@d8x/perpetuals-sdk 0.4.3 → 0.4.5

package/README.md

@@ -13,17 +13,17 @@ Node TypeScript SDK for D8X Perpetual Futures
 - open directory of repo and type `yarn` to install packages
 
 #### Optional
-- To execute orders and liquidate traders, we recommend to run your own Pyth-price service
-    - Efficient execution requires the endpoint `api/latest_vaas_px` which is available
-    in D8X's [fork](https://github.com/D8-X/pyth-crosschain-d8x.git) of [Pyth's repo](https://github.com/pyth-network/pyth-crosschain.git)
-    - Follow the instructions on [Wormhole Spy](https://github.com/pyth-network/pyth-crosschain/tree/main/price_service/server), specifically
-      - Copy `.env.example` into `.env` and edit as described in the Readme
-      - For the D8X fork (with `api/latest_vaas_px`) to run, you need to build the image as described in the last [paragraph of the Readme here](https://github.com/D8-X/pyth-crosschain-d8x/tree/main/price_service/server).
+
+- Pyth recommends to run your own Pyth-price service
+  - Follow the instructions on [Wormhole Spy](https://github.com/pyth-network/pyth-crosschain/tree/main/price_service/server), specifically
+    - Copy `.env.example` into `.env` and edit as described in the Readme
+    - To run the price service, you need to build the image as described in the last [paragraph of the Readme here](https://github.com/pyth-network/pyth-crosschain/tree/main/price_service/server).
       Ensure your own price server is enabled in docker-compose:
-        ```
-        # image: public.ecr.aws/pyth-network/xc-server:v3.0.0
-        image: pyth_price_server
-        ```
+      ```
+      # image: public.ecr.aws/pyth-network/xc-server:v3.0.0
+      image: pyth_price_server
+      ```
+
 ### Test
 
 `yarn test`

package/dist/cjs/config/priceFeedConfig.json

@@ -57,7 +57,7 @@
                 "origin": "FX.USD/JPY"
             }
         ],
-        "endpoints": [{ "type": "pyth", "endpoint": "https://pyth.testnet.quantena.tech/api" }]
+        "endpoints": [{ "type": "pyth", "endpoint": "https://xc-testnet.pyth.network/api" }]
     },
     {
         "network": "mainnet",
@@ -99,6 +99,6 @@
                 "origin": "Metal.XAU/USD"
             }
         ],
-        "endpoints": [{ "type": "pyth", "endpoint": "" }]
+        "endpoints": [{ "type": "pyth", "endpoint": "https://xc-mainnet.pyth.network/api" }]
     }
 ]

package/dist/cjs/marketData.d.ts

@@ -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

@@ -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

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package/dist/cjs/nodeSDKTypes.d.ts

@@ -262,6 +262,17 @@ export interface PriceFeedFormat {
     price: BigNumber;
     publish_time: number;
 }
+export interface PythLatestPriceFeed {
+    ema_price: {
+        conf: string;
+        expo: number;
+        price: string;
+        publish_time: number;
+    };
+    id: string;
+    price: PriceFeedFormat;
+    vaa: string;
+}
 export declare const DEFAULT_CONFIG_MAINNET_NAME = "mainnet";
 export declare const DEFAULT_CONFIG_TESTNET_NAME = "testnet";
 export declare function loadABIs(config: NodeSDKConfig): void;

package/dist/cjs/nodeSDKTypes.js.map

@@ -1 +1 @@
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package/dist/cjs/priceFeeds.js

@@ -256,7 +256,7 @@ var PriceFeeds = /** @class */ (function () {
                             if (queries[id] == undefined) {
                                 // each id can have a different endpoint, but we cluster
                                 // the queries into one per endpoint
-                                queries[id] = this.feedEndpoints[id] + "/latest_vaas_px?";
+                                queries[id] = this.feedEndpoints[id] + "/latest_price_feeds?target_chain=default&";
                                 idCountPriceFeeds[id] = 0;
                             }
                             queries[id] = queries[id] + "ids[]=" + feedIds[k] + "&";
@@ -355,7 +355,7 @@ var PriceFeeds = /** @class */ (function () {
      */
     PriceFeeds.prototype.fetchVAAQuery = function (query) {
         return tslib_1.__awaiter(this, void 0, void 0, function () {
-            var headers, response, values, priceFeedUpdates, px, k;
+            var headers, response, values, priceFeedUpdates, px, k, vaa;
             return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
                     case 0:
@@ -372,8 +372,9 @@ var PriceFeeds = /** @class */ (function () {
                         priceFeedUpdates = new Array();
                         px = new Array();
                         for (k = 0; k < values.length; k++) {
-                            priceFeedUpdates.push("0x" + buffer_1.Buffer.from(values[k][0], "base64").toString("hex"));
-                            px.push(values[k][1]);
+                            vaa = values[k].vaa;
+                            priceFeedUpdates.push("0x" + buffer_1.Buffer.from(vaa, "base64").toString("hex"));
+                            px.push(values[k].price);
                         }
                         return [2 /*return*/, [priceFeedUpdates, px]];
                 }

package/dist/cjs/priceFeeds.js.map

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package/dist/cjs/version.d.ts

@@ -1 +1 @@
-export declare const D8X_SDK_VERSION = "0.4.3";
+export declare const D8X_SDK_VERSION = "0.4.5";

package/dist/cjs/version.js

@@ -1,5 +1,5 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.D8X_SDK_VERSION = void 0;
-exports.D8X_SDK_VERSION = "0.4.3";
+exports.D8X_SDK_VERSION = "0.4.5";
 //# sourceMappingURL=version.js.map

package/dist/esm/config/priceFeedConfig.json

@@ -57,7 +57,7 @@
                 "origin": "FX.USD/JPY"
             }
         ],
-        "endpoints": [{ "type": "pyth", "endpoint": "https://pyth.testnet.quantena.tech/api" }]
+        "endpoints": [{ "type": "pyth", "endpoint": "https://xc-testnet.pyth.network/api" }]
     },
     {
         "network": "mainnet",
@@ -99,6 +99,6 @@
                 "origin": "Metal.XAU/USD"
             }
         ],
-        "endpoints": [{ "type": "pyth", "endpoint": "" }]
+        "endpoints": [{ "type": "pyth", "endpoint": "https://xc-mainnet.pyth.network/api" }]
     }
 ]

package/dist/esm/marketData.d.ts

@@ -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

@@ -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

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

@@ -262,6 +262,17 @@ export interface PriceFeedFormat {
     price: BigNumber;
     publish_time: number;
 }
+export interface PythLatestPriceFeed {
+    ema_price: {
+        conf: string;
+        expo: number;
+        price: string;
+        publish_time: number;
+    };
+    id: string;
+    price: PriceFeedFormat;
+    vaa: string;
+}
 export declare const DEFAULT_CONFIG_MAINNET_NAME = "mainnet";
 export declare const DEFAULT_CONFIG_TESTNET_NAME = "testnet";
 export declare function loadABIs(config: NodeSDKConfig): void;

package/dist/esm/nodeSDKTypes.js.map

@@ -1 +1 @@
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