@d8x/perpetuals-sdk 0.8.3 → 0.8.5

package/dist/cjs/marketData.d.ts

@@ -1,6 +1,7 @@
 import { CallOverrides, Contract } from "@ethersproject/contracts";
 import { Provider } from "@ethersproject/providers";
-import { LimitOrderBook } from "./contracts";
+import { IPerpetualManager, LimitOrderBook, Multicall3 } from "./contracts";
+import { PerpStorage } from "./contracts/IPerpetualManager";
 import { ExchangeInfo, MarginAccount, NodeSDKConfig, Order, PerpetualState, PerpetualStaticInfo, PoolState, PoolStaticInfo, SmartContractOrder } from "./nodeSDKTypes";
 import PerpetualDataHandler from "./perpetualDataHandler";
 import PriceFeeds from "./priceFeeds";
@@ -427,7 +428,8 @@ export default class MarketData extends PerpetualDataHandler {
      * @returns perpetual symbol to mid-prices mapping
      */
     private static _queryMidPrices;
-    private static _queryPoolStates;
-    private static _queryPerpetualStates;
-    static _exchangeInfo(_proxyContract: Contract, _poolStaticInfos: Array<PoolStaticInfo>, _symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _perpetualIdToSymbol: Map<number, string>, _nestedPerpetualIDs: Array<Array<number>>, _symbolList: Map<string, string>, _priceFeedGetter: PriceFeeds, overrides?: CallOverrides): Promise<ExchangeInfo>;
+    private static _queryPoolAndPerpetualStates;
+    protected static _poolDataToPoolState(_liquidityPools: PerpStorage.LiquidityPoolDataStructOutput[], _poolStaticInfos: PoolStaticInfo[]): PoolState[];
+    protected static _perpetualDataToPerpetualState(_perpetuals: PerpStorage.PerpetualDataStructOutput[], _symbolList: Map<string, string>): PerpetualState[];
+    static _exchangeInfo(_proxyContract: IPerpetualManager, _multicall: Multicall3, _poolStaticInfos: Array<PoolStaticInfo>, _symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _perpetualIdToSymbol: Map<number, string>, _nestedPerpetualIDs: Array<Array<number>>, _symbolList: Map<string, string>, _priceFeedGetter: PriceFeeds, overrides?: CallOverrides): Promise<ExchangeInfo>;
 }

package/dist/cjs/marketData.js

@@ -113,10 +113,10 @@ class MarketData extends perpetualDataHandler_1.default {
      * @returns {ExchangeInfo} Array of static data for all the pools and perpetuals in the system.
      */
     async exchangeInfo(overrides) {
-        if (this.proxyContract == null) {
+        if (this.proxyContract == null || this.multicall == null) {
             throw Error("no proxy contract initialized. Use createProxyInstance().");
         }
-        return await MarketData._exchangeInfo(this.proxyContract, this.poolStaticInfos, this.symbolToPerpStaticInfo, this.perpetualIdToSymbol, this.nestedPerpetualIDs, this.symbolList, this.priceFeedGetter, overrides);
+        return await MarketData._exchangeInfo(this.proxyContract, this.multicall, this.poolStaticInfos, this.symbolToPerpStaticInfo, this.perpetualIdToSymbol, this.nestedPerpetualIDs, this.symbolList, this.priceFeedGetter, overrides);
     }
     /**
      * All open orders for a trader-address and a symbol.
@@ -255,26 +255,80 @@ class MarketData extends perpetualDataHandler_1.default {
      * @returns Position risk after trade
      */
     async positionRiskOnTrade(traderAddr, order, account, indexPriceInfo, overrides) {
-        if (this.proxyContract == null) {
+        if (this.proxyContract == null || this.multicall == null) {
             throw Error("no proxy contract initialized. Use createProxyInstance().");
         }
-        // fetch undefined data
-        if (account == undefined) {
-            account = (await this.positionRisk(traderAddr, order.symbol, overrides))[0];
-        }
+        // fetch prices
         if (indexPriceInfo == undefined) {
-            let obj = await this.priceFeedGetter.fetchPricesForPerpetual(account.symbol);
+            let obj = await this.priceFeedGetter.fetchPricesForPerpetual(order.symbol);
             indexPriceInfo = [obj.idxPrices[0], obj.idxPrices[1], obj.mktClosed[0], obj.mktClosed[1]];
         }
-        let lotSizeBC = MarketData._getLotSize(account.symbol, this.symbolToPerpStaticInfo);
+        // signed trade amount
+        let tradeAmountBC = Math.abs(order.quantity) * (order.side == nodeSDKTypes_1.BUY_SIDE ? 1 : -1);
+        // create all calls
+        const poolId = perpetualDataHandler_1.default._getPoolIdFromSymbol(order.symbol, this.poolStaticInfos);
+        const perpId = perpetualDataHandler_1.default.symbolToPerpetualId(order.symbol, this.symbolToPerpStaticInfo);
+        const fS2S3 = [indexPriceInfo[0], indexPriceInfo[1]].map((x) => (0, d8XMath_1.floatToABK64x64)(x));
+        const proxyCalls = [
+            {
+                target: this.proxyContract.address,
+                allowFailure: false,
+                callData: this.proxyContract.interface.encodeFunctionData("getTraderState", [perpId, traderAddr, fS2S3]),
+            },
+            {
+                target: this.proxyContract.address,
+                allowFailure: false,
+                callData: this.proxyContract.interface.encodeFunctionData("getAMMState", [perpId, fS2S3]),
+            },
+            {
+                target: this.proxyContract.address,
+                allowFailure: false,
+                callData: this.proxyContract.interface.encodeFunctionData("queryExchangeFee", [
+                    poolId,
+                    traderAddr,
+                    order.brokerAddr ?? nodeSDKTypes_1.ZERO_ADDRESS,
+                ]),
+            },
+            {
+                target: this.proxyContract.address,
+                allowFailure: false,
+                callData: this.proxyContract.interface.encodeFunctionData("queryPerpetualPrice", [
+                    perpId,
+                    (0, d8XMath_1.floatToABK64x64)(tradeAmountBC),
+                    fS2S3,
+                ]),
+            },
+        ];
+        const encodedResults = await this.multicall.callStatic.aggregate3(proxyCalls, overrides || {});
+        // positionRisk to apply this trade on: if not given, defaults to the current trader's position
+        if (!account) {
+            const traderState = this.proxyContract.interface.decodeFunctionResult("getTraderState", encodedResults[0].returnData)[0];
+            account = MarketData.buildMarginAccountFromState(order.symbol, traderState, this.symbolToPerpStaticInfo, [
+                indexPriceInfo[0],
+                indexPriceInfo[1],
+            ]);
+        }
+        // perpetualState, for prices
+        const ammState = this.proxyContract.interface.decodeFunctionResult("getAMMState", encodedResults[1].returnData)[0];
+        const perpetualState = perpetualDataHandler_1.default._parseAMMState(order.symbol, ammState, indexPriceInfo, this.symbolToPerpStaticInfo);
+        const [S2, S3, Sm] = [perpetualState.indexPrice, perpetualState.collToQuoteIndexPrice, perpetualState.markPrice];
+        // exchange fee based on this trader's address (volume, token holding, etc) and his broker address (if any)
+        const exchangeFeeTbps = this.proxyContract.interface.decodeFunctionResult("queryExchangeFee", encodedResults[2].returnData)[0];
+        // price for this order = limit price (conservative) if given, else the current perp price
+        let tradePrice;
+        if (order.limitPrice == undefined) {
+            const fPrice = this.proxyContract.interface.decodeFunctionResult("queryPerpetualPrice", encodedResults[3].returnData)[0];
+            tradePrice = (0, d8XMath_1.ABK64x64ToFloat)(fPrice);
+        }
+        else {
+            tradePrice = order.limitPrice;
+        }
+        // Current state:
+        let lotSizeBC = MarketData._getLotSize(order.symbol, this.symbolToPerpStaticInfo);
         // Too small, no change to account
         if (Math.abs(order.quantity) < lotSizeBC) {
             return { newPositionRisk: account, orderCost: 0 };
         }
-        // Current state:
-        // perp (for FXs and such)
-        let perpetualState = await this.getPerpetualState(order.symbol, indexPriceInfo, overrides);
-        let [S2, S3, Sm] = [perpetualState.indexPrice, perpetualState.collToQuoteIndexPrice, perpetualState.markPrice];
         // cash in margin account: upon trading, unpaid funding will be realized
         let currentMarginCashCC = account.collateralCC;
         // signed position, still correct if side is closed (==0)
@@ -282,8 +336,6 @@ class MarketData extends perpetualDataHandler_1.default {
         // signed locked-in value
         let currentLockedInQC = account.entryPrice * currentPositionBC;
         // New trader state:
-        // signed trade amount
-        let tradeAmountBC = Math.abs(order.quantity) * (order.side == nodeSDKTypes_1.BUY_SIDE ? 1 : -1);
         // signed position
         let newPositionBC = currentPositionBC + tradeAmountBC;
         if (Math.abs(newPositionBC) < 10 * lotSizeBC) {
@@ -292,12 +344,6 @@ class MarketData extends perpetualDataHandler_1.default {
             newPositionBC = 0;
         }
         let newSide = newPositionBC > 0 ? nodeSDKTypes_1.BUY_SIDE : newPositionBC < 0 ? nodeSDKTypes_1.SELL_SIDE : nodeSDKTypes_1.CLOSED_SIDE;
-        // price for this order = limit price (conservative) if given, else the current perp price
-        let tradePrice = order.limitPrice ??
-            (await this.getPerpetualPrice(order.symbol, tradeAmountBC, [indexPriceInfo[0], indexPriceInfo[1]], overrides));
-        // fees
-        let poolId = perpetualDataHandler_1.default._getPoolIdFromSymbol(order.symbol, this.poolStaticInfos);
-        let exchangeFeeTbps = await this.proxyContract.queryExchangeFee(poolId, traderAddr, order.brokerAddr ?? nodeSDKTypes_1.ZERO_ADDRESS, overrides || {});
         let exchangeFeeCC = (Math.abs(tradeAmountBC) * exchangeFeeTbps * 1e-5 * S2) / S3;
         let brokerFeeCC = (Math.abs(tradeAmountBC) * (order.brokerFeeTbps ?? 0) * 1e-5 * S2) / S3;
         let referralFeeCC = this.symbolToPerpStaticInfo.get(account.symbol).referralRebate;
@@ -323,7 +369,7 @@ class MarketData extends perpetualDataHandler_1.default {
             let initialMarginRate = this.symbolToPerpStaticInfo.get(account.symbol).initialMarginRate;
             targetLvg = isFlip || isOpen ? order.leverage ?? 1 / initialMarginRate : 0;
             let [b0, pos0] = isOpen ? [0, 0] : [account.collateralCC, currentPositionBC];
-            traderDepositCC = (0, d8XMath_1.getDepositAmountForLvgTrade)(b0, pos0, tradeAmountBC, targetLvg, tradePrice, S3, Sm);
+            traderDepositCC = (0, d8XMath_1.getDepositAmountForLvgTrade)(pos0, b0, tradeAmountBC, targetLvg, tradePrice, S3, Sm);
             // fees are paid from wallet in this case
             traderDepositCC += exchangeFeeCC + brokerFeeCC + referralFeeCC;
         }
@@ -1021,10 +1067,12 @@ class MarketData extends perpetualDataHandler_1.default {
      * @param _idxPriceMap symbol to price/market closed
      * @returns perpetual symbol to mid-prices mapping
      */
-    static async _queryMidPrices(_proxyContract, _nestedPerpetualIDs, _symbolToPerpStaticInfo, _perpetualIdToSymbol, _idxPriceMap, overrides) {
+    static async _queryMidPrices(_proxyContract, _multicall, _nestedPerpetualIDs, _symbolToPerpStaticInfo, _perpetualIdToSymbol, _idxPriceMap, overrides) {
         // what is the maximal number of queries at once?
         const chunkSize = 10;
         let perpetualIDChunks = perpetualDataHandler_1.default.nestedIDsToChunks(chunkSize, _nestedPerpetualIDs);
+        // prepare calls
+        const proxyCalls = [];
         let midPriceMap = new Map();
         for (let k = 0; k < perpetualIDChunks.length; k++) {
             let indexPrices = [];
@@ -1041,7 +1089,17 @@ class MarketData extends perpetualDataHandler_1.default {
                 indexPrices.push(S2);
                 indexPrices.push(S3);
             }
-            let fMidPrice = await _proxyContract.queryMidPrices(perpetualIDChunks[k], indexPrices, overrides || {});
+            proxyCalls.push({
+                target: _proxyContract.address,
+                allowFailure: false,
+                callData: _proxyContract.interface.encodeFunctionData("queryMidPrices", [perpetualIDChunks[k], indexPrices]),
+            });
+        }
+        // multicall
+        const encodedResults = await _multicall.callStatic.aggregate3(proxyCalls, overrides || {});
+        // apply results
+        for (let k = 0; k < perpetualIDChunks.length; k++) {
+            let fMidPrice = _proxyContract.interface.decodeFunctionResult("queryMidPrices", encodedResults[k].returnData)[0];
             for (let j = 0; j < fMidPrice.length; j++) {
                 let id = perpetualIDChunks[k][j];
                 let symbol3s = _perpetualIdToSymbol.get(id);
@@ -1050,68 +1108,78 @@ class MarketData extends perpetualDataHandler_1.default {
         }
         return midPriceMap;
     }
-    static async _queryPoolStates(_proxyContract, _poolStaticInfos, _numPools, overrides) {
+    static async _queryPoolAndPerpetualStates(_proxyContract, _multicall, _poolStaticInfos, _symbolList, _nestedPerpetualIDs, overrides) {
         const chunkSize = 5;
+        const numPools = _nestedPerpetualIDs.length;
         let iFrom = 1;
         let poolStates = [];
-        while (iFrom <= _numPools) {
-            let pools = await _proxyContract.getLiquidityPools(iFrom, iFrom + chunkSize, overrides || {});
-            for (let k = 0; k < pools.length; k++) {
-                let poolSymbol = _poolStaticInfos[iFrom + k - 1].poolMarginSymbol;
-                let poolState = {
-                    isRunning: pools[k].isRunning,
-                    poolSymbol: poolSymbol,
-                    marginTokenAddr: pools[k].marginTokenAddress,
-                    poolShareTokenAddr: pools[k].shareTokenAddress,
-                    defaultFundCashCC: (0, d8XMath_1.ABK64x64ToFloat)(pools[k].fDefaultFundCashCC),
-                    pnlParticipantCashCC: (0, d8XMath_1.ABK64x64ToFloat)(pools[k].fPnLparticipantsCashCC),
-                    totalTargetAMMFundSizeCC: (0, d8XMath_1.ABK64x64ToFloat)(pools[k].fTargetAMMFundSize),
-                    brokerCollateralLotSize: (0, d8XMath_1.ABK64x64ToFloat)(pools[k].fBrokerCollateralLotSize),
-                    perpetuals: [],
-                };
-                poolStates.push(poolState);
-            }
+        let perpStates = [];
+        while (iFrom <= numPools) {
+            const proxyCalls = [
+                // getLiquidityPools
+                {
+                    target: _proxyContract.address,
+                    allowFailure: false,
+                    callData: _proxyContract.interface.encodeFunctionData("getLiquidityPools", [iFrom, iFrom + chunkSize - 1]), // from-to includes "to"
+                },
+                // getPerpetuals
+                {
+                    target: _proxyContract.address,
+                    allowFailure: false,
+                    callData: _proxyContract.interface.encodeFunctionData("getPerpetuals", [
+                        _nestedPerpetualIDs.slice(iFrom - 1, iFrom + chunkSize - 1).flat(), // from-to does not include "to"
+                    ]),
+                },
+            ];
+            // multicall
+            const encodedResults = await _multicall.callStatic.aggregate3(proxyCalls, overrides || {});
+            const pools = _proxyContract.interface.decodeFunctionResult("getLiquidityPools", encodedResults[0].returnData)[0];
+            const perps = _proxyContract.interface.decodeFunctionResult("getPerpetuals", encodedResults[1].returnData)[0];
+            poolStates = poolStates.concat(MarketData._poolDataToPoolState(pools, _poolStaticInfos));
+            perpStates = perpStates.concat(MarketData._perpetualDataToPerpetualState(perps, _symbolList));
             iFrom = iFrom + chunkSize + 1;
         }
+        return { pools: poolStates, perpetuals: perpStates };
+    }
+    static _poolDataToPoolState(_liquidityPools, _poolStaticInfos) {
+        const poolStates = _liquidityPools.map((pool, k) => ({
+            isRunning: pool.isRunning,
+            poolSymbol: _poolStaticInfos[k].poolMarginSymbol,
+            marginTokenAddr: pool.marginTokenAddress,
+            poolShareTokenAddr: pool.shareTokenAddress,
+            defaultFundCashCC: (0, d8XMath_1.ABK64x64ToFloat)(pool.fDefaultFundCashCC),
+            pnlParticipantCashCC: (0, d8XMath_1.ABK64x64ToFloat)(pool.fPnLparticipantsCashCC),
+            totalTargetAMMFundSizeCC: (0, d8XMath_1.ABK64x64ToFloat)(pool.fTargetAMMFundSize),
+            brokerCollateralLotSize: (0, d8XMath_1.ABK64x64ToFloat)(pool.fBrokerCollateralLotSize),
+            perpetuals: [],
+        }));
         return poolStates;
     }
-    static async _queryPerpetualStates(_proxyContract, _nestedPerpetualIDs, _symbolList, overrides) {
-        // what is the maximal number of queries at once?
-        const chunkSize = 10;
-        let perpetualIDChunks = perpetualDataHandler_1.default.nestedIDsToChunks(chunkSize, _nestedPerpetualIDs);
-        let perpStateInfos = new Array();
-        for (let k = 0; k < perpetualIDChunks.length; k++) {
-            let perps = await _proxyContract.getPerpetuals(perpetualIDChunks[k], overrides || {});
-            for (let j = 0; j < perps.length; j++) {
-                let PerpetualState = {
-                    id: perps[j].id,
-                    state: nodeSDKTypes_1.PERP_STATE_STR[perps[j].state],
-                    baseCurrency: (0, utils_1.contractSymbolToSymbol)(perps[j].S2BaseCCY, _symbolList),
-                    quoteCurrency: (0, utils_1.contractSymbolToSymbol)(perps[j].S2QuoteCCY, _symbolList),
-                    indexPrice: 0,
-                    collToQuoteIndexPrice: 0,
-                    markPrice: (0, d8XMath_1.ABK64x64ToFloat)(perps[j].currentMarkPremiumRate.fPrice),
-                    midPrice: 0,
-                    currentFundingRateBps: 1e4 * (0, d8XMath_1.ABK64x64ToFloat)(perps[j].fCurrentFundingRate),
-                    openInterestBC: (0, d8XMath_1.ABK64x64ToFloat)(perps[j].fOpenInterest),
-                    isMarketClosed: false, //fill later
-                };
-                perpStateInfos.push(PerpetualState);
-            }
-        }
-        return perpStateInfos;
+    static _perpetualDataToPerpetualState(_perpetuals, _symbolList) {
+        const perpStates = _perpetuals.map((perp) => ({
+            id: perp.id,
+            state: nodeSDKTypes_1.PERP_STATE_STR[perp.state],
+            baseCurrency: (0, utils_1.contractSymbolToSymbol)(perp.S2BaseCCY, _symbolList),
+            quoteCurrency: (0, utils_1.contractSymbolToSymbol)(perp.S2QuoteCCY, _symbolList),
+            indexPrice: 0,
+            collToQuoteIndexPrice: 0,
+            markPrice: (0, d8XMath_1.ABK64x64ToFloat)(perp.currentMarkPremiumRate.fPrice),
+            midPrice: 0,
+            currentFundingRateBps: 1e4 * (0, d8XMath_1.ABK64x64ToFloat)(perp.fCurrentFundingRate),
+            openInterestBC: (0, d8XMath_1.ABK64x64ToFloat)(perp.fOpenInterest),
+            isMarketClosed: false, //fill later
+        }));
+        return perpStates;
     }
-    static async _exchangeInfo(_proxyContract, _poolStaticInfos, _symbolToPerpStaticInfo, _perpetualIdToSymbol, _nestedPerpetualIDs, _symbolList, _priceFeedGetter, overrides) {
+    static async _exchangeInfo(_proxyContract, _multicall, _poolStaticInfos, _symbolToPerpStaticInfo, _perpetualIdToSymbol, _nestedPerpetualIDs, _symbolList, _priceFeedGetter, overrides) {
         // get the factory address (shared among all pools)
         let factory = _poolStaticInfos[0].oracleFactoryAddr;
         let info = { pools: [], oracleFactoryAddr: factory, proxyAddr: _proxyContract.address };
-        const numPools = _nestedPerpetualIDs.length;
-        // get all prices from off-chain price-sources
+        // get all prices from off-chain price-sources: no RPC calls
         let idxPriceMap = await MarketData._getAllIndexPrices(_symbolToPerpStaticInfo, _priceFeedGetter);
         // query mid-prices from on-chain conditional on the off-chain prices
-        let midPriceMap = await MarketData._queryMidPrices(_proxyContract, _nestedPerpetualIDs, _symbolToPerpStaticInfo, _perpetualIdToSymbol, idxPriceMap, overrides);
-        let poolStateInfos = await MarketData._queryPoolStates(_proxyContract, _poolStaticInfos, numPools, overrides);
-        let perpStateInfos = await MarketData._queryPerpetualStates(_proxyContract, _nestedPerpetualIDs, _symbolList, overrides);
+        let midPriceMap = await MarketData._queryMidPrices(_proxyContract, _multicall, _nestedPerpetualIDs, _symbolToPerpStaticInfo, _perpetualIdToSymbol, idxPriceMap, overrides);
+        const { pools: poolStateInfos, perpetuals: perpStateInfos } = await MarketData._queryPoolAndPerpetualStates(_proxyContract, _multicall, _poolStaticInfos, _symbolList, _nestedPerpetualIDs, overrides);
         // put together all info
         for (const perp of perpStateInfos) {
             let symbol3s = _perpetualIdToSymbol.get(perp.id);

package/dist/cjs/marketData.js.map

@@ -1 +1 @@
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package/dist/cjs/nodeSDKTypes.d.ts

@@ -45,7 +45,7 @@ export interface NodeSDKConfig {
     lobFactoryABI?: ContractInterface | undefined;
     lobABI?: ContractInterface | undefined;
     shareTokenABI?: ContractInterface | undefined;
-    priceFeedConfigLocation?: string | undefined;
+    priceFeedConfig?: PriceFeedConfig;
 }
 export interface MarginAccount {
     symbol: string;

package/dist/cjs/perpetualDataHandler.js

@@ -53,15 +53,13 @@ class PerpetualDataHandler {
             }
         }
         catch (error) {
-            console.log(error);
+            console.error(error);
             throw new Error(`Unable to connect to network.`);
         }
         if (network.chainId !== this.chainId) {
             throw new Error(`Provider: chain id ${network.chainId} does not match config (${this.chainId})`);
         }
         this.proxyContract = contracts_1.IPerpetualManager__factory.connect(this.proxyAddr, signerOrProvider);
-        this.lobFactoryAddr = await this.proxyContract.getOrderBookFactoryAddress(overrides || {});
-        this.lobFactoryContract = contracts_1.LimitOrderBookFactory__factory.connect(this.lobFactoryAddr, signerOrProvider);
         this.multicall = contracts_1.Multicall3__factory.connect(nodeSDKTypes_1.MULTICALL_ADDRESS, this.signerOrProvider);
         await this._fillSymbolMaps(overrides);
     }
@@ -84,13 +82,27 @@ class PerpetualDataHandler {
      *
      */
     async _fillSymbolMaps(overrides) {
-        if (!this.proxyContract || !this.lobFactoryContract) {
-            throw Error("proxy or limit order book not defined");
+        if (this.proxyContract == null || this.multicall == null || this.signerOrProvider == null) {
+            throw new Error("proxy or multicall not defined");
         }
         let poolInfo = await PerpetualDataHandler.getPoolStaticInfo(this.proxyContract, overrides);
         this.nestedPerpetualIDs = poolInfo.nestedPerpetualIDs;
+        const IERC20 = new abi_1.Interface(nodeSDKTypes_1.ERC20_ABI);
+        const proxyCalls = poolInfo.poolMarginTokenAddr.map((tokenAddr) => ({
+            target: tokenAddr,
+            allowFailure: false,
+            callData: IERC20.encodeFunctionData("decimals"),
+        }));
+        proxyCalls.push({
+            target: this.proxyAddr,
+            allowFailure: false,
+            callData: this.proxyContract.interface.encodeFunctionData("getOrderBookFactoryAddress"),
+        });
+        // multicall
+        const encodedResults = await this.multicall.callStatic.aggregate3(proxyCalls, overrides || {});
+        // decimals
         for (let j = 0; j < poolInfo.nestedPerpetualIDs.length; j++) {
-            let decimals = await contracts_1.ERC20__factory.connect(poolInfo.poolMarginTokenAddr[j], this.provider).decimals();
+            const decimals = IERC20.decodeFunctionResult("decimals", encodedResults[j].returnData)[0];
             let info = {
                 poolId: j + 1,
                 poolMarginSymbol: "",
@@ -102,6 +114,9 @@ class PerpetualDataHandler {
             };
             this.poolStaticInfos.push(info);
         }
+        // order book factory
+        this.lobFactoryAddr = this.proxyContract.interface.decodeFunctionResult("getOrderBookFactoryAddress", encodedResults[0].returnData)[0];
+        this.lobFactoryContract = contracts_1.LimitOrderBookFactory__factory.connect(this.lobFactoryAddr, this.signerOrProvider);
         let perpStaticInfos = await PerpetualDataHandler.getPerpetualStaticInfo(this.proxyContract, this.nestedPerpetualIDs, this.symbolList, overrides);
         let requiredPairs = new Set();
         // 1) determine pool currency based on its perpetuals