@d8x/perpetuals-sdk 0.7.6 → 0.7.7

package/dist/esm/perpetualEventHandler.js

@@ -1,3 +1,4 @@
+import { __awaiter, __generator, __read, __values } from "tslib";
 import { emitWarning } from "process";
 import { ABK64x64ToFloat, mul64x64 } from "./d8XMath";
 import { ONE_64x64, } from "./nodeSDKTypes";
@@ -27,8 +28,8 @@ import { ONE_64x64, } from "./nodeSDKTypes";
  * - [x] async onUpdateMarginAccount    : emitted on proxy; updates position data and open interest
  * - [x] onTrade                        : emitted on proxy; returns TradeEvent to be displayed
  */
-export default class PerpetualEventHandler {
-    constructor(mktData, traderAddr) {
+var PerpetualEventHandler = /** @class */ (function () {
+    function PerpetualEventHandler(mktData, traderAddr) {
         this.mktData = mktData;
         this.traderAddr = traderAddr;
         this.ordersInPerpetual = new Map();
@@ -39,85 +40,111 @@ export default class PerpetualEventHandler {
      * Call this async function to initialize the
      * market data
      */
-    async initialize() {
-        this.exchangeInfo = await this.mktData.exchangeInfo();
-        // loop through all pools and perpetuals and get
-        // open positions and open orders
-        for (let k = 0; k < this.exchangeInfo.pools.length; k++) {
-            let poolState = this.exchangeInfo.pools[k];
-            let poolSymbol = poolState.poolSymbol;
-            for (let j = 0; j < poolState.perpetuals.length; j++) {
-                let perpState = poolState.perpetuals[j];
-                let perpSymbol = perpState.baseCurrency + "-" + perpState.quoteCurrency + "-" + poolSymbol;
-                let orders = await this.mktData.openOrders(this.traderAddr, perpSymbol);
-                let perpId = perpState.id;
-                this.ordersInPerpetual.set(perpId, orders[0]);
-                let position = (await this.mktData.positionRisk(this.traderAddr, perpSymbol))[0];
-                this.positionInPerpetual.set(perpId, position);
-                this.poolIndexForPerpetual.set(perpId, k);
-            }
-        }
-    }
+    PerpetualEventHandler.prototype.initialize = function () {
+        return __awaiter(this, void 0, void 0, function () {
+            var _a, k, poolState, poolSymbol, j, perpState, perpSymbol, orders, perpId, position;
+            return __generator(this, function (_b) {
+                switch (_b.label) {
+                    case 0:
+                        _a = this;
+                        return [4 /*yield*/, this.mktData.exchangeInfo()];
+                    case 1:
+                        _a.exchangeInfo = _b.sent();
+                        k = 0;
+                        _b.label = 2;
+                    case 2:
+                        if (!(k < this.exchangeInfo.pools.length)) return [3 /*break*/, 8];
+                        poolState = this.exchangeInfo.pools[k];
+                        poolSymbol = poolState.poolSymbol;
+                        j = 0;
+                        _b.label = 3;
+                    case 3:
+                        if (!(j < poolState.perpetuals.length)) return [3 /*break*/, 7];
+                        perpState = poolState.perpetuals[j];
+                        perpSymbol = perpState.baseCurrency + "-" + perpState.quoteCurrency + "-" + poolSymbol;
+                        return [4 /*yield*/, this.mktData.openOrders(this.traderAddr, perpSymbol)];
+                    case 4:
+                        orders = _b.sent();
+                        perpId = perpState.id;
+                        this.ordersInPerpetual.set(perpId, orders[0]);
+                        return [4 /*yield*/, this.mktData.positionRisk(this.traderAddr, perpSymbol)];
+                    case 5:
+                        position = (_b.sent())[0];
+                        this.positionInPerpetual.set(perpId, position);
+                        this.poolIndexForPerpetual.set(perpId, k);
+                        _b.label = 6;
+                    case 6:
+                        j++;
+                        return [3 /*break*/, 3];
+                    case 7:
+                        k++;
+                        return [3 /*break*/, 2];
+                    case 8: return [2 /*return*/];
+                }
+            });
+        });
+    };
     /**
      * Get the current exchange info
      * @returns exchange info
      */
-    getExchangeInfo() {
+    PerpetualEventHandler.prototype.getExchangeInfo = function () {
         return this.exchangeInfo;
-    }
+    };
     /**
      * getOrdersInPerpetualMap
      * @returns this.ordersInPerpetual
      */
-    getOrdersInPerpetualMap() {
+    PerpetualEventHandler.prototype.getOrdersInPerpetualMap = function () {
         return this.ordersInPerpetual;
-    }
+    };
     /**
      * getpositionInPerpetualMap
      * @returns this.positionInPerpetual
      */
-    getpositionInPerpetualMap() {
+    PerpetualEventHandler.prototype.getpositionInPerpetualMap = function () {
         return this.positionInPerpetual;
-    }
+    };
     /**
      * Get the data for a perpetual with a given index
      * @param perpetualIdOrSymbol perpetual idx as string or symbol for which we want the data
      * @returns perpetual data for this idx
      */
-    getPerpetualData(perpetualIdOrSymbol) {
-        let perpId = Number(perpetualIdOrSymbol);
+    PerpetualEventHandler.prototype.getPerpetualData = function (perpetualIdOrSymbol) {
+        var _a;
+        var perpId = Number(perpetualIdOrSymbol);
         if (isNaN(perpId)) {
             perpId = this.mktData.getPerpIdFromSymbol(perpetualIdOrSymbol);
         }
         //uint24 perpetualId = uint24(_iPoolId) * 100_000 + iPerpetualIndex;
-        let poolIdx = this.poolIndexForPerpetual.get(perpId); //Math.floor(perpId / 100_000);
-        let perpetuals = this.exchangeInfo?.pools[poolIdx].perpetuals;
+        var poolIdx = this.poolIndexForPerpetual.get(perpId); //Math.floor(perpId / 100_000);
+        var perpetuals = (_a = this.exchangeInfo) === null || _a === void 0 ? void 0 : _a.pools[poolIdx].perpetuals;
         if (perpetuals == undefined) {
-            emitWarning(`exchangeInfo not found, initialize perpetualEventHandler`);
+            emitWarning("exchangeInfo not found, initialize perpetualEventHandler");
             return undefined;
         }
         // find perpetual
-        let k;
-        for (k = 0; k < perpetuals?.length && perpetuals[k].id != perpId; k++)
+        var k;
+        for (k = 0; k < (perpetuals === null || perpetuals === void 0 ? void 0 : perpetuals.length) && perpetuals[k].id != perpId; k++)
             ;
         if (perpetuals[k].id != perpId) {
-            emitWarning(`getPerpetualData: perpetual id ${perpId} not found`);
+            emitWarning("getPerpetualData: perpetual id ".concat(perpId, " not found"));
             return undefined;
         }
         return perpetuals[k];
-    }
+    };
     /**
      * Get the trader's current position risk (margin account data)
      * @param perpetualIdOrSymbol perpetual id as string ('100003') or symbol ('BTC-USD-MATIC')
      * @returns undefined if no position or margin account (='position risk')
      */
-    getCurrentPositionRisk(perpetualIdOrSymbol) {
-        let perpId = Number(perpetualIdOrSymbol);
+    PerpetualEventHandler.prototype.getCurrentPositionRisk = function (perpetualIdOrSymbol) {
+        var perpId = Number(perpetualIdOrSymbol);
         if (isNaN(perpId)) {
             perpId = this.mktData.getPerpIdFromSymbol(perpetualIdOrSymbol);
         }
         return this.positionInPerpetual.get(perpId);
-    }
+    };
     /**
      * Update the following prices:
      *  - index price
@@ -125,31 +152,42 @@ export default class PerpetualEventHandler {
      *  - mid-price
      * @param perpetualIdOrSymbol perpetual id as string ('100003') or symbol ('BTC-USD-MATIC')
      */
-    async updatePrices(perpetualIdOrSymbol) {
-        let perpId = Number(perpetualIdOrSymbol);
-        let symbol = perpetualIdOrSymbol;
-        if (!isNaN(perpId)) {
-            let sym = this.mktData.getSymbolFromPerpId(perpId);
-            if (sym == undefined) {
-                throw new Error(`Symbol not found for perpetual ${perpId}`);
-            }
-            symbol = sym;
-        }
-        let perpState = await this.mktData.getPerpetualState(symbol);
-        let perp = this.getPerpetualData(symbol);
-        if (perp == undefined) {
-            throw new Error(`Perpetual not found: ${symbol}`);
-        }
-        perp.state = perpState.state;
-        perp.indexPrice = perpState.indexPrice;
-        perp.collToQuoteIndexPrice = perpState.collToQuoteIndexPrice;
-        perp.markPrice = perpState.markPrice;
-        perp.midPrice = perpState.midPrice;
-        perp.currentFundingRateBps = perpState.currentFundingRateBps;
-        perp.openInterestBC = perpState.openInterestBC;
-        perp.indexPrice = perpState.indexPrice;
-        perp.collToQuoteIndexPrice = perpState.collToQuoteIndexPrice;
-    }
+    PerpetualEventHandler.prototype.updatePrices = function (perpetualIdOrSymbol) {
+        return __awaiter(this, void 0, void 0, function () {
+            var perpId, symbol, sym, perpState, perp;
+            return __generator(this, function (_a) {
+                switch (_a.label) {
+                    case 0:
+                        perpId = Number(perpetualIdOrSymbol);
+                        symbol = perpetualIdOrSymbol;
+                        if (!isNaN(perpId)) {
+                            sym = this.mktData.getSymbolFromPerpId(perpId);
+                            if (sym == undefined) {
+                                throw new Error("Symbol not found for perpetual ".concat(perpId));
+                            }
+                            symbol = sym;
+                        }
+                        return [4 /*yield*/, this.mktData.getPerpetualState(symbol)];
+                    case 1:
+                        perpState = _a.sent();
+                        perp = this.getPerpetualData(symbol);
+                        if (perp == undefined) {
+                            throw new Error("Perpetual not found: ".concat(symbol));
+                        }
+                        perp.state = perpState.state;
+                        perp.indexPrice = perpState.indexPrice;
+                        perp.collToQuoteIndexPrice = perpState.collToQuoteIndexPrice;
+                        perp.markPrice = perpState.markPrice;
+                        perp.midPrice = perpState.midPrice;
+                        perp.currentFundingRateBps = perpState.currentFundingRateBps;
+                        perp.openInterestBC = perpState.openInterestBC;
+                        perp.indexPrice = perpState.indexPrice;
+                        perp.collToQuoteIndexPrice = perpState.collToQuoteIndexPrice;
+                        return [2 /*return*/];
+                }
+            });
+        });
+    };
     /**
      * Handle the event UpdateMarkPrice and update relevant
      * data
@@ -158,30 +196,30 @@ export default class PerpetualEventHandler {
      * @param fSpotIndexPrice spot index price in ABDK format
      * @returns void
      */
-    onUpdateMarkPrice(perpetualId, fMidPricePremium, fMarkPricePremium, fSpotIndexPrice) {
-        let [newMidPrice, newMarkPrice, newIndexPrice] = PerpetualEventHandler.ConvertUpdateMarkPrice(fMidPricePremium, fMarkPricePremium, fSpotIndexPrice);
-        let perpetual = this.getPerpetualData(perpetualId.toString());
+    PerpetualEventHandler.prototype.onUpdateMarkPrice = function (perpetualId, fMidPricePremium, fMarkPricePremium, fSpotIndexPrice) {
+        var _a = __read(PerpetualEventHandler.ConvertUpdateMarkPrice(fMidPricePremium, fMarkPricePremium, fSpotIndexPrice), 3), newMidPrice = _a[0], newMarkPrice = _a[1], newIndexPrice = _a[2];
+        var perpetual = this.getPerpetualData(perpetualId.toString());
         if (perpetual == undefined) {
             return;
         }
         perpetual.midPrice = newMidPrice;
         perpetual.markPrice = newMarkPrice;
         perpetual.indexPrice = newIndexPrice;
-    }
+    };
     /**
      * Handle the event UpdateFundingRate and update relevant
      * data
      * UpdateFundingRate(uint24 indexed perpetualId, int128 fFundingRate)
      * @param fFundingRate funding rate in ABDK format
      */
-    onUpdateUpdateFundingRate(perpetualId, fFundingRate) {
-        let newRate = ABK64x64ToFloat(fFundingRate);
-        let perpetual = this.getPerpetualData(perpetualId.toString());
+    PerpetualEventHandler.prototype.onUpdateUpdateFundingRate = function (perpetualId, fFundingRate) {
+        var newRate = ABK64x64ToFloat(fFundingRate);
+        var perpetual = this.getPerpetualData(perpetualId.toString());
         if (perpetual == undefined) {
             return;
         }
         perpetual.currentFundingRateBps = newRate * 1e4;
-    }
+    };
     /**
      * event ExecutionFailed(
           uint24 indexed perpetualId,
@@ -194,15 +232,15 @@ export default class PerpetualEventHandler {
      * @param digest digest of the order/cancel order
      * @param reason reason why the execution failed
      */
-    onExecutionFailed(perpetualId, trader, digest, reason) {
+    PerpetualEventHandler.prototype.onExecutionFailed = function (perpetualId, trader, digest, reason) {
         if (trader != this.traderAddr) {
-            emitWarning(`onExecutionFailed: trader ${trader} not relevant`);
+            emitWarning("onExecutionFailed: trader ".concat(trader, " not relevant"));
             return;
         }
         // remove order from open orders
-        let orderStructs = this.ordersInPerpetual.get(perpetualId);
+        var orderStructs = this.ordersInPerpetual.get(perpetualId);
         if (orderStructs == undefined) {
-            emitWarning(`onExecutionFailed: no order found for perpetual ${perpetualId}`);
+            emitWarning("onExecutionFailed: no order found for perpetual ".concat(perpetualId));
             return;
         }
         if (reason == "cancel delay required") {
@@ -210,22 +248,22 @@ export default class PerpetualEventHandler {
             return;
         }
         PerpetualEventHandler.deleteOrder(orderStructs, digest);
-    }
+    };
     /**
      * Event emitted by perpetual proxy
      * event PerpetualLimitOrderCancelled(bytes32 indexed orderHash);
      * @param orderId string order id/digest
      */
-    onPerpetualLimitOrderCancelled(orderId) {
+    PerpetualEventHandler.prototype.onPerpetualLimitOrderCancelled = function (orderId) {
         // remove order from open orders
-        let perpId = PerpetualEventHandler.findOrderForId(orderId, this.ordersInPerpetual);
+        var perpId = PerpetualEventHandler.findOrderForId(orderId, this.ordersInPerpetual);
         if (perpId == undefined) {
-            emitWarning(`onPerpetualLimitOrderCancelled: no order found with id ${orderId}`);
+            emitWarning("onPerpetualLimitOrderCancelled: no order found with id ".concat(orderId));
             return;
         }
-        let orderStruct = this.ordersInPerpetual.get(perpId);
+        var orderStruct = this.ordersInPerpetual.get(perpId);
         PerpetualEventHandler.deleteOrder(orderStruct, orderId);
-    }
+    };
     /**
      * event PerpetualLimitOrderCreated(
      *    uint24 indexed perpetualId,
@@ -242,13 +280,13 @@ export default class PerpetualEventHandler {
      * @param Order order struct
      * @param digest order id
      */
-    onPerpetualLimitOrderCreated(perpetualId, trader, _referrerAddr, _brokerAddr, Order, digest) {
+    PerpetualEventHandler.prototype.onPerpetualLimitOrderCreated = function (perpetualId, trader, _referrerAddr, _brokerAddr, Order, digest) {
         if (trader != this.traderAddr) {
-            emitWarning(`onPerpetualLimitOrderCreated: trader ${trader} not relevant`);
+            emitWarning("onPerpetualLimitOrderCreated: trader ".concat(trader, " not relevant"));
             return;
         }
-        let order = this.mktData.smartContractOrderToOrder(Order);
-        let orderStruct = this.ordersInPerpetual.get(perpetualId);
+        var order = this.mktData.smartContractOrderToOrder(Order);
+        var orderStruct = this.ordersInPerpetual.get(perpetualId);
         if (orderStruct == undefined) {
             // no order for this perpetual so far
             this.ordersInPerpetual.set(perpetualId, { orders: [order], orderIds: [digest] });
@@ -257,7 +295,7 @@ export default class PerpetualEventHandler {
             orderStruct.orderIds.push(digest);
             orderStruct.orders.push(order);
         }
-    }
+    };
     /**
      * This function is async -> queries the margin account
      * @param perpetualId id of the perpetual
@@ -269,20 +307,31 @@ export default class PerpetualEventHandler {
      * @param fFundingPaymentCC funding payment made
      * @param fOpenInterestBC open interest
      */
-    async onUpdateMarginAccount(perpetualId, trader, _positionId, _fPositionBC, _fCashCC, _fLockedInValueQC, _fFundingPaymentCC, fOpenInterestBC) {
-        let perpetual = this.getPerpetualData(perpetualId.toString());
-        if (perpetual == undefined) {
-            emitWarning(`onUpdateMarginAccount: perpetual ${perpetualId} not found`);
-            return;
-        }
-        perpetual.openInterestBC = ABK64x64ToFloat(fOpenInterestBC);
-        if (trader != this.traderAddr) {
-            return;
-        }
-        let perpetualIdStr = perpetualId.toString();
-        let margin = (await this.mktData.positionRisk(this.traderAddr, perpetualIdStr))[0];
-        this.positionInPerpetual.set(perpetualId, margin);
-    }
+    PerpetualEventHandler.prototype.onUpdateMarginAccount = function (perpetualId, trader, _positionId, _fPositionBC, _fCashCC, _fLockedInValueQC, _fFundingPaymentCC, fOpenInterestBC) {
+        return __awaiter(this, void 0, void 0, function () {
+            var perpetual, perpetualIdStr, margin;
+            return __generator(this, function (_a) {
+                switch (_a.label) {
+                    case 0:
+                        perpetual = this.getPerpetualData(perpetualId.toString());
+                        if (perpetual == undefined) {
+                            emitWarning("onUpdateMarginAccount: perpetual ".concat(perpetualId, " not found"));
+                            return [2 /*return*/];
+                        }
+                        perpetual.openInterestBC = ABK64x64ToFloat(fOpenInterestBC);
+                        if (trader != this.traderAddr) {
+                            return [2 /*return*/];
+                        }
+                        perpetualIdStr = perpetualId.toString();
+                        return [4 /*yield*/, this.mktData.positionRisk(this.traderAddr, perpetualIdStr)];
+                    case 1:
+                        margin = (_a.sent())[0];
+                        this.positionInPerpetual.set(perpetualId, margin);
+                        return [2 /*return*/];
+                }
+            });
+        });
+    };
     /**
      *
      * @param perpetualId perpetual id
@@ -294,11 +343,11 @@ export default class PerpetualEventHandler {
      * @param price price in ABDK format
      * @returns trade event data in regular number format
      */
-    onTrade(perpetualId, _trader, positionId, _order, orderDigest, newPositionSizeBC, _price) {
+    PerpetualEventHandler.prototype.onTrade = function (perpetualId, _trader, positionId, _order, orderDigest, newPositionSizeBC, _price) {
         // remove order digest from open orders
-        let orderStructs = this.ordersInPerpetual.get(perpetualId);
+        var orderStructs = this.ordersInPerpetual.get(perpetualId);
         if (orderStructs == undefined) {
-            emitWarning(`onTrade: executed order not found ${orderDigest}`);
+            emitWarning("onTrade: executed order not found ".concat(orderDigest));
         }
         else {
             PerpetualEventHandler.deleteOrder(orderStructs, orderDigest);
@@ -311,38 +360,49 @@ export default class PerpetualEventHandler {
             newPositionSizeBC: ABK64x64ToFloat(newPositionSizeBC),
             executionPrice: ABK64x64ToFloat(newPositionSizeBC),
         };
-    }
+    };
     /**
      * static function to find the number of the  OrderStruct with given orderId
      * @param orderId id/digest of order
      * @param orderMap mapping for perpetualId->OrderStruct
      * @returns id of perpetual that contains order with id = orderId or undefined
      */
-    static findOrderForId(orderId, orderMap) {
-        /*orderMapMap<number, {
-          orders: Order[];
-          orderIds: string[];*/
-        for (const perpId of orderMap.keys()) {
-            let orderStructs = orderMap.get(perpId);
-            if (orderStructs?.orderIds.includes(orderId)) {
-                return perpId;
+    PerpetualEventHandler.findOrderForId = function (orderId, orderMap) {
+        var e_1, _a;
+        try {
+            /*orderMapMap<number, {
+              orders: Order[];
+              orderIds: string[];*/
+            for (var _b = __values(orderMap.keys()), _c = _b.next(); !_c.done; _c = _b.next()) {
+                var perpId = _c.value;
+                var orderStructs = orderMap.get(perpId);
+                if (orderStructs === null || orderStructs === void 0 ? void 0 : orderStructs.orderIds.includes(orderId)) {
+                    return perpId;
+                }
+            }
+        }
+        catch (e_1_1) { e_1 = { error: e_1_1 }; }
+        finally {
+            try {
+                if (_c && !_c.done && (_a = _b.return)) _a.call(_b);
             }
+            finally { if (e_1) throw e_1.error; }
         }
         return undefined;
-    }
+    };
     /**
      * Delete the order with given id from the class member data
      * @param orderStructs array of order struct as stored for the trader and a given perpetual
      * @param orderId digest/order id
      * @returns void
      */
-    static deleteOrder(orderStructs, orderId) {
+    PerpetualEventHandler.deleteOrder = function (orderStructs, orderId) {
         // find order
-        let k;
+        var k;
         for (k = 0; k < orderStructs.orderIds.length && orderStructs.orderIds[k] != orderId; k++)
             ;
         if (orderStructs.orderIds[k] != orderId) {
-            emitWarning(`deleteOrder: no order found with digest ${orderId}`);
+            emitWarning("deleteOrder: no order found with digest ".concat(orderId));
             return;
         }
         // delete element k on reference of orders
@@ -350,7 +410,7 @@ export default class PerpetualEventHandler {
         orderStructs.orders.pop();
         orderStructs.orderIds[k] = orderStructs.orderIds[orderStructs.orderIds.length - 1];
         orderStructs.orderIds.pop();
-    }
+    };
     /**
      * UpdateMarkPrice(
      *  uint24 indexed perpetualId,
@@ -361,13 +421,15 @@ export default class PerpetualEventHandler {
      * @param fSpotIndexPrice spot index price in ABDK format
      * @returns mark price and spot index in float
      */
-    static ConvertUpdateMarkPrice(fMidPricePremium, fMarkPricePremium, fSpotIndexPrice) {
-        let fMarkPrice = mul64x64(fSpotIndexPrice, ONE_64x64.add(fMarkPricePremium));
-        let fMidPrice = mul64x64(fSpotIndexPrice, ONE_64x64.add(fMidPricePremium));
-        let midPrice = ABK64x64ToFloat(fMidPrice);
-        let markPrice = ABK64x64ToFloat(fMarkPrice);
-        let indexPrice = ABK64x64ToFloat(fSpotIndexPrice);
+    PerpetualEventHandler.ConvertUpdateMarkPrice = function (fMidPricePremium, fMarkPricePremium, fSpotIndexPrice) {
+        var fMarkPrice = mul64x64(fSpotIndexPrice, ONE_64x64.add(fMarkPricePremium));
+        var fMidPrice = mul64x64(fSpotIndexPrice, ONE_64x64.add(fMidPricePremium));
+        var midPrice = ABK64x64ToFloat(fMidPrice);
+        var markPrice = ABK64x64ToFloat(fMarkPrice);
+        var indexPrice = ABK64x64ToFloat(fSpotIndexPrice);
         return [midPrice, markPrice, indexPrice];
-    }
-}
+    };
+    return PerpetualEventHandler;
+}());
+export default PerpetualEventHandler;
 //# sourceMappingURL=perpetualEventHandler.js.map

package/dist/esm/perpetualEventHandler.js.map

@@ -1 +1 @@
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