@d8x/perpetuals-sdk 0.7.4 → 0.7.6

package/dist/cjs/priceFeeds.js.map

@@ -1 +1 @@
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package/dist/cjs/traderDigests.js

@@ -1,26 +1,24 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-var abi_1 = require("@ethersproject/abi");
-var bytes_1 = require("@ethersproject/bytes");
-var keccak256_1 = require("@ethersproject/keccak256");
-var strings_1 = require("@ethersproject/strings");
-var buffer_1 = require("buffer");
-var TraderDigests = /** @class */ (function () {
-    function TraderDigests() {
-    }
+const abi_1 = require("@ethersproject/abi");
+const bytes_1 = require("@ethersproject/bytes");
+const keccak256_1 = require("@ethersproject/keccak256");
+const strings_1 = require("@ethersproject/strings");
+const buffer_1 = require("buffer");
+class TraderDigests {
     /**
      * Creates an order-id from the digest. Order-id is the 'digest' used in the smart contract.
      * @param digest  created with _createDigest
      * @returns orderId string
      * @ignore
      */
-    TraderDigests.prototype.createOrderId = function (digest) {
-        var digestBuffer = buffer_1.Buffer.from(digest.substring(2, digest.length), "hex");
-        var messagePrefix = "\x19Ethereum Signed Message:\n";
-        var tmp = (0, bytes_1.concat)([(0, strings_1.toUtf8Bytes)(messagePrefix), (0, strings_1.toUtf8Bytes)(String(digestBuffer.length)), digestBuffer]);
+    createOrderId(digest) {
+        let digestBuffer = buffer_1.Buffer.from(digest.substring(2, digest.length), "hex");
+        const messagePrefix = "\x19Ethereum Signed Message:\n";
+        let tmp = (0, bytes_1.concat)([(0, strings_1.toUtf8Bytes)(messagePrefix), (0, strings_1.toUtf8Bytes)(String(digestBuffer.length)), digestBuffer]);
         // see: https://github.com/ethers-io/ethers.js/blob/c80fcddf50a9023486e9f9acb1848aba4c19f7b6/packages/hash/src.ts/message.ts#L7
         return (0, keccak256_1.keccak256)(tmp);
-    };
+    }
     /**
      * Creates a digest (order-id)
      * @param order         smart-contract-type order
@@ -31,12 +29,12 @@ var TraderDigests = /** @class */ (function () {
      * @returns digest
      * @ignore
      */
-    TraderDigests.prototype.createDigest = function (order, chainId, isNewOrder, proxyAddress) {
-        var NAME = "Perpetual Trade Manager";
-        var DOMAIN_TYPEHASH = (0, keccak256_1.keccak256)(buffer_1.Buffer.from("EIP712Domain(string name,uint256 chainId,address verifyingContract)"));
-        var domainSeparator = (0, keccak256_1.keccak256)(abi_1.defaultAbiCoder.encode(["bytes32", "bytes32", "uint256", "address"], [DOMAIN_TYPEHASH, (0, keccak256_1.keccak256)(buffer_1.Buffer.from(NAME)), chainId, proxyAddress]));
-        var TRADE_ORDER_TYPEHASH = (0, keccak256_1.keccak256)(buffer_1.Buffer.from("Order(uint24 iPerpetualId,uint16 brokerFeeTbps,address traderAddr,address brokerAddr,int128 fAmount,int128 fLimitPrice,int128 fTriggerPrice,uint32 iDeadline,uint32 flags,uint16 leverageTDR,uint32 executionTimestamp)"));
-        var structHash = (0, keccak256_1.keccak256)(abi_1.defaultAbiCoder.encode([
+    createDigest(order, chainId, isNewOrder, proxyAddress) {
+        const NAME = "Perpetual Trade Manager";
+        const DOMAIN_TYPEHASH = (0, keccak256_1.keccak256)(buffer_1.Buffer.from("EIP712Domain(string name,uint256 chainId,address verifyingContract)"));
+        let domainSeparator = (0, keccak256_1.keccak256)(abi_1.defaultAbiCoder.encode(["bytes32", "bytes32", "uint256", "address"], [DOMAIN_TYPEHASH, (0, keccak256_1.keccak256)(buffer_1.Buffer.from(NAME)), chainId, proxyAddress]));
+        const TRADE_ORDER_TYPEHASH = (0, keccak256_1.keccak256)(buffer_1.Buffer.from("Order(uint24 iPerpetualId,uint16 brokerFeeTbps,address traderAddr,address brokerAddr,int128 fAmount,int128 fLimitPrice,int128 fTriggerPrice,uint32 iDeadline,uint32 flags,uint16 leverageTDR,uint32 executionTimestamp)"));
+        let structHash = (0, keccak256_1.keccak256)(abi_1.defaultAbiCoder.encode([
             "bytes32",
             "uint24",
             "uint16",
@@ -63,10 +61,9 @@ var TraderDigests = /** @class */ (function () {
             order.leverageTDR,
             order.executionTimestamp,
         ]));
-        var digest = (0, keccak256_1.keccak256)(abi_1.defaultAbiCoder.encode(["bytes32", "bytes32", "bool"], [domainSeparator, structHash, isNewOrder]));
+        let digest = (0, keccak256_1.keccak256)(abi_1.defaultAbiCoder.encode(["bytes32", "bytes32", "bool"], [domainSeparator, structHash, isNewOrder]));
         return digest;
-    };
-    return TraderDigests;
-}());
+    }
+}
 exports.default = TraderDigests;
 //# sourceMappingURL=traderDigests.js.map

package/dist/cjs/traderDigests.js.map

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package/dist/cjs/traderInterface.js

@@ -1,18 +1,17 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-var tslib_1 = require("tslib");
-var d8XMath_1 = require("./d8XMath");
-var marketData_1 = tslib_1.__importDefault(require("./marketData"));
-var nodeSDKTypes_1 = require("./nodeSDKTypes");
-var perpetualDataHandler_1 = tslib_1.__importDefault(require("./perpetualDataHandler"));
-var traderDigests_1 = tslib_1.__importDefault(require("./traderDigests"));
+const tslib_1 = require("tslib");
+const d8XMath_1 = require("./d8XMath");
+const marketData_1 = tslib_1.__importDefault(require("./marketData"));
+const nodeSDKTypes_1 = require("./nodeSDKTypes");
+const perpetualDataHandler_1 = tslib_1.__importDefault(require("./perpetualDataHandler"));
+const traderDigests_1 = tslib_1.__importDefault(require("./traderDigests"));
 /**
  * Interface that can be used by front-end that wraps all private functions
  * so that signatures can be handled in frontend via wallet
  * @extends MarketData
  */
-var TraderInterface = /** @class */ (function (_super) {
-    tslib_1.__extends(TraderInterface, _super);
+class TraderInterface extends marketData_1.default {
     // accTrade.order(order)
     // cancelOrder(symbol: string, orderId: string)
     // accTrade.setAllowance
@@ -22,10 +21,9 @@ var TraderInterface = /** @class */ (function (_super) {
      * @param {NodeSDKConfig} config Configuration object, see
      * PerpetualDataHandler.readSDKConfig.
      */
-    function TraderInterface(config) {
-        var _this = _super.call(this, config) || this;
-        _this.digestTool = new traderDigests_1.default();
-        return _this;
+    constructor(config) {
+        super(config);
+        this.digestTool = new traderDigests_1.default();
     }
     /**
      * Get the fee that is charged to the trader for a given broker (can be ZERO-address),
@@ -35,48 +33,28 @@ var TraderInterface = /** @class */ (function (_super) {
      * @param brokerAddr address of broker
      * @returns fee (in decimals) that is charged by exchange (without broker)
      */
-    TraderInterface.prototype.queryExchangeFee = function (poolSymbolName, traderAddr, brokerAddr, overrides) {
-        return tslib_1.__awaiter(this, void 0, void 0, function () {
-            var poolId, feeTbps;
-            return tslib_1.__generator(this, function (_a) {
-                switch (_a.label) {
-                    case 0:
-                        if (this.proxyContract == null) {
-                            throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
-                        }
-                        poolId = perpetualDataHandler_1.default._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
-                        return [4 /*yield*/, this.proxyContract.queryExchangeFee(poolId, traderAddr, brokerAddr, overrides || {})];
-                    case 1:
-                        feeTbps = _a.sent();
-                        return [2 /*return*/, feeTbps / 100000];
-                }
-            });
-        });
-    };
+    async queryExchangeFee(poolSymbolName, traderAddr, brokerAddr, overrides) {
+        if (this.proxyContract == null) {
+            throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
+        }
+        let poolId = perpetualDataHandler_1.default._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
+        let feeTbps = await this.proxyContract.queryExchangeFee(poolId, traderAddr, brokerAddr, overrides || {});
+        return feeTbps / 100000;
+    }
     /**
      *
      * @param poolSymbolName pool symbol, e.g. MATIC
      * @param traderAddr address of the trader
      * @returns volume in USD
      */
-    TraderInterface.prototype.getCurrentTraderVolume = function (poolSymbolName, traderAddr, overrides) {
-        return tslib_1.__awaiter(this, void 0, void 0, function () {
-            var poolId, volume;
-            return tslib_1.__generator(this, function (_a) {
-                switch (_a.label) {
-                    case 0:
-                        if (this.proxyContract == null) {
-                            throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
-                        }
-                        poolId = perpetualDataHandler_1.default._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
-                        return [4 /*yield*/, this.proxyContract.getCurrentTraderVolume(poolId, traderAddr, overrides || {})];
-                    case 1:
-                        volume = _a.sent();
-                        return [2 /*return*/, (0, d8XMath_1.ABK64x64ToFloat)(volume)];
-                }
-            });
-        });
-    };
+    async getCurrentTraderVolume(poolSymbolName, traderAddr, overrides) {
+        if (this.proxyContract == null) {
+            throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
+        }
+        let poolId = perpetualDataHandler_1.default._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
+        let volume = await this.proxyContract.getCurrentTraderVolume(poolId, traderAddr, overrides || {});
+        return (0, d8XMath_1.ABK64x64ToFloat)(volume);
+    }
     /**
      * Get digest to cancel an order. Digest needs to be signed and submitted via
      * orderBookContract.cancelOrder(orderId, signature);
@@ -84,44 +62,34 @@ var TraderInterface = /** @class */ (function (_super) {
      * @param orderId
      * @returns tuple of digest which the trader needs to sign and address of order book contract
      */
-    TraderInterface.prototype.cancelOrderDigest = function (symbol, orderId, overrides) {
-        return tslib_1.__awaiter(this, void 0, void 0, function () {
-            var orderBookContract, scOrder, digest;
-            return tslib_1.__generator(this, function (_a) {
-                switch (_a.label) {
-                    case 0:
-                        if (this.proxyContract == null) {
-                            throw Error("no proxy contract initialized. Use createProxyInstance().");
-                        }
-                        orderBookContract = this.getOrderBookContract(symbol);
-                        return [4 /*yield*/, orderBookContract.orderOfDigest(orderId, overrides || {})];
-                    case 1:
-                        scOrder = _a.sent();
-                        digest = this.digestTool.createDigest(scOrder, this.chainId, false, this.proxyAddr);
-                        return [2 /*return*/, { digest: digest, OBContractAddr: orderBookContract.address }];
-                }
-            });
-        });
-    };
+    async cancelOrderDigest(symbol, orderId, overrides) {
+        if (this.proxyContract == null) {
+            throw Error("no proxy contract initialized. Use createProxyInstance().");
+        }
+        let orderBookContract = this.getOrderBookContract(symbol);
+        let scOrder = await orderBookContract.orderOfDigest(orderId, overrides || {});
+        let digest = this.digestTool.createDigest(scOrder, this.chainId, false, this.proxyAddr);
+        return { digest: digest, OBContractAddr: orderBookContract.address };
+    }
     /**
      * Get the order book address for a perpetual
      * @param symbol symbol (e.g. MATIC-USD-MATIC)
      * @returns order book address for the perpetual
      */
-    TraderInterface.prototype.getOrderBookAddress = function (symbol) {
-        var orderBookContract = this.getOrderBookContract(symbol);
+    getOrderBookAddress(symbol) {
+        let orderBookContract = this.getOrderBookContract(symbol);
         return orderBookContract.address;
-    };
+    }
     /**
      * createSmartContractOrder from user-friendly order
      * @param order order struct
      * @param traderAddr address of trader
      * @returns Smart contract type order struct
      */
-    TraderInterface.prototype.createSmartContractOrder = function (order, traderAddr) {
-        var scOrder = TraderInterface.toSmartContractOrder(order, traderAddr, this.symbolToPerpStaticInfo);
+    createSmartContractOrder(order, traderAddr) {
+        let scOrder = TraderInterface.toSmartContractOrder(order, traderAddr, this.symbolToPerpStaticInfo);
         return scOrder;
-    };
+    }
     /**
      * Create smart contract order and digest that the trader signs.
      * await orderBookContract.postOrder(scOrder, signature, { gasLimit: gasLimit });
@@ -129,43 +97,43 @@ var TraderInterface = /** @class */ (function (_super) {
      * @param scOrder smart contract order struct (get from order via createSCOrder)
      * @returns digest that the trader has to sign
      */
-    TraderInterface.prototype.orderDigest = function (scOrder) {
+    orderDigest(scOrder) {
         if (this.proxyContract == null) {
             throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
         }
-        var digest = this.digestTool.createDigest(scOrder, this.chainId, true, this.proxyContract.address);
+        let digest = this.digestTool.createDigest(scOrder, this.chainId, true, this.proxyContract.address);
         return digest;
-    };
+    }
     /**
      * Get the ABI of a method in the proxy contract
      * @param method Name of the method
      * @returns ABI as a single string
      */
-    TraderInterface.prototype.getProxyABI = function (method) {
+    getProxyABI(method) {
         if (this.proxyContract == null) {
             throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
         }
         return perpetualDataHandler_1.default._getABIFromContract(this.proxyContract, method);
-    };
+    }
     /**
      * Get the ABI of a method in the Limit Order Book contract corresponding to a given symbol.
      * @param symbol Symbol of the form MATIC-USD-MATIC
      * @param method Name of the method
      * @returns ABI as a single string
      */
-    TraderInterface.prototype.getOrderBookABI = function (symbol, method) {
+    getOrderBookABI(symbol, method) {
         if (this.proxyContract == null) {
             throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
         }
-        var orderBookContract = this.getOrderBookContract(symbol);
+        let orderBookContract = this.getOrderBookContract(symbol);
         return perpetualDataHandler_1.default._getABIFromContract(orderBookContract, method);
-    };
-    TraderInterface.chainOrders = function (orders, ids) {
+    }
+    static chainOrders(orders, ids) {
         // add dependency
-        var obOrders = new Array(orders.length);
+        let obOrders = new Array(orders.length);
         if (orders.length == 1 || orders.length > 3) {
             // nothing to add
-            obOrders = orders.map(function (o) { return perpetualDataHandler_1.default.fromSmartContratOrderToClientOrder(o); });
+            obOrders = orders.map((o) => perpetualDataHandler_1.default.fromSmartContratOrderToClientOrder(o));
         }
         else if (orders.length == 2) {
             // first order is parent, second a child
@@ -179,8 +147,7 @@ var TraderInterface = /** @class */ (function (_super) {
             obOrders[2] = perpetualDataHandler_1.default.fromSmartContratOrderToClientOrder(orders[2], [nodeSDKTypes_1.ZERO_ORDER_ID, ids[0]]);
         }
         return obOrders;
-    };
-    return TraderInterface;
-}(marketData_1.default));
+    }
+}
 exports.default = TraderInterface;
 //# sourceMappingURL=traderInterface.js.map

package/dist/cjs/traderInterface.js.map

@@ -1 +1 @@
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package/dist/cjs/triangulator.js

@@ -1,9 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-var tslib_1 = require("tslib");
-var Triangulator = /** @class */ (function () {
-    function Triangulator() {
-    }
+class Triangulator {
     /**
      * Find all possible triangulation paths
      * @param ccyBase array of base currencies ['BTC', 'ETH', 'MATIC', ...]
@@ -12,11 +9,11 @@ var Triangulator = /** @class */ (function () {
      * @returns array of different paths for which multiplication leads to
      *  desired pair, e.g. [['MATIC-USD'], ['MATIC-ETH', 'ETH-USD']]
      */
-    Triangulator.findPath = function (ccyBase, ccyQuote, pair) {
-        var _a = tslib_1.__read(pair.split("-"), 2), base = _a[0], quote = _a[1];
-        var paths = new Array();
-        for (var k = 0; k < ccyBase.length; k++) {
-            var currentPath = [];
+    static findPath(ccyBase, ccyQuote, pair) {
+        let [base, quote] = pair.split("-");
+        let paths = new Array();
+        for (let k = 0; k < ccyBase.length; k++) {
+            let currentPath = [];
             if (ccyBase[k] == base) {
                 currentPath.push(ccyBase[k] + "-" + ccyQuote[k]);
                 if (ccyQuote[k] == quote) {
@@ -25,44 +22,44 @@ var Triangulator = /** @class */ (function () {
                 }
                 else {
                     // find path for ccyQuote[k]-quote without the currency
-                    var newBase = new Array();
-                    var newQuote = new Array();
-                    for (var j = 0; j < ccyBase.length; j++) {
+                    let newBase = new Array();
+                    let newQuote = new Array();
+                    for (let j = 0; j < ccyBase.length; j++) {
                         if (j != k && ccyQuote[j] + "-" + ccyBase[j] != ccyBase[k] + "-" + ccyQuote[k]) {
                             newBase.push(ccyBase[j]);
                             newQuote.push(ccyQuote[j]);
                         }
                     }
-                    var recPaths = Triangulator.findPath(newBase, newQuote, ccyQuote[k] + "-" + quote);
-                    for (var j = 0; j < recPaths.length; j++) {
+                    let recPaths = Triangulator.findPath(newBase, newQuote, ccyQuote[k] + "-" + quote);
+                    for (let j = 0; j < recPaths.length; j++) {
                         paths.push(currentPath.concat(recPaths[j]));
                     }
                 }
             }
         }
         return paths;
-    };
+    }
     /**
      * Calculate the triangulated price from underlying prices
      * @param triangulation triangulation of with symbol and is-inverted flag
      * @param feedIdxPrices map of symbol to price
      * @returns triangulated price (scalar), true if market closed or price unavailable
      */
-    Triangulator.calculateTriangulatedPrice = function (triangulation, feedIdxPrices) {
-        var px = 1;
-        var isOpen = true;
-        for (var j = 0; j < triangulation[0].length; j++) {
-            var pxFeed = feedIdxPrices.get(triangulation[0][j]);
+    static calculateTriangulatedPrice(triangulation, feedIdxPrices) {
+        let px = 1;
+        let isOpen = true;
+        for (let j = 0; j < triangulation[0].length; j++) {
+            let pxFeed = feedIdxPrices.get(triangulation[0][j]);
             if (pxFeed == undefined) {
                 // no price available for given index
                 return [-1, true];
             }
             px = triangulation[1][j] ? px / pxFeed[0] : px * pxFeed[0];
-            var isClosed = pxFeed[1];
+            let isClosed = pxFeed[1];
             isOpen = isOpen && !isClosed;
         }
         return [px, !isOpen];
-    };
+    }
     /**
      * Finds shortest path and returns indices required and whether to divide or not
      * @example triangulate BTC-USDC:  [ [ 'BTC-USD', 'USDC-USD' ], [ false, true ] ]
@@ -71,17 +68,17 @@ var Triangulator = /** @class */ (function () {
      * @returns shortest path with given indices, array whether we have to divide (true) or multiply
      *  to arrive at the desired price
      */
-    Triangulator.triangulate = function (ccyArr, symbol) {
-        var ccyBase = ccyArr.map(function (x) { return x.split("-")[0]; });
-        var ccyQuote = ccyArr.map(function (x) { return x.split("-")[1]; });
-        var p = Triangulator.findPath(ccyBase.concat(ccyQuote), ccyQuote.concat(ccyBase), symbol);
+    static triangulate(ccyArr, symbol) {
+        let ccyBase = ccyArr.map((x) => x.split("-")[0]);
+        let ccyQuote = ccyArr.map((x) => x.split("-")[1]);
+        let p = Triangulator.findPath(ccyBase.concat(ccyQuote), ccyQuote.concat(ccyBase), symbol);
         if (p.length == 0) {
             return [[], []];
         }
-        var len = p.map(function (x) { return x.length; });
-        var minLen = 100;
-        var minIdx = -1;
-        for (var j = 0; j < p.length; j++) {
+        let len = p.map((x) => x.length);
+        let minLen = 100;
+        let minIdx = -1;
+        for (let j = 0; j < p.length; j++) {
             if (len[j] < minLen) {
                 minLen = len[j];
                 minIdx = j;
@@ -90,23 +87,22 @@ var Triangulator = /** @class */ (function () {
                 }
             }
         }
-        var path = p[minIdx];
-        var invert = new Array();
-        var indexPath = new Array();
-        for (var k = 0; k < path.length; k++) {
+        let path = p[minIdx];
+        let invert = new Array();
+        let indexPath = new Array();
+        for (let k = 0; k < path.length; k++) {
             if (ccyArr.includes(path[k], 0)) {
                 indexPath.push(path[k]);
                 invert.push(false);
             }
             else {
-                var inv = path[k].split("-");
+                let inv = path[k].split("-");
                 indexPath.push(inv[1] + "-" + inv[0]);
                 invert.push(true);
             }
         }
         return [indexPath, invert];
-    };
-    return Triangulator;
-}());
+    }
+}
 exports.default = Triangulator;
 //# sourceMappingURL=triangulator.js.map

package/dist/cjs/triangulator.js.map

@@ -1 +1 @@
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