@d8x/perpetuals-sdk 0.1.12 → 0.2.0

package/dist/esm/perpetualDataHandler.d.ts

@@ -0,0 +1,220 @@
+import { ethers, BigNumber } from "ethers";
+import { NodeSDKConfig, Order, SmartContractOrder, PerpetualStaticInfo, MarginAccount, PoolStaticInfo, PerpetualState, PriceFeedSubmission, ClientOrder } 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>;
+    protected symbolToTokenAddrMap: Map<string, string>;
+    protected chainId: number;
+    protected proxyContract: ethers.Contract | null;
+    protected proxyABI: ethers.ContractInterface;
+    protected proxyAddr: string;
+    protected lobFactoryContract: ethers.Contract | null;
+    protected lobFactoryABI: ethers.ContractInterface;
+    protected lobFactoryAddr: string | undefined;
+    protected lobABI: ethers.ContractInterface;
+    protected nodeURL: string;
+    protected provider: ethers.providers.Provider | null;
+    private signerOrProvider;
+    protected priceFeedGetter: PriceFeeds;
+    protected nestedPerpetualIDs: number[][];
+    constructor(config: NodeSDKConfig);
+    protected initContractsAndData(signerOrProvider: ethers.Signer | ethers.providers.Provider): Promise<void>;
+    /**
+     * Returns the order-book contract for the symbol if found or fails
+     * @param symbol symbol of the form ETH-USD-MATIC
+     * @returns order book contract for the perpetual
+     */
+    getOrderBookContract(symbol: string): ethers.Contract;
+    /**
+     * Called when initializing. This function fills this.symbolToTokenAddrMap,
+     * and this.nestedPerpetualIDs and this.symbolToPerpStaticInfo
+     *
+     */
+    protected _fillSymbolMaps(proxyContract: ethers.Contract): Promise<void>;
+    /**
+     * Get pool symbol given a pool Id.
+     * @param {number} poolId Pool Id.
+     * @returns {symbol} Pool symbol, e.g. "USDC".
+     */
+    getSymbolFromPoolId(poolId: number): string;
+    /**
+     * Get pool Id given a pool symbol.
+     * @param {string} symbol Pool symbol.
+     * @returns {number} Pool Id.
+     */
+    getPoolIdFromSymbol(symbol: string): number;
+    /**
+     * Get perpetual Id given a perpetual symbol.
+     * @param {string} symbol Perpetual symbol, e.g. "BTC-USD-MATIC".
+     * @returns {number} Perpetual Id.
+     */
+    getPerpIdFromSymbol(symbol: string): number;
+    /**
+     * Get the symbol in long format of the perpetual id
+     * @param perpId perpetual id
+     */
+    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 buildMarginAccountFromState(symbol: string, traderState: ethers.BigNumber[], symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _pxS2S3: [number, number]): MarginAccount;
+    static getMarginAccount(traderAddr: string, symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: ethers.Contract, _pxS2S3: [number, number]): Promise<MarginAccount>;
+    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
+     * @param traderState BigInt array according to smart contract
+     * @param S2 number, index price S2
+     * @param symbolToPerpStaticInfo mapping symbol->PerpStaticInfo
+     * @returns liquidation mark-price, corresponding collateral/quote conversion
+     */
+    protected static _calculateLiquidationPrice(symbol: string, traderState: BigNumber[], S2: number, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>): [number, number, number, number, number];
+    /**
+     * Finds the perpetual id for a symbol of the form
+     * <base>-<quote>-<collateral>. The function first converts the
+     * token names into bytes4 representation
+     * @param symbol                  symbol (e.g., BTC-USD-MATC)
+     * @param symbolToPerpStaticInfo  map that contains the bytes4-symbol to PerpetualStaticInfo
+     * including id mapping
+     * @returns perpetual id or it fails
+     */
+    protected static symbolToPerpetualId(symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>): number;
+    /**
+     * Find the long symbol ("ETH-USD-MATIC") of the given perpetual id
+     * @param id perpetual id
+     * @param symbolToPerpStaticInfo map that contains the bytes4-symbol to PerpetualStaticInfo
+     * @returns symbol string or undefined
+     */
+    protected static perpetualIdToSymbol(id: number, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>): string | undefined;
+    protected static symbolToBytes4Symbol(symbol: string): string;
+    private static _getByValue;
+    protected static fromSmartContractOrder(order: SmartContractOrder, symbolToPerpInfoMap: Map<string, PerpetualStaticInfo>): Order;
+    /**
+     * Transform the convenient form of the order into a smart-contract accepted type of order
+     * @param order                 order type
+     * @param traderAddr            address of the trader
+     * @param symbolToPerpetualMap  mapping of symbol to perpetual Id
+     * @returns SmartContractOrder
+     */
+    protected static toSmartContractOrder(order: Order, traderAddr: string, perpStaticInfo: Map<string, PerpetualStaticInfo>): SmartContractOrder;
+    /**
+     * Converts a smart contract order to a client order
+     * @param scOrder Smart contract order
+     * @param parentChildIds Optional parent-child dependency
+     * @returns Client order that can be submitted to the corresponding LOB
+     */
+    static fromSmartContratOrderToClientOrder(scOrder: SmartContractOrder, parentChildIds?: [string, string]): ClientOrder;
+    /**
+     * Converts a user-friendly order to a client order
+     * @param order Order
+     * @param parentChildIds Optional parent-child dependency
+     * @returns Client order that can be submitted to the corresponding LOB
+     */
+    static toClientOrder(order: Order, traderAddr: string, perpStaticInfo: Map<string, PerpetualStaticInfo>, parentChildIds?: [string, string]): ClientOrder;
+    /**
+     * Converts an order as stored in the LOB smart contract into a user-friendly order type
+     * @param obOrder Order-book contract order type
+     * @returns User friendly order struct
+     */
+    static fromClientOrder(obOrder: ClientOrder, perpStaticInfo: Map<string, PerpetualStaticInfo>): Order;
+    private static _flagToOrderType;
+    /**
+     * Determine the correct order flags based on the order-properties.
+     * Checks for some misspecifications.
+     * @param order     order type
+     * @returns BigNumber flags
+     */
+    private static _orderTypeToFlag;
+    protected static _getLotSize(symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>): number;
+    protected static _getMinimalPositionSize(symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>): number;
+    /**
+     * Get NodeSDKConfig from a chain ID, known config name, or custom file location..
+     * @param configNameOrfileLocation Name of a known default config, or chain ID, or json-file with required variables for config
+     * @param version Config version number. Defaults to highest version if name or chain ID are not unique
+     * @returns NodeSDKConfig
+     */
+    static readSDKConfig(configNameOrChainIdOrFileLocation: string | number, version?: number): NodeSDKConfig;
+    /**
+     * Get a NodeSDKConfig from its name
+     * @param name Name of the known config
+     * @param version Version of the config. Defaults to highest available.
+     * @returns NodeSDKConfig
+     */
+    protected static getConfigByName(name: string, version?: number): NodeSDKConfig | undefined;
+    /**
+     * Get a NodeSDKConfig from a json file.
+     * @param filename Location of the file
+     * @param version Version of the config. Defaults to highest available.
+     * @returns NodeSDKConfig
+     */
+    protected static getConfigByLocation(filename: string): NodeSDKConfig;
+    /**
+     * Get a NodeSDKConfig from its chain Id
+     * @param chainId Chain Id
+     * @param version Version of the config. Defaults to highest available.
+     * @returns NodeSDKConfig
+     */
+    protected static getConfigByChainId(chainId: number, version?: number): NodeSDKConfig | undefined;
+    /**
+     * Get the ABI of a function in a given contract
+     * @param contract A contract instance, e.g. this.proxyContract
+     * @param functionName Name of the function whose ABI we want
+     * @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;
+    getABI(contract: string): ethers.ContractInterface | undefined;
+    /**
+     * Performs basic validity checks on a given order
+     * @param order Order struct
+     * @param traderAccount Trader account
+     * @param perpStaticInfo Symbol to perpetual info map
+     */
+    protected static checkOrder(order: Order, perpStaticInfo: Map<string, PerpetualStaticInfo>): void;
+}