@d8x/perpetuals-sdk 0.7.4 → 0.7.6

package/dist/cjs/orderReferrerTool.js

@@ -1,19 +1,18 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-var tslib_1 = require("tslib");
-var bignumber_1 = require("@ethersproject/bignumber");
-var constants_1 = require("@ethersproject/constants");
-var nodeSDKTypes_1 = require("./nodeSDKTypes");
-var perpetualDataHandler_1 = tslib_1.__importDefault(require("./perpetualDataHandler"));
-var writeAccessHandler_1 = tslib_1.__importDefault(require("./writeAccessHandler"));
+const tslib_1 = require("tslib");
+const bignumber_1 = require("@ethersproject/bignumber");
+const constants_1 = require("@ethersproject/constants");
+const nodeSDKTypes_1 = require("./nodeSDKTypes");
+const perpetualDataHandler_1 = tslib_1.__importDefault(require("./perpetualDataHandler"));
+const writeAccessHandler_1 = tslib_1.__importDefault(require("./writeAccessHandler"));
 /**
  * Functions to execute existing conditional orders from the limit order book. This class
  * requires a private key and executes smart-contract interactions that require
  * gas-payments.
  * @extends WriteAccessHandler
  */
-var OrderReferrerTool = /** @class */ (function (_super) {
-    tslib_1.__extends(OrderReferrerTool, _super);
+class OrderReferrerTool extends writeAccessHandler_1.default {
     /**
      * Constructor.
      * @param {NodeSDKConfig} config Configuration object, see PerpetualDataHandler.readSDKConfig.
@@ -33,11 +32,10 @@ var OrderReferrerTool = /** @class */ (function (_super) {
      *
      * @param {string | Signer} signer Private key or ethers Signer of the account
      */
-    function OrderReferrerTool(config, signer) {
-        var _this = _super.call(this, config, signer) || this;
+    constructor(config, signer) {
+        super(config, signer);
         // override parent's gas limit with a lower number
-        _this.gasLimit = 4000000;
-        return _this;
+        this.gasLimit = 4000000;
     }
     /**
      * Executes an order by symbol and ID. This action interacts with the blockchain and incurs gas costs.
@@ -73,64 +71,46 @@ var OrderReferrerTool = /** @class */ (function (_super) {
      * main();
      * @returns Transaction object.
      */
-    OrderReferrerTool.prototype.executeOrder = function (symbol, orderId, referrerAddr, submission, overrides) {
-        var _a;
-        return tslib_1.__awaiter(this, void 0, void 0, function () {
-            var orderBookSC;
-            return tslib_1.__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().");
-                        }
-                        orderBookSC = this.getOrderBookContract(symbol);
-                        if (typeof referrerAddr == "undefined") {
-                            referrerAddr = this.traderAddr;
-                        }
-                        if (!(submission == undefined)) return [3 /*break*/, 2];
-                        return [4 /*yield*/, this.priceFeedGetter.fetchLatestFeedPriceInfoForPerpetual(symbol)];
-                    case 1:
-                        submission = _b.sent();
-                        _b.label = 2;
-                    case 2:
-                        if (!overrides || overrides.value == undefined) {
-                            overrides = tslib_1.__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, submission, overrides) {
-        var _a;
-        return tslib_1.__awaiter(this, void 0, void 0, function () {
-            var orderBookSC;
-            return tslib_1.__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().");
-                        }
-                        orderBookSC = this.getOrderBookContract(symbol);
-                        if (typeof referrerAddr == "undefined") {
-                            referrerAddr = this.traderAddr;
-                        }
-                        if (!(submission == undefined)) return [3 /*break*/, 2];
-                        return [4 /*yield*/, this.priceFeedGetter.fetchLatestFeedPriceInfoForPerpetual(symbol)];
-                    case 1:
-                        submission = _b.sent();
-                        _b.label = 2;
-                    case 2:
-                        if (!overrides || overrides.value == undefined) {
-                            overrides = tslib_1.__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()];
-                }
-            });
-        });
-    };
+    async executeOrder(symbol, orderId, referrerAddr, submission, overrides) {
+        if (this.proxyContract == null || this.signer == null) {
+            throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
+        }
+        const orderBookSC = this.getOrderBookContract(symbol);
+        if (typeof referrerAddr == "undefined") {
+            referrerAddr = this.traderAddr;
+        }
+        if (submission == undefined) {
+            submission = await this.priceFeedGetter.fetchLatestFeedPriceInfoForPerpetual(symbol);
+        }
+        if (!overrides || overrides.value == undefined) {
+            overrides = {
+                value: submission.timestamps.length * this.PRICE_UPDATE_FEE_GWEI,
+                gasLimit: overrides?.gasLimit ?? this.gasLimit,
+                ...overrides,
+            };
+        }
+        return await orderBookSC.executeOrder(orderId, referrerAddr, submission.priceFeedVaas, submission.timestamps, overrides);
+    }
+    async executeOrders(symbol, orderIds, referrerAddr, submission, overrides) {
+        if (this.proxyContract == null || this.signer == null) {
+            throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
+        }
+        const orderBookSC = this.getOrderBookContract(symbol);
+        if (typeof referrerAddr == "undefined") {
+            referrerAddr = this.traderAddr;
+        }
+        if (submission == undefined) {
+            submission = await this.priceFeedGetter.fetchLatestFeedPriceInfoForPerpetual(symbol);
+        }
+        if (!overrides || overrides.value == undefined) {
+            overrides = {
+                value: submission.timestamps.length * this.PRICE_UPDATE_FEE_GWEI,
+                gasLimit: overrides?.gasLimit ?? this.gasLimit,
+                ...overrides,
+            };
+        }
+        return await orderBookSC.executeOrders(orderIds, referrerAddr, submission?.priceFeedVaas, submission?.timestamps, overrides);
+    }
     /**
      * 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.
@@ -151,20 +131,10 @@ var OrderReferrerTool = /** @class */ (function (_super) {
      *
      * @returns Array with all open orders and their IDs.
      */
-    OrderReferrerTool.prototype.getAllOpenOrders = function (symbol, overrides) {
-        return tslib_1.__awaiter(this, void 0, void 0, function () {
-            var totalOrders;
-            return tslib_1.__generator(this, function (_a) {
-                switch (_a.label) {
-                    case 0: return [4 /*yield*/, this.numberOfOpenOrders(symbol, overrides)];
-                    case 1:
-                        totalOrders = _a.sent();
-                        return [4 /*yield*/, this.pollLimitOrders(symbol, totalOrders, nodeSDKTypes_1.ZERO_ORDER_ID, overrides)];
-                    case 2: return [2 /*return*/, _a.sent()];
-                }
-            });
-        });
-    };
+    async getAllOpenOrders(symbol, overrides) {
+        let totalOrders = await this.numberOfOpenOrders(symbol, overrides);
+        return await this.pollLimitOrders(symbol, totalOrders, nodeSDKTypes_1.ZERO_ORDER_ID, overrides);
+    }
     /**
      * 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.
@@ -185,24 +155,14 @@ var OrderReferrerTool = /** @class */ (function (_super) {
      *
      * @returns {number} Number of open orders.
      */
-    OrderReferrerTool.prototype.numberOfOpenOrders = function (symbol, overrides) {
-        return tslib_1.__awaiter(this, void 0, void 0, function () {
-            var orderBookSC, numOrders;
-            return tslib_1.__generator(this, function (_a) {
-                switch (_a.label) {
-                    case 0:
-                        if (this.proxyContract == null) {
-                            throw Error("no proxy contract initialized. Use createProxyInstance().");
-                        }
-                        orderBookSC = this.getOrderBookContract(symbol);
-                        return [4 /*yield*/, orderBookSC.numberOfOrderBookDigests(overrides || {})];
-                    case 1:
-                        numOrders = _a.sent();
-                        return [2 /*return*/, Number(numOrders)];
-                }
-            });
-        });
-    };
+    async numberOfOpenOrders(symbol, overrides) {
+        if (this.proxyContract == null) {
+            throw Error("no proxy contract initialized. Use createProxyInstance().");
+        }
+        const orderBookSC = this.getOrderBookContract(symbol);
+        let numOrders = await orderBookSC.numberOfOrderBookDigests(overrides || {});
+        return Number(numOrders);
+    }
     /**
      * Get order from the digest (=id)
      * @param symbol symbol of order book, e.g. ETH-USD-MATIC
@@ -225,26 +185,15 @@ var OrderReferrerTool = /** @class */ (function (_super) {
      *
      * @returns order or undefined
      */
-    OrderReferrerTool.prototype.getOrderById = function (symbol, id, overrides) {
-        return tslib_1.__awaiter(this, void 0, void 0, function () {
-            var ob, smartContractOrder, order;
-            return tslib_1.__generator(this, function (_a) {
-                switch (_a.label) {
-                    case 0: return [4 /*yield*/, this.getOrderBookContract(symbol)];
-                    case 1:
-                        ob = _a.sent();
-                        return [4 /*yield*/, ob.orderOfDigest(id, overrides || {})];
-                    case 2:
-                        smartContractOrder = _a.sent();
-                        if (smartContractOrder.traderAddr == nodeSDKTypes_1.ZERO_ADDRESS) {
-                            return [2 /*return*/, undefined];
-                        }
-                        order = OrderReferrerTool.fromSmartContractOrder(smartContractOrder, this.symbolToPerpStaticInfo);
-                        return [2 /*return*/, order];
-                }
-            });
-        });
-    };
+    async getOrderById(symbol, id, overrides) {
+        let ob = await this.getOrderBookContract(symbol);
+        let smartContractOrder = await ob.orderOfDigest(id, overrides || {});
+        if (smartContractOrder.traderAddr == nodeSDKTypes_1.ZERO_ADDRESS) {
+            return undefined;
+        }
+        let order = OrderReferrerTool.fromSmartContractOrder(smartContractOrder, this.symbolToPerpStaticInfo);
+        return order;
+    }
     /**
      * Get a list of active conditional orders in the order book.
      * This a read-only action and does not incur in gas costs.
@@ -268,35 +217,25 @@ var OrderReferrerTool = /** @class */ (function (_super) {
      *
      * @returns Array of orders and corresponding order IDs
      */
-    OrderReferrerTool.prototype.pollLimitOrders = function (symbol, numElements, startAfter, overrides) {
-        return tslib_1.__awaiter(this, void 0, void 0, function () {
-            var orderBookSC, _a, orders, orderIds, userFriendlyOrders, orderIdsOut, k;
-            return tslib_1.__generator(this, function (_b) {
-                switch (_b.label) {
-                    case 0:
-                        if (this.proxyContract == null) {
-                            throw Error("no proxy contract initialized. Use createProxyInstance().");
-                        }
-                        orderBookSC = this.getOrderBookContract(symbol);
-                        if (typeof startAfter == "undefined") {
-                            startAfter = nodeSDKTypes_1.ZERO_ORDER_ID;
-                        }
-                        return [4 /*yield*/, orderBookSC.pollLimitOrders(startAfter, bignumber_1.BigNumber.from(numElements), overrides || {})];
-                    case 1:
-                        _a = tslib_1.__read.apply(void 0, [_b.sent(), 2]), orders = _a[0], orderIds = _a[1];
-                        userFriendlyOrders = new Array();
-                        orderIdsOut = [];
-                        k = 0;
-                        while (k < orders.length && orders[k].traderAddr != nodeSDKTypes_1.ZERO_ADDRESS) {
-                            userFriendlyOrders.push(writeAccessHandler_1.default.fromClientOrder(orders[k], this.symbolToPerpStaticInfo));
-                            orderIdsOut.push(orderIds[k]);
-                            k++;
-                        }
-                        return [2 /*return*/, [userFriendlyOrders, orderIdsOut]];
-                }
-            });
-        });
-    };
+    async pollLimitOrders(symbol, numElements, startAfter, overrides) {
+        if (this.proxyContract == null) {
+            throw Error("no proxy contract initialized. Use createProxyInstance().");
+        }
+        const orderBookSC = this.getOrderBookContract(symbol);
+        if (typeof startAfter == "undefined") {
+            startAfter = nodeSDKTypes_1.ZERO_ORDER_ID;
+        }
+        let [orders, orderIds] = await orderBookSC.pollLimitOrders(startAfter, bignumber_1.BigNumber.from(numElements), overrides || {});
+        let userFriendlyOrders = new Array();
+        let orderIdsOut = [];
+        let k = 0;
+        while (k < orders.length && orders[k].traderAddr != nodeSDKTypes_1.ZERO_ADDRESS) {
+            userFriendlyOrders.push(writeAccessHandler_1.default.fromClientOrder(orders[k], this.symbolToPerpStaticInfo));
+            orderIdsOut.push(orderIds[k]);
+            k++;
+        }
+        return [userFriendlyOrders, orderIdsOut];
+    }
     /**
      * Check if a conditional order can be executed
      * @param order order structure
@@ -319,41 +258,22 @@ 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, overrides) {
-        return tslib_1.__awaiter(this, void 0, void 0, function () {
-            var obj, orderPrice, markPrice, currentBlock;
-            return tslib_1.__generator(this, function (_a) {
-                switch (_a.label) {
-                    case 0:
-                        if (this.proxyContract == null) {
-                            throw Error("no proxy contract initialized. Use createProxyInstance().");
-                        }
-                        if (!(indexPrices == undefined)) return [3 /*break*/, 2];
-                        return [4 /*yield*/, this.priceFeedGetter.fetchPricesForPerpetual(order.symbol)];
-                    case 1:
-                        obj = _a.sent();
-                        indexPrices = [obj.idxPrices[0], obj.idxPrices[1]];
-                        _a.label = 2;
-                    case 2: return [4 /*yield*/, perpetualDataHandler_1.default._queryPerpetualPrice(order.symbol, order.quantity, this.symbolToPerpStaticInfo, this.proxyContract, indexPrices, overrides)];
-                    case 3:
-                        orderPrice = _a.sent();
-                        return [4 /*yield*/, perpetualDataHandler_1.default._queryPerpetualMarkPrice(order.symbol, this.symbolToPerpStaticInfo, this.proxyContract, indexPrices, overrides)];
-                    case 4:
-                        markPrice = _a.sent();
-                        if (!(blockTimestamp == undefined)) return [3 /*break*/, 7];
-                        return [4 /*yield*/, this.provider.getBlockNumber()];
-                    case 5:
-                        currentBlock = _a.sent();
-                        return [4 /*yield*/, this.provider.getBlock(currentBlock)];
-                    case 6:
-                        blockTimestamp = (_a.sent()).timestamp;
-                        _a.label = 7;
-                    case 7: return [4 /*yield*/, this._isTradeable(order, orderPrice, markPrice, blockTimestamp, this.symbolToPerpStaticInfo, overrides)];
-                    case 8: return [2 /*return*/, _a.sent()];
-                }
-            });
-        });
-    };
+    async isTradeable(order, blockTimestamp, indexPrices, overrides) {
+        if (this.proxyContract == null) {
+            throw Error("no proxy contract initialized. Use createProxyInstance().");
+        }
+        if (indexPrices == undefined) {
+            let obj = await this.priceFeedGetter.fetchPricesForPerpetual(order.symbol);
+            indexPrices = [obj.idxPrices[0], obj.idxPrices[1]];
+        }
+        let orderPrice = await perpetualDataHandler_1.default._queryPerpetualPrice(order.symbol, order.quantity, this.symbolToPerpStaticInfo, this.proxyContract, indexPrices, overrides);
+        let markPrice = await perpetualDataHandler_1.default._queryPerpetualMarkPrice(order.symbol, this.symbolToPerpStaticInfo, this.proxyContract, indexPrices, overrides);
+        if (blockTimestamp == undefined) {
+            const currentBlock = await this.provider.getBlockNumber();
+            blockTimestamp = (await this.provider.getBlock(currentBlock)).timestamp;
+        }
+        return await this._isTradeable(order, orderPrice, markPrice, blockTimestamp, this.symbolToPerpStaticInfo, overrides);
+    }
     /**
      * Check for a batch of orders on the same perpetual whether they can be traded
      * @param orders orders belonging to 1 perpetual
@@ -361,57 +281,32 @@ var OrderReferrerTool = /** @class */ (function (_super) {
      * if not defined.
      * @returns array of tradeable boolean
      */
-    OrderReferrerTool.prototype.isTradeableBatch = function (orders, blockTimestamp, indexPrices, overrides) {
-        return tslib_1.__awaiter(this, void 0, void 0, function () {
-            var obj, orderPrice, markPrice, currentBlock;
-            var _this = this;
-            return tslib_1.__generator(this, function (_a) {
-                switch (_a.label) {
-                    case 0:
-                        if (orders.length == 0) {
-                            return [2 /*return*/, []];
-                        }
-                        if (this.proxyContract == null) {
-                            throw Error("no proxy contract initialized. Use createProxyInstance().");
-                        }
-                        if (orders.filter(function (o) { return o.symbol == orders[0].symbol; }).length < orders.length) {
-                            throw Error("all orders in a batch must have the same symbol");
-                        }
-                        if (!(indexPrices == undefined)) return [3 /*break*/, 2];
-                        return [4 /*yield*/, this.priceFeedGetter.fetchPricesForPerpetual(orders[0].symbol)];
-                    case 1:
-                        obj = _a.sent();
-                        indexPrices = [obj.idxPrices[0], obj.idxPrices[1], obj.mktClosed[0], obj.mktClosed[1]];
-                        _a.label = 2;
-                    case 2:
-                        if (indexPrices[2] || indexPrices[3]) {
-                            // market closed
-                            return [2 /*return*/, orders.map(function () { return false; })];
-                        }
-                        return [4 /*yield*/, Promise.all(orders.map(function (o) {
-                                return perpetualDataHandler_1.default._queryPerpetualPrice(o.symbol, o.quantity, _this.symbolToPerpStaticInfo, _this.proxyContract, [indexPrices[0], indexPrices[1]], overrides);
-                            }))];
-                    case 3:
-                        orderPrice = _a.sent();
-                        return [4 /*yield*/, perpetualDataHandler_1.default._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];
-                        return [4 /*yield*/, this.provider.getBlockNumber()];
-                    case 5:
-                        currentBlock = _a.sent();
-                        return [4 /*yield*/, this.provider.getBlock(currentBlock)];
-                    case 6:
-                        blockTimestamp = (_a.sent()).timestamp;
-                        _a.label = 7;
-                    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()];
-                }
-            });
-        });
-    };
+    async isTradeableBatch(orders, blockTimestamp, indexPrices, overrides) {
+        if (orders.length == 0) {
+            return [];
+        }
+        if (this.proxyContract == null) {
+            throw Error("no proxy contract initialized. Use createProxyInstance().");
+        }
+        if (orders.filter((o) => o.symbol == orders[0].symbol).length < orders.length) {
+            throw Error("all orders in a batch must have the same symbol");
+        }
+        if (indexPrices == undefined) {
+            let obj = await this.priceFeedGetter.fetchPricesForPerpetual(orders[0].symbol);
+            indexPrices = [obj.idxPrices[0], obj.idxPrices[1], obj.mktClosed[0], obj.mktClosed[1]];
+        }
+        if (indexPrices[2] || indexPrices[3]) {
+            // market closed
+            return orders.map(() => false);
+        }
+        let orderPrice = await Promise.all(orders.map((o) => perpetualDataHandler_1.default._queryPerpetualPrice(o.symbol, o.quantity, this.symbolToPerpStaticInfo, this.proxyContract, [indexPrices[0], indexPrices[1]], overrides)));
+        let markPrice = await perpetualDataHandler_1.default._queryPerpetualMarkPrice(orders[0].symbol, this.symbolToPerpStaticInfo, this.proxyContract, [indexPrices[0], indexPrices[1]], overrides);
+        if (blockTimestamp == undefined) {
+            const currentBlock = await this.provider.getBlockNumber();
+            blockTimestamp = (await this.provider.getBlock(currentBlock)).timestamp;
+        }
+        return await Promise.all(orders.map((o, idx) => this._isTradeable(o, orderPrice[idx], markPrice, blockTimestamp, this.symbolToPerpStaticInfo, overrides)));
+    }
     /**
      * Can the order be executed?
      * @param order order struct
@@ -421,95 +316,79 @@ 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, overrides) {
-        return tslib_1.__awaiter(this, void 0, void 0, function () {
-            var nextBlockTimestamp, lotSize, limitPrice, orderBookContract, parentStatus;
-            return tslib_1.__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_1.default._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 == nodeSDKTypes_1.BUY_SIDE && tradePrice > limitPrice) || (order.side == nodeSDKTypes_1.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 == nodeSDKTypes_1.BUY_SIDE && markPrice < order.stopPrice) ||
-                                (order.side == nodeSDKTypes_1.SELL_SIDE && markPrice > order.stopPrice))) {
-                            // console.log("stop price not met");
-                            return [2 /*return*/, false];
-                        }
-                        if (!(order.parentChildOrderIds != undefined &&
-                            order.parentChildOrderIds[0] == constants_1.HashZero &&
-                            order.parentChildOrderIds[1] != constants_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];
-                }
-            });
-        });
-    };
+    async _isTradeable(order, tradePrice, markPrice, blockTimestamp, symbolToPerpInfoMap, overrides) {
+        // check expiration date
+        if (order.deadline != undefined && order.deadline < Date.now() / 1000) {
+            console.log("order expired");
+            return false;
+        }
+        const nextBlockTimestamp = blockTimestamp + 2;
+        // TODO: replace 2 by a chain-dependent constant - 1 for zkEVM
+        if (nextBlockTimestamp < order.executionTimestamp) {
+            console.log(`execution deferred to ${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 ${OrderReferrerTool.TRADE_DELAY + order.submittedTimestamp - nextBlockTimestamp} more seconds`);
+            return false;
+        }
+        // check order size
+        const lotSize = perpetualDataHandler_1.default._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;
+        }
+        let limitPrice = order.limitPrice;
+        if ((order.side == nodeSDKTypes_1.BUY_SIDE && tradePrice > limitPrice) || (order.side == nodeSDKTypes_1.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 == nodeSDKTypes_1.BUY_SIDE && markPrice < order.stopPrice) ||
+                (order.side == nodeSDKTypes_1.SELL_SIDE && markPrice > order.stopPrice))) {
+            // console.log("stop price not met");
+            return false;
+        }
+        //check dependency
+        if (order.parentChildOrderIds != undefined &&
+            order.parentChildOrderIds[0] == constants_1.HashZero &&
+            order.parentChildOrderIds[1] != constants_1.HashZero) {
+            // order has a parent
+            const orderBookContract = this.getOrderBookContract(order.symbol);
+            const parentStatus = await orderBookContract.getOrderStatus(order.parentChildOrderIds[1], overrides || {});
+            if (parentStatus == 2 || parentStatus == 3) {
+                // console.log("parent not executed/cancelled");
+                // parent is open or unknown
+                return false;
+            }
+            return true;
+        }
+        // all checks passed -> order is tradeable
+        return true;
+    }
     /**
      * Wrapper of static method to use after mappings have been loaded into memory.
      * @param scOrder Perpetual order as received in the proxy events.
      * @returns A user-friendly order struct.
      */
-    OrderReferrerTool.prototype.smartContractOrderToOrder = function (scOrder) {
+    smartContractOrderToOrder(scOrder) {
         return perpetualDataHandler_1.default.fromSmartContractOrder(scOrder, this.symbolToPerpStaticInfo);
-    };
-    OrderReferrerTool.prototype.getTransactionCount = function (blockTag) {
-        return tslib_1.__awaiter(this, void 0, void 0, function () {
-            return tslib_1.__generator(this, function (_a) {
-                switch (_a.label) {
-                    case 0:
-                        if (this.signer == null) {
-                            throw Error("no wallet initialized. Use createProxyInstance().");
-                        }
-                        return [4 /*yield*/, this.signer.getTransactionCount(blockTag)];
-                    case 1: return [2 /*return*/, _a.sent()];
-                }
-            });
-        });
-    };
-    OrderReferrerTool.TRADE_DELAY = 4;
-    return OrderReferrerTool;
-}(writeAccessHandler_1.default));
+    }
+    async getTransactionCount(blockTag) {
+        if (this.signer == null) {
+            throw Error("no wallet initialized. Use createProxyInstance().");
+        }
+        return await this.signer.getTransactionCount(blockTag);
+    }
+}
 exports.default = OrderReferrerTool;
+OrderReferrerTool.TRADE_DELAY = 4;
 //# sourceMappingURL=orderReferrerTool.js.map