@d8x/perpetuals-sdk 0.1.12 → 0.2.0

package/dist/esm/perpetualDataHandler.js.map

@@ -0,0 +1 @@
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package/dist/esm/perpetualEventHandler.d.ts

@@ -0,0 +1,179 @@
+import { BigNumber } from "ethers";
+import MarketData from "./marketData";
+import { ExchangeInfo, MarginAccount, OrderStruct, PerpetualState, SmartContractOrder, TradeEvent } from "./nodeSDKTypes";
+/**
+ * This class handles events and stores relevant variables
+ * as member variables. The events change the state of the member variables:
+ *  mktData : MarketData relevant market data with current state (e.g. index price)
+ *  ordersInPerpetual: Map<number, OrderStruct> all open orders for the given trader
+ *  positionInPerpetual: Map<number, MarginAccount> all open positions for the given trader
+ *
+ *
+ * Get data:
+ *  - getPerpetualData(perp id (string) or symbol) : PerpetualState. This is a reference!
+ *  - getExchangeInfo() : ExchangeInfo. This is a reference!
+ *  - getCurrentPositionRisk(perp id (string) or symbol) : MarginAccount. This is a reference!
+ *  - getOrdersInPerpetualMap : Map<number, OrderStruct>. This is a reference!
+ *  - getpositionInPerpetualMap : Map<number, MarginAccount>. This is a reference!
+ *
+ * Construct with a trader address and a marketData object
+ * Initialize to gather all the relevant data.
+ * Send event variables to event handler "on<EventName>" - this updates members
+ * - [x] onUpdateMarkPrice              : emitted on proxy; updates markprice and index price data
+ * - [x] onUpdateUpdateFundingRate      : emitted on proxy; sets funding rate
+ * - [x] onExecutionFailed              : emitted on order book; removes an open order
+ * - [x] onPerpetualLimitOrderCancelled : emitted on order book; removes an open order
+ * - [x] onPerpetualLimitOrderCreated   : emitted on order book; adds an open order to the data
+ * - [x] async onUpdateMarginAccount    : emitted on proxy; updates position data and open interest
+ * - [x] onTrade                        : emitted on proxy; returns TradeEvent to be displayed
+ */
+export default class PerpetualEventHandler {
+    private mktData;
+    private traderAddr;
+    private ordersInPerpetual;
+    private positionInPerpetual;
+    private poolIndexForPerpetual;
+    private exchangeInfo;
+    constructor(mktData: MarketData, traderAddr: string);
+    /**
+     * Call this async function to initialize the
+     * market data
+     */
+    initialize(): Promise<void>;
+    /**
+     * Get the current exchange info
+     * @returns exchange info
+     */
+    getExchangeInfo(): ExchangeInfo | undefined;
+    /**
+     * getOrdersInPerpetualMap
+     * @returns this.ordersInPerpetual
+     */
+    getOrdersInPerpetualMap(): Map<number, OrderStruct>;
+    /**
+     * getpositionInPerpetualMap
+     * @returns this.positionInPerpetual
+     */
+    getpositionInPerpetualMap(): Map<number, MarginAccount>;
+    /**
+     * Get the data for a perpetual with a given index
+     * @param perpetualIdOrSymbol perpetual idx as string or symbol for which we want the data
+     * @returns perpetual data for this idx
+     */
+    getPerpetualData(perpetualIdOrSymbol: string): PerpetualState | undefined;
+    /**
+     * Get the trader's current position risk (margin account data)
+     * @param perpetualIdOrSymbol perpetual id as string ('100003') or symbol ('BTC-USD-MATIC')
+     * @returns undefined if no position or margin account (='position risk')
+     */
+    getCurrentPositionRisk(perpetualIdOrSymbol: string): MarginAccount | undefined;
+    /**
+     * Update the following prices:
+     *  - index price
+     *  - collateral price
+     *  - mid-price
+     * @param perpetualIdOrSymbol perpetual id as string ('100003') or symbol ('BTC-USD-MATIC')
+     */
+    updatePrices(perpetualIdOrSymbol: string): Promise<void>;
+    /**
+     * Handle the event UpdateMarkPrice and update relevant
+     * data
+     * @param perpetualId perpetual Id
+     * @param fMarkPricePremium premium rate in ABDK format
+     * @param fSpotIndexPrice spot index price in ABDK format
+     * @returns void
+     */
+    onUpdateMarkPrice(perpetualId: number, fMidPricePremium: BigNumber, fMarkPricePremium: BigNumber, fSpotIndexPrice: BigNumber): void;
+    /**
+     * Handle the event UpdateFundingRate and update relevant
+     * data
+     * UpdateFundingRate(uint24 indexed perpetualId, int128 fFundingRate)
+     * @param fFundingRate funding rate in ABDK format
+     */
+    onUpdateUpdateFundingRate(perpetualId: number, fFundingRate: BigNumber): void;
+    /**
+     * event ExecutionFailed(
+          uint24 indexed perpetualId,
+          address indexed trader,
+          bytes32 digest,
+          string reason
+      );
+     * @param perpetualId id of the perpetual
+     * @param trader address of the trader
+     * @param digest digest of the order/cancel order
+     * @param reason reason why the execution failed
+     */
+    onExecutionFailed(perpetualId: number, trader: string, digest: string, reason: string): void;
+    /**
+     * Event emitted by perpetual proxy
+     * event PerpetualLimitOrderCancelled(bytes32 indexed orderHash);
+     * @param orderId string order id/digest
+     */
+    onPerpetualLimitOrderCancelled(orderId: string): void;
+    /**
+     * event PerpetualLimitOrderCreated(
+     *    uint24 indexed perpetualId,
+     *    address indexed trader,
+     *    address referrerAddr,
+     *    address brokerAddr,
+     *    Order order,
+     *    bytes32 digest
+     *)
+     * @param perpetualId id of the perpetual
+     * @param trader address of the trader
+     * @param referrerAddr address of the referrer
+     * @param brokerAddr address of the broker
+     * @param Order order struct
+     * @param digest order id
+     */
+    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
+     * @param trader trader address
+     * @param positionId position id
+     * @param fPositionBC position size in base currency
+     * @param fCashCC margin collateral in margin account
+     * @param fLockedInValueQC pos*average opening price
+     * @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>;
+    /**
+     *
+     * @param perpetualId perpetual id
+     * @param trader trader address
+     * @param positionId position id
+     * @param order order struct
+     * @param orderDigest order id
+     * @param newPositionSizeBC new pos size in base currency ABDK
+     * @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;
+    /**
+     * static function to find the number of the  OrderStruct with given orderId
+     * @param orderId id/digest of order
+     * @param orderMap mapping for perpetualId->OrderStruct
+     * @returns id of perpetual that contains order with id = orderId or undefined
+     */
+    private static findOrderForId;
+    /**
+     * Delete the order with given id from the class member data
+     * @param orderStructs array of order struct as stored for the trader and a given perpetual
+     * @param orderId digest/order id
+     * @returns void
+     */
+    private static deleteOrder;
+    /**
+     * UpdateMarkPrice(
+     *  uint24 indexed perpetualId,
+     *  int128 fMarkPricePremium,
+     *  int128 fSpotIndexPrice
+     * )
+     * @param fMarkPricePremium premium rate in ABDK format
+     * @param fSpotIndexPrice spot index price in ABDK format
+     * @returns mark price and spot index in float
+     */
+    private static ConvertUpdateMarkPrice;
+}