@d8x/perpetuals-sdk 0.7.13 → 0.7.15

package/src/contracts/factories/OracleFactory__factory.ts

@@ -0,0 +1,478 @@
+/* Autogenerated file. Do not edit manually. */
+/* tslint:disable */
+/* eslint-disable */
+
+import { Contract, Signer, utils } from "ethers";
+import type { Provider } from "@ethersproject/providers";
+import type { OracleFactory, OracleFactoryInterface } from "../OracleFactory";
+
+const _abi = [
+  {
+    inputs: [
+      {
+        internalType: "uint256",
+        name: "_maxFeedTimeGapSec",
+        type: "uint256",
+      },
+      {
+        internalType: "address",
+        name: "_pythFeedAddress",
+        type: "address",
+      },
+      {
+        internalType: "address",
+        name: "_onDemandfeedAddress",
+        type: "address",
+      },
+    ],
+    stateMutability: "nonpayable",
+    type: "constructor",
+  },
+  {
+    anonymous: false,
+    inputs: [
+      {
+        indexed: false,
+        internalType: "bytes4",
+        name: "baseCurrency",
+        type: "bytes4",
+      },
+      {
+        indexed: false,
+        internalType: "bytes4",
+        name: "quoteCurrency",
+        type: "bytes4",
+      },
+      {
+        indexed: false,
+        internalType: "address",
+        name: "oracle",
+        type: "address",
+      },
+    ],
+    name: "OracleAdded",
+    type: "event",
+  },
+  {
+    anonymous: false,
+    inputs: [
+      {
+        indexed: false,
+        internalType: "bytes4",
+        name: "baseCurrency",
+        type: "bytes4",
+      },
+      {
+        indexed: false,
+        internalType: "bytes4",
+        name: "quoteCurrency",
+        type: "bytes4",
+      },
+      {
+        indexed: false,
+        internalType: "address",
+        name: "oracle",
+        type: "address",
+      },
+    ],
+    name: "OracleCreated",
+    type: "event",
+  },
+  {
+    anonymous: false,
+    inputs: [
+      {
+        indexed: true,
+        internalType: "address",
+        name: "previousOwner",
+        type: "address",
+      },
+      {
+        indexed: true,
+        internalType: "address",
+        name: "newOwner",
+        type: "address",
+      },
+    ],
+    name: "OwnershipTransferred",
+    type: "event",
+  },
+  {
+    anonymous: false,
+    inputs: [
+      {
+        indexed: false,
+        internalType: "bytes4",
+        name: "baseCurrency",
+        type: "bytes4",
+      },
+      {
+        indexed: false,
+        internalType: "bytes4",
+        name: "quoteCurrency",
+        type: "bytes4",
+      },
+      {
+        indexed: false,
+        internalType: "address[]",
+        name: "oracle",
+        type: "address[]",
+      },
+      {
+        indexed: false,
+        internalType: "bool[]",
+        name: "isInverse",
+        type: "bool[]",
+      },
+    ],
+    name: "RouteAdded",
+    type: "event",
+  },
+  {
+    anonymous: false,
+    inputs: [
+      {
+        indexed: false,
+        internalType: "bytes4",
+        name: "baseCurrency",
+        type: "bytes4",
+      },
+      {
+        indexed: false,
+        internalType: "bytes4",
+        name: "quoteCurrency",
+        type: "bytes4",
+      },
+      {
+        indexed: false,
+        internalType: "address",
+        name: "oracle",
+        type: "address",
+      },
+    ],
+    name: "ShortRouteAdded",
+    type: "event",
+  },
+  {
+    inputs: [
+      {
+        internalType: "address",
+        name: "_oracle",
+        type: "address",
+      },
+    ],
+    name: "addOracle",
+    outputs: [],
+    stateMutability: "nonpayable",
+    type: "function",
+  },
+  {
+    inputs: [
+      {
+        internalType: "bytes4",
+        name: "_baseCurrency",
+        type: "bytes4",
+      },
+      {
+        internalType: "bytes4",
+        name: "_quoteCurrency",
+        type: "bytes4",
+      },
+      {
+        internalType: "address[]",
+        name: "_oracles",
+        type: "address[]",
+      },
+      {
+        internalType: "bool[]",
+        name: "_isInverse",
+        type: "bool[]",
+      },
+    ],
+    name: "addRoute",
+    outputs: [],
+    stateMutability: "nonpayable",
+    type: "function",
+  },
+  {
+    inputs: [
+      {
+        internalType: "bytes4",
+        name: "_baseCurrency",
+        type: "bytes4",
+      },
+      {
+        internalType: "bytes4",
+        name: "_quoteCurrency",
+        type: "bytes4",
+      },
+      {
+        internalType: "uint16",
+        name: "_tradingBreakMins",
+        type: "uint16",
+      },
+      {
+        internalType: "address",
+        name: "_feedAddress",
+        type: "address",
+      },
+      {
+        internalType: "bytes32",
+        name: "_priceId",
+        type: "bytes32",
+      },
+      {
+        internalType: "uint256",
+        name: "_feedPeriod",
+        type: "uint256",
+      },
+    ],
+    name: "createOracle",
+    outputs: [
+      {
+        internalType: "address",
+        name: "",
+        type: "address",
+      },
+    ],
+    stateMutability: "nonpayable",
+    type: "function",
+  },
+  {
+    inputs: [
+      {
+        internalType: "bytes4",
+        name: "_baseCurrency",
+        type: "bytes4",
+      },
+      {
+        internalType: "bytes4",
+        name: "_quoteCurrency",
+        type: "bytes4",
+      },
+    ],
+    name: "existsRoute",
+    outputs: [
+      {
+        internalType: "bool",
+        name: "",
+        type: "bool",
+      },
+    ],
+    stateMutability: "view",
+    type: "function",
+  },
+  {
+    inputs: [
+      {
+        internalType: "bytes4",
+        name: "_baseCurrency",
+        type: "bytes4",
+      },
+      {
+        internalType: "bytes4",
+        name: "_quoteCurrency",
+        type: "bytes4",
+      },
+    ],
+    name: "getRoute",
+    outputs: [
+      {
+        components: [
+          {
+            internalType: "address",
+            name: "oracle",
+            type: "address",
+          },
+          {
+            internalType: "bool",
+            name: "isInverse",
+            type: "bool",
+          },
+        ],
+        internalType: "struct OracleFactory.OracleData[]",
+        name: "",
+        type: "tuple[]",
+      },
+    ],
+    stateMutability: "view",
+    type: "function",
+  },
+  {
+    inputs: [
+      {
+        internalType: "bytes4[2]",
+        name: "_baseQuote",
+        type: "bytes4[2]",
+      },
+    ],
+    name: "getRouteIds",
+    outputs: [
+      {
+        internalType: "bytes32[]",
+        name: "",
+        type: "bytes32[]",
+      },
+      {
+        internalType: "bool[]",
+        name: "",
+        type: "bool[]",
+      },
+    ],
+    stateMutability: "view",
+    type: "function",
+  },
+  {
+    inputs: [
+      {
+        internalType: "bytes4",
+        name: "_baseCurrency",
+        type: "bytes4",
+      },
+      {
+        internalType: "bytes4",
+        name: "_quoteCurrency",
+        type: "bytes4",
+      },
+    ],
+    name: "getSpotPrice",
+    outputs: [
+      {
+        internalType: "int128",
+        name: "",
+        type: "int128",
+      },
+      {
+        internalType: "uint256",
+        name: "",
+        type: "uint256",
+      },
+    ],
+    stateMutability: "view",
+    type: "function",
+  },
+  {
+    inputs: [
+      {
+        internalType: "bytes4",
+        name: "_baseCurrency",
+        type: "bytes4",
+      },
+      {
+        internalType: "bytes4",
+        name: "_quoteCurrency",
+        type: "bytes4",
+      },
+    ],
+    name: "isRouteTerminated",
+    outputs: [
+      {
+        internalType: "bool",
+        name: "",
+        type: "bool",
+      },
+    ],
+    stateMutability: "view",
+    type: "function",
+  },
+  {
+    inputs: [],
+    name: "onDemandFeed",
+    outputs: [
+      {
+        internalType: "address",
+        name: "",
+        type: "address",
+      },
+    ],
+    stateMutability: "view",
+    type: "function",
+  },
+  {
+    inputs: [],
+    name: "owner",
+    outputs: [
+      {
+        internalType: "address",
+        name: "",
+        type: "address",
+      },
+    ],
+    stateMutability: "view",
+    type: "function",
+  },
+  {
+    inputs: [],
+    name: "pyth",
+    outputs: [
+      {
+        internalType: "address",
+        name: "",
+        type: "address",
+      },
+    ],
+    stateMutability: "view",
+    type: "function",
+  },
+  {
+    inputs: [],
+    name: "renounceOwnership",
+    outputs: [],
+    stateMutability: "nonpayable",
+    type: "function",
+  },
+  {
+    inputs: [
+      {
+        internalType: "address",
+        name: "newOwner",
+        type: "address",
+      },
+    ],
+    name: "transferOwnership",
+    outputs: [],
+    stateMutability: "nonpayable",
+    type: "function",
+  },
+  {
+    inputs: [
+      {
+        internalType: "bytes[]",
+        name: "_updateData",
+        type: "bytes[]",
+      },
+      {
+        internalType: "bytes32[]",
+        name: "_priceIds",
+        type: "bytes32[]",
+      },
+      {
+        internalType: "uint64[]",
+        name: "_publishTimes",
+        type: "uint64[]",
+      },
+      {
+        internalType: "uint256",
+        name: "_maxAcceptableFeedAge",
+        type: "uint256",
+      },
+    ],
+    name: "updatePriceFeeds",
+    outputs: [],
+    stateMutability: "payable",
+    type: "function",
+  },
+] as const;
+
+export class OracleFactory__factory {
+  static readonly abi = _abi;
+  static createInterface(): OracleFactoryInterface {
+    return new utils.Interface(_abi) as OracleFactoryInterface;
+  }
+  static connect(
+    address: string,
+    signerOrProvider: Signer | Provider
+  ): OracleFactory {
+    return new Contract(address, _abi, signerOrProvider) as OracleFactory;
+  }
+}

package/src/contracts/factories/index.ts

@@ -3,7 +3,9 @@
 /* eslint-disable */
 export { ERC20__factory } from "./ERC20__factory";
 export { IPerpetualManager__factory } from "./IPerpetualManager__factory";
+export { IPyth__factory } from "./IPyth__factory";
 export { LimitOrderBook__factory } from "./LimitOrderBook__factory";
 export { LimitOrderBookFactory__factory } from "./LimitOrderBookFactory__factory";
 export { MockTokenSwap__factory } from "./MockTokenSwap__factory";
+export { OracleFactory__factory } from "./OracleFactory__factory";
 export { ShareToken__factory } from "./ShareToken__factory";

package/src/contracts/index.ts

@@ -3,14 +3,18 @@
 /* eslint-disable */
 export type { ERC20 } from "./ERC20";
 export type { IPerpetualManager } from "./IPerpetualManager";
+export type { IPyth } from "./IPyth";
 export type { LimitOrderBook } from "./LimitOrderBook";
 export type { LimitOrderBookFactory } from "./LimitOrderBookFactory";
 export type { MockTokenSwap } from "./MockTokenSwap";
+export type { OracleFactory } from "./OracleFactory";
 export type { ShareToken } from "./ShareToken";
 export * as factories from "./factories";
 export { ERC20__factory } from "./factories/ERC20__factory";
 export { IPerpetualManager__factory } from "./factories/IPerpetualManager__factory";
+export { IPyth__factory } from "./factories/IPyth__factory";
 export { LimitOrderBook__factory } from "./factories/LimitOrderBook__factory";
 export { LimitOrderBookFactory__factory } from "./factories/LimitOrderBookFactory__factory";
 export { MockTokenSwap__factory } from "./factories/MockTokenSwap__factory";
+export { OracleFactory__factory } from "./factories/OracleFactory__factory";
 export { ShareToken__factory } from "./factories/ShareToken__factory";

package/src/marketData.ts

@@ -209,11 +209,9 @@ export default class MarketData extends PerpetualDataHandler {
     overrides?: CallOverrides
   ): Promise<{ orders: Order[]; orderIds: string[] }> {
     // open orders requested only for given symbol
-    let orderBookContract = this.getOrderBookContract(symbol);
-    let [orders, digests] = await Promise.all([
-      this.openOrdersOnOrderBook(traderAddr, orderBookContract, overrides),
-      MarketData.orderIdsOfTrader(traderAddr, orderBookContract, overrides),
-    ]);
+    const orderBookContract = this.getOrderBookContract(symbol);
+    const orders = await this.openOrdersOnOrderBook(traderAddr, orderBookContract, overrides);
+    const digests = await MarketData.orderIdsOfTrader(traderAddr, orderBookContract, overrides);
     return { orders: orders, orderIds: digests };
   }
 

package/src/traderInterface.ts

@@ -1,5 +1,6 @@
-import { CallOverrides, Contract } from "@ethersproject/contracts";
-import { ABK64x64ToFloat } from "./d8XMath";
+import { Signer } from "@ethersproject/abstract-signer";
+import { CallOverrides, Contract, ContractTransaction, Overrides } from "@ethersproject/contracts";
+import { ABK64x64ToFloat, floatToDec18, floatToDecN } from "./d8XMath";
 import MarketData from "./marketData";
 import { ClientOrder, NodeSDKConfig, Order, SmartContractOrder, ZERO_ORDER_ID } from "./nodeSDKTypes";
 import PerpetualDataHandler from "./perpetualDataHandler";
@@ -11,6 +12,7 @@ import TraderDigests from "./traderDigests";
  */
 export default class TraderInterface extends MarketData {
   public digestTool: TraderDigests;
+  protected gasLimit: number = 1_000_000;
 
   // accTrade.order(order)
   // cancelOrder(symbol: string, orderId: string)
@@ -169,4 +171,121 @@ export default class TraderInterface extends MarketData {
     }
     return obOrders;
   }
+
+  /**
+   *  Add liquidity to the PnL participant fund. The address gets pool shares in return.
+   * @param {Signer} signer Signer that will deposit liquidity
+   * @param {string} poolSymbolName  Name of pool symbol (e.g. MATIC)
+   * @param {number} amountCC  Amount in pool-collateral currency
+   * @example
+   * import { LiquidityProviderTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
+   * async function main() {
+   *   console.log(LiquidityProviderTool);
+   *   // setup (authentication required, PK is an environment variable with a private key)
+   *   const config = PerpetualDataHandler.readSDKConfig("testnet");
+   *   const pk: string = <string>process.env.PK;
+   *   let lqudtProviderTool = new LiquidityProviderTool(config, pk);
+   *   await lqudtProviderTool.createProxyInstance();
+   *   // add liquidity
+   *   await lqudtProviderTool.setAllowance("MATIC");
+   *   let respAddLiquidity = await lqudtProviderTool.addLiquidity("MATIC", 0.1);
+   *   console.log(respAddLiquidity);
+   * }
+   * main();
+   *
+   * @return Transaction object
+   */
+  public async addLiquidity(
+    signer: Signer,
+    poolSymbolName: string,
+    amountCC: number,
+    overrides?: Overrides
+  ): Promise<ContractTransaction> {
+    if (this.proxyContract == null) {
+      throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
+    }
+    let poolId = PerpetualDataHandler._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
+    let decimals = this.getMarginTokenDecimalsFromSymbol(poolSymbolName);
+    let tx = await this.proxyContract
+      .connect(signer)
+      .addLiquidity(poolId, floatToDecN(amountCC, decimals!), overrides || { gasLimit: this.gasLimit });
+    return tx;
+  }
+
+  /**
+   * Initiates a liquidity withdrawal from the pool
+   * It triggers a time-delayed unlocking of the given number of pool shares.
+   * The amount of pool shares to be unlocked is fixed by this call, but not their value in pool currency.
+   * @param {Signer} signer Signer that will initiate liquidity withdrawal
+   * @param {string} poolSymbolName Name of pool symbol (e.g. MATIC).
+   * @param {string} amountPoolShares Amount in pool-shares, removes everything if > available amount.
+   * @example
+   * import { LiquidityProviderTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
+   * async function main() {
+   *   console.log(LiquidityProviderTool);
+   *   // setup (authentication required, PK is an environment variable with a private key)
+   *   const config = PerpetualDataHandler.readSDKConfig("testnet");
+   *   const pk: string = <string>process.env.PK;
+   *   let lqudtProviderTool = new LiquidityProviderTool(config, pk);
+   *   await lqudtProviderTool.createProxyInstance();
+   *   // initiate withdrawal
+   *   let respRemoveLiquidity = await lqudtProviderTool.initiateLiquidityWithdrawal("MATIC", 0.1);
+   *   console.log(respRemoveLiquidity);
+   * }
+   * main();
+   *
+   * @return Transaction object.
+   */
+  public async initiateLiquidityWithdrawal(
+    signer: Signer,
+    poolSymbolName: string,
+    amountPoolShares: number,
+    overrides?: Overrides
+  ): Promise<ContractTransaction> {
+    if (this.proxyContract == null) {
+      throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
+    }
+    let poolId = PerpetualDataHandler._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
+    let tx = await this.proxyContract
+      .connect(signer)
+      .withdrawLiquidity(poolId, floatToDec18(amountPoolShares), overrides || { gasLimit: this.gasLimit });
+    return tx;
+  }
+
+  /**
+   * Withdraws as much liquidity as there is available after a call to initiateLiquidityWithdrawal.
+   * The address loses pool shares in return.
+   * @param {Signer} signer Signer that will execute the liquidity withdrawal
+   * @param poolSymbolName
+   * @example
+   * import { LiquidityProviderTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
+   * async function main() {
+   *   console.log(LiquidityProviderTool);
+   *   // setup (authentication required, PK is an environment variable with a private key)
+   *   const config = PerpetualDataHandler.readSDKConfig("testnet");
+   *   const pk: string = <string>process.env.PK;
+   *   let lqudtProviderTool = new LiquidityProviderTool(config, pk);
+   *   await lqudtProviderTool.createProxyInstance();
+   *   // remove liquidity
+   *   let respRemoveLiquidity = await lqudtProviderTool.executeLiquidityWithdrawal("MATIC", 0.1);
+   *   console.log(respRemoveLiquidity);
+   * }
+   * main();
+   *
+   * @returns Transaction object.
+   */
+  public async executeLiquidityWithdrawal(
+    signer: Signer,
+    poolSymbolName: string,
+    overrides?: Overrides
+  ): Promise<ContractTransaction> {
+    if (this.proxyContract == null) {
+      throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
+    }
+    let poolId = PerpetualDataHandler._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
+    let tx = await this.proxyContract
+      .connect(signer)
+      .executeLiquidityWithdrawal(poolId, await signer.getAddress(), overrides || { gasLimit: this.gasLimit });
+    return tx;
+  }
 }

package/src/version.ts

@@ -1 +1 @@
-export const D8X_SDK_VERSION = "0.7.13";
+export const D8X_SDK_VERSION = "0.7.15";