@d8x/perpetuals-sdk 0.6.0 → 0.6.3

package/dist/esm/marketData.js.map

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

@@ -189,8 +189,8 @@ export interface TradeEvent {
  */
 export interface SmartContractOrder {
     flags: BigNumberish;
-    iPerpetualId: BigNumberish;
-    brokerFeeTbps: BigNumberish;
+    iPerpetualId: number;
+    brokerFeeTbps: number;
     traderAddr: string;
     brokerAddr: string;
     referrerAddr: string;
@@ -198,10 +198,10 @@ export interface SmartContractOrder {
     fAmount: BigNumberish;
     fLimitPrice: BigNumberish;
     fTriggerPrice: BigNumberish;
-    leverageTDR: BigNumberish;
-    iDeadline: BigNumberish;
-    executionTimestamp: BigNumberish;
-    submittedTimestamp: BigNumberish;
+    leverageTDR: number;
+    iDeadline: number;
+    executionTimestamp: number;
+    submittedTimestamp: number;
 }
 /**
  *    struct ClientOrder {

package/dist/esm/orderReferrerTool.d.ts

@@ -1,4 +1,4 @@
-import { ContractTransaction } from "@ethersproject/contracts";
+import { CallOverrides, ContractTransaction, PayableOverrides } from "@ethersproject/contracts";
 import { BlockTag } from "@ethersproject/providers";
 import { NodeSDKConfig, Order, PerpetualStaticInfo, PriceFeedSubmission, SmartContractOrder } from "./nodeSDKTypes";
 import WriteAccessHandler from "./writeAccessHandler";
@@ -64,8 +64,8 @@ export default class OrderReferrerTool extends WriteAccessHandler {
      * main();
      * @returns Transaction object.
      */
-    executeOrder(symbol: string, orderId: string, referrerAddr?: string, nonce?: number, submission?: PriceFeedSubmission): Promise<ContractTransaction>;
-    executeOrders(symbol: string, orderIds: string[], referrerAddr?: string, nonce?: number, submission?: PriceFeedSubmission): Promise<ContractTransaction>;
+    executeOrder(symbol: string, orderId: string, referrerAddr?: string, submission?: PriceFeedSubmission, overrides?: PayableOverrides): Promise<ContractTransaction>;
+    executeOrders(symbol: string, orderIds: string[], referrerAddr?: string, submission?: PriceFeedSubmission, overrides?: PayableOverrides): Promise<ContractTransaction>;
     /**
      * All the orders in the order book for a given symbol that are currently open.
      * @param {string} symbol Symbol of the form ETH-USD-MATIC.
@@ -86,7 +86,7 @@ export default class OrderReferrerTool extends WriteAccessHandler {
      *
      * @returns Array with all open orders and their IDs.
      */
-    getAllOpenOrders(symbol: string): Promise<[Order[], string[]]>;
+    getAllOpenOrders(symbol: string, overrides?: CallOverrides): Promise<[Order[], string[]]>;
     /**
      * Total number of limit orders for this symbol, excluding those that have been cancelled/removed.
      * @param {string} symbol Symbol of the form ETH-USD-MATIC.
@@ -107,7 +107,7 @@ export default class OrderReferrerTool extends WriteAccessHandler {
      *
      * @returns {number} Number of open orders.
      */
-    numberOfOpenOrders(symbol: string): Promise<number>;
+    numberOfOpenOrders(symbol: string, overrides?: CallOverrides): Promise<number>;
     /**
      * Get order from the digest (=id)
      * @param symbol symbol of order book, e.g. ETH-USD-MATIC
@@ -130,7 +130,7 @@ export default class OrderReferrerTool extends WriteAccessHandler {
      *
      * @returns order or undefined
      */
-    getOrderById(symbol: string, id: string): Promise<Order | undefined>;
+    getOrderById(symbol: string, id: string, overrides?: CallOverrides): Promise<Order | undefined>;
     /**
      * Get a list of active conditional orders in the order book.
      * This a read-only action and does not incur in gas costs.
@@ -154,7 +154,7 @@ export default class OrderReferrerTool extends WriteAccessHandler {
      *
      * @returns Array of orders and corresponding order IDs
      */
-    pollLimitOrders(symbol: string, numElements: number, startAfter?: string): Promise<[Order[], string[]]>;
+    pollLimitOrders(symbol: string, numElements: number, startAfter?: string, overrides?: CallOverrides): Promise<[Order[], string[]]>;
     /**
      * Check if a conditional order can be executed
      * @param order order structure
@@ -177,7 +177,7 @@ export default class OrderReferrerTool extends WriteAccessHandler {
      * main();
      * @returns true if order can be executed for the current state of the perpetuals
      */
-    isTradeable(order: Order, blockTimestamp?: number, indexPrices?: [number, number]): Promise<boolean>;
+    isTradeable(order: Order, blockTimestamp?: number, indexPrices?: [number, number], overrides?: CallOverrides): Promise<boolean>;
     /**
      * Check for a batch of orders on the same perpetual whether they can be traded
      * @param orders orders belonging to 1 perpetual
@@ -185,7 +185,7 @@ export default class OrderReferrerTool extends WriteAccessHandler {
      * if not defined.
      * @returns array of tradeable boolean
      */
-    isTradeableBatch(orders: Order[], blockTimestamp?: number, indexPrices?: [number, number, boolean, boolean]): Promise<boolean[]>;
+    isTradeableBatch(orders: Order[], blockTimestamp?: number, indexPrices?: [number, number, boolean, boolean], overrides?: CallOverrides): Promise<boolean[]>;
     /**
      * Can the order be executed?
      * @param order order struct
@@ -195,7 +195,7 @@ export default class OrderReferrerTool extends WriteAccessHandler {
      * @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;
+    protected _isTradeable(order: Order, tradePrice: number, markPrice: number, blockTimestamp: number, symbolToPerpInfoMap: Map<string, PerpetualStaticInfo>, overrides?: CallOverrides): Promise<boolean>;
     /**
      * Wrapper of static method to use after mappings have been loaded into memory.
      * @param scOrder Perpetual order as received in the proxy events.

package/dist/esm/orderReferrerTool.js

@@ -1,4 +1,4 @@
-import { __awaiter, __extends, __generator, __read } from "tslib";
+import { __assign, __awaiter, __extends, __generator, __read } from "tslib";
 import { BigNumber } from "@ethersproject/bignumber";
 import { HashZero } from "@ethersproject/constants";
 import { BUY_SIDE, SELL_SIDE, ZERO_ADDRESS, ZERO_ORDER_ID, } from "./nodeSDKTypes";
@@ -71,11 +71,12 @@ var OrderReferrerTool = /** @class */ (function (_super) {
      * main();
      * @returns Transaction object.
      */
-    OrderReferrerTool.prototype.executeOrder = function (symbol, orderId, referrerAddr, nonce, submission) {
+    OrderReferrerTool.prototype.executeOrder = function (symbol, orderId, referrerAddr, submission, overrides) {
+        var _a;
         return __awaiter(this, void 0, void 0, function () {
-            var orderBookSC, options;
-            return __generator(this, function (_a) {
-                switch (_a.label) {
+            var orderBookSC;
+            return __generator(this, function (_b) {
+                switch (_b.label) {
                     case 0:
                         if (this.proxyContract == null || this.signer == null) {
                             throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
@@ -87,25 +88,24 @@ var OrderReferrerTool = /** @class */ (function (_super) {
                         if (!(submission == undefined)) return [3 /*break*/, 2];
                         return [4 /*yield*/, this.priceFeedGetter.fetchLatestFeedPriceInfoForPerpetual(symbol)];
                     case 1:
-                        submission = _a.sent();
-                        _a.label = 2;
+                        submission = _b.sent();
+                        _b.label = 2;
                     case 2:
-                        options = {
-                            gasLimit: this.gasLimit,
-                            nonce: nonce,
-                            value: this.PRICE_UPDATE_FEE_GWEI * (submission === null || submission === void 0 ? void 0 : submission.priceFeedVaas.length),
-                        };
-                        return [4 /*yield*/, orderBookSC.executeOrder(orderId, referrerAddr, submission === null || submission === void 0 ? void 0 : submission.priceFeedVaas, submission === null || submission === void 0 ? void 0 : submission.timestamps, options)];
-                    case 3: return [2 /*return*/, _a.sent()];
+                        if (!overrides || overrides.value == undefined) {
+                            overrides = __assign({ value: submission.timestamps.length * this.PRICE_UPDATE_FEE_GWEI, gasLimit: (_a = overrides === null || overrides === void 0 ? void 0 : overrides.gasLimit) !== null && _a !== void 0 ? _a : this.gasLimit }, overrides);
+                        }
+                        return [4 /*yield*/, orderBookSC.executeOrder(orderId, referrerAddr, submission.priceFeedVaas, submission.timestamps, overrides)];
+                    case 3: return [2 /*return*/, _b.sent()];
                 }
             });
         });
     };
-    OrderReferrerTool.prototype.executeOrders = function (symbol, orderIds, referrerAddr, nonce, submission) {
+    OrderReferrerTool.prototype.executeOrders = function (symbol, orderIds, referrerAddr, submission, overrides) {
+        var _a;
         return __awaiter(this, void 0, void 0, function () {
-            var orderBookSC, options;
-            return __generator(this, function (_a) {
-                switch (_a.label) {
+            var orderBookSC;
+            return __generator(this, function (_b) {
+                switch (_b.label) {
                     case 0:
                         if (this.proxyContract == null || this.signer == null) {
                             throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
@@ -117,16 +117,14 @@ var OrderReferrerTool = /** @class */ (function (_super) {
                         if (!(submission == undefined)) return [3 /*break*/, 2];
                         return [4 /*yield*/, this.priceFeedGetter.fetchLatestFeedPriceInfoForPerpetual(symbol)];
                     case 1:
-                        submission = _a.sent();
-                        _a.label = 2;
+                        submission = _b.sent();
+                        _b.label = 2;
                     case 2:
-                        options = {
-                            gasLimit: this.gasLimit,
-                            nonce: nonce,
-                            value: this.PRICE_UPDATE_FEE_GWEI * (submission === null || submission === void 0 ? void 0 : submission.priceFeedVaas.length),
-                        };
-                        return [4 /*yield*/, orderBookSC.executeOrders(orderIds, referrerAddr, submission === null || submission === void 0 ? void 0 : submission.priceFeedVaas, submission === null || submission === void 0 ? void 0 : submission.timestamps, options)];
-                    case 3: return [2 /*return*/, _a.sent()];
+                        if (!overrides || overrides.value == undefined) {
+                            overrides = __assign({ value: submission.timestamps.length * this.PRICE_UPDATE_FEE_GWEI, gasLimit: (_a = overrides === null || overrides === void 0 ? void 0 : overrides.gasLimit) !== null && _a !== void 0 ? _a : this.gasLimit }, overrides);
+                        }
+                        return [4 /*yield*/, orderBookSC.executeOrders(orderIds, referrerAddr, submission === null || submission === void 0 ? void 0 : submission.priceFeedVaas, submission === null || submission === void 0 ? void 0 : submission.timestamps, overrides)];
+                    case 3: return [2 /*return*/, _b.sent()];
                 }
             });
         });
@@ -151,15 +149,15 @@ var OrderReferrerTool = /** @class */ (function (_super) {
      *
      * @returns Array with all open orders and their IDs.
      */
-    OrderReferrerTool.prototype.getAllOpenOrders = function (symbol) {
+    OrderReferrerTool.prototype.getAllOpenOrders = function (symbol, overrides) {
         return __awaiter(this, void 0, void 0, function () {
             var totalOrders;
             return __generator(this, function (_a) {
                 switch (_a.label) {
-                    case 0: return [4 /*yield*/, this.numberOfOpenOrders(symbol)];
+                    case 0: return [4 /*yield*/, this.numberOfOpenOrders(symbol, overrides)];
                     case 1:
                         totalOrders = _a.sent();
-                        return [4 /*yield*/, this.pollLimitOrders(symbol, totalOrders)];
+                        return [4 /*yield*/, this.pollLimitOrders(symbol, totalOrders, ZERO_ORDER_ID, overrides)];
                     case 2: return [2 /*return*/, _a.sent()];
                 }
             });
@@ -185,7 +183,7 @@ var OrderReferrerTool = /** @class */ (function (_super) {
      *
      * @returns {number} Number of open orders.
      */
-    OrderReferrerTool.prototype.numberOfOpenOrders = function (symbol) {
+    OrderReferrerTool.prototype.numberOfOpenOrders = function (symbol, overrides) {
         return __awaiter(this, void 0, void 0, function () {
             var orderBookSC, numOrders;
             return __generator(this, function (_a) {
@@ -195,7 +193,7 @@ var OrderReferrerTool = /** @class */ (function (_super) {
                             throw Error("no proxy contract initialized. Use createProxyInstance().");
                         }
                         orderBookSC = this.getOrderBookContract(symbol);
-                        return [4 /*yield*/, orderBookSC.numberOfOrderBookDigests()];
+                        return [4 /*yield*/, orderBookSC.numberOfOrderBookDigests(overrides || {})];
                     case 1:
                         numOrders = _a.sent();
                         return [2 /*return*/, Number(numOrders)];
@@ -225,7 +223,7 @@ var OrderReferrerTool = /** @class */ (function (_super) {
      *
      * @returns order or undefined
      */
-    OrderReferrerTool.prototype.getOrderById = function (symbol, id) {
+    OrderReferrerTool.prototype.getOrderById = function (symbol, id, overrides) {
         return __awaiter(this, void 0, void 0, function () {
             var ob, smartContractOrder, order;
             return __generator(this, function (_a) {
@@ -233,7 +231,7 @@ var OrderReferrerTool = /** @class */ (function (_super) {
                     case 0: return [4 /*yield*/, this.getOrderBookContract(symbol)];
                     case 1:
                         ob = _a.sent();
-                        return [4 /*yield*/, ob.orderOfDigest(id)];
+                        return [4 /*yield*/, ob.orderOfDigest(id, overrides || {})];
                     case 2:
                         smartContractOrder = _a.sent();
                         if (smartContractOrder.traderAddr == ZERO_ADDRESS) {
@@ -268,10 +266,9 @@ var OrderReferrerTool = /** @class */ (function (_super) {
      *
      * @returns Array of orders and corresponding order IDs
      */
-    OrderReferrerTool.prototype.pollLimitOrders = function (symbol, numElements, startAfter) {
+    OrderReferrerTool.prototype.pollLimitOrders = function (symbol, numElements, startAfter, overrides) {
         return __awaiter(this, void 0, void 0, function () {
-            var orderBookSC, orders, orderIds, userFriendlyOrders, orderIdsOut, k;
-            var _a;
+            var orderBookSC, _a, orders, orderIds, userFriendlyOrders, orderIdsOut, k;
             return __generator(this, function (_b) {
                 switch (_b.label) {
                     case 0:
@@ -282,7 +279,7 @@ var OrderReferrerTool = /** @class */ (function (_super) {
                         if (typeof startAfter == "undefined") {
                             startAfter = ZERO_ORDER_ID;
                         }
-                        return [4 /*yield*/, orderBookSC.pollLimitOrders(startAfter, BigNumber.from(numElements))];
+                        return [4 /*yield*/, orderBookSC.pollLimitOrders(startAfter, BigNumber.from(numElements), overrides || {})];
                     case 1:
                         _a = __read.apply(void 0, [_b.sent(), 2]), orders = _a[0], orderIds = _a[1];
                         userFriendlyOrders = new Array();
@@ -320,7 +317,7 @@ var OrderReferrerTool = /** @class */ (function (_super) {
      * main();
      * @returns true if order can be executed for the current state of the perpetuals
      */
-    OrderReferrerTool.prototype.isTradeable = function (order, blockTimestamp, indexPrices) {
+    OrderReferrerTool.prototype.isTradeable = function (order, blockTimestamp, indexPrices, overrides) {
         return __awaiter(this, void 0, void 0, function () {
             var obj, orderPrice, markPrice, currentBlock;
             return __generator(this, function (_a) {
@@ -335,10 +332,10 @@ var OrderReferrerTool = /** @class */ (function (_super) {
                         obj = _a.sent();
                         indexPrices = [obj.idxPrices[0], obj.idxPrices[1]];
                         _a.label = 2;
-                    case 2: return [4 /*yield*/, PerpetualDataHandler._queryPerpetualPrice(order.symbol, order.quantity, this.symbolToPerpStaticInfo, this.proxyContract, indexPrices)];
+                    case 2: return [4 /*yield*/, PerpetualDataHandler._queryPerpetualPrice(order.symbol, order.quantity, this.symbolToPerpStaticInfo, this.proxyContract, indexPrices, overrides)];
                     case 3:
                         orderPrice = _a.sent();
-                        return [4 /*yield*/, PerpetualDataHandler._queryPerpetualMarkPrice(order.symbol, this.symbolToPerpStaticInfo, this.proxyContract, indexPrices)];
+                        return [4 /*yield*/, PerpetualDataHandler._queryPerpetualMarkPrice(order.symbol, this.symbolToPerpStaticInfo, this.proxyContract, indexPrices, overrides)];
                     case 4:
                         markPrice = _a.sent();
                         if (!(blockTimestamp == undefined)) return [3 /*break*/, 7];
@@ -349,7 +346,7 @@ var OrderReferrerTool = /** @class */ (function (_super) {
                     case 6:
                         blockTimestamp = (_a.sent()).timestamp;
                         _a.label = 7;
-                    case 7: return [4 /*yield*/, this._isTradeable(order, orderPrice, markPrice, blockTimestamp, this.symbolToPerpStaticInfo)];
+                    case 7: return [4 /*yield*/, this._isTradeable(order, orderPrice, markPrice, blockTimestamp, this.symbolToPerpStaticInfo, overrides)];
                     case 8: return [2 /*return*/, _a.sent()];
                 }
             });
@@ -362,7 +359,7 @@ var OrderReferrerTool = /** @class */ (function (_super) {
      * if not defined.
      * @returns array of tradeable boolean
      */
-    OrderReferrerTool.prototype.isTradeableBatch = function (orders, blockTimestamp, indexPrices) {
+    OrderReferrerTool.prototype.isTradeableBatch = function (orders, blockTimestamp, indexPrices, overrides) {
         return __awaiter(this, void 0, void 0, function () {
             var obj, orderPrice, markPrice, currentBlock;
             var _this = this;
@@ -390,11 +387,11 @@ var OrderReferrerTool = /** @class */ (function (_super) {
                             return [2 /*return*/, orders.map(function () { return false; })];
                         }
                         return [4 /*yield*/, Promise.all(orders.map(function (o) {
-                                return PerpetualDataHandler._queryPerpetualPrice(o.symbol, o.quantity, _this.symbolToPerpStaticInfo, _this.proxyContract, [indexPrices[0], indexPrices[1]]);
+                                return PerpetualDataHandler._queryPerpetualPrice(o.symbol, o.quantity, _this.symbolToPerpStaticInfo, _this.proxyContract, [indexPrices[0], indexPrices[1]], overrides);
                             }))];
                     case 3:
                         orderPrice = _a.sent();
-                        return [4 /*yield*/, PerpetualDataHandler._queryPerpetualMarkPrice(orders[0].symbol, this.symbolToPerpStaticInfo, this.proxyContract, [indexPrices[0], indexPrices[1]])];
+                        return [4 /*yield*/, PerpetualDataHandler._queryPerpetualMarkPrice(orders[0].symbol, this.symbolToPerpStaticInfo, this.proxyContract, [indexPrices[0], indexPrices[1]], overrides)];
                     case 4:
                         markPrice = _a.sent();
                         if (!(blockTimestamp == undefined)) return [3 /*break*/, 7];
@@ -405,9 +402,9 @@ var OrderReferrerTool = /** @class */ (function (_super) {
                     case 6:
                         blockTimestamp = (_a.sent()).timestamp;
                         _a.label = 7;
-                    case 7: return [4 /*yield*/, orders.map(function (o, idx) {
-                            return _this._isTradeable(o, orderPrice[idx], markPrice, blockTimestamp, _this.symbolToPerpStaticInfo);
-                        })];
+                    case 7: return [4 /*yield*/, Promise.all(orders.map(function (o, idx) {
+                            return _this._isTradeable(o, orderPrice[idx], markPrice, blockTimestamp, _this.symbolToPerpStaticInfo, overrides);
+                        }))];
                     case 8: return [2 /*return*/, _a.sent()];
                 }
             });
@@ -422,64 +419,70 @@ var OrderReferrerTool = /** @class */ (function (_super) {
      * @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;
-        }
-        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 &&
-            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
-        var lotSize = PerpetualDataHandler._getLotSize(order.symbol, symbolToPerpInfoMap);
-        if (order.quantity < lotSize) {
-            // console.log(`order size too small: ${order.quantity} < ${lotSize}`);
-            return false;
-        }
-        // check limit price: fromSmartContractOrder will set it to undefined when not tradeable
-        if (order.limitPrice == undefined) {
-            // console.log("limit price undefined");
-            return false;
-        }
-        var limitPrice = order.limitPrice;
-        if ((order.side == BUY_SIDE && tradePrice > limitPrice) || (order.side == SELL_SIDE && tradePrice < limitPrice)) {
-            // console.log(`limit price not met: ${limitPrice} ${order.side} @ ${tradePrice}`);
-            return false;
-        }
-        // check stop price
-        if (order.stopPrice != undefined &&
-            ((order.side == BUY_SIDE && markPrice < order.stopPrice) ||
-                (order.side == SELL_SIDE && markPrice > order.stopPrice))) {
-            // console.log("stop price not met");
-            return false;
-        }
-        //check dependency
-        if (order.parentChildOrderIds != undefined &&
-            order.parentChildOrderIds[0] == HashZero &&
-            order.parentChildOrderIds[1] != HashZero) {
-            // order has a parent
-            var orderBookContract = this.getOrderBookContract(order.symbol);
-            return orderBookContract.getOrderStatus(order.parentChildOrderIds[1]).then(function (status) {
-                if (status == 2 || status == 3) {
-                    // console.log("parent not executed/cancelled");
-                    // parent is open or unknown
-                    return false;
+    OrderReferrerTool.prototype._isTradeable = function (order, tradePrice, markPrice, blockTimestamp, symbolToPerpInfoMap, overrides) {
+        return __awaiter(this, void 0, void 0, function () {
+            var nextBlockTimestamp, lotSize, limitPrice, orderBookContract, parentStatus;
+            return __generator(this, function (_a) {
+                switch (_a.label) {
+                    case 0:
+                        // check expiration date
+                        if (order.deadline != undefined && order.deadline < Date.now() / 1000) {
+                            console.log("order expired");
+                            return [2 /*return*/, false];
+                        }
+                        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 [2 /*return*/, false];
+                        }
+                        if (order.submittedTimestamp != undefined &&
+                            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 [2 /*return*/, false];
+                        }
+                        lotSize = PerpetualDataHandler._getLotSize(order.symbol, symbolToPerpInfoMap);
+                        if (order.quantity < lotSize) {
+                            // console.log(`order size too small: ${order.quantity} < ${lotSize}`);
+                            return [2 /*return*/, false];
+                        }
+                        // check limit price: fromSmartContractOrder will set it to undefined when not tradeable
+                        if (order.limitPrice == undefined) {
+                            // console.log("limit price undefined");
+                            return [2 /*return*/, false];
+                        }
+                        limitPrice = order.limitPrice;
+                        if ((order.side == BUY_SIDE && tradePrice > limitPrice) || (order.side == SELL_SIDE && tradePrice < limitPrice)) {
+                            // console.log(`limit price not met: ${limitPrice} ${order.side} @ ${tradePrice}`);
+                            return [2 /*return*/, false];
+                        }
+                        // check stop price
+                        if (order.stopPrice != undefined &&
+                            ((order.side == BUY_SIDE && markPrice < order.stopPrice) ||
+                                (order.side == SELL_SIDE && markPrice > order.stopPrice))) {
+                            // console.log("stop price not met");
+                            return [2 /*return*/, false];
+                        }
+                        if (!(order.parentChildOrderIds != undefined &&
+                            order.parentChildOrderIds[0] == HashZero &&
+                            order.parentChildOrderIds[1] != HashZero)) return [3 /*break*/, 2];
+                        orderBookContract = this.getOrderBookContract(order.symbol);
+                        return [4 /*yield*/, orderBookContract.getOrderStatus(order.parentChildOrderIds[1], overrides || {})];
+                    case 1:
+                        parentStatus = _a.sent();
+                        if (parentStatus == 2 || parentStatus == 3) {
+                            // console.log("parent not executed/cancelled");
+                            // parent is open or unknown
+                            return [2 /*return*/, false];
+                        }
+                        return [2 /*return*/, true];
+                    case 2: 
+                    // all checks passed -> order is tradeable
+                    return [2 /*return*/, true];
                 }
-                return true;
             });
-        }
-        // all checks passed -> order is tradeable
-        return true;
+        });
     };
     /**
      * Wrapper of static method to use after mappings have been loaded into memory.