@d8x/perpetuals-sdk 0.1.12 → 0.2.0

package/dist/{src → cjs}/perpetualDataHandler.js

@@ -1,76 +1,11 @@
 "use strict";
-var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
-    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
-    return new (P || (P = Promise))(function (resolve, reject) {
-        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
-        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
-        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
-        step((generator = generator.apply(thisArg, _arguments || [])).next());
-    });
-};
-var __generator = (this && this.__generator) || function (thisArg, body) {
-    var _ = { label: 0, sent: function() { if (t[0] & 1) throw t[1]; return t[1]; }, trys: [], ops: [] }, f, y, t, g;
-    return g = { next: verb(0), "throw": verb(1), "return": verb(2) }, typeof Symbol === "function" && (g[Symbol.iterator] = function() { return this; }), g;
-    function verb(n) { return function (v) { return step([n, v]); }; }
-    function step(op) {
-        if (f) throw new TypeError("Generator is already executing.");
-        while (g && (g = 0, op[0] && (_ = 0)), _) try {
-            if (f = 1, y && (t = op[0] & 2 ? y["return"] : op[0] ? y["throw"] || ((t = y["return"]) && t.call(y), 0) : y.next) && !(t = t.call(y, op[1])).done) return t;
-            if (y = 0, t) op = [op[0] & 2, t.value];
-            switch (op[0]) {
-                case 0: case 1: t = op; break;
-                case 4: _.label++; return { value: op[1], done: false };
-                case 5: _.label++; y = op[1]; op = [0]; continue;
-                case 7: op = _.ops.pop(); _.trys.pop(); continue;
-                default:
-                    if (!(t = _.trys, t = t.length > 0 && t[t.length - 1]) && (op[0] === 6 || op[0] === 2)) { _ = 0; continue; }
-                    if (op[0] === 3 && (!t || (op[1] > t[0] && op[1] < t[3]))) { _.label = op[1]; break; }
-                    if (op[0] === 6 && _.label < t[1]) { _.label = t[1]; t = op; break; }
-                    if (t && _.label < t[2]) { _.label = t[2]; _.ops.push(op); break; }
-                    if (t[2]) _.ops.pop();
-                    _.trys.pop(); continue;
-            }
-            op = body.call(thisArg, _);
-        } catch (e) { op = [6, e]; y = 0; } finally { f = t = 0; }
-        if (op[0] & 5) throw op[1]; return { value: op[0] ? op[1] : void 0, done: true };
-    }
-};
-var __read = (this && this.__read) || function (o, n) {
-    var m = typeof Symbol === "function" && o[Symbol.iterator];
-    if (!m) return o;
-    var i = m.call(o), r, ar = [], e;
-    try {
-        while ((n === void 0 || n-- > 0) && !(r = i.next()).done) ar.push(r.value);
-    }
-    catch (error) { e = { error: error }; }
-    finally {
-        try {
-            if (r && !r.done && (m = i["return"])) m.call(i);
-        }
-        finally { if (e) throw e.error; }
-    }
-    return ar;
-};
-var __values = (this && this.__values) || function(o) {
-    var s = typeof Symbol === "function" && Symbol.iterator, m = s && o[s], i = 0;
-    if (m) return m.call(o);
-    if (o && typeof o.length === "number") return {
-        next: function () {
-            if (o && i >= o.length) o = void 0;
-            return { value: o && o[i++], done: !o };
-        }
-    };
-    throw new TypeError(s ? "Object is not iterable." : "Symbol.iterator is not defined.");
-};
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
 Object.defineProperty(exports, "__esModule", { value: true });
+var tslib_1 = require("tslib");
 var ethers_1 = require("ethers");
 var nodeSDKTypes_1 = require("./nodeSDKTypes");
 var utils_1 = require("./utils");
 var d8XMath_1 = require("./d8XMath");
-var priceFeeds_1 = __importDefault(require("./priceFeeds"));
+var priceFeeds_1 = tslib_1.__importDefault(require("./priceFeeds"));
 /**
  * Parent class for MarketData and WriteAccessHandler that handles
  * common data and chain operations.
@@ -97,9 +32,9 @@ var PerpetualDataHandler = /** @class */ (function () {
         this.priceFeedGetter = new priceFeeds_1.default(this, config.priceFeedConfigNetwork);
     }
     PerpetualDataHandler.prototype.initContractsAndData = function (signerOrProvider) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var network, error_1, _a;
-            return __generator(this, function (_b) {
+            return tslib_1.__generator(this, function (_b) {
                 switch (_b.label) {
                     case 0:
                         this.signerOrProvider = signerOrProvider;
@@ -158,9 +93,9 @@ var PerpetualDataHandler = /** @class */ (function () {
      *
      */
     PerpetualDataHandler.prototype._fillSymbolMaps = function (proxyContract) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var oracleFactoryAddr, _a, requiredPairs, _loop_1, this_1, j;
-            return __generator(this, function (_b) {
+            return tslib_1.__generator(this, function (_b) {
                 switch (_b.label) {
                     case 0:
                         if (proxyContract == null || this.lobFactoryContract == null) {
@@ -175,9 +110,8 @@ var PerpetualDataHandler = /** @class */ (function () {
                         _a.nestedPerpetualIDs = _b.sent();
                         requiredPairs = new Set();
                         _loop_1 = function (j) {
-                            var pool, poolMarginTokenAddr, perpetualIDs, poolCCY, currentSymbols, currentSymbolsS3, currentLimitOrderBookAddr, ccy, initRate, mgnRate, lotSizes, refRebates, k, perp, base, quote, base3, quote3, sym, sym3, lobAddr, info, currentSymbols3, k, idsB32, isPyth;
-                            var _c;
-                            return __generator(this, function (_d) {
+                            var pool, poolMarginTokenAddr, perpetualIDs, poolCCY, currentSymbols, currentSymbolsS3, currentLimitOrderBookAddr, ccy, initRate, mgnRate, lotSizes, refRebates, k, perp, base, quote, base3, quote3, sym, sym3, lobAddr, info, currentSymbols3, k, _c, idsB32;
+                            return tslib_1.__generator(this, function (_d) {
                                 switch (_d.label) {
                                     case 0: return [4 /*yield*/, proxyContract.getLiquidityPool(j + 1)];
                                     case 1:
@@ -260,10 +194,9 @@ var PerpetualDataHandler = /** @class */ (function () {
                                         _d.label = 7;
                                     case 7:
                                         if (!(k < perpetualIDs.length)) return [3 /*break*/, 10];
-                                        idsB32 = void 0, isPyth = void 0;
                                         return [4 /*yield*/, proxyContract.getPriceInfo(perpetualIDs[k])];
                                     case 8:
-                                        _c = __read.apply(void 0, [_d.sent(), 2]), idsB32 = _c[0], isPyth = _c[1];
+                                        _c = tslib_1.__read.apply(void 0, [_d.sent(), 1]), idsB32 = _c[0];
                                         this_1.symbolToPerpStaticInfo.set(currentSymbols3[k], {
                                             id: perpetualIDs[k],
                                             limitOrderBookAddr: currentLimitOrderBookAddr[k],
@@ -350,8 +283,8 @@ var PerpetualDataHandler = /** @class */ (function () {
      * @returns PriceFeedSubmission and prices for S2 and S3. [S2price, 0] if S3 not defined.
      */
     PerpetualDataHandler.prototype.fetchPriceSubmissionInfoForPerpetual = function (symbol) {
-        return __awaiter(this, void 0, void 0, function () {
-            return __generator(this, function (_a) {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
+            return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0: return [4 /*yield*/, this.priceFeedGetter.fetchFeedPriceInfoAndIndicesForPerpetual(symbol)];
                     case 1: 
@@ -382,8 +315,8 @@ var PerpetualDataHandler = /** @class */ (function () {
      * and corresponding price information
      */
     PerpetualDataHandler.prototype.fetchLatestFeedPriceInfo = function (symbol) {
-        return __awaiter(this, void 0, void 0, function () {
-            return __generator(this, function (_a) {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
+            return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0: return [4 /*yield*/, this.priceFeedGetter.fetchLatestFeedPriceInfoForPerpetual(symbol)];
                     case 1: return [2 /*return*/, _a.sent()];
@@ -423,9 +356,9 @@ var PerpetualDataHandler = /** @class */ (function () {
         return j + 1;
     };
     PerpetualDataHandler.getNestedPerpetualIds = function (_proxyContract) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var poolCount, poolIds, i, perpetualCount, j, id;
-            return __generator(this, function (_a) {
+            return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0: return [4 /*yield*/, _proxyContract.getPoolCount()];
                     case 1:
@@ -471,7 +404,7 @@ var PerpetualDataHandler = /** @class */ (function () {
         var cash = (0, d8XMath_1.ABK64x64ToFloat)(traderState[idx_cash]);
         var S2Liq = 0, S3Liq = 0, tau = Infinity, pnl = 0, unpaidFundingCC = 0, fLockedIn = ethers_1.BigNumber.from(0), side = nodeSDKTypes_1.CLOSED_SIDE, entryPrice = 0;
         if (!isEmpty) {
-            _a = __read(PerpetualDataHandler._calculateLiquidationPrice(symbol, traderState, _pxS2S3[0], symbolToPerpStaticInfo), 5), S2Liq = _a[0], S3Liq = _a[1], tau = _a[2], pnl = _a[3], unpaidFundingCC = _a[4];
+            _a = tslib_1.__read(PerpetualDataHandler._calculateLiquidationPrice(symbol, traderState, _pxS2S3[0], symbolToPerpStaticInfo), 5), S2Liq = _a[0], S3Liq = _a[1], tau = _a[2], pnl = _a[3], unpaidFundingCC = _a[4];
             fLockedIn = traderState[idx_locked_in];
             side = traderState[idx_locked_in].gt(0) ? nodeSDKTypes_1.BUY_SIDE : nodeSDKTypes_1.SELL_SIDE;
             entryPrice = (0, d8XMath_1.ABK64x64ToFloat)((0, d8XMath_1.div64x64)(fLockedIn, traderState[idx_notional]));
@@ -493,9 +426,9 @@ var PerpetualDataHandler = /** @class */ (function () {
         return mgn;
     };
     PerpetualDataHandler.getMarginAccount = function (traderAddr, symbol, symbolToPerpStaticInfo, _proxyContract, _pxS2S3) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var perpId, traderState;
-            return __generator(this, function (_a) {
+            return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0:
                         perpId = Number(symbol);
@@ -511,9 +444,9 @@ var PerpetualDataHandler = /** @class */ (function () {
         });
     };
     PerpetualDataHandler._queryPerpetualPrice = function (symbol, tradeAmount, symbolToPerpStaticInfo, _proxyContract, indexPrices) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var perpId, fIndexPrices, fPrice;
-            return __generator(this, function (_a) {
+            return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0:
                         perpId = PerpetualDataHandler.symbolToPerpetualId(symbol, symbolToPerpStaticInfo);
@@ -527,13 +460,13 @@ var PerpetualDataHandler = /** @class */ (function () {
         });
     };
     PerpetualDataHandler._queryPerpetualMarkPrice = function (symbol, symbolToPerpStaticInfo, _proxyContract, indexPrices) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var perpId, _a, S2, S3, ammState;
-            return __generator(this, function (_b) {
+            return tslib_1.__generator(this, function (_b) {
                 switch (_b.label) {
                     case 0:
                         perpId = PerpetualDataHandler.symbolToPerpetualId(symbol, symbolToPerpStaticInfo);
-                        _a = __read(indexPrices.map(function (x) { return (0, d8XMath_1.floatToABK64x64)(x == undefined || Number.isNaN(x) ? 0 : x); }), 2), S2 = _a[0], S3 = _a[1];
+                        _a = tslib_1.__read(indexPrices.map(function (x) { return (0, d8XMath_1.floatToABK64x64)(x == undefined || Number.isNaN(x) ? 0 : x); }), 2), S2 = _a[0], S3 = _a[1];
                         return [4 /*yield*/, _proxyContract.getAMMState(perpId, [S2, S3])];
                     case 1:
                         ammState = _b.sent();
@@ -543,15 +476,15 @@ var PerpetualDataHandler = /** @class */ (function () {
         });
     };
     PerpetualDataHandler._queryPerpetualState = function (symbol, symbolToPerpStaticInfo, _proxyContract, indexPrices) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var perpId, staticInfo, ccy, _a, S2, S3, ammState, markPrice, state;
-            return __generator(this, function (_b) {
+            return tslib_1.__generator(this, function (_b) {
                 switch (_b.label) {
                     case 0:
                         perpId = PerpetualDataHandler.symbolToPerpetualId(symbol, symbolToPerpStaticInfo);
                         staticInfo = symbolToPerpStaticInfo.get(symbol);
                         ccy = symbol.split("-");
-                        _a = __read([indexPrices[0], indexPrices[1]], 2), S2 = _a[0], S3 = _a[1];
+                        _a = tslib_1.__read([indexPrices[0], indexPrices[1]], 2), S2 = _a[0], S3 = _a[1];
                         if (staticInfo.collateralCurrencyType == nodeSDKTypes_1.CollaterlCCY.BASE) {
                             S3 = S2;
                         }
@@ -595,7 +528,7 @@ var PerpetualDataHandler = /** @class */ (function () {
         var idx_locked_in = 5;
         var idx_mark_price = 8;
         var idx_s3 = 9;
-        var idx_s2 = 10;
+        // const idx_s2 = 10;
         var S2Liq;
         var S3Liq = (0, d8XMath_1.ABK64x64ToFloat)(traderState[idx_s3]);
         var perpInfo = symbolToPerpStaticInfo.get(symbol);
@@ -658,7 +591,7 @@ var PerpetualDataHandler = /** @class */ (function () {
         var _b;
         var symbol;
         try {
-            for (var _c = __values(symbolToPerpStaticInfo.keys()), _d = _c.next(); !_d.done; _d = _c.next()) {
+            for (var _c = tslib_1.__values(symbolToPerpStaticInfo.keys()), _d = _c.next(); !_d.done; _d = _c.next()) {
                 symbol = _d.value;
                 if (((_b = symbolToPerpStaticInfo.get(symbol)) === null || _b === void 0 ? void 0 : _b.id) == id) {
                     return symbol;
@@ -692,8 +625,8 @@ var PerpetualDataHandler = /** @class */ (function () {
     PerpetualDataHandler._getByValue = function (map, searchValue, valueField) {
         var e_2, _a;
         try {
-            for (var _b = __values(map.entries()), _c = _b.next(); !_c.done; _c = _b.next()) {
-                var _d = __read(_c.value, 2), key = _d[0], value = _d[1];
+            for (var _b = tslib_1.__values(map.entries()), _c = _b.next(); !_c.done; _c = _b.next()) {
+                var _d = tslib_1.__read(_c.value, 2), key = _d[0], value = _d[1];
                 if (value[valueField] === searchValue) {
                     return key;
                 }
@@ -748,7 +681,7 @@ var PerpetualDataHandler = /** @class */ (function () {
             leverage: (0, d8XMath_1.ABK64x64ToFloat)(ethers_1.BigNumber.from(order.fLeverage)),
             deadline: Number(order.iDeadline),
             timestamp: Number(order.createdTimestamp),
-            submittedBlock: Number(order.submittedBlock),
+            submittedTimestamp: Number(order.submittedTimestamp),
         };
         return userOrder;
     };
@@ -760,6 +693,9 @@ var PerpetualDataHandler = /** @class */ (function () {
      * @returns SmartContractOrder
      */
     PerpetualDataHandler.toSmartContractOrder = function (order, traderAddr, perpStaticInfo) {
+        // this revers if order is invalid
+        PerpetualDataHandler.checkOrder(order, perpStaticInfo);
+        // translate order
         var flags = PerpetualDataHandler._orderTypeToFlag(order);
         var brokerSig = order.brokerSignature == undefined ? [] : order.brokerSignature;
         var perpetualId = PerpetualDataHandler.symbolToPerpetualId(order.symbol, perpStaticInfo);
@@ -800,7 +736,7 @@ var PerpetualDataHandler = /** @class */ (function () {
             fLeverage: order.leverage == undefined ? ethers_1.BigNumber.from(0) : (0, d8XMath_1.floatToABK64x64)(order.leverage),
             iDeadline: ethers_1.BigNumber.from(Math.round(iDeadline)),
             createdTimestamp: ethers_1.BigNumber.from(Math.round(order.timestamp)),
-            submittedBlock: 0,
+            submittedTimestamp: 0,
         };
         return smOrder;
     };
@@ -987,7 +923,7 @@ var PerpetualDataHandler = /** @class */ (function () {
         }
         else {
             if (version === undefined) {
-                configFile = configFile.sort(function (conf) { return -conf.version; });
+                configFile = configFile.sort(function (conf) { return conf.version; });
                 return configFile[0];
             }
             else {
@@ -1024,7 +960,7 @@ var PerpetualDataHandler = /** @class */ (function () {
         }
         else {
             if (version === undefined) {
-                configFile = configFile.sort(function (conf) { return -conf.version; });
+                configFile = configFile.sort(function (conf) { return conf.version; });
                 return configFile[0];
             }
             else {
@@ -1089,20 +1025,22 @@ var PerpetualDataHandler = /** @class */ (function () {
      * @param traderAccount Trader account
      * @param perpStaticInfo Symbol to perpetual info map
      */
-    PerpetualDataHandler.checkOrder = function (order, traderAccount, perpStaticInfo) {
-        // this throws error if not found
-        var perpetualId = PerpetualDataHandler.symbolToPerpetualId(order.symbol, perpStaticInfo);
+    PerpetualDataHandler.checkOrder = function (order, 
+    // traderAccount: MarginAccount,
+    perpStaticInfo) {
         // check side
         if (order.side != nodeSDKTypes_1.BUY_SIDE && order.side != nodeSDKTypes_1.SELL_SIDE) {
             throw Error("order side must be ".concat(nodeSDKTypes_1.BUY_SIDE, " or ").concat(nodeSDKTypes_1.SELL_SIDE));
         }
         // check amount
         var lotSize = perpStaticInfo.get(order.symbol).lotSizeBC;
-        var curPos = traderAccount.side == nodeSDKTypes_1.CLOSED_SIDE
-            ? 0
-            : (traderAccount.side == nodeSDKTypes_1.BUY_SIDE ? 1 : -1) * traderAccount.positionNotionalBaseCCY;
-        var newPos = curPos + (order.side == nodeSDKTypes_1.BUY_SIDE ? 1 : -1) * order.quantity;
-        if (Math.abs(order.quantity) < lotSize || (Math.abs(newPos) >= lotSize && Math.abs(newPos) < 10 * lotSize)) {
+        // let curPos =
+        //   traderAccount.side == CLOSED_SIDE
+        //     ? 0
+        //     : (traderAccount.side == BUY_SIDE ? 1 : -1) * traderAccount.positionNotionalBaseCCY;
+        // let newPos = curPos + (order.side == BUY_SIDE ? 1 : -1) * order.quantity;
+        // if (Math.abs(order.quantity) < lotSize || (Math.abs(newPos) >= lotSize && Math.abs(newPos) < 10 * lotSize)) {
+        if (Math.abs(order.quantity) < lotSize) {
             throw Error("trade amount too small: ".concat(order.quantity, " ").concat(perpStaticInfo.get(order.symbol).S2Symbol));
         }
         // check limit price

package/dist/cjs/perpetualDataHandler.js.map

@@ -0,0 +1 @@
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package/dist/{src → cjs}/perpetualEventHandler.d.ts

@@ -126,7 +126,7 @@ export default class PerpetualEventHandler {
      * @param Order order struct
      * @param digest order id
      */
-    onPerpetualLimitOrderCreated(perpetualId: number, trader: string, referrerAddr: string, brokerAddr: string, Order: SmartContractOrder, digest: string): void;
+    onPerpetualLimitOrderCreated(perpetualId: number, trader: string, _referrerAddr: string, _brokerAddr: string, Order: SmartContractOrder, digest: string): void;
     /**
      * This function is async -> queries the margin account
      * @param perpetualId id of the perpetual
@@ -138,7 +138,7 @@ export default class PerpetualEventHandler {
      * @param fFundingPaymentCC funding payment made
      * @param fOpenInterestBC open interest
      */
-    onUpdateMarginAccount(perpetualId: number, trader: string, positionId: string, fPositionBC: BigNumber, fCashCC: BigNumber, fLockedInValueQC: BigNumber, fFundingPaymentCC: BigNumber, fOpenInterestBC: BigNumber): Promise<void>;
+    onUpdateMarginAccount(perpetualId: number, trader: string, _positionId: string, _fPositionBC: BigNumber, _fCashCC: BigNumber, _fLockedInValueQC: BigNumber, _fFundingPaymentCC: BigNumber, fOpenInterestBC: BigNumber): Promise<void>;
     /**
      *
      * @param perpetualId perpetual id
@@ -150,7 +150,7 @@ export default class PerpetualEventHandler {
      * @param price price in ABDK format
      * @returns trade event data in regular number format
      */
-    onTrade(perpetualId: number, trader: string, positionId: string, order: SmartContractOrder, orderDigest: string, newPositionSizeBC: BigNumber, price: BigNumber): TradeEvent;
+    onTrade(perpetualId: number, _trader: string, positionId: string, _order: SmartContractOrder, orderDigest: string, newPositionSizeBC: BigNumber, _price: BigNumber): TradeEvent;
     /**
      * static function to find the number of the  OrderStruct with given orderId
      * @param orderId id/digest of order

package/dist/{src → cjs}/perpetualEventHandler.js

@@ -1,68 +1,6 @@
 "use strict";
-var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
-    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
-    return new (P || (P = Promise))(function (resolve, reject) {
-        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
-        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
-        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
-        step((generator = generator.apply(thisArg, _arguments || [])).next());
-    });
-};
-var __generator = (this && this.__generator) || function (thisArg, body) {
-    var _ = { label: 0, sent: function() { if (t[0] & 1) throw t[1]; return t[1]; }, trys: [], ops: [] }, f, y, t, g;
-    return g = { next: verb(0), "throw": verb(1), "return": verb(2) }, typeof Symbol === "function" && (g[Symbol.iterator] = function() { return this; }), g;
-    function verb(n) { return function (v) { return step([n, v]); }; }
-    function step(op) {
-        if (f) throw new TypeError("Generator is already executing.");
-        while (g && (g = 0, op[0] && (_ = 0)), _) try {
-            if (f = 1, y && (t = op[0] & 2 ? y["return"] : op[0] ? y["throw"] || ((t = y["return"]) && t.call(y), 0) : y.next) && !(t = t.call(y, op[1])).done) return t;
-            if (y = 0, t) op = [op[0] & 2, t.value];
-            switch (op[0]) {
-                case 0: case 1: t = op; break;
-                case 4: _.label++; return { value: op[1], done: false };
-                case 5: _.label++; y = op[1]; op = [0]; continue;
-                case 7: op = _.ops.pop(); _.trys.pop(); continue;
-                default:
-                    if (!(t = _.trys, t = t.length > 0 && t[t.length - 1]) && (op[0] === 6 || op[0] === 2)) { _ = 0; continue; }
-                    if (op[0] === 3 && (!t || (op[1] > t[0] && op[1] < t[3]))) { _.label = op[1]; break; }
-                    if (op[0] === 6 && _.label < t[1]) { _.label = t[1]; t = op; break; }
-                    if (t && _.label < t[2]) { _.label = t[2]; _.ops.push(op); break; }
-                    if (t[2]) _.ops.pop();
-                    _.trys.pop(); continue;
-            }
-            op = body.call(thisArg, _);
-        } catch (e) { op = [6, e]; y = 0; } finally { f = t = 0; }
-        if (op[0] & 5) throw op[1]; return { value: op[0] ? op[1] : void 0, done: true };
-    }
-};
-var __read = (this && this.__read) || function (o, n) {
-    var m = typeof Symbol === "function" && o[Symbol.iterator];
-    if (!m) return o;
-    var i = m.call(o), r, ar = [], e;
-    try {
-        while ((n === void 0 || n-- > 0) && !(r = i.next()).done) ar.push(r.value);
-    }
-    catch (error) { e = { error: error }; }
-    finally {
-        try {
-            if (r && !r.done && (m = i["return"])) m.call(i);
-        }
-        finally { if (e) throw e.error; }
-    }
-    return ar;
-};
-var __values = (this && this.__values) || function(o) {
-    var s = typeof Symbol === "function" && Symbol.iterator, m = s && o[s], i = 0;
-    if (m) return m.call(o);
-    if (o && typeof o.length === "number") return {
-        next: function () {
-            if (o && i >= o.length) o = void 0;
-            return { value: o && o[i++], done: !o };
-        }
-    };
-    throw new TypeError(s ? "Object is not iterable." : "Symbol.iterator is not defined.");
-};
 Object.defineProperty(exports, "__esModule", { value: true });
+var tslib_1 = require("tslib");
 var process_1 = require("process");
 var d8XMath_1 = require("./d8XMath");
 var nodeSDKTypes_1 = require("./nodeSDKTypes");
@@ -105,9 +43,9 @@ var PerpetualEventHandler = /** @class */ (function () {
      * market data
      */
     PerpetualEventHandler.prototype.initialize = function () {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var _a, k, poolState, poolSymbol, j, perpState, perpSymbol, orders, perpId, position;
-            return __generator(this, function (_b) {
+            return tslib_1.__generator(this, function (_b) {
                 switch (_b.label) {
                     case 0:
                         _a = this;
@@ -217,9 +155,9 @@ var PerpetualEventHandler = /** @class */ (function () {
      * @param perpetualIdOrSymbol perpetual id as string ('100003') or symbol ('BTC-USD-MATIC')
      */
     PerpetualEventHandler.prototype.updatePrices = function (perpetualIdOrSymbol) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var perpId, symbol, sym, perpState, perp;
-            return __generator(this, function (_a) {
+            return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0:
                         perpId = Number(perpetualIdOrSymbol);
@@ -261,7 +199,7 @@ var PerpetualEventHandler = /** @class */ (function () {
      * @returns void
      */
     PerpetualEventHandler.prototype.onUpdateMarkPrice = function (perpetualId, fMidPricePremium, fMarkPricePremium, fSpotIndexPrice) {
-        var _a = __read(PerpetualEventHandler.ConvertUpdateMarkPrice(fMidPricePremium, fMarkPricePremium, fSpotIndexPrice), 3), newMidPrice = _a[0], newMarkPrice = _a[1], newIndexPrice = _a[2];
+        var _a = tslib_1.__read(PerpetualEventHandler.ConvertUpdateMarkPrice(fMidPricePremium, fMarkPricePremium, fSpotIndexPrice), 3), newMidPrice = _a[0], newMarkPrice = _a[1], newIndexPrice = _a[2];
         var perpetual = this.getPerpetualData(perpetualId.toString());
         if (perpetual == undefined) {
             return;
@@ -344,7 +282,7 @@ var PerpetualEventHandler = /** @class */ (function () {
      * @param Order order struct
      * @param digest order id
      */
-    PerpetualEventHandler.prototype.onPerpetualLimitOrderCreated = function (perpetualId, trader, referrerAddr, brokerAddr, Order, digest) {
+    PerpetualEventHandler.prototype.onPerpetualLimitOrderCreated = function (perpetualId, trader, _referrerAddr, _brokerAddr, Order, digest) {
         if (trader != this.traderAddr) {
             (0, process_1.emitWarning)("onPerpetualLimitOrderCreated: trader ".concat(trader, " not relevant"));
             return;
@@ -371,10 +309,10 @@ var PerpetualEventHandler = /** @class */ (function () {
      * @param fFundingPaymentCC funding payment made
      * @param fOpenInterestBC open interest
      */
-    PerpetualEventHandler.prototype.onUpdateMarginAccount = function (perpetualId, trader, positionId, fPositionBC, fCashCC, fLockedInValueQC, fFundingPaymentCC, fOpenInterestBC) {
-        return __awaiter(this, void 0, void 0, function () {
+    PerpetualEventHandler.prototype.onUpdateMarginAccount = function (perpetualId, trader, _positionId, _fPositionBC, _fCashCC, _fLockedInValueQC, _fFundingPaymentCC, fOpenInterestBC) {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var perpetual, perpetualIdStr, margin;
-            return __generator(this, function (_a) {
+            return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0:
                         perpetual = this.getPerpetualData(perpetualId.toString());
@@ -407,7 +345,7 @@ var PerpetualEventHandler = /** @class */ (function () {
      * @param price price in ABDK format
      * @returns trade event data in regular number format
      */
-    PerpetualEventHandler.prototype.onTrade = function (perpetualId, trader, positionId, order, orderDigest, newPositionSizeBC, price) {
+    PerpetualEventHandler.prototype.onTrade = function (perpetualId, _trader, positionId, _order, orderDigest, newPositionSizeBC, _price) {
         // remove order digest from open orders
         var orderStructs = this.ordersInPerpetual.get(perpetualId);
         if (orderStructs == undefined) {
@@ -437,7 +375,7 @@ var PerpetualEventHandler = /** @class */ (function () {
             /*orderMapMap<number, {
               orders: Order[];
               orderIds: string[];*/
-            for (var _b = __values(orderMap.keys()), _c = _b.next(); !_c.done; _c = _b.next()) {
+            for (var _b = tslib_1.__values(orderMap.keys()), _c = _b.next(); !_c.done; _c = _b.next()) {
                 var perpId = _c.value;
                 var orderStructs = orderMap.get(perpId);
                 if (orderStructs === null || orderStructs === void 0 ? void 0 : orderStructs.orderIds.includes(orderId)) {

package/dist/cjs/perpetualEventHandler.js.map

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