@d8x/perpetuals-sdk 0.1.12 → 0.2.0

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

@@ -1,79 +1,10 @@
 "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 __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 perpetualDataHandler_1 = __importDefault(require("./perpetualDataHandler"));
-var writeAccessHandler_1 = __importDefault(require("./writeAccessHandler"));
+var perpetualDataHandler_1 = tslib_1.__importDefault(require("./perpetualDataHandler"));
+var writeAccessHandler_1 = tslib_1.__importDefault(require("./writeAccessHandler"));
 /**
  * Functions to execute existing conditional orders from the limit order book. This class
  * requires a private key and executes smart-contract interactions that require
@@ -81,7 +12,7 @@ var writeAccessHandler_1 = __importDefault(require("./writeAccessHandler"));
  * @extends WriteAccessHandler
  */
 var OrderReferrerTool = /** @class */ (function (_super) {
-    __extends(OrderReferrerTool, _super);
+    tslib_1.__extends(OrderReferrerTool, _super);
     /**
      * Constructor.
      * @param {NodeSDKConfig} config Configuration object, see PerpetualDataHandler.readSDKConfig.
@@ -139,9 +70,9 @@ var OrderReferrerTool = /** @class */ (function (_super) {
      * @returns Transaction object.
      */
     OrderReferrerTool.prototype.executeOrder = function (symbol, orderId, referrerAddr, nonce, submission) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var orderBookSC, options;
-            return __generator(this, function (_a) {
+            return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0:
                         if (this.proxyContract == null || this.signer == null) {
@@ -168,6 +99,36 @@ var OrderReferrerTool = /** @class */ (function (_super) {
             });
         });
     };
+    OrderReferrerTool.prototype.executeOrders = function (symbol, orderIds, referrerAddr, nonce, submission) {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
+            var orderBookSC, options;
+            return tslib_1.__generator(this, function (_a) {
+                switch (_a.label) {
+                    case 0:
+                        if (this.proxyContract == null || this.signer == null) {
+                            throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
+                        }
+                        orderBookSC = this.getOrderBookContract(symbol);
+                        if (typeof referrerAddr == "undefined") {
+                            referrerAddr = this.traderAddr;
+                        }
+                        if (!(submission == undefined)) return [3 /*break*/, 2];
+                        return [4 /*yield*/, this.priceFeedGetter.fetchLatestFeedPriceInfoForPerpetual(symbol)];
+                    case 1:
+                        submission = _a.sent();
+                        _a.label = 2;
+                    case 2:
+                        options = {
+                            gasLimit: this.gasLimit,
+                            nonce: nonce,
+                            value: this.PRICE_UPDATE_FEE_GWEI * (submission === null || submission === void 0 ? void 0 : submission.priceFeedVaas.length),
+                        };
+                        return [4 /*yield*/, orderBookSC.executeOrders(orderIds, referrerAddr, submission === null || submission === void 0 ? void 0 : submission.priceFeedVaas, submission === null || submission === void 0 ? void 0 : submission.timestamps, options)];
+                    case 3: return [2 /*return*/, _a.sent()];
+                }
+            });
+        });
+    };
     /**
      * 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.
@@ -189,9 +150,9 @@ var OrderReferrerTool = /** @class */ (function (_super) {
      * @returns Array with all open orders and their IDs.
      */
     OrderReferrerTool.prototype.getAllOpenOrders = function (symbol) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var totalOrders;
-            return __generator(this, function (_a) {
+            return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0: return [4 /*yield*/, this.numberOfOpenOrders(symbol)];
                     case 1:
@@ -223,9 +184,9 @@ var OrderReferrerTool = /** @class */ (function (_super) {
      * @returns {number} Number of open orders.
      */
     OrderReferrerTool.prototype.numberOfOpenOrders = function (symbol) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var orderBookSC, numOrders;
-            return __generator(this, function (_a) {
+            return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0:
                         if (this.proxyContract == null) {
@@ -263,9 +224,9 @@ var OrderReferrerTool = /** @class */ (function (_super) {
      * @returns order or undefined
      */
     OrderReferrerTool.prototype.getOrderById = function (symbol, id) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var ob, smartContractOrder, order;
-            return __generator(this, function (_a) {
+            return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0: return [4 /*yield*/, this.getOrderBookContract(symbol)];
                     case 1:
@@ -306,10 +267,10 @@ var OrderReferrerTool = /** @class */ (function (_super) {
      * @returns Array of orders and corresponding order IDs
      */
     OrderReferrerTool.prototype.pollLimitOrders = function (symbol, numElements, startAfter) {
-        return __awaiter(this, void 0, void 0, function () {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
             var orderBookSC, orders, orderIds, userFriendlyOrders, orderIdsOut, k;
             var _a;
-            return __generator(this, function (_b) {
+            return tslib_1.__generator(this, function (_b) {
                 switch (_b.label) {
                     case 0:
                         if (this.proxyContract == null) {
@@ -321,7 +282,7 @@ var OrderReferrerTool = /** @class */ (function (_super) {
                         }
                         return [4 /*yield*/, orderBookSC.pollLimitOrders(startAfter, ethers_1.BigNumber.from(numElements))];
                     case 1:
-                        _a = __read.apply(void 0, [_b.sent(), 2]), orders = _a[0], orderIds = _a[1];
+                        _a = tslib_1.__read.apply(void 0, [_b.sent(), 2]), orders = _a[0], orderIds = _a[1];
                         userFriendlyOrders = new Array();
                         orderIdsOut = [];
                         k = 0;
@@ -357,10 +318,10 @@ var OrderReferrerTool = /** @class */ (function (_super) {
      * main();
      * @returns true if order can be executed for the current state of the perpetuals
      */
-    OrderReferrerTool.prototype.isTradeable = function (order, indexPrices) {
-        return __awaiter(this, void 0, void 0, function () {
-            var obj, orderPrice, markPrice, block;
-            return __generator(this, function (_a) {
+    OrderReferrerTool.prototype.isTradeable = function (order, blockTimestamp, indexPrices) {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
+            var obj, orderPrice, markPrice, currentBlock;
+            return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0:
                         if (this.proxyContract == null) {
@@ -378,10 +339,16 @@ var OrderReferrerTool = /** @class */ (function (_super) {
                         return [4 /*yield*/, perpetualDataHandler_1.default._queryPerpetualMarkPrice(order.symbol, this.symbolToPerpStaticInfo, this.proxyContract, indexPrices)];
                     case 4:
                         markPrice = _a.sent();
+                        if (!(blockTimestamp == undefined)) return [3 /*break*/, 7];
                         return [4 /*yield*/, this.provider.getBlockNumber()];
                     case 5:
-                        block = _a.sent();
-                        return [2 /*return*/, OrderReferrerTool._isTradeable(order, orderPrice, markPrice, block, this.symbolToPerpStaticInfo)];
+                        currentBlock = _a.sent();
+                        return [4 /*yield*/, this.provider.getBlock(currentBlock)];
+                    case 6:
+                        blockTimestamp = (_a.sent()).timestamp;
+                        _a.label = 7;
+                    case 7: return [4 /*yield*/, this._isTradeable(order, orderPrice, markPrice, blockTimestamp, this.symbolToPerpStaticInfo)];
+                    case 8: return [2 /*return*/, _a.sent()];
                 }
             });
         });
@@ -393,11 +360,11 @@ var OrderReferrerTool = /** @class */ (function (_super) {
      * if not defined.
      * @returns array of tradeable boolean
      */
-    OrderReferrerTool.prototype.isTradeableBatch = function (orders, indexPrices) {
-        return __awaiter(this, void 0, void 0, function () {
-            var obj, orderPrice, markPrice, block;
+    OrderReferrerTool.prototype.isTradeableBatch = function (orders, blockTimestamp, indexPrices) {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
+            var obj, orderPrice, markPrice, currentBlock;
             var _this = this;
-            return __generator(this, function (_a) {
+            return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0:
                         if (orders.length == 0) {
@@ -418,7 +385,7 @@ var OrderReferrerTool = /** @class */ (function (_super) {
                     case 2:
                         if (indexPrices[2] || indexPrices[3]) {
                             // market closed
-                            return [2 /*return*/, orders.map(function (o) { return false; })];
+                            return [2 /*return*/, orders.map(function () { return false; })];
                         }
                         return [4 /*yield*/, Promise.all(orders.map(function (o) {
                                 return perpetualDataHandler_1.default._queryPerpetualPrice(o.symbol, o.quantity, _this.symbolToPerpStaticInfo, _this.proxyContract, [indexPrices[0], indexPrices[1]]);
@@ -428,51 +395,86 @@ var OrderReferrerTool = /** @class */ (function (_super) {
                         return [4 /*yield*/, perpetualDataHandler_1.default._queryPerpetualMarkPrice(orders[0].symbol, this.symbolToPerpStaticInfo, this.proxyContract, [indexPrices[0], indexPrices[1]])];
                     case 4:
                         markPrice = _a.sent();
+                        if (!(blockTimestamp == undefined)) return [3 /*break*/, 7];
                         return [4 /*yield*/, this.provider.getBlockNumber()];
                     case 5:
-                        block = _a.sent();
-                        return [2 /*return*/, orders.map(function (o, idx) {
-                                return OrderReferrerTool._isTradeable(o, orderPrice[idx], markPrice, block, _this.symbolToPerpStaticInfo);
-                            })];
+                        currentBlock = _a.sent();
+                        return [4 /*yield*/, this.provider.getBlock(currentBlock)];
+                    case 6:
+                        blockTimestamp = (_a.sent()).timestamp;
+                        _a.label = 7;
+                    case 7: return [4 /*yield*/, orders.map(function (o, idx) {
+                            return _this._isTradeable(o, orderPrice[idx], markPrice, blockTimestamp, _this.symbolToPerpStaticInfo);
+                        })];
+                    case 8: return [2 /*return*/, _a.sent()];
                 }
             });
         });
     };
-    OrderReferrerTool._isTradeable = function (order, tradePrice, markPrice, block, symbolToPerpInfoMap) {
+    OrderReferrerTool.prototype._isTradeable = function (order, tradePrice, markPrice, blockTimestamp, symbolToPerpInfoMap) {
         // check expiration date
         if (order.deadline != undefined && order.deadline < Date.now() / 1000) {
+            console.log("order expired");
             return false;
         }
-        if (order.submittedBlock == undefined || order.submittedBlock + this.BLOCK_DELAY > block) {
+        // -1 because order is executed on the next block (+1)
+        if (order.submittedTimestamp != undefined &&
+            order.submittedTimestamp + OrderReferrerTool.TRADE_DELAY < blockTimestamp - 1) {
+            console.log("on hold for ".concat(blockTimestamp - 1 - order.submittedTimestamp - OrderReferrerTool.TRADE_DELAY, " seconds"));
             return false;
         }
         // check order size
-        if (order.quantity < perpetualDataHandler_1.default._getLotSize(order.symbol, symbolToPerpInfoMap)) {
+        var lotSize = perpetualDataHandler_1.default._getLotSize(order.symbol, symbolToPerpInfoMap);
+        if (order.quantity < lotSize) {
+            console.log("order size too small: ".concat(order.quantity, " < ").concat(lotSize));
             return false;
         }
         // check limit price: fromSmartContractOrder will set it to undefined when not tradeable
         if (order.limitPrice == undefined) {
+            console.log("limit price undefined");
             return false;
         }
         var limitPrice = order.limitPrice;
         if ((order.side == nodeSDKTypes_1.BUY_SIDE && tradePrice > limitPrice) || (order.side == nodeSDKTypes_1.SELL_SIDE && tradePrice < limitPrice)) {
+            console.log("limit price not met: ".concat(limitPrice, " ").concat(order.side, " @ ").concat(tradePrice));
             return false;
         }
-        // do we need to check trigger/stop?
-        if (order.stopPrice == undefined) {
-            // nothing to check, order is tradeable
-            return true;
-        }
-        if ((order.side == nodeSDKTypes_1.BUY_SIDE && markPrice < order.stopPrice) ||
-            (order.side == nodeSDKTypes_1.SELL_SIDE && markPrice > order.stopPrice)) {
+        // check stop price
+        if (order.stopPrice != undefined &&
+            ((order.side == nodeSDKTypes_1.BUY_SIDE && markPrice < order.stopPrice) ||
+                (order.side == nodeSDKTypes_1.SELL_SIDE && markPrice > order.stopPrice))) {
+            console.log("stop price not met");
             return false;
         }
+        //check dependency
+        if (order.parentChildOrderIds != undefined &&
+            order.parentChildOrderIds[0] == ethers_1.ethers.constants.HashZero &&
+            order.parentChildOrderIds[1] != ethers_1.ethers.constants.HashZero) {
+            // order has a parent
+            var orderBookContract = this.getOrderBookContract(order.symbol);
+            return orderBookContract.getOrderStatus(order.parentChildOrderIds[1]).then(function (status) {
+                if (status == 2 || status == 3) {
+                    console.log("parent not executed/cancelled");
+                    // parent is open or unknown
+                    return false;
+                }
+                return true;
+            });
+        }
         // all checks passed -> order is tradeable
         return true;
     };
+    /**
+     * 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.
+     */
+    OrderReferrerTool.prototype.smartContractOrderToOrder = function (scOrder) {
+        return perpetualDataHandler_1.default.fromSmartContractOrder(scOrder, this.symbolToPerpStaticInfo);
+    };
     OrderReferrerTool.prototype.getTransactionCount = function (blockTag) {
-        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.signer == null) {
@@ -484,7 +486,7 @@ var OrderReferrerTool = /** @class */ (function (_super) {
             });
         });
     };
-    OrderReferrerTool.BLOCK_DELAY = 2;
+    OrderReferrerTool.TRADE_DELAY = 5;
     return OrderReferrerTool;
 }(writeAccessHandler_1.default));
 exports.default = OrderReferrerTool;

package/dist/cjs/orderReferrerTool.js.map

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

@@ -216,5 +216,5 @@ export default class PerpetualDataHandler {
      * @param traderAccount Trader account
      * @param perpStaticInfo Symbol to perpetual info map
      */
-    protected static checkOrder(order: Order, traderAccount: MarginAccount, perpStaticInfo: Map<string, PerpetualStaticInfo>): void;
+    protected static checkOrder(order: Order, perpStaticInfo: Map<string, PerpetualStaticInfo>): void;
 }