@d8x/perpetuals-sdk 0.3.0 → 0.4.1

package/dist/esm/marketData.js

@@ -127,7 +127,7 @@ var MarketData = /** @class */ (function (_super) {
                         if (this.proxyContract == null) {
                             throw Error("no proxy contract initialized. Use createProxyInstance().");
                         }
-                        return [4 /*yield*/, MarketData._exchangeInfo(this.proxyContract, this.poolStaticInfos, this.symbolToPerpStaticInfo, this.nestedPerpetualIDs, this.symbolList, this.priceFeedGetter)];
+                        return [4 /*yield*/, MarketData._exchangeInfo(this.proxyContract, this.poolStaticInfos, this.symbolToPerpStaticInfo, this.perpetualIdToSymbol, this.nestedPerpetualIDs, this.symbolList, this.priceFeedGetter)];
                     case 1: return [2 /*return*/, _a.sent()];
                 }
             });
@@ -871,17 +871,19 @@ var MarketData = /** @class */ (function (_super) {
             });
         });
     };
-    MarketData._exchangeInfo = function (_proxyContract, _poolStaticInfos, _symbolToPerpStaticInfo, _nestedPerpetualIDs, _symbolList, _priceFeedGetter) {
+    /**
+     * Get all off-chain prices
+     * @param _symbolToPerpStaticInfo mapping: PerpetualStaticInfo for each perpetual
+     * @param _priceFeedGetter priceFeed class from which we can get offchain price data
+     * @returns mapping of symbol-pair (e.g. BTC-USD) to price/isMarketClosed
+     */
+    MarketData._getAllIndexPrices = function (_symbolToPerpStaticInfo, _priceFeedGetter) {
         return __awaiter(this, void 0, void 0, function () {
-            var factory, info, numPools, allSym, _a, _b, perpSymbol, sInfo, allSymArr, idxPriceMap, j, perpetualIDs, pool, PoolState, k, perp, symS2, symS3, res, _c, indexS2, isS2MktClosed, indexS3, isS3MktClosed, fMidPrice, markPremiumRate, currentFundingRateBps, state, isMktClosed, PerpetualState;
-            var e_1, _d;
-            return __generator(this, function (_e) {
-                switch (_e.label) {
-                    case 0: return [4 /*yield*/, _proxyContract.getOracleFactory()];
-                    case 1:
-                        factory = _e.sent();
-                        info = { pools: [], oracleFactoryAddr: factory, proxyAddr: _proxyContract.address };
-                        numPools = _nestedPerpetualIDs.length;
+            var allSym, _a, _b, perpSymbol, sInfo, allSymArr, idxPriceMap;
+            var e_1, _c;
+            return __generator(this, function (_d) {
+                switch (_d.label) {
+                    case 0:
                         allSym = new Set();
                         try {
                             for (_a = __values(_symbolToPerpStaticInfo.keys()), _b = _a.next(); !_b.done; _b = _a.next()) {
@@ -896,105 +898,200 @@ var MarketData = /** @class */ (function (_super) {
                         catch (e_1_1) { e_1 = { error: e_1_1 }; }
                         finally {
                             try {
-                                if (_b && !_b.done && (_d = _a.return)) _d.call(_a);
+                                if (_b && !_b.done && (_c = _a.return)) _c.call(_a);
                             }
                             finally { if (e_1) throw e_1.error; }
                         }
                         allSymArr = Array.from(allSym.values());
                         return [4 /*yield*/, _priceFeedGetter.fetchPrices(allSymArr)];
+                    case 1:
+                        idxPriceMap = _d.sent();
+                        return [2 /*return*/, idxPriceMap];
+                }
+            });
+        });
+    };
+    /**
+     * Collect all mid-prices
+     * @param _proxyContract contract instance
+     * @param _nestedPerpetualIDs contains all perpetual ids for each pool
+     * @param _symbolToPerpStaticInfo maps symbol to static info
+     * @param _perpetualIdToSymbol maps perpetual id to symbol of the form BTC-USD-MATIC
+     * @param _idxPriceMap symbol to price/market closed
+     * @returns perpetual symbol to mid-prices mapping
+     */
+    MarketData._queryMidPrices = function (_proxyContract, _nestedPerpetualIDs, _symbolToPerpStaticInfo, _perpetualIdToSymbol, _idxPriceMap) {
+        return __awaiter(this, void 0, void 0, function () {
+            var chunkSize, perpetualIDChunks, midPriceMap, k, indexPrices, j, id, symbol3s, info, S2, S3, fMidPrice, j, id, symbol3s;
+            return __generator(this, function (_a) {
+                switch (_a.label) {
+                    case 0:
+                        chunkSize = 10;
+                        perpetualIDChunks = PerpetualDataHandler.nestedIDsToChunks(chunkSize, _nestedPerpetualIDs);
+                        midPriceMap = new Map();
+                        k = 0;
+                        _a.label = 1;
+                    case 1:
+                        if (!(k < perpetualIDChunks.length)) return [3 /*break*/, 4];
+                        indexPrices = [];
+                        // collect/order all index prices
+                        for (j = 0; j < perpetualIDChunks[k].length; j++) {
+                            id = perpetualIDChunks[k][j];
+                            symbol3s = _perpetualIdToSymbol.get(id);
+                            info = _symbolToPerpStaticInfo.get(symbol3s);
+                            S2 = floatToABK64x64(_idxPriceMap.get(info.S2Symbol)[0]);
+                            S3 = BigNumber.from(0);
+                            if (info.S3Symbol != "") {
+                                S3 = floatToABK64x64(_idxPriceMap.get(info.S3Symbol)[0]);
+                            }
+                            indexPrices.push(S2);
+                            indexPrices.push(S3);
+                        }
+                        return [4 /*yield*/, _proxyContract.queryMidPrices(perpetualIDChunks[k], indexPrices)];
                     case 2:
-                        idxPriceMap = _e.sent();
-                        j = 0;
-                        _e.label = 3;
+                        fMidPrice = _a.sent();
+                        for (j = 0; j < fMidPrice.length; j++) {
+                            id = perpetualIDChunks[k][j];
+                            symbol3s = _perpetualIdToSymbol.get(id);
+                            midPriceMap.set(symbol3s, ABK64x64ToFloat(fMidPrice[j]));
+                        }
+                        _a.label = 3;
                     case 3:
-                        if (!(j < numPools)) return [3 /*break*/, 11];
-                        perpetualIDs = _nestedPerpetualIDs[j];
-                        return [4 /*yield*/, _proxyContract.getLiquidityPool(j + 1)];
-                    case 4:
-                        pool = _e.sent();
-                        PoolState = {
-                            isRunning: pool.isRunning,
-                            poolSymbol: _poolStaticInfos[j].poolMarginSymbol,
-                            marginTokenAddr: pool.marginTokenAddress,
-                            poolShareTokenAddr: pool.shareTokenAddress,
-                            defaultFundCashCC: ABK64x64ToFloat(pool.fDefaultFundCashCC),
-                            pnlParticipantCashCC: ABK64x64ToFloat(pool.fPnLparticipantsCashCC),
-                            totalAMMFundCashCC: ABK64x64ToFloat(pool.fAMMFundCashCC),
-                            totalTargetAMMFundSizeCC: ABK64x64ToFloat(pool.fTargetAMMFundSize),
-                            brokerCollateralLotSize: ABK64x64ToFloat(pool.fBrokerCollateralLotSize),
-                            perpetuals: [],
-                        };
+                        k++;
+                        return [3 /*break*/, 1];
+                    case 4: return [2 /*return*/, midPriceMap];
+                }
+            });
+        });
+    };
+    MarketData._queryPoolStates = function (_proxyContract, _poolStaticInfos, _numPools) {
+        return __awaiter(this, void 0, void 0, function () {
+            var chunkSize, iFrom, poolStates, pools, k, poolSymbol, poolState;
+            return __generator(this, function (_a) {
+                switch (_a.label) {
+                    case 0:
+                        chunkSize = 5;
+                        iFrom = 1;
+                        poolStates = [];
+                        _a.label = 1;
+                    case 1:
+                        if (!(iFrom <= _numPools)) return [3 /*break*/, 3];
+                        return [4 /*yield*/, _proxyContract.getLiquidityPools(iFrom, iFrom + chunkSize)];
+                    case 2:
+                        pools = _a.sent();
+                        for (k = 0; k < pools.length; k++) {
+                            poolSymbol = _poolStaticInfos[iFrom + k - 1].poolMarginSymbol;
+                            poolState = {
+                                isRunning: pools[k].isRunning,
+                                poolSymbol: poolSymbol,
+                                marginTokenAddr: pools[k].marginTokenAddress,
+                                poolShareTokenAddr: pools[k].shareTokenAddress,
+                                defaultFundCashCC: ABK64x64ToFloat(pools[k].fDefaultFundCashCC),
+                                pnlParticipantCashCC: ABK64x64ToFloat(pools[k].fPnLparticipantsCashCC),
+                                totalAMMFundCashCC: ABK64x64ToFloat(pools[k].fAMMFundCashCC),
+                                totalTargetAMMFundSizeCC: ABK64x64ToFloat(pools[k].fTargetAMMFundSize),
+                                brokerCollateralLotSize: ABK64x64ToFloat(pools[k].fBrokerCollateralLotSize),
+                                perpetuals: [],
+                            };
+                            poolStates.push(poolState);
+                        }
+                        iFrom = iFrom + chunkSize + 1;
+                        return [3 /*break*/, 1];
+                    case 3: return [2 /*return*/, poolStates];
+                }
+            });
+        });
+    };
+    MarketData._queryPerpetualStates = function (_proxyContract, _nestedPerpetualIDs, _symbolList) {
+        return __awaiter(this, void 0, void 0, function () {
+            var chunkSize, perpetualIDChunks, perpStateInfos, k, perps, j, PerpetualState;
+            return __generator(this, function (_a) {
+                switch (_a.label) {
+                    case 0:
+                        chunkSize = 10;
+                        perpetualIDChunks = PerpetualDataHandler.nestedIDsToChunks(chunkSize, _nestedPerpetualIDs);
+                        perpStateInfos = new Array();
                         k = 0;
-                        _e.label = 5;
-                    case 5:
-                        if (!(k < perpetualIDs.length)) return [3 /*break*/, 9];
-                        return [4 /*yield*/, _proxyContract.getPerpetual(perpetualIDs[k])];
-                    case 6:
-                        perp = _e.sent();
-                        symS2 = contractSymbolToSymbol(perp.S2BaseCCY, _symbolList) +
-                            "-" +
-                            contractSymbolToSymbol(perp.S2QuoteCCY, _symbolList);
-                        symS3 = contractSymbolToSymbol(perp.S3BaseCCY, _symbolList) +
-                            "-" +
-                            contractSymbolToSymbol(perp.S3QuoteCCY, _symbolList);
-                        res = idxPriceMap.get(symS2);
-                        if (res == undefined) {
-                            throw new Error("Price for index ".concat(symS2, " could not be fetched - config issue"));
-                        }
-                        _c = __read([res[0], res[1]], 2), indexS2 = _c[0], isS2MktClosed = _c[1];
-                        indexS3 = 1;
-                        isS3MktClosed = false;
-                        if (perp.eCollateralCurrency == COLLATERAL_CURRENCY_BASE) {
-                            indexS3 = indexS2;
-                        }
-                        else if (perp.eCollateralCurrency == COLLATERAL_CURRENCY_QUANTO) {
-                            res = idxPriceMap.get(symS3);
-                            if (res == undefined) {
-                                throw new Error("Price for index ".concat(symS3, " could not be fetched - config issue"));
+                        _a.label = 1;
+                    case 1:
+                        if (!(k < perpetualIDChunks.length)) return [3 /*break*/, 4];
+                        return [4 /*yield*/, _proxyContract.getPerpetuals(perpetualIDChunks[k])];
+                    case 2:
+                        perps = _a.sent();
+                        for (j = 0; j < perps.length; j++) {
+                            PerpetualState = {
+                                id: perps[j].id,
+                                state: PERP_STATE_STR[perps[j].state],
+                                baseCurrency: contractSymbolToSymbol(perps[j].S2BaseCCY, _symbolList),
+                                quoteCurrency: contractSymbolToSymbol(perps[j].S2QuoteCCY, _symbolList),
+                                indexPrice: 0,
+                                collToQuoteIndexPrice: 0,
+                                markPrice: ABK64x64ToFloat(perps[j].currentMarkPremiumRate.fPrice),
+                                midPrice: 0,
+                                currentFundingRateBps: 1e4 * ABK64x64ToFloat(perps[j].fCurrentFundingRate),
+                                openInterestBC: ABK64x64ToFloat(perps[j].fOpenInterest),
+                                isMarketClosed: false, //fill later
+                            };
+                            perpStateInfos.push(PerpetualState);
+                        }
+                        _a.label = 3;
+                    case 3:
+                        k++;
+                        return [3 /*break*/, 1];
+                    case 4: return [2 /*return*/, perpStateInfos];
+                }
+            });
+        });
+    };
+    MarketData._exchangeInfo = function (_proxyContract, _poolStaticInfos, _symbolToPerpStaticInfo, _perpetualIdToSymbol, _nestedPerpetualIDs, _symbolList, _priceFeedGetter) {
+        return __awaiter(this, void 0, void 0, function () {
+            var factory, info, numPools, idxPriceMap, midPriceMap, poolStateInfos, perpStateInfos, k, perp, symbol3s, info_1, idxPriceS2Pair, idxPriceS3Pair, indexS3, poolId;
+            return __generator(this, function (_a) {
+                switch (_a.label) {
+                    case 0:
+                        factory = _poolStaticInfos[0].oracleFactoryAddr;
+                        info = { pools: [], oracleFactoryAddr: factory, proxyAddr: _proxyContract.address };
+                        numPools = _nestedPerpetualIDs.length;
+                        return [4 /*yield*/, MarketData._getAllIndexPrices(_symbolToPerpStaticInfo, _priceFeedGetter)];
+                    case 1:
+                        idxPriceMap = _a.sent();
+                        return [4 /*yield*/, MarketData._queryMidPrices(_proxyContract, _nestedPerpetualIDs, _symbolToPerpStaticInfo, _perpetualIdToSymbol, idxPriceMap)];
+                    case 2:
+                        midPriceMap = _a.sent();
+                        return [4 /*yield*/, MarketData._queryPoolStates(_proxyContract, _poolStaticInfos, numPools)];
+                    case 3:
+                        poolStateInfos = _a.sent();
+                        return [4 /*yield*/, MarketData._queryPerpetualStates(_proxyContract, _nestedPerpetualIDs, _symbolList)];
+                    case 4:
+                        perpStateInfos = _a.sent();
+                        // put together all info
+                        for (k = 0; k < perpStateInfos.length; k++) {
+                            perp = perpStateInfos[k];
+                            symbol3s = _perpetualIdToSymbol.get(perp.id);
+                            info_1 = _symbolToPerpStaticInfo.get(symbol3s);
+                            idxPriceS2Pair = idxPriceMap.get(info_1.S2Symbol);
+                            idxPriceS3Pair = [0, false];
+                            perp.isMarketClosed = idxPriceS2Pair[1];
+                            if (info_1.S3Symbol != "") {
+                                idxPriceS3Pair = idxPriceMap.get(info_1.S3Symbol);
+                                perp.isMarketClosed = perp.isMarketClosed || idxPriceS3Pair[1];
+                            }
+                            perp.indexPrice = idxPriceS2Pair[0];
+                            perp.markPrice = idxPriceS2Pair[0] * (1 + perp.markPrice); // currently filled with mark premium rate
+                            indexS3 = 1;
+                            if (info_1.collateralCurrencyType == COLLATERAL_CURRENCY_BASE) {
+                                indexS3 = idxPriceS2Pair[0];
                             }
-                            else {
-                                indexS3 = res[0];
-                                isS3MktClosed = res[1];
+                            else if (info_1.collateralCurrencyType == COLLATERAL_CURRENCY_QUANTO) {
+                                indexS3 = idxPriceS3Pair[0];
                             }
+                            perp.collToQuoteIndexPrice = indexS3;
+                            perp.midPrice = midPriceMap.get(symbol3s);
+                            poolId = info_1.poolId;
+                            poolStateInfos[poolId - 1].perpetuals.push(perp);
                         }
-                        return [4 /*yield*/, _proxyContract.queryPerpetualPrice(perpetualIDs[k], BigNumber.from(0), [
-                                floatToABK64x64(indexS2),
-                                floatToABK64x64(indexS3),
-                            ])];
-                    case 7:
-                        fMidPrice = _e.sent();
-                        markPremiumRate = ABK64x64ToFloat(perp.currentMarkPremiumRate.fPrice);
-                        currentFundingRateBps = 1e4 * ABK64x64ToFloat(perp.fCurrentFundingRate);
-                        state = PERP_STATE_STR[perp.state];
-                        isMktClosed = isS2MktClosed || isS3MktClosed;
-                        if (state == "NORMAL" && isMktClosed) {
-                            state = "CLOSED";
-                        }
-                        PerpetualState = {
-                            id: perp.id,
-                            state: state,
-                            baseCurrency: contractSymbolToSymbol(perp.S2BaseCCY, _symbolList),
-                            quoteCurrency: contractSymbolToSymbol(perp.S2QuoteCCY, _symbolList),
-                            indexPrice: indexS2,
-                            collToQuoteIndexPrice: indexS3,
-                            markPrice: indexS2 * (1 + markPremiumRate),
-                            midPrice: ABK64x64ToFloat(fMidPrice),
-                            currentFundingRateBps: currentFundingRateBps,
-                            openInterestBC: ABK64x64ToFloat(perp.fOpenInterest),
-                            isMarketClosed: isMktClosed,
-                        };
-                        PoolState.perpetuals.push(PerpetualState);
-                        _e.label = 8;
-                    case 8:
-                        k++;
-                        return [3 /*break*/, 5];
-                    case 9:
-                        info.pools.push(PoolState);
-                        _e.label = 10;
-                    case 10:
-                        j++;
-                        return [3 /*break*/, 3];
-                    case 11: return [2 /*return*/, info];
+                        info.pools = poolStateInfos;
+                        return [2 /*return*/, info];
                 }
             });
         });

package/dist/esm/marketData.js.map

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

@@ -8,6 +8,7 @@ import PriceFeeds from "./priceFeeds";
 export default class PerpetualDataHandler {
     PRICE_UPDATE_FEE_GWEI: number;
     protected symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>;
+    protected perpetualIdToSymbol: Map<number, string>;
     protected poolStaticInfos: Array<PoolStaticInfo>;
     protected symbolList: Map<string, string>;
     protected symbolToTokenAddrMap: Map<string, string>;
@@ -140,13 +141,6 @@ export default class PerpetualDataHandler {
      * @returns perpetual id or it fails
      */
     protected static symbolToPerpetualId(symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>): number;
-    /**
-     * Find the long symbol ("ETH-USD-MATIC") of the given perpetual id
-     * @param id perpetual id
-     * @param symbolToPerpStaticInfo map that contains the bytes4-symbol to PerpetualStaticInfo
-     * @returns symbol string or undefined
-     */
-    protected static perpetualIdToSymbol(id: number, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>): string | undefined;
     protected static symbolToBytes4Symbol(symbol: string): string;
     private static _getByValue;
     protected static fromSmartContractOrder(order: SmartContractOrder, symbolToPerpInfoMap: Map<string, PerpetualStaticInfo>): Order;

package/dist/esm/perpetualDataHandler.js

@@ -2,7 +2,7 @@ import { __awaiter, __generator, __read, __values } from "tslib";
 import { ethers, BigNumber } from "ethers";
 import { MAX_64x64, CollaterlCCY, COLLATERAL_CURRENCY_BASE, COLLATERAL_CURRENCY_QUOTE, BUY_SIDE, SELL_SIDE, CLOSED_SIDE, ORDER_MAX_DURATION_SEC, ZERO_ADDRESS, ORDER_TYPE_LIMIT, ORDER_TYPE_MARKET, ORDER_TYPE_STOP_MARKET, ORDER_TYPE_STOP_LIMIT, MASK_LIMIT_ORDER, MASK_CLOSE_ONLY, MASK_KEEP_POS_LEVERAGE, MASK_MARKET_ORDER, MASK_STOP_ORDER, ONE_64x64, PERP_STATE_STR, DEFAULT_CONFIG, loadABIs, SYMBOL_LIST, ZERO_ORDER_ID, } from "./nodeSDKTypes";
 import { to4Chars, combineFlags, containsFlag, contractSymbolToSymbol, symbol4BToLongSymbol } from "./utils";
-import { ABK64x64ToFloat, floatToABK64x64, div64x64, calculateLiquidationPriceCollateralQuanto, calculateLiquidationPriceCollateralBase, calculateLiquidationPriceCollateralQuote, } from "./d8XMath";
+import { ABK64x64ToFloat, ABDK29ToFloat, floatToABK64x64, div64x64, calculateLiquidationPriceCollateralQuanto, calculateLiquidationPriceCollateralBase, calculateLiquidationPriceCollateralQuote, } from "./d8XMath";
 import PriceFeeds from "./priceFeeds";
 /**
  * Parent class for MarketData and WriteAccessHandler that handles
@@ -19,6 +19,7 @@ var PerpetualDataHandler = /** @class */ (function () {
         this.symbolToPerpStaticInfo = new Map();
         this.poolStaticInfos = new Array();
         this.symbolToTokenAddrMap = new Map();
+        this.perpetualIdToSymbol = new Map();
         this.nestedPerpetualIDs = new Array();
         this.chainId = config.chainId;
         this.proxyAddr = config.proxyAddr;
@@ -92,16 +93,17 @@ var PerpetualDataHandler = /** @class */ (function () {
      */
     PerpetualDataHandler.prototype._fillSymbolMaps = function (proxyContract) {
         return __awaiter(this, void 0, void 0, function () {
-            var poolInfo, j, info, perpStaticInfos, requiredPairs, j, perp, poolCCY, _a, base, quote, base3, currentSymbol3;
-            return __generator(this, function (_b) {
-                switch (_b.label) {
+            var poolInfo, j, info, perpStaticInfos, requiredPairs, j, perp, poolCCY, _a, base, quote, base3, currentSymbol3, _b, _c, _d, key, info;
+            var e_1, _e;
+            return __generator(this, function (_f) {
+                switch (_f.label) {
                     case 0:
                         if (proxyContract == null || this.lobFactoryContract == null) {
                             throw Error("proxy or limit order book not defined");
                         }
                         return [4 /*yield*/, PerpetualDataHandler.getPoolStaticInfo(proxyContract)];
                     case 1:
-                        poolInfo = _b.sent();
+                        poolInfo = _f.sent();
                         this.nestedPerpetualIDs = poolInfo.nestedPerpetualIDs;
                         for (j = 0; j < poolInfo.nestedPerpetualIDs.length; j++) {
                             info = {
@@ -116,7 +118,7 @@ var PerpetualDataHandler = /** @class */ (function () {
                         }
                         return [4 /*yield*/, PerpetualDataHandler.getPerpetualStaticInfo(proxyContract, this.nestedPerpetualIDs, this.symbolList)];
                     case 2:
-                        perpStaticInfos = _b.sent();
+                        perpStaticInfos = _f.sent();
                         requiredPairs = new Set();
                         // 1) determine pool currency based on its perpetuals
                         // 2) determine which triangulations we need
@@ -154,6 +156,20 @@ var PerpetualDataHandler = /** @class */ (function () {
                         // the prices of price-feeds to the index price required, e.g.
                         // BTC-USDC : BTC-USD / USDC-USD
                         this.priceFeedGetter.initializeTriangulations(requiredPairs);
+                        try {
+                            // fill this.perpetualIdToSymbol
+                            for (_b = __values(this.symbolToPerpStaticInfo), _c = _b.next(); !_c.done; _c = _b.next()) {
+                                _d = __read(_c.value, 2), key = _d[0], info = _d[1];
+                                this.perpetualIdToSymbol.set(info.id, key);
+                            }
+                        }
+                        catch (e_1_1) { e_1 = { error: e_1_1 }; }
+                        finally {
+                            try {
+                                if (_c && !_c.done && (_e = _b.return)) _e.call(_b);
+                            }
+                            finally { if (e_1) throw e_1.error; }
+                        }
                         return [2 /*return*/];
                 }
             });
@@ -188,7 +204,7 @@ var PerpetualDataHandler = /** @class */ (function () {
      * @param perpId perpetual id
      */
     PerpetualDataHandler.prototype.getSymbolFromPerpId = function (perpId) {
-        return PerpetualDataHandler.perpetualIdToSymbol(perpId, this.symbolToPerpStaticInfo);
+        return this.perpetualIdToSymbol.get(perpId);
     };
     PerpetualDataHandler.prototype.symbol4BToLongSymbol = function (sym) {
         return symbol4BToLongSymbol(sym, this.symbolList);
@@ -304,13 +320,13 @@ var PerpetualDataHandler = /** @class */ (function () {
                             base3 = contractSymbolToSymbol(perpInfos[j].S3BaseCCY, symbolList);
                             quote3 = contractSymbolToSymbol(perpInfos[j].S3QuoteCCY, symbolList);
                             sym2 = base + "-" + quote;
-                            sym3 = base3 + "-" + quote3;
+                            sym3 = base3 == "" ? "" : 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),
+                                initialMarginRate: ABDK29ToFloat(perpInfos[j].fInitialMarginRate),
+                                maintenanceMarginRate: ABDK29ToFloat(perpInfos[j].fMaintenanceMarginRate),
                                 collateralCurrencyType: perpInfos[j].collCurrencyType,
                                 S2Symbol: sym2,
                                 S3Symbol: sym3,
@@ -577,33 +593,6 @@ var PerpetualDataHandler = /** @class */ (function () {
         }
         return id;
     };
-    /**
-     * Find the long symbol ("ETH-USD-MATIC") of the given perpetual id
-     * @param id perpetual id
-     * @param symbolToPerpStaticInfo map that contains the bytes4-symbol to PerpetualStaticInfo
-     * @returns symbol string or undefined
-     */
-    PerpetualDataHandler.perpetualIdToSymbol = function (id, symbolToPerpStaticInfo) {
-        var e_1, _a;
-        var _b;
-        var symbol;
-        try {
-            for (var _c = __values(symbolToPerpStaticInfo.keys()), _d = _c.next(); !_d.done; _d = _c.next()) {
-                symbol = _d.value;
-                if (((_b = symbolToPerpStaticInfo.get(symbol)) === null || _b === void 0 ? void 0 : _b.id) == id) {
-                    return symbol;
-                }
-            }
-        }
-        catch (e_1_1) { e_1 = { error: e_1_1 }; }
-        finally {
-            try {
-                if (_d && !_d.done && (_a = _c.return)) _a.call(_c);
-            }
-            finally { if (e_1) throw e_1.error; }
-        }
-        return undefined;
-    };
     PerpetualDataHandler.symbolToBytes4Symbol = function (symbol) {
         //split by dashes BTC-USD-MATIC
         var symbols = symbol.split("-");