@d8x/perpetuals-sdk 0.1.2 → 0.1.4

package/abi/Multicall.json

@@ -0,0 +1,86 @@
+[
+  {
+    "constant": true,
+    "inputs": [],
+    "name": "getCurrentBlockTimestamp",
+    "outputs": [{ "name": "timestamp", "type": "uint256" }],
+    "payable": false,
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "constant": false,
+    "inputs": [
+      {
+        "components": [
+          { "name": "target", "type": "address" },
+          { "name": "callData", "type": "bytes" }
+        ],
+        "name": "calls",
+        "type": "tuple[]"
+      }
+    ],
+    "name": "aggregate",
+    "outputs": [
+      { "name": "blockNumber", "type": "uint256" },
+      { "name": "returnData", "type": "bytes[]" }
+    ],
+    "payable": false,
+    "stateMutability": "nonpayable",
+    "type": "function"
+  },
+  {
+    "constant": true,
+    "inputs": [],
+    "name": "getLastBlockHash",
+    "outputs": [{ "name": "blockHash", "type": "bytes32" }],
+    "payable": false,
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "constant": true,
+    "inputs": [{ "name": "addr", "type": "address" }],
+    "name": "getEthBalance",
+    "outputs": [{ "name": "balance", "type": "uint256" }],
+    "payable": false,
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "constant": true,
+    "inputs": [],
+    "name": "getCurrentBlockDifficulty",
+    "outputs": [{ "name": "difficulty", "type": "uint256" }],
+    "payable": false,
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "constant": true,
+    "inputs": [],
+    "name": "getCurrentBlockGasLimit",
+    "outputs": [{ "name": "gaslimit", "type": "uint256" }],
+    "payable": false,
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "constant": true,
+    "inputs": [],
+    "name": "getCurrentBlockCoinbase",
+    "outputs": [{ "name": "coinbase", "type": "address" }],
+    "payable": false,
+    "stateMutability": "view",
+    "type": "function"
+  },
+  {
+    "constant": true,
+    "inputs": [{ "name": "blockNumber", "type": "uint256" }],
+    "name": "getBlockHash",
+    "outputs": [{ "name": "blockHash", "type": "bytes32" }],
+    "payable": false,
+    "stateMutability": "view",
+    "type": "function"
+  }
+]

package/abi/central-park/IPerpetualManager.json

@@ -3705,14 +3705,19 @@
                 "internalType": "address",
                 "name": "_traderAddress",
                 "type": "address"
+            },
+            {
+                "internalType": "int128[2]",
+                "name": "_fIndexPrice",
+                "type": "int128[2]"
             }
         ],
         "name": "getTraderState",
         "outputs": [
             {
-                "internalType": "int128[12]",
+                "internalType": "int128[11]",
                 "name": "",
-                "type": "int128[12]"
+                "type": "int128[11]"
             }
         ],
         "stateMutability": "view",

package/abi/central-park/LimitOrderBook.json

@@ -225,11 +225,21 @@
                 "internalType": "bytes",
                 "name": "_signature",
                 "type": "bytes"
+            },
+            {
+                "internalType": "bytes[]",
+                "name": "_updateData",
+                "type": "bytes[]"
+            },
+            {
+                "internalType": "uint64[]",
+                "name": "_publishTimes",
+                "type": "uint64[]"
             }
         ],
         "name": "cancelOrder",
         "outputs": [],
-        "stateMutability": "nonpayable",
+        "stateMutability": "payable",
         "type": "function"
     },
     {
@@ -284,6 +294,34 @@
         "stateMutability": "payable",
         "type": "function"
     },
+    {
+        "inputs": [
+            {
+                "internalType": "bytes32[]",
+                "name": "_digests",
+                "type": "bytes32[]"
+            },
+            {
+                "internalType": "address",
+                "name": "_referrerAddr",
+                "type": "address"
+            },
+            {
+                "internalType": "bytes[]",
+                "name": "_updateData",
+                "type": "bytes[]"
+            },
+            {
+                "internalType": "uint64[]",
+                "name": "_publishTimes",
+                "type": "uint64[]"
+            }
+        ],
+        "name": "executeOrders",
+        "outputs": [],
+        "stateMutability": "payable",
+        "type": "function"
+    },
     {
         "inputs": [
             {
@@ -872,7 +910,7 @@
             },
             {
                 "internalType": "bytes",
-                "name": "signature",
+                "name": "_signature",
                 "type": "bytes"
             }
         ],
@@ -881,6 +919,96 @@
         "stateMutability": "nonpayable",
         "type": "function"
     },
+    {
+        "inputs": [
+            {
+                "components": [
+                    {
+                        "internalType": "uint32",
+                        "name": "flags",
+                        "type": "uint32"
+                    },
+                    {
+                        "internalType": "uint24",
+                        "name": "iPerpetualId",
+                        "type": "uint24"
+                    },
+                    {
+                        "internalType": "uint16",
+                        "name": "brokerFeeTbps",
+                        "type": "uint16"
+                    },
+                    {
+                        "internalType": "address",
+                        "name": "traderAddr",
+                        "type": "address"
+                    },
+                    {
+                        "internalType": "address",
+                        "name": "brokerAddr",
+                        "type": "address"
+                    },
+                    {
+                        "internalType": "address",
+                        "name": "referrerAddr",
+                        "type": "address"
+                    },
+                    {
+                        "internalType": "bytes",
+                        "name": "brokerSignature",
+                        "type": "bytes"
+                    },
+                    {
+                        "internalType": "int128",
+                        "name": "fAmount",
+                        "type": "int128"
+                    },
+                    {
+                        "internalType": "int128",
+                        "name": "fLimitPrice",
+                        "type": "int128"
+                    },
+                    {
+                        "internalType": "int128",
+                        "name": "fTriggerPrice",
+                        "type": "int128"
+                    },
+                    {
+                        "internalType": "int128",
+                        "name": "fLeverage",
+                        "type": "int128"
+                    },
+                    {
+                        "internalType": "uint64",
+                        "name": "iDeadline",
+                        "type": "uint64"
+                    },
+                    {
+                        "internalType": "uint64",
+                        "name": "createdTimestamp",
+                        "type": "uint64"
+                    },
+                    {
+                        "internalType": "uint64",
+                        "name": "submittedBlock",
+                        "type": "uint64"
+                    }
+                ],
+                "internalType": "struct IPerpetualOrder.Order[]",
+                "name": "_orders",
+                "type": "tuple[]"
+            },
+            {
+                "internalType": "bytes[]",
+                "name": "_signatures",
+                "type": "bytes[]"
+            }
+        ],
+        "name": "postOrders",
+        "outputs": [],
+        "stateMutability": "nonpayable",
+        "type": "function"
+    },
     {
         "inputs": [
             {

package/config/defaultConfig.json

@@ -23,12 +23,12 @@
   },
   {
     "name": "central-park",
-    "version": 3.0,
+    "version": 4.0,
     "proxyAddr": "0x4F1C7EE9E881Cc735f39Ca36c649ba9E930B4E4e",
     "nodeURL": "https://polygon-mumbai.blockpi.network/v1/rpc/public",
     "priceFeedConfigNetwork": "testnet",
     "proxyABILocation": "../abi/central-park/IPerpetualManager.json",
-    "limitOrderBookFactoryAddr": "0xf8a4B731C3663A411F96b35a1989D4cD3C59912d",
+    "limitOrderBookFactoryAddr": "0xeC71488Ca228506C93CDaEd4C00Ef65ee7E6A4F1",
     "limitOrderBookFactoryABILocation": "../abi/central-park/LimitOrderBookFactory.json",
     "limitOrderBookABILocation": "../abi/central-park/LimitOrderBook.json",
     "symbolListLocation": "../config/symbolList.json"

package/dist/accountTrade.d.ts

@@ -218,5 +218,4 @@ export default class AccountTrade extends WriteAccessHandler {
      * @param {number} amount How much collateral to remove, in units of collateral currency, e.g. MATIC
      */
     removeCollateral(symbol: string, amount: number): Promise<ethers.ContractTransaction>;
-    swapForMockToken(symbol: string, amountToPay: string): Promise<any>;
 }

package/dist/accountTrade.js

@@ -12,7 +12,6 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-const ethers_1 = require("ethers");
 const d8XMath_1 = require("./d8XMath");
 const marketData_1 = __importDefault(require("./marketData"));
 const nodeSDKTypes_1 = require("./nodeSDKTypes");
@@ -342,25 +341,5 @@ class AccountTrade extends writeAccessHandler_1.default {
             });
         });
     }
-    swapForMockToken(symbol, amountToPay) {
-        return __awaiter(this, void 0, void 0, function* () {
-            if (this.signer == null) {
-                throw Error("no wallet initialized. Use createProxyInstance().");
-            }
-            let tokenAddress = this.getMarginTokenFromSymbol(symbol);
-            if (tokenAddress == undefined) {
-                throw Error("symbols not found");
-            }
-            let tokenToSwap = new Map(Object.entries(require("../config/mockSwap.json")));
-            let swapAddress = tokenToSwap.get(tokenAddress);
-            if (swapAddress == undefined) {
-                throw Error("No swap contract found for symbol.");
-            }
-            let contract = new ethers_1.ethers.Contract(swapAddress, nodeSDKTypes_1.MOCK_TOKEN_SWAP_ABI, this.signer.provider);
-            return yield contract.swapToMockToken({
-                value: ethers_1.ethers.utils.parseEther(amountToPay),
-            });
-        });
-    }
 }
 exports.default = AccountTrade;

package/dist/liquidatorTool.d.ts

@@ -59,6 +59,7 @@ export default class LiquidatorTool extends WriteAccessHandler {
      * If not, the position can be liquidated.
      * @param {string} symbol Symbol of the form ETH-USD-MATIC.
      * @param {string} traderAddr Address of the trader whose position you want to assess.
+     * @param {[number,number]} indexPrices optional, index price S2/S3 for which we test
      * @example
      * import { LiquidatorTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
      * async function main() {
@@ -78,7 +79,7 @@ export default class LiquidatorTool extends WriteAccessHandler {
      * @returns {boolean} True if the trader is maintenance margin safe in the perpetual.
      * False means that the trader's position can be liquidated.
      */
-    isMaintenanceMarginSafe(symbol: string, traderAddr: string): Promise<boolean>;
+    isMaintenanceMarginSafe(symbol: string, traderAddr: string, indexPrices?: [number, number]): Promise<boolean>;
     /**
      *
      * @param perpetualId Perpetual id.

package/dist/liquidatorTool.js

@@ -92,6 +92,7 @@ class LiquidatorTool extends writeAccessHandler_1.default {
      * If not, the position can be liquidated.
      * @param {string} symbol Symbol of the form ETH-USD-MATIC.
      * @param {string} traderAddr Address of the trader whose position you want to assess.
+     * @param {[number,number]} indexPrices optional, index price S2/S3 for which we test
      * @example
      * import { LiquidatorTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
      * async function main() {
@@ -111,14 +112,19 @@ class LiquidatorTool extends writeAccessHandler_1.default {
      * @returns {boolean} True if the trader is maintenance margin safe in the perpetual.
      * False means that the trader's position can be liquidated.
      */
-    isMaintenanceMarginSafe(symbol, traderAddr) {
+    isMaintenanceMarginSafe(symbol, traderAddr, indexPrices) {
         return __awaiter(this, void 0, void 0, function* () {
             if (this.proxyContract == null) {
                 throw Error("no proxy contract initialized. Use createProxyInstance().");
             }
             const idx_notional = 4;
             let perpID = LiquidatorTool.symbolToPerpetualId(symbol, this.symbolToPerpStaticInfo);
-            let traderState = yield this.proxyContract.getTraderState(perpID, traderAddr);
+            if (indexPrices == undefined) {
+                // fetch from API
+                let obj = yield this.priceFeedGetter.fetchPricesForPerpetual(symbol);
+                indexPrices = [obj.idxPrices[0], obj.idxPrices[1]];
+            }
+            let traderState = yield this.proxyContract.getTraderState(perpID, traderAddr, indexPrices);
             if (traderState[idx_notional] == 0) {
                 // trader does not have open position
                 return false;

package/dist/liquidityProviderTool.d.ts

@@ -78,7 +78,9 @@ export default class LiquidityProviderTool extends WriteAccessHandler {
      */
     addLiquidity(poolSymbolName: string, amountCC: number): Promise<ethers.ContractTransaction>;
     /**
-     * Remove liquidity from the pool. The address loses pool shares in return.
+     * Initiates a liquidity withdrawal from the pool
+     * It triggers a time-delayed unlocking of the given number of pool shares.
+     * The amount of pool shares to be unlocked is fixed by this call, but not their value in pool currency.
      * @param {string} poolSymbolName Name of pool symbol (e.g. MATIC).
      * @param {string} amountPoolShares Amount in pool-shares, removes everything if > available amount.
      * @example
@@ -90,13 +92,35 @@ export default class LiquidityProviderTool extends WriteAccessHandler {
      *   const pk: string = <string>process.env.PK;
      *   let lqudtProviderTool = new LiquidityProviderTool(config, pk);
      *   await lqudtProviderTool.createProxyInstance();
-     *   // remove liquidity
-     *   let respRemoveLiquidity = await lqudtProviderTool.removeLiquidity("MATIC", 0.1);
+     *   // initiate withdrawal
+     *   let respRemoveLiquidity = await lqudtProviderTool.initiateLiquidityWithdrawal("MATIC", 0.1);
      *   console.log(respRemoveLiquidity);
      * }
      * main();
      *
      * @return Transaction object.
      */
-    removeLiquidity(poolSymbolName: string, amountPoolShares: number): Promise<ethers.providers.TransactionResponse>;
+    initiateLiquidityWithdrawal(poolSymbolName: string, amountPoolShares: number): Promise<ethers.providers.TransactionResponse>;
+    /**
+     * Withdraws as much liquidity as there is available after a call to initiateLiquidityWithdrawal.
+     * The address loses pool shares in return.
+     * @param poolSymbolName
+     * @example
+     * import { LiquidityProviderTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
+     * async function main() {
+     *   console.log(LiquidityProviderTool);
+     *   // setup (authentication required, PK is an environment variable with a private key)
+     *   const config = PerpetualDataHandler.readSDKConfig("testnet");
+     *   const pk: string = <string>process.env.PK;
+     *   let lqudtProviderTool = new LiquidityProviderTool(config, pk);
+     *   await lqudtProviderTool.createProxyInstance();
+     *   // remove liquidity
+     *   let respRemoveLiquidity = await lqudtProviderTool.executeLiquidityWithdrawal("MATIC", 0.1);
+     *   console.log(respRemoveLiquidity);
+     * }
+     * main();
+     *
+     * @returns Transaction object.
+     */
+    executeLiquidityWithdrawal(poolSymbolName: string): Promise<ethers.providers.TransactionResponse>;
 }

package/dist/liquidityProviderTool.js

@@ -123,7 +123,9 @@ class LiquidityProviderTool extends writeAccessHandler_1.default {
         });
     }
     /**
-     * Remove liquidity from the pool. The address loses pool shares in return.
+     * Initiates a liquidity withdrawal from the pool
+     * It triggers a time-delayed unlocking of the given number of pool shares.
+     * The amount of pool shares to be unlocked is fixed by this call, but not their value in pool currency.
      * @param {string} poolSymbolName Name of pool symbol (e.g. MATIC).
      * @param {string} amountPoolShares Amount in pool-shares, removes everything if > available amount.
      * @example
@@ -135,21 +137,54 @@ class LiquidityProviderTool extends writeAccessHandler_1.default {
      *   const pk: string = <string>process.env.PK;
      *   let lqudtProviderTool = new LiquidityProviderTool(config, pk);
      *   await lqudtProviderTool.createProxyInstance();
-     *   // remove liquidity
-     *   let respRemoveLiquidity = await lqudtProviderTool.removeLiquidity("MATIC", 0.1);
+     *   // initiate withdrawal
+     *   let respRemoveLiquidity = await lqudtProviderTool.initiateLiquidityWithdrawal("MATIC", 0.1);
      *   console.log(respRemoveLiquidity);
      * }
      * main();
      *
      * @return Transaction object.
      */
-    removeLiquidity(poolSymbolName, amountPoolShares) {
+    initiateLiquidityWithdrawal(poolSymbolName, amountPoolShares) {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (this.proxyContract == null || this.signer == null) {
+                throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
+            }
+            let poolId = perpetualDataHandler_1.default._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
+            let tx = yield this.proxyContract.withdrawLiquidity(poolId, (0, d8XMath_1.floatToDec18)(amountPoolShares), {
+                gasLimit: this.gasLimit,
+            });
+            return tx;
+        });
+    }
+    /**
+     * Withdraws as much liquidity as there is available after a call to initiateLiquidityWithdrawal.
+     * The address loses pool shares in return.
+     * @param poolSymbolName
+     * @example
+     * import { LiquidityProviderTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
+     * async function main() {
+     *   console.log(LiquidityProviderTool);
+     *   // setup (authentication required, PK is an environment variable with a private key)
+     *   const config = PerpetualDataHandler.readSDKConfig("testnet");
+     *   const pk: string = <string>process.env.PK;
+     *   let lqudtProviderTool = new LiquidityProviderTool(config, pk);
+     *   await lqudtProviderTool.createProxyInstance();
+     *   // remove liquidity
+     *   let respRemoveLiquidity = await lqudtProviderTool.executeLiquidityWithdrawal("MATIC", 0.1);
+     *   console.log(respRemoveLiquidity);
+     * }
+     * main();
+     *
+     * @returns Transaction object.
+     */
+    executeLiquidityWithdrawal(poolSymbolName) {
         return __awaiter(this, void 0, void 0, function* () {
             if (this.proxyContract == null || this.signer == null) {
                 throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
             }
             let poolId = perpetualDataHandler_1.default._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
-            let tx = yield this.proxyContract.removeLiquidity(poolId, (0, d8XMath_1.floatToDec18)(amountPoolShares), {
+            let tx = yield this.proxyContract.executeLiquidityWithdrawal(poolId, {
                 gasLimit: this.gasLimit,
             });
             return tx;

package/dist/marketData.d.ts

@@ -136,10 +136,14 @@ export default class MarketData extends PerpetualDataHandler {
      * Estimates what the position risk will be if a given order is executed.
      * @param traderAddr Address of trader
      * @param order Order to be submitted
-     * @param currentPositionRisk Position risk before trade
+     * @param account Position risk before trade
+     * @param indexPriceInfo Index prices and market status (open/closed)
      * @returns {MarginAccount} Position risk after trade
      */
-    positionRiskOnTrade(traderAddr: string, order: Order, currentPositionRisk?: MarginAccount, indexPriceInfo?: [number, number, boolean, boolean]): Promise<MarginAccount>;
+    positionRiskOnTrade(traderAddr: string, order: Order, account?: MarginAccount, indexPriceInfo?: [number, number, boolean, boolean]): Promise<{
+        newPositionRisk: MarginAccount;
+        orderCost: number;
+    }>;
     /**
      * Estimates what the position risk will be if given amount of collateral is added/removed from the account.
      * @param traderAddr Address of trader
@@ -147,8 +151,8 @@ export default class MarketData extends PerpetualDataHandler {
      * @param currentPositionRisk Position risk before
      * @returns {MarginAccount} Position risk after
      */
-    positionRiskOnCollateralAction(deltaCollateral: number, currentPositionRisk: MarginAccount, indexPriceInfo?: [number, number, boolean, boolean]): Promise<MarginAccount>;
-    protected static _positionRiskOnAccountAction(symbol: string, tradeAmount: number, marginDeposit: number, tradeLeverage: number | undefined, keepPositionLvg: boolean | undefined, tradePrice: number, feeRate: number, perpetualState: PerpetualState, currentPositionRisk: MarginAccount, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>): MarginAccount;
+    positionRiskOnCollateralAction(deltaCollateral: number, account: MarginAccount, indexPriceInfo?: [number, number, boolean, boolean]): Promise<MarginAccount>;
+    protected static _getLiquidationParams(symbol: string, lockedInQC: number, signedPositionBC: number, marginCashCC: number, markPrice: number, collToQuoteConversion: number, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>): [number, number | undefined, number];
     /**
      * Gets the wallet balance in the collateral currency corresponding to a given perpetual symbol.
      * @param address Address to check
@@ -279,5 +283,12 @@ export default class MarketData extends PerpetualDataHandler {
      */
     static orderIdsOfTrader(traderAddr: string, orderBookContract: ethers.Contract): Promise<string[]>;
     getAvailableMargin(traderAddr: string, symbol: string, indexPrices?: [number, number]): Promise<number>;
+    /**
+     * Calculate a type of exchange loyality score based on trader volume
+     * @param traderAddr address of the trader
+     * @param brokerAddr address of the trader's broker or undefined
+     * @returns a loyality score (4 worst, 1 best)
+     */
+    getTraderLoyalityScore(traderAddr: string, brokerAddr?: string): Promise<number>;
     static _exchangeInfo(_proxyContract: ethers.Contract, _poolStaticInfos: Array<PoolStaticInfo>, _symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _symbolList: Map<string, string>, _priceFeedGetter: PriceFeeds): Promise<ExchangeInfo>;
 }