@d8x/perpetuals-sdk 0.1.12 → 0.2.0

package/dist/{src → esm}/priceFeeds.js

@@ -1,75 +1,8 @@
-"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; }
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-                    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 ethers_1 = require("ethers");
-var triangulator_1 = __importDefault(require("./triangulator"));
-var d8XMath_1 = require("./d8XMath");
-var buffer_1 = require("buffer");
+import { __awaiter, __generator, __read, __values } from "tslib";
+import { BigNumber } from "ethers";
+import Triangulator from "./triangulator";
+import { decNToFloat } from "./d8XMath";
+import { Buffer } from "buffer";
 /**
  * This class communicates with the REST API that provides price-data that is
  * to be submitted to the smart contracts for certain functions such as
@@ -79,7 +12,7 @@ var PriceFeeds = /** @class */ (function () {
     function PriceFeeds(dataHandler, priceFeedConfigNetwork) {
         var _a;
         this.THRESHOLD_MARKET_CLOSED_SEC = 15; // smallest lag for which we consider the market as being closed
-        var configs = require("../config/priceFeedConfig.json");
+        var configs = require("./config/priceFeedConfig.json");
         this.config = PriceFeeds._selectConfig(configs, priceFeedConfigNetwork);
         _a = __read(PriceFeeds._constructFeedInfo(this.config), 2), this.feedInfo = _a[0], this.feedEndpoints = _a[1];
         this.dataHandler = dataHandler;
@@ -94,7 +27,7 @@ var PriceFeeds = /** @class */ (function () {
         var feedSymbols = new Array();
         try {
             for (var _c = __values(this.feedInfo), _d = _c.next(); !_d.done; _d = _c.next()) {
-                var _e = __read(_d.value, 2), key = _e[0], value = _e[1];
+                var _e = __read(_d.value, 2), value = _e[1];
                 feedSymbols.push(value.symbol);
             }
         }
@@ -108,7 +41,7 @@ var PriceFeeds = /** @class */ (function () {
         try {
             for (var _f = __values(symbols.values()), _g = _f.next(); !_g.done; _g = _f.next()) {
                 var symbol = _g.value;
-                var triangulation = triangulator_1.default.triangulate(feedSymbols, symbol);
+                var triangulation = Triangulator.triangulate(feedSymbols, symbol);
                 this.triangulations.set(symbol, triangulation);
             }
         }
@@ -232,7 +165,7 @@ var PriceFeeds = /** @class */ (function () {
      */
     PriceFeeds.prototype.fetchFeedPrices = function (symbols) {
         return __awaiter(this, void 0, void 0, function () {
-            var queries, symbolsOfEndpoint, j, k, currFeed, endpointId, resultPrices, k, _a, id, pxInfo, tsSecNow, j, price, isMarketClosed;
+            var queries, symbolsOfEndpoint, j, k, currFeed, endpointId, resultPrices, k, _a, pxInfo, tsSecNow, j, price, isMarketClosed;
             return __generator(this, function (_b) {
                 switch (_b.label) {
                     case 0:
@@ -265,10 +198,10 @@ var PriceFeeds = /** @class */ (function () {
                         }
                         return [4 /*yield*/, this.fetchPriceQuery(queries[k])];
                     case 2:
-                        _a = __read.apply(void 0, [_b.sent(), 2]), id = _a[0], pxInfo = _a[1];
+                        _a = __read.apply(void 0, [_b.sent(), 2]), pxInfo = _a[1];
                         tsSecNow = Math.round(Date.now() / 1000);
                         for (j = 0; j < pxInfo.length; j++) {
-                            price = (0, d8XMath_1.decNToFloat)(ethers_1.BigNumber.from(pxInfo[j].price), -pxInfo[j].expo);
+                            price = decNToFloat(BigNumber.from(pxInfo[j].price), -pxInfo[j].expo);
                             isMarketClosed = tsSecNow - pxInfo[j].publish_time > this.THRESHOLD_MARKET_CLOSED_SEC;
                             resultPrices.set(symbolsOfEndpoint[k][j], [price, isMarketClosed]);
                         }
@@ -351,7 +284,7 @@ var PriceFeeds = /** @class */ (function () {
                             idWithinEndpoint = orderEndpointNumber[k] - 100 * endpointId;
                             priceFeedUpdates.push(data[endpointId][0][idWithinEndpoint]);
                             pxInfo = data[endpointId][1][idWithinEndpoint];
-                            price = (0, d8XMath_1.decNToFloat)(ethers_1.BigNumber.from(pxInfo.price), -pxInfo.expo);
+                            price = decNToFloat(BigNumber.from(pxInfo.price), -pxInfo.expo);
                             isMarketClosed = tsSecNow - pxInfo.publish_time > this.THRESHOLD_MARKET_CLOSED_SEC;
                             mktClosed.push(isMarketClosed);
                             prices.push(price);
@@ -407,7 +340,7 @@ var PriceFeeds = /** @class */ (function () {
                     continue;
                 }
             }
-            var _a = __read(triangulator_1.default.calculateTriangulatedPrice(triangulation, feedPriceMap), 2), px = _a[0], isMktClosed = _a[1];
+            var _a = __read(Triangulator.calculateTriangulatedPrice(triangulation, feedPriceMap), 2), px = _a[0], isMktClosed = _a[1];
             prices.push(px);
             mktClosed.push(isMktClosed);
         }
@@ -437,7 +370,7 @@ var PriceFeeds = /** @class */ (function () {
                         priceFeedUpdates = new Array();
                         px = new Array();
                         for (k = 0; k < values.length; k++) {
-                            priceFeedUpdates.push("0x" + buffer_1.Buffer.from(values[k][0], "base64").toString("hex"));
+                            priceFeedUpdates.push("0x" + Buffer.from(values[k][0], "base64").toString("hex"));
                             px.push(values[k][1]);
                         }
                         return [2 /*return*/, [priceFeedUpdates, px]];
@@ -469,7 +402,7 @@ var PriceFeeds = /** @class */ (function () {
                         priceFeedUpdates = new Array();
                         px = new Array();
                         for (k = 0; k < values.length; k++) {
-                            priceFeedUpdates.push("0x" + buffer_1.Buffer.from(values[k].id, "base64").toString("hex"));
+                            priceFeedUpdates.push("0x" + Buffer.from(values[k].id, "base64").toString("hex"));
                             px.push(values[k].price);
                         }
                         return [2 /*return*/, [priceFeedUpdates, px]];
@@ -527,5 +460,5 @@ var PriceFeeds = /** @class */ (function () {
     };
     return PriceFeeds;
 }());
-exports.default = PriceFeeds;
+export default PriceFeeds;
 //# sourceMappingURL=priceFeeds.js.map

package/dist/esm/priceFeeds.js.map

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

@@ -0,0 +1,21 @@
+import { SmartContractOrder } from "./nodeSDKTypes";
+export default class TraderDigests {
+    /**
+     * Creates an order-id from the digest. Order-id is the 'digest' used in the smart contract.
+     * @param digest  created with _createDigest
+     * @returns orderId string
+     * @ignore
+     */
+    createOrderId(digest: string): Promise<string>;
+    /**
+     * Creates a digest (order-id)
+     * @param order         smart-contract-type order
+     * @param chainId       chainId of network
+     * @param isNewOrder    true unless we cancel
+     * @param signer        ethereum-type wallet
+     * @param proxyAddress  address of the contract
+     * @returns digest
+     * @ignore
+     */
+    createDigest(order: SmartContractOrder, chainId: number, isNewOrder: boolean, proxyAddress: string): Promise<string>;
+}

package/dist/esm/traderDigests.js

@@ -0,0 +1,80 @@
+import { __awaiter, __generator } from "tslib";
+import { ethers } from "ethers";
+import { Buffer } from "buffer";
+import { concat, toUtf8Bytes } from "ethers/lib/utils";
+var TraderDigests = /** @class */ (function () {
+    function TraderDigests() {
+    }
+    /**
+     * Creates an order-id from the digest. Order-id is the 'digest' used in the smart contract.
+     * @param digest  created with _createDigest
+     * @returns orderId string
+     * @ignore
+     */
+    TraderDigests.prototype.createOrderId = function (digest) {
+        return __awaiter(this, void 0, void 0, function () {
+            var digestBuffer, messagePrefix, tmp;
+            return __generator(this, function (_a) {
+                digestBuffer = Buffer.from(digest.substring(2, digest.length), "hex");
+                messagePrefix = "\x19Ethereum Signed Message:\n";
+                tmp = concat([toUtf8Bytes(messagePrefix), toUtf8Bytes(String(digestBuffer.length)), digestBuffer]);
+                // see: https://github.com/ethers-io/ethers.js/blob/c80fcddf50a9023486e9f9acb1848aba4c19f7b6/packages/hash/src.ts/message.ts#L7
+                return [2 /*return*/, ethers.utils.keccak256(tmp)];
+            });
+        });
+    };
+    /**
+     * Creates a digest (order-id)
+     * @param order         smart-contract-type order
+     * @param chainId       chainId of network
+     * @param isNewOrder    true unless we cancel
+     * @param signer        ethereum-type wallet
+     * @param proxyAddress  address of the contract
+     * @returns digest
+     * @ignore
+     */
+    TraderDigests.prototype.createDigest = function (order, chainId, isNewOrder, proxyAddress) {
+        return __awaiter(this, void 0, void 0, function () {
+            var NAME, DOMAIN_TYPEHASH, abiCoder, domainSeparator, TRADE_ORDER_TYPEHASH, structHash, digest;
+            return __generator(this, function (_a) {
+                NAME = "Perpetual Trade Manager";
+                DOMAIN_TYPEHASH = ethers.utils.keccak256(Buffer.from("EIP712Domain(string name,uint256 chainId,address verifyingContract)"));
+                abiCoder = ethers.utils.defaultAbiCoder;
+                domainSeparator = ethers.utils.keccak256(abiCoder.encode(["bytes32", "bytes32", "uint256", "address"], [DOMAIN_TYPEHASH, ethers.utils.keccak256(Buffer.from(NAME)), chainId, proxyAddress]));
+                TRADE_ORDER_TYPEHASH = ethers.utils.keccak256(Buffer.from("Order(uint24 iPerpetualId,uint16 brokerFeeTbps,address traderAddr,address brokerAddr,int128 fAmount,int128 fLimitPrice,int128 fTriggerPrice,uint64 iDeadline,uint32 flags,int128 fLeverage,uint64 createdTimestamp)"));
+                structHash = ethers.utils.keccak256(abiCoder.encode([
+                    "bytes32",
+                    "uint24",
+                    "uint16",
+                    "address",
+                    "address",
+                    "int128",
+                    "int128",
+                    "int128",
+                    "uint64",
+                    "uint32",
+                    "int128",
+                    "uint64",
+                ], [
+                    TRADE_ORDER_TYPEHASH,
+                    order.iPerpetualId,
+                    order.brokerFeeTbps,
+                    order.traderAddr,
+                    order.brokerAddr,
+                    order.fAmount,
+                    order.fLimitPrice,
+                    order.fTriggerPrice,
+                    order.iDeadline,
+                    order.flags,
+                    order.fLeverage,
+                    order.createdTimestamp,
+                ]));
+                digest = ethers.utils.keccak256(abiCoder.encode(["bytes32", "bytes32", "bool"], [domainSeparator, structHash, isNewOrder]));
+                return [2 /*return*/, digest];
+            });
+        });
+    };
+    return TraderDigests;
+}());
+export default TraderDigests;
+//# sourceMappingURL=traderDigests.js.map

package/dist/esm/traderDigests.js.map

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

@@ -0,0 +1,79 @@
+import MarketData from "./marketData";
+import { NodeSDKConfig, SmartContractOrder, Order, ClientOrder } from "./nodeSDKTypes";
+import TraderDigests from "./traderDigests";
+/**
+ * Interface that can be used by front-end that wraps all private functions
+ * so that signatures can be handled in frontend via wallet
+ * @extends MarketData
+ */
+export default class TraderInterface extends MarketData {
+    digestTool: TraderDigests;
+    /**
+     * Constructor
+     * @param {NodeSDKConfig} config Configuration object, see
+     * PerpetualDataHandler.readSDKConfig.
+     */
+    constructor(config: NodeSDKConfig);
+    /**
+     * Get the fee that is charged to the trader for a given broker (can be ZERO-address),
+     * without broker fee
+     * @param poolSymbolName pool currency (e.g. MATIC)
+     * @param traderAddr address of trader
+     * @param brokerAddr address of broker
+     * @returns fee (in decimals) that is charged by exchange (without broker)
+     */
+    queryExchangeFee(poolSymbolName: string, traderAddr: string, brokerAddr: string): Promise<number>;
+    /**
+     *
+     * @param poolSymbolName pool symbol, e.g. MATIC
+     * @param traderAddr address of the trader
+     * @returns volume in USD
+     */
+    getCurrentTraderVolume(poolSymbolName: string, traderAddr: string): Promise<number>;
+    /**
+     * Get digest to cancel an order. Digest needs to be signed and submitted via
+     * orderBookContract.cancelOrder(orderId, signature);
+     * @param symbol
+     * @param orderId
+     * @returns tuple of digest which the trader needs to sign and address of order book contract
+     */
+    cancelOrderDigest(symbol: string, orderId: string): Promise<{
+        digest: string;
+        OBContractAddr: string;
+    }>;
+    /**
+     * Get the order book address for a perpetual
+     * @param symbol symbol (e.g. MATIC-USD-MATIC)
+     * @returns order book address for the perpetual
+     */
+    getOrderBookAddress(symbol: string): string;
+    /**
+     * createSmartContractOrder from user-friendly order
+     * @param order order struct
+     * @param traderAddr address of trader
+     * @returns Smart contract type order struct
+     */
+    createSmartContractOrder(order: Order, traderAddr: string): SmartContractOrder;
+    /**
+     * Create smart contract order and digest that the trader signs.
+     * await orderBookContract.postOrder(scOrder, signature, { gasLimit: gasLimit });
+     * Order must contain broker fee and broker address if there is supposed to be a broker.
+     * @param scOrder smart contract order struct (get from order via createSCOrder)
+     * @returns digest that the trader has to sign
+     */
+    orderDigest(scOrder: SmartContractOrder): Promise<string>;
+    /**
+     * Get the ABI of a method in the proxy contract
+     * @param method Name of the method
+     * @returns ABI as a single string
+     */
+    getProxyABI(method: string): string;
+    /**
+     * Get the ABI of a method in the Limit Order Book contract corresponding to a given symbol.
+     * @param symbol Symbol of the form MATIC-USD-MATIC
+     * @param method Name of the method
+     * @returns ABI as a single string
+     */
+    getOrderBookABI(symbol: string, method: string): string;
+    static chainOrders(orders: SmartContractOrder[], ids: string[]): ClientOrder[];
+}

package/dist/esm/traderInterface.js

@@ -0,0 +1,196 @@
+import { __awaiter, __extends, __generator } from "tslib";
+import MarketData from "./marketData";
+import PerpetualDataHandler from "./perpetualDataHandler";
+import { ZERO_ORDER_ID } from "./nodeSDKTypes";
+import TraderDigests from "./traderDigests";
+import { ABK64x64ToFloat } from "./d8XMath";
+/**
+ * Interface that can be used by front-end that wraps all private functions
+ * so that signatures can be handled in frontend via wallet
+ * @extends MarketData
+ */
+var TraderInterface = /** @class */ (function (_super) {
+    __extends(TraderInterface, _super);
+    // accTrade.order(order)
+    // cancelOrder(symbol: string, orderId: string)
+    // accTrade.setAllowance
+    // accTrade.getOrderIds("MATIC-USD-MATIC")
+    /**
+     * Constructor
+     * @param {NodeSDKConfig} config Configuration object, see
+     * PerpetualDataHandler.readSDKConfig.
+     */
+    function TraderInterface(config) {
+        var _this = _super.call(this, config) || this;
+        _this.digestTool = new TraderDigests();
+        return _this;
+    }
+    /**
+     * Get the fee that is charged to the trader for a given broker (can be ZERO-address),
+     * without broker fee
+     * @param poolSymbolName pool currency (e.g. MATIC)
+     * @param traderAddr address of trader
+     * @param brokerAddr address of broker
+     * @returns fee (in decimals) that is charged by exchange (without broker)
+     */
+    TraderInterface.prototype.queryExchangeFee = function (poolSymbolName, traderAddr, brokerAddr) {
+        return __awaiter(this, void 0, void 0, function () {
+            var poolId, feeTbps;
+            return __generator(this, function (_a) {
+                switch (_a.label) {
+                    case 0:
+                        if (this.proxyContract == null) {
+                            throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
+                        }
+                        poolId = PerpetualDataHandler._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
+                        return [4 /*yield*/, this.proxyContract.queryExchangeFee(poolId, traderAddr, brokerAddr)];
+                    case 1:
+                        feeTbps = _a.sent();
+                        return [2 /*return*/, feeTbps / 100000];
+                }
+            });
+        });
+    };
+    /**
+     *
+     * @param poolSymbolName pool symbol, e.g. MATIC
+     * @param traderAddr address of the trader
+     * @returns volume in USD
+     */
+    TraderInterface.prototype.getCurrentTraderVolume = function (poolSymbolName, traderAddr) {
+        return __awaiter(this, void 0, void 0, function () {
+            var poolId, volume;
+            return __generator(this, function (_a) {
+                switch (_a.label) {
+                    case 0:
+                        if (this.proxyContract == null) {
+                            throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
+                        }
+                        poolId = PerpetualDataHandler._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
+                        return [4 /*yield*/, this.proxyContract.getCurrentTraderVolume(poolId, traderAddr)];
+                    case 1:
+                        volume = _a.sent();
+                        return [2 /*return*/, ABK64x64ToFloat(volume)];
+                }
+            });
+        });
+    };
+    /**
+     * Get digest to cancel an order. Digest needs to be signed and submitted via
+     * orderBookContract.cancelOrder(orderId, signature);
+     * @param symbol
+     * @param orderId
+     * @returns tuple of digest which the trader needs to sign and address of order book contract
+     */
+    TraderInterface.prototype.cancelOrderDigest = function (symbol, orderId) {
+        return __awaiter(this, void 0, void 0, function () {
+            var orderBookContract, scOrder, digest;
+            return __generator(this, function (_a) {
+                switch (_a.label) {
+                    case 0:
+                        if (this.proxyContract == null) {
+                            throw Error("no proxy contract initialized. Use createProxyInstance().");
+                        }
+                        orderBookContract = this.getOrderBookContract(symbol);
+                        return [4 /*yield*/, orderBookContract.orderOfDigest(orderId)];
+                    case 1:
+                        scOrder = _a.sent();
+                        return [4 /*yield*/, this.digestTool.createDigest(scOrder, this.chainId, false, this.proxyAddr)];
+                    case 2:
+                        digest = _a.sent();
+                        return [2 /*return*/, { digest: digest, OBContractAddr: orderBookContract.address }];
+                }
+            });
+        });
+    };
+    /**
+     * Get the order book address for a perpetual
+     * @param symbol symbol (e.g. MATIC-USD-MATIC)
+     * @returns order book address for the perpetual
+     */
+    TraderInterface.prototype.getOrderBookAddress = function (symbol) {
+        var orderBookContract = this.getOrderBookContract(symbol);
+        return orderBookContract.address;
+    };
+    /**
+     * createSmartContractOrder from user-friendly order
+     * @param order order struct
+     * @param traderAddr address of trader
+     * @returns Smart contract type order struct
+     */
+    TraderInterface.prototype.createSmartContractOrder = function (order, traderAddr) {
+        var scOrder = TraderInterface.toSmartContractOrder(order, traderAddr, this.symbolToPerpStaticInfo);
+        return scOrder;
+    };
+    /**
+     * Create smart contract order and digest that the trader signs.
+     * await orderBookContract.postOrder(scOrder, signature, { gasLimit: gasLimit });
+     * Order must contain broker fee and broker address if there is supposed to be a broker.
+     * @param scOrder smart contract order struct (get from order via createSCOrder)
+     * @returns digest that the trader has to sign
+     */
+    TraderInterface.prototype.orderDigest = function (scOrder) {
+        return __awaiter(this, void 0, void 0, function () {
+            var digest;
+            return __generator(this, function (_a) {
+                switch (_a.label) {
+                    case 0:
+                        if (this.proxyContract == null) {
+                            throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
+                        }
+                        return [4 /*yield*/, this.digestTool.createDigest(scOrder, this.chainId, true, this.proxyContract.address)];
+                    case 1:
+                        digest = _a.sent();
+                        return [2 /*return*/, digest];
+                }
+            });
+        });
+    };
+    /**
+     * Get the ABI of a method in the proxy contract
+     * @param method Name of the method
+     * @returns ABI as a single string
+     */
+    TraderInterface.prototype.getProxyABI = function (method) {
+        if (this.proxyContract == null) {
+            throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
+        }
+        return PerpetualDataHandler._getABIFromContract(this.proxyContract, method);
+    };
+    /**
+     * Get the ABI of a method in the Limit Order Book contract corresponding to a given symbol.
+     * @param symbol Symbol of the form MATIC-USD-MATIC
+     * @param method Name of the method
+     * @returns ABI as a single string
+     */
+    TraderInterface.prototype.getOrderBookABI = function (symbol, method) {
+        if (this.proxyContract == null) {
+            throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
+        }
+        var orderBookContract = this.getOrderBookContract(symbol);
+        return PerpetualDataHandler._getABIFromContract(orderBookContract, method);
+    };
+    TraderInterface.chainOrders = function (orders, ids) {
+        // add dependency
+        var obOrders = new Array(orders.length);
+        if (orders.length == 1 || orders.length > 3) {
+            // nothing to add
+            obOrders = orders.map(function (o) { return PerpetualDataHandler.fromSmartContratOrderToClientOrder(o); });
+        }
+        else if (orders.length == 2) {
+            // first order is parent, second a child
+            obOrders[0] = PerpetualDataHandler.fromSmartContratOrderToClientOrder(orders[0], [ids[1], ZERO_ORDER_ID]);
+            obOrders[1] = PerpetualDataHandler.fromSmartContratOrderToClientOrder(orders[1], [ZERO_ORDER_ID, ids[0]]);
+        }
+        else {
+            // first order is parent, other two its children
+            obOrders[0] = PerpetualDataHandler.fromSmartContratOrderToClientOrder(orders[0], [ids[1], ids[2]]);
+            obOrders[1] = PerpetualDataHandler.fromSmartContratOrderToClientOrder(orders[1], [ZERO_ORDER_ID, ids[0]]);
+            obOrders[2] = PerpetualDataHandler.fromSmartContratOrderToClientOrder(orders[2], [ZERO_ORDER_ID, ids[0]]);
+        }
+        return obOrders;
+    };
+    return TraderInterface;
+}(MarketData));
+export default TraderInterface;
+//# sourceMappingURL=traderInterface.js.map

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package/dist/esm/triangulator.d.ts

@@ -0,0 +1,27 @@
+export default class Triangulator {
+    /**
+     * Find all possible triangulation paths
+     * @param ccyBase array of base currencies ['BTC', 'ETH', 'MATIC', ...]
+     * @param ccyQuote array of quote currencies corresponding to base ['USD', 'USD', ...]
+     * @param pair pair we want to calculate, e.g. BTC-USDC
+     * @returns array of different paths for which multiplication leads to
+     *  desired pair, e.g. [['MATIC-USD'], ['MATIC-ETH', 'ETH-USD']]
+     */
+    static findPath(ccyBase: string[], ccyQuote: string[], pair: string): Array<Array<string>>;
+    /**
+     * Calculate the triangulated price from underlying prices
+     * @param triangulation triangulation of with symbol and is-inverted flag
+     * @param feedIdxPrices map of symbol to price
+     * @returns triangulated price (scalar), true if market closed or price unavailable
+     */
+    static calculateTriangulatedPrice(triangulation: [string[], boolean[]], feedIdxPrices: Map<string, [number, boolean]>): [number, boolean];
+    /**
+     * Finds shortest path and returns indices required and whether to divide or not
+     * @example triangulate BTC-USDC:  [ [ 'BTC-USD', 'USDC-USD' ], [ false, true ] ]
+     * @param ccyArr array of available indices (e.g. from websocket)
+     * @param symbol symbol we are looking for (e.g. MATIC-USDC)
+     * @returns shortest path with given indices, array whether we have to divide (true) or multiply
+     *  to arrive at the desired price
+     */
+    static triangulate(ccyArr: string[], symbol: string): [string[], boolean[]];
+}