>process.env.PK;
+   *   let brokTool = new BrokerTool(config, pk);
    *   await brokTool.createProxyInstance();
    *   // sign order
-   *   let order = {symbol: "ETH-USD-MATIC", 
-   *       side: "BUY", 
-   *       type: "MARKET", 
-   *       quantity: 1, 
+   *   let order = {symbol: "ETH-USD-MATIC",
+   *       side: "BUY",
+   *       type: "MARKET",
+   *       quantity: 1,
    *       timestamp: Date.now()
-   *    };   
-   *    let signedOrder = await brokTool.signOrder(order, "0xAb5801a7D398351b8bE11C439e05C5B3259aeC9B", 
-   *        0.0001, 1669723339);   
-   *   console.log(signedOrder);     
+   *    };
+   *    let signedOrder = await brokTool.signOrder(order, "0xAb5801a7D398351b8bE11C439e05C5B3259aeC9B",
+   *        0.0001, 1669723339);
+   *   console.log(signedOrder);
    * }
    * main();
    *

package/src/liquidatorTool.ts

@@ -18,10 +18,10 @@ export default class LiquidatorTool extends WriteAccessHandler {
    *   // load configuration for testnet
    *   const config = PerpetualDataHandler.readSDKConfig("testnet");
    *   // LiquidatorTool (authentication required, PK is an environment variable with a private key)
-   *   const pk: string = <string>process.env.PK;    
-   *   let lqudtrTool = new LiquidatorTool(config, pk);  
+   *   const pk: string = <string>process.env.PK;
+   *   let lqudtrTool = new LiquidatorTool(config, pk);
    *   // Create a proxy instance to access the blockchain
-   *   await lqudtrTool.createProxyInstance();   
+   *   await lqudtrTool.createProxyInstance();
    * }
    * main();
    *
@@ -43,13 +43,13 @@ export default class LiquidatorTool extends WriteAccessHandler {
    *   console.log(LiquidatorTool);
    *   // Setup (authentication required, PK is an environment variable with a private key)
    *   const config = PerpetualDataHandler.readSDKConfig("testnet");
-   *   const pk: string = <string>process.env.PK;    
-   *   let lqudtrTool = new LiquidatorTool(config, pk);  
+   *   const pk: string = <string>process.env.PK;
+   *   let lqudtrTool = new LiquidatorTool(config, pk);
    *   await lqudtrTool.createProxyInstance();
    *   // liquidate trader
-   *   let liqAmount = await lqudtrTool.liquidateTrader("ETH-USD-MATIC", 
+   *   let liqAmount = await lqudtrTool.liquidateTrader("ETH-USD-MATIC",
    *       "0xAb5801a7D398351b8bE11C439e05C5B3259aeC9B");
-   *   console.log(liqAmount);     
+   *   console.log(liqAmount);
    * }
    * main();
    *
@@ -79,13 +79,13 @@ export default class LiquidatorTool extends WriteAccessHandler {
    *   console.log(LiquidatorTool);
    *   // Setup (authentication required, PK is an environment variable with a private key)
    *   const config = PerpetualDataHandler.readSDKConfig("testnet");
-   *   const pk: string = <string>process.env.PK;    
-   *   let lqudtrTool = new LiquidatorTool(config, pk);  
+   *   const pk: string = <string>process.env.PK;
+   *   let lqudtrTool = new LiquidatorTool(config, pk);
    *   await lqudtrTool.createProxyInstance();
    *   // check if trader can be liquidated
-   *   let safe = await lqudtrTool.isMaintenanceMarginSafe("ETH-USD-MATIC", 
+   *   let safe = await lqudtrTool.isMaintenanceMarginSafe("ETH-USD-MATIC",
    *       "0xAb5801a7D398351b8bE11C439e05C5B3259aeC9B");
-   *   console.log(safe);     
+   *   console.log(safe);
    * }
    * main();
    *
@@ -112,6 +112,9 @@ export default class LiquidatorTool extends WriteAccessHandler {
     let fAmount = await this.proxyContract!.liquidateByAMM(perpetualId, liquidatorAddr, traderAddr, {
       gasLimit: gasLimit,
     });
+    if (fAmount == undefined) {
+      return fAmount;
+    }
     return ABK64x64ToFloat(fAmount);
   }
 
@@ -124,12 +127,12 @@ export default class LiquidatorTool extends WriteAccessHandler {
    *   console.log(LiquidatorTool);
    *   // Setup (authentication required, PK is an environment variable with a private key)
    *   const config = PerpetualDataHandler.readSDKConfig("testnet");
-   *   const pk: string = <string>process.env.PK;    
-   *   let lqudtrTool = new LiquidatorTool(config, pk);  
+   *   const pk: string = <string>process.env.PK;
+   *   let lqudtrTool = new LiquidatorTool(config, pk);
    *   await lqudtrTool.createProxyInstance();
    *   // get number of active accounts
    *   let accounts = await lqudtrTool.countActivePerpAccounts("ETH-USD-MATIC");
-   *   console.log(accounts);     
+   *   console.log(accounts);
    * }
    * main();
    *
@@ -140,7 +143,8 @@ export default class LiquidatorTool extends WriteAccessHandler {
       throw Error("no proxy contract initialized. Use createProxyInstance().");
     }
     let perpID = LiquidatorTool.symbolToPerpetualId(symbol, this.symbolToPerpStaticInfo);
-    return await this.proxyContract.countActivePerpAccounts(perpID);
+    let numAccounts = await this.proxyContract.countActivePerpAccounts(perpID);
+    return Number(numAccounts);
   }
 
   /**
@@ -154,12 +158,12 @@ export default class LiquidatorTool extends WriteAccessHandler {
    *   console.log(LiquidatorTool);
    *   // Setup (authentication required, PK is an environment variable with a private key)
    *   const config = PerpetualDataHandler.readSDKConfig("testnet");
-   *   const pk: string = <string>process.env.PK;    
-   *   let lqudtrTool = new LiquidatorTool(config, pk);  
+   *   const pk: string = <string>process.env.PK;
+   *   let lqudtrTool = new LiquidatorTool(config, pk);
    *   await lqudtrTool.createProxyInstance();
    *   // get all active accounts in chunks
    *   let accounts = await lqudtrTool.getActiveAccountsByChunks("ETH-USD-MATIC", 0, 4);
-   *   console.log(accounts);     
+   *   console.log(accounts);
    * }
    * main();
    *
@@ -182,12 +186,12 @@ export default class LiquidatorTool extends WriteAccessHandler {
    *   console.log(LiquidatorTool);
    *   // Setup (authentication required, PK is an environment variable with a private key)
    *   const config = PerpetualDataHandler.readSDKConfig("testnet");
-   *   const pk: string = <string>process.env.PK;    
-   *   let lqudtrTool = new LiquidatorTool(config, pk);  
+   *   const pk: string = <string>process.env.PK;
+   *   let lqudtrTool = new LiquidatorTool(config, pk);
    *   await lqudtrTool.createProxyInstance();
    *   // get all active accounts
    *   let accounts = await lqudtrTool.getAllActiveAccounts("ETH-USD-MATIC");
-   *   console.log(accounts);     
+   *   console.log(accounts);
    * }
    * main();
    *

package/src/marketData.ts

@@ -304,7 +304,8 @@ export default class MarketData extends PerpetualDataHandler {
 
   public static async _exchangeInfo(_proxyContract: ethers.Contract): Promise<ExchangeInfo> {
     let nestedPerpetualIDs = await PerpetualDataHandler.getNestedPerpetualIds(_proxyContract);
-    let info: ExchangeInfo = { pools: [] };
+    let factory = await _proxyContract.getOracleFactory();
+    let info: ExchangeInfo = { pools: [], oracleFactoryAddr: factory };
     const numPools = nestedPerpetualIDs.length;
     for (var j = 0; j < numPools; j++) {
       let perpetualIDs = nestedPerpetualIDs[j];

package/src/nodeSDKTypes.ts

@@ -9,11 +9,6 @@ export const COLLATERAL_CURRENCY_QUOTE = 0;
 export const COLLATERAL_CURRENCY_BASE = 1;
 export const COLLATERAL_CURRENCY_QUANTO = 2;
 export const PERP_STATE_STR = ["INVALID", "INITIALIZING", "NORMAL", "EMERGENCY", "CLEARED"];
-export const PerpetualStateINVALID = 0;
-export const PerpetualStateINITIALIZING = 1;
-export const PerpetualStateNORMAL = 2;
-export const PerpetualStateEMERGENCY = 3;
-export const PerpetualStateCLEARED = 4;
 export const ZERO_ADDRESS = constants.AddressZero;
 export const ZERO_ORDER_ID = constants.HashZero;
 
@@ -87,6 +82,7 @@ export interface PerpetualStaticInfo {
 
 export interface ExchangeInfo {
   pools: PoolState[];
+  oracleFactoryAddr: string;
 }
 export interface PoolState {
   isRunning: boolean;

package/src/orderReferrerTool.ts

@@ -12,7 +12,18 @@ export default class OrderReferrerTool extends WriteAccessHandler {
    * Constructor.
    * @param {NodeSDKConfig} config Configuration object, see PerpetualDataHandler.readSDKConfig.
    * @example
-   * const config = PerpetualDataHandler.readSDKConfig("testnet")
+   * import { OrderReferrerTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
+   * async function main() {
+   *   console.log(OrderReferrerTool);
+   *   // load configuration for testnet
+   *   const config = PerpetualDataHandler.readSDKConfig("testnet");
+   *   // OrderReferrerTool (authentication required, PK is an environment variable with a private key)
+   *   const pk: string = <string>process.env.PK;
+   *   let orderTool = new OrderReferrerTool(config, pk);
+   *   // Create a proxy instance to access the blockchain
+   *   await orderTool.createProxyInstance();
+   * }
+   * main();
    *
    * @param {string} privateKey Private key of the wallet that executes the conditional orders.
    */
@@ -46,6 +57,21 @@ export default class OrderReferrerTool extends WriteAccessHandler {
   /**
    * 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.
+   * @example
+   * import { OrderReferrerTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
+   * async function main() {
+   *   console.log(OrderReferrerTool);
+   *   // Setup (authentication required, PK is an environment variable with a private key)
+   *   const config = PerpetualDataHandler.readSDKConfig("testnet");
+   *   const pk: string = <string>process.env.PK;
+   *   let orderTool = new OrderReferrerTool(config, pk);
+   *   await orderTool.createProxyInstance();
+   *   // get all open orders
+   *   let openOrders = await orderTool.getAllOpenOrders("ETH-USD-MATIC");
+   *   console.log(openOrders);
+   * }
+   * main();
+   *
    * @returns Array with all open orders and their IDs.
    */
   public async getAllOpenOrders(symbol: string): Promise<[Order[], string[]]> {
@@ -56,6 +82,21 @@ export default class OrderReferrerTool extends WriteAccessHandler {
   /**
    * Total number of limit orders for this symbol, excluding those that have been cancelled/removed.
    * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+   * @example
+   * import { OrderReferrerTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
+   * async function main() {
+   *   console.log(OrderReferrerTool);
+   *   // Setup (authentication required, PK is an environment variable with a private key)
+   *   const config = PerpetualDataHandler.readSDKConfig("testnet");
+   *   const pk: string = <string>process.env.PK;
+   *   let orderTool = new OrderReferrerTool(config, pk);
+   *   await orderTool.createProxyInstance();
+   *   // get all open orders
+   *   let numberOfOrders = await orderTool.numberOfOpenOrders("ETH-USD-MATIC");
+   *   console.log(numberOfOrders);
+   * }
+   * main();
+   *
    * @returns {number} Number of open orders.
    */
   public async numberOfOpenOrders(symbol: string): Promise<number> {
@@ -63,7 +104,8 @@ export default class OrderReferrerTool extends WriteAccessHandler {
       throw Error("no proxy contract initialized. Use createProxyInstance().");
     }
     const orderBookSC = this.getOrderBookContract(symbol);
-    return await orderBookSC.numberOfOrderBookDigests();
+    let numOrders = await orderBookSC.numberOfOrderBookDigests();
+    return Number(numOrders);
   }
 
   /**
@@ -88,6 +130,21 @@ export default class OrderReferrerTool extends WriteAccessHandler {
    * @param {string} symbol Symbol of the form ETH-USD-MATIC.
    * @param {number} numElements Maximum number of orders to poll.
    * @param {string=} startAfter Optional order ID from where to start polling. Defaults to the first order.
+   * @example
+   * import { OrderReferrerTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
+   * async function main() {
+   *   console.log(OrderReferrerTool);
+   *   // Setup (authentication required, PK is an environment variable with a private key)
+   *   const config = PerpetualDataHandler.readSDKConfig("testnet");
+   *   const pk: string = <string>process.env.PK;
+   *   let orderTool = new OrderReferrerTool(config, pk);
+   *   await orderTool.createProxyInstance();
+   *   // get all open orders
+   *   let activeOrders = await orderTool.pollLimitOrders("ETH-USD-MATIC", 2);
+   *   console.log(activeOrders);
+   * }
+   * main();
+   *
    * @returns Array of orders and corresponding order IDs
    */
   public async pollLimitOrders(symbol: string, numElements: number, startAfter?: string): Promise<[Order[], string[]]> {

package/src/perpetualDataHandler.ts

@@ -29,8 +29,6 @@ import {
   DEFAULT_CONFIG_TESTNET_NAME,
   DEFAULT_CONFIG_TESTNET,
   ONE_64x64,
-  PerpetualStateINITIALIZING,
-  PerpetualStateINVALID,
 } from "./nodeSDKTypes";
 import { fromBytes4HexString, to4Chars, combineFlags, containsFlag } from "./utils";
 import {
@@ -132,10 +130,6 @@ export default class PerpetualDataHandler {
 
       for (let k = 0; k < perpetualIDs.length; k++) {
         let perp = await proxyContract.getPerpetual(perpetualIDs[k]);
-        if (perp.state == PerpetualStateINVALID || perp.state == PerpetualStateINITIALIZING) {
-          // only active perpetuals
-          continue;
-        }
         let base = fromBytes4HexString(perp.S2BaseCCY);
         let quote = fromBytes4HexString(perp.S2QuoteCCY);
         let base3 = fromBytes4HexString(perp.S3BaseCCY);

package/dist/liquiditatorTool.d.ts

@@ -1,14 +0,0 @@
-import WriteAccessHandler from "./writeAccessHandler";
-import { NodeSDKConfig } from "./nodeSDKTypes";
-/**
- * LiquidatorTool
- * Methods to liquidate traders
- */
-export default class LiquidatorTool extends WriteAccessHandler {
-    /**
-     * Constructor
-     * @param config configuration
-     * @param privateKey private key of account that trades
-     */
-    constructor(config: NodeSDKConfig, privateKey: string);
-}

package/dist/liquiditatorTool.js

@@ -1,21 +0,0 @@
-"use strict";
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-const writeAccessHandler_1 = __importDefault(require("./writeAccessHandler"));
-/**
- * LiquidatorTool
- * Methods to liquidate traders
- */
-class LiquidatorTool extends writeAccessHandler_1.default {
-    /**
-     * Constructor
-     * @param config configuration
-     * @param privateKey private key of account that trades
-     */
-    constructor(config, privateKey) {
-        super(config, privateKey);
-    }
-}
-exports.default = LiquidatorTool;