@d8x/perpetuals-sdk 0.7.6 → 0.7.7

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (119) hide show
  1. package/dist/cjs/accountTrade.js +243 -134
  2. package/dist/cjs/accountTrade.js.map +1 -1
  3. package/dist/cjs/brokerTool.js +290 -144
  4. package/dist/cjs/brokerTool.js.map +1 -1
  5. package/dist/cjs/config/priceFeedConfig.json +1 -1
  6. package/dist/cjs/contracts/factories/ERC20__factory.js +12 -9
  7. package/dist/cjs/contracts/factories/ERC20__factory.js.map +1 -1
  8. package/dist/cjs/contracts/factories/IPerpetualManager__factory.js +12 -9
  9. package/dist/cjs/contracts/factories/IPerpetualManager__factory.js.map +1 -1
  10. package/dist/cjs/contracts/factories/LimitOrderBookFactory__factory.js +12 -9
  11. package/dist/cjs/contracts/factories/LimitOrderBookFactory__factory.js.map +1 -1
  12. package/dist/cjs/contracts/factories/LimitOrderBook__factory.js +12 -9
  13. package/dist/cjs/contracts/factories/LimitOrderBook__factory.js.map +1 -1
  14. package/dist/cjs/contracts/factories/MockTokenSwap__factory.js +12 -9
  15. package/dist/cjs/contracts/factories/MockTokenSwap__factory.js.map +1 -1
  16. package/dist/cjs/contracts/factories/ShareToken__factory.js +12 -9
  17. package/dist/cjs/contracts/factories/ShareToken__factory.js.map +1 -1
  18. package/dist/cjs/contracts/factories/zkevmTestnet/IPerpetualManager__factory.js +12 -9
  19. package/dist/cjs/contracts/factories/zkevmTestnet/IPerpetualManager__factory.js.map +1 -1
  20. package/dist/cjs/contracts/factories/zkevmTestnet/LimitOrderBookFactory__factory.js +12 -9
  21. package/dist/cjs/contracts/factories/zkevmTestnet/LimitOrderBookFactory__factory.js.map +1 -1
  22. package/dist/cjs/contracts/factories/zkevmTestnet/LimitOrderBook__factory.js +12 -9
  23. package/dist/cjs/contracts/factories/zkevmTestnet/LimitOrderBook__factory.js.map +1 -1
  24. package/dist/cjs/contracts/factories/zkevmTestnet/ShareToken__factory.js +12 -9
  25. package/dist/cjs/contracts/factories/zkevmTestnet/ShareToken__factory.js.map +1 -1
  26. package/dist/cjs/contracts/index.js +1 -1
  27. package/dist/cjs/d8XMath.js +66 -65
  28. package/dist/cjs/d8XMath.js.map +1 -1
  29. package/dist/cjs/index.js +11 -11
  30. package/dist/cjs/index.js.map +1 -1
  31. package/dist/cjs/liquidatorTool.js +137 -80
  32. package/dist/cjs/liquidatorTool.js.map +1 -1
  33. package/dist/cjs/liquidityProviderTool.js +65 -33
  34. package/dist/cjs/liquidityProviderTool.js.map +1 -1
  35. package/dist/cjs/marketData.js +978 -635
  36. package/dist/cjs/marketData.js.map +1 -1
  37. package/dist/cjs/nodeSDKTypes.js +22 -10
  38. package/dist/cjs/nodeSDKTypes.js.map +1 -1
  39. package/dist/cjs/orderReferrerTool.js +323 -200
  40. package/dist/cjs/orderReferrerTool.js.map +1 -1
  41. package/dist/cjs/perpetualDataHandler.js +550 -404
  42. package/dist/cjs/perpetualDataHandler.js.map +1 -1
  43. package/dist/cjs/perpetualEventHandler.js +190 -129
  44. package/dist/cjs/perpetualEventHandler.js.map +1 -1
  45. package/dist/cjs/priceFeeds.js +335 -223
  46. package/dist/cjs/priceFeeds.js.map +1 -1
  47. package/dist/cjs/traderDigests.js +23 -20
  48. package/dist/cjs/traderDigests.js.map +1 -1
  49. package/dist/cjs/traderInterface.js +87 -54
  50. package/dist/cjs/traderInterface.js.map +1 -1
  51. package/dist/cjs/triangulator.js +38 -34
  52. package/dist/cjs/triangulator.js.map +1 -1
  53. package/dist/cjs/utils.js +32 -18
  54. package/dist/cjs/utils.js.map +1 -1
  55. package/dist/cjs/version.d.ts +1 -1
  56. package/dist/cjs/version.js +1 -1
  57. package/dist/cjs/writeAccessHandler.js +112 -78
  58. package/dist/cjs/writeAccessHandler.js.map +1 -1
  59. package/dist/esm/accountTrade.js +237 -126
  60. package/dist/esm/accountTrade.js.map +1 -1
  61. package/dist/esm/brokerTool.js +284 -136
  62. package/dist/esm/brokerTool.js.map +1 -1
  63. package/dist/esm/config/priceFeedConfig.json +1 -1
  64. package/dist/esm/contracts/factories/ERC20__factory.js +12 -8
  65. package/dist/esm/contracts/factories/ERC20__factory.js.map +1 -1
  66. package/dist/esm/contracts/factories/IPerpetualManager__factory.js +12 -8
  67. package/dist/esm/contracts/factories/IPerpetualManager__factory.js.map +1 -1
  68. package/dist/esm/contracts/factories/LimitOrderBookFactory__factory.js +12 -8
  69. package/dist/esm/contracts/factories/LimitOrderBookFactory__factory.js.map +1 -1
  70. package/dist/esm/contracts/factories/LimitOrderBook__factory.js +12 -8
  71. package/dist/esm/contracts/factories/LimitOrderBook__factory.js.map +1 -1
  72. package/dist/esm/contracts/factories/MockTokenSwap__factory.js +12 -8
  73. package/dist/esm/contracts/factories/MockTokenSwap__factory.js.map +1 -1
  74. package/dist/esm/contracts/factories/ShareToken__factory.js +12 -8
  75. package/dist/esm/contracts/factories/ShareToken__factory.js.map +1 -1
  76. package/dist/esm/contracts/factories/zkevmTestnet/IPerpetualManager__factory.js +12 -8
  77. package/dist/esm/contracts/factories/zkevmTestnet/IPerpetualManager__factory.js.map +1 -1
  78. package/dist/esm/contracts/factories/zkevmTestnet/LimitOrderBookFactory__factory.js +12 -8
  79. package/dist/esm/contracts/factories/zkevmTestnet/LimitOrderBookFactory__factory.js.map +1 -1
  80. package/dist/esm/contracts/factories/zkevmTestnet/LimitOrderBook__factory.js +12 -8
  81. package/dist/esm/contracts/factories/zkevmTestnet/LimitOrderBook__factory.js.map +1 -1
  82. package/dist/esm/contracts/factories/zkevmTestnet/ShareToken__factory.js +12 -8
  83. package/dist/esm/contracts/factories/zkevmTestnet/ShareToken__factory.js.map +1 -1
  84. package/dist/esm/d8XMath.js +64 -63
  85. package/dist/esm/d8XMath.js.map +1 -1
  86. package/dist/esm/liquidatorTool.js +136 -77
  87. package/dist/esm/liquidatorTool.js.map +1 -1
  88. package/dist/esm/liquidityProviderTool.js +63 -29
  89. package/dist/esm/liquidityProviderTool.js.map +1 -1
  90. package/dist/esm/marketData.js +971 -626
  91. package/dist/esm/marketData.js.map +1 -1
  92. package/dist/esm/nodeSDKTypes.js +48 -36
  93. package/dist/esm/nodeSDKTypes.js.map +1 -1
  94. package/dist/esm/orderReferrerTool.js +319 -194
  95. package/dist/esm/orderReferrerTool.js.map +1 -1
  96. package/dist/esm/perpetualDataHandler.js +542 -394
  97. package/dist/esm/perpetualDataHandler.js.map +1 -1
  98. package/dist/esm/perpetualEventHandler.js +188 -126
  99. package/dist/esm/perpetualEventHandler.js.map +1 -1
  100. package/dist/esm/priceFeeds.js +332 -218
  101. package/dist/esm/priceFeeds.js.map +1 -1
  102. package/dist/esm/traderDigests.js +19 -15
  103. package/dist/esm/traderDigests.js.map +1 -1
  104. package/dist/esm/traderInterface.js +83 -48
  105. package/dist/esm/traderInterface.js.map +1 -1
  106. package/dist/esm/triangulator.js +39 -34
  107. package/dist/esm/triangulator.js.map +1 -1
  108. package/dist/esm/utils.js +30 -16
  109. package/dist/esm/utils.js.map +1 -1
  110. package/dist/esm/version.d.ts +1 -1
  111. package/dist/esm/version.js +1 -1
  112. package/dist/esm/version.js.map +1 -1
  113. package/dist/esm/writeAccessHandler.js +105 -69
  114. package/dist/esm/writeAccessHandler.js.map +1 -1
  115. package/package.json +1 -1
  116. package/src/accountTrade.ts +6 -1
  117. package/src/config/priceFeedConfig.json +1 -1
  118. package/src/orderReferrerTool.ts +2 -0
  119. package/src/version.ts +1 -1
@@ -1,18 +1,19 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
- const tslib_1 = require("tslib");
4
- const bignumber_1 = require("@ethersproject/bignumber");
5
- const constants_1 = require("@ethersproject/constants");
6
- const nodeSDKTypes_1 = require("./nodeSDKTypes");
7
- const perpetualDataHandler_1 = tslib_1.__importDefault(require("./perpetualDataHandler"));
8
- const writeAccessHandler_1 = tslib_1.__importDefault(require("./writeAccessHandler"));
3
+ var tslib_1 = require("tslib");
4
+ var bignumber_1 = require("@ethersproject/bignumber");
5
+ var constants_1 = require("@ethersproject/constants");
6
+ var nodeSDKTypes_1 = require("./nodeSDKTypes");
7
+ var perpetualDataHandler_1 = tslib_1.__importDefault(require("./perpetualDataHandler"));
8
+ var writeAccessHandler_1 = tslib_1.__importDefault(require("./writeAccessHandler"));
9
9
  /**
10
10
  * Functions to execute existing conditional orders from the limit order book. This class
11
11
  * requires a private key and executes smart-contract interactions that require
12
12
  * gas-payments.
13
13
  * @extends WriteAccessHandler
14
14
  */
15
- class OrderReferrerTool extends writeAccessHandler_1.default {
15
+ var OrderReferrerTool = /** @class */ (function (_super) {
16
+ tslib_1.__extends(OrderReferrerTool, _super);
16
17
  /**
17
18
  * Constructor.
18
19
  * @param {NodeSDKConfig} config Configuration object, see PerpetualDataHandler.readSDKConfig.
@@ -32,10 +33,11 @@ class OrderReferrerTool extends writeAccessHandler_1.default {
32
33
  *
33
34
  * @param {string | Signer} signer Private key or ethers Signer of the account
34
35
  */
35
- constructor(config, signer) {
36
- super(config, signer);
36
+ function OrderReferrerTool(config, signer) {
37
+ var _this = _super.call(this, config, signer) || this;
37
38
  // override parent's gas limit with a lower number
38
- this.gasLimit = 4000000;
39
+ _this.gasLimit = 4000000;
40
+ return _this;
39
41
  }
40
42
  /**
41
43
  * Executes an order by symbol and ID. This action interacts with the blockchain and incurs gas costs.
@@ -71,46 +73,66 @@ class OrderReferrerTool extends writeAccessHandler_1.default {
71
73
  * main();
72
74
  * @returns Transaction object.
73
75
  */
74
- async executeOrder(symbol, orderId, referrerAddr, submission, overrides) {
75
- if (this.proxyContract == null || this.signer == null) {
76
- throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
77
- }
78
- const orderBookSC = this.getOrderBookContract(symbol);
79
- if (typeof referrerAddr == "undefined") {
80
- referrerAddr = this.traderAddr;
81
- }
82
- if (submission == undefined) {
83
- submission = await this.priceFeedGetter.fetchLatestFeedPriceInfoForPerpetual(symbol);
84
- }
85
- if (!overrides || overrides.value == undefined) {
86
- overrides = {
87
- value: submission.timestamps.length * this.PRICE_UPDATE_FEE_GWEI,
88
- gasLimit: overrides?.gasLimit ?? this.gasLimit,
89
- ...overrides,
90
- };
91
- }
92
- return await orderBookSC.executeOrder(orderId, referrerAddr, submission.priceFeedVaas, submission.timestamps, overrides);
93
- }
94
- async executeOrders(symbol, orderIds, referrerAddr, submission, overrides) {
95
- if (this.proxyContract == null || this.signer == null) {
96
- throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
97
- }
98
- const orderBookSC = this.getOrderBookContract(symbol);
99
- if (typeof referrerAddr == "undefined") {
100
- referrerAddr = this.traderAddr;
101
- }
102
- if (submission == undefined) {
103
- submission = await this.priceFeedGetter.fetchLatestFeedPriceInfoForPerpetual(symbol);
104
- }
105
- if (!overrides || overrides.value == undefined) {
106
- overrides = {
107
- value: submission.timestamps.length * this.PRICE_UPDATE_FEE_GWEI,
108
- gasLimit: overrides?.gasLimit ?? this.gasLimit,
109
- ...overrides,
110
- };
111
- }
112
- return await orderBookSC.executeOrders(orderIds, referrerAddr, submission?.priceFeedVaas, submission?.timestamps, overrides);
113
- }
76
+ OrderReferrerTool.prototype.executeOrder = function (symbol, orderId, referrerAddr, submission, overrides) {
77
+ var _a;
78
+ return tslib_1.__awaiter(this, void 0, void 0, function () {
79
+ var orderBookSC, nonce;
80
+ return tslib_1.__generator(this, function (_b) {
81
+ switch (_b.label) {
82
+ case 0:
83
+ if (this.proxyContract == null || this.signer == null) {
84
+ throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
85
+ }
86
+ orderBookSC = this.getOrderBookContract(symbol);
87
+ if (typeof referrerAddr == "undefined") {
88
+ referrerAddr = this.traderAddr;
89
+ }
90
+ if (!(submission == undefined)) return [3 /*break*/, 2];
91
+ return [4 /*yield*/, this.priceFeedGetter.fetchLatestFeedPriceInfoForPerpetual(symbol)];
92
+ case 1:
93
+ submission = _b.sent();
94
+ _b.label = 2;
95
+ case 2: return [4 /*yield*/, this.signer.getTransactionCount()];
96
+ case 3:
97
+ nonce = _b.sent();
98
+ if (!overrides || overrides.value == undefined) {
99
+ 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, nonce: nonce }, overrides);
100
+ }
101
+ return [4 /*yield*/, orderBookSC.executeOrder(orderId, referrerAddr, submission.priceFeedVaas, submission.timestamps, overrides)];
102
+ case 4: return [2 /*return*/, _b.sent()];
103
+ }
104
+ });
105
+ });
106
+ };
107
+ OrderReferrerTool.prototype.executeOrders = function (symbol, orderIds, referrerAddr, submission, overrides) {
108
+ var _a;
109
+ return tslib_1.__awaiter(this, void 0, void 0, function () {
110
+ var orderBookSC;
111
+ return tslib_1.__generator(this, function (_b) {
112
+ switch (_b.label) {
113
+ case 0:
114
+ if (this.proxyContract == null || this.signer == null) {
115
+ throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
116
+ }
117
+ orderBookSC = this.getOrderBookContract(symbol);
118
+ if (typeof referrerAddr == "undefined") {
119
+ referrerAddr = this.traderAddr;
120
+ }
121
+ if (!(submission == undefined)) return [3 /*break*/, 2];
122
+ return [4 /*yield*/, this.priceFeedGetter.fetchLatestFeedPriceInfoForPerpetual(symbol)];
123
+ case 1:
124
+ submission = _b.sent();
125
+ _b.label = 2;
126
+ case 2:
127
+ if (!overrides || overrides.value == undefined) {
128
+ 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);
129
+ }
130
+ 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)];
131
+ case 3: return [2 /*return*/, _b.sent()];
132
+ }
133
+ });
134
+ });
135
+ };
114
136
  /**
115
137
  * All the orders in the order book for a given symbol that are currently open.
116
138
  * @param {string} symbol Symbol of the form ETH-USD-MATIC.
@@ -131,10 +153,20 @@ class OrderReferrerTool extends writeAccessHandler_1.default {
131
153
  *
132
154
  * @returns Array with all open orders and their IDs.
133
155
  */
134
- async getAllOpenOrders(symbol, overrides) {
135
- let totalOrders = await this.numberOfOpenOrders(symbol, overrides);
136
- return await this.pollLimitOrders(symbol, totalOrders, nodeSDKTypes_1.ZERO_ORDER_ID, overrides);
137
- }
156
+ OrderReferrerTool.prototype.getAllOpenOrders = function (symbol, overrides) {
157
+ return tslib_1.__awaiter(this, void 0, void 0, function () {
158
+ var totalOrders;
159
+ return tslib_1.__generator(this, function (_a) {
160
+ switch (_a.label) {
161
+ case 0: return [4 /*yield*/, this.numberOfOpenOrders(symbol, overrides)];
162
+ case 1:
163
+ totalOrders = _a.sent();
164
+ return [4 /*yield*/, this.pollLimitOrders(symbol, totalOrders, nodeSDKTypes_1.ZERO_ORDER_ID, overrides)];
165
+ case 2: return [2 /*return*/, _a.sent()];
166
+ }
167
+ });
168
+ });
169
+ };
138
170
  /**
139
171
  * Total number of limit orders for this symbol, excluding those that have been cancelled/removed.
140
172
  * @param {string} symbol Symbol of the form ETH-USD-MATIC.
@@ -155,14 +187,24 @@ class OrderReferrerTool extends writeAccessHandler_1.default {
155
187
  *
156
188
  * @returns {number} Number of open orders.
157
189
  */
158
- async numberOfOpenOrders(symbol, overrides) {
159
- if (this.proxyContract == null) {
160
- throw Error("no proxy contract initialized. Use createProxyInstance().");
161
- }
162
- const orderBookSC = this.getOrderBookContract(symbol);
163
- let numOrders = await orderBookSC.numberOfOrderBookDigests(overrides || {});
164
- return Number(numOrders);
165
- }
190
+ OrderReferrerTool.prototype.numberOfOpenOrders = function (symbol, overrides) {
191
+ return tslib_1.__awaiter(this, void 0, void 0, function () {
192
+ var orderBookSC, numOrders;
193
+ return tslib_1.__generator(this, function (_a) {
194
+ switch (_a.label) {
195
+ case 0:
196
+ if (this.proxyContract == null) {
197
+ throw Error("no proxy contract initialized. Use createProxyInstance().");
198
+ }
199
+ orderBookSC = this.getOrderBookContract(symbol);
200
+ return [4 /*yield*/, orderBookSC.numberOfOrderBookDigests(overrides || {})];
201
+ case 1:
202
+ numOrders = _a.sent();
203
+ return [2 /*return*/, Number(numOrders)];
204
+ }
205
+ });
206
+ });
207
+ };
166
208
  /**
167
209
  * Get order from the digest (=id)
168
210
  * @param symbol symbol of order book, e.g. ETH-USD-MATIC
@@ -185,15 +227,26 @@ class OrderReferrerTool extends writeAccessHandler_1.default {
185
227
  *
186
228
  * @returns order or undefined
187
229
  */
188
- async getOrderById(symbol, id, overrides) {
189
- let ob = await this.getOrderBookContract(symbol);
190
- let smartContractOrder = await ob.orderOfDigest(id, overrides || {});
191
- if (smartContractOrder.traderAddr == nodeSDKTypes_1.ZERO_ADDRESS) {
192
- return undefined;
193
- }
194
- let order = OrderReferrerTool.fromSmartContractOrder(smartContractOrder, this.symbolToPerpStaticInfo);
195
- return order;
196
- }
230
+ OrderReferrerTool.prototype.getOrderById = function (symbol, id, overrides) {
231
+ return tslib_1.__awaiter(this, void 0, void 0, function () {
232
+ var ob, smartContractOrder, order;
233
+ return tslib_1.__generator(this, function (_a) {
234
+ switch (_a.label) {
235
+ case 0: return [4 /*yield*/, this.getOrderBookContract(symbol)];
236
+ case 1:
237
+ ob = _a.sent();
238
+ return [4 /*yield*/, ob.orderOfDigest(id, overrides || {})];
239
+ case 2:
240
+ smartContractOrder = _a.sent();
241
+ if (smartContractOrder.traderAddr == nodeSDKTypes_1.ZERO_ADDRESS) {
242
+ return [2 /*return*/, undefined];
243
+ }
244
+ order = OrderReferrerTool.fromSmartContractOrder(smartContractOrder, this.symbolToPerpStaticInfo);
245
+ return [2 /*return*/, order];
246
+ }
247
+ });
248
+ });
249
+ };
197
250
  /**
198
251
  * Get a list of active conditional orders in the order book.
199
252
  * This a read-only action and does not incur in gas costs.
@@ -217,25 +270,35 @@ class OrderReferrerTool extends writeAccessHandler_1.default {
217
270
  *
218
271
  * @returns Array of orders and corresponding order IDs
219
272
  */
220
- async pollLimitOrders(symbol, numElements, startAfter, overrides) {
221
- if (this.proxyContract == null) {
222
- throw Error("no proxy contract initialized. Use createProxyInstance().");
223
- }
224
- const orderBookSC = this.getOrderBookContract(symbol);
225
- if (typeof startAfter == "undefined") {
226
- startAfter = nodeSDKTypes_1.ZERO_ORDER_ID;
227
- }
228
- let [orders, orderIds] = await orderBookSC.pollLimitOrders(startAfter, bignumber_1.BigNumber.from(numElements), overrides || {});
229
- let userFriendlyOrders = new Array();
230
- let orderIdsOut = [];
231
- let k = 0;
232
- while (k < orders.length && orders[k].traderAddr != nodeSDKTypes_1.ZERO_ADDRESS) {
233
- userFriendlyOrders.push(writeAccessHandler_1.default.fromClientOrder(orders[k], this.symbolToPerpStaticInfo));
234
- orderIdsOut.push(orderIds[k]);
235
- k++;
236
- }
237
- return [userFriendlyOrders, orderIdsOut];
238
- }
273
+ OrderReferrerTool.prototype.pollLimitOrders = function (symbol, numElements, startAfter, overrides) {
274
+ return tslib_1.__awaiter(this, void 0, void 0, function () {
275
+ var orderBookSC, _a, orders, orderIds, userFriendlyOrders, orderIdsOut, k;
276
+ return tslib_1.__generator(this, function (_b) {
277
+ switch (_b.label) {
278
+ case 0:
279
+ if (this.proxyContract == null) {
280
+ throw Error("no proxy contract initialized. Use createProxyInstance().");
281
+ }
282
+ orderBookSC = this.getOrderBookContract(symbol);
283
+ if (typeof startAfter == "undefined") {
284
+ startAfter = nodeSDKTypes_1.ZERO_ORDER_ID;
285
+ }
286
+ return [4 /*yield*/, orderBookSC.pollLimitOrders(startAfter, bignumber_1.BigNumber.from(numElements), overrides || {})];
287
+ case 1:
288
+ _a = tslib_1.__read.apply(void 0, [_b.sent(), 2]), orders = _a[0], orderIds = _a[1];
289
+ userFriendlyOrders = new Array();
290
+ orderIdsOut = [];
291
+ k = 0;
292
+ while (k < orders.length && orders[k].traderAddr != nodeSDKTypes_1.ZERO_ADDRESS) {
293
+ userFriendlyOrders.push(writeAccessHandler_1.default.fromClientOrder(orders[k], this.symbolToPerpStaticInfo));
294
+ orderIdsOut.push(orderIds[k]);
295
+ k++;
296
+ }
297
+ return [2 /*return*/, [userFriendlyOrders, orderIdsOut]];
298
+ }
299
+ });
300
+ });
301
+ };
239
302
  /**
240
303
  * Check if a conditional order can be executed
241
304
  * @param order order structure
@@ -258,22 +321,41 @@ class OrderReferrerTool extends writeAccessHandler_1.default {
258
321
  * main();
259
322
  * @returns true if order can be executed for the current state of the perpetuals
260
323
  */
261
- async isTradeable(order, blockTimestamp, indexPrices, overrides) {
262
- if (this.proxyContract == null) {
263
- throw Error("no proxy contract initialized. Use createProxyInstance().");
264
- }
265
- if (indexPrices == undefined) {
266
- let obj = await this.priceFeedGetter.fetchPricesForPerpetual(order.symbol);
267
- indexPrices = [obj.idxPrices[0], obj.idxPrices[1]];
268
- }
269
- let orderPrice = await perpetualDataHandler_1.default._queryPerpetualPrice(order.symbol, order.quantity, this.symbolToPerpStaticInfo, this.proxyContract, indexPrices, overrides);
270
- let markPrice = await perpetualDataHandler_1.default._queryPerpetualMarkPrice(order.symbol, this.symbolToPerpStaticInfo, this.proxyContract, indexPrices, overrides);
271
- if (blockTimestamp == undefined) {
272
- const currentBlock = await this.provider.getBlockNumber();
273
- blockTimestamp = (await this.provider.getBlock(currentBlock)).timestamp;
274
- }
275
- return await this._isTradeable(order, orderPrice, markPrice, blockTimestamp, this.symbolToPerpStaticInfo, overrides);
276
- }
324
+ OrderReferrerTool.prototype.isTradeable = function (order, blockTimestamp, indexPrices, overrides) {
325
+ return tslib_1.__awaiter(this, void 0, void 0, function () {
326
+ var obj, orderPrice, markPrice, currentBlock;
327
+ return tslib_1.__generator(this, function (_a) {
328
+ switch (_a.label) {
329
+ case 0:
330
+ if (this.proxyContract == null) {
331
+ throw Error("no proxy contract initialized. Use createProxyInstance().");
332
+ }
333
+ if (!(indexPrices == undefined)) return [3 /*break*/, 2];
334
+ return [4 /*yield*/, this.priceFeedGetter.fetchPricesForPerpetual(order.symbol)];
335
+ case 1:
336
+ obj = _a.sent();
337
+ indexPrices = [obj.idxPrices[0], obj.idxPrices[1]];
338
+ _a.label = 2;
339
+ case 2: return [4 /*yield*/, perpetualDataHandler_1.default._queryPerpetualPrice(order.symbol, order.quantity, this.symbolToPerpStaticInfo, this.proxyContract, indexPrices, overrides)];
340
+ case 3:
341
+ orderPrice = _a.sent();
342
+ return [4 /*yield*/, perpetualDataHandler_1.default._queryPerpetualMarkPrice(order.symbol, this.symbolToPerpStaticInfo, this.proxyContract, indexPrices, overrides)];
343
+ case 4:
344
+ markPrice = _a.sent();
345
+ if (!(blockTimestamp == undefined)) return [3 /*break*/, 7];
346
+ return [4 /*yield*/, this.provider.getBlockNumber()];
347
+ case 5:
348
+ currentBlock = _a.sent();
349
+ return [4 /*yield*/, this.provider.getBlock(currentBlock)];
350
+ case 6:
351
+ blockTimestamp = (_a.sent()).timestamp;
352
+ _a.label = 7;
353
+ case 7: return [4 /*yield*/, this._isTradeable(order, orderPrice, markPrice, blockTimestamp, this.symbolToPerpStaticInfo, overrides)];
354
+ case 8: return [2 /*return*/, _a.sent()];
355
+ }
356
+ });
357
+ });
358
+ };
277
359
  /**
278
360
  * Check for a batch of orders on the same perpetual whether they can be traded
279
361
  * @param orders orders belonging to 1 perpetual
@@ -281,32 +363,57 @@ class OrderReferrerTool extends writeAccessHandler_1.default {
281
363
  * if not defined.
282
364
  * @returns array of tradeable boolean
283
365
  */
284
- async isTradeableBatch(orders, blockTimestamp, indexPrices, overrides) {
285
- if (orders.length == 0) {
286
- return [];
287
- }
288
- if (this.proxyContract == null) {
289
- throw Error("no proxy contract initialized. Use createProxyInstance().");
290
- }
291
- if (orders.filter((o) => o.symbol == orders[0].symbol).length < orders.length) {
292
- throw Error("all orders in a batch must have the same symbol");
293
- }
294
- if (indexPrices == undefined) {
295
- let obj = await this.priceFeedGetter.fetchPricesForPerpetual(orders[0].symbol);
296
- indexPrices = [obj.idxPrices[0], obj.idxPrices[1], obj.mktClosed[0], obj.mktClosed[1]];
297
- }
298
- if (indexPrices[2] || indexPrices[3]) {
299
- // market closed
300
- return orders.map(() => false);
301
- }
302
- 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)));
303
- let markPrice = await perpetualDataHandler_1.default._queryPerpetualMarkPrice(orders[0].symbol, this.symbolToPerpStaticInfo, this.proxyContract, [indexPrices[0], indexPrices[1]], overrides);
304
- if (blockTimestamp == undefined) {
305
- const currentBlock = await this.provider.getBlockNumber();
306
- blockTimestamp = (await this.provider.getBlock(currentBlock)).timestamp;
307
- }
308
- return await Promise.all(orders.map((o, idx) => this._isTradeable(o, orderPrice[idx], markPrice, blockTimestamp, this.symbolToPerpStaticInfo, overrides)));
309
- }
366
+ OrderReferrerTool.prototype.isTradeableBatch = function (orders, blockTimestamp, indexPrices, overrides) {
367
+ return tslib_1.__awaiter(this, void 0, void 0, function () {
368
+ var obj, orderPrice, markPrice, currentBlock;
369
+ var _this = this;
370
+ return tslib_1.__generator(this, function (_a) {
371
+ switch (_a.label) {
372
+ case 0:
373
+ if (orders.length == 0) {
374
+ return [2 /*return*/, []];
375
+ }
376
+ if (this.proxyContract == null) {
377
+ throw Error("no proxy contract initialized. Use createProxyInstance().");
378
+ }
379
+ if (orders.filter(function (o) { return o.symbol == orders[0].symbol; }).length < orders.length) {
380
+ throw Error("all orders in a batch must have the same symbol");
381
+ }
382
+ if (!(indexPrices == undefined)) return [3 /*break*/, 2];
383
+ return [4 /*yield*/, this.priceFeedGetter.fetchPricesForPerpetual(orders[0].symbol)];
384
+ case 1:
385
+ obj = _a.sent();
386
+ indexPrices = [obj.idxPrices[0], obj.idxPrices[1], obj.mktClosed[0], obj.mktClosed[1]];
387
+ _a.label = 2;
388
+ case 2:
389
+ if (indexPrices[2] || indexPrices[3]) {
390
+ // market closed
391
+ return [2 /*return*/, orders.map(function () { return false; })];
392
+ }
393
+ return [4 /*yield*/, Promise.all(orders.map(function (o) {
394
+ return perpetualDataHandler_1.default._queryPerpetualPrice(o.symbol, o.quantity, _this.symbolToPerpStaticInfo, _this.proxyContract, [indexPrices[0], indexPrices[1]], overrides);
395
+ }))];
396
+ case 3:
397
+ orderPrice = _a.sent();
398
+ return [4 /*yield*/, perpetualDataHandler_1.default._queryPerpetualMarkPrice(orders[0].symbol, this.symbolToPerpStaticInfo, this.proxyContract, [indexPrices[0], indexPrices[1]], overrides)];
399
+ case 4:
400
+ markPrice = _a.sent();
401
+ if (!(blockTimestamp == undefined)) return [3 /*break*/, 7];
402
+ return [4 /*yield*/, this.provider.getBlockNumber()];
403
+ case 5:
404
+ currentBlock = _a.sent();
405
+ return [4 /*yield*/, this.provider.getBlock(currentBlock)];
406
+ case 6:
407
+ blockTimestamp = (_a.sent()).timestamp;
408
+ _a.label = 7;
409
+ case 7: return [4 /*yield*/, Promise.all(orders.map(function (o, idx) {
410
+ return _this._isTradeable(o, orderPrice[idx], markPrice, blockTimestamp, _this.symbolToPerpStaticInfo, overrides);
411
+ }))];
412
+ case 8: return [2 /*return*/, _a.sent()];
413
+ }
414
+ });
415
+ });
416
+ };
310
417
  /**
311
418
  * Can the order be executed?
312
419
  * @param order order struct
@@ -316,79 +423,95 @@ class OrderReferrerTool extends writeAccessHandler_1.default {
316
423
  * @param symbolToPerpInfoMap metadata
317
424
  * @returns true if trading conditions met, false otherwise
318
425
  */
319
- async _isTradeable(order, tradePrice, markPrice, blockTimestamp, symbolToPerpInfoMap, overrides) {
320
- // check expiration date
321
- if (order.deadline != undefined && order.deadline < Date.now() / 1000) {
322
- console.log("order expired");
323
- return false;
324
- }
325
- const nextBlockTimestamp = blockTimestamp + 2;
326
- // TODO: replace 2 by a chain-dependent constant - 1 for zkEVM
327
- if (nextBlockTimestamp < order.executionTimestamp) {
328
- console.log(`execution deferred to ${order.executionTimestamp - nextBlockTimestamp} more seconds`);
329
- return false;
330
- }
331
- if (order.submittedTimestamp != undefined &&
332
- nextBlockTimestamp < order.submittedTimestamp + OrderReferrerTool.TRADE_DELAY) {
333
- // next block should be in ~2 seconds, so + 2
334
- console.log(`on hold for ${OrderReferrerTool.TRADE_DELAY + order.submittedTimestamp - nextBlockTimestamp} more seconds`);
335
- return false;
336
- }
337
- // check order size
338
- const lotSize = perpetualDataHandler_1.default._getLotSize(order.symbol, symbolToPerpInfoMap);
339
- if (order.quantity < lotSize) {
340
- // console.log(`order size too small: ${order.quantity} < ${lotSize}`);
341
- return false;
342
- }
343
- // check limit price: fromSmartContractOrder will set it to undefined when not tradeable
344
- if (order.limitPrice == undefined) {
345
- // console.log("limit price undefined");
346
- return false;
347
- }
348
- let limitPrice = order.limitPrice;
349
- if ((order.side == nodeSDKTypes_1.BUY_SIDE && tradePrice > limitPrice) || (order.side == nodeSDKTypes_1.SELL_SIDE && tradePrice < limitPrice)) {
350
- // console.log(`limit price not met: ${limitPrice} ${order.side} @ ${tradePrice}`);
351
- return false;
352
- }
353
- // check stop price
354
- if (order.stopPrice != undefined &&
355
- ((order.side == nodeSDKTypes_1.BUY_SIDE && markPrice < order.stopPrice) ||
356
- (order.side == nodeSDKTypes_1.SELL_SIDE && markPrice > order.stopPrice))) {
357
- // console.log("stop price not met");
358
- return false;
359
- }
360
- //check dependency
361
- if (order.parentChildOrderIds != undefined &&
362
- order.parentChildOrderIds[0] == constants_1.HashZero &&
363
- order.parentChildOrderIds[1] != constants_1.HashZero) {
364
- // order has a parent
365
- const orderBookContract = this.getOrderBookContract(order.symbol);
366
- const parentStatus = await orderBookContract.getOrderStatus(order.parentChildOrderIds[1], overrides || {});
367
- if (parentStatus == 2 || parentStatus == 3) {
368
- // console.log("parent not executed/cancelled");
369
- // parent is open or unknown
370
- return false;
371
- }
372
- return true;
373
- }
374
- // all checks passed -> order is tradeable
375
- return true;
376
- }
426
+ OrderReferrerTool.prototype._isTradeable = function (order, tradePrice, markPrice, blockTimestamp, symbolToPerpInfoMap, overrides) {
427
+ return tslib_1.__awaiter(this, void 0, void 0, function () {
428
+ var nextBlockTimestamp, lotSize, limitPrice, orderBookContract, parentStatus;
429
+ return tslib_1.__generator(this, function (_a) {
430
+ switch (_a.label) {
431
+ case 0:
432
+ // check expiration date
433
+ if (order.deadline != undefined && order.deadline < Date.now() / 1000) {
434
+ console.log("order expired");
435
+ return [2 /*return*/, false];
436
+ }
437
+ nextBlockTimestamp = blockTimestamp + 2;
438
+ // TODO: replace 2 by a chain-dependent constant - 1 for zkEVM
439
+ if (nextBlockTimestamp < order.executionTimestamp) {
440
+ console.log("execution deferred to ".concat(order.executionTimestamp - nextBlockTimestamp, " more seconds"));
441
+ return [2 /*return*/, false];
442
+ }
443
+ if (order.submittedTimestamp != undefined &&
444
+ nextBlockTimestamp < order.submittedTimestamp + OrderReferrerTool.TRADE_DELAY) {
445
+ // next block should be in ~2 seconds, so + 2
446
+ console.log("on hold for ".concat(OrderReferrerTool.TRADE_DELAY + order.submittedTimestamp - nextBlockTimestamp, " more seconds"));
447
+ return [2 /*return*/, false];
448
+ }
449
+ lotSize = perpetualDataHandler_1.default._getLotSize(order.symbol, symbolToPerpInfoMap);
450
+ if (order.quantity < lotSize) {
451
+ // console.log(`order size too small: ${order.quantity} < ${lotSize}`);
452
+ return [2 /*return*/, false];
453
+ }
454
+ // check limit price: fromSmartContractOrder will set it to undefined when not tradeable
455
+ if (order.limitPrice == undefined) {
456
+ // console.log("limit price undefined");
457
+ return [2 /*return*/, false];
458
+ }
459
+ limitPrice = order.limitPrice;
460
+ if ((order.side == nodeSDKTypes_1.BUY_SIDE && tradePrice > limitPrice) || (order.side == nodeSDKTypes_1.SELL_SIDE && tradePrice < limitPrice)) {
461
+ // console.log(`limit price not met: ${limitPrice} ${order.side} @ ${tradePrice}`);
462
+ return [2 /*return*/, false];
463
+ }
464
+ // check stop price
465
+ if (order.stopPrice != undefined &&
466
+ ((order.side == nodeSDKTypes_1.BUY_SIDE && markPrice < order.stopPrice) ||
467
+ (order.side == nodeSDKTypes_1.SELL_SIDE && markPrice > order.stopPrice))) {
468
+ // console.log("stop price not met");
469
+ return [2 /*return*/, false];
470
+ }
471
+ if (!(order.parentChildOrderIds != undefined &&
472
+ order.parentChildOrderIds[0] == constants_1.HashZero &&
473
+ order.parentChildOrderIds[1] != constants_1.HashZero)) return [3 /*break*/, 2];
474
+ orderBookContract = this.getOrderBookContract(order.symbol);
475
+ return [4 /*yield*/, orderBookContract.getOrderStatus(order.parentChildOrderIds[1], overrides || {})];
476
+ case 1:
477
+ parentStatus = _a.sent();
478
+ if (parentStatus == 2 || parentStatus == 3) {
479
+ // console.log("parent not executed/cancelled");
480
+ // parent is open or unknown
481
+ return [2 /*return*/, false];
482
+ }
483
+ return [2 /*return*/, true];
484
+ case 2:
485
+ // all checks passed -> order is tradeable
486
+ return [2 /*return*/, true];
487
+ }
488
+ });
489
+ });
490
+ };
377
491
  /**
378
492
  * Wrapper of static method to use after mappings have been loaded into memory.
379
493
  * @param scOrder Perpetual order as received in the proxy events.
380
494
  * @returns A user-friendly order struct.
381
495
  */
382
- smartContractOrderToOrder(scOrder) {
496
+ OrderReferrerTool.prototype.smartContractOrderToOrder = function (scOrder) {
383
497
  return perpetualDataHandler_1.default.fromSmartContractOrder(scOrder, this.symbolToPerpStaticInfo);
384
- }
385
- async getTransactionCount(blockTag) {
386
- if (this.signer == null) {
387
- throw Error("no wallet initialized. Use createProxyInstance().");
388
- }
389
- return await this.signer.getTransactionCount(blockTag);
390
- }
391
- }
498
+ };
499
+ OrderReferrerTool.prototype.getTransactionCount = function (blockTag) {
500
+ return tslib_1.__awaiter(this, void 0, void 0, function () {
501
+ return tslib_1.__generator(this, function (_a) {
502
+ switch (_a.label) {
503
+ case 0:
504
+ if (this.signer == null) {
505
+ throw Error("no wallet initialized. Use createProxyInstance().");
506
+ }
507
+ return [4 /*yield*/, this.signer.getTransactionCount(blockTag)];
508
+ case 1: return [2 /*return*/, _a.sent()];
509
+ }
510
+ });
511
+ });
512
+ };
513
+ OrderReferrerTool.TRADE_DELAY = 4;
514
+ return OrderReferrerTool;
515
+ }(writeAccessHandler_1.default));
392
516
  exports.default = OrderReferrerTool;
393
- OrderReferrerTool.TRADE_DELAY = 4;
394
517
  //# sourceMappingURL=orderReferrerTool.js.map