npm - @d8x/perpetuals-sdk - Versions diffs - 0.9.13 → 0.9.15 - Mend

@d8x/perpetuals-sdk 0.9.13 → 0.9.15

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 (44) hide show

package/dist/cjs/config/priceFeedConfig.json +12 -0
package/dist/cjs/config/symbolList.json +1 -0
package/dist/cjs/marketData.d.ts +1 -1
package/dist/cjs/marketData.js +4 -4
package/dist/cjs/marketData.js.map +1 -1
package/dist/cjs/orderExecutorTool.js +3 -4
package/dist/cjs/orderExecutorTool.js.map +1 -1
package/dist/cjs/perpetualDataHandler.d.ts +1 -0
package/dist/cjs/perpetualDataHandler.js +8 -1
package/dist/cjs/perpetualDataHandler.js.map +1 -1
package/dist/cjs/priceFeeds.d.ts +1 -0
package/dist/cjs/priceFeeds.js +16 -5
package/dist/cjs/priceFeeds.js.map +1 -1
package/dist/cjs/version.d.ts +1 -1
package/dist/cjs/version.js +1 -1
package/dist/esm/config/priceFeedConfig.json +12 -0
package/dist/esm/config/symbolList.json +1 -0
package/dist/esm/marketData.d.ts +1 -1
package/dist/esm/marketData.js +4 -4
package/dist/esm/marketData.js.map +1 -1
package/dist/esm/orderExecutorTool.js +3 -4
package/dist/esm/orderExecutorTool.js.map +1 -1
package/dist/esm/perpetualDataHandler.d.ts +1 -0
package/dist/esm/perpetualDataHandler.js +8 -1
package/dist/esm/perpetualDataHandler.js.map +1 -1
package/dist/esm/priceFeeds.d.ts +1 -0
package/dist/esm/priceFeeds.js +16 -5
package/dist/esm/priceFeeds.js.map +1 -1
package/dist/esm/version.d.ts +1 -1
package/dist/esm/version.js +1 -1
package/package.json +1 -1
package/src/config/priceFeedConfig.json +12 -0
package/src/config/symbolList.json +1 -0
package/src/marketData.ts +3 -2
package/src/orderExecutorTool.ts +3 -4
package/src/perpetualDataHandler.ts +14 -1
package/src/priceFeeds.ts +15 -5
package/src/version.ts +1 -1
package/dist/cjs/orderReferrerTool.d.ts +0 -207
package/dist/cjs/orderReferrerTool.js +0 -394
package/dist/cjs/orderReferrerTool.js.map +0 -1
package/dist/esm/orderReferrerTool.d.ts +0 -207
package/dist/esm/orderReferrerTool.js +0 -390
package/dist/esm/orderReferrerTool.js.map +0 -1

package/dist/esm/orderExecutorTool.js CHANGED Viewed

@@ -572,7 +572,7 @@ export default class OrderExecutorTool extends WriteAccessHandler {
         const markPrice = indexPrices[0] * (1 + ABK64x64ToFloat(ammState[8]));
         // block timestamp
         const ts = this.multicall.interface.decodeFunctionResult("getCurrentBlockTimestamp", encodedResults[1].returnData)[0].toNumber();
-        blockTimestamp = Math.max(ts + 1, blockTimestamp ?? 0);
+        blockTimestamp = Math.max(ts, blockTimestamp ?? 0);
         // order status
         const isOrderOpen = encodedResults.slice(2, 2 + orders.length).map((encodedResult) => {
             const iOrderStatus = orderBook.interface.decodeFunctionResult("getOrderStatus", encodedResult.returnData)[0];
@@ -621,12 +621,11 @@ export default class OrderExecutorTool extends WriteAccessHandler {
             return false;
         }
         // check execution timestamp
-        if (atBlockTimestamp < order.executionTimestamp) {
+        if (order.executionTimestamp > 0 && atBlockTimestamp < order.executionTimestamp) {
             console.log(`execution deferred by ${order.executionTimestamp - atBlockTimestamp} more seconds`);
             return false;
         }
-        if (order.submittedTimestamp != undefined && atBlockTimestamp < order.submittedTimestamp) {
-            // next block should be in ~2 seconds, so + 2
+        if (order.submittedTimestamp != undefined && atBlockTimestamp <= order.submittedTimestamp) {
             console.log(`on hold for ${order.submittedTimestamp - atBlockTimestamp} more seconds`);
             return false;
         }

package/dist/esm/orderExecutorTool.js.map CHANGED Viewed

	@@ -1 +1 @@
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package/dist/esm/perpetualDataHandler.d.ts CHANGED Viewed

@@ -23,6 +23,7 @@ export default class PerpetualDataHandler {
     protected proxyContract: IPerpetualManager | null;
     protected proxyABI: ContractInterface;
     protected proxyAddr: string;
+    protected oraclefactoryAddr: string | undefined;
     protected lobFactoryContract: LimitOrderBookFactory | null;
     protected lobFactoryABI: ContractInterface;
     protected lobFactoryAddr: string | undefined;

package/dist/esm/perpetualDataHandler.js CHANGED Viewed

@@ -95,6 +95,11 @@ export default class PerpetualDataHandler {
             allowFailure: false,
             callData: this.proxyContract.interface.encodeFunctionData("getOrderBookFactoryAddress"),
         });
+        proxyCalls.push({
+            target: this.proxyAddr,
+            allowFailure: false,
+            callData: this.proxyContract.interface.encodeFunctionData("getOracleFactory"),
+        });
         // multicall
         const encodedResults = await this.multicall.callStatic.aggregate3(proxyCalls, overrides || {});
         // decimals
@@ -117,8 +122,10 @@ export default class PerpetualDataHandler {
         const oracle = OracleFactory__factory.connect(poolInfo.oracleFactory, this.signerOrProvider);
         this.pythAddr = await oracle.pyth();
         // order book factory
-        this.lobFactoryAddr = this.proxyContract.interface.decodeFunctionResult("getOrderBookFactoryAddress", encodedResults[encodedResults.length - 1].returnData)[0];
+        this.lobFactoryAddr = this.proxyContract.interface.decodeFunctionResult("getOrderBookFactoryAddress", encodedResults[encodedResults.length - 2].returnData)[0];
         this.lobFactoryContract = LimitOrderBookFactory__factory.connect(this.lobFactoryAddr, this.signerOrProvider);
+        // oracle factory
+        this.oraclefactoryAddr = this.proxyContract.interface.decodeFunctionResult("getOracleFactory", encodedResults[encodedResults.length - 1].returnData)[0];
         let perpStaticInfos = await PerpetualDataHandler.getPerpetualStaticInfo(this.proxyContract, this.nestedPerpetualIDs, this.symbolList, overrides);
         let requiredPairs = new Set();
         // 1) determine pool currency based on its perpetuals

package/dist/esm/perpetualDataHandler.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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package/dist/esm/priceFeeds.d.ts CHANGED Viewed

@@ -12,6 +12,7 @@ export default class PriceFeeds {
     private dataHandler;
     private triangulations;
     private THRESHOLD_MARKET_CLOSED_SEC;
+    private cache;
     constructor(dataHandler: PerpetualDataHandler, priceFeedConfigNetwork: string);
     /**
      * Pre-processing of triangulations for symbols, given the price feeds

package/dist/esm/priceFeeds.js CHANGED Viewed

@@ -10,6 +10,7 @@ import Triangulator from "./triangulator";
 export default class PriceFeeds {
     constructor(dataHandler, priceFeedConfigNetwork) {
         this.THRESHOLD_MARKET_CLOSED_SEC = 15; // smallest lag for which we consider the market as being closed
+        this.cache = new Map();
         let configs = require("./config/priceFeedConfig.json");
         this.config = PriceFeeds._selectConfig(configs, priceFeedConfigNetwork);
         // if SDK config contains custom price feed endpoints, these override the public/default ones
@@ -319,12 +320,22 @@ export default class PriceFeeds {
      * @returns vaa and price info
      */
     async fetchPriceQuery(query) {
-        const headers = { headers: { "Content-Type": "application/json" } };
-        let response = await fetch(query, headers);
-        if (!response.ok) {
-            throw new Error(`Failed to fetch posts (${response.status}): ${response.statusText}`);
+        let values;
+        const cached = this.cache.get(query);
+        const tsNow = Date.now() / 1000;
+        if (cached && cached.timestamp + 1 > tsNow) {
+            // less than a second has passed since the last query - no need to query again
+            values = cached.values;
+        }
+        else {
+            const headers = { headers: { "Content-Type": "application/json" } };
+            let response = await fetch(query, headers);
+            if (!response.ok) {
+                throw new Error(`Failed to fetch posts (${response.status}): ${response.statusText}`);
+            }
+            values = await response.json();
+            this.cache.set(query, { timestamp: tsNow, values: values });
         }
-        let values = await response.json();
         const priceFeedUpdates = new Array();
         const px = new Array();
         for (let k = 0; k < values.length; k++) {

package/dist/esm/priceFeeds.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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package/dist/esm/version.d.ts CHANGED Viewed

	@@ -1 +1 @@
1	- export declare const D8X_SDK_VERSION = "0.9.13";
1	+ export declare const D8X_SDK_VERSION = "0.9.15";

package/dist/esm/version.js CHANGED Viewed

@@ -1,2 +1,2 @@
-export const D8X_SDK_VERSION = "0.9.13";
+export const D8X_SDK_VERSION = "0.9.15";
 //# sourceMappingURL=version.js.map

package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "@d8x/perpetuals-sdk",
-  "version": "0.9.13",
+  "version": "0.9.15",
   "description": "Node TypeScript SDK for D8X Perpetual Futures",
   "author": "D8X",
   "homepage": "https://github.com/D8-X/d8x-futures-node-sdk#readme",

package/src/config/priceFeedConfig.json CHANGED Viewed

@@ -62,6 +62,12 @@
         "type": "pyth",
         "origin": "Crypto.STETH/USD"
       },
+      {
+        "symbol": "wstETH-USD",
+        "id": "0xf669e586ebcd8716820498bd430936067b1c69c632eaa8e2a69bc313510c0e3c",
+        "type": "pyth",
+        "origin": "Crypto.WSTETH/USD"
+      },
       {
         "symbol": "agEUR-USD",
         "id": "0x1c06615b7f8c0373adb47d341a825125c3c8db4c3861f2f0d89404038a0428b7",
@@ -128,6 +134,12 @@
         "type": "pyth",
         "origin": "Crypto.STETH/USD"
       },
+      {
+        "symbol": "wstETH-USD",
+        "id": "0x6df640f3b8963d8f8358f791f352b8364513f6ab1cca5ed3f1f7b5448980e784",
+        "type": "pyth",
+        "origin": "Crypto.WSTETH/USD"
+      },
       {
         "symbol": "agEUR-USD",
         "id": "0x3b670a7aa22cf0dc3b76b42dc2e26a85bac35eafc5a5ae2defd6d98201b1b997",

package/src/config/symbolList.json CHANGED Viewed

@@ -11,6 +11,7 @@
   "EUR": "EUR",
   "JPY": "JPY",
   "stTH": "stETH",
+  "wstT": "wstETH",
   "stER": "stEUR",
   "agER": "agER",
   "LUSD": "LUSD"

package/src/marketData.ts CHANGED Viewed

@@ -204,6 +204,7 @@ export default class MarketData extends PerpetualDataHandler {
       this.nestedPerpetualIDs,
       this.symbolList,
       this.priceFeedGetter,
+      this.oraclefactoryAddr!, // not undefined if proxy contract was initialized
       overrides as CallOverrides
     );
   }
@@ -1796,11 +1797,11 @@ export default class MarketData extends PerpetualDataHandler {
     _nestedPerpetualIDs: Array<Array<number>>,
     _symbolList: Map<string, string>,
     _priceFeedGetter: PriceFeeds,
+    _oracleFactoryAddr: string,
     overrides?: CallOverrides
   ): Promise<ExchangeInfo> {
     // get the factory address (shared among all pools)
-    let factory = _poolStaticInfos[0].oracleFactoryAddr;
-    let info: ExchangeInfo = { pools: [], oracleFactoryAddr: factory, proxyAddr: _proxyContract.address };
+    let info: ExchangeInfo = { pools: [], oracleFactoryAddr: _oracleFactoryAddr, proxyAddr: _proxyContract.address };
     // get all prices from off-chain price-sources: no RPC calls
     let idxPriceMap = await MarketData._getAllIndexPrices(_symbolToPerpStaticInfo, _priceFeedGetter);

package/src/orderExecutorTool.ts CHANGED Viewed

@@ -707,7 +707,7 @@ export default class OrderExecutorTool extends WriteAccessHandler {
         encodedResults[1].returnData
       )[0] as BigNumber
     ).toNumber();
-    blockTimestamp = Math.max(ts + 1, blockTimestamp ?? 0);
+    blockTimestamp = Math.max(ts, blockTimestamp ?? 0);
     // order status
     const isOrderOpen = encodedResults.slice(2, 2 + orders.length).map((encodedResult) => {
@@ -776,12 +776,11 @@ export default class OrderExecutorTool extends WriteAccessHandler {
       return false;
     }
     // check execution timestamp
-    if (atBlockTimestamp < order.executionTimestamp) {
+    if (order.executionTimestamp > 0 && atBlockTimestamp < order.executionTimestamp) {
       console.log(`execution deferred by ${order.executionTimestamp - atBlockTimestamp} more seconds`);
       return false;
     }
-    if (order.submittedTimestamp != undefined && atBlockTimestamp < order.submittedTimestamp) {
-      // next block should be in ~2 seconds, so + 2
+    if (order.submittedTimestamp != undefined && atBlockTimestamp <= order.submittedTimestamp) {
       console.log(`on hold for ${order.submittedTimestamp - atBlockTimestamp} more seconds`);
       return false;
     }

package/src/perpetualDataHandler.ts CHANGED Viewed

@@ -97,6 +97,8 @@ export default class PerpetualDataHandler {
   protected proxyContract: IPerpetualManager | null = null;
   protected proxyABI: ContractInterface;
   protected proxyAddr: string;
+  // oracle
+  protected oraclefactoryAddr: string | undefined;
   // limit order book
   protected lobFactoryContract: LimitOrderBookFactory | null = null;
   protected lobFactoryABI: ContractInterface;
@@ -199,6 +201,11 @@ export default class PerpetualDataHandler {
       allowFailure: false,
       callData: this.proxyContract.interface.encodeFunctionData("getOrderBookFactoryAddress"),
     });
+    proxyCalls.push({
+      target: this.proxyAddr,
+      allowFailure: false,
+      callData: this.proxyContract.interface.encodeFunctionData("getOracleFactory"),
+    });
     // multicall
     const encodedResults = await this.multicall.callStatic.aggregate3(proxyCalls, overrides || {});
@@ -227,10 +234,16 @@ export default class PerpetualDataHandler {
     // order book factory
     this.lobFactoryAddr = this.proxyContract.interface.decodeFunctionResult(
       "getOrderBookFactoryAddress",
-      encodedResults[encodedResults.length - 1].returnData
+      encodedResults[encodedResults.length - 2].returnData
     )[0] as string;
     this.lobFactoryContract = LimitOrderBookFactory__factory.connect(this.lobFactoryAddr, this.signerOrProvider);
+    // oracle factory
+    this.oraclefactoryAddr = this.proxyContract.interface.decodeFunctionResult(
+      "getOracleFactory",
+      encodedResults[encodedResults.length - 1].returnData
+    )[0] as string;
     let perpStaticInfos = await PerpetualDataHandler.getPerpetualStaticInfo(
       this.proxyContract,
       this.nestedPerpetualIDs,