@d8x/perpetuals-sdk 0.1.13 → 0.2.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/cjs/abi/testnet/IPerpetualManager.json +414 -224
- package/dist/cjs/abi/testnet/LimitOrderBook.json +200 -18
- package/dist/cjs/abi/zkevmTestnet/IPerpetualManager.json +5215 -0
- package/dist/cjs/abi/zkevmTestnet/LimitOrderBook.json +1075 -0
- package/dist/cjs/abi/zkevmTestnet/LimitOrderBookFactory.json +135 -0
- package/dist/cjs/config/defaultConfig.json +7 -7
- package/dist/cjs/nodeSDKTypes.d.ts +4 -4
- package/dist/cjs/nodeSDKTypes.js.map +1 -1
- package/dist/cjs/orderReferrerTool.d.ts +12 -5
- package/dist/cjs/orderReferrerTool.js +96 -22
- package/dist/cjs/orderReferrerTool.js.map +1 -1
- package/dist/cjs/perpetualDataHandler.d.ts +1 -1
- package/dist/cjs/perpetualDataHandler.js +17 -13
- package/dist/cjs/perpetualDataHandler.js.map +1 -1
- package/dist/cjs/version.d.ts +1 -1
- package/dist/cjs/version.js +1 -1
- package/dist/cjs/version.js.map +1 -1
- package/dist/cjs/writeAccessHandler.js +1 -1
- package/dist/cjs/writeAccessHandler.js.map +1 -1
- package/dist/esm/abi/testnet/IPerpetualManager.json +414 -224
- package/dist/esm/abi/testnet/LimitOrderBook.json +200 -18
- package/dist/esm/abi/zkevmTestnet/IPerpetualManager.json +5215 -0
- package/dist/esm/abi/zkevmTestnet/LimitOrderBook.json +1075 -0
- package/dist/esm/abi/zkevmTestnet/LimitOrderBookFactory.json +135 -0
- package/dist/esm/config/defaultConfig.json +7 -7
- package/dist/esm/nodeSDKTypes.d.ts +4 -4
- package/dist/esm/nodeSDKTypes.js.map +1 -1
- package/dist/esm/orderReferrerTool.d.ts +12 -5
- package/dist/esm/orderReferrerTool.js +97 -23
- package/dist/esm/orderReferrerTool.js.map +1 -1
- package/dist/esm/perpetualDataHandler.d.ts +1 -1
- package/dist/esm/perpetualDataHandler.js +17 -13
- package/dist/esm/perpetualDataHandler.js.map +1 -1
- package/dist/esm/version.d.ts +1 -1
- package/dist/esm/version.js +1 -1
- package/dist/esm/version.js.map +1 -1
- package/dist/esm/writeAccessHandler.js +1 -1
- package/dist/esm/writeAccessHandler.js.map +1 -1
- package/package.json +1 -2
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[
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{
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"anonymous": false,
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"inputs": [
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{
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"indexed": true,
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"internalType": "address",
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"name": "previousOwner",
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"type": "address"
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},
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{
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"indexed": true,
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"internalType": "address",
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"name": "newOwner",
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"type": "address"
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}
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],
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"name": "OwnershipTransferred",
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"type": "event"
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},
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{
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"anonymous": false,
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"inputs": [
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{
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"indexed": true,
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"internalType": "uint24",
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"name": "perpetualId",
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"type": "uint24"
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},
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{
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"indexed": false,
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"internalType": "address",
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"name": "perpManagerAddress",
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"type": "address"
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},
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{
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"indexed": false,
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"internalType": "address",
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"name": "limitOrderBookAddress",
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"type": "address"
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}
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],
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"name": "PerpetualLimitOrderBookDeployed",
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"type": "event"
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},
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{
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"inputs": [
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{
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"internalType": "address",
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"name": "_perpetualManagerAddr",
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"type": "address"
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},
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{
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"internalType": "uint24",
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"name": "_perpetualId",
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"type": "uint24"
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}
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],
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"name": "deployLimitOrderBookProxy",
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"outputs": [],
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"stateMutability": "nonpayable",
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"type": "function"
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},
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{
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"inputs": [
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{
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"internalType": "uint24",
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"name": "_perpetualId",
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"type": "uint24"
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}
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],
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"name": "getOrderBookAddress",
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"outputs": [
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{
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"internalType": "address",
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"name": "",
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"type": "address"
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}
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],
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"stateMutability": "view",
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"type": "function"
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},
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{
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"inputs": [
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{
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"internalType": "uint24",
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"name": "",
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"type": "uint24"
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}
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],
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"name": "orderBooks",
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"outputs": [
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{
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"internalType": "address",
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"name": "",
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"type": "address"
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}
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],
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"stateMutability": "view",
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"type": "function"
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},
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{
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"inputs": [],
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"name": "owner",
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"outputs": [
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{
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"internalType": "address",
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"name": "",
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"type": "address"
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}
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],
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"stateMutability": "view",
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"type": "function"
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},
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{
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"inputs": [],
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"name": "renounceOwnership",
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"outputs": [],
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"stateMutability": "nonpayable",
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"type": "function"
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},
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{
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"inputs": [
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{
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"internalType": "address",
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"name": "newOwner",
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"type": "address"
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}
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],
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"name": "transferOwnership",
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"outputs": [],
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"stateMutability": "nonpayable",
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"type": "function"
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}
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]
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{
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"name": "testnet",
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"chainId": 80001,
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"version":
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"proxyAddr": "
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"version": 6,
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"proxyAddr": "0xDEDf0dd46757cE93E0D9439F78382c0c68cF76C2",
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"nodeURL": "https://polygon-mumbai.blockpi.network/v1/rpc/public",
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"priceFeedConfigNetwork": "testnet",
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"proxyABILocation": "testnet/IPerpetualManager.json",
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"limitOrderBookABILocation": "central-park/LimitOrderBook.json"
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},
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{
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"name": "
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"name": "zkevmTestnet",
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"chainId": 1442,
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"version": 0,
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"proxyAddr": "",
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"proxyAddr": "0xb56b81e40e1cDB77bb5Db6C0283e25C27DAE1Be6",
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"nodeURL": "https://rpc.public.zkevm-test.net ",
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"priceFeedConfigNetwork": "testnet",
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"proxyABILocation": "",
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"limitOrderBookFactoryABILocation": "",
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"limitOrderBookABILocation": ""
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"proxyABILocation": "zkevmTestnet/IPerpetualManager.json",
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"limitOrderBookFactoryABILocation": "zkevmTestnet/LimitOrderBookFactory.json",
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"limitOrderBookABILocation": "zkevmTestnet/LimitOrderBook.json"
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}
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]
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@@ -153,7 +153,7 @@ export interface Order {
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leverage?: number | undefined;
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deadline?: number | undefined;
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timestamp: number;
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submittedTimestamp?: number;
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parentChildOrderIds?: [string, string];
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}
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export interface TradeEvent {
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int128 fLeverage; // 0 if deposit and trade separate
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uint64 iDeadline;
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uint64 createdTimestamp;
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uint64
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uint64 submittedTimestamp;
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}
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*/
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export interface SmartContractOrder {
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fLeverage: BigNumberish;
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iDeadline: BigNumberish;
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createdTimestamp: BigNumberish;
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submittedTimestamp: BigNumberish;
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}
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/**
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* struct ClientOrder {
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int128 fLeverage; // 0 if deposit and trade separate
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uint64 iDeadline;
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uint64 createdTimestamp;
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//uint64
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//uint64 submittedTimestamp <- will be set by LimitOrderBook
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bytes32 parentChildDigest1;
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bytes32 parentChildDigest2;
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}
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{"version":3,"file":"nodeSDKTypes.js","sourceRoot":"","sources":["../../src/nodeSDKTypes.ts"],"names":[],"mappings":";;;;;AAAA,iCAA+G;AAElG,QAAA,SAAS,GAAG,OAAO,CAAC,kBAAkB,CAAC,CAAC;AACxC,QAAA,mBAAmB,GAAG,OAAO,CAAC,0BAA0B,CAAC,CAAC;AAC1D,QAAA,WAAW,GAAG,IAAI,GAAG,CAAiB,MAAM,CAAC,OAAO,CAAC,OAAO,CAAC,0BAA0B,CAAC,CAAC,CAAC,CAAC;AAC3F,QAAA,yBAAyB,GAAG,CAAC,CAAC;AAC9B,QAAA,wBAAwB,GAAG,CAAC,CAAC;AAC7B,QAAA,0BAA0B,GAAG,CAAC,CAAC;AAC/B,QAAA,cAAc,GAAG,CAAC,SAAS,EAAE,cAAc,EAAE,QAAQ,EAAE,WAAW,EAAE,SAAS,CAAC,CAAC;AAC/E,QAAA,YAAY,GAAG,kBAAS,CAAC,WAAW,CAAC;AACrC,QAAA,aAAa,GAAG,kBAAS,CAAC,QAAQ,CAAC;AAEnC,QAAA,SAAS,GAAG,kBAAS,CAAC,IAAI,CAAC,sBAAsB,CAAC,CAAC;AACnD,QAAA,SAAS,GAAG,kBAAS,CAAC,IAAI,CAAC,oCAAoC,CAAC,CAAC;AACjE,QAAA,YAAY,GAAG,kBAAS,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,kBAAS,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC;AACjE,QAAA,QAAQ,GAAG,kBAAS,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,kBAAS,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC;AAEtD,QAAA,sBAAsB,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,CAAC,CAAC;AAE/C,QAAA,eAAe,GAAG,kBAAS,CAAC,IAAI,CAAC,YAAY,CAAC,CAAC;AAC/C,QAAA,gBAAgB,GAAG,kBAAS,CAAC,IAAI,CAAC,YAAY,CAAC,CAAC;AAChD,QAAA,iBAAiB,GAAG,kBAAS,CAAC,IAAI,CAAC,YAAY,CAAC,CAAC;AACjD,QAAA,eAAe,GAAG,kBAAS,CAAC,IAAI,CAAC,YAAY,CAAC,CAAC;AAC/C,QAAA,sBAAsB,GAAG,kBAAS,CAAC,IAAI,CAAC,YAAY,CAAC,CAAC;AAEtD,QAAA,gBAAgB,GAAG,OAAO,CAAC;AAC3B,QAAA,iBAAiB,GAAG,QAAQ,CAAC;AAC7B,QAAA,sBAAsB,GAAG,aAAa,CAAC;AACvC,QAAA,qBAAqB,GAAG,YAAY,CAAC;AACrC,QAAA,QAAQ,GAAG,KAAK,CAAC;AACjB,QAAA,SAAS,GAAG,MAAM,CAAC;AACnB,QAAA,WAAW,GAAG,QAAQ,CAAC;AAiCpC,IAAY,YAIX;AAJD,WAAY,YAAY;IACtB,iDAAS,CAAA;IACT,+CAAI,CAAA;IACJ,mDAAM,CAAA;AACR,CAAC,EAJW,YAAY,GAAZ,oBAAY,KAAZ,oBAAY,QAIvB;AAgNY,QAAA,2BAA2B,GAAG,SAAS,CAAC;AACxC,QAAA,2BAA2B,GAAG,cAAc,CAAC;AAE1D,SAAgB,QAAQ,CAAC,MAAqB;IAC5C,IAAI,MAAM,CAAC,gBAAgB,CAAC,MAAM,GAAG,CAAC,EAAE;QACtC,MAAM,CAAC,QAAQ,GAAG,OAAO,CAAC,gBAAS,MAAM,CAAC,gBAAgB,CAAE,CAAC,CAAC;QAC9D,MAAM,CAAC,aAAa,GAAG,OAAO,CAAC,gBAAS,MAAM,CAAC,gCAAgC,CAAE,CAAC,CAAC;QACnF,MAAM,CAAC,MAAM,GAAG,OAAO,CAAC,gBAAS,MAAM,CAAC,yBAAyB,CAAE,CAAC,CAAC;KACtE;AACH,CAAC;AAND,4BAMC;AAED,IAAI,WAAW,GAAG,OAAO,CAAC,6BAA6B,CAAoB,CAAC;;IAC5E,KAAmB,IAAA,gBAAA,iBAAA,WAAW,CAAA,wCAAA,iEAAE;QAA3B,IAAI,MAAM,wBAAA;QACb,QAAQ,CAAC,MAAM,CAAC,CAAC;KAClB;;;;;;;;;AAEY,QAAA,cAAc,GAAoB,WAAW,CAAC"}
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@@ -1,5 +1,5 @@
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1
1
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import { ethers } from "ethers";
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2
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-
import { NodeSDKConfig, Order, PerpetualStaticInfo, PriceFeedSubmission } from "./nodeSDKTypes";
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2
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+
import { NodeSDKConfig, Order, PerpetualStaticInfo, PriceFeedSubmission, SmartContractOrder } from "./nodeSDKTypes";
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3
3
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import WriteAccessHandler from "./writeAccessHandler";
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4
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/**
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5
5
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* Functions to execute existing conditional orders from the limit order book. This class
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@@ -8,7 +8,7 @@ import WriteAccessHandler from "./writeAccessHandler";
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8
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* @extends WriteAccessHandler
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9
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*/
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export default class OrderReferrerTool extends WriteAccessHandler {
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-
static
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+
static TRADE_DELAY: number;
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12
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/**
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* Constructor.
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14
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* @param {NodeSDKConfig} config Configuration object, see PerpetualDataHandler.readSDKConfig.
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@@ -64,6 +64,7 @@ export default class OrderReferrerTool extends WriteAccessHandler {
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* @returns Transaction object.
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*/
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executeOrder(symbol: string, orderId: string, referrerAddr?: string, nonce?: number, submission?: PriceFeedSubmission): Promise<ethers.ContractTransaction>;
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+
executeOrders(symbol: string, orderIds: string[], referrerAddr?: string, nonce?: number, submission?: PriceFeedSubmission): Promise<ethers.ContractTransaction>;
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/**
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* All the orders in the order book for a given symbol that are currently open.
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* @param {string} symbol Symbol of the form ETH-USD-MATIC.
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@@ -175,7 +176,7 @@ export default class OrderReferrerTool extends WriteAccessHandler {
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* main();
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* @returns true if order can be executed for the current state of the perpetuals
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*/
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-
isTradeable(order: Order, indexPrices?: [number, number]): Promise<boolean>;
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+
isTradeable(order: Order, blockTimestamp?: number, indexPrices?: [number, number]): Promise<boolean>;
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/**
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181
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* Check for a batch of orders on the same perpetual whether they can be traded
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* @param orders orders belonging to 1 perpetual
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@@ -183,7 +184,13 @@ export default class OrderReferrerTool extends WriteAccessHandler {
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* if not defined.
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* @returns array of tradeable boolean
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*/
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-
isTradeableBatch(orders: Order[], indexPrices?: [number, number, boolean, boolean]): Promise<boolean[]>;
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-
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+
isTradeableBatch(orders: Order[], blockTimestamp?: number, indexPrices?: [number, number, boolean, boolean]): Promise<boolean[]>;
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188
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+
protected _isTradeable(order: Order, tradePrice: number, markPrice: number, blockTimestamp: number, symbolToPerpInfoMap: Map<string, PerpetualStaticInfo>): boolean;
|
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189
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+
/**
|
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190
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+
* Wrapper of static method to use after mappings have been loaded into memory.
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191
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+
* @param scOrder Perpetual order as received in the proxy events.
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192
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+
* @returns A user-friendly order struct.
|
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193
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+
*/
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194
|
+
smartContractOrderToOrder(scOrder: SmartContractOrder): Order;
|
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188
195
|
getTransactionCount(blockTag?: ethers.providers.BlockTag): Promise<number>;
|
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189
196
|
}
|
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@@ -33,7 +33,10 @@ var OrderReferrerTool = /** @class */ (function (_super) {
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33
33
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* @param {string} privateKey Private key of the wallet that executes the conditional orders.
|
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34
34
|
*/
|
|
35
35
|
function OrderReferrerTool(config, privateKey) {
|
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36
|
-
|
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36
|
+
var _this = _super.call(this, config, privateKey) || this;
|
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37
|
+
// override parent's gas limit with a lower number
|
|
38
|
+
_this.gasLimit = 3000000;
|
|
39
|
+
return _this;
|
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37
40
|
}
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38
41
|
/**
|
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39
42
|
* Executes an order by symbol and ID. This action interacts with the blockchain and incurs gas costs.
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@@ -99,6 +102,36 @@ var OrderReferrerTool = /** @class */ (function (_super) {
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99
102
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});
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100
103
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});
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101
104
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};
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105
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+
OrderReferrerTool.prototype.executeOrders = function (symbol, orderIds, referrerAddr, nonce, submission) {
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106
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+
return tslib_1.__awaiter(this, void 0, void 0, function () {
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107
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+
var orderBookSC, options;
|
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108
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+
return tslib_1.__generator(this, function (_a) {
|
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109
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+
switch (_a.label) {
|
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110
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+
case 0:
|
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111
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+
if (this.proxyContract == null || this.signer == null) {
|
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+
throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
|
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113
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+
}
|
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114
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+
orderBookSC = this.getOrderBookContract(symbol);
|
|
115
|
+
if (typeof referrerAddr == "undefined") {
|
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116
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+
referrerAddr = this.traderAddr;
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117
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+
}
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118
|
+
if (!(submission == undefined)) return [3 /*break*/, 2];
|
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119
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+
return [4 /*yield*/, this.priceFeedGetter.fetchLatestFeedPriceInfoForPerpetual(symbol)];
|
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120
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+
case 1:
|
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121
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+
submission = _a.sent();
|
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122
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+
_a.label = 2;
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123
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+
case 2:
|
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124
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+
options = {
|
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125
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+
gasLimit: this.gasLimit,
|
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126
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+
nonce: nonce,
|
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127
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+
value: this.PRICE_UPDATE_FEE_GWEI * (submission === null || submission === void 0 ? void 0 : submission.priceFeedVaas.length),
|
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128
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+
};
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129
|
+
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)];
|
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130
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+
case 3: return [2 /*return*/, _a.sent()];
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+
}
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+
});
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+
});
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+
};
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135
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/**
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103
136
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* All the orders in the order book for a given symbol that are currently open.
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104
137
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* @param {string} symbol Symbol of the form ETH-USD-MATIC.
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@@ -288,9 +321,9 @@ var OrderReferrerTool = /** @class */ (function (_super) {
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288
321
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* main();
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289
322
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* @returns true if order can be executed for the current state of the perpetuals
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290
323
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*/
|
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291
|
-
OrderReferrerTool.prototype.isTradeable = function (order, indexPrices) {
|
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324
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+
OrderReferrerTool.prototype.isTradeable = function (order, blockTimestamp, indexPrices) {
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292
325
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return tslib_1.__awaiter(this, void 0, void 0, function () {
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293
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-
var obj, orderPrice, markPrice,
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326
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+
var obj, orderPrice, markPrice, currentBlock;
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327
|
return tslib_1.__generator(this, function (_a) {
|
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295
328
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switch (_a.label) {
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329
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case 0:
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@@ -309,10 +342,16 @@ var OrderReferrerTool = /** @class */ (function (_super) {
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309
342
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return [4 /*yield*/, perpetualDataHandler_1.default._queryPerpetualMarkPrice(order.symbol, this.symbolToPerpStaticInfo, this.proxyContract, indexPrices)];
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310
343
|
case 4:
|
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311
344
|
markPrice = _a.sent();
|
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345
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+
if (!(blockTimestamp == undefined)) return [3 /*break*/, 7];
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312
346
|
return [4 /*yield*/, this.provider.getBlockNumber()];
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313
347
|
case 5:
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314
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-
|
|
315
|
-
return [
|
|
348
|
+
currentBlock = _a.sent();
|
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349
|
+
return [4 /*yield*/, this.provider.getBlock(currentBlock)];
|
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350
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+
case 6:
|
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351
|
+
blockTimestamp = (_a.sent()).timestamp;
|
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352
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+
_a.label = 7;
|
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353
|
+
case 7: return [4 /*yield*/, this._isTradeable(order, orderPrice, markPrice, blockTimestamp, this.symbolToPerpStaticInfo)];
|
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354
|
+
case 8: return [2 /*return*/, _a.sent()];
|
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316
355
|
}
|
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317
356
|
});
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318
357
|
});
|
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@@ -324,9 +363,9 @@ var OrderReferrerTool = /** @class */ (function (_super) {
|
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324
363
|
* if not defined.
|
|
325
364
|
* @returns array of tradeable boolean
|
|
326
365
|
*/
|
|
327
|
-
OrderReferrerTool.prototype.isTradeableBatch = function (orders, indexPrices) {
|
|
366
|
+
OrderReferrerTool.prototype.isTradeableBatch = function (orders, blockTimestamp, indexPrices) {
|
|
328
367
|
return tslib_1.__awaiter(this, void 0, void 0, function () {
|
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329
|
-
var obj, orderPrice, markPrice,
|
|
368
|
+
var obj, orderPrice, markPrice, currentBlock;
|
|
330
369
|
var _this = this;
|
|
331
370
|
return tslib_1.__generator(this, function (_a) {
|
|
332
371
|
switch (_a.label) {
|
|
@@ -359,48 +398,83 @@ var OrderReferrerTool = /** @class */ (function (_super) {
|
|
|
359
398
|
return [4 /*yield*/, perpetualDataHandler_1.default._queryPerpetualMarkPrice(orders[0].symbol, this.symbolToPerpStaticInfo, this.proxyContract, [indexPrices[0], indexPrices[1]])];
|
|
360
399
|
case 4:
|
|
361
400
|
markPrice = _a.sent();
|
|
401
|
+
if (!(blockTimestamp == undefined)) return [3 /*break*/, 7];
|
|
362
402
|
return [4 /*yield*/, this.provider.getBlockNumber()];
|
|
363
403
|
case 5:
|
|
364
|
-
|
|
365
|
-
return [
|
|
366
|
-
|
|
367
|
-
|
|
404
|
+
currentBlock = _a.sent();
|
|
405
|
+
return [4 /*yield*/, this.provider.getBlock(currentBlock)];
|
|
406
|
+
case 6:
|
|
407
|
+
blockTimestamp = (_a.sent()).timestamp;
|
|
408
|
+
_a.label = 7;
|
|
409
|
+
case 7: return [4 /*yield*/, orders.map(function (o, idx) {
|
|
410
|
+
return _this._isTradeable(o, orderPrice[idx], markPrice, blockTimestamp, _this.symbolToPerpStaticInfo);
|
|
411
|
+
})];
|
|
412
|
+
case 8: return [2 /*return*/, _a.sent()];
|
|
368
413
|
}
|
|
369
414
|
});
|
|
370
415
|
});
|
|
371
416
|
};
|
|
372
|
-
OrderReferrerTool._isTradeable = function (order, tradePrice, markPrice,
|
|
417
|
+
OrderReferrerTool.prototype._isTradeable = function (order, tradePrice, markPrice, blockTimestamp, symbolToPerpInfoMap) {
|
|
373
418
|
// check expiration date
|
|
374
419
|
if (order.deadline != undefined && order.deadline < Date.now() / 1000) {
|
|
420
|
+
console.log("order expired");
|
|
375
421
|
return false;
|
|
376
422
|
}
|
|
377
|
-
|
|
423
|
+
// -1 because order is executed on the next block (+1)
|
|
424
|
+
if (order.submittedTimestamp != undefined &&
|
|
425
|
+
order.submittedTimestamp + OrderReferrerTool.TRADE_DELAY < blockTimestamp - 1) {
|
|
426
|
+
console.log("on hold for ".concat(blockTimestamp - 1 - order.submittedTimestamp - OrderReferrerTool.TRADE_DELAY, " seconds"));
|
|
378
427
|
return false;
|
|
379
428
|
}
|
|
380
429
|
// check order size
|
|
381
|
-
|
|
430
|
+
var lotSize = perpetualDataHandler_1.default._getLotSize(order.symbol, symbolToPerpInfoMap);
|
|
431
|
+
if (order.quantity < lotSize) {
|
|
432
|
+
// console.log(`order size too small: ${order.quantity} < ${lotSize}`);
|
|
382
433
|
return false;
|
|
383
434
|
}
|
|
384
435
|
// check limit price: fromSmartContractOrder will set it to undefined when not tradeable
|
|
385
436
|
if (order.limitPrice == undefined) {
|
|
437
|
+
// console.log("limit price undefined");
|
|
386
438
|
return false;
|
|
387
439
|
}
|
|
388
440
|
var limitPrice = order.limitPrice;
|
|
389
441
|
if ((order.side == nodeSDKTypes_1.BUY_SIDE && tradePrice > limitPrice) || (order.side == nodeSDKTypes_1.SELL_SIDE && tradePrice < limitPrice)) {
|
|
442
|
+
// console.log(`limit price not met: ${limitPrice} ${order.side} @ ${tradePrice}`);
|
|
390
443
|
return false;
|
|
391
444
|
}
|
|
392
|
-
//
|
|
393
|
-
if (order.stopPrice
|
|
394
|
-
|
|
395
|
-
|
|
396
|
-
|
|
397
|
-
if ((order.side == nodeSDKTypes_1.BUY_SIDE && markPrice < order.stopPrice) ||
|
|
398
|
-
(order.side == nodeSDKTypes_1.SELL_SIDE && markPrice > order.stopPrice)) {
|
|
445
|
+
// check stop price
|
|
446
|
+
if (order.stopPrice != undefined &&
|
|
447
|
+
((order.side == nodeSDKTypes_1.BUY_SIDE && markPrice < order.stopPrice) ||
|
|
448
|
+
(order.side == nodeSDKTypes_1.SELL_SIDE && markPrice > order.stopPrice))) {
|
|
449
|
+
// console.log("stop price not met");
|
|
399
450
|
return false;
|
|
400
451
|
}
|
|
452
|
+
//check dependency
|
|
453
|
+
if (order.parentChildOrderIds != undefined &&
|
|
454
|
+
order.parentChildOrderIds[0] == ethers_1.ethers.constants.HashZero &&
|
|
455
|
+
order.parentChildOrderIds[1] != ethers_1.ethers.constants.HashZero) {
|
|
456
|
+
// order has a parent
|
|
457
|
+
var orderBookContract = this.getOrderBookContract(order.symbol);
|
|
458
|
+
return orderBookContract.getOrderStatus(order.parentChildOrderIds[1]).then(function (status) {
|
|
459
|
+
if (status == 2 || status == 3) {
|
|
460
|
+
// console.log("parent not executed/cancelled");
|
|
461
|
+
// parent is open or unknown
|
|
462
|
+
return false;
|
|
463
|
+
}
|
|
464
|
+
return true;
|
|
465
|
+
});
|
|
466
|
+
}
|
|
401
467
|
// all checks passed -> order is tradeable
|
|
402
468
|
return true;
|
|
403
469
|
};
|
|
470
|
+
/**
|
|
471
|
+
* Wrapper of static method to use after mappings have been loaded into memory.
|
|
472
|
+
* @param scOrder Perpetual order as received in the proxy events.
|
|
473
|
+
* @returns A user-friendly order struct.
|
|
474
|
+
*/
|
|
475
|
+
OrderReferrerTool.prototype.smartContractOrderToOrder = function (scOrder) {
|
|
476
|
+
return perpetualDataHandler_1.default.fromSmartContractOrder(scOrder, this.symbolToPerpStaticInfo);
|
|
477
|
+
};
|
|
404
478
|
OrderReferrerTool.prototype.getTransactionCount = function (blockTag) {
|
|
405
479
|
return tslib_1.__awaiter(this, void 0, void 0, function () {
|
|
406
480
|
return tslib_1.__generator(this, function (_a) {
|
|
@@ -415,7 +489,7 @@ var OrderReferrerTool = /** @class */ (function (_super) {
|
|
|
415
489
|
});
|
|
416
490
|
});
|
|
417
491
|
};
|
|
418
|
-
OrderReferrerTool.
|
|
492
|
+
OrderReferrerTool.TRADE_DELAY = 5;
|
|
419
493
|
return OrderReferrerTool;
|
|
420
494
|
}(writeAccessHandler_1.default));
|
|
421
495
|
exports.default = OrderReferrerTool;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"orderReferrerTool.js","sourceRoot":"","sources":["../../src/orderReferrerTool.ts"],"names":[],"mappings":";;;AAAA,iCAA2C;AAC3C,+CAWwB;AACxB,wFAA0D;AAC1D,oFAAsD;AAEtD;;;;;GAKG;AACH;IAA+C,6CAAkB;IAE/D;;;;;;;;;;;;;;;;;;OAkBG;IACH,2BAAmB,MAAqB,EAAE,UAAkB;
|
|
1
|
+
{"version":3,"file":"orderReferrerTool.js","sourceRoot":"","sources":["../../src/orderReferrerTool.ts"],"names":[],"mappings":";;;AAAA,iCAA2C;AAC3C,+CAWwB;AACxB,wFAA0D;AAC1D,oFAAsD;AAEtD;;;;;GAKG;AACH;IAA+C,6CAAkB;IAE/D;;;;;;;;;;;;;;;;;;OAkBG;IACH,2BAAmB,MAAqB,EAAE,UAAkB;QAA5D,YACE,kBAAM,MAAM,EAAE,UAAU,CAAC,SAG1B;QAFC,kDAAkD;QAClD,KAAI,CAAC,QAAQ,GAAG,OAAS,CAAC;;IAC5B,CAAC;IAED;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;OAiCG;IACU,wCAAY,GAAzB,UACE,MAAc,EACd,OAAe,EACf,YAAqB,EACrB,KAAc,EACd,UAAgC;;;;;;wBAEhC,IAAI,IAAI,CAAC,aAAa,IAAI,IAAI,IAAI,IAAI,CAAC,MAAM,IAAI,IAAI,EAAE;4BACrD,MAAM,KAAK,CAAC,qEAAqE,CAAC,CAAC;yBACpF;wBACK,WAAW,GAAG,IAAI,CAAC,oBAAoB,CAAC,MAAM,CAAC,CAAC;wBACtD,IAAI,OAAO,YAAY,IAAI,WAAW,EAAE;4BACtC,YAAY,GAAG,IAAI,CAAC,UAAU,CAAC;yBAChC;6BACG,CAAA,UAAU,IAAI,SAAS,CAAA,EAAvB,wBAAuB;wBACZ,qBAAM,IAAI,CAAC,eAAe,CAAC,oCAAoC,CAAC,MAAM,CAAC,EAAA;;wBAApF,UAAU,GAAG,SAAuE,CAAC;;;wBAEjF,OAAO,GAAG;4BACd,QAAQ,EAAE,IAAI,CAAC,QAAQ;4BACvB,KAAK,EAAE,KAAK;4BACZ,KAAK,EAAE,IAAI,CAAC,qBAAqB,IAAG,UAAU,aAAV,UAAU,uBAAV,UAAU,CAAE,aAAa,CAAC,MAAM,CAAA;yBACrE,CAAC;wBACK,qBAAM,WAAW,CAAC,YAAY,CACnC,OAAO,EACP,YAAY,EACZ,UAAU,aAAV,UAAU,uBAAV,UAAU,CAAE,aAAa,EACzB,UAAU,aAAV,UAAU,uBAAV,UAAU,CAAE,UAAU,EACtB,OAAO,CACR,EAAA;4BAND,sBAAO,SAMN,EAAC;;;;KACH;IAEY,yCAAa,GAA1B,UACE,MAAc,EACd,QAAkB,EAClB,YAAqB,EACrB,KAAc,EACd,UAAgC;;;;;;wBAEhC,IAAI,IAAI,CAAC,aAAa,IAAI,IAAI,IAAI,IAAI,CAAC,MAAM,IAAI,IAAI,EAAE;4BACrD,MAAM,KAAK,CAAC,qEAAqE,CAAC,CAAC;yBACpF;wBACK,WAAW,GAAG,IAAI,CAAC,oBAAoB,CAAC,MAAM,CAAC,CAAC;wBACtD,IAAI,OAAO,YAAY,IAAI,WAAW,EAAE;4BACtC,YAAY,GAAG,IAAI,CAAC,UAAU,CAAC;yBAChC;6BACG,CAAA,UAAU,IAAI,SAAS,CAAA,EAAvB,wBAAuB;wBACZ,qBAAM,IAAI,CAAC,eAAe,CAAC,oCAAoC,CAAC,MAAM,CAAC,EAAA;;wBAApF,UAAU,GAAG,SAAuE,CAAC;;;wBAEjF,OAAO,GAAG;4BACd,QAAQ,EAAE,IAAI,CAAC,QAAQ;4BACvB,KAAK,EAAE,KAAK;4BACZ,KAAK,EAAE,IAAI,CAAC,qBAAqB,IAAG,UAAU,aAAV,UAAU,uBAAV,UAAU,CAAE,aAAa,CAAC,MAAM,CAAA;yBACrE,CAAC;wBACK,qBAAM,WAAW,CAAC,aAAa,CACpC,QAAQ,EACR,YAAY,EACZ,UAAU,aAAV,UAAU,uBAAV,UAAU,CAAE,aAAa,EACzB,UAAU,aAAV,UAAU,uBAAV,UAAU,CAAE,UAAU,EACtB,OAAO,CACR,EAAA;4BAND,sBAAO,SAMN,EAAC;;;;KACH;IAED;;;;;;;;;;;;;;;;;;;OAmBG;IACU,4CAAgB,GAA7B,UAA8B,MAAc;;;;;4BACxB,qBAAM,IAAI,CAAC,kBAAkB,CAAC,MAAM,CAAC,EAAA;;wBAAnD,WAAW,GAAG,SAAqC;wBAChD,qBAAM,IAAI,CAAC,eAAe,CAAC,MAAM,EAAE,WAAW,CAAC,EAAA;4BAAtD,sBAAO,SAA+C,EAAC;;;;KACxD;IAED;;;;;;;;;;;;;;;;;;;OAmBG;IACU,8CAAkB,GAA/B,UAAgC,MAAc;;;;;;wBAC5C,IAAI,IAAI,CAAC,aAAa,IAAI,IAAI,EAAE;4BAC9B,MAAM,KAAK,CAAC,2DAA2D,CAAC,CAAC;yBAC1E;wBACK,WAAW,GAAG,IAAI,CAAC,oBAAoB,CAAC,MAAM,CAAC,CAAC;wBACtC,qBAAM,WAAW,CAAC,wBAAwB,EAAE,EAAA;;wBAAxD,SAAS,GAAG,SAA4C;wBAC5D,sBAAO,MAAM,CAAC,SAAS,CAAC,EAAC;;;;KAC1B;IAED;;;;;;;;;;;;;;;;;;;;;OAqBG;IACU,wCAAY,GAAzB,UAA0B,MAAc,EAAE,EAAU;;;;;4BACzC,qBAAM,IAAI,CAAC,oBAAoB,CAAC,MAAM,CAAC,EAAA;;wBAA5C,EAAE,GAAG,SAAuC;wBACH,qBAAM,EAAE,CAAC,aAAa,CAAC,EAAE,CAAC,EAAA;;wBAAnE,kBAAkB,GAAuB,SAA0B;wBACvE,IAAI,kBAAkB,CAAC,UAAU,IAAI,2BAAY,EAAE;4BACjD,sBAAO,SAAS,EAAC;yBAClB;wBACG,KAAK,GAAG,iBAAiB,CAAC,sBAAsB,CAAC,kBAAkB,EAAE,IAAI,CAAC,sBAAsB,CAAC,CAAC;wBACtG,sBAAO,KAAK,EAAC;;;;KACd;IAED;;;;;;;;;;;;;;;;;;;;;;OAsBG;IACU,2CAAe,GAA5B,UAA6B,MAAc,EAAE,WAAmB,EAAE,UAAmB;;;;;;;wBACnF,IAAI,IAAI,CAAC,aAAa,IAAI,IAAI,EAAE;4BAC9B,MAAM,KAAK,CAAC,2DAA2D,CAAC,CAAC;yBAC1E;wBACK,WAAW,GAAG,IAAI,CAAC,oBAAoB,CAAC,MAAM,CAAC,CAAC;wBACtD,IAAI,OAAO,UAAU,IAAI,WAAW,EAAE;4BACpC,UAAU,GAAG,4BAAa,CAAC;yBAC5B;wBAGoB,qBAAM,WAAW,CAAC,eAAe,CAAC,UAAU,EAAE,kBAAS,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC,EAAA;;wBAA/F,KAAA,8BAAqB,SAA0E,KAAA,EAA9F,MAAM,QAAA,EAAE,QAAQ,QAAA,CAA+E;wBAC5F,kBAAkB,GAAY,IAAI,KAAK,EAAS,CAAC;wBACjD,WAAW,GAAG,EAAE,CAAC;wBACjB,CAAC,GAAG,CAAC,CAAC;wBACV,OAAO,CAAC,GAAG,MAAM,CAAC,MAAM,IAAI,MAAM,CAAC,CAAC,CAAC,CAAC,UAAU,IAAI,2BAAY,EAAE;4BAChE,kBAAkB,CAAC,IAAI,CAAC,4BAAkB,CAAC,eAAe,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,IAAI,CAAC,sBAAsB,CAAC,CAAC,CAAC;4BACpG,WAAW,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC;4BAC9B,CAAC,EAAE,CAAC;yBACL;wBACD,sBAAO,CAAC,kBAAkB,EAAE,WAAW,CAAC,EAAC;;;;KAC1C;IAED;;;;;;;;;;;;;;;;;;;;;OAqBG;IACU,uCAAW,GAAxB,UAAyB,KAAY,EAAE,cAAuB,EAAE,WAA8B;;;;;;wBAC5F,IAAI,IAAI,CAAC,aAAa,IAAI,IAAI,EAAE;4BAC9B,MAAM,KAAK,CAAC,2DAA2D,CAAC,CAAC;yBAC1E;6BACG,CAAA,WAAW,IAAI,SAAS,CAAA,EAAxB,wBAAwB;wBAChB,qBAAM,IAAI,CAAC,eAAe,CAAC,uBAAuB,CAAC,KAAK,CAAC,MAAM,CAAC,EAAA;;wBAAtE,GAAG,GAAG,SAAgE;wBAC1E,WAAW,GAAG,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,GAAG,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,CAAC;;4BAEpC,qBAAM,8BAAoB,CAAC,oBAAoB,CAC9D,KAAK,CAAC,MAAM,EACZ,KAAK,CAAC,QAAQ,EACd,IAAI,CAAC,sBAAsB,EAC3B,IAAI,CAAC,aAAa,EAClB,WAAW,CACZ,EAAA;;wBANG,UAAU,GAAG,SAMhB;wBACe,qBAAM,8BAAoB,CAAC,wBAAwB,CACjE,KAAK,CAAC,MAAM,EACZ,IAAI,CAAC,sBAAsB,EAC3B,IAAI,CAAC,aAAa,EAClB,WAAW,CACZ,EAAA;;wBALG,SAAS,GAAG,SAKf;6BACG,CAAA,cAAc,IAAI,SAAS,CAAA,EAA3B,wBAA2B;wBACR,qBAAM,IAAI,CAAC,QAAS,CAAC,cAAc,EAAE,EAAA;;wBAApD,YAAY,GAAG,SAAqC;wBACxC,qBAAM,IAAI,CAAC,QAAS,CAAC,QAAQ,CAAC,YAAY,CAAC,EAAA;;wBAA7D,cAAc,GAAG,CAAC,SAA2C,CAAC,CAAC,SAAS,CAAC;;4BAEpE,qBAAM,IAAI,CAAC,YAAY,CAAC,KAAK,EAAE,UAAU,EAAE,SAAS,EAAE,cAAc,EAAE,IAAI,CAAC,sBAAsB,CAAC,EAAA;4BAAzG,sBAAO,SAAkG,EAAC;;;;KAC3G;IAED;;;;;;OAMG;IACU,4CAAgB,GAA7B,UACE,MAAe,EACf,cAAuB,EACvB,WAAgD;;;;;;;wBAEhD,IAAI,MAAM,CAAC,MAAM,IAAI,CAAC,EAAE;4BACtB,sBAAO,EAAE,EAAC;yBACX;wBACD,IAAI,IAAI,CAAC,aAAa,IAAI,IAAI,EAAE;4BAC9B,MAAM,KAAK,CAAC,2DAA2D,CAAC,CAAC;yBAC1E;wBACD,IAAI,MAAM,CAAC,MAAM,CAAC,UAAC,CAAC,IAAK,OAAA,CAAC,CAAC,MAAM,IAAI,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,EAA5B,CAA4B,CAAC,CAAC,MAAM,GAAG,MAAM,CAAC,MAAM,EAAE;4BAC7E,MAAM,KAAK,CAAC,iDAAiD,CAAC,CAAC;yBAChE;6BACG,CAAA,WAAW,IAAI,SAAS,CAAA,EAAxB,wBAAwB;wBAChB,qBAAM,IAAI,CAAC,eAAe,CAAC,uBAAuB,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,EAAA;;wBAA1E,GAAG,GAAG,SAAoE;wBAC9E,WAAW,GAAG,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,GAAG,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,GAAG,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,GAAG,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,CAAC;;;wBAEzF,IAAI,WAAW,CAAC,CAAC,CAAC,IAAI,WAAW,CAAC,CAAC,CAAC,EAAE;4BACpC,gBAAgB;4BAChB,sBAAO,MAAM,CAAC,GAAG,CAAC,cAAM,OAAA,KAAK,EAAL,CAAK,CAAC,EAAC;yBAChC;wBAEgB,qBAAM,OAAO,CAAC,GAAG,CAChC,MAAM,CAAC,GAAG,CAAC,UAAC,CAAC;gCACX,OAAA,8BAAoB,CAAC,oBAAoB,CACvC,CAAC,CAAC,MAAM,EACR,CAAC,CAAC,QAAQ,EACV,KAAI,CAAC,sBAAsB,EAC3B,KAAI,CAAC,aAAc,EACnB,CAAC,WAAY,CAAC,CAAC,CAAC,EAAE,WAAY,CAAC,CAAC,CAAC,CAAC,CACnC;4BAND,CAMC,CACF,CACF,EAAA;;wBAVG,UAAU,GAAG,SAUhB;wBACe,qBAAM,8BAAoB,CAAC,wBAAwB,CACjE,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,EAChB,IAAI,CAAC,sBAAsB,EAC3B,IAAI,CAAC,aAAa,EAClB,CAAC,WAAY,CAAC,CAAC,CAAC,EAAE,WAAY,CAAC,CAAC,CAAC,CAAC,CACnC,EAAA;;wBALG,SAAS,GAAG,SAKf;6BACG,CAAA,cAAc,IAAI,SAAS,CAAA,EAA3B,wBAA2B;wBACR,qBAAM,IAAI,CAAC,QAAS,CAAC,cAAc,EAAE,EAAA;;wBAApD,YAAY,GAAG,SAAqC;wBACxC,qBAAM,IAAI,CAAC,QAAS,CAAC,QAAQ,CAAC,YAAY,CAAC,EAAA;;wBAA7D,cAAc,GAAG,CAAC,SAA2C,CAAC,CAAC,SAAS,CAAC;;4BAEpE,qBAAM,MAAM,CAAC,GAAG,CAAC,UAAC,CAAC,EAAE,GAAG;4BAC7B,OAAA,KAAI,CAAC,YAAY,CAAC,CAAC,EAAE,UAAU,CAAC,GAAG,CAAC,EAAE,SAAS,EAAE,cAAe,EAAE,KAAI,CAAC,sBAAsB,CAAC;wBAA9F,CAA8F,CAC/F,EAAA;4BAFD,sBAAO,SAEN,EAAC;;;;KACH;IAES,wCAAY,GAAtB,UACE,KAAY,EACZ,UAAkB,EAClB,SAAiB,EACjB,cAAsB,EACtB,mBAAqD;QAErD,wBAAwB;QACxB,IAAI,KAAK,CAAC,QAAQ,IAAI,SAAS,IAAI,KAAK,CAAC,QAAQ,GAAG,IAAI,CAAC,GAAG,EAAE,GAAG,IAAI,EAAE;YACrE,OAAO,CAAC,GAAG,CAAC,eAAe,CAAC,CAAC;YAC7B,OAAO,KAAK,CAAC;SACd;QAED,sDAAsD;QACtD,IACE,KAAK,CAAC,kBAAkB,IAAI,SAAS;YACrC,KAAK,CAAC,kBAAkB,GAAG,iBAAiB,CAAC,WAAW,GAAG,cAAc,GAAG,CAAC,EAC7E;YACA,OAAO,CAAC,GAAG,CACT,sBAAe,cAAc,GAAG,CAAC,GAAG,KAAK,CAAC,kBAAkB,GAAG,iBAAiB,CAAC,WAAW,aAAU,CACvG,CAAC;YACF,OAAO,KAAK,CAAC;SACd;QAED,mBAAmB;QACnB,IAAM,OAAO,GAAG,8BAAoB,CAAC,WAAW,CAAC,KAAK,CAAC,MAAM,EAAE,mBAAmB,CAAC,CAAC;QACpF,IAAI,KAAK,CAAC,QAAQ,GAAG,OAAO,EAAE;YAC5B,uEAAuE;YACvE,OAAO,KAAK,CAAC;SACd;QACD,wFAAwF;QACxF,IAAI,KAAK,CAAC,UAAU,IAAI,SAAS,EAAE;YACjC,wCAAwC;YACxC,OAAO,KAAK,CAAC;SACd;QACD,IAAI,UAAU,GAAG,KAAK,CAAC,UAAW,CAAC;QACnC,IAAI,CAAC,KAAK,CAAC,IAAI,IAAI,uBAAQ,IAAI,UAAU,GAAG,UAAU,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,IAAI,wBAAS,IAAI,UAAU,GAAG,UAAU,CAAC,EAAE;YAC/G,mFAAmF;YACnF,OAAO,KAAK,CAAC;SACd;QACD,mBAAmB;QACnB,IACE,KAAK,CAAC,SAAS,IAAI,SAAS;YAC5B,CAAC,CAAC,KAAK,CAAC,IAAI,IAAI,uBAAQ,IAAI,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC;gBACtD,CAAC,KAAK,CAAC,IAAI,IAAI,wBAAS,IAAI,SAAS,GAAG,KAAK,CAAC,SAAS,CAAC,CAAC,EAC3D;YACA,qCAAqC;YACrC,OAAO,KAAK,CAAC;SACd;QACD,kBAAkB;QAClB,IACE,KAAK,CAAC,mBAAmB,IAAI,SAAS;YACtC,KAAK,CAAC,mBAAmB,CAAC,CAAC,CAAC,IAAI,eAAM,CAAC,SAAS,CAAC,QAAQ;YACzD,KAAK,CAAC,mBAAmB,CAAC,CAAC,CAAC,IAAI,eAAM,CAAC,SAAS,CAAC,QAAQ,EACzD;YACA,qBAAqB;YACrB,IAAM,iBAAiB,GAAG,IAAI,CAAC,oBAAoB,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;YAClE,OAAO,iBAAiB,CAAC,cAAc,CAAC,KAAK,CAAC,mBAAmB,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,UAAC,MAAc;gBACxF,IAAI,MAAM,IAAI,CAAC,IAAI,MAAM,IAAI,CAAC,EAAE;oBAC9B,gDAAgD;oBAChD,4BAA4B;oBAC5B,OAAO,KAAK,CAAC;iBACd;gBACD,OAAO,IAAI,CAAC;YACd,CAAC,CAAC,CAAC;SACJ;QACD,0CAA0C;QAC1C,OAAO,IAAI,CAAC;IACd,CAAC;IAED;;;;OAIG;IACI,qDAAyB,GAAhC,UAAiC,OAA2B;QAC1D,OAAO,8BAAoB,CAAC,sBAAsB,CAAC,OAAO,EAAE,IAAI,CAAC,sBAAsB,CAAC,CAAC;IAC3F,CAAC;IAEY,+CAAmB,GAAhC,UAAiC,QAAoC;;;;;wBACnE,IAAI,IAAI,CAAC,MAAM,IAAI,IAAI,EAAE;4BACvB,MAAM,KAAK,CAAC,mDAAmD,CAAC,CAAC;yBAClE;wBACM,qBAAM,IAAI,CAAC,MAAM,CAAC,mBAAmB,CAAC,QAAQ,CAAC,EAAA;4BAAtD,sBAAO,SAA+C,EAAC;;;;KACxD;IA3bM,6BAAW,GAAG,CAAC,CAAC;IA4bzB,wBAAC;CAAA,AA7bD,CAA+C,4BAAkB,GA6bhE;kBA7boB,iBAAiB"}
|
|
@@ -216,5 +216,5 @@ export default class PerpetualDataHandler {
|
|
|
216
216
|
* @param traderAccount Trader account
|
|
217
217
|
* @param perpStaticInfo Symbol to perpetual info map
|
|
218
218
|
*/
|
|
219
|
-
protected static checkOrder(order: Order,
|
|
219
|
+
protected static checkOrder(order: Order, perpStaticInfo: Map<string, PerpetualStaticInfo>): void;
|
|
220
220
|
}
|
|
@@ -18,7 +18,6 @@ var PerpetualDataHandler = /** @class */ (function () {
|
|
|
18
18
|
this.lobFactoryContract = null;
|
|
19
19
|
this.provider = null;
|
|
20
20
|
this.signerOrProvider = null;
|
|
21
|
-
console.log("local sdk");
|
|
22
21
|
this.symbolToPerpStaticInfo = new Map();
|
|
23
22
|
this.poolStaticInfos = new Array();
|
|
24
23
|
this.symbolToTokenAddrMap = new Map();
|
|
@@ -682,7 +681,7 @@ var PerpetualDataHandler = /** @class */ (function () {
|
|
|
682
681
|
leverage: (0, d8XMath_1.ABK64x64ToFloat)(ethers_1.BigNumber.from(order.fLeverage)),
|
|
683
682
|
deadline: Number(order.iDeadline),
|
|
684
683
|
timestamp: Number(order.createdTimestamp),
|
|
685
|
-
|
|
684
|
+
submittedTimestamp: Number(order.submittedTimestamp),
|
|
686
685
|
};
|
|
687
686
|
return userOrder;
|
|
688
687
|
};
|
|
@@ -694,6 +693,9 @@ var PerpetualDataHandler = /** @class */ (function () {
|
|
|
694
693
|
* @returns SmartContractOrder
|
|
695
694
|
*/
|
|
696
695
|
PerpetualDataHandler.toSmartContractOrder = function (order, traderAddr, perpStaticInfo) {
|
|
696
|
+
// this revers if order is invalid
|
|
697
|
+
PerpetualDataHandler.checkOrder(order, perpStaticInfo);
|
|
698
|
+
// translate order
|
|
697
699
|
var flags = PerpetualDataHandler._orderTypeToFlag(order);
|
|
698
700
|
var brokerSig = order.brokerSignature == undefined ? [] : order.brokerSignature;
|
|
699
701
|
var perpetualId = PerpetualDataHandler.symbolToPerpetualId(order.symbol, perpStaticInfo);
|
|
@@ -734,7 +736,7 @@ var PerpetualDataHandler = /** @class */ (function () {
|
|
|
734
736
|
fLeverage: order.leverage == undefined ? ethers_1.BigNumber.from(0) : (0, d8XMath_1.floatToABK64x64)(order.leverage),
|
|
735
737
|
iDeadline: ethers_1.BigNumber.from(Math.round(iDeadline)),
|
|
736
738
|
createdTimestamp: ethers_1.BigNumber.from(Math.round(order.timestamp)),
|
|
737
|
-
|
|
739
|
+
submittedTimestamp: 0,
|
|
738
740
|
};
|
|
739
741
|
return smOrder;
|
|
740
742
|
};
|
|
@@ -921,7 +923,7 @@ var PerpetualDataHandler = /** @class */ (function () {
|
|
|
921
923
|
}
|
|
922
924
|
else {
|
|
923
925
|
if (version === undefined) {
|
|
924
|
-
configFile = configFile.sort(function (conf) { return
|
|
926
|
+
configFile = configFile.sort(function (conf) { return conf.version; });
|
|
925
927
|
return configFile[0];
|
|
926
928
|
}
|
|
927
929
|
else {
|
|
@@ -958,7 +960,7 @@ var PerpetualDataHandler = /** @class */ (function () {
|
|
|
958
960
|
}
|
|
959
961
|
else {
|
|
960
962
|
if (version === undefined) {
|
|
961
|
-
configFile = configFile.sort(function (conf) { return
|
|
963
|
+
configFile = configFile.sort(function (conf) { return conf.version; });
|
|
962
964
|
return configFile[0];
|
|
963
965
|
}
|
|
964
966
|
else {
|
|
@@ -1023,20 +1025,22 @@ var PerpetualDataHandler = /** @class */ (function () {
|
|
|
1023
1025
|
* @param traderAccount Trader account
|
|
1024
1026
|
* @param perpStaticInfo Symbol to perpetual info map
|
|
1025
1027
|
*/
|
|
1026
|
-
PerpetualDataHandler.checkOrder = function (order,
|
|
1027
|
-
|
|
1028
|
-
|
|
1028
|
+
PerpetualDataHandler.checkOrder = function (order,
|
|
1029
|
+
// traderAccount: MarginAccount,
|
|
1030
|
+
perpStaticInfo) {
|
|
1029
1031
|
// check side
|
|
1030
1032
|
if (order.side != nodeSDKTypes_1.BUY_SIDE && order.side != nodeSDKTypes_1.SELL_SIDE) {
|
|
1031
1033
|
throw Error("order side must be ".concat(nodeSDKTypes_1.BUY_SIDE, " or ").concat(nodeSDKTypes_1.SELL_SIDE));
|
|
1032
1034
|
}
|
|
1033
1035
|
// check amount
|
|
1034
1036
|
var lotSize = perpStaticInfo.get(order.symbol).lotSizeBC;
|
|
1035
|
-
|
|
1036
|
-
|
|
1037
|
-
|
|
1038
|
-
|
|
1039
|
-
|
|
1037
|
+
// let curPos =
|
|
1038
|
+
// traderAccount.side == CLOSED_SIDE
|
|
1039
|
+
// ? 0
|
|
1040
|
+
// : (traderAccount.side == BUY_SIDE ? 1 : -1) * traderAccount.positionNotionalBaseCCY;
|
|
1041
|
+
// let newPos = curPos + (order.side == BUY_SIDE ? 1 : -1) * order.quantity;
|
|
1042
|
+
// if (Math.abs(order.quantity) < lotSize || (Math.abs(newPos) >= lotSize && Math.abs(newPos) < 10 * lotSize)) {
|
|
1043
|
+
if (Math.abs(order.quantity) < lotSize) {
|
|
1040
1044
|
throw Error("trade amount too small: ".concat(order.quantity, " ").concat(perpStaticInfo.get(order.symbol).S2Symbol));
|
|
1041
1045
|
}
|
|
1042
1046
|
// check limit price
|