@d8x/perpetuals-sdk 0.4.6 → 0.5.0

package/dist/cjs/abi/testnet/LimitOrderBookFactory.json

@@ -43,6 +43,32 @@
         "name": "PerpetualLimitOrderBookDeployed",
         "type": "event"
     },
+    {
+        "inputs": [],
+        "name": "CANCEL_DELAY_SEC",
+        "outputs": [
+            {
+                "internalType": "uint8",
+                "name": "",
+                "type": "uint8"
+            }
+        ],
+        "stateMutability": "view",
+        "type": "function"
+    },
+    {
+        "inputs": [],
+        "name": "POSTING_FEE_TBPS",
+        "outputs": [
+            {
+                "internalType": "uint16",
+                "name": "",
+                "type": "uint16"
+            }
+        ],
+        "stateMutability": "view",
+        "type": "function"
+    },
     {
         "inputs": [
             {

package/dist/cjs/accountTrade.d.ts

@@ -76,7 +76,7 @@ export default class AccountTrade extends WriteAccessHandler {
      *        type: "MARKET",
      *        quantity: 100,
      *        leverage: 2,
-     *        timestamp: Date.now()/1000,
+     *        executionTimestamp: Date.now()/1000,
      *    };
      *    let orderTransaction = await accTrade.order(order);
      *    console.log(orderTransaction);
@@ -102,7 +102,7 @@ export default class AccountTrade extends WriteAccessHandler {
      *       limitPrice: 1,
      *       quantity: 5,
      *       leverage: 2,
-     *       timestamp: Date.now() / 1000,
+     *       executionTimestamp: Date.now() / 1000,
      *       deadline: Date.now() / 1000 + 8*60*60, // order expires 8 hours from now
      *    };
      *    let orderTransaction = await accTrade.order(order);

package/dist/cjs/accountTrade.js

@@ -107,7 +107,7 @@ var AccountTrade = /** @class */ (function (_super) {
      *        type: "MARKET",
      *        quantity: 100,
      *        leverage: 2,
-     *        timestamp: Date.now()/1000,
+     *        executionTimestamp: Date.now()/1000,
      *    };
      *    let orderTransaction = await accTrade.order(order);
      *    console.log(orderTransaction);
@@ -133,7 +133,7 @@ var AccountTrade = /** @class */ (function (_super) {
      *       limitPrice: 1,
      *       quantity: 5,
      *       leverage: 2,
-     *       timestamp: Date.now() / 1000,
+     *       executionTimestamp: Date.now() / 1000,
      *       deadline: Date.now() / 1000 + 8*60*60, // order expires 8 hours from now
      *    };
      *    let orderTransaction = await accTrade.order(order);

package/dist/cjs/brokerTool.d.ts

@@ -146,7 +146,7 @@ export default class BrokerTool extends WriteAccessHandler {
      *       side: "BUY",
      *       type: "MARKET",
      *       quantity: 100,
-     *       timestamp: Date.now()
+     *       executionTimestamp: Date.now()/1000
      *   };
      *    let exchFee = await brokTool.determineExchangeFee(order,
      *        "0xAb5801a7D398351b8bE11C439e05C5B3259aeC9B");
@@ -265,7 +265,7 @@ export default class BrokerTool extends WriteAccessHandler {
      *       side: "BUY",
      *       type: "MARKET",
      *       quantity: 1,
-     *       timestamp: Date.now()
+     *       executionTimestamp: Date.now()/1000
      *    };
      *    let signedOrder = await brokTool.signOrder(order, "0xAb5801a7D398351b8bE11C439e05C5B3259aeC9B",
      *        0.0001, 1669723339);

package/dist/cjs/brokerTool.js

@@ -240,7 +240,7 @@ var BrokerTool = /** @class */ (function (_super) {
      *       side: "BUY",
      *       type: "MARKET",
      *       quantity: 100,
-     *       timestamp: Date.now()
+     *       executionTimestamp: Date.now()/1000
      *   };
      *    let exchFee = await brokTool.determineExchangeFee(order,
      *        "0xAb5801a7D398351b8bE11C439e05C5B3259aeC9B");
@@ -448,7 +448,7 @@ var BrokerTool = /** @class */ (function (_super) {
      *       side: "BUY",
      *       type: "MARKET",
      *       quantity: 1,
-     *       timestamp: Date.now()
+     *       executionTimestamp: Date.now()/1000
      *    };
      *    let signedOrder = await brokTool.signOrder(order, "0xAb5801a7D398351b8bE11C439e05C5B3259aeC9B",
      *        0.0001, 1669723339);

package/dist/cjs/config/defaultConfig.json

@@ -2,8 +2,8 @@
     {
         "name": "testnet",
         "chainId": 80001,
-        "version": 6,
-        "proxyAddr": "0xDEDf0dd46757cE93E0D9439F78382c0c68cF76C2",
+        "version": 7,
+        "proxyAddr": "0x7Fb76c91e4950bD48Ed1C812EdE98A5Db96cb4e7",
         "nodeURL": "https://polygon-mumbai.blockpi.network/v1/rpc/public",
         "priceFeedConfigNetwork": "testnet",
         "proxyABILocation": "testnet/IPerpetualManager.json",

package/dist/cjs/config/mockSwap.json

@@ -1,4 +1,6 @@
 {
+    "0x5AECe5d40c169C3E00BfE359e1c61b061be7c389": "0xfF638C960b91BAeA0064a870f4A0CD73bD30Dc83",
+    "0xf66c0D17C285Ea7aa8733A75229b8E16fd60c828": "0x530CA443Df0894C0b3a4334964C1e38d62cBfcfd",
     "0xeB4E22B2AD4D9d07C25A32f57d85a4F41ca6b8FF": "0xe5AD14bFb9D3dEc4dB97f89A782f3578eEE07C38",
     "0x215975839684a365df2387b1f0FcEaBf4F0B77eb": "0xeb4cd22d2b7451c17Dd03fB34977abF1Becb9053"
 }

package/dist/cjs/nodeSDKTypes.d.ts

@@ -156,7 +156,7 @@ export interface Order {
     stopPrice?: number | undefined;
     leverage?: number | undefined;
     deadline?: number | undefined;
-    timestamp: number;
+    executionTimestamp: number;
     submittedTimestamp?: number;
     parentChildOrderIds?: [string, string];
 }
@@ -168,21 +168,21 @@ export interface TradeEvent {
     executionPrice: number;
 }
 /**
- *     struct Order {
-        uint32 flags;
-        uint24 iPerpetualId;
-        uint16 brokerFeeTbps;
-        address traderAddr;
-        address brokerAddr;
-        address referrerAddr;
-        bytes brokerSignature;
-        int128 fAmount;
-        int128 fLimitPrice;
-        int128 fTriggerPrice;
-        int128 fLeverage; // 0 if deposit and trade separate
-        uint64 iDeadline;
-        uint64 createdTimestamp;
-        uint64 submittedTimestamp;
+ *      struct Order {
+        uint16 leverageTDR; // 12.43x leverage is represented by 1243 (two-digit integer representation); 0 if deposit and trade separate
+        uint16 brokerFeeTbps; // broker can set their own fee
+        uint24 iPerpetualId; // global id for perpetual
+        address traderAddr; // address of trader
+        uint32 executionTimestamp; // normally set to current timestamp; order will not be executed prior to this timestamp.
+        address brokerAddr; // address of the broker or zero
+        uint32 submittedTimestamp;
+        uint32 flags; // order flags
+        uint32 iDeadline; //deadline for price (seconds timestamp)
+        address referrerAddr; // address of the referrer set by contract
+        int128 fAmount; // amount in base currency to be traded
+        int128 fLimitPrice; // limit price
+        int128 fTriggerPrice; //trigger price. Non-zero for stop orders.
+        bytes brokerSignature; //signature of broker (or 0)
     }
  */
 export interface SmartContractOrder {
@@ -196,29 +196,29 @@ export interface SmartContractOrder {
     fAmount: BigNumberish;
     fLimitPrice: BigNumberish;
     fTriggerPrice: BigNumberish;
-    fLeverage: BigNumberish;
+    leverageTDR: BigNumberish;
     iDeadline: BigNumberish;
-    createdTimestamp: BigNumberish;
+    executionTimestamp: BigNumberish;
     submittedTimestamp: BigNumberish;
 }
 /**
- *     struct ClientOrder {
-        uint32 flags;
-        uint24 iPerpetualId;
-        uint16 brokerFeeTbps;
-        address traderAddr;
-        address brokerAddr;
-        address referrerAddr;
-        bytes brokerSignature;
-        int128 fAmount;
-        int128 fLimitPrice;
-        int128 fTriggerPrice;
-        int128 fLeverage; // 0 if deposit and trade separate
-        uint64 iDeadline;
-        uint64 createdTimestamp;
-        //uint64 submittedTimestamp <- will be set by LimitOrderBook
-        bytes32 parentChildDigest1;
-        bytes32 parentChildDigest2;
+ *    struct ClientOrder {
+        uint24 iPerpetualId; // unique id of the perpetual
+        int128 fLimitPrice; // order will not execute if realized price is above (buy) or below (sell) this price
+        uint16 leverageTDR; // leverage, set to 0 if deposit margin and trade separate; format: two-digit integer (e.g., 12.34 -> 1234)
+        uint32 executionTimestamp; // the order will not be executed before this timestamp, allows TWAP orders
+        uint32 flags; // Order-flags are specified in OrderFlags.sol
+        uint32 iDeadline; // order will not be executed after this deadline
+        address brokerAddr; // can be empty, address of the broker
+        int128 fTriggerPrice; // trigger price for stop-orders|0. Order can be executed if the mark price is below this price (sell order) or above (buy)
+        int128 fAmount; // signed amount of base-currency. Will be rounded to lot size
+        bytes32 parentChildDigest1; // see notice in LimitOrderBook.sol
+        address traderAddr; // address of the trader
+        bytes32 parentChildDigest2; // see notice in LimitOrderBook.sol
+        uint16 brokerFeeTbps; // broker fee in tenth of a basis point
+        bytes brokerSignature; // signature, can be empty if no brokerAddr provided
+        //address referrerAddr; <- will be set by LimitOrderBook
+        //uint64 submittedBlock <- will be set by LimitOrderBook
     }
  */
 export interface ClientOrder {
@@ -232,9 +232,9 @@ export interface ClientOrder {
     fAmount: BigNumberish;
     fLimitPrice: BigNumberish;
     fTriggerPrice: BigNumberish;
-    fLeverage: BigNumberish;
+    leverageTDR: BigNumberish;
     iDeadline: BigNumberish;
-    createdTimestamp: BigNumberish;
+    executionTimestamp: BigNumberish;
     parentChildDigest1: string;
     parentChildDigest2: string;
 }

package/dist/cjs/orderReferrerTool.d.ts

@@ -186,6 +186,15 @@ export default class OrderReferrerTool extends WriteAccessHandler {
      * @returns array of tradeable boolean
      */
     isTradeableBatch(orders: Order[], blockTimestamp?: number, indexPrices?: [number, number, boolean, boolean]): Promise<boolean[]>;
+    /**
+     * Can the order be executed?
+     * @param order order struct
+     * @param tradePrice "preview" price of this order
+     * @param markPrice current mark price
+     * @param blockTimestamp last observed block timestamp (hence already in past)
+     * @param symbolToPerpInfoMap metadata
+     * @returns true if trading conditions met, false otherwise
+     */
     protected _isTradeable(order: Order, tradePrice: number, markPrice: number, blockTimestamp: number, symbolToPerpInfoMap: Map<string, PerpetualStaticInfo>): boolean;
     /**
      * Wrapper of static method to use after mappings have been loaded into memory.

package/dist/cjs/orderReferrerTool.js

@@ -415,16 +415,31 @@ var OrderReferrerTool = /** @class */ (function (_super) {
             });
         });
     };
+    /**
+     * Can the order be executed?
+     * @param order order struct
+     * @param tradePrice "preview" price of this order
+     * @param markPrice current mark price
+     * @param blockTimestamp last observed block timestamp (hence already in past)
+     * @param symbolToPerpInfoMap metadata
+     * @returns true if trading conditions met, false otherwise
+     */
     OrderReferrerTool.prototype._isTradeable = function (order, tradePrice, markPrice, blockTimestamp, symbolToPerpInfoMap) {
         // check expiration date
         if (order.deadline != undefined && order.deadline < Date.now() / 1000) {
             console.log("order expired");
             return false;
         }
-        // next block should be in ~2 seconds, so + 2
+        var nextBlockTimestamp = blockTimestamp + 2;
+        // TODO: replace 2 by a chain-dependent constant - 1 for zkEVM
+        if (nextBlockTimestamp < order.executionTimestamp) {
+            console.log("execution deferred to ".concat(order.executionTimestamp - nextBlockTimestamp, " more seconds"));
+            return false;
+        }
         if (order.submittedTimestamp != undefined &&
-            blockTimestamp + 2 < order.submittedTimestamp + OrderReferrerTool.TRADE_DELAY) {
-            console.log("on hold for ".concat(OrderReferrerTool.TRADE_DELAY + order.submittedTimestamp - blockTimestamp - 2, " more seconds"));
+            nextBlockTimestamp < order.submittedTimestamp + OrderReferrerTool.TRADE_DELAY) {
+            // next block should be in ~2 seconds, so + 2
+            console.log("on hold for ".concat(OrderReferrerTool.TRADE_DELAY + order.submittedTimestamp - nextBlockTimestamp, " more seconds"));
             return false;
         }
         // check order size

package/dist/cjs/orderReferrerTool.js.map

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

@@ -640,7 +640,7 @@ var PerpetualDataHandler = /** @class */ (function () {
         if (symbol == undefined) {
             throw Error("Perpetual id ".concat(order.iPerpetualId, " not found. Check with marketData.exchangeInfo()."));
         }
-        var side = order.fAmount > 0 ? nodeSDKTypes_1.BUY_SIDE : nodeSDKTypes_1.SELL_SIDE;
+        var side = order.fAmount > bignumber_1.BigNumber.from(0) ? nodeSDKTypes_1.BUY_SIDE : nodeSDKTypes_1.SELL_SIDE;
         var limitPrice, stopPrice;
         var fLimitPrice = bignumber_1.BigNumber.from(order.fLimitPrice);
         if (fLimitPrice.eq(0)) {
@@ -671,9 +671,9 @@ var PerpetualDataHandler = /** @class */ (function () {
             brokerAddr: order.brokerAddr == nodeSDKTypes_1.ZERO_ADDRESS ? undefined : order.brokerAddr,
             brokerSignature: order.brokerSignature == "0x" ? undefined : order.brokerSignature,
             stopPrice: stopPrice,
-            leverage: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(order.fLeverage)),
+            leverage: Number(order.leverageTDR) / 100,
             deadline: Number(order.iDeadline),
-            timestamp: Number(order.createdTimestamp),
+            executionTimestamp: Number(order.executionTimestamp),
             submittedTimestamp: Number(order.submittedTimestamp),
         };
         return userOrder;
@@ -726,9 +726,9 @@ var PerpetualDataHandler = /** @class */ (function () {
             fAmount: fAmount,
             fLimitPrice: fLimitPrice,
             fTriggerPrice: fTriggerPrice,
-            fLeverage: order.leverage == undefined ? bignumber_1.BigNumber.from(0) : (0, d8XMath_1.floatToABK64x64)(order.leverage),
+            leverageTDR: order.leverage == undefined ? bignumber_1.BigNumber.from(0) : Math.round(100 * order.leverage),
             iDeadline: bignumber_1.BigNumber.from(Math.round(iDeadline)),
-            createdTimestamp: bignumber_1.BigNumber.from(Math.round(order.timestamp)),
+            executionTimestamp: bignumber_1.BigNumber.from(Math.round(order.executionTimestamp)),
             submittedTimestamp: 0,
         };
         return smOrder;
@@ -751,9 +751,9 @@ var PerpetualDataHandler = /** @class */ (function () {
             fAmount: scOrder.fAmount,
             fLimitPrice: scOrder.fLimitPrice,
             fTriggerPrice: scOrder.fTriggerPrice,
-            fLeverage: scOrder.fLeverage,
+            leverageTDR: scOrder.leverageTDR,
             iDeadline: scOrder.iDeadline,
-            createdTimestamp: scOrder.createdTimestamp,
+            executionTimestamp: scOrder.executionTimestamp,
             parentChildDigest1: parentChildIds ? parentChildIds[0] : nodeSDKTypes_1.ZERO_ORDER_ID,
             parentChildDigest2: parentChildIds ? parentChildIds[1] : nodeSDKTypes_1.ZERO_ORDER_ID,
         };
@@ -785,9 +785,9 @@ var PerpetualDataHandler = /** @class */ (function () {
             fAmount: obOrder.fAmount,
             fLimitPrice: obOrder.fLimitPrice,
             fTriggerPrice: obOrder.fTriggerPrice,
-            fLeverage: obOrder.fLeverage,
+            leverageTDR: obOrder.leverageTDR,
             iDeadline: obOrder.iDeadline,
-            createdTimestamp: obOrder.createdTimestamp,
+            executionTimestamp: obOrder.executionTimestamp,
         };
         var order = PerpetualDataHandler.fromSmartContractOrder(scOrder, perpStaticInfo);
         if (obOrder.parentChildDigest1 != nodeSDKTypes_1.ZERO_ORDER_ID || obOrder.parentChildDigest2 != nodeSDKTypes_1.ZERO_ORDER_ID) {

package/dist/cjs/perpetualDataHandler.js.map

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

@@ -44,7 +44,7 @@ var TraderDigests = /** @class */ (function () {
                 NAME = "Perpetual Trade Manager";
                 DOMAIN_TYPEHASH = (0, keccak256_1.keccak256)(buffer_1.Buffer.from("EIP712Domain(string name,uint256 chainId,address verifyingContract)"));
                 domainSeparator = (0, keccak256_1.keccak256)(abi_1.defaultAbiCoder.encode(["bytes32", "bytes32", "uint256", "address"], [DOMAIN_TYPEHASH, (0, keccak256_1.keccak256)(buffer_1.Buffer.from(NAME)), chainId, proxyAddress]));
-                TRADE_ORDER_TYPEHASH = (0, keccak256_1.keccak256)(buffer_1.Buffer.from("Order(uint24 iPerpetualId,uint16 brokerFeeTbps,address traderAddr,address brokerAddr,int128 fAmount,int128 fLimitPrice,int128 fTriggerPrice,uint64 iDeadline,uint32 flags,int128 fLeverage,uint64 createdTimestamp)"));
+                TRADE_ORDER_TYPEHASH = (0, keccak256_1.keccak256)(buffer_1.Buffer.from("Order(uint24 iPerpetualId,uint16 brokerFeeTbps,address traderAddr,address brokerAddr,int128 fAmount,int128 fLimitPrice,int128 fTriggerPrice,uint32 iDeadline,uint32 flags,uint16 leverageTDR,uint32 executionTimestamp)"));
                 structHash = (0, keccak256_1.keccak256)(abi_1.defaultAbiCoder.encode([
                     "bytes32",
                     "uint24",
@@ -56,7 +56,7 @@ var TraderDigests = /** @class */ (function () {
                     "int128",
                     "uint64",
                     "uint32",
-                    "int128",
+                    "uint16",
                     "uint64",
                 ], [
                     TRADE_ORDER_TYPEHASH,
@@ -69,8 +69,8 @@ var TraderDigests = /** @class */ (function () {
                     order.fTriggerPrice,
                     order.iDeadline,
                     order.flags,
-                    order.fLeverage,
-                    order.createdTimestamp,
+                    order.leverageTDR,
+                    order.executionTimestamp,
                 ]));
                 digest = (0, keccak256_1.keccak256)(abi_1.defaultAbiCoder.encode(["bytes32", "bytes32", "bool"], [domainSeparator, structHash, isNewOrder]));
                 return [2 /*return*/, digest];

package/dist/cjs/traderDigests.js.map

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

@@ -1 +1 @@
-export declare const D8X_SDK_VERSION = "0.4.6";
+export declare const D8X_SDK_VERSION = "0.5.0";

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 = "0.4.6";
+exports.D8X_SDK_VERSION = "0.5.0";
 //# sourceMappingURL=version.js.map