@d8x/perpetuals-sdk 0.1.12 → 0.2.0

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

@@ -1,91 +1,11 @@
 "use strict";
-var __extends = (this && this.__extends) || (function () {
-    var extendStatics = function (d, b) {
-        extendStatics = Object.setPrototypeOf ||
-            ({ __proto__: [] } instanceof Array && function (d, b) { d.__proto__ = b; }) ||
-            function (d, b) { for (var p in b) if (Object.prototype.hasOwnProperty.call(b, p)) d[p] = b[p]; };
-        return extendStatics(d, b);
-    };
-    return function (d, b) {
-        if (typeof b !== "function" && b !== null)
-            throw new TypeError("Class extends value " + String(b) + " is not a constructor or null");
-        extendStatics(d, b);
-        function __() { this.constructor = d; }
-        d.prototype = b === null ? Object.create(b) : (__.prototype = b.prototype, new __());
-    };
-})();
-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 d8XMath_1 = require("./d8XMath");
 require("./nodeSDKTypes");
 var nodeSDKTypes_1 = require("./nodeSDKTypes");
-var perpetualDataHandler_1 = __importDefault(require("./perpetualDataHandler"));
+var perpetualDataHandler_1 = tslib_1.__importDefault(require("./perpetualDataHandler"));
 var utils_1 = require("./utils");
 /**
  * Functions to access market data (e.g., information on open orders, information on products that can be traded).
@@ -94,7 +14,7 @@ var utils_1 = require("./utils");
  * @extends PerpetualDataHandler
  */
 var MarketData = /** @class */ (function (_super) {
-    __extends(MarketData, _super);
+    tslib_1.__extends(MarketData, _super);
     /**
      * Constructor
      * @param {NodeSDKConfig} config Configuration object, see
@@ -123,8 +43,8 @@ var MarketData = /** @class */ (function (_super) {
      * @param provider optional provider
      */
     MarketData.prototype.createProxyInstance = function (provider) {
-        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:
                         if (provider == undefined) {
@@ -202,8 +122,8 @@ var MarketData = /** @class */ (function (_super) {
      * @returns {ExchangeInfo} Array of static data for all the pools and perpetuals in the system.
      */
     MarketData.prototype.exchangeInfo = function () {
-        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:
                         if (this.proxyContract == null) {
@@ -237,9 +157,9 @@ var MarketData = /** @class */ (function (_super) {
      * @returns {Array<Array<Order>, Array<string>>} Array of open orders and corresponding order-ids.
      */
     MarketData.prototype.openOrders = function (traderAddr, symbol) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var orderBookContract, _a, orders, digests;
-            return __generator(this, function (_b) {
+            return tslib_1.__generator(this, function (_b) {
                 switch (_b.label) {
                     case 0:
                         orderBookContract = this.getOrderBookContract(symbol);
@@ -248,7 +168,7 @@ var MarketData = /** @class */ (function (_super) {
                                 MarketData.orderIdsOfTrader(traderAddr, orderBookContract),
                             ])];
                     case 1:
-                        _a = __read.apply(void 0, [_b.sent(), 2]), orders = _a[0], digests = _a[1];
+                        _a = tslib_1.__read.apply(void 0, [_b.sent(), 2]), orders = _a[0], digests = _a[1];
                         return [2 /*return*/, { orders: orders, orderIds: digests }];
                 }
             });
@@ -276,9 +196,9 @@ var MarketData = /** @class */ (function (_super) {
      * @returns {MarginAccount} Position risk of trader.
      */
     MarketData.prototype.positionRisk = function (traderAddr, symbol) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var obj, mgnAcct;
-            return __generator(this, function (_a) {
+            return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0:
                         if (this.proxyContract == null) {
@@ -305,9 +225,9 @@ var MarketData = /** @class */ (function (_super) {
      */
     MarketData.prototype.positionRiskOnTrade = function (traderAddr, order, account, indexPriceInfo) {
         var _a, _b, _c, _d, _e;
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var obj, lotSizeBC, perpetualState, _f, S2, S3, Sm, currentMarginCashCC, currentPositionBC, currentLockedInQC, tradeAmountBC, newPositionBC, newSide, tradePrice, _g, poolId, exchangeFeeTbps, exchangeFeeCC, brokerFeeCC, referralFeeCC, isClose, isOpen, isFlip, keepPositionLvgOnClose, traderDepositCC, targetLvg, initialMarginRate, _h, b0, pos0, deltaCashCC, deltaLockedQC, pnl, newLockedInValueQC, newMarginCashCC, newEntryPrice, newMarginBalanceCC, newLeverage, _j, S2Liq, S3Liq, tau, newPositionRisk;
-            return __generator(this, function (_k) {
+            return tslib_1.__generator(this, function (_k) {
                 switch (_k.label) {
                     case 0:
                         if (this.proxyContract == null) {
@@ -334,7 +254,7 @@ var MarketData = /** @class */ (function (_super) {
                         return [4 /*yield*/, this.getPerpetualState(order.symbol, indexPriceInfo)];
                     case 5:
                         perpetualState = _k.sent();
-                        _f = __read([perpetualState.indexPrice, perpetualState.collToQuoteIndexPrice, perpetualState.markPrice], 3), S2 = _f[0], S3 = _f[1], Sm = _f[2];
+                        _f = tslib_1.__read([perpetualState.indexPrice, perpetualState.collToQuoteIndexPrice, perpetualState.markPrice], 3), S2 = _f[0], S3 = _f[1], Sm = _f[2];
                         currentMarginCashCC = account.collateralCC;
                         currentPositionBC = (account.side == nodeSDKTypes_1.BUY_SIDE ? 1 : -1) * account.positionNotionalBaseCCY;
                         currentLockedInQC = account.entryPrice * currentPositionBC;
@@ -373,7 +293,7 @@ var MarketData = /** @class */ (function (_super) {
                         else {
                             initialMarginRate = this.symbolToPerpStaticInfo.get(account.symbol).initialMarginRate;
                             targetLvg = isFlip || isOpen ? (_e = order.leverage) !== null && _e !== void 0 ? _e : 1 / initialMarginRate : 0;
-                            _h = __read(isOpen ? [0, 0] : [account.collateralCC, currentPositionBC], 2), b0 = _h[0], pos0 = _h[1];
+                            _h = tslib_1.__read(isOpen ? [0, 0] : [account.collateralCC, currentPositionBC], 2), b0 = _h[0], pos0 = _h[1];
                             traderDepositCC = (0, d8XMath_1.getDepositAmountForLvgTrade)(b0, pos0, tradeAmountBC, targetLvg, tradePrice, S3, Sm);
                             // fees are paid from wallet in this case
                             traderDepositCC += exchangeFeeCC + brokerFeeCC + referralFeeCC;
@@ -396,7 +316,7 @@ var MarketData = /** @class */ (function (_super) {
                             : newMarginBalanceCC <= 0
                                 ? Infinity
                                 : (Math.abs(newPositionBC) * Sm) / S3 / newMarginBalanceCC;
-                        _j = __read(MarketData._getLiquidationParams(account.symbol, newLockedInValueQC, newPositionBC, newMarginCashCC, Sm, S3, this.symbolToPerpStaticInfo), 3), S2Liq = _j[0], S3Liq = _j[1], tau = _j[2];
+                        _j = tslib_1.__read(MarketData._getLiquidationParams(account.symbol, newLockedInValueQC, newPositionBC, newMarginCashCC, Sm, S3, this.symbolToPerpStaticInfo), 3), S2Liq = _j[0], S3Liq = _j[1], tau = _j[2];
                         newPositionRisk = {
                             symbol: account.symbol,
                             positionNotionalBaseCCY: Math.abs(newPositionBC),
@@ -424,9 +344,9 @@ var MarketData = /** @class */ (function (_super) {
      * @returns {MarginAccount} Position risk after
      */
     MarketData.prototype.positionRiskOnCollateralAction = function (deltaCollateral, account, indexPriceInfo) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var obj, perpetualState, _a, S2, S3, Sm, positionBC, lockedInQC, newMarginCashCC, newMarginBalanceCC, newLeverage, _b, S2Liq, S3Liq, tau, newPositionRisk;
-            return __generator(this, function (_c) {
+            return tslib_1.__generator(this, function (_c) {
                 switch (_c.label) {
                     case 0:
                         if (this.proxyContract == null) {
@@ -444,7 +364,7 @@ var MarketData = /** @class */ (function (_super) {
                     case 2: return [4 /*yield*/, this.getPerpetualState(account.symbol, indexPriceInfo)];
                     case 3:
                         perpetualState = _c.sent();
-                        _a = __read([perpetualState.indexPrice, perpetualState.collToQuoteIndexPrice, perpetualState.markPrice], 3), S2 = _a[0], S3 = _a[1], Sm = _a[2];
+                        _a = tslib_1.__read([perpetualState.indexPrice, perpetualState.collToQuoteIndexPrice, perpetualState.markPrice], 3), S2 = _a[0], S3 = _a[1], Sm = _a[2];
                         // no position: just increase collateral and kill liquidation vars
                         if (account.positionNotionalBaseCCY == 0) {
                             return [2 /*return*/, {
@@ -483,7 +403,7 @@ var MarketData = /** @class */ (function (_super) {
                                 }];
                         }
                         newLeverage = (Math.abs(positionBC) * Sm) / S3 / newMarginBalanceCC;
-                        _b = __read(MarketData._getLiquidationParams(account.symbol, lockedInQC, positionBC, newMarginCashCC, Sm, S3, this.symbolToPerpStaticInfo), 3), S2Liq = _b[0], S3Liq = _b[1], tau = _b[2];
+                        _b = tslib_1.__read(MarketData._getLiquidationParams(account.symbol, lockedInQC, positionBC, newMarginCashCC, Sm, S3, this.symbolToPerpStaticInfo), 3), S2Liq = _b[0], S3Liq = _b[1], tau = _b[2];
                         newPositionRisk = {
                             symbol: account.symbol,
                             positionNotionalBaseCCY: account.positionNotionalBaseCCY,
@@ -530,9 +450,9 @@ var MarketData = /** @class */ (function (_super) {
      * @returns Balance
      */
     MarketData.prototype.getWalletBalance = function (address, symbol) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var poolIdx, marginTokenAddr, token, walletBalanceDec18;
-            return __generator(this, function (_a) {
+            return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0:
                         poolIdx = this.getPoolIndexFromSymbol(symbol);
@@ -555,9 +475,9 @@ var MarketData = /** @class */ (function (_super) {
      * @returns Maximal trade size, not signed
      */
     MarketData.prototype.maxOrderSizeForTrader = function (side, positionRisk) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var curPosition, perpId, perpMaxPositionABK;
-            return __generator(this, function (_a) {
+            return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0:
                         curPosition = side == nodeSDKTypes_1.BUY_SIDE ? positionRisk.positionNotionalBaseCCY : -positionRisk.positionNotionalBaseCCY;
@@ -577,9 +497,9 @@ var MarketData = /** @class */ (function (_super) {
      * @returns signed maximal position size in base currency
      */
     MarketData.prototype.maxSignedPosition = function (side, symbol) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var perpId, isBuy, maxSignedPos;
-            return __generator(this, function (_a) {
+            return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0:
                         perpId = this.getPerpIdFromSymbol(symbol);
@@ -613,9 +533,9 @@ var MarketData = /** @class */ (function (_super) {
      * @returns {number} Price of index in given currency.
      */
     MarketData.prototype.getOraclePrice = function (base, quote) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var px;
-            return __generator(this, function (_a) {
+            return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0:
                         if (this.proxyContract == null) {
@@ -630,9 +550,9 @@ var MarketData = /** @class */ (function (_super) {
         });
     };
     MarketData.prototype.getOrderStatus = function (symbol, orderId) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var orderBookContract, status;
-            return __generator(this, function (_a) {
+            return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0:
                         if (this.proxyContract == null) {
@@ -668,9 +588,9 @@ var MarketData = /** @class */ (function (_super) {
      * @returns mark price
      */
     MarketData.prototype.getMarkPrice = function (symbol, indexPrices) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var obj;
-            return __generator(this, function (_a) {
+            return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0:
                         if (this.proxyContract == null) {
@@ -709,9 +629,9 @@ var MarketData = /** @class */ (function (_super) {
      * @returns price (number)
      */
     MarketData.prototype.getPerpetualPrice = function (symbol, quantity, indexPrices) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var obj;
-            return __generator(this, function (_a) {
+            return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0:
                         if (this.proxyContract == null) {
@@ -736,9 +656,9 @@ var MarketData = /** @class */ (function (_super) {
      * @returns PerpetualState reference
      */
     MarketData.prototype.getPerpetualState = function (symbol, indexPriceInfo) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var obj, state;
-            return __generator(this, function (_a) {
+            return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0:
                         if (this.proxyContract == null) {
@@ -804,8 +724,8 @@ var MarketData = /** @class */ (function (_super) {
      * @returns {number} price
      */
     MarketData.prototype.getPerpetualMidPrice = 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:
                         if (this.proxyContract == null) {
@@ -825,9 +745,9 @@ var MarketData = /** @class */ (function (_super) {
      * @ignore
      */
     MarketData.prototype.openOrdersOnOrderBook = function (traderAddr, orderBookContract) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var orders, userFriendlyOrders, k;
-            return __generator(this, function (_a) {
+            return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0: return [4 /*yield*/, orderBookContract.getOrders(traderAddr, 0, 15)];
                     case 1:
@@ -851,9 +771,9 @@ var MarketData = /** @class */ (function (_super) {
      * @ignore
      */
     MarketData.orderIdsOfTrader = function (traderAddr, orderBookContract) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var digestsRaw, k, digests;
-            return __generator(this, function (_a) {
+            return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0: return [4 /*yield*/, orderBookContract.limitDigestsOfTrader(traderAddr, 0, 15)];
                     case 1:
@@ -878,9 +798,9 @@ var MarketData = /** @class */ (function (_super) {
      * @returns available margin in collateral currency
      */
     MarketData.prototype.getAvailableMargin = function (traderAddr, symbol, indexPrices) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var obj, perpID, traderState, idx_availableMargin, mgn;
-            return __generator(this, function (_a) {
+            return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0:
                         if (this.proxyContract == null) {
@@ -911,9 +831,9 @@ var MarketData = /** @class */ (function (_super) {
      * @returns a loyality score (4 worst, 1 best)
      */
     MarketData.prototype.getTraderLoyalityScore = function (traderAddr, brokerAddr) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var brokerProm, traderProm, k, brkrVol_1, trdrVol_1, totalBrokerVolume, totalTraderVolume, brkrVol, trdrVol, k, volumeCap, score, rank4;
-            return __generator(this, function (_a) {
+            return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0:
                         if (this.proxyContract == null) {
@@ -953,10 +873,10 @@ var MarketData = /** @class */ (function (_super) {
         });
     };
     MarketData._exchangeInfo = function (_proxyContract, _poolStaticInfos, _symbolToPerpStaticInfo, _symbolList, _priceFeedGetter) {
-        return __awaiter(this, void 0, void 0, function () {
-            var nestedPerpetualIDs, factory, info, numPools, allSym, _a, _b, perpSymbol, sInfo, allSymArr, idxPriceMap, j, perpetualIDs, pool, PoolState, poolSymbol, k, perp, symS2, symS3, perpSymbol, res, _c, indexS2, isS2MktClosed, indexS3, isS3MktClosed, fMidPrice, markPremiumRate, currentFundingRateBps, state, isMktClosed, PerpetualState;
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
+            var nestedPerpetualIDs, factory, info, numPools, allSym, _a, _b, perpSymbol, sInfo, allSymArr, idxPriceMap, j, perpetualIDs, pool, PoolState, k, perp, symS2, symS3, res, _c, indexS2, isS2MktClosed, indexS3, isS3MktClosed, fMidPrice, markPremiumRate, currentFundingRateBps, state, isMktClosed, PerpetualState;
             var e_1, _d;
-            return __generator(this, function (_e) {
+            return tslib_1.__generator(this, function (_e) {
                 switch (_e.label) {
                     case 0: return [4 /*yield*/, perpetualDataHandler_1.default.getNestedPerpetualIds(_proxyContract)];
                     case 1:
@@ -968,7 +888,7 @@ var MarketData = /** @class */ (function (_super) {
                         numPools = nestedPerpetualIDs.length;
                         allSym = new Set();
                         try {
-                            for (_a = __values(_symbolToPerpStaticInfo.keys()), _b = _a.next(); !_b.done; _b = _a.next()) {
+                            for (_a = tslib_1.__values(_symbolToPerpStaticInfo.keys()), _b = _a.next(); !_b.done; _b = _a.next()) {
                                 perpSymbol = _b.value;
                                 sInfo = _symbolToPerpStaticInfo.get(perpSymbol);
                                 allSym.add(sInfo.S2Symbol);
@@ -1008,7 +928,6 @@ var MarketData = /** @class */ (function (_super) {
                             brokerCollateralLotSize: (0, d8XMath_1.ABK64x64ToFloat)(pool.fBrokerCollateralLotSize),
                             perpetuals: [],
                         };
-                        poolSymbol = PoolState.poolSymbol;
                         k = 0;
                         _e.label = 6;
                     case 6:
@@ -1022,12 +941,11 @@ var MarketData = /** @class */ (function (_super) {
                         symS3 = (0, utils_1.contractSymbolToSymbol)(perp.S3BaseCCY, _symbolList) +
                             "-" +
                             (0, utils_1.contractSymbolToSymbol)(perp.S3QuoteCCY, _symbolList);
-                        perpSymbol = symS2 + "-" + poolSymbol;
                         res = idxPriceMap.get(symS2);
                         if (res == undefined) {
                             throw new Error("Price for index ".concat(symS2, " could not be fetched - config issue"));
                         }
-                        _c = __read([res[0], res[1]], 2), indexS2 = _c[0], isS2MktClosed = _c[1];
+                        _c = tslib_1.__read([res[0], res[1]], 2), indexS2 = _c[0], isS2MktClosed = _c[1];
                         indexS3 = 1;
                         isS3MktClosed = false;
                         if (perp.eCollateralCurrency == nodeSDKTypes_1.COLLATERAL_CURRENCY_BASE) {

package/dist/cjs/marketData.js.map

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

@@ -153,7 +153,7 @@ export interface Order {
     leverage?: number | undefined;
     deadline?: number | undefined;
     timestamp: number;
-    submittedBlock?: number;
+    submittedTimestamp?: number;
     parentChildOrderIds?: [string, string];
 }
 export interface TradeEvent {
@@ -178,7 +178,7 @@ export interface TradeEvent {
         int128 fLeverage; // 0 if deposit and trade separate
         uint64 iDeadline;
         uint64 createdTimestamp;
-        uint64 submittedBlock;
+        uint64 submittedTimestamp;
     }
  */
 export interface SmartContractOrder {
@@ -195,7 +195,7 @@ export interface SmartContractOrder {
     fLeverage: BigNumberish;
     iDeadline: BigNumberish;
     createdTimestamp: BigNumberish;
-    submittedBlock: BigNumberish;
+    submittedTimestamp: BigNumberish;
 }
 /**
  *     struct ClientOrder {
@@ -212,7 +212,7 @@ export interface SmartContractOrder {
         int128 fLeverage; // 0 if deposit and trade separate
         uint64 iDeadline;
         uint64 createdTimestamp;
-        //uint64 submittedBlock <- will be set by LimitOrderBook
+        //uint64 submittedTimestamp <- will be set by LimitOrderBook
         bytes32 parentChildDigest1;
         bytes32 parentChildDigest2;
     }
@@ -262,5 +262,5 @@ export interface PriceFeedFormat {
 }
 export declare const DEFAULT_CONFIG_MAINNET_NAME = "mainnet";
 export declare const DEFAULT_CONFIG_TESTNET_NAME = "central-park";
-export declare function loadABIs(config: NodeSDKConfig): Promise<void>;
+export declare function loadABIs(config: NodeSDKConfig): void;
 export declare const DEFAULT_CONFIG: NodeSDKConfig[];

package/dist/cjs/nodeSDKTypes.js

@@ -0,0 +1,64 @@
+"use strict";
+var e_1, _a;
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.DEFAULT_CONFIG = exports.loadABIs = exports.DEFAULT_CONFIG_TESTNET_NAME = exports.DEFAULT_CONFIG_MAINNET_NAME = 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.SYMBOL_LIST = exports.MOCK_TOKEN_SWAP_ABI = exports.ERC20_ABI = void 0;
+var tslib_1 = require("tslib");
+var ethers_1 = require("ethers");
+exports.ERC20_ABI = require("./abi/ERC20.json");
+exports.MOCK_TOKEN_SWAP_ABI = require("./abi/MockTokenSwap.json");
+exports.SYMBOL_LIST = new Map(Object.entries(require("./config/symbolList.json")));
+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.ZERO_ADDRESS = ethers_1.constants.AddressZero;
+exports.ZERO_ORDER_ID = ethers_1.constants.HashZero;
+exports.ONE_64x64 = ethers_1.BigNumber.from("0x010000000000000000");
+exports.MAX_64x64 = ethers_1.BigNumber.from("0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF");
+exports.MAX_UINT_256 = ethers_1.BigNumber.from(2).pow(256).sub(ethers_1.BigNumber.from(1));
+exports.DECIMALS = ethers_1.BigNumber.from(10).pow(ethers_1.BigNumber.from(18));
+exports.ORDER_MAX_DURATION_SEC = 60 * 60 * 24 * 30 * 4;
+exports.MASK_CLOSE_ONLY = ethers_1.BigNumber.from("0x80000000");
+exports.MASK_LIMIT_ORDER = ethers_1.BigNumber.from("0x04000000");
+exports.MASK_MARKET_ORDER = ethers_1.BigNumber.from("0x40000000");
+exports.MASK_STOP_ORDER = ethers_1.BigNumber.from("0x20000000");
+exports.MASK_KEEP_POS_LEVERAGE = ethers_1.BigNumber.from("0x08000000");
+exports.ORDER_TYPE_LIMIT = "LIMIT";
+exports.ORDER_TYPE_MARKET = "MARKET";
+exports.ORDER_TYPE_STOP_MARKET = "STOP_MARKET";
+exports.ORDER_TYPE_STOP_LIMIT = "STOP_LIMIT";
+exports.BUY_SIDE = "BUY";
+exports.SELL_SIDE = "SELL";
+exports.CLOSED_SIDE = "CLOSED";
+var CollaterlCCY;
+(function (CollaterlCCY) {
+    CollaterlCCY[CollaterlCCY["QUOTE"] = 0] = "QUOTE";
+    CollaterlCCY[CollaterlCCY["BASE"] = 1] = "BASE";
+    CollaterlCCY[CollaterlCCY["QUANTO"] = 2] = "QUANTO";
+})(CollaterlCCY = exports.CollaterlCCY || (exports.CollaterlCCY = {}));
+exports.DEFAULT_CONFIG_MAINNET_NAME = "mainnet";
+exports.DEFAULT_CONFIG_TESTNET_NAME = "central-park";
+function loadABIs(config) {
+    if (config.proxyABILocation.length > 0) {
+        config.proxyABI = require("./abi/".concat(config.proxyABILocation));
+        config.lobFactoryABI = require("./abi/".concat(config.limitOrderBookFactoryABILocation));
+        config.lobABI = require("./abi/".concat(config.limitOrderBookABILocation));
+    }
+}
+exports.loadABIs = loadABIs;
+var constConfig = require("./config/defaultConfig.json");
+try {
+    for (var constConfig_1 = tslib_1.__values(constConfig), constConfig_1_1 = constConfig_1.next(); !constConfig_1_1.done; constConfig_1_1 = constConfig_1.next()) {
+        var config = constConfig_1_1.value;
+        loadABIs(config);
+    }
+}
+catch (e_1_1) { e_1 = { error: e_1_1 }; }
+finally {
+    try {
+        if (constConfig_1_1 && !constConfig_1_1.done && (_a = constConfig_1.return)) _a.call(constConfig_1);
+    }
+    finally { if (e_1) throw e_1.error; }
+}
+exports.DEFAULT_CONFIG = constConfig;
+//# sourceMappingURL=nodeSDKTypes.js.map

package/dist/cjs/nodeSDKTypes.js.map

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

@@ -1,5 +1,5 @@
 import { ethers } from "ethers";
-import { NodeSDKConfig, Order, PerpetualStaticInfo, PriceFeedSubmission } from "./nodeSDKTypes";
+import { NodeSDKConfig, Order, PerpetualStaticInfo, PriceFeedSubmission, SmartContractOrder } from "./nodeSDKTypes";
 import WriteAccessHandler from "./writeAccessHandler";
 /**
  * Functions to execute existing conditional orders from the limit order book. This class
@@ -8,7 +8,7 @@ import WriteAccessHandler from "./writeAccessHandler";
  * @extends WriteAccessHandler
  */
 export default class OrderReferrerTool extends WriteAccessHandler {
-    static BLOCK_DELAY: number;
+    static TRADE_DELAY: number;
     /**
      * Constructor.
      * @param {NodeSDKConfig} config Configuration object, see PerpetualDataHandler.readSDKConfig.
@@ -64,6 +64,7 @@ export default class OrderReferrerTool extends WriteAccessHandler {
      * @returns Transaction object.
      */
     executeOrder(symbol: string, orderId: string, referrerAddr?: string, nonce?: number, submission?: PriceFeedSubmission): Promise<ethers.ContractTransaction>;
+    executeOrders(symbol: string, orderIds: string[], referrerAddr?: string, nonce?: number, submission?: PriceFeedSubmission): Promise<ethers.ContractTransaction>;
     /**
      * 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.
@@ -175,7 +176,7 @@ export default class OrderReferrerTool extends WriteAccessHandler {
      * main();
      * @returns true if order can be executed for the current state of the perpetuals
      */
-    isTradeable(order: Order, indexPrices?: [number, number]): Promise<boolean>;
+    isTradeable(order: Order, blockTimestamp?: number, indexPrices?: [number, number]): Promise<boolean>;
     /**
      * Check for a batch of orders on the same perpetual whether they can be traded
      * @param orders orders belonging to 1 perpetual
@@ -183,7 +184,13 @@ export default class OrderReferrerTool extends WriteAccessHandler {
      * if not defined.
      * @returns array of tradeable boolean
      */
-    isTradeableBatch(orders: Order[], indexPrices?: [number, number, boolean, boolean]): Promise<boolean[]>;
-    static _isTradeable(order: Order, tradePrice: number, markPrice: number, block: number, symbolToPerpInfoMap: Map<string, PerpetualStaticInfo>): boolean;
+    isTradeableBatch(orders: Order[], blockTimestamp?: number, indexPrices?: [number, number, boolean, boolean]): Promise<boolean[]>;
+    protected _isTradeable(order: Order, tradePrice: number, markPrice: number, blockTimestamp: number, symbolToPerpInfoMap: Map<string, PerpetualStaticInfo>): boolean;
+    /**
+     * Wrapper of static method to use after mappings have been loaded into memory.
+     * @param scOrder Perpetual order as received in the proxy events.
+     * @returns A user-friendly order struct.
+     */
+    smartContractOrderToOrder(scOrder: SmartContractOrder): Order;
     getTransactionCount(blockTag?: ethers.providers.BlockTag): Promise<number>;
 }