@d8x/perpetuals-sdk 0.2.2 → 0.3.0

package/dist/esm/perpetualDataHandler.js

@@ -92,145 +92,64 @@ var PerpetualDataHandler = /** @class */ (function () {
      */
     PerpetualDataHandler.prototype._fillSymbolMaps = function (proxyContract) {
         return __awaiter(this, void 0, void 0, function () {
-            var oracleFactoryAddr, _a, requiredPairs, _loop_1, this_1, j;
+            var poolInfo, j, info, perpStaticInfos, requiredPairs, j, perp, poolCCY, _a, base, quote, base3, currentSymbol3;
             return __generator(this, function (_b) {
                 switch (_b.label) {
                     case 0:
                         if (proxyContract == null || this.lobFactoryContract == null) {
                             throw Error("proxy or limit order book not defined");
                         }
-                        return [4 /*yield*/, proxyContract.getOracleFactory()];
+                        return [4 /*yield*/, PerpetualDataHandler.getPoolStaticInfo(proxyContract)];
                     case 1:
-                        oracleFactoryAddr = _b.sent();
-                        _a = this;
-                        return [4 /*yield*/, PerpetualDataHandler.getNestedPerpetualIds(proxyContract)];
+                        poolInfo = _b.sent();
+                        this.nestedPerpetualIDs = poolInfo.nestedPerpetualIDs;
+                        for (j = 0; j < poolInfo.nestedPerpetualIDs.length; j++) {
+                            info = {
+                                poolId: j + 1,
+                                poolMarginSymbol: "",
+                                poolMarginTokenAddr: poolInfo.poolMarginTokenAddr[j],
+                                shareTokenAddr: poolInfo.poolShareTokenAddr[j],
+                                oracleFactoryAddr: poolInfo.oracleFactory,
+                                isRunning: poolInfo.poolShareTokenAddr[j] != ethers.constants.AddressZero,
+                            };
+                            this.poolStaticInfos.push(info);
+                        }
+                        return [4 /*yield*/, PerpetualDataHandler.getPerpetualStaticInfo(proxyContract, this.nestedPerpetualIDs, this.symbolList)];
                     case 2:
-                        _a.nestedPerpetualIDs = _b.sent();
+                        perpStaticInfos = _b.sent();
                         requiredPairs = new Set();
-                        _loop_1 = function (j) {
-                            var pool, poolMarginTokenAddr, perpetualIDs, poolCCY, currentSymbols, currentSymbolsS3, currentLimitOrderBookAddr, ccy, initRate, mgnRate, lotSizes, refRebates, k, perp, base, quote, base3, quote3, sym, sym3, lobAddr, info, currentSymbols3, k, _c, idsB32;
-                            return __generator(this, function (_d) {
-                                switch (_d.label) {
-                                    case 0: return [4 /*yield*/, proxyContract.getLiquidityPool(j + 1)];
-                                    case 1:
-                                        pool = _d.sent();
-                                        poolMarginTokenAddr = pool.marginTokenAddress;
-                                        perpetualIDs = this_1.nestedPerpetualIDs[j];
-                                        poolCCY = undefined;
-                                        currentSymbols = [];
-                                        currentSymbolsS3 = [];
-                                        currentLimitOrderBookAddr = [];
-                                        ccy = [];
-                                        initRate = [];
-                                        mgnRate = [];
-                                        lotSizes = [];
-                                        refRebates = [];
-                                        k = 0;
-                                        _d.label = 2;
-                                    case 2:
-                                        if (!(k < perpetualIDs.length)) return [3 /*break*/, 6];
-                                        return [4 /*yield*/, proxyContract.getPerpetual(perpetualIDs[k])];
-                                    case 3:
-                                        perp = _d.sent();
-                                        base = contractSymbolToSymbol(perp.S2BaseCCY, this_1.symbolList);
-                                        quote = contractSymbolToSymbol(perp.S2QuoteCCY, this_1.symbolList);
-                                        base3 = contractSymbolToSymbol(perp.S3BaseCCY, this_1.symbolList);
-                                        quote3 = contractSymbolToSymbol(perp.S3QuoteCCY, this_1.symbolList);
-                                        sym = base + "-" + quote;
-                                        sym3 = base3 + "-" + quote3;
-                                        requiredPairs.add(sym);
-                                        if (sym3 != "-") {
-                                            requiredPairs.add(sym3);
-                                        }
-                                        else {
-                                            sym3 = "";
-                                        }
-                                        currentSymbols.push(sym);
-                                        currentSymbolsS3.push(sym3);
-                                        initRate.push(ABK64x64ToFloat(perp.fInitialMarginRate));
-                                        mgnRate.push(ABK64x64ToFloat(perp.fMaintenanceMarginRate));
-                                        lotSizes.push(ABK64x64ToFloat(perp.fLotSizeBC));
-                                        refRebates.push(ABK64x64ToFloat(perp.fReferralRebateCC));
-                                        return [4 /*yield*/, this_1.lobFactoryContract.getOrderBookAddress(perpetualIDs[k])];
-                                    case 4:
-                                        lobAddr = _d.sent();
-                                        currentLimitOrderBookAddr.push(lobAddr);
-                                        // we find out the pool currency by looking at all perpetuals
-                                        // unless for quanto perpetuals, we know the pool currency
-                                        // from the perpetual. This fails if we have a pool with only
-                                        // quanto perpetuals
-                                        if (perp.eCollateralCurrency == COLLATERAL_CURRENCY_BASE) {
-                                            poolCCY = poolCCY !== null && poolCCY !== void 0 ? poolCCY : base;
-                                            ccy.push(CollaterlCCY.BASE);
-                                        }
-                                        else if (perp.eCollateralCurrency == COLLATERAL_CURRENCY_QUOTE) {
-                                            poolCCY = poolCCY !== null && poolCCY !== void 0 ? poolCCY : quote;
-                                            ccy.push(CollaterlCCY.QUOTE);
-                                        }
-                                        else {
-                                            poolCCY = poolCCY !== null && poolCCY !== void 0 ? poolCCY : base3;
-                                            ccy.push(CollaterlCCY.QUANTO);
-                                        }
-                                        _d.label = 5;
-                                    case 5:
-                                        k++;
-                                        return [3 /*break*/, 2];
-                                    case 6:
-                                        if (perpetualIDs.length == 0) {
-                                            return [2 /*return*/, "continue"];
-                                        }
-                                        info = {
-                                            poolId: j + 1,
-                                            poolMarginSymbol: poolCCY,
-                                            poolMarginTokenAddr: poolMarginTokenAddr,
-                                            shareTokenAddr: pool.shareTokenAddress,
-                                            oracleFactoryAddr: oracleFactoryAddr,
-                                        };
-                                        this_1.poolStaticInfos.push(info);
-                                        currentSymbols3 = currentSymbols.map(function (x) { return x + "-" + poolCCY; });
-                                        k = 0;
-                                        _d.label = 7;
-                                    case 7:
-                                        if (!(k < perpetualIDs.length)) return [3 /*break*/, 10];
-                                        return [4 /*yield*/, proxyContract.getPriceInfo(perpetualIDs[k])];
-                                    case 8:
-                                        _c = __read.apply(void 0, [_d.sent(), 1]), idsB32 = _c[0];
-                                        this_1.symbolToPerpStaticInfo.set(currentSymbols3[k], {
-                                            id: perpetualIDs[k],
-                                            limitOrderBookAddr: currentLimitOrderBookAddr[k],
-                                            initialMarginRate: initRate[k],
-                                            maintenanceMarginRate: mgnRate[k],
-                                            collateralCurrencyType: ccy[k],
-                                            S2Symbol: currentSymbols[k],
-                                            S3Symbol: currentSymbolsS3[k],
-                                            lotSizeBC: lotSizes[k],
-                                            referralRebate: refRebates[k],
-                                            priceIds: idsB32,
-                                        });
-                                        _d.label = 9;
-                                    case 9:
-                                        k++;
-                                        return [3 /*break*/, 7];
-                                    case 10:
-                                        // push margin token address into map
-                                        this_1.symbolToTokenAddrMap.set(poolCCY, poolMarginTokenAddr);
-                                        return [2 /*return*/];
+                        // 1) determine pool currency based on its perpetuals
+                        // 2) determine which triangulations we need
+                        // 3) fill mapping this.symbolToPerpStaticInf
+                        for (j = 0; j < perpStaticInfos.length; j++) {
+                            perp = perpStaticInfos[j];
+                            requiredPairs.add(perp.S2Symbol);
+                            if (perp.S3Symbol != "") {
+                                requiredPairs.add(perp.S3Symbol);
+                            }
+                            poolCCY = this.poolStaticInfos[perp.poolId - 1].poolMarginSymbol;
+                            if (poolCCY == "") {
+                                _a = __read(perp.S2Symbol.split("-"), 2), base = _a[0], quote = _a[1];
+                                base3 = perp.S3Symbol.split("-")[0];
+                                // we find out the pool currency by looking at all perpetuals
+                                // from the perpetual.
+                                if (perp.collateralCurrencyType == COLLATERAL_CURRENCY_BASE) {
+                                    poolCCY = base;
                                 }
-                            });
-                        };
-                        this_1 = this;
-                        j = 0;
-                        _b.label = 3;
-                    case 3:
-                        if (!(j < this.nestedPerpetualIDs.length)) return [3 /*break*/, 6];
-                        return [5 /*yield**/, _loop_1(j)];
-                    case 4:
-                        _b.sent();
-                        _b.label = 5;
-                    case 5:
-                        j++;
-                        return [3 /*break*/, 3];
-                    case 6:
+                                else if (perp.collateralCurrencyType == COLLATERAL_CURRENCY_QUOTE) {
+                                    poolCCY = quote;
+                                }
+                                else {
+                                    poolCCY = base3;
+                                }
+                                // set pool currency
+                                this.poolStaticInfos[perp.poolId - 1].poolMarginSymbol = poolCCY;
+                                // push pool margin token address into map
+                                this.symbolToTokenAddrMap.set(poolCCY, this.poolStaticInfos[perp.poolId - 1].poolMarginTokenAddr);
+                            }
+                            currentSymbol3 = perp.S2Symbol + "-" + poolCCY;
+                            this.symbolToPerpStaticInfo.set(currentSymbol3, perpStaticInfos[j]);
+                        }
                         // pre-calculate all triangulation paths so we can easily get from
                         // the prices of price-feeds to the index price required, e.g.
                         // BTC-USDC : BTC-USD / USDC-USD
@@ -353,39 +272,119 @@ var PerpetualDataHandler = /** @class */ (function () {
         }
         return j + 1;
     };
-    PerpetualDataHandler.getNestedPerpetualIds = function (_proxyContract) {
+    PerpetualDataHandler.prototype.getNestedPerpetualIds = function (_proxyContract) {
+        return this.nestedPerpetualIDs;
+    };
+    /**
+     * Collect all perpetuals static info
+     * @param {ethers.Contract} _proxyContract perpetuals contract with getter
+     * @param {Array<Array<number>>} nestedPerpetualIDs perpetual id-array for each pool
+     * @param {Map<string, string>} symbolList mapping of symbols to convert long-format <-> blockchain-format
+     * @returns array with PerpetualStaticInfo for each perpetual
+     */
+    PerpetualDataHandler.getPerpetualStaticInfo = function (_proxyContract, nestedPerpetualIDs, symbolList) {
         return __awaiter(this, void 0, void 0, function () {
-            var poolCount, poolIds, i, perpetualCount, j, id;
+            var chunkSize, ids, infoArr, k, perpInfos, j, base, quote, base3, quote3, sym2, sym3, info;
             return __generator(this, function (_a) {
                 switch (_a.label) {
-                    case 0: return [4 /*yield*/, _proxyContract.getPoolCount()];
+                    case 0:
+                        chunkSize = 10;
+                        ids = PerpetualDataHandler.nestedIDsToChunks(chunkSize, nestedPerpetualIDs);
+                        infoArr = new Array();
+                        k = 0;
+                        _a.label = 1;
                     case 1:
-                        poolCount = _a.sent();
-                        poolIds = new Array(poolCount);
-                        i = 1;
-                        _a.label = 2;
+                        if (!(k < ids.length)) return [3 /*break*/, 4];
+                        return [4 /*yield*/, _proxyContract.getPerpetualStaticInfo(ids[k])];
                     case 2:
-                        if (!(i < poolCount + 1)) return [3 /*break*/, 8];
-                        return [4 /*yield*/, _proxyContract.getPerpetualCountInPool(i)];
+                        perpInfos = _a.sent();
+                        for (j = 0; j < perpInfos.length; j++) {
+                            base = contractSymbolToSymbol(perpInfos[j].S2BaseCCY, symbolList);
+                            quote = contractSymbolToSymbol(perpInfos[j].S2QuoteCCY, symbolList);
+                            base3 = contractSymbolToSymbol(perpInfos[j].S3BaseCCY, symbolList);
+                            quote3 = contractSymbolToSymbol(perpInfos[j].S3QuoteCCY, symbolList);
+                            sym2 = base + "-" + quote;
+                            sym3 = base3 + "-" + quote3;
+                            info = {
+                                id: perpInfos[j].id,
+                                poolId: Math.floor(perpInfos[j].id / 100000),
+                                limitOrderBookAddr: perpInfos[j].limitOrderBookAddr,
+                                initialMarginRate: ABK64x64ToFloat(perpInfos[j].fInitialMarginRate),
+                                maintenanceMarginRate: ABK64x64ToFloat(perpInfos[j].fMaintenanceMarginRate),
+                                collateralCurrencyType: perpInfos[j].collCurrencyType,
+                                S2Symbol: sym2,
+                                S3Symbol: sym3,
+                                lotSizeBC: ABK64x64ToFloat(perpInfos[j].fLotSizeBC),
+                                referralRebate: ABK64x64ToFloat(perpInfos[j].fReferralRebateCC),
+                                priceIds: perpInfos[j].priceIds,
+                            };
+                            infoArr.push(info);
+                        }
+                        _a.label = 3;
                     case 3:
-                        perpetualCount = _a.sent();
-                        poolIds[i - 1] = new Array(perpetualCount);
-                        j = 0;
-                        _a.label = 4;
-                    case 4:
-                        if (!(j < perpetualCount)) return [3 /*break*/, 7];
-                        return [4 /*yield*/, _proxyContract.getPerpetualId(i, j)];
-                    case 5:
-                        id = _a.sent();
-                        poolIds[i - 1][j] = id;
-                        _a.label = 6;
-                    case 6:
-                        j++;
-                        return [3 /*break*/, 4];
-                    case 7:
-                        i++;
-                        return [3 /*break*/, 2];
-                    case 8: return [2 /*return*/, poolIds];
+                        k++;
+                        return [3 /*break*/, 1];
+                    case 4: return [2 /*return*/, infoArr];
+                }
+            });
+        });
+    };
+    /**
+     * Breaks up an array of nested arrays into chunks of a specified size.
+     * @param {number} chunkSize The size of each chunk.
+     * @param {number[][]} nestedIDs The array of nested arrays to chunk.
+     * @returns {number[][]} An array of subarrays, each containing `chunkSize` or fewer elements from `nestedIDs`.
+     */
+    PerpetualDataHandler.nestedIDsToChunks = function (chunkSize, nestedIDs) {
+        var chunkIDs = [];
+        var currentChunk = [];
+        for (var k = 0; k < nestedIDs.length; k++) {
+            var currentPoolIds = nestedIDs[k];
+            for (var j = 0; j < currentPoolIds.length; j++) {
+                currentChunk.push(currentPoolIds[j]);
+                if (currentChunk.length === chunkSize) {
+                    chunkIDs.push(currentChunk);
+                    currentChunk = [];
+                }
+            }
+        }
+        if (currentChunk.length > 0) {
+            chunkIDs.push(currentChunk);
+        }
+        return chunkIDs;
+    };
+    PerpetualDataHandler.getPoolStaticInfo = function (_proxyContract) {
+        return __awaiter(this, void 0, void 0, function () {
+            var idxFrom, len, lenReceived, nestedPerpetualIDs, poolShareTokenAddr, poolMarginTokenAddr, oracleFactory, res;
+            return __generator(this, function (_a) {
+                switch (_a.label) {
+                    case 0:
+                        idxFrom = 1;
+                        len = 10;
+                        lenReceived = 10;
+                        nestedPerpetualIDs = [];
+                        poolShareTokenAddr = [];
+                        poolMarginTokenAddr = [];
+                        oracleFactory = "";
+                        _a.label = 1;
+                    case 1:
+                        if (!(lenReceived == len)) return [3 /*break*/, 3];
+                        return [4 /*yield*/, _proxyContract.getPoolStaticInfo(idxFrom, idxFrom + len - 1)];
+                    case 2:
+                        res = _a.sent();
+                        lenReceived = res.length;
+                        nestedPerpetualIDs = nestedPerpetualIDs.concat(res[0]);
+                        poolShareTokenAddr = res[1];
+                        poolMarginTokenAddr = res[2];
+                        oracleFactory = res[3];
+                        idxFrom = idxFrom + len;
+                        return [3 /*break*/, 1];
+                    case 3: return [2 /*return*/, {
+                            nestedPerpetualIDs: nestedPerpetualIDs,
+                            poolShareTokenAddr: poolShareTokenAddr,
+                            poolMarginTokenAddr: poolMarginTokenAddr,
+                            oracleFactory: oracleFactory,
+                        }];
                 }
             });
         });

package/dist/esm/perpetualDataHandler.js.map

@@ -1 +1 @@
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package/dist/esm/version.d.ts

@@ -1 +1 @@
-export declare const D8X_SDK_VERSION = "0.2.2";
+export declare const D8X_SDK_VERSION = "0.3.0";

package/dist/esm/version.js

@@ -1,2 +1,2 @@
-export var D8X_SDK_VERSION = "0.2.2";
+export var D8X_SDK_VERSION = "0.3.0";
 //# sourceMappingURL=version.js.map

package/doc/d8x-perpetuals-sdk.md

@@ -3335,6 +3335,8 @@ common data and chain operations.</p>
         * [.getPriceIds(symbol)](#PerpetualDataHandler+getPriceIds) ⇒
         * [.getPoolIndexFromSymbol(symbol)](#PerpetualDataHandler+getPoolIndexFromSymbol) ⇒
     * _static_
+        * [.getPerpetualStaticInfo(_proxyContract, nestedPerpetualIDs, symbolList)](#PerpetualDataHandler.getPerpetualStaticInfo) ⇒
+        * [.nestedIDsToChunks(chunkSize, nestedIDs)](#PerpetualDataHandler.nestedIDsToChunks) ⇒ <code>Array.&lt;Array.&lt;number&gt;&gt;</code>
         * [._calculateLiquidationPrice(symbol, traderState, S2, symbolToPerpStaticInfo)](#PerpetualDataHandler._calculateLiquidationPrice) ⇒
         * [.symbolToPerpetualId(symbol, symbolToPerpStaticInfo)](#PerpetualDataHandler.symbolToPerpetualId) ⇒
         * [.perpetualIdToSymbol(id, symbolToPerpStaticInfo)](#PerpetualDataHandler.perpetualIdToSymbol) ⇒
@@ -3479,6 +3481,33 @@ and corresponding price information</p>
 | --- | --- |
 | symbol | <p>Symbol of the form ETH-USD-MATIC</p> |
 
+<a name="PerpetualDataHandler.getPerpetualStaticInfo"></a>
+
+### PerpetualDataHandler.getPerpetualStaticInfo(_proxyContract, nestedPerpetualIDs, symbolList) ⇒
+<p>Collect all perpetuals static info</p>
+
+**Kind**: static method of [<code>PerpetualDataHandler</code>](#PerpetualDataHandler)  
+**Returns**: <p>array with PerpetualStaticInfo for each perpetual</p>  
+
+| Param | Type | Description |
+| --- | --- | --- |
+| _proxyContract | <code>ethers.Contract</code> | <p>perpetuals contract with getter</p> |
+| nestedPerpetualIDs | <code>Array.&lt;Array.&lt;number&gt;&gt;</code> | <p>perpetual id-array for each pool</p> |
+| symbolList | <code>Map.&lt;string, string&gt;</code> | <p>mapping of symbols to convert long-format &lt;-&gt; blockchain-format</p> |
+
+<a name="PerpetualDataHandler.nestedIDsToChunks"></a>
+
+### PerpetualDataHandler.nestedIDsToChunks(chunkSize, nestedIDs) ⇒ <code>Array.&lt;Array.&lt;number&gt;&gt;</code>
+<p>Breaks up an array of nested arrays into chunks of a specified size.</p>
+
+**Kind**: static method of [<code>PerpetualDataHandler</code>](#PerpetualDataHandler)  
+**Returns**: <code>Array.&lt;Array.&lt;number&gt;&gt;</code> - <p>An array of subarrays, each containing <code>chunkSize</code> or fewer elements from <code>nestedIDs</code>.</p>  
+
+| Param | Type | Description |
+| --- | --- | --- |
+| chunkSize | <code>number</code> | <p>The size of each chunk.</p> |
+| nestedIDs | <code>Array.&lt;Array.&lt;number&gt;&gt;</code> | <p>The array of nested arrays to chunk.</p> |
+
 <a name="PerpetualDataHandler._calculateLiquidationPrice"></a>
 
 ### PerpetualDataHandler.\_calculateLiquidationPrice(symbol, traderState, S2, symbolToPerpStaticInfo) ⇒

package/package.json

@@ -37,7 +37,7 @@
   },
   "name": "@d8x/perpetuals-sdk",
   "description": "Node TypeScript SDK for D8X Perpetual Futures",
-  "version": "0.2.2",
+  "version": "0.3.0",
   "main": "./dist/cjs/index.js",
   "module": "./dist/esm/index.js",
   "types": "./dist/esm/index.d.ts",