npm - @d8x/perpetuals-sdk - Versions diffs - 0.4.2 → 0.4.4 - Mend

@d8x/perpetuals-sdk 0.4.2 → 0.4.4

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

Files changed (17) hide show

package/dist/cjs/marketData.d.ts +7 -0
package/dist/cjs/marketData.js +44 -0
package/dist/cjs/marketData.js.map +1 -1
package/dist/cjs/perpetualDataHandler.js +2 -1
package/dist/cjs/perpetualDataHandler.js.map +1 -1
package/dist/cjs/version.d.ts +1 -1
package/dist/cjs/version.js +1 -1
package/dist/esm/marketData.d.ts +7 -0
package/dist/esm/marketData.js +45 -1
package/dist/esm/marketData.js.map +1 -1
package/dist/esm/perpetualDataHandler.js +3 -2
package/dist/esm/perpetualDataHandler.js.map +1 -1
package/dist/esm/version.d.ts +1 -1
package/dist/esm/version.js +1 -1
package/doc/d8x-perpetuals-sdk.md +27 -0
package/doc/marketData.md +13 -0
package/package.json +1 -1

package/dist/cjs/marketData.d.ts CHANGED Viewed

@@ -312,6 +312,13 @@ export default class MarketData extends PerpetualDataHandler {
      * @returns mapping of symbol-pair (e.g. BTC-USD) to price/isMarketClosed
      */
     private static _getAllIndexPrices;
+    /**
+     * Get market open/closed status
+     * @param symbol Perpetual symbol of the form ETH-USD-MATIC
+     * @returns True if the market is closed
+     */
+    isMarketClosed(symbol: string): Promise<boolean>;
+    private static _isMarketClosed;
     /**
      * Collect all mid-prices
      * @param _proxyContract contract instance

package/dist/cjs/marketData.js CHANGED Viewed

@@ -913,6 +913,50 @@ var MarketData = /** @class */ (function (_super) {
             });
         });
     };
+    /**
+     * Get market open/closed status
+     * @param symbol Perpetual symbol of the form ETH-USD-MATIC
+     * @returns True if the market is closed
+     */
+    MarketData.prototype.isMarketClosed = function (symbol) {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
+            return tslib_1.__generator(this, function (_a) {
+                switch (_a.label) {
+                    case 0:
+                        if (this.proxyContract == null) {
+                            throw Error("no proxy contract initialized. Use createProxyInstance().");
+                        }
+                        return [4 /*yield*/, MarketData._isMarketClosed(symbol, this.symbolToPerpStaticInfo, this.priceFeedGetter)];
+                    case 1: return [2 /*return*/, _a.sent()];
+                }
+            });
+        });
+    };
+    MarketData._isMarketClosed = function (symbol, _symbolToPerpStaticInfo, _priceFeedGetter) {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
+            var sInfo, priceSymbols, priceInfos;
+            return tslib_1.__generator(this, function (_a) {
+                switch (_a.label) {
+                    case 0:
+                        sInfo = _symbolToPerpStaticInfo.get(symbol);
+                        priceSymbols = [];
+                        if ((sInfo === null || sInfo === void 0 ? void 0 : sInfo.S2Symbol) != undefined && sInfo.S2Symbol != "") {
+                            priceSymbols.push(sInfo.S2Symbol);
+                        }
+                        if ((sInfo === null || sInfo === void 0 ? void 0 : sInfo.S3Symbol) != undefined && sInfo.S3Symbol != "") {
+                            priceSymbols.push(sInfo.S3Symbol);
+                        }
+                        if (priceSymbols.length == 0) {
+                            throw new Error("symbol not found");
+                        }
+                        return [4 /*yield*/, _priceFeedGetter.fetchPrices(priceSymbols)];
+                    case 1:
+                        priceInfos = _a.sent();
+                        return [2 /*return*/, tslib_1.__spreadArray([], tslib_1.__read(priceInfos.values()), false).some(function (p) { return p[1]; })];
+                }
+            });
+        });
+    };
     /**
      * Collect all mid-prices
      * @param _proxyContract contract instance

package/dist/cjs/marketData.js.map CHANGED Viewed

	@@ -1 +1 @@
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package/dist/cjs/perpetualDataHandler.js CHANGED Viewed

@@ -485,7 +485,8 @@ var PerpetualDataHandler = /** @class */ (function () {
                         return [4 /*yield*/, _proxyContract.getAMMState(perpId, [S2, S3])];
                     case 1:
                         ammState = _b.sent();
-                        return [2 /*return*/, (0, d8XMath_1.ABK64x64ToFloat)(ammState[6].mul(nodeSDKTypes_1.ONE_64x64.add(ammState[8])).div(nodeSDKTypes_1.ONE_64x64))];
+                        // ammState[6] == S2 == indexPrices[0] up to rounding errors (indexPrices is most accurate)
+                        return [2 /*return*/, indexPrices[0] * (1 + (0, d8XMath_1.ABK64x64ToFloat)(ammState[8]))];
                 }
             });
         });

package/dist/cjs/perpetualDataHandler.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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package/dist/cjs/version.d.ts CHANGED Viewed

	@@ -1 +1 @@
1	- export declare const D8X_SDK_VERSION = "0.4.2";
1	+ export declare const D8X_SDK_VERSION = "0.4.4";

package/dist/cjs/version.js CHANGED Viewed

@@ -1,5 +1,5 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.D8X_SDK_VERSION = void 0;
-exports.D8X_SDK_VERSION = "0.4.2";
+exports.D8X_SDK_VERSION = "0.4.4";
 //# sourceMappingURL=version.js.map

package/dist/esm/marketData.d.ts CHANGED Viewed

@@ -312,6 +312,13 @@ export default class MarketData extends PerpetualDataHandler {
      * @returns mapping of symbol-pair (e.g. BTC-USD) to price/isMarketClosed
      */
     private static _getAllIndexPrices;
+    /**
+     * Get market open/closed status
+     * @param symbol Perpetual symbol of the form ETH-USD-MATIC
+     * @returns True if the market is closed
+     */
+    isMarketClosed(symbol: string): Promise<boolean>;
+    private static _isMarketClosed;
     /**
      * Collect all mid-prices
      * @param _proxyContract contract instance

package/dist/esm/marketData.js CHANGED Viewed

@@ -1,4 +1,4 @@
-import { __awaiter, __extends, __generator, __read, __values } from "tslib";
+import { __awaiter, __extends, __generator, __read, __spreadArray, __values } from "tslib";
 import { BigNumber, ethers } from "ethers";
 import { ABK64x64ToFloat, calculateLiquidationPriceCollateralBase, calculateLiquidationPriceCollateralQuanto, calculateLiquidationPriceCollateralQuote, floatToABK64x64, getDepositAmountForLvgTrade, } from "./d8XMath";
 import "./nodeSDKTypes";
@@ -911,6 +911,50 @@ var MarketData = /** @class */ (function (_super) {
             });
         });
     };
+    /**
+     * Get market open/closed status
+     * @param symbol Perpetual symbol of the form ETH-USD-MATIC
+     * @returns True if the market is closed
+     */
+    MarketData.prototype.isMarketClosed = function (symbol) {
+        return __awaiter(this, void 0, void 0, function () {
+            return __generator(this, function (_a) {
+                switch (_a.label) {
+                    case 0:
+                        if (this.proxyContract == null) {
+                            throw Error("no proxy contract initialized. Use createProxyInstance().");
+                        }
+                        return [4 /*yield*/, MarketData._isMarketClosed(symbol, this.symbolToPerpStaticInfo, this.priceFeedGetter)];
+                    case 1: return [2 /*return*/, _a.sent()];
+                }
+            });
+        });
+    };
+    MarketData._isMarketClosed = function (symbol, _symbolToPerpStaticInfo, _priceFeedGetter) {
+        return __awaiter(this, void 0, void 0, function () {
+            var sInfo, priceSymbols, priceInfos;
+            return __generator(this, function (_a) {
+                switch (_a.label) {
+                    case 0:
+                        sInfo = _symbolToPerpStaticInfo.get(symbol);
+                        priceSymbols = [];
+                        if ((sInfo === null || sInfo === void 0 ? void 0 : sInfo.S2Symbol) != undefined && sInfo.S2Symbol != "") {
+                            priceSymbols.push(sInfo.S2Symbol);
+                        }
+                        if ((sInfo === null || sInfo === void 0 ? void 0 : sInfo.S3Symbol) != undefined && sInfo.S3Symbol != "") {
+                            priceSymbols.push(sInfo.S3Symbol);
+                        }
+                        if (priceSymbols.length == 0) {
+                            throw new Error("symbol not found");
+                        }
+                        return [4 /*yield*/, _priceFeedGetter.fetchPrices(priceSymbols)];
+                    case 1:
+                        priceInfos = _a.sent();
+                        return [2 /*return*/, __spreadArray([], __read(priceInfos.values()), false).some(function (p) { return p[1]; })];
+                }
+            });
+        });
+    };
     /**
      * Collect all mid-prices
      * @param _proxyContract contract instance

package/dist/esm/marketData.js.map CHANGED Viewed

	@@ -1 +1 @@
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package/dist/esm/perpetualDataHandler.js CHANGED Viewed

@@ -1,6 +1,6 @@
 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 { 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, PERP_STATE_STR, DEFAULT_CONFIG, loadABIs, SYMBOL_LIST, ZERO_ORDER_ID, } from "./nodeSDKTypes";
 import { to4Chars, combineFlags, containsFlag, contractSymbolToSymbol, symbol4BToLongSymbol } from "./utils";
 import { ABK64x64ToFloat, ABDK29ToFloat, floatToABK64x64, div64x64, calculateLiquidationPriceCollateralQuanto, calculateLiquidationPriceCollateralBase, calculateLiquidationPriceCollateralQuote, } from "./d8XMath";
 import PriceFeeds from "./priceFeeds";
@@ -483,7 +483,8 @@ var PerpetualDataHandler = /** @class */ (function () {
                         return [4 /*yield*/, _proxyContract.getAMMState(perpId, [S2, S3])];
                     case 1:
                         ammState = _b.sent();
-                        return [2 /*return*/, ABK64x64ToFloat(ammState[6].mul(ONE_64x64.add(ammState[8])).div(ONE_64x64))];
+                        // ammState[6] == S2 == indexPrices[0] up to rounding errors (indexPrices is most accurate)
+                        return [2 /*return*/, indexPrices[0] * (1 + ABK64x64ToFloat(ammState[8]))];
                 }
             });
         });

package/dist/esm/perpetualDataHandler.js.map CHANGED Viewed

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

	@@ -1 +1 @@
1	- export declare const D8X_SDK_VERSION = "0.4.2";
1	+ export declare const D8X_SDK_VERSION = "0.4.4";

package/dist/esm/version.js CHANGED Viewed

@@ -1,2 +1,2 @@
-export var D8X_SDK_VERSION = "0.4.2";
+export var D8X_SDK_VERSION = "0.4.4";
 //# sourceMappingURL=version.js.map

package/doc/d8x-perpetuals-sdk.md CHANGED Viewed

@@ -2319,6 +2319,7 @@ No gas required for the queries here.</p>
         * [.getPerpetualMidPrice(symbol)](#MarketData+getPerpetualMidPrice) ⇒ <code>number</code>
         * [.getAvailableMargin(traderAddr, symbol, indexPrices)](#MarketData+getAvailableMargin) ⇒
         * [.getTraderLoyalityScore(traderAddr, brokerAddr)](#MarketData+getTraderLoyalityScore) ⇒
+        * [.isMarketClosed(symbol)](#MarketData+isMarketClosed) ⇒
         * [.getOrderBookContract(symbol)](#PerpetualDataHandler+getOrderBookContract) ⇒
         * [._fillSymbolMaps()](#PerpetualDataHandler+_fillSymbolMaps)
         * [.getSymbolFromPoolId(poolId)](#PerpetualDataHandler+getSymbolFromPoolId) ⇒ <code>symbol</code>
@@ -2724,6 +2725,18 @@ Result is in collateral currency</p>
 | traderAddr | <p>address of the trader</p> |
 | brokerAddr | <p>address of the trader's broker or undefined</p> |
+<a name="MarketData+isMarketClosed"></a>
+### marketData.isMarketClosed(symbol) ⇒
+<p>Get market open/closed status</p>
+**Kind**: instance method of [<code>MarketData</code>](#MarketData)
+**Returns**: <p>True if the market is closed</p>
+| Param | Description |
+| --- | --- |
+| symbol | <p>Perpetual symbol of the form ETH-USD-MATIC</p> |
 <a name="PerpetualDataHandler+getOrderBookContract"></a>
 ### marketData.getOrderBookContract(symbol) ⇒
@@ -4233,6 +4246,7 @@ so that signatures can be handled in frontend via wallet</p>
     * [.getPerpetualMidPrice(symbol)](#MarketData+getPerpetualMidPrice) ⇒ <code>number</code>
     * [.getAvailableMargin(traderAddr, symbol, indexPrices)](#MarketData+getAvailableMargin) ⇒
     * [.getTraderLoyalityScore(traderAddr, brokerAddr)](#MarketData+getTraderLoyalityScore) ⇒
+    * [.isMarketClosed(symbol)](#MarketData+isMarketClosed) ⇒
     * [.getOrderBookContract(symbol)](#PerpetualDataHandler+getOrderBookContract) ⇒
     * [._fillSymbolMaps()](#PerpetualDataHandler+_fillSymbolMaps)
     * [.getSymbolFromPoolId(poolId)](#PerpetualDataHandler+getSymbolFromPoolId) ⇒ <code>symbol</code>
@@ -4745,6 +4759,19 @@ Result is in collateral currency</p>
 | traderAddr | <p>address of the trader</p> |
 | brokerAddr | <p>address of the trader's broker or undefined</p> |
+<a name="MarketData+isMarketClosed"></a>
+### traderInterface.isMarketClosed(symbol) ⇒
+<p>Get market open/closed status</p>
+**Kind**: instance method of [<code>TraderInterface</code>](#TraderInterface)
+**Overrides**: [<code>isMarketClosed</code>](#MarketData+isMarketClosed)
+**Returns**: <p>True if the market is closed</p>
+| Param | Description |
+| --- | --- |
+| symbol | <p>Perpetual symbol of the form ETH-USD-MATIC</p> |
 <a name="PerpetualDataHandler+getOrderBookContract"></a>
 ### traderInterface.getOrderBookContract(symbol) ⇒

package/doc/marketData.md CHANGED Viewed

@@ -31,6 +31,7 @@ No gas required for the queries here.</p>
         * [.getPerpetualMidPrice(symbol)](#MarketData+getPerpetualMidPrice) ⇒ <code>number</code>
         * [.getAvailableMargin(traderAddr, symbol, indexPrices)](#MarketData+getAvailableMargin) ⇒
         * [.getTraderLoyalityScore(traderAddr, brokerAddr)](#MarketData+getTraderLoyalityScore) ⇒
+        * [.isMarketClosed(symbol)](#MarketData+isMarketClosed) ⇒
     * _static_
         * [._getAllIndexPrices(_symbolToPerpStaticInfo, _priceFeedGetter)](#MarketData._getAllIndexPrices) ⇒
         * [._queryMidPrices(_proxyContract, _nestedPerpetualIDs, _symbolToPerpStaticInfo, _perpetualIdToSymbol, _idxPriceMap)](#MarketData._queryMidPrices) ⇒
@@ -425,6 +426,18 @@ Result is in collateral currency</p>
 | traderAddr | <p>address of the trader</p> |
 | brokerAddr | <p>address of the trader's broker or undefined</p> |
+<a name="MarketData+isMarketClosed"></a>
+### marketData.isMarketClosed(symbol) ⇒
+<p>Get market open/closed status</p>
+**Kind**: instance method of [<code>MarketData</code>](#MarketData)
+**Returns**: <p>True if the market is closed</p>
+| Param | Description |
+| --- | --- |
+| symbol | <p>Perpetual symbol of the form ETH-USD-MATIC</p> |
 <a name="MarketData._getAllIndexPrices"></a>
 ### MarketData.\_getAllIndexPrices(_symbolToPerpStaticInfo, _priceFeedGetter) ⇒

package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "@d8x/perpetuals-sdk",
-  "version": "0.4.2",
+  "version": "0.4.4",
   "description": "Node TypeScript SDK for D8X Perpetual Futures",
   "author": "D8X",
   "homepage": "https://github.com/D8-X/d8x-futures-node-sdk#readme",