@d8x/perpetuals-sdk 0.1.4 → 0.1.5

package/abi/central-park/IPerpetualManager.json

@@ -3012,12 +3012,12 @@
                 "type": "int128"
             },
             {
-                "internalType": "int128",
-                "name": "fTradeAmountBC",
-                "type": "int128"
+                "internalType": "bool",
+                "name": "_isBuy",
+                "type": "bool"
             }
         ],
-        "name": "getMaxSignedTradeSizeForPos",
+        "name": "getMaxSignedOpenTradeSizeForPos",
         "outputs": [
             {
                 "internalType": "int128",
@@ -4834,7 +4834,13 @@
             }
         ],
         "name": "tradeViaOrderBook",
-        "outputs": [],
+        "outputs": [
+            {
+                "internalType": "bool",
+                "name": "",
+                "type": "bool"
+            }
+        ],
         "stateMutability": "nonpayable",
         "type": "function"
     },

package/config/defaultConfig.json

@@ -23,12 +23,12 @@
   },
   {
     "name": "central-park",
-    "version": 4.0,
+    "version": 5.0,
     "proxyAddr": "0x4F1C7EE9E881Cc735f39Ca36c649ba9E930B4E4e",
     "nodeURL": "https://polygon-mumbai.blockpi.network/v1/rpc/public",
     "priceFeedConfigNetwork": "testnet",
     "proxyABILocation": "../abi/central-park/IPerpetualManager.json",
-    "limitOrderBookFactoryAddr": "0xeC71488Ca228506C93CDaEd4C00Ef65ee7E6A4F1",
+    "limitOrderBookFactoryAddr": "0xdb43AdBb66925B7529b400C31879e499a72f6fad",
     "limitOrderBookFactoryABILocation": "../abi/central-park/LimitOrderBookFactory.json",
     "limitOrderBookABILocation": "../abi/central-park/LimitOrderBook.json",
     "symbolListLocation": "../config/symbolList.json"

package/dist/liquidatorTool.d.ts

@@ -59,7 +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
+     * @param {number[]} indexPrices optional, index price S2/S3 for which we test
      * @example
      * import { LiquidatorTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
      * async function main() {

package/dist/liquidatorTool.js

@@ -13,6 +13,7 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 const writeAccessHandler_1 = __importDefault(require("./writeAccessHandler"));
+const d8XMath_1 = require("./d8XMath");
 /**
  * Functions to liquidate traders. This class requires a private key
  * and executes smart-contract interactions that require gas-payments.
@@ -92,7 +93,7 @@ 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
+     * @param {number[]} indexPrices optional, index price S2/S3 for which we test
      * @example
      * import { LiquidatorTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
      * async function main() {
@@ -124,12 +125,23 @@ class LiquidatorTool extends writeAccessHandler_1.default {
                 let obj = yield this.priceFeedGetter.fetchPricesForPerpetual(symbol);
                 indexPrices = [obj.idxPrices[0], obj.idxPrices[1]];
             }
-            let traderState = yield this.proxyContract.getTraderState(perpID, traderAddr, indexPrices);
+            let traderState = yield this.proxyContract.getTraderState(perpID, traderAddr, indexPrices.map((x) => (0, d8XMath_1.floatToABK64x64)(x)));
             if (traderState[idx_notional] == 0) {
                 // trader does not have open position
-                return false;
+                return true;
             }
-            return yield this.proxyContract.isTraderMaintenanceMarginSafe(perpID, traderAddr);
+            // calculate margin from traderstate
+            const idx_maintenanceMgnRate = 10;
+            const idx_marginAccountPositionBC = 4;
+            const idx_collateralToQuoteConversion = 9;
+            const idx_marginBalance = 0;
+            const maintMgnRate = (0, d8XMath_1.ABK64x64ToFloat)(traderState[idx_maintenanceMgnRate]);
+            const pos = (0, d8XMath_1.ABK64x64ToFloat)(traderState[idx_marginAccountPositionBC]);
+            const marginbalance = (0, d8XMath_1.ABK64x64ToFloat)(traderState[idx_marginBalance]);
+            const coll2quote = (0, d8XMath_1.ABK64x64ToFloat)(traderState[idx_collateralToQuoteConversion]);
+            const base2collateral = indexPrices[0] / coll2quote;
+            const threshold = Math.abs(pos * base2collateral * maintMgnRate);
+            return marginbalance >= threshold;
         });
     }
     /**

package/dist/marketData.d.ts

@@ -282,6 +282,14 @@ export default class MarketData extends PerpetualDataHandler {
      * @ignore
      */
     static orderIdsOfTrader(traderAddr: string, orderBookContract: ethers.Contract): Promise<string[]>;
+    /**
+     * Query the available margin conditional on the given (or current) index prices
+     * Result is in collateral currency
+     * @param traderAddr address of the trader
+     * @param symbol perpetual symbol of the form BTC-USD-MATIC
+     * @param indexPrices optional index prices, will otherwise fetch from REST API
+     * @returns available margin in collateral currency
+     */
     getAvailableMargin(traderAddr: string, symbol: string, indexPrices?: [number, number]): Promise<number>;
     /**
      * Calculate a type of exchange loyality score based on trader volume

package/dist/marketData.js

@@ -249,9 +249,10 @@ class MarketData extends perpetualDataHandler_1.default {
             let exchangeFeeTbps = yield this.proxyContract.queryExchangeFee(poolId, traderAddr, (_b = order.brokerAddr) !== null && _b !== void 0 ? _b : nodeSDKTypes_1.ZERO_ADDRESS);
             let exchangeFeeCC = (Math.abs(tradeAmountBC) * exchangeFeeTbps * 1e-5 * S2) / S3;
             let brokerFeeCC = (Math.abs(tradeAmountBC) * ((_c = order.brokerFeeTbps) !== null && _c !== void 0 ? _c : 0) * 1e-5 * S2) / S3;
+            let referralFeeCC = this.symbolToPerpStaticInfo.get(account.symbol).referralRebate;
             // Trade type:
             let isClose = newPositionBC == 0 || newPositionBC * tradeAmountBC < 0;
-            let isOpen = newPositionBC != 0 && (currentPositionBC == 0 || newPositionBC * currentPositionBC > 0); // regular open, no flip
+            let isOpen = newPositionBC != 0 && (currentPositionBC == 0 || tradeAmountBC * currentPositionBC > 0); // regular open, no flip
             let isFlip = Math.abs(newPositionBC) > Math.abs(currentPositionBC) && !isOpen; // flip position sign, not fully closed
             let keepPositionLvgOnClose = ((_d = order.keepPositionLvg) !== null && _d !== void 0 ? _d : false) && !isOpen;
             // Contract: _doMarginCollateralActions
@@ -272,10 +273,10 @@ class MarketData extends perpetualDataHandler_1.default {
                 targetLvg = isFlip || isOpen ? (_e = order.leverage) !== null && _e !== void 0 ? _e : 1 / initialMarginRate : 0;
                 let [b0, pos0] = isOpen ? [0, 0] : [account.collateralCC, currentPositionBC];
                 traderDepositCC = (0, d8XMath_1.getDepositAmountForLvgTrade)(b0, pos0, tradeAmountBC, targetLvg, tradePrice, S3, Sm);
-                console.log("deposit for trget lvg:", traderDepositCC);
                 // fees are paid from wallet in this case
                 // referral rebate??
-                traderDepositCC += exchangeFeeCC + brokerFeeCC;
+                console.log("deposit for trget lvg:", traderDepositCC);
+                traderDepositCC += exchangeFeeCC + brokerFeeCC + referralFeeCC;
             }
             // Contract: _executeTrade
             let deltaCashCC = (-tradeAmountBC * (tradePrice - S2)) / S3;
@@ -286,7 +287,7 @@ class MarketData extends perpetualDataHandler_1.default {
                 deltaCashCC += pnl / S3;
             }
             // funding and fees
-            deltaCashCC = deltaCashCC + account.unrealizedFundingCollateralCCY - exchangeFeeCC - brokerFeeCC;
+            deltaCashCC = deltaCashCC + account.unrealizedFundingCollateralCCY - exchangeFeeCC - brokerFeeCC - referralFeeCC;
             // New cash, locked-in, entry price & leverage after trade
             let newLockedInValueQC = currentLockedInQC + deltaLockedQC;
             let newMarginCashCC = currentMarginCashCC + deltaCashCC + traderDepositCC;
@@ -411,6 +412,9 @@ class MarketData extends perpetualDataHandler_1.default {
         else {
             S2Liq = (0, d8XMath_1.calculateLiquidationPriceCollateralQuote)(lockedInQC, signedPositionBC, marginCashCC, tau);
         }
+        // floor at 0
+        S2Liq = S2Liq < 0 ? 0 : S2Liq;
+        S3Liq = S3Liq && S3Liq < 0 ? 0 : S3Liq;
         return [S2Liq, S3Liq, tau];
     }
     /**
@@ -595,6 +599,7 @@ class MarketData extends perpetualDataHandler_1.default {
             S2Symbol: perpInfo.S2Symbol,
             S3Symbol: perpInfo.S3Symbol,
             lotSizeBC: perpInfo.lotSizeBC,
+            referralRebate: perpInfo.referralRebate,
             priceIds: perpInfo.priceIds,
         };
         return res;
@@ -665,6 +670,14 @@ class MarketData extends perpetualDataHandler_1.default {
             return digests;
         });
     }
+    /**
+     * Query the available margin conditional on the given (or current) index prices
+     * Result is in collateral currency
+     * @param traderAddr address of the trader
+     * @param symbol perpetual symbol of the form BTC-USD-MATIC
+     * @param indexPrices optional index prices, will otherwise fetch from REST API
+     * @returns available margin in collateral currency
+     */
     getAvailableMargin(traderAddr, symbol, indexPrices) {
         return __awaiter(this, void 0, void 0, function* () {
             if (this.proxyContract == null) {
@@ -675,15 +688,11 @@ class MarketData extends perpetualDataHandler_1.default {
                 let obj = yield this.priceFeedGetter.fetchPricesForPerpetual(symbol);
                 indexPrices = [obj.idxPrices[0], obj.idxPrices[1]];
             }
-            let mgnAcct = yield perpetualDataHandler_1.default.getMarginAccount(traderAddr, symbol, this.symbolToPerpStaticInfo, this.proxyContract, [indexPrices[0], indexPrices[1]]);
-            let S2 = indexPrices[0];
-            let ccyType = this.getPerpetualStaticInfo(symbol).collateralCurrencyType;
-            let S3 = ccyType == nodeSDKTypes_1.COLLATERAL_CURRENCY_QUANTO ? indexPrices[1] : ccyType == nodeSDKTypes_1.COLLATERAL_CURRENCY_QUOTE ? 1 : S2;
-            let perpInfo = this.symbolToPerpStaticInfo.get(symbol);
-            let balanceCC = mgnAcct.collateralCC + mgnAcct.unrealizedPnlQuoteCCY / S3;
-            let initalMarginCC = Math.abs((perpInfo.initialMarginRate * mgnAcct.positionNotionalBaseCCY * mgnAcct.markPrice) /
-                mgnAcct.collToQuoteConversion);
-            return balanceCC - initalMarginCC;
+            let perpID = perpetualDataHandler_1.default.symbolToPerpetualId(symbol, this.symbolToPerpStaticInfo);
+            let traderState = yield this.proxyContract.getTraderState(perpID, traderAddr, indexPrices.map((x) => (0, d8XMath_1.floatToABK64x64)(x)));
+            const idx_availableMargin = 1;
+            let mgn = (0, d8XMath_1.ABK64x64ToFloat)(traderState[idx_availableMargin]);
+            return mgn;
         });
     }
     /**

package/dist/nodeSDKTypes.d.ts

@@ -75,6 +75,7 @@ export interface PerpetualStaticInfo {
     S2Symbol: string;
     S3Symbol: string;
     lotSizeBC: number;
+    referralRebate: number;
     priceIds: string[];
 }
 /**

package/dist/perpetualDataHandler.js

@@ -88,6 +88,7 @@ class PerpetualDataHandler {
                 let initRate = [];
                 let mgnRate = [];
                 let lotSizes = [];
+                let refRebates = [];
                 for (let k = 0; k < perpetualIDs.length; k++) {
                     let perp = yield proxyContract.getPerpetual(perpetualIDs[k]);
                     let base = (0, utils_1.contractSymbolToSymbol)(perp.S2BaseCCY, this.symbolList);
@@ -108,6 +109,7 @@ class PerpetualDataHandler {
                     initRate.push((0, d8XMath_1.ABK64x64ToFloat)(perp.fInitialMarginRate));
                     mgnRate.push((0, d8XMath_1.ABK64x64ToFloat)(perp.fMaintenanceMarginRate));
                     lotSizes.push((0, d8XMath_1.ABK64x64ToFloat)(perp.fLotSizeBC));
+                    refRebates.push((0, d8XMath_1.ABK64x64ToFloat)(perp.fReferralRebateCC));
                     // try to find a limit order book
                     let lobAddr = yield this.lobFactoryContract.getOrderBookAddress(perpetualIDs[k]);
                     currentLimitOrderBookAddr.push(lobAddr);
@@ -146,6 +148,7 @@ class PerpetualDataHandler {
                     // add price IDs
                     let idsB32, isPyth;
                     [idsB32, isPyth] = yield proxyContract.getPriceInfo(perpetualIDs[k]);
+                    console.log("ref reb", refRebates[k]);
                     this.symbolToPerpStaticInfo.set(currentSymbols3[k], {
                         id: perpetualIDs[k],
                         limitOrderBookAddr: currentLimitOrderBookAddr[k],
@@ -155,6 +158,7 @@ class PerpetualDataHandler {
                         S2Symbol: currentSymbols[k],
                         S3Symbol: currentSymbolsS3[k],
                         lotSizeBC: lotSizes[k],
+                        referralRebate: refRebates[k],
                         priceIds: idsB32,
                     });
                 }
@@ -296,7 +300,7 @@ class PerpetualDataHandler {
             const idx_mark_price = 8;
             const idx_lvg = 7;
             const idx_s3 = 9;
-            let traderState = yield _proxyContract.getTraderState(perpId, traderAddr, _pxS2S3.map(x => (0, d8XMath_1.floatToABK64x64)(x)));
+            let traderState = yield _proxyContract.getTraderState(perpId, traderAddr, _pxS2S3.map((x) => (0, d8XMath_1.floatToABK64x64)(x)));
             let isEmpty = traderState[idx_notional] == 0;
             let cash = (0, d8XMath_1.ABK64x64ToFloat)(traderState[idx_cash]);
             let S2Liq = 0, S3Liq = 0, tau = Infinity, pnl = 0, unpaidFundingCC = 0, fLockedIn = ethers_1.BigNumber.from(0), side = nodeSDKTypes_1.CLOSED_SIDE, entryPrice = 0;
@@ -413,6 +417,9 @@ class PerpetualDataHandler {
         else {
             S2Liq = (0, d8XMath_1.calculateLiquidationPriceCollateralQuote)(lockedInValueQC, position, cashCC, tau);
         }
+        // floor at 0
+        S2Liq = S2Liq < 0 ? 0 : S2Liq;
+        S3Liq = S3Liq && S3Liq < 0 ? 0 : S3Liq;
         // account cash + pnl = avail cash + pos Sm - L = margin balance
         let pnl = position * Sm - lockedInValueQC + unpaidFunding;
         return [S2Liq, S3Liq, tau, pnl, unpaidFundingCC];

package/dist/priceFeeds.d.ts

@@ -30,16 +30,16 @@ export default class PriceFeeds {
         mktClosed: [boolean, boolean];
     }>;
     /**
-    * Get all prices/isMarketClosed for the provided symbols via
-    * "latest_price_feeds" and triangulation. Triangulation must be defined in config, unless
-    * it is a direct price feed.
-    * @returns map of feed-price symbol to price/isMarketClosed
-    */
+     * Get all prices/isMarketClosed for the provided symbols via
+     * "latest_price_feeds" and triangulation. Triangulation must be defined in config, unless
+     * it is a direct price feed.
+     * @returns map of feed-price symbol to price/isMarketClosed
+     */
     fetchPrices(symbols: string[]): Promise<Map<string, [number, boolean]>>;
     /**
      * Get index prices and market closed information for the given perpetual
      * @param symbol perpetual symbol such as ETH-USD-MATIC
-     * @returns
+     * @returns Index prices and market closed information
      */
     fetchPricesForPerpetual(symbol: string): Promise<{
         idxPrices: number[];
@@ -76,13 +76,13 @@ export default class PriceFeeds {
      */
     calculateTriangulatedPricesFromFeedInfo(symbols: string[], feeds: PriceFeedSubmission): [number[], boolean[]];
     /**
-    * Extract pair-prices from underlying price feeds via triangulation
-    * The function either needs a direct price feed or a defined triangulation to succesfully
-    * return a triangulated price
-    * @param symbols array of pairs for which we want prices, e.g., [BTC-USDC, ETH-USD]
-    * @param feeds data obtained via fetchLatestFeedPriceInfo or fetchLatestFeedPrices
-    * @returns array of prices with same order as symbols
-    */
+     * Extract pair-prices from underlying price feeds via triangulation
+     * The function either needs a direct price feed or a defined triangulation to succesfully
+     * return a triangulated price
+     * @param symbols array of pairs for which we want prices, e.g., [BTC-USDC, ETH-USD]
+     * @param feeds data obtained via fetchLatestFeedPriceInfo or fetchLatestFeedPrices
+     * @returns array of prices with same order as symbols
+     */
     triangulatePricesFromFeedPrices(symbols: string[], feedPriceMap: Map<string, [number, boolean]>): [number[], boolean[]];
     /**
      * Queries the REST endpoint and returns parsed VAA price data

package/dist/priceFeeds.js

@@ -55,7 +55,7 @@ class PriceFeeds {
             // fetch prices from required price-feeds (REST)
             let submission = yield this.fetchLatestFeedPriceInfoForPerpetual(symbol);
             // calculate index-prices from price-feeds
-            let [_idxPrices, _mktClosed] = this.calculateTriangulatedPricesFromFeedInfo(indexSymbols.filter((x) => x != ''), submission);
+            let [_idxPrices, _mktClosed] = this.calculateTriangulatedPricesFromFeedInfo(indexSymbols.filter((x) => x != ""), submission);
             let idxPrices = [_idxPrices[0], 0];
             let mktClosed = [_mktClosed[0], false];
             if (idxPrices.length > 1) {
@@ -66,16 +66,16 @@ class PriceFeeds {
         });
     }
     /**
-    * Get all prices/isMarketClosed for the provided symbols via
-    * "latest_price_feeds" and triangulation. Triangulation must be defined in config, unless
-    * it is a direct price feed.
-    * @returns map of feed-price symbol to price/isMarketClosed
-    */
+     * Get all prices/isMarketClosed for the provided symbols via
+     * "latest_price_feeds" and triangulation. Triangulation must be defined in config, unless
+     * it is a direct price feed.
+     * @returns map of feed-price symbol to price/isMarketClosed
+     */
     fetchPrices(symbols) {
         return __awaiter(this, void 0, void 0, function* () {
             let feedPrices = yield this.fetchAllFeedPrices();
             let [prices, mktClosed] = this.triangulatePricesFromFeedPrices(symbols, feedPrices);
-            let symMap = new Map;
+            let symMap = new Map();
             for (let k = 0; k < symbols.length; k++) {
                 symMap.set(symbols[k], [prices[k], mktClosed[k]]);
             }
@@ -85,11 +85,11 @@ class PriceFeeds {
     /**
      * Get index prices and market closed information for the given perpetual
      * @param symbol perpetual symbol such as ETH-USD-MATIC
-     * @returns
+     * @returns Index prices and market closed information
      */
     fetchPricesForPerpetual(symbol) {
         return __awaiter(this, void 0, void 0, function* () {
-            let indexSymbols = this.dataHandler.getIndexSymbols(symbol).filter(x => x != "");
+            let indexSymbols = this.dataHandler.getIndexSymbols(symbol).filter((x) => x != "");
             // determine relevant price feeds
             let feedSymbols = new Array();
             for (let sym of indexSymbols) {
@@ -229,7 +229,13 @@ class PriceFeeds {
                 prices.push(price);
                 timestamps.push(pxInfo.publish_time);
             }
-            return { "symbols": symbols, priceFeedVaas: priceFeedUpdates, prices: prices, isMarketClosed: mktClosed, timestamps: timestamps };
+            return {
+                symbols: symbols,
+                priceFeedVaas: priceFeedUpdates,
+                prices: prices,
+                isMarketClosed: mktClosed,
+                timestamps: timestamps,
+            };
         });
     }
     /**
@@ -248,13 +254,13 @@ class PriceFeeds {
         return this.triangulatePricesFromFeedPrices(symbols, priceMap);
     }
     /**
-    * Extract pair-prices from underlying price feeds via triangulation
-    * The function either needs a direct price feed or a defined triangulation to succesfully
-    * return a triangulated price
-    * @param symbols array of pairs for which we want prices, e.g., [BTC-USDC, ETH-USD]
-    * @param feeds data obtained via fetchLatestFeedPriceInfo or fetchLatestFeedPrices
-    * @returns array of prices with same order as symbols
-    */
+     * Extract pair-prices from underlying price feeds via triangulation
+     * The function either needs a direct price feed or a defined triangulation to succesfully
+     * return a triangulated price
+     * @param symbols array of pairs for which we want prices, e.g., [BTC-USDC, ETH-USD]
+     * @param feeds data obtained via fetchLatestFeedPriceInfo or fetchLatestFeedPrices
+     * @returns array of prices with same order as symbols
+     */
     triangulatePricesFromFeedPrices(symbols, feedPriceMap) {
         let prices = new Array();
         let mktClosed = new Array();
@@ -284,7 +290,7 @@ class PriceFeeds {
      */
     fetchVAAQuery(query) {
         return __awaiter(this, void 0, void 0, function* () {
-            const headers = { headers: { 'Content-Type': 'application/json' } };
+            const headers = { headers: { "Content-Type": "application/json" } };
             let response = yield fetch(query, headers);
             if (!response.ok) {
                 throw new Error(`Failed to fetch posts (${response.status}): ${response.statusText}`);
@@ -306,7 +312,7 @@ class PriceFeeds {
      */
     fetchPriceQuery(query) {
         return __awaiter(this, void 0, void 0, function* () {
-            const headers = { headers: { 'Content-Type': 'application/json' } };
+            const headers = { headers: { "Content-Type": "application/json" } };
             let response = yield fetch(query, headers);
             if (!response.ok) {
                 throw new Error(`Failed to fetch posts (${response.status}): ${response.statusText}`);

package/dist/version.d.ts

@@ -1 +1 @@
-export declare const D8X_SDK_VERSION = "0.1.4";
+export declare const D8X_SDK_VERSION = "0.1.5";

package/dist/version.js

@@ -1,4 +1,4 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.D8X_SDK_VERSION = void 0;
-exports.D8X_SDK_VERSION = "0.1.4";
+exports.D8X_SDK_VERSION = "0.1.5";

package/dist/writeAccessHandler.d.ts

@@ -45,7 +45,7 @@ export default class WriteAccessHandler extends PerpetualDataHandler {
      * into a mock token used for trading on testnet, with a rate of 1:100_000
      * @param symbol Pool margin token e.g. MATIC
      * @param amountToPay Amount in chain currency, e.g. "0.1" for 0.1 MATIC
-     * @returns
+     * @returns Transaction object
      */
-    swapForMockToken(symbol: string, amountToPay: string): Promise<any>;
+    swapForMockToken(symbol: string, amountToPay: string): Promise<ethers.ContractTransaction>;
 }

package/dist/writeAccessHandler.js

@@ -106,7 +106,7 @@ class WriteAccessHandler extends perpetualDataHandler_1.default {
      * into a mock token used for trading on testnet, with a rate of 1:100_000
      * @param symbol Pool margin token e.g. MATIC
      * @param amountToPay Amount in chain currency, e.g. "0.1" for 0.1 MATIC
-     * @returns
+     * @returns Transaction object
      */
     swapForMockToken(symbol, amountToPay) {
         return __awaiter(this, void 0, void 0, function* () {

package/package.json

@@ -33,7 +33,7 @@
   },
   "name": "@d8x/perpetuals-sdk",
   "description": "Node TypeScript SDK for D8X Perpetual Futures",
-  "version": "0.1.4",
+  "version": "0.1.5",
   "main": "./dist/index.js",
   "types": "./dist/index.d.ts",
   "directories": {

package/src/liquidatorTool.ts

@@ -1,6 +1,7 @@
 import WriteAccessHandler from "./writeAccessHandler";
 import { NodeSDKConfig, PriceFeedSubmission } from "./nodeSDKTypes";
 import { ethers } from "ethers";
+import { ABK64x64ToFloat, floatToABK64x64 } from "./d8XMath";
 
 /**
  * Functions to liquidate traders. This class requires a private key
@@ -86,7 +87,7 @@ 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
+   * @param {number[]} indexPrices optional, index price S2/S3 for which we test
    * @example
    * import { LiquidatorTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
    * async function main() {
@@ -106,7 +107,11 @@ 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.
    */
-  public async isMaintenanceMarginSafe(symbol: string, traderAddr: string, indexPrices?: [number, number]): Promise<boolean> {
+  public async isMaintenanceMarginSafe(
+    symbol: string,
+    traderAddr: string,
+    indexPrices?: [number, number]
+  ): Promise<boolean> {
     if (this.proxyContract == null) {
       throw Error("no proxy contract initialized. Use createProxyInstance().");
     }
@@ -117,12 +122,27 @@ export default class LiquidatorTool extends WriteAccessHandler {
       let obj = await this.priceFeedGetter.fetchPricesForPerpetual(symbol);
       indexPrices = [obj.idxPrices[0], obj.idxPrices[1]];
     }
-    let traderState = await this.proxyContract.getTraderState(perpID, traderAddr, indexPrices);
+    let traderState = await this.proxyContract.getTraderState(
+      perpID,
+      traderAddr,
+      indexPrices.map((x) => floatToABK64x64(x))
+    );
     if (traderState[idx_notional] == 0) {
       // trader does not have open position
-      return false;
+      return true;
     }
-    return await this.proxyContract.isTraderMaintenanceMarginSafe(perpID, traderAddr);
+    // calculate margin from traderstate
+    const idx_maintenanceMgnRate = 10;
+    const idx_marginAccountPositionBC = 4;
+    const idx_collateralToQuoteConversion = 9;
+    const idx_marginBalance = 0;
+    const maintMgnRate = ABK64x64ToFloat(traderState[idx_maintenanceMgnRate]);
+    const pos = ABK64x64ToFloat(traderState[idx_marginAccountPositionBC]);
+    const marginbalance = ABK64x64ToFloat(traderState[idx_marginBalance]);
+    const coll2quote = ABK64x64ToFloat(traderState[idx_collateralToQuoteConversion]);
+    const base2collateral = indexPrices[0] / coll2quote;
+    const threshold = Math.abs(pos * base2collateral * maintMgnRate);
+    return marginbalance >= threshold;
   }
 
   /**

package/src/marketData.ts

@@ -290,10 +290,10 @@ export default class MarketData extends PerpetualDataHandler {
     );
     let exchangeFeeCC = (Math.abs(tradeAmountBC) * exchangeFeeTbps * 1e-5 * S2) / S3;
     let brokerFeeCC = (Math.abs(tradeAmountBC) * (order.brokerFeeTbps ?? 0) * 1e-5 * S2) / S3;
-
+    let referralFeeCC = this.symbolToPerpStaticInfo.get(account.symbol)!.referralRebate;
     // Trade type:
     let isClose = newPositionBC == 0 || newPositionBC * tradeAmountBC < 0;
-    let isOpen = newPositionBC != 0 && (currentPositionBC == 0 || newPositionBC * currentPositionBC > 0); // regular open, no flip
+    let isOpen = newPositionBC != 0 && (currentPositionBC == 0 || tradeAmountBC * currentPositionBC > 0); // regular open, no flip
     let isFlip = Math.abs(newPositionBC) > Math.abs(currentPositionBC) && !isOpen; // flip position sign, not fully closed
     let keepPositionLvgOnClose = (order.keepPositionLvg ?? false) && !isOpen;
 
@@ -314,10 +314,10 @@ export default class MarketData extends PerpetualDataHandler {
       targetLvg = isFlip || isOpen ? order.leverage ?? 1 / initialMarginRate : 0;
       let [b0, pos0] = isOpen ? [0, 0] : [account.collateralCC, currentPositionBC];
       traderDepositCC = getDepositAmountForLvgTrade(b0, pos0, tradeAmountBC, targetLvg, tradePrice, S3, Sm);
-      console.log("deposit for trget lvg:", traderDepositCC);
       // fees are paid from wallet in this case
       // referral rebate??
-      traderDepositCC += exchangeFeeCC + brokerFeeCC;
+      console.log("deposit for trget lvg:", traderDepositCC);
+      traderDepositCC += exchangeFeeCC + brokerFeeCC + referralFeeCC;
     }
 
     // Contract: _executeTrade
@@ -329,7 +329,7 @@ export default class MarketData extends PerpetualDataHandler {
       deltaCashCC += pnl / S3;
     }
     // funding and fees
-    deltaCashCC = deltaCashCC + account.unrealizedFundingCollateralCCY - exchangeFeeCC - brokerFeeCC;
+    deltaCashCC = deltaCashCC + account.unrealizedFundingCollateralCCY - exchangeFeeCC - brokerFeeCC - referralFeeCC;
 
     // New cash, locked-in, entry price & leverage after trade
     let newLockedInValueQC = currentLockedInQC + deltaLockedQC;
@@ -495,6 +495,9 @@ export default class MarketData extends PerpetualDataHandler {
     } else {
       S2Liq = calculateLiquidationPriceCollateralQuote(lockedInQC, signedPositionBC, marginCashCC, tau);
     }
+    // floor at 0
+    S2Liq = S2Liq < 0 ? 0 : S2Liq;
+    S3Liq = S3Liq && S3Liq < 0 ? 0 : S3Liq;
     return [S2Liq, S3Liq, tau];
   }
 
@@ -712,6 +715,7 @@ export default class MarketData extends PerpetualDataHandler {
       S2Symbol: perpInfo.S2Symbol,
       S3Symbol: perpInfo.S3Symbol,
       lotSizeBC: perpInfo.lotSizeBC,
+      referralRebate: perpInfo.referralRebate,
       priceIds: perpInfo.priceIds,
     };
     return res;
@@ -780,33 +784,33 @@ export default class MarketData extends PerpetualDataHandler {
     return digests;
   }
 
+  /**
+   * Query the available margin conditional on the given (or current) index prices
+   * Result is in collateral currency
+   * @param traderAddr address of the trader
+   * @param symbol perpetual symbol of the form BTC-USD-MATIC
+   * @param indexPrices optional index prices, will otherwise fetch from REST API
+   * @returns available margin in collateral currency
+   */
   public async getAvailableMargin(traderAddr: string, symbol: string, indexPrices?: [number, number]): Promise<number> {
     if (this.proxyContract == null) {
       throw Error("no proxy contract initialized. Use createProxyInstance().");
     }
-    
+
     if (indexPrices == undefined) {
       // fetch from API
       let obj = await this.priceFeedGetter.fetchPricesForPerpetual(symbol);
       indexPrices = [obj.idxPrices[0], obj.idxPrices[1]];
     }
-    let mgnAcct = await PerpetualDataHandler.getMarginAccount(
+    let perpID = PerpetualDataHandler.symbolToPerpetualId(symbol, this.symbolToPerpStaticInfo);
+    let traderState = await this.proxyContract.getTraderState(
+      perpID,
       traderAddr,
-      symbol,
-      this.symbolToPerpStaticInfo,
-      this.proxyContract,
-      [indexPrices[0], indexPrices[1]]
-    );
-    let S2 = indexPrices[0];
-    let ccyType = this.getPerpetualStaticInfo(symbol).collateralCurrencyType;
-    let S3 = ccyType == COLLATERAL_CURRENCY_QUANTO ? indexPrices[1] : ccyType == COLLATERAL_CURRENCY_QUOTE ? 1 : S2;
-    let perpInfo = this.symbolToPerpStaticInfo.get(symbol);
-    let balanceCC = mgnAcct.collateralCC + mgnAcct.unrealizedPnlQuoteCCY / S3;
-    let initalMarginCC = Math.abs(
-      (perpInfo!.initialMarginRate * mgnAcct.positionNotionalBaseCCY * mgnAcct.markPrice) /
-        mgnAcct.collToQuoteConversion
+      indexPrices.map((x) => floatToABK64x64(x))
     );
-    return balanceCC - initalMarginCC;
+    const idx_availableMargin = 1;
+    let mgn = ABK64x64ToFloat(traderState[idx_availableMargin]);
+    return mgn;
   }
 
   /**
@@ -815,15 +819,15 @@ export default class MarketData extends PerpetualDataHandler {
    * @param brokerAddr address of the trader's broker or undefined
    * @returns a loyality score (4 worst, 1 best)
    */
-  public async getTraderLoyalityScore(traderAddr: string, brokerAddr?: string) : Promise<number> {
+  public async getTraderLoyalityScore(traderAddr: string, brokerAddr?: string): Promise<number> {
     if (this.proxyContract == null) {
       throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
     }
     // loop over all pools and query volumes
-    let brokerProm : Array<Promise<BigNumber>>= [];
-    let traderProm : Array<Promise<BigNumber>>= [];
-    for(let k=0; k<this.poolStaticInfos.length; k++) {
-      if (brokerAddr!="" && brokerAddr!=undefined) {
+    let brokerProm: Array<Promise<BigNumber>> = [];
+    let traderProm: Array<Promise<BigNumber>> = [];
+    for (let k = 0; k < this.poolStaticInfos.length; k++) {
+      if (brokerAddr != "" && brokerAddr != undefined) {
         let brkrVol = this.proxyContract.getCurrentBrokerVolume(this.poolStaticInfos[k].poolId, brokerAddr);
         brokerProm.push(brkrVol);
       }
@@ -835,18 +839,18 @@ export default class MarketData extends PerpetualDataHandler {
     let totalTraderVolume = 0;
     let brkrVol = await Promise.all(brokerProm);
     let trdrVol = await Promise.all(traderProm);
-    for(let k=0; k<this.poolStaticInfos.length; k++) {
-      if (brokerAddr!="" && brokerAddr!=undefined) {
+    for (let k = 0; k < this.poolStaticInfos.length; k++) {
+      if (brokerAddr != "" && brokerAddr != undefined) {
         totalBrokerVolume += ABK64x64ToFloat(brkrVol[k]);
       }
       totalTraderVolume += ABK64x64ToFloat(trdrVol[k]);
     }
     const volumeCap = 500_000;
-    let score = totalBrokerVolume==0 ? totalTraderVolume/volumeCap : totalBrokerVolume;
+    let score = totalBrokerVolume == 0 ? totalTraderVolume / volumeCap : totalBrokerVolume;
     // 5 different equally spaced categories: (4 is best, 1 worst)
-    let rank4 = 1+Math.floor(Math.min(score,1-1e-15)*4);
+    let rank4 = 1 + Math.floor(Math.min(score, 1 - 1e-15) * 4);
     // desired ranking starts at 4 (worst) and ends at 1 (best)
-    return 5-rank4;
+    return 5 - rank4;
   }
 
   public static async _exchangeInfo(

package/src/nodeSDKTypes.ts

@@ -85,6 +85,7 @@ export interface PerpetualStaticInfo {
   S2Symbol: string;
   S3Symbol: string;
   lotSizeBC: number;
+  referralRebate: number;
   priceIds: string[];
 }
 
@@ -154,7 +155,7 @@ export interface OrderStruct {
 }
 
 export interface Order {
-  symbol: string;//symbol of the form ETH-USD-MATIC
+  symbol: string; //symbol of the form ETH-USD-MATIC
   side: string;
   type: string;
   quantity: number;
@@ -219,7 +220,7 @@ export interface PriceFeedConfig {
 
 export interface PriceFeedSubmission {
   symbols: string[];
-  priceFeedVaas: string[]; 
+  priceFeedVaas: string[];
   prices: number[];
   isMarketClosed: boolean[];
   timestamps: number[];

package/src/perpetualDataHandler.ts

@@ -143,6 +143,7 @@ export default class PerpetualDataHandler {
       let initRate: number[] = [];
       let mgnRate: number[] = [];
       let lotSizes: number[] = [];
+      let refRebates: number[] = [];
 
       for (let k = 0; k < perpetualIDs.length; k++) {
         let perp = await proxyContract.getPerpetual(perpetualIDs[k]);
@@ -163,6 +164,7 @@ export default class PerpetualDataHandler {
         initRate.push(ABK64x64ToFloat(perp.fInitialMarginRate));
         mgnRate.push(ABK64x64ToFloat(perp.fMaintenanceMarginRate));
         lotSizes.push(ABK64x64ToFloat(perp.fLotSizeBC));
+        refRebates.push(ABK64x64ToFloat(perp.fReferralRebateCC));
         // try to find a limit order book
         let lobAddr = await this.lobFactoryContract.getOrderBookAddress(perpetualIDs[k]);
         currentLimitOrderBookAddr.push(lobAddr);
@@ -200,7 +202,7 @@ export default class PerpetualDataHandler {
         // add price IDs
         let idsB32, isPyth;
         [idsB32, isPyth] = await proxyContract.getPriceInfo(perpetualIDs[k]);
-
+        console.log("ref reb", refRebates[k]);
         this.symbolToPerpStaticInfo.set(currentSymbols3[k], {
           id: perpetualIDs[k],
           limitOrderBookAddr: currentLimitOrderBookAddr[k],
@@ -210,6 +212,7 @@ export default class PerpetualDataHandler {
           S2Symbol: currentSymbols[k],
           S3Symbol: currentSymbolsS3[k],
           lotSizeBC: lotSizes[k],
+          referralRebate: refRebates[k],
           priceIds: idsB32,
         });
       }
@@ -364,7 +367,11 @@ export default class PerpetualDataHandler {
     const idx_mark_price = 8;
     const idx_lvg = 7;
     const idx_s3 = 9;
-    let traderState = await _proxyContract.getTraderState(perpId, traderAddr, _pxS2S3.map(x=>floatToABK64x64(x)));
+    let traderState = await _proxyContract.getTraderState(
+      perpId,
+      traderAddr,
+      _pxS2S3.map((x) => floatToABK64x64(x))
+    );
     let isEmpty = traderState[idx_notional] == 0;
     let cash = ABK64x64ToFloat(traderState[idx_cash]);
     let S2Liq = 0,
@@ -509,6 +516,9 @@ export default class PerpetualDataHandler {
     } else {
       S2Liq = calculateLiquidationPriceCollateralQuote(lockedInValueQC, position, cashCC, tau);
     }
+    // floor at 0
+    S2Liq = S2Liq < 0 ? 0 : S2Liq;
+    S3Liq = S3Liq && S3Liq < 0 ? 0 : S3Liq;
     // account cash + pnl = avail cash + pos Sm - L = margin balance
     let pnl = position * Sm - lockedInValueQC + unpaidFunding;
     return [S2Liq, S3Liq, tau, pnl, unpaidFundingCC];

package/src/priceFeeds.ts

@@ -1,8 +1,8 @@
-import {BigNumber} from "ethers";
+import { BigNumber } from "ethers";
 import PerpetualDataHandler from "./perpetualDataHandler";
 import Triangulator from "./triangulator";
-import {PriceFeedConfig, PriceFeedSubmission, PriceFeedFormat} from "./nodeSDKTypes"
-import {decNToFloat} from "./d8XMath";
+import { PriceFeedConfig, PriceFeedSubmission, PriceFeedFormat } from "./nodeSDKTypes";
+import { decNToFloat } from "./d8XMath";
 
 /**
  * This class communicates with the REST API that provides price-data that is
@@ -12,19 +12,18 @@ import {decNToFloat} from "./d8XMath";
 export default class PriceFeeds {
   private config: PriceFeedConfig;
   private feedEndpoints: Array<string>; //feedEndpoints[endpointId] = endpointstring
-  private feedInfo: Map<string, {symbol:string, endpointId: number}>; // priceFeedId -> symbol, endpointId
-  private dataHandler : PerpetualDataHandler;
+  private feedInfo: Map<string, { symbol: string; endpointId: number }>; // priceFeedId -> symbol, endpointId
+  private dataHandler: PerpetualDataHandler;
   // store triangulation paths given the price feeds
-  private triangulations : Map<string, [string[], boolean[]]>; 
+  private triangulations: Map<string, [string[], boolean[]]>;
   private THRESHOLD_MARKET_CLOSED_SEC = 15; // smallest lag for which we consider the market as being closed
 
   constructor(dataHandler: PerpetualDataHandler, priceFeedConfigNetwork: string) {
-    
     let configs = <PriceFeedConfig[]>require("../config/priceFeedConfig.json");
     this.config = PriceFeeds._selectConfig(configs, priceFeedConfigNetwork);
     [this.feedInfo, this.feedEndpoints] = PriceFeeds._constructFeedInfo(this.config);
     this.dataHandler = dataHandler;
-    this.triangulations = new Map<string, [string[], boolean[]]>(); 
+    this.triangulations = new Map<string, [string[], boolean[]]>();
   }
 
   /**
@@ -33,10 +32,10 @@ export default class PriceFeeds {
    */
   public initializeTriangulations(symbols: Set<string>) {
     let feedSymbols = new Array<string>();
-    for(let [key, value] of this.feedInfo) {
+    for (let [key, value] of this.feedInfo) {
       feedSymbols.push(value.symbol);
     }
-    for(let symbol of symbols.values()) {
+    for (let symbol of symbols.values()) {
       let triangulation = Triangulator.triangulate(feedSymbols, symbol);
       this.triangulations.set(symbol, triangulation);
     }
@@ -48,35 +47,38 @@ export default class PriceFeeds {
    * @param symbol symbol of perpetual, e.g., BTC-USD-MATIC
    * @returns PriceFeedSubmission, index prices, market closed information
    */
-  public async fetchFeedPriceInfoAndIndicesForPerpetual(symbol: string) : 
-    Promise<{submission: PriceFeedSubmission, pxS2S3: [number,number], mktClosed: [boolean, boolean]}>
-  {
+  public async fetchFeedPriceInfoAndIndicesForPerpetual(
+    symbol: string
+  ): Promise<{ submission: PriceFeedSubmission; pxS2S3: [number, number]; mktClosed: [boolean, boolean] }> {
     let indexSymbols = this.dataHandler.getIndexSymbols(symbol);
     // fetch prices from required price-feeds (REST)
-    let submission : PriceFeedSubmission = await this.fetchLatestFeedPriceInfoForPerpetual(symbol);
+    let submission: PriceFeedSubmission = await this.fetchLatestFeedPriceInfoForPerpetual(symbol);
     // calculate index-prices from price-feeds
-    let [_idxPrices, _mktClosed] = this.calculateTriangulatedPricesFromFeedInfo(indexSymbols.filter((x)=>x!=''), submission);
-    let idxPrices : [number, number]= [_idxPrices[0], 0];
-    let mktClosed: [boolean, boolean]=[_mktClosed[0], false];
-    if (idxPrices.length>1) {
+    let [_idxPrices, _mktClosed] = this.calculateTriangulatedPricesFromFeedInfo(
+      indexSymbols.filter((x) => x != ""),
+      submission
+    );
+    let idxPrices: [number, number] = [_idxPrices[0], 0];
+    let mktClosed: [boolean, boolean] = [_mktClosed[0], false];
+    if (idxPrices.length > 1) {
       idxPrices[1] = _idxPrices[1];
       mktClosed[1] = _mktClosed[1];
     }
-    return {submission : submission, pxS2S3: idxPrices, mktClosed: mktClosed};
+    return { submission: submission, pxS2S3: idxPrices, mktClosed: mktClosed };
   }
 
-   /**
-   * Get all prices/isMarketClosed for the provided symbols via 
+  /**
+   * Get all prices/isMarketClosed for the provided symbols via
    * "latest_price_feeds" and triangulation. Triangulation must be defined in config, unless
    * it is a direct price feed.
    * @returns map of feed-price symbol to price/isMarketClosed
    */
-  public async fetchPrices(symbols: string[]) : Promise<Map<string, [number, boolean]>> {
+  public async fetchPrices(symbols: string[]): Promise<Map<string, [number, boolean]>> {
     let feedPrices = await this.fetchAllFeedPrices();
     let [prices, mktClosed] = this.triangulatePricesFromFeedPrices(symbols, feedPrices);
-    let symMap = new Map<string, [number, boolean]>;
-    for(let k=0; k<symbols.length; k++) {
-      symMap.set(symbols[k], [prices[k], mktClosed[k]])
+    let symMap = new Map<string, [number, boolean]>();
+    for (let k = 0; k < symbols.length; k++) {
+      symMap.set(symbols[k], [prices[k], mktClosed[k]]);
     }
     return symMap;
   }
@@ -84,34 +86,34 @@ export default class PriceFeeds {
   /**
    * Get index prices and market closed information for the given perpetual
    * @param symbol perpetual symbol such as ETH-USD-MATIC
-   * @returns 
+   * @returns Index prices and market closed information
    */
-  public async fetchPricesForPerpetual(symbol: string) : Promise<{idxPrices: number[], mktClosed: boolean[]}> {
-      let indexSymbols = this.dataHandler.getIndexSymbols(symbol).filter(x=>x!="");
-      // determine relevant price feeds
-      let feedSymbols = new Array<string>();
-      for(let sym of indexSymbols) {
-        if(sym!="") {
-          let triang : [string[], boolean[]] | undefined = this.triangulations.get(sym);
-          if (triang==undefined) {
-            // no triangulation defined, so symbol must be a feed (unless misconfigured)
-            feedSymbols.push(sym);
-          } else {
-            // push all required feeds to array
-            triang[0].map((feedSym)=> feedSymbols.push(feedSym));
-          }
+  public async fetchPricesForPerpetual(symbol: string): Promise<{ idxPrices: number[]; mktClosed: boolean[] }> {
+    let indexSymbols = this.dataHandler.getIndexSymbols(symbol).filter((x) => x != "");
+    // determine relevant price feeds
+    let feedSymbols = new Array<string>();
+    for (let sym of indexSymbols) {
+      if (sym != "") {
+        let triang: [string[], boolean[]] | undefined = this.triangulations.get(sym);
+        if (triang == undefined) {
+          // no triangulation defined, so symbol must be a feed (unless misconfigured)
+          feedSymbols.push(sym);
+        } else {
+          // push all required feeds to array
+          triang[0].map((feedSym) => feedSymbols.push(feedSym));
         }
       }
-      // get all feed prices
-      let feedPrices = await this.fetchFeedPrices(feedSymbols);
-      // triangulate
-      let [prices, mktClosed] = this.triangulatePricesFromFeedPrices(indexSymbols, feedPrices);
-      // ensure we return an array of 2 in all cases
-      if (prices.length==1) {
-        prices.push(0);
-        mktClosed.push(false);
-      }
-      return {idxPrices: prices, mktClosed: mktClosed};
+    }
+    // get all feed prices
+    let feedPrices = await this.fetchFeedPrices(feedSymbols);
+    // triangulate
+    let [prices, mktClosed] = this.triangulatePricesFromFeedPrices(indexSymbols, feedPrices);
+    // ensure we return an array of 2 in all cases
+    if (prices.length == 1) {
+      prices.push(0);
+      mktClosed.push(false);
+    }
+    return { idxPrices: prices, mktClosed: mktClosed };
   }
 
   /**
@@ -124,16 +126,16 @@ export default class PriceFeeds {
   public async fetchFeedPrices(symbols?: string[]): Promise<Map<string, [number, boolean]>> {
     let queries = new Array<string>(this.feedEndpoints.length);
     let symbolsOfEndpoint: string[][] = [];
-    for(let j=0;j<queries.length;j++) {
+    for (let j = 0; j < queries.length; j++) {
       symbolsOfEndpoint.push([]);
     }
-    for(let k=0; k<this.config.ids.length; k++) {
+    for (let k = 0; k < this.config.ids.length; k++) {
       let currFeed = this.config.ids[k];
-      if(symbols!=undefined && !symbols.includes(currFeed.symbol)) {
+      if (symbols != undefined && !symbols.includes(currFeed.symbol)) {
         continue;
       }
       // feedInfo: Map<string, {symbol:string, endpointId: number}>; // priceFeedId -> symbol, endpointId
-      let endpointId = this.feedInfo.get(currFeed.id)!.endpointId;  
+      let endpointId = this.feedInfo.get(currFeed.id)!.endpointId;
       symbolsOfEndpoint[endpointId].push(currFeed.symbol);
       if (queries[endpointId] == undefined) {
         // each id can have a different endpoint, but we cluster
@@ -143,30 +145,29 @@ export default class PriceFeeds {
       queries[endpointId] = queries[endpointId] + "ids[]=" + currFeed.id + "&";
     }
     let resultPrices = new Map<string, [number, boolean]>();
-    for(let k=0; k<queries.length; k++) {
-      if(queries[k]==undefined) {
+    for (let k = 0; k < queries.length; k++) {
+      if (queries[k] == undefined) {
         continue;
       }
-      let [id, pxInfo] : [string[], PriceFeedFormat[]] = await this.fetchPriceQuery(queries[k]);
-      let tsSecNow = Math.round(Date.now()/1000);
-      for(let j=0; j<pxInfo.length; j++) {
+      let [id, pxInfo]: [string[], PriceFeedFormat[]] = await this.fetchPriceQuery(queries[k]);
+      let tsSecNow = Math.round(Date.now() / 1000);
+      for (let j = 0; j < pxInfo.length; j++) {
         let price = decNToFloat(BigNumber.from(pxInfo[j].price), -pxInfo[j].expo);
         let isMarketClosed = tsSecNow - pxInfo[j].publish_time > this.THRESHOLD_MARKET_CLOSED_SEC;
         resultPrices.set(symbolsOfEndpoint[k][j], [price, isMarketClosed]);
       }
     }
     return resultPrices;
-
   }
 
   /**
    * Get all configured feed prices via "latest_price_feeds"
    * @returns map of feed-price symbol to price/isMarketClosed
    */
-  public async fetchAllFeedPrices() : Promise<Map<string, [number, boolean]>> {
+  public async fetchAllFeedPrices(): Promise<Map<string, [number, boolean]>> {
     return this.fetchFeedPrices();
   }
-  
+
   /**
    * Get the latest prices for a given perpetual from the offchain oracle
    * networks
@@ -174,7 +175,7 @@ export default class PriceFeeds {
    * @returns array of price feed updates that can be submitted to the smart contract
    * and corresponding price information
    */
-  public async fetchLatestFeedPriceInfoForPerpetual(symbol: string) : Promise<PriceFeedSubmission> {
+  public async fetchLatestFeedPriceInfoForPerpetual(symbol: string): Promise<PriceFeedSubmission> {
     let feedIds = this.dataHandler.getPriceIds(symbol);
     let queries = new Array<string>(this.feedEndpoints.length);
     // we need to preserve the order of the price feeds
@@ -215,10 +216,10 @@ export default class PriceFeeds {
     const prices = new Array<number>();
     const mktClosed = new Array<boolean>();
     const timestamps = new Array<number>();
-    const tsSecNow = Math.round(Date.now()/1000);
-    for(let k=0; k<orderEndpointNumber.length; k++) {
-      let endpointId = Math.floor(orderEndpointNumber[k]/100);
-      let idWithinEndpoint = orderEndpointNumber[k]-100*endpointId;
+    const tsSecNow = Math.round(Date.now() / 1000);
+    for (let k = 0; k < orderEndpointNumber.length; k++) {
+      let endpointId = Math.floor(orderEndpointNumber[k] / 100);
+      let idWithinEndpoint = orderEndpointNumber[k] - 100 * endpointId;
       priceFeedUpdates.push(data[endpointId][0][idWithinEndpoint]);
       let pxInfo: PriceFeedFormat = data[endpointId][1][idWithinEndpoint];
       let price = decNToFloat(BigNumber.from(pxInfo.price), -pxInfo.expo);
@@ -227,8 +228,14 @@ export default class PriceFeeds {
       prices.push(price);
       timestamps.push(pxInfo.publish_time);
     }
-    
-    return {"symbols": symbols, priceFeedVaas: priceFeedUpdates, prices: prices, isMarketClosed: mktClosed, timestamps: timestamps};
+
+    return {
+      symbols: symbols,
+      priceFeedVaas: priceFeedUpdates,
+      prices: prices,
+      isMarketClosed: mktClosed,
+      timestamps: timestamps,
+    };
   }
 
   /**
@@ -239,14 +246,14 @@ export default class PriceFeeds {
    * @param feeds data obtained via fetchLatestFeedPriceInfo or fetchLatestFeedPrices
    * @returns array of prices with same order as symbols
    */
-  public calculateTriangulatedPricesFromFeedInfo(symbols: string[], feeds: PriceFeedSubmission) : [number[], boolean[]] {
-    let priceMap = new Map<string, [number,boolean]>();
-    for(let j=0; j<feeds.prices.length; j++) {
+  public calculateTriangulatedPricesFromFeedInfo(symbols: string[], feeds: PriceFeedSubmission): [number[], boolean[]] {
+    let priceMap = new Map<string, [number, boolean]>();
+    for (let j = 0; j < feeds.prices.length; j++) {
       priceMap.set(feeds.symbols[j], [feeds.prices[j], feeds.isMarketClosed[j]]);
     }
     return this.triangulatePricesFromFeedPrices(symbols, priceMap);
   }
-   /**
+  /**
    * Extract pair-prices from underlying price feeds via triangulation
    * The function either needs a direct price feed or a defined triangulation to succesfully
    * return a triangulated price
@@ -254,22 +261,25 @@ export default class PriceFeeds {
    * @param feeds data obtained via fetchLatestFeedPriceInfo or fetchLatestFeedPrices
    * @returns array of prices with same order as symbols
    */
-   public triangulatePricesFromFeedPrices(symbols: string[], feedPriceMap: Map<string, [number, boolean]>) : [number[], boolean[]] {
+  public triangulatePricesFromFeedPrices(
+    symbols: string[],
+    feedPriceMap: Map<string, [number, boolean]>
+  ): [number[], boolean[]] {
     let prices = new Array<number>();
     let mktClosed = new Array<boolean>();
-    for(let k=0; k<symbols.length; k++) {
-      let triangulation : [string[], boolean[]] | undefined = this.triangulations.get(symbols[k]);
-      if(triangulation==undefined) {
+    for (let k = 0; k < symbols.length; k++) {
+      let triangulation: [string[], boolean[]] | undefined = this.triangulations.get(symbols[k]);
+      if (triangulation == undefined) {
         let feedPrice = feedPriceMap.get(symbols[k]);
-        if (feedPrice==undefined) {
+        if (feedPrice == undefined) {
           throw new Error(`PriceFeeds: no triangulation defined for ${symbols[k]}`);
         } else {
-          prices.push(feedPrice[0]);//price
-          mktClosed.push(feedPrice[1]);//market closed?
+          prices.push(feedPrice[0]); //price
+          mktClosed.push(feedPrice[1]); //market closed?
           continue;
         }
       }
-      let [px, isMktClosed] : [number, boolean]= Triangulator.calculateTriangulatedPrice(triangulation, feedPriceMap);
+      let [px, isMktClosed]: [number, boolean] = Triangulator.calculateTriangulatedPrice(triangulation, feedPriceMap);
       prices.push(px);
       mktClosed.push(isMktClosed);
     }
@@ -281,8 +291,8 @@ export default class PriceFeeds {
    * @param query query price-info from endpoint
    * @returns vaa and price info
    */
-  private async fetchVAAQuery(query: string) : Promise<[string[], PriceFeedFormat[]]> {
-    const headers = {headers: {'Content-Type': 'application/json'}};
+  private async fetchVAAQuery(query: string): Promise<[string[], PriceFeedFormat[]]> {
+    const headers = { headers: { "Content-Type": "application/json" } };
     let response = await fetch(query, headers);
     if (!response.ok) {
       throw new Error(`Failed to fetch posts (${response.status}): ${response.statusText}`);
@@ -302,8 +312,8 @@ export default class PriceFeeds {
    * @param query query price-info from endpoint
    * @returns vaa and price info
    */
-  public async fetchPriceQuery(query: string) : Promise<[string[], PriceFeedFormat[]]> {
-    const headers = {headers: {'Content-Type': 'application/json'}};
+  public async fetchPriceQuery(query: string): Promise<[string[], PriceFeedFormat[]]> {
+    const headers = { headers: { "Content-Type": "application/json" } };
     let response = await fetch(query, headers);
     if (!response.ok) {
       throw new Error(`Failed to fetch posts (${response.status}): ${response.statusText}`);
@@ -320,17 +330,17 @@ export default class PriceFeeds {
 
   /**
    * Searches for configuration for given network
-   * @param configs pricefeed configuration from json 
+   * @param configs pricefeed configuration from json
    * @param network e.g. testnet
    * @returns selected configuration
    */
-  static _selectConfig(configs: PriceFeedConfig[], network: string) : PriceFeedConfig {
-    let k=0;
-    while(k<configs.length) {
-      if (configs[k].network==network) {
+  static _selectConfig(configs: PriceFeedConfig[], network: string): PriceFeedConfig {
+    let k = 0;
+    while (k < configs.length) {
+      if (configs[k].network == network) {
         return configs[k];
       }
-      k=k+1;
+      k = k + 1;
     }
     throw new Error(`PriceFeeds: config not found for network ${network}`);
   }
@@ -340,32 +350,31 @@ export default class PriceFeeds {
    * @param config configuration for the selected network
    * @returns feedInfo-map and endPoints-array
    */
-  static _constructFeedInfo(config: PriceFeedConfig) : [Map<string, {symbol:string, endpointId: number}>, string[]]{
-    let feed = new Map<string, {symbol:string, endpointId: number}>();
+  static _constructFeedInfo(config: PriceFeedConfig): [Map<string, { symbol: string; endpointId: number }>, string[]] {
+    let feed = new Map<string, { symbol: string; endpointId: number }>();
     let endpointId = -1;
-    let type="";
+    let type = "";
     let feedEndpoints = new Array<string>();
-    for(let k=0; k<config.endpoints.length; k++) {
+    for (let k = 0; k < config.endpoints.length; k++) {
       feedEndpoints.push(config.endpoints[k].endpoint);
     }
-    for(let k=0; k<config.ids.length; k++) {
-      if (type!=config.ids[k].type) {
+    for (let k = 0; k < config.ids.length; k++) {
+      if (type != config.ids[k].type) {
         type = config.ids[k].type;
-        let j=0;
-        while(j<config.endpoints.length) {
-          if(config.endpoints[j].type == type) {
+        let j = 0;
+        while (j < config.endpoints.length) {
+          if (config.endpoints[j].type == type) {
             endpointId = j;
-            j=config.endpoints.length;
+            j = config.endpoints.length;
           }
           j++;
         }
-        if(config.endpoints[endpointId].type!=type) {
+        if (config.endpoints[endpointId].type != type) {
           throw new Error(`priceFeeds: no enpoint found for ${type} check priceFeedConfig`);
         }
       }
-      feed.set(config.ids[k].id, {symbol: config.ids[k].symbol.toUpperCase(), endpointId: endpointId });
+      feed.set(config.ids[k].id, { symbol: config.ids[k].symbol.toUpperCase(), endpointId: endpointId });
     }
     return [feed, feedEndpoints];
   }
-
 }

package/src/version.ts

@@ -1 +1 @@
-export const D8X_SDK_VERSION = "0.1.4";
+export const D8X_SDK_VERSION = "0.1.5";

package/src/writeAccessHandler.ts

@@ -99,9 +99,9 @@ export default class WriteAccessHandler extends PerpetualDataHandler {
    * into a mock token used for trading on testnet, with a rate of 1:100_000
    * @param symbol Pool margin token e.g. MATIC
    * @param amountToPay Amount in chain currency, e.g. "0.1" for 0.1 MATIC
-   * @returns
+   * @returns Transaction object
    */
-  public async swapForMockToken(symbol: string, amountToPay: string) {
+  public async swapForMockToken(symbol: string, amountToPay: string): Promise<ethers.ContractTransaction> {
     if (this.signer == null) {
       throw Error("no wallet initialized. Use createProxyInstance().");
     }