@d8x/perpetuals-sdk 0.5.4 → 0.6.0

package/dist/cjs/brokerTool.js

@@ -517,9 +517,9 @@ var BrokerTool = /** @class */ (function (_super) {
                         DOMAIN_TYPEHASH = (0, keccak256_1.keccak256)(buffer_1.Buffer.from("EIP712Domain(string name,uint256 chainId,address verifyingContract)"));
                         abiCoder = abi_1.defaultAbiCoder;
                         domainSeparator = (0, keccak256_1.keccak256)(abiCoder.encode(["bytes32", "bytes32", "uint256", "address"], [DOMAIN_TYPEHASH, (0, keccak256_1.keccak256)(buffer_1.Buffer.from(NAME)), chainId, proxyAddress]));
-                        TRADE_BROKER_TYPEHASH = (0, keccak256_1.keccak256)(buffer_1.Buffer.from("Order(uint24 iPerpetualId,uint16 brokerFeeTbps,address traderAddr,uint64 iDeadline)"));
+                        TRADE_BROKER_TYPEHASH = (0, keccak256_1.keccak256)(buffer_1.Buffer.from("Order(uint24 iPerpetualId,uint16 brokerFeeTbps,address traderAddr,uint32 iDeadline)"));
                         iPerpetualId = perpetualDataHandler_1.default.symbolToPerpetualId(symbol, symbolToPerpStaticInfo);
-                        structHash = (0, keccak256_1.keccak256)(abiCoder.encode(["bytes32", "uint24", "uint16", "address", "uint64"], [TRADE_BROKER_TYPEHASH, iPerpetualId, brokerFeeTbps, traderAddr, iDeadline]));
+                        structHash = (0, keccak256_1.keccak256)(abiCoder.encode(["bytes32", "uint24", "uint16", "address", "uint32"], [TRADE_BROKER_TYPEHASH, iPerpetualId, brokerFeeTbps, traderAddr, iDeadline]));
                         digest = (0, keccak256_1.keccak256)(abiCoder.encode(["bytes32", "bytes32"], [domainSeparator, structHash]));
                         digestBuffer = buffer_1.Buffer.from(digest.substring(2, digest.length), "hex");
                         return [4 /*yield*/, signer.signMessage(digestBuffer)];

package/dist/cjs/marketData.d.ts

@@ -88,7 +88,7 @@ export default class MarketData extends PerpetualDataHandler {
     /**
      * All open orders for a trader-address and a symbol.
      * @param {string} traderAddr Address of the trader for which we get the open orders.
-     * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+     * @param {string} symbol Symbol of the form ETH-USD-MATIC or a pool symbol.
      * @example
      * import { MarketData, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
      * async function main() {
@@ -104,16 +104,24 @@ export default class MarketData extends PerpetualDataHandler {
      * }
      * main();
      *
-     * @returns {Array<Array<Order>, Array<string>>} Array of open orders and corresponding order-ids.
+     * @returns For each perpetual an array of open orders and corresponding order-ids.
      */
     openOrders(traderAddr: string, symbol: string): Promise<{
         orders: Order[];
         orderIds: string[];
-    }>;
+    }[]>;
     /**
-     * Information about the position open by a given trader in a given perpetual contract.
+     * All open orders for a trader-address and a given perpetual symbol.
+     * @param {string} traderAddr Address of the trader for which we get the open orders.
+     * @param {string} symbol perpetual-symbol of the form ETH-USD-MATIC
+     * @returns open orders and order ids
+     */
+    private _openOrdersOfPerpetual;
+    /**
+     * Information about the position open by a given trader in a given perpetual contract, or
+     * for all perpetuals in a pool
      * @param {string} traderAddr Address of the trader for which we get the position risk.
-     * @param {string} symbol Symbol of the form ETH-USD-MATIC. Can also be the perpetual id as string
+     * @param {string} symbol Symbol of the form ETH-USD-MATIC or pool symbol ("MATIC")
      * @example
      * import { MarketData, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
      * async function main() {
@@ -129,16 +137,23 @@ export default class MarketData extends PerpetualDataHandler {
      * }
      * main();
      *
-     * @returns {MarginAccount} Position risk of trader.
+     * @returns {MarginAccount[]} Array of position risks of trader.
+     */
+    positionRisk(traderAddr: string, symbol: string): Promise<MarginAccount[]>;
+    /**
+     * Information about the position open by a given trader in a given perpetual contract.
+     * @param {string} traderAddr Address of the trader for which we get the position risk.
+     * @param {string} symbol perpetual symbol of the form ETH-USD-MATIC
+     * @returns MarginAccount struct for the trader
      */
-    positionRisk(traderAddr: string, symbol: string): Promise<MarginAccount>;
+    private _positionRiskForTraderInPerpetual;
     /**
      * Estimates what the position risk will be if a given order is executed.
      * @param traderAddr Address of trader
      * @param order Order to be submitted
      * @param account Position risk before trade
      * @param indexPriceInfo Index prices and market status (open/closed)
-     * @returns {MarginAccount} Position risk after trade
+     * @returns Position risk after trade
      */
     positionRiskOnTrade(traderAddr: string, order: Order, account?: MarginAccount, indexPriceInfo?: [number, number, boolean, boolean]): Promise<{
         newPositionRisk: MarginAccount;

package/dist/cjs/marketData.js

@@ -139,7 +139,7 @@ var MarketData = /** @class */ (function (_super) {
     /**
      * All open orders for a trader-address and a symbol.
      * @param {string} traderAddr Address of the trader for which we get the open orders.
-     * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+     * @param {string} symbol Symbol of the form ETH-USD-MATIC or a pool symbol.
      * @example
      * import { MarketData, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
      * async function main() {
@@ -155,9 +155,43 @@ var MarketData = /** @class */ (function (_super) {
      * }
      * main();
      *
-     * @returns {Array<Array<Order>, Array<string>>} Array of open orders and corresponding order-ids.
+     * @returns For each perpetual an array of open orders and corresponding order-ids.
      */
     MarketData.prototype.openOrders = function (traderAddr, symbol) {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
+            var resArray, symbols, prom, k, p, res;
+            return tslib_1.__generator(this, function (_a) {
+                switch (_a.label) {
+                    case 0:
+                        resArray = [];
+                        if (!(symbol.split("-").length == 1)) return [3 /*break*/, 2];
+                        symbols = this.getPerpetualSymbolsInPool(symbol);
+                        prom = [];
+                        for (k = 0; k < symbols.length; k++) {
+                            p = this._openOrdersOfPerpetual(traderAddr, symbols[k]);
+                            prom.push(p);
+                        }
+                        return [4 /*yield*/, Promise.all(prom)];
+                    case 1:
+                        resArray = _a.sent();
+                        return [3 /*break*/, 4];
+                    case 2: return [4 /*yield*/, this._openOrdersOfPerpetual(traderAddr, symbol)];
+                    case 3:
+                        res = _a.sent();
+                        resArray.push(res);
+                        _a.label = 4;
+                    case 4: return [2 /*return*/, resArray];
+                }
+            });
+        });
+    };
+    /**
+     * All open orders for a trader-address and a given perpetual symbol.
+     * @param {string} traderAddr Address of the trader for which we get the open orders.
+     * @param {string} symbol perpetual-symbol of the form ETH-USD-MATIC
+     * @returns open orders and order ids
+     */
+    MarketData.prototype._openOrdersOfPerpetual = function (traderAddr, symbol) {
         return tslib_1.__awaiter(this, void 0, void 0, function () {
             var orderBookContract, _a, orders, digests;
             return tslib_1.__generator(this, function (_b) {
@@ -176,9 +210,10 @@ var MarketData = /** @class */ (function (_super) {
         });
     };
     /**
-     * Information about the position open by a given trader in a given perpetual contract.
+     * Information about the position open by a given trader in a given perpetual contract, or
+     * for all perpetuals in a pool
      * @param {string} traderAddr Address of the trader for which we get the position risk.
-     * @param {string} symbol Symbol of the form ETH-USD-MATIC. Can also be the perpetual id as string
+     * @param {string} symbol Symbol of the form ETH-USD-MATIC or pool symbol ("MATIC")
      * @example
      * import { MarketData, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
      * async function main() {
@@ -194,18 +229,51 @@ var MarketData = /** @class */ (function (_super) {
      * }
      * main();
      *
-     * @returns {MarginAccount} Position risk of trader.
+     * @returns {MarginAccount[]} Array of position risks of trader.
      */
     MarketData.prototype.positionRisk = function (traderAddr, symbol) {
         return tslib_1.__awaiter(this, void 0, void 0, function () {
-            var obj, mgnAcct;
+            var resArray, symbols, prom, k, p, res;
             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*/, this.priceFeedGetter.fetchPricesForPerpetual(symbol)];
+                        resArray = [];
+                        if (!(symbol.split("-").length == 1)) return [3 /*break*/, 2];
+                        symbols = this.getPerpetualSymbolsInPool(symbol);
+                        prom = [];
+                        for (k = 0; k < symbols.length; k++) {
+                            p = this._positionRiskForTraderInPerpetual(traderAddr, symbols[k]);
+                            prom.push(p);
+                        }
+                        return [4 /*yield*/, Promise.all(prom)];
+                    case 1:
+                        resArray = _a.sent();
+                        return [3 /*break*/, 4];
+                    case 2: return [4 /*yield*/, this._positionRiskForTraderInPerpetual(traderAddr, symbol)];
+                    case 3:
+                        res = _a.sent();
+                        resArray.push(res);
+                        _a.label = 4;
+                    case 4: return [2 /*return*/, resArray];
+                }
+            });
+        });
+    };
+    /**
+     * Information about the position open by a given trader in a given perpetual contract.
+     * @param {string} traderAddr Address of the trader for which we get the position risk.
+     * @param {string} symbol perpetual symbol of the form ETH-USD-MATIC
+     * @returns MarginAccount struct for the trader
+     */
+    MarketData.prototype._positionRiskForTraderInPerpetual = function (traderAddr, symbol) {
+        return tslib_1.__awaiter(this, void 0, void 0, function () {
+            var obj, mgnAcct;
+            return tslib_1.__generator(this, function (_a) {
+                switch (_a.label) {
+                    case 0: return [4 /*yield*/, this.priceFeedGetter.fetchPricesForPerpetual(symbol)];
                     case 1:
                         obj = _a.sent();
                         return [4 /*yield*/, perpetualDataHandler_1.default.getMarginAccount(traderAddr, symbol, this.symbolToPerpStaticInfo, this.proxyContract, [obj.idxPrices[0], obj.idxPrices[1]])];
@@ -222,7 +290,7 @@ var MarketData = /** @class */ (function (_super) {
      * @param order Order to be submitted
      * @param account Position risk before trade
      * @param indexPriceInfo Index prices and market status (open/closed)
-     * @returns {MarginAccount} Position risk after trade
+     * @returns Position risk after trade
      */
     MarketData.prototype.positionRiskOnTrade = function (traderAddr, order, account, indexPriceInfo) {
         var _a, _b, _c, _d, _e;
@@ -237,7 +305,7 @@ var MarketData = /** @class */ (function (_super) {
                         if (!(account == undefined)) return [3 /*break*/, 2];
                         return [4 /*yield*/, this.positionRisk(traderAddr, order.symbol)];
                     case 1:
-                        account = _k.sent();
+                        account = (_k.sent())[0];
                         _k.label = 2;
                     case 2:
                         if (!(indexPriceInfo == undefined)) return [3 /*break*/, 4];
@@ -863,19 +931,29 @@ var MarketData = /** @class */ (function (_super) {
      */
     MarketData.prototype.openOrdersOnOrderBook = function (traderAddr, orderBookContract) {
         return tslib_1.__awaiter(this, void 0, void 0, function () {
-            var orders, userFriendlyOrders, k;
+            var userFriendlyOrders, haveMoreOrders, from, bulkSize, orders, k;
             return tslib_1.__generator(this, function (_a) {
                 switch (_a.label) {
-                    case 0: return [4 /*yield*/, orderBookContract.getOrders(traderAddr, 0, 15)];
+                    case 0:
+                        userFriendlyOrders = new Array();
+                        haveMoreOrders = true;
+                        from = 0;
+                        bulkSize = 15;
+                        _a.label = 1;
                     case 1:
+                        if (!haveMoreOrders) return [3 /*break*/, 3];
+                        return [4 /*yield*/, orderBookContract.getOrders(traderAddr, from, bulkSize)];
+                    case 2:
                         orders = _a.sent();
-                        userFriendlyOrders = new Array();
                         k = 0;
                         while (k < orders.length && orders[k].traderAddr != nodeSDKTypes_1.ZERO_ADDRESS) {
                             userFriendlyOrders.push(perpetualDataHandler_1.default.fromClientOrder(orders[k], this.symbolToPerpStaticInfo));
                             k++;
                         }
-                        return [2 /*return*/, userFriendlyOrders];
+                        haveMoreOrders = orders[orders.length - 1].traderAddr != nodeSDKTypes_1.ZERO_ADDRESS;
+                        from = from + bulkSize;
+                        return [3 /*break*/, 1];
+                    case 3: return [2 /*return*/, userFriendlyOrders];
                 }
             });
         });

package/dist/cjs/marketData.js.map

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package/dist/cjs/perpetualEventHandler.js

@@ -68,10 +68,10 @@ var PerpetualEventHandler = /** @class */ (function () {
                     case 4:
                         orders = _b.sent();
                         perpId = perpState.id;
-                        this.ordersInPerpetual.set(perpId, orders);
+                        this.ordersInPerpetual.set(perpId, orders[0]);
                         return [4 /*yield*/, this.mktData.positionRisk(this.traderAddr, perpSymbol)];
                     case 5:
-                        position = _b.sent();
+                        position = (_b.sent())[0];
                         this.positionInPerpetual.set(perpId, position);
                         this.poolIndexForPerpetual.set(perpId, k);
                         _b.label = 6;
@@ -327,7 +327,7 @@ var PerpetualEventHandler = /** @class */ (function () {
                         perpetualIdStr = perpetualId.toString();
                         return [4 /*yield*/, this.mktData.positionRisk(this.traderAddr, perpetualIdStr)];
                     case 1:
-                        margin = _a.sent();
+                        margin = (_a.sent())[0];
                         this.positionInPerpetual.set(perpetualId, margin);
                         return [2 /*return*/];
                 }

package/dist/cjs/perpetualEventHandler.js.map

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

@@ -1 +1 @@
-export declare const D8X_SDK_VERSION = "0.5.4";
+export declare const D8X_SDK_VERSION = "0.6.0";

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 = "0.5.4";
+exports.D8X_SDK_VERSION = "0.6.0";
 //# sourceMappingURL=version.js.map

package/dist/esm/brokerTool.js

@@ -515,9 +515,9 @@ var BrokerTool = /** @class */ (function (_super) {
                         DOMAIN_TYPEHASH = keccak256(Buffer.from("EIP712Domain(string name,uint256 chainId,address verifyingContract)"));
                         abiCoder = defaultAbiCoder;
                         domainSeparator = keccak256(abiCoder.encode(["bytes32", "bytes32", "uint256", "address"], [DOMAIN_TYPEHASH, keccak256(Buffer.from(NAME)), chainId, proxyAddress]));
-                        TRADE_BROKER_TYPEHASH = keccak256(Buffer.from("Order(uint24 iPerpetualId,uint16 brokerFeeTbps,address traderAddr,uint64 iDeadline)"));
+                        TRADE_BROKER_TYPEHASH = keccak256(Buffer.from("Order(uint24 iPerpetualId,uint16 brokerFeeTbps,address traderAddr,uint32 iDeadline)"));
                         iPerpetualId = PerpetualDataHandler.symbolToPerpetualId(symbol, symbolToPerpStaticInfo);
-                        structHash = keccak256(abiCoder.encode(["bytes32", "uint24", "uint16", "address", "uint64"], [TRADE_BROKER_TYPEHASH, iPerpetualId, brokerFeeTbps, traderAddr, iDeadline]));
+                        structHash = keccak256(abiCoder.encode(["bytes32", "uint24", "uint16", "address", "uint32"], [TRADE_BROKER_TYPEHASH, iPerpetualId, brokerFeeTbps, traderAddr, iDeadline]));
                         digest = keccak256(abiCoder.encode(["bytes32", "bytes32"], [domainSeparator, structHash]));
                         digestBuffer = Buffer.from(digest.substring(2, digest.length), "hex");
                         return [4 /*yield*/, signer.signMessage(digestBuffer)];

package/dist/esm/marketData.d.ts

@@ -88,7 +88,7 @@ export default class MarketData extends PerpetualDataHandler {
     /**
      * All open orders for a trader-address and a symbol.
      * @param {string} traderAddr Address of the trader for which we get the open orders.
-     * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+     * @param {string} symbol Symbol of the form ETH-USD-MATIC or a pool symbol.
      * @example
      * import { MarketData, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
      * async function main() {
@@ -104,16 +104,24 @@ export default class MarketData extends PerpetualDataHandler {
      * }
      * main();
      *
-     * @returns {Array<Array<Order>, Array<string>>} Array of open orders and corresponding order-ids.
+     * @returns For each perpetual an array of open orders and corresponding order-ids.
      */
     openOrders(traderAddr: string, symbol: string): Promise<{
         orders: Order[];
         orderIds: string[];
-    }>;
+    }[]>;
     /**
-     * Information about the position open by a given trader in a given perpetual contract.
+     * All open orders for a trader-address and a given perpetual symbol.
+     * @param {string} traderAddr Address of the trader for which we get the open orders.
+     * @param {string} symbol perpetual-symbol of the form ETH-USD-MATIC
+     * @returns open orders and order ids
+     */
+    private _openOrdersOfPerpetual;
+    /**
+     * Information about the position open by a given trader in a given perpetual contract, or
+     * for all perpetuals in a pool
      * @param {string} traderAddr Address of the trader for which we get the position risk.
-     * @param {string} symbol Symbol of the form ETH-USD-MATIC. Can also be the perpetual id as string
+     * @param {string} symbol Symbol of the form ETH-USD-MATIC or pool symbol ("MATIC")
      * @example
      * import { MarketData, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
      * async function main() {
@@ -129,16 +137,23 @@ export default class MarketData extends PerpetualDataHandler {
      * }
      * main();
      *
-     * @returns {MarginAccount} Position risk of trader.
+     * @returns {MarginAccount[]} Array of position risks of trader.
+     */
+    positionRisk(traderAddr: string, symbol: string): Promise<MarginAccount[]>;
+    /**
+     * Information about the position open by a given trader in a given perpetual contract.
+     * @param {string} traderAddr Address of the trader for which we get the position risk.
+     * @param {string} symbol perpetual symbol of the form ETH-USD-MATIC
+     * @returns MarginAccount struct for the trader
      */
-    positionRisk(traderAddr: string, symbol: string): Promise<MarginAccount>;
+    private _positionRiskForTraderInPerpetual;
     /**
      * Estimates what the position risk will be if a given order is executed.
      * @param traderAddr Address of trader
      * @param order Order to be submitted
      * @param account Position risk before trade
      * @param indexPriceInfo Index prices and market status (open/closed)
-     * @returns {MarginAccount} Position risk after trade
+     * @returns Position risk after trade
      */
     positionRiskOnTrade(traderAddr: string, order: Order, account?: MarginAccount, indexPriceInfo?: [number, number, boolean, boolean]): Promise<{
         newPositionRisk: MarginAccount;