@d8x/perpetuals-sdk 0.1.13 → 0.2.0

package/dist/cjs/abi/zkevmTestnet/LimitOrderBookFactory.json

@@ -0,0 +1,135 @@
+[
+    {
+        "anonymous": false,
+        "inputs": [
+            {
+                "indexed": true,
+                "internalType": "address",
+                "name": "previousOwner",
+                "type": "address"
+            },
+            {
+                "indexed": true,
+                "internalType": "address",
+                "name": "newOwner",
+                "type": "address"
+            }
+        ],
+        "name": "OwnershipTransferred",
+        "type": "event"
+    },
+    {
+        "anonymous": false,
+        "inputs": [
+            {
+                "indexed": true,
+                "internalType": "uint24",
+                "name": "perpetualId",
+                "type": "uint24"
+            },
+            {
+                "indexed": false,
+                "internalType": "address",
+                "name": "perpManagerAddress",
+                "type": "address"
+            },
+            {
+                "indexed": false,
+                "internalType": "address",
+                "name": "limitOrderBookAddress",
+                "type": "address"
+            }
+        ],
+        "name": "PerpetualLimitOrderBookDeployed",
+        "type": "event"
+    },
+    {
+        "inputs": [
+            {
+                "internalType": "address",
+                "name": "_perpetualManagerAddr",
+                "type": "address"
+            },
+            {
+                "internalType": "uint24",
+                "name": "_perpetualId",
+                "type": "uint24"
+            }
+        ],
+        "name": "deployLimitOrderBookProxy",
+        "outputs": [],
+        "stateMutability": "nonpayable",
+        "type": "function"
+    },
+    {
+        "inputs": [
+            {
+                "internalType": "uint24",
+                "name": "_perpetualId",
+                "type": "uint24"
+            }
+        ],
+        "name": "getOrderBookAddress",
+        "outputs": [
+            {
+                "internalType": "address",
+                "name": "",
+                "type": "address"
+            }
+        ],
+        "stateMutability": "view",
+        "type": "function"
+    },
+    {
+        "inputs": [
+            {
+                "internalType": "uint24",
+                "name": "",
+                "type": "uint24"
+            }
+        ],
+        "name": "orderBooks",
+        "outputs": [
+            {
+                "internalType": "address",
+                "name": "",
+                "type": "address"
+            }
+        ],
+        "stateMutability": "view",
+        "type": "function"
+    },
+    {
+        "inputs": [],
+        "name": "owner",
+        "outputs": [
+            {
+                "internalType": "address",
+                "name": "",
+                "type": "address"
+            }
+        ],
+        "stateMutability": "view",
+        "type": "function"
+    },
+    {
+        "inputs": [],
+        "name": "renounceOwnership",
+        "outputs": [],
+        "stateMutability": "nonpayable",
+        "type": "function"
+    },
+    {
+        "inputs": [
+            {
+                "internalType": "address",
+                "name": "newOwner",
+                "type": "address"
+            }
+        ],
+        "name": "transferOwnership",
+        "outputs": [],
+        "stateMutability": "nonpayable",
+        "type": "function"
+    }
+]

package/dist/cjs/config/defaultConfig.json

@@ -2,8 +2,8 @@
     {
         "name": "testnet",
         "chainId": 80001,
-        "version": 1.5,
-        "proxyAddr": "0xaB6AD25eE5CA28E7d7b16A33A33897aE34BF9e67",
+        "version": 6,
+        "proxyAddr": "0xDEDf0dd46757cE93E0D9439F78382c0c68cF76C2",
         "nodeURL": "https://polygon-mumbai.blockpi.network/v1/rpc/public",
         "priceFeedConfigNetwork": "testnet",
         "proxyABILocation": "testnet/IPerpetualManager.json",
@@ -23,9 +23,9 @@
         "limitOrderBookABILocation": ""
     },
     {
-        "name": "central-park",
+        "name": "testnet",
         "chainId": 80001,
-        "version": 5.1,
+        "version": 5,
         "proxyAddr": "0x4F1C7EE9E881Cc735f39Ca36c649ba9E930B4E4e",
         "nodeURL": "https://polygon-mumbai.blockpi.network/v1/rpc/public",
         "priceFeedConfigNetwork": "testnet",
@@ -34,14 +34,14 @@
         "limitOrderBookABILocation": "central-park/LimitOrderBook.json"
     },
     {
-        "name": "Polygon zkEVM Testnet",
+        "name": "zkevmTestnet",
         "chainId": 1442,
         "version": 0,
-        "proxyAddr": "",
+        "proxyAddr": "0xb56b81e40e1cDB77bb5Db6C0283e25C27DAE1Be6",
         "nodeURL": "https://rpc.public.zkevm-test.net ",
         "priceFeedConfigNetwork": "testnet",
-        "proxyABILocation": "",
-        "limitOrderBookFactoryABILocation": "",
-        "limitOrderBookABILocation": ""
+        "proxyABILocation": "zkevmTestnet/IPerpetualManager.json",
+        "limitOrderBookFactoryABILocation": "zkevmTestnet/LimitOrderBookFactory.json",
+        "limitOrderBookABILocation": "zkevmTestnet/LimitOrderBook.json"
     }
 ]

package/dist/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;
     }

package/dist/cjs/nodeSDKTypes.js.map

@@ -1 +1 @@
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package/dist/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>;
 }

package/dist/cjs/orderReferrerTool.js

@@ -99,6 +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.
@@ -288,9 +318,9 @@ 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) {
+    OrderReferrerTool.prototype.isTradeable = function (order, blockTimestamp, indexPrices) {
         return tslib_1.__awaiter(this, void 0, void 0, function () {
-            var obj, orderPrice, markPrice, block;
+            var obj, orderPrice, markPrice, currentBlock;
             return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0:
@@ -309,10 +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()];
                 }
             });
         });
@@ -324,9 +360,9 @@ var OrderReferrerTool = /** @class */ (function (_super) {
      * if not defined.
      * @returns array of tradeable boolean
      */
-    OrderReferrerTool.prototype.isTradeableBatch = function (orders, indexPrices) {
+    OrderReferrerTool.prototype.isTradeableBatch = function (orders, blockTimestamp, indexPrices) {
         return tslib_1.__awaiter(this, void 0, void 0, function () {
-            var obj, orderPrice, markPrice, block;
+            var obj, orderPrice, markPrice, currentBlock;
             var _this = this;
             return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
@@ -359,48 +395,83 @@ 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 tslib_1.__awaiter(this, void 0, void 0, function () {
             return tslib_1.__generator(this, function (_a) {
@@ -415,7 +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

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package/dist/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;
 }

package/dist/cjs/perpetualDataHandler.js

@@ -18,7 +18,6 @@ var PerpetualDataHandler = /** @class */ (function () {
         this.lobFactoryContract = null;
         this.provider = null;
         this.signerOrProvider = null;
-        console.log("local sdk");
         this.symbolToPerpStaticInfo = new Map();
         this.poolStaticInfos = new Array();
         this.symbolToTokenAddrMap = new Map();
@@ -682,7 +681,7 @@ var PerpetualDataHandler = /** @class */ (function () {
             leverage: (0, d8XMath_1.ABK64x64ToFloat)(ethers_1.BigNumber.from(order.fLeverage)),
             deadline: Number(order.iDeadline),
             timestamp: Number(order.createdTimestamp),
-            submittedBlock: Number(order.submittedBlock),
+            submittedTimestamp: Number(order.submittedTimestamp),
         };
         return userOrder;
     };
@@ -694,6 +693,9 @@ var PerpetualDataHandler = /** @class */ (function () {
      * @returns SmartContractOrder
      */
     PerpetualDataHandler.toSmartContractOrder = function (order, traderAddr, perpStaticInfo) {
+        // this revers if order is invalid
+        PerpetualDataHandler.checkOrder(order, perpStaticInfo);
+        // translate order
         var flags = PerpetualDataHandler._orderTypeToFlag(order);
         var brokerSig = order.brokerSignature == undefined ? [] : order.brokerSignature;
         var perpetualId = PerpetualDataHandler.symbolToPerpetualId(order.symbol, perpStaticInfo);
@@ -734,7 +736,7 @@ var PerpetualDataHandler = /** @class */ (function () {
             fLeverage: order.leverage == undefined ? ethers_1.BigNumber.from(0) : (0, d8XMath_1.floatToABK64x64)(order.leverage),
             iDeadline: ethers_1.BigNumber.from(Math.round(iDeadline)),
             createdTimestamp: ethers_1.BigNumber.from(Math.round(order.timestamp)),
-            submittedBlock: 0,
+            submittedTimestamp: 0,
         };
         return smOrder;
     };
@@ -921,7 +923,7 @@ var PerpetualDataHandler = /** @class */ (function () {
         }
         else {
             if (version === undefined) {
-                configFile = configFile.sort(function (conf) { return -conf.version; });
+                configFile = configFile.sort(function (conf) { return conf.version; });
                 return configFile[0];
             }
             else {
@@ -958,7 +960,7 @@ var PerpetualDataHandler = /** @class */ (function () {
         }
         else {
             if (version === undefined) {
-                configFile = configFile.sort(function (conf) { return -conf.version; });
+                configFile = configFile.sort(function (conf) { return conf.version; });
                 return configFile[0];
             }
             else {
@@ -1023,20 +1025,22 @@ var PerpetualDataHandler = /** @class */ (function () {
      * @param traderAccount Trader account
      * @param perpStaticInfo Symbol to perpetual info map
      */
-    PerpetualDataHandler.checkOrder = function (order, traderAccount, perpStaticInfo) {
-        // this throws error if not found
-        // let perpetualId = PerpetualDataHandler.symbolToPerpetualId(order.symbol, perpStaticInfo);
+    PerpetualDataHandler.checkOrder = function (order, 
+    // traderAccount: MarginAccount,
+    perpStaticInfo) {
         // check side
         if (order.side != nodeSDKTypes_1.BUY_SIDE && order.side != nodeSDKTypes_1.SELL_SIDE) {
             throw Error("order side must be ".concat(nodeSDKTypes_1.BUY_SIDE, " or ").concat(nodeSDKTypes_1.SELL_SIDE));
         }
         // check amount
         var lotSize = perpStaticInfo.get(order.symbol).lotSizeBC;
-        var curPos = traderAccount.side == nodeSDKTypes_1.CLOSED_SIDE
-            ? 0
-            : (traderAccount.side == nodeSDKTypes_1.BUY_SIDE ? 1 : -1) * traderAccount.positionNotionalBaseCCY;
-        var newPos = curPos + (order.side == nodeSDKTypes_1.BUY_SIDE ? 1 : -1) * order.quantity;
-        if (Math.abs(order.quantity) < lotSize || (Math.abs(newPos) >= lotSize && Math.abs(newPos) < 10 * lotSize)) {
+        // let curPos =
+        //   traderAccount.side == CLOSED_SIDE
+        //     ? 0
+        //     : (traderAccount.side == BUY_SIDE ? 1 : -1) * traderAccount.positionNotionalBaseCCY;
+        // let newPos = curPos + (order.side == BUY_SIDE ? 1 : -1) * order.quantity;
+        // if (Math.abs(order.quantity) < lotSize || (Math.abs(newPos) >= lotSize && Math.abs(newPos) < 10 * lotSize)) {
+        if (Math.abs(order.quantity) < lotSize) {
             throw Error("trade amount too small: ".concat(order.quantity, " ").concat(perpStaticInfo.get(order.symbol).S2Symbol));
         }
         // check limit price