@d8x/perpetuals-sdk 0.6.4 → 0.6.5

package/src/nodeSDKTypes.ts

@@ -0,0 +1,332 @@
+import { BigNumber, BigNumberish } from "@ethersproject/bignumber";
+import { BytesLike } from "@ethersproject/bytes";
+import { AddressZero, HashZero } from "@ethersproject/constants";
+import { ContractInterface, ContractTransaction } from "@ethersproject/contracts";
+
+export const ERC20_ABI = require("./abi/ERC20.json");
+export const MOCK_TOKEN_SWAP_ABI = require("./abi/MockTokenSwap.json");
+export const SYMBOL_LIST = new Map<string, string>(Object.entries(require(`./config/symbolList.json`)));
+export const COLLATERAL_CURRENCY_QUOTE = 0;
+export const COLLATERAL_CURRENCY_BASE = 1;
+export const COLLATERAL_CURRENCY_QUANTO = 2;
+export const PERP_STATE_STR = ["INVALID", "INITIALIZING", "NORMAL", "EMERGENCY", "CLEARED"];
+export const ZERO_ADDRESS = AddressZero;
+export const ZERO_ORDER_ID = HashZero;
+
+export const ONE_64x64 = BigNumber.from("0x010000000000000000");
+export const MAX_64x64 = BigNumber.from("0x7FFFFFFFFFFFFFFFFFFFFFFFFFFFFFFF");
+export const MAX_UINT_256 = BigNumber.from(2).pow(256).sub(BigNumber.from(1));
+export const DECIMALS = BigNumber.from(10).pow(BigNumber.from(18));
+
+export const ORDER_MAX_DURATION_SEC = 60 * 60 * 24 * 30 * 4;
+
+export const MASK_CLOSE_ONLY = BigNumber.from("0x80000000");
+export const MASK_LIMIT_ORDER = BigNumber.from("0x04000000");
+export const MASK_MARKET_ORDER = BigNumber.from("0x40000000");
+export const MASK_STOP_ORDER = BigNumber.from("0x20000000");
+export const MASK_KEEP_POS_LEVERAGE = BigNumber.from("0x08000000");
+
+export const ORDER_TYPE_LIMIT = "LIMIT";
+export const ORDER_TYPE_MARKET = "MARKET";
+export const ORDER_TYPE_STOP_MARKET = "STOP_MARKET";
+export const ORDER_TYPE_STOP_LIMIT = "STOP_LIMIT";
+export const BUY_SIDE = "BUY";
+export const SELL_SIDE = "SELL";
+export const CLOSED_SIDE = "CLOSED";
+export interface NodeSDKConfig {
+  name: string | undefined;
+  chainId: number;
+  version: number;
+  nodeURL: string;
+  proxyAddr: string;
+  proxyABILocation: string;
+  shareTokenABILocation: string;
+  limitOrderBookABILocation: string;
+  limitOrderBookFactoryABILocation: string;
+  symbolListLocation: string;
+  priceFeedConfigNetwork: string;
+  gasLimit?: number | undefined;
+  proxyABI?: ContractInterface | undefined;
+  lobFactoryABI?: ContractInterface | undefined;
+  lobABI?: ContractInterface | undefined;
+  shareTokenABI?: ContractInterface | undefined;
+}
+
+export interface MarginAccount {
+  symbol: string;
+  positionNotionalBaseCCY: number;
+  side: string;
+  entryPrice: number;
+  leverage: number;
+  markPrice: number;
+  unrealizedPnlQuoteCCY: number;
+  unrealizedFundingCollateralCCY: number;
+  collateralCC: number;
+  liquidationPrice: [number, number | undefined];
+  liquidationLvg: number;
+  collToQuoteConversion: number;
+}
+
+export enum CollaterlCCY {
+  QUOTE = 0,
+  BASE,
+  QUANTO,
+}
+
+export interface PoolStaticInfo {
+  poolId: number;
+  poolMarginSymbol: string;
+  poolMarginTokenAddr: string;
+  shareTokenAddr: string;
+  oracleFactoryAddr: string;
+  isRunning: boolean;
+}
+
+export interface PerpetualStaticInfo {
+  id: number;
+  poolId: number;
+  limitOrderBookAddr: string;
+  initialMarginRate: number;
+  maintenanceMarginRate: number;
+  collateralCurrencyType: CollaterlCCY;
+  S2Symbol: string;
+  S3Symbol: string;
+  lotSizeBC: number;
+  referralRebate: number;
+  priceIds: string[];
+}
+
+/*
+PerpetualStaticInfo {
+  uint24 id;
+  address limitOrderBookAddr;
+  int128 fInitialMarginRate;
+  int128 fMaintenanceMarginRate;
+  uint8 perpetualState;
+  AMMPerpLogic.CollateralCurrency collCurrencyType;
+  bytes4 S2BaseCCY; //base currency of S2
+  bytes4 S2QuoteCCY; //quote currency of S2
+  bytes4 S3BaseCCY; //base currency of S3
+  bytes4 S3QuoteCCY; //quote currency of S3
+  int128 fLotSizeBC;
+  int128 fReferralRebateCC;
+  bytes32[] priceIds;
+  bool[] isPyth;
+}
+*/
+
+/**
+ * @global
+ * @typedef {Object} ExchangeInfo
+ * @property {PoolState[]} pools Array of state objects for all pools in the exchange.
+ * @property {string} oracleFactoryAddr Address of the oracle factory used by the pools in the exchange.
+ */
+export interface ExchangeInfo {
+  pools: PoolState[];
+  oracleFactoryAddr: string;
+  proxyAddr: string;
+}
+
+/**
+ * @global
+ * @typedef {Object} PoolState
+ * @property {boolean} isRunning True if the pool is running.
+ * @property {string} marginTokenAddr  Address of the token used by the pool.
+ * This is the token used for margin deposits, liquidity provision, and trading fees.
+ * @property {string} poolShareTokenAddr Address of the pool share token.
+ * This is the token issued to external liquidity providers.
+ * @property {number} defaultFundCashCC Amount of cash in the default fund of this pool, denominated in margin tokens.
+ * @property {number} pnlParticipantCashCC Amount of cash in the PnL participation pool, i.e. cash deposited by external liquidity providers.
+ * @property {number} totalAMMFundCashCC Amount of cash aggregated across all perpetual AMM funds in this pool.
+ * @property {number} totalTargetAMMFundSizeCC Target AMM funds aggregated across all perpetuals in this pool.
+ * @property {number} brokerCollateralLotSize Price of one lot for brokers who wish to participate in this pool. Denominated in margin tokens.
+ * @property {PerpetualState[]} perpetuals Array of all perpetuals in this pool.
+ */
+export interface PoolState {
+  isRunning: boolean;
+  poolSymbol: string;
+  marginTokenAddr: string;
+  poolShareTokenAddr: string;
+  defaultFundCashCC: number;
+  pnlParticipantCashCC: number;
+  totalAMMFundCashCC: number;
+  totalTargetAMMFundSizeCC: number;
+  brokerCollateralLotSize: number;
+  perpetuals: PerpetualState[];
+}
+
+export interface PerpetualState {
+  id: number;
+  state: string;
+  baseCurrency: string;
+  quoteCurrency: string;
+  indexPrice: number;
+  collToQuoteIndexPrice: number;
+  markPrice: number;
+  midPrice: number;
+  currentFundingRateBps: number;
+  openInterestBC: number;
+  isMarketClosed: boolean;
+}
+
+export interface OrderResponse {
+  tx: ContractTransaction;
+  orderId: string;
+}
+
+export interface OrderStruct {
+  orders: Order[];
+  orderIds: string[];
+}
+
+export interface Order {
+  symbol: string; //symbol of the form ETH-USD-MATIC
+  side: string;
+  type: string;
+  quantity: number;
+  reduceOnly?: boolean | undefined;
+  limitPrice?: number | undefined;
+  keepPositionLvg?: boolean | undefined;
+  brokerFeeTbps?: number | undefined;
+  brokerAddr?: string | undefined;
+  brokerSignature?: BytesLike | undefined;
+  stopPrice?: number | undefined;
+  leverage?: number | undefined;
+  deadline?: number | undefined;
+  executionTimestamp: number;
+  submittedTimestamp?: number;
+  parentChildOrderIds?: [string, string];
+}
+
+export interface TradeEvent {
+  perpetualId: number;
+  positionId: string;
+  orderId: string;
+  newPositionSizeBC: number;
+  executionPrice: number;
+}
+
+/**
+ *      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 {
+  flags: BigNumberish;
+  iPerpetualId: number;
+  brokerFeeTbps: number;
+  traderAddr: string;
+  brokerAddr: string;
+  referrerAddr: string;
+  brokerSignature: BytesLike;
+  fAmount: BigNumberish;
+  fLimitPrice: BigNumberish;
+  fTriggerPrice: BigNumberish;
+  leverageTDR: number;
+  iDeadline: number;
+  executionTimestamp: number;
+  submittedTimestamp: number;
+}
+
+/**
+ *    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 {
+  flags: BigNumberish;
+  iPerpetualId: BigNumberish;
+  brokerFeeTbps: BigNumberish;
+  traderAddr: string;
+  brokerAddr: string;
+  referrerAddr: string;
+  brokerSignature: BytesLike;
+  fAmount: BigNumberish;
+  fLimitPrice: BigNumberish;
+  fTriggerPrice: BigNumberish;
+  leverageTDR: BigNumberish;
+  iDeadline: BigNumberish;
+  executionTimestamp: BigNumberish;
+  parentChildDigest1: string;
+  parentChildDigest2: string;
+}
+
+export interface PriceFeedConfig {
+  network: string;
+  ids: Array<{ symbol: string; id: string; type: string; origin: string }>;
+  endpoints: Array<{ type: string; endpoint: string }>;
+}
+
+export interface PriceFeedSubmission {
+  symbols: string[];
+  priceFeedVaas: string[];
+  prices: number[];
+  isMarketClosed: boolean[];
+  timestamps: number[];
+}
+
+export interface PriceFeedFormat {
+  conf: BigNumber;
+  expo: number;
+  price: BigNumber;
+  publish_time: number;
+}
+
+export interface PythLatestPriceFeed {
+  ema_price: {
+    conf: string;
+    expo: number;
+    price: string;
+    publish_time: number;
+  };
+  id: string;
+  price: PriceFeedFormat;
+  vaa: string;
+}
+
+export const DEFAULT_CONFIG_MAINNET_NAME = "mainnet";
+export const DEFAULT_CONFIG_TESTNET_NAME = "testnet";
+
+export function loadABIs(config: NodeSDKConfig) {
+  if (config.proxyABILocation.length > 0) {
+    config.proxyABI = require(`./abi/${config.proxyABILocation}`);
+    config.lobFactoryABI = require(`./abi/${config.limitOrderBookFactoryABILocation}`);
+    config.lobABI = require(`./abi/${config.limitOrderBookABILocation}`);
+    config.shareTokenABI = require(`./abi/${config.shareTokenABILocation}`);
+  }
+}
+
+let constConfig = require("./config/defaultConfig.json") as NodeSDKConfig[];
+for (let config of constConfig) {
+  loadABIs(config);
+}
+
+export const DEFAULT_CONFIG: NodeSDKConfig[] = constConfig;