@d8x/perpetuals-sdk 0.4.4 → 0.4.6
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.
- package/README.md +10 -10
- package/dist/cjs/accountTrade.d.ts +7 -6
- package/dist/cjs/accountTrade.js +1 -1
- package/dist/cjs/accountTrade.js.map +1 -1
- package/dist/cjs/brokerTool.d.ts +6 -6
- package/dist/cjs/brokerTool.js +16 -14
- package/dist/cjs/brokerTool.js.map +1 -1
- package/dist/cjs/config/priceFeedConfig.json +2 -2
- package/dist/cjs/d8XMath.d.ts +1 -1
- package/dist/cjs/d8XMath.js +10 -10
- package/dist/cjs/d8XMath.js.map +1 -1
- package/dist/cjs/liquidatorTool.d.ts +3 -3
- package/dist/cjs/liquidatorTool.js +1 -1
- package/dist/cjs/liquidatorTool.js.map +1 -1
- package/dist/cjs/liquidityProviderTool.d.ts +4 -4
- package/dist/cjs/liquidityProviderTool.js +2 -2
- package/dist/cjs/liquidityProviderTool.js.map +1 -1
- package/dist/cjs/marketData.d.ts +7 -7
- package/dist/cjs/marketData.js +8 -7
- package/dist/cjs/marketData.js.map +1 -1
- package/dist/cjs/nodeSDKTypes.d.ts +14 -1
- package/dist/cjs/nodeSDKTypes.js +13 -12
- package/dist/cjs/nodeSDKTypes.js.map +1 -1
- package/dist/cjs/orderReferrerTool.d.ts +5 -4
- package/dist/cjs/orderReferrerTool.js +5 -4
- package/dist/cjs/orderReferrerTool.js.map +1 -1
- package/dist/cjs/perpetualDataHandler.d.ts +24 -21
- package/dist/cjs/perpetualDataHandler.js +29 -26
- package/dist/cjs/perpetualDataHandler.js.map +1 -1
- package/dist/cjs/perpetualEventHandler.d.ts +1 -1
- package/dist/cjs/priceFeeds.js +8 -7
- package/dist/cjs/priceFeeds.js.map +1 -1
- package/dist/cjs/traderDigests.js +12 -11
- package/dist/cjs/traderDigests.js.map +1 -1
- package/dist/cjs/traderInterface.d.ts +1 -1
- package/dist/cjs/traderInterface.js +2 -2
- package/dist/cjs/traderInterface.js.map +1 -1
- package/dist/cjs/utils.d.ts +1 -1
- package/dist/cjs/utils.js +2 -2
- package/dist/cjs/utils.js.map +1 -1
- package/dist/cjs/version.d.ts +1 -1
- package/dist/cjs/version.js +1 -1
- package/dist/cjs/writeAccessHandler.d.ts +10 -7
- package/dist/cjs/writeAccessHandler.js +9 -6
- package/dist/cjs/writeAccessHandler.js.map +1 -1
- package/dist/esm/accountTrade.d.ts +7 -6
- package/dist/esm/accountTrade.js +1 -1
- package/dist/esm/accountTrade.js.map +1 -1
- package/dist/esm/brokerTool.d.ts +6 -6
- package/dist/esm/brokerTool.js +14 -12
- package/dist/esm/brokerTool.js.map +1 -1
- package/dist/esm/config/priceFeedConfig.json +2 -2
- package/dist/esm/d8XMath.d.ts +1 -1
- package/dist/esm/d8XMath.js +1 -1
- package/dist/esm/d8XMath.js.map +1 -1
- package/dist/esm/liquidatorTool.d.ts +3 -3
- package/dist/esm/liquidatorTool.js +1 -1
- package/dist/esm/liquidatorTool.js.map +1 -1
- package/dist/esm/liquidityProviderTool.d.ts +4 -4
- package/dist/esm/liquidityProviderTool.js +2 -2
- package/dist/esm/liquidityProviderTool.js.map +1 -1
- package/dist/esm/marketData.d.ts +7 -7
- package/dist/esm/marketData.js +5 -4
- package/dist/esm/marketData.js.map +1 -1
- package/dist/esm/nodeSDKTypes.d.ts +14 -1
- package/dist/esm/nodeSDKTypes.js +4 -3
- package/dist/esm/nodeSDKTypes.js.map +1 -1
- package/dist/esm/orderReferrerTool.d.ts +5 -4
- package/dist/esm/orderReferrerTool.js +4 -3
- package/dist/esm/orderReferrerTool.js.map +1 -1
- package/dist/esm/perpetualDataHandler.d.ts +24 -21
- package/dist/esm/perpetualDataHandler.js +13 -10
- package/dist/esm/perpetualDataHandler.js.map +1 -1
- package/dist/esm/perpetualEventHandler.d.ts +1 -1
- package/dist/esm/priceFeeds.js +6 -5
- package/dist/esm/priceFeeds.js.map +1 -1
- package/dist/esm/traderDigests.js +11 -10
- package/dist/esm/traderDigests.js.map +1 -1
- package/dist/esm/traderInterface.d.ts +1 -1
- package/dist/esm/traderInterface.js +2 -2
- package/dist/esm/traderInterface.js.map +1 -1
- package/dist/esm/utils.d.ts +1 -1
- package/dist/esm/utils.js +1 -1
- package/dist/esm/utils.js.map +1 -1
- package/dist/esm/version.d.ts +1 -1
- package/dist/esm/version.js +1 -1
- package/dist/esm/writeAccessHandler.d.ts +10 -7
- package/dist/esm/writeAccessHandler.js +9 -6
- package/dist/esm/writeAccessHandler.js.map +1 -1
- package/doc/brokerTool.md +6 -6
- package/doc/d8x-perpetuals-sdk.md +6 -6
- package/package.json +12 -2
- package/dist/cjs/abi/central-park/IPerpetualManager.json +0 -5215
- package/dist/cjs/abi/central-park/LimitOrderBook.json +0 -1075
- package/dist/cjs/abi/central-park/LimitOrderBookFactory.json +0 -135
- package/dist/esm/abi/central-park/IPerpetualManager.json +0 -5215
- package/dist/esm/abi/central-park/LimitOrderBook.json +0 -1075
- package/dist/esm/abi/central-park/LimitOrderBookFactory.json +0 -135
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@@ -1,4 +1,6 @@
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1
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-
import { BigNumber, BigNumberish
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1
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+
import { BigNumber, BigNumberish } from "@ethersproject/bignumber";
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2
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+
import { BytesLike } from "@ethersproject/bytes";
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3
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+
import { ContractInterface, ContractTransaction } from "@ethersproject/contracts";
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2
4
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export declare const ERC20_ABI: any;
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3
5
|
export declare const MOCK_TOKEN_SWAP_ABI: any;
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|
4
6
|
export declare const SYMBOL_LIST: Map<string, string>;
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@@ -262,6 +264,17 @@ export interface PriceFeedFormat {
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262
264
|
price: BigNumber;
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|
263
265
|
publish_time: number;
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|
264
266
|
}
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|
267
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+
export interface PythLatestPriceFeed {
|
|
268
|
+
ema_price: {
|
|
269
|
+
conf: string;
|
|
270
|
+
expo: number;
|
|
271
|
+
price: string;
|
|
272
|
+
publish_time: number;
|
|
273
|
+
};
|
|
274
|
+
id: string;
|
|
275
|
+
price: PriceFeedFormat;
|
|
276
|
+
vaa: string;
|
|
277
|
+
}
|
|
265
278
|
export declare const DEFAULT_CONFIG_MAINNET_NAME = "mainnet";
|
|
266
279
|
export declare const DEFAULT_CONFIG_TESTNET_NAME = "testnet";
|
|
267
280
|
export declare function loadABIs(config: NodeSDKConfig): void;
|
package/dist/esm/nodeSDKTypes.js
CHANGED
|
@@ -1,6 +1,7 @@
|
|
|
1
1
|
var e_1, _a;
|
|
2
2
|
import { __values } from "tslib";
|
|
3
|
-
import { BigNumber
|
|
3
|
+
import { BigNumber } from "@ethersproject/bignumber";
|
|
4
|
+
import { AddressZero, HashZero } from "@ethersproject/constants";
|
|
4
5
|
export var ERC20_ABI = require("./abi/ERC20.json");
|
|
5
6
|
export var MOCK_TOKEN_SWAP_ABI = require("./abi/MockTokenSwap.json");
|
|
6
7
|
export var SYMBOL_LIST = new Map(Object.entries(require("./config/symbolList.json")));
|
|
@@ -8,8 +9,8 @@ export var COLLATERAL_CURRENCY_QUOTE = 0;
|
|
|
8
9
|
export var COLLATERAL_CURRENCY_BASE = 1;
|
|
9
10
|
export var COLLATERAL_CURRENCY_QUANTO = 2;
|
|
10
11
|
export var PERP_STATE_STR = ["INVALID", "INITIALIZING", "NORMAL", "EMERGENCY", "CLEARED"];
|
|
11
|
-
export var ZERO_ADDRESS =
|
|
12
|
-
export var ZERO_ORDER_ID =
|
|
12
|
+
export var ZERO_ADDRESS = AddressZero;
|
|
13
|
+
export var ZERO_ORDER_ID = HashZero;
|
|
13
14
|
export var ONE_64x64 = BigNumber.from("0x010000000000000000");
|
|
14
15
|
export var MAX_64x64 = BigNumber.from("0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF");
|
|
15
16
|
export var MAX_UINT_256 = BigNumber.from(2).pow(256).sub(BigNumber.from(1));
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"nodeSDKTypes.js","sourceRoot":"","sources":["../../src/nodeSDKTypes.ts"],"names":[],"mappings":";;AAAA,OAAO,EAAE,SAAS,
|
|
1
|
+
{"version":3,"file":"nodeSDKTypes.js","sourceRoot":"","sources":["../../src/nodeSDKTypes.ts"],"names":[],"mappings":";;AAAA,OAAO,EAAE,SAAS,EAAgB,MAAM,0BAA0B,CAAC;AAEnE,OAAO,EAAE,WAAW,EAAE,QAAQ,EAAE,MAAM,0BAA0B,CAAC;AAGjE,MAAM,CAAC,IAAM,SAAS,GAAG,OAAO,CAAC,kBAAkB,CAAC,CAAC;AACrD,MAAM,CAAC,IAAM,mBAAmB,GAAG,OAAO,CAAC,0BAA0B,CAAC,CAAC;AACvE,MAAM,CAAC,IAAM,WAAW,GAAG,IAAI,GAAG,CAAiB,MAAM,CAAC,OAAO,CAAC,OAAO,CAAC,0BAA0B,CAAC,CAAC,CAAC,CAAC;AACxG,MAAM,CAAC,IAAM,yBAAyB,GAAG,CAAC,CAAC;AAC3C,MAAM,CAAC,IAAM,wBAAwB,GAAG,CAAC,CAAC;AAC1C,MAAM,CAAC,IAAM,0BAA0B,GAAG,CAAC,CAAC;AAC5C,MAAM,CAAC,IAAM,cAAc,GAAG,CAAC,SAAS,EAAE,cAAc,EAAE,QAAQ,EAAE,WAAW,EAAE,SAAS,CAAC,CAAC;AAC5F,MAAM,CAAC,IAAM,YAAY,GAAG,WAAW,CAAC;AACxC,MAAM,CAAC,IAAM,aAAa,GAAG,QAAQ,CAAC;AAEtC,MAAM,CAAC,IAAM,SAAS,GAAG,SAAS,CAAC,IAAI,CAAC,sBAAsB,CAAC,CAAC;AAChE,MAAM,CAAC,IAAM,SAAS,GAAG,SAAS,CAAC,IAAI,CAAC,oCAAoC,CAAC,CAAC;AAC9E,MAAM,CAAC,IAAM,YAAY,GAAG,SAAS,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,GAAG,CAAC,SAAS,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC;AAC9E,MAAM,CAAC,IAAM,QAAQ,GAAG,SAAS,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,SAAS,CAAC,IAAI,CAAC,EAAE,CAAC,CAAC,CAAC;AAEnE,MAAM,CAAC,IAAM,sBAAsB,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,CAAC,CAAC;AAE5D,MAAM,CAAC,IAAM,eAAe,GAAG,SAAS,CAAC,IAAI,CAAC,YAAY,CAAC,CAAC;AAC5D,MAAM,CAAC,IAAM,gBAAgB,GAAG,SAAS,CAAC,IAAI,CAAC,YAAY,CAAC,CAAC;AAC7D,MAAM,CAAC,IAAM,iBAAiB,GAAG,SAAS,CAAC,IAAI,CAAC,YAAY,CAAC,CAAC;AAC9D,MAAM,CAAC,IAAM,eAAe,GAAG,SAAS,CAAC,IAAI,CAAC,YAAY,CAAC,CAAC;AAC5D,MAAM,CAAC,IAAM,sBAAsB,GAAG,SAAS,CAAC,IAAI,CAAC,YAAY,CAAC,CAAC;AAEnE,MAAM,CAAC,IAAM,gBAAgB,GAAG,OAAO,CAAC;AACxC,MAAM,CAAC,IAAM,iBAAiB,GAAG,QAAQ,CAAC;AAC1C,MAAM,CAAC,IAAM,sBAAsB,GAAG,aAAa,CAAC;AACpD,MAAM,CAAC,IAAM,qBAAqB,GAAG,YAAY,CAAC;AAClD,MAAM,CAAC,IAAM,QAAQ,GAAG,KAAK,CAAC;AAC9B,MAAM,CAAC,IAAM,SAAS,GAAG,MAAM,CAAC;AAChC,MAAM,CAAC,IAAM,WAAW,GAAG,QAAQ,CAAC;AAiCpC,MAAM,CAAN,IAAY,YAIX;AAJD,WAAY,YAAY;IACtB,iDAAS,CAAA;IACT,+CAAI,CAAA;IACJ,mDAAM,CAAA;AACR,CAAC,EAJW,YAAY,KAAZ,YAAY,QAIvB;AAiPD,MAAM,CAAC,IAAM,2BAA2B,GAAG,SAAS,CAAC;AACrD,MAAM,CAAC,IAAM,2BAA2B,GAAG,SAAS,CAAC;AAErD,MAAM,UAAU,QAAQ,CAAC,MAAqB;IAC5C,IAAI,MAAM,CAAC,gBAAgB,CAAC,MAAM,GAAG,CAAC,EAAE;QACtC,MAAM,CAAC,QAAQ,GAAG,OAAO,CAAC,gBAAS,MAAM,CAAC,gBAAgB,CAAE,CAAC,CAAC;QAC9D,MAAM,CAAC,aAAa,GAAG,OAAO,CAAC,gBAAS,MAAM,CAAC,gCAAgC,CAAE,CAAC,CAAC;QACnF,MAAM,CAAC,MAAM,GAAG,OAAO,CAAC,gBAAS,MAAM,CAAC,yBAAyB,CAAE,CAAC,CAAC;KACtE;AACH,CAAC;AAED,IAAI,WAAW,GAAG,OAAO,CAAC,6BAA6B,CAAoB,CAAC;;IAC5E,KAAmB,IAAA,gBAAA,SAAA,WAAW,CAAA,wCAAA,iEAAE;QAA3B,IAAI,MAAM,wBAAA;QACb,QAAQ,CAAC,MAAM,CAAC,CAAC;KAClB;;;;;;;;;AAED,MAAM,CAAC,IAAM,cAAc,GAAoB,WAAW,CAAC"}
|
|
@@ -1,4 +1,5 @@
|
|
|
1
|
-
import {
|
|
1
|
+
import { ContractTransaction } from "@ethersproject/contracts";
|
|
2
|
+
import { BlockTag } from "@ethersproject/providers";
|
|
2
3
|
import { NodeSDKConfig, Order, PerpetualStaticInfo, PriceFeedSubmission, SmartContractOrder } from "./nodeSDKTypes";
|
|
3
4
|
import WriteAccessHandler from "./writeAccessHandler";
|
|
4
5
|
/**
|
|
@@ -63,8 +64,8 @@ export default class OrderReferrerTool extends WriteAccessHandler {
|
|
|
63
64
|
* main();
|
|
64
65
|
* @returns Transaction object.
|
|
65
66
|
*/
|
|
66
|
-
executeOrder(symbol: string, orderId: string, referrerAddr?: string, nonce?: number, submission?: PriceFeedSubmission): Promise<
|
|
67
|
-
executeOrders(symbol: string, orderIds: string[], referrerAddr?: string, nonce?: number, submission?: PriceFeedSubmission): Promise<
|
|
67
|
+
executeOrder(symbol: string, orderId: string, referrerAddr?: string, nonce?: number, submission?: PriceFeedSubmission): Promise<ContractTransaction>;
|
|
68
|
+
executeOrders(symbol: string, orderIds: string[], referrerAddr?: string, nonce?: number, submission?: PriceFeedSubmission): Promise<ContractTransaction>;
|
|
68
69
|
/**
|
|
69
70
|
* All the orders in the order book for a given symbol that are currently open.
|
|
70
71
|
* @param {string} symbol Symbol of the form ETH-USD-MATIC.
|
|
@@ -192,5 +193,5 @@ export default class OrderReferrerTool extends WriteAccessHandler {
|
|
|
192
193
|
* @returns A user-friendly order struct.
|
|
193
194
|
*/
|
|
194
195
|
smartContractOrderToOrder(scOrder: SmartContractOrder): Order;
|
|
195
|
-
getTransactionCount(blockTag?:
|
|
196
|
+
getTransactionCount(blockTag?: BlockTag): Promise<number>;
|
|
196
197
|
}
|
|
@@ -1,5 +1,6 @@
|
|
|
1
1
|
import { __awaiter, __extends, __generator, __read } from "tslib";
|
|
2
|
-
import { BigNumber
|
|
2
|
+
import { BigNumber } from "@ethersproject/bignumber";
|
|
3
|
+
import { HashZero } from "@ethersproject/constants";
|
|
3
4
|
import { BUY_SIDE, SELL_SIDE, ZERO_ADDRESS, ZERO_ORDER_ID, } from "./nodeSDKTypes";
|
|
4
5
|
import PerpetualDataHandler from "./perpetualDataHandler";
|
|
5
6
|
import WriteAccessHandler from "./writeAccessHandler";
|
|
@@ -449,8 +450,8 @@ var OrderReferrerTool = /** @class */ (function (_super) {
|
|
|
449
450
|
}
|
|
450
451
|
//check dependency
|
|
451
452
|
if (order.parentChildOrderIds != undefined &&
|
|
452
|
-
order.parentChildOrderIds[0] ==
|
|
453
|
-
order.parentChildOrderIds[1] !=
|
|
453
|
+
order.parentChildOrderIds[0] == HashZero &&
|
|
454
|
+
order.parentChildOrderIds[1] != HashZero) {
|
|
454
455
|
// order has a parent
|
|
455
456
|
var orderBookContract = this.getOrderBookContract(order.symbol);
|
|
456
457
|
return orderBookContract.getOrderStatus(order.parentChildOrderIds[1]).then(function (status) {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"orderReferrerTool.js","sourceRoot":"","sources":["../../src/orderReferrerTool.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,EAAE,MAAM,
|
|
1
|
+
{"version":3,"file":"orderReferrerTool.js","sourceRoot":"","sources":["../../src/orderReferrerTool.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,SAAS,EAAE,MAAM,0BAA0B,CAAC;AACrD,OAAO,EAAE,QAAQ,EAAE,MAAM,0BAA0B,CAAC;AAGpD,OAAO,EACL,QAAQ,EAMR,SAAS,EAET,YAAY,EACZ,aAAa,GACd,MAAM,gBAAgB,CAAC;AACxB,OAAO,oBAAoB,MAAM,wBAAwB,CAAC;AAC1D,OAAO,kBAAkB,MAAM,sBAAsB,CAAC;AAEtD;;;;;GAKG;AACH;IAA+C,qCAAkB;IAE/D;;;;;;;;;;;;;;;;;;OAkBG;IACH,2BAAmB,MAAqB,EAAE,UAAkB;QAA5D,YACE,kBAAM,MAAM,EAAE,UAAU,CAAC,SAG1B;QAFC,kDAAkD;QAClD,KAAI,CAAC,QAAQ,GAAG,OAAS,CAAC;;IAC5B,CAAC;IAED;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;OAiCG;IACU,wCAAY,GAAzB,UACE,MAAc,EACd,OAAe,EACf,YAAqB,EACrB,KAAc,EACd,UAAgC;;;;;;wBAEhC,IAAI,IAAI,CAAC,aAAa,IAAI,IAAI,IAAI,IAAI,CAAC,MAAM,IAAI,IAAI,EAAE;4BACrD,MAAM,KAAK,CAAC,qEAAqE,CAAC,CAAC;yBACpF;wBACK,WAAW,GAAG,IAAI,CAAC,oBAAoB,CAAC,MAAM,CAAC,CAAC;wBACtD,IAAI,OAAO,YAAY,IAAI,WAAW,EAAE;4BACtC,YAAY,GAAG,IAAI,CAAC,UAAU,CAAC;yBAChC;6BACG,CAAA,UAAU,IAAI,SAAS,CAAA,EAAvB,wBAAuB;wBACZ,qBAAM,IAAI,CAAC,eAAe,CAAC,oCAAoC,CAAC,MAAM,CAAC,EAAA;;wBAApF,UAAU,GAAG,SAAuE,CAAC;;;wBAEjF,OAAO,GAAG;4BACd,QAAQ,EAAE,IAAI,CAAC,QAAQ;4BACvB,KAAK,EAAE,KAAK;4BACZ,KAAK,EAAE,IAAI,CAAC,qBAAqB,IAAG,UAAU,aAAV,UAAU,uBAAV,UAAU,CAAE,aAAa,CAAC,MAAM,CAAA;yBACrE,CAAC;wBACK,qBAAM,WAAW,CAAC,YAAY,CACnC,OAAO,EACP,YAAY,EACZ,UAAU,aAAV,UAAU,uBAAV,UAAU,CAAE,aAAa,EACzB,UAAU,aAAV,UAAU,uBAAV,UAAU,CAAE,UAAU,EACtB,OAAO,CACR,EAAA;4BAND,sBAAO,SAMN,EAAC;;;;KACH;IAEY,yCAAa,GAA1B,UACE,MAAc,EACd,QAAkB,EAClB,YAAqB,EACrB,KAAc,EACd,UAAgC;;;;;;wBAEhC,IAAI,IAAI,CAAC,aAAa,IAAI,IAAI,IAAI,IAAI,CAAC,MAAM,IAAI,IAAI,EAAE;4BACrD,MAAM,KAAK,CAAC,qEAAqE,CAAC,CAAC;yBACpF;wBACK,WAAW,GAAG,IAAI,CAAC,oBAAoB,CAAC,MAAM,CAAC,CAAC;wBACtD,IAAI,OAAO,YAAY,IAAI,WAAW,EAAE;4BACtC,YAAY,GAAG,IAAI,CAAC,UAAU,CAAC;yBAChC;6BACG,CAAA,UAAU,IAAI,SAAS,CAAA,EAAvB,wBAAuB;wBACZ,qBAAM,IAAI,CAAC,eAAe,CAAC,oCAAoC,CAAC,MAAM,CAAC,EAAA;;wBAApF,UAAU,GAAG,SAAuE,CAAC;;;wBAEjF,OAAO,GAAG;4BACd,QAAQ,EAAE,IAAI,CAAC,QAAQ;4BACvB,KAAK,EAAE,KAAK;4BACZ,KAAK,EAAE,IAAI,CAAC,qBAAqB,IAAG,UAAU,aAAV,UAAU,uBAAV,UAAU,CAAE,aAAa,CAAC,MAAM,CAAA;yBACrE,CAAC;wBACK,qBAAM,WAAW,CAAC,aAAa,CACpC,QAAQ,EACR,YAAY,EACZ,UAAU,aAAV,UAAU,uBAAV,UAAU,CAAE,aAAa,EACzB,UAAU,aAAV,UAAU,uBAAV,UAAU,CAAE,UAAU,EACtB,OAAO,CACR,EAAA;4BAND,sBAAO,SAMN,EAAC;;;;KACH;IAED;;;;;;;;;;;;;;;;;;;OAmBG;IACU,4CAAgB,GAA7B,UAA8B,MAAc;;;;;4BACxB,qBAAM,IAAI,CAAC,kBAAkB,CAAC,MAAM,CAAC,EAAA;;wBAAnD,WAAW,GAAG,SAAqC;wBAChD,qBAAM,IAAI,CAAC,eAAe,CAAC,MAAM,EAAE,WAAW,CAAC,EAAA;4BAAtD,sBAAO,SAA+C,EAAC;;;;KACxD;IAED;;;;;;;;;;;;;;;;;;;OAmBG;IACU,8CAAkB,GAA/B,UAAgC,MAAc;;;;;;wBAC5C,IAAI,IAAI,CAAC,aAAa,IAAI,IAAI,EAAE;4BAC9B,MAAM,KAAK,CAAC,2DAA2D,CAAC,CAAC;yBAC1E;wBACK,WAAW,GAAG,IAAI,CAAC,oBAAoB,CAAC,MAAM,CAAC,CAAC;wBACtC,qBAAM,WAAW,CAAC,wBAAwB,EAAE,EAAA;;wBAAxD,SAAS,GAAG,SAA4C;wBAC5D,sBAAO,MAAM,CAAC,SAAS,CAAC,EAAC;;;;KAC1B;IAED;;;;;;;;;;;;;;;;;;;;;OAqBG;IACU,wCAAY,GAAzB,UAA0B,MAAc,EAAE,EAAU;;;;;4BACzC,qBAAM,IAAI,CAAC,oBAAoB,CAAC,MAAM,CAAC,EAAA;;wBAA5C,EAAE,GAAG,SAAuC;wBACH,qBAAM,EAAE,CAAC,aAAa,CAAC,EAAE,CAAC,EAAA;;wBAAnE,kBAAkB,GAAuB,SAA0B;wBACvE,IAAI,kBAAkB,CAAC,UAAU,IAAI,YAAY,EAAE;4BACjD,sBAAO,SAAS,EAAC;yBAClB;wBACG,KAAK,GAAG,iBAAiB,CAAC,sBAAsB,CAAC,kBAAkB,EAAE,IAAI,CAAC,sBAAsB,CAAC,CAAC;wBACtG,sBAAO,KAAK,EAAC;;;;KACd;IAED;;;;;;;;;;;;;;;;;;;;;;OAsBG;IACU,2CAAe,GAA5B,UAA6B,MAAc,EAAE,WAAmB,EAAE,UAAmB;;;;;;;wBACnF,IAAI,IAAI,CAAC,aAAa,IAAI,IAAI,EAAE;4BAC9B,MAAM,KAAK,CAAC,2DAA2D,CAAC,CAAC;yBAC1E;wBACK,WAAW,GAAG,IAAI,CAAC,oBAAoB,CAAC,MAAM,CAAC,CAAC;wBACtD,IAAI,OAAO,UAAU,IAAI,WAAW,EAAE;4BACpC,UAAU,GAAG,aAAa,CAAC;yBAC5B;wBAGoB,qBAAM,WAAW,CAAC,eAAe,CAAC,UAAU,EAAE,SAAS,CAAC,IAAI,CAAC,WAAW,CAAC,CAAC,EAAA;;wBAA/F,KAAA,sBAAqB,SAA0E,KAAA,EAA9F,MAAM,QAAA,EAAE,QAAQ,QAAA,CAA+E;wBAC5F,kBAAkB,GAAY,IAAI,KAAK,EAAS,CAAC;wBACjD,WAAW,GAAG,EAAE,CAAC;wBACjB,CAAC,GAAG,CAAC,CAAC;wBACV,OAAO,CAAC,GAAG,MAAM,CAAC,MAAM,IAAI,MAAM,CAAC,CAAC,CAAC,CAAC,UAAU,IAAI,YAAY,EAAE;4BAChE,kBAAkB,CAAC,IAAI,CAAC,kBAAkB,CAAC,eAAe,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,IAAI,CAAC,sBAAsB,CAAC,CAAC,CAAC;4BACpG,WAAW,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,CAAC;4BAC9B,CAAC,EAAE,CAAC;yBACL;wBACD,sBAAO,CAAC,kBAAkB,EAAE,WAAW,CAAC,EAAC;;;;KAC1C;IAED;;;;;;;;;;;;;;;;;;;;;OAqBG;IACU,uCAAW,GAAxB,UAAyB,KAAY,EAAE,cAAuB,EAAE,WAA8B;;;;;;wBAC5F,IAAI,IAAI,CAAC,aAAa,IAAI,IAAI,EAAE;4BAC9B,MAAM,KAAK,CAAC,2DAA2D,CAAC,CAAC;yBAC1E;6BACG,CAAA,WAAW,IAAI,SAAS,CAAA,EAAxB,wBAAwB;wBAChB,qBAAM,IAAI,CAAC,eAAe,CAAC,uBAAuB,CAAC,KAAK,CAAC,MAAM,CAAC,EAAA;;wBAAtE,GAAG,GAAG,SAAgE;wBAC1E,WAAW,GAAG,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,GAAG,CAAC,SAAS,CAAC,CAAC,CAAC,CAAC,CAAC;;4BAEpC,qBAAM,oBAAoB,CAAC,oBAAoB,CAC9D,KAAK,CAAC,MAAM,EACZ,KAAK,CAAC,QAAQ,EACd,IAAI,CAAC,sBAAsB,EAC3B,IAAI,CAAC,aAAa,EAClB,WAAW,CACZ,EAAA;;wBANG,UAAU,GAAG,SAMhB;wBACe,qBAAM,oBAAoB,CAAC,wBAAwB,CACjE,KAAK,CAAC,MAAM,EACZ,IAAI,CAAC,sBAAsB,EAC3B,IAAI,CAAC,aAAa,EAClB,WAAW,CACZ,EAAA;;wBALG,SAAS,GAAG,SAKf;6BACG,CAAA,cAAc,IAAI,SAAS,CAAA,EAA3B,wBAA2B;wBACR,qBAAM,IAAI,CAAC,QAAS,CAAC,cAAc,EAAE,EAAA;;wBAApD,YAAY,GAAG,SAAqC;wBACxC,qBAAM,IAAI,CAAC,QAAS,CAAC,QAAQ,CAAC,YAAY,CAAC,EAAA;;wBAA7D,cAAc,GAAG,CAAC,SAA2C,CAAC,CAAC,SAAS,CAAC;;4BAEpE,qBAAM,IAAI,CAAC,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@@ -1,5 +1,8 @@
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1
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import {
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import {
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import { Signer } from "@ethersproject/abstract-signer";
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import { BigNumber } from "@ethersproject/bignumber";
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import { Contract, ContractInterface } from "@ethersproject/contracts";
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import { Provider } from "@ethersproject/providers";
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import { ClientOrder, MarginAccount, NodeSDKConfig, Order, PerpetualState, PerpetualStaticInfo, PoolStaticInfo, PriceFeedSubmission, SmartContractOrder } from "./nodeSDKTypes";
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import PriceFeeds from "./priceFeeds";
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/**
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* Parent class for MarketData and WriteAccessHandler that handles
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@@ -13,32 +16,32 @@ export default class PerpetualDataHandler {
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protected symbolList: Map<string, string>;
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protected symbolToTokenAddrMap: Map<string, string>;
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protected chainId: number;
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protected proxyContract:
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protected proxyABI:
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protected proxyContract: Contract | null;
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protected proxyABI: ContractInterface;
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protected proxyAddr: string;
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protected lobFactoryContract:
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protected lobFactoryABI:
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protected lobFactoryContract: Contract | null;
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protected lobFactoryABI: ContractInterface;
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protected lobFactoryAddr: string | undefined;
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protected lobABI:
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protected lobABI: ContractInterface;
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protected nodeURL: string;
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protected provider:
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protected provider: Provider | null;
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private signerOrProvider;
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protected priceFeedGetter: PriceFeeds;
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protected nestedPerpetualIDs: number[][];
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constructor(config: NodeSDKConfig);
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protected initContractsAndData(signerOrProvider:
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protected initContractsAndData(signerOrProvider: Signer | Provider): Promise<void>;
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/**
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* Returns the order-book contract for the symbol if found or fails
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* @param symbol symbol of the form ETH-USD-MATIC
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* @returns order book contract for the perpetual
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*/
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-
getOrderBookContract(symbol: string):
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+
getOrderBookContract(symbol: string): Contract;
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/**
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* Called when initializing. This function fills this.symbolToTokenAddrMap,
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* and this.nestedPerpetualIDs and this.symbolToPerpStaticInfo
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*
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*/
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-
protected _fillSymbolMaps(proxyContract:
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44
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+
protected _fillSymbolMaps(proxyContract: Contract): Promise<void>;
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45
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/**
|
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46
|
* Get pool symbol given a pool Id.
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44
47
|
* @param {number} poolId Pool Id.
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@@ -95,7 +98,7 @@ export default class PerpetualDataHandler {
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|
95
98
|
getPriceIds(symbol: string): string[];
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96
99
|
protected static _getSymbolFromPoolId(poolId: number, staticInfos: PoolStaticInfo[]): string;
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97
100
|
protected static _getPoolIdFromSymbol(symbol: string, staticInfos: PoolStaticInfo[]): number;
|
|
98
|
-
getNestedPerpetualIds(_proxyContract:
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101
|
+
getNestedPerpetualIds(_proxyContract: Contract): number[][];
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99
102
|
/**
|
|
100
103
|
* Collect all perpetuals static info
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101
104
|
* @param {ethers.Contract} _proxyContract perpetuals contract with getter
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|
@@ -103,7 +106,7 @@ export default class PerpetualDataHandler {
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|
103
106
|
* @param {Map<string, string>} symbolList mapping of symbols to convert long-format <-> blockchain-format
|
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104
107
|
* @returns array with PerpetualStaticInfo for each perpetual
|
|
105
108
|
*/
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static getPerpetualStaticInfo(_proxyContract:
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+
static getPerpetualStaticInfo(_proxyContract: Contract, nestedPerpetualIDs: Array<Array<number>>, symbolList: Map<string, string>): Promise<Array<PerpetualStaticInfo>>;
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|
/**
|
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* Breaks up an array of nested arrays into chunks of a specified size.
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* @param {number} chunkSize The size of each chunk.
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@@ -111,17 +114,17 @@ export default class PerpetualDataHandler {
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* @returns {number[][]} An array of subarrays, each containing `chunkSize` or fewer elements from `nestedIDs`.
|
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*/
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static nestedIDsToChunks(chunkSize: number, nestedIDs: Array<Array<number>>): Array<Array<number>>;
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-
static getPoolStaticInfo(_proxyContract:
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+
static getPoolStaticInfo(_proxyContract: Contract): Promise<{
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nestedPerpetualIDs: Array<Array<number>>;
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poolShareTokenAddr: Array<string>;
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poolMarginTokenAddr: Array<string>;
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oracleFactory: string;
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}>;
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120
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-
static buildMarginAccountFromState(symbol: string, traderState:
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-
static getMarginAccount(traderAddr: string, symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract:
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122
|
-
protected static _queryPerpetualPrice(symbol: string, tradeAmount: number, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract:
|
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123
|
-
protected static _queryPerpetualMarkPrice(symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract:
|
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124
|
-
protected static _queryPerpetualState(symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract:
|
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123
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+
static buildMarginAccountFromState(symbol: string, traderState: BigNumber[], symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _pxS2S3: [number, number]): MarginAccount;
|
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124
|
+
static getMarginAccount(traderAddr: string, symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: Contract, _pxS2S3: [number, number]): Promise<MarginAccount>;
|
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125
|
+
protected static _queryPerpetualPrice(symbol: string, tradeAmount: number, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: Contract, indexPrices: [number, number]): Promise<number>;
|
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126
|
+
protected static _queryPerpetualMarkPrice(symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: Contract, indexPrices: [number, number]): Promise<number>;
|
|
127
|
+
protected static _queryPerpetualState(symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: Contract, indexPrices: [number, number, boolean, boolean]): Promise<PerpetualState>;
|
|
125
128
|
/**
|
|
126
129
|
* Liquidation price
|
|
127
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|
* @param symbol symbol of the form BTC-USD-MATIC
|
|
@@ -216,7 +219,7 @@ export default class PerpetualDataHandler {
|
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|
216
219
|
* @param functionName Name of the function whose ABI we want
|
|
217
220
|
* @returns Function ABI as a single JSON string
|
|
218
221
|
*/
|
|
219
|
-
protected static _getABIFromContract(contract:
|
|
222
|
+
protected static _getABIFromContract(contract: Contract, functionName: string): string;
|
|
220
223
|
/**
|
|
221
224
|
* Gets the pool index (in exchangeInfo) corresponding to a given symbol.
|
|
222
225
|
* @param symbol Symbol of the form ETH-USD-MATIC
|
|
@@ -224,7 +227,7 @@ export default class PerpetualDataHandler {
|
|
|
224
227
|
*/
|
|
225
228
|
getPoolIndexFromSymbol(symbol: string): number;
|
|
226
229
|
getMarginTokenFromSymbol(symbol: string): string | undefined;
|
|
227
|
-
getABI(contract: string):
|
|
230
|
+
getABI(contract: string): ContractInterface | undefined;
|
|
228
231
|
/**
|
|
229
232
|
* Performs basic validity checks on a given order
|
|
230
233
|
* @param order Order struct
|
|
@@ -1,9 +1,13 @@
|
|
|
1
1
|
import { __awaiter, __generator, __read, __values } from "tslib";
|
|
2
|
-
import {
|
|
3
|
-
import {
|
|
4
|
-
import {
|
|
5
|
-
import {
|
|
2
|
+
import { FormatTypes } from "@ethersproject/abi";
|
|
3
|
+
import { Signer } from "@ethersproject/abstract-signer";
|
|
4
|
+
import { BigNumber } from "@ethersproject/bignumber";
|
|
5
|
+
import { AddressZero } from "@ethersproject/constants";
|
|
6
|
+
import { Contract } from "@ethersproject/contracts";
|
|
7
|
+
import { ABDK29ToFloat, ABK64x64ToFloat, calculateLiquidationPriceCollateralBase, calculateLiquidationPriceCollateralQuanto, calculateLiquidationPriceCollateralQuote, div64x64, floatToABK64x64, } from "./d8XMath";
|
|
8
|
+
import { BUY_SIDE, CLOSED_SIDE, COLLATERAL_CURRENCY_BASE, COLLATERAL_CURRENCY_QUOTE, CollaterlCCY, DEFAULT_CONFIG, loadABIs, MASK_CLOSE_ONLY, MASK_KEEP_POS_LEVERAGE, MASK_LIMIT_ORDER, MASK_MARKET_ORDER, MASK_STOP_ORDER, MAX_64x64, ORDER_MAX_DURATION_SEC, ORDER_TYPE_LIMIT, ORDER_TYPE_MARKET, ORDER_TYPE_STOP_LIMIT, ORDER_TYPE_STOP_MARKET, PERP_STATE_STR, SELL_SIDE, SYMBOL_LIST, ZERO_ADDRESS, ZERO_ORDER_ID, } from "./nodeSDKTypes";
|
|
6
9
|
import PriceFeeds from "./priceFeeds";
|
|
10
|
+
import { combineFlags, containsFlag, contractSymbolToSymbol, symbol4BToLongSymbol, to4Chars } from "./utils";
|
|
7
11
|
/**
|
|
8
12
|
* Parent class for MarketData and WriteAccessHandler that handles
|
|
9
13
|
* common data and chain operations.
|
|
@@ -40,7 +44,7 @@ var PerpetualDataHandler = /** @class */ (function () {
|
|
|
40
44
|
_b.label = 1;
|
|
41
45
|
case 1:
|
|
42
46
|
_b.trys.push([1, 6, , 7]);
|
|
43
|
-
if (!(signerOrProvider instanceof
|
|
47
|
+
if (!(signerOrProvider instanceof Signer)) return [3 /*break*/, 3];
|
|
44
48
|
return [4 /*yield*/, signerOrProvider.provider.getNetwork()];
|
|
45
49
|
case 2:
|
|
46
50
|
network = _b.sent();
|
|
@@ -58,12 +62,12 @@ var PerpetualDataHandler = /** @class */ (function () {
|
|
|
58
62
|
if (network.chainId !== this.chainId) {
|
|
59
63
|
throw new Error("Provider: chain id ".concat(network.chainId, " does not match config (").concat(this.chainId, ")"));
|
|
60
64
|
}
|
|
61
|
-
this.proxyContract = new
|
|
65
|
+
this.proxyContract = new Contract(this.proxyAddr, this.proxyABI, signerOrProvider);
|
|
62
66
|
_a = this;
|
|
63
67
|
return [4 /*yield*/, this.proxyContract.getOrderBookFactoryAddress()];
|
|
64
68
|
case 8:
|
|
65
69
|
_a.lobFactoryAddr = _b.sent();
|
|
66
|
-
this.lobFactoryContract = new
|
|
70
|
+
this.lobFactoryContract = new Contract(this.lobFactoryAddr, this.lobFactoryABI, signerOrProvider);
|
|
67
71
|
return [4 /*yield*/, this._fillSymbolMaps(this.proxyContract)];
|
|
68
72
|
case 9:
|
|
69
73
|
_b.sent();
|
|
@@ -83,7 +87,7 @@ var PerpetualDataHandler = /** @class */ (function () {
|
|
|
83
87
|
if (orderBookAddr == "" || orderBookAddr == undefined || this.signerOrProvider == null) {
|
|
84
88
|
throw Error("no limit order book found for ".concat(symbol, " or no signer"));
|
|
85
89
|
}
|
|
86
|
-
var lobContract = new
|
|
90
|
+
var lobContract = new Contract(orderBookAddr, this.lobABI, this.signerOrProvider);
|
|
87
91
|
return lobContract;
|
|
88
92
|
};
|
|
89
93
|
/**
|
|
@@ -112,7 +116,7 @@ var PerpetualDataHandler = /** @class */ (function () {
|
|
|
112
116
|
poolMarginTokenAddr: poolInfo.poolMarginTokenAddr[j],
|
|
113
117
|
shareTokenAddr: poolInfo.poolShareTokenAddr[j],
|
|
114
118
|
oracleFactoryAddr: poolInfo.oracleFactory,
|
|
115
|
-
isRunning: poolInfo.poolShareTokenAddr[j] !=
|
|
119
|
+
isRunning: poolInfo.poolShareTokenAddr[j] != AddressZero,
|
|
116
120
|
};
|
|
117
121
|
this.poolStaticInfos.push(info);
|
|
118
122
|
}
|
|
@@ -962,7 +966,6 @@ var PerpetualDataHandler = /** @class */ (function () {
|
|
|
962
966
|
* @returns Function ABI as a single JSON string
|
|
963
967
|
*/
|
|
964
968
|
PerpetualDataHandler._getABIFromContract = function (contract, functionName) {
|
|
965
|
-
var FormatTypes = ethers.utils.FormatTypes;
|
|
966
969
|
return contract.interface.getFunction(functionName).format(FormatTypes.full);
|
|
967
970
|
};
|
|
968
971
|
/**
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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1
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