npm - @d8x/perpetuals-sdk - Versions diffs - 0.9.14 → 0.9.16 - Mend

@d8x/perpetuals-sdk 0.9.14 → 0.9.16

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 (23) hide show

package/dist/cjs/marketData.js +5 -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/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/marketData.js +5 -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/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/marketData.ts +5 -6
package/src/orderExecutorTool.ts +3 -4
package/src/priceFeeds.ts +15 -5
package/src/version.ts +1 -1

package/dist/cjs/marketData.js CHANGED Viewed

@@ -289,10 +289,11 @@ class MarketData extends perpetualDataHandler_1.default {
      */
     async _positionRiskForTraderInPerpetuals(traderAddr, symbols, provider, overrides) {
         const MAX_SYMBOLS_PER_CALL = 10;
-        let S2S3 = await Promise.all(symbols.map(async (symbol) => {
-            let obj = await this.priceFeedGetter.fetchPricesForPerpetual(symbol);
-            return [obj.idxPrices[0], obj.idxPrices[1]];
-        }));
+        let S2S3 = new Array();
+        for (let i = 0; i < symbols.length; i++) {
+            let obj = await this.priceFeedGetter.fetchPricesForPerpetual(symbols[i]);
+            S2S3.push([obj.idxPrices[0], obj.idxPrices[1]]);
+        }
         let mgnAcct = [];
         let callSymbols = symbols.slice(0, MAX_SYMBOLS_PER_CALL);
         while (callSymbols.length > 0) {

package/dist/cjs/marketData.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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package/dist/cjs/orderExecutorTool.js CHANGED Viewed

@@ -577,7 +577,7 @@ class OrderExecutorTool extends writeAccessHandler_1.default {
         const markPrice = indexPrices[0] * (1 + (0, d8XMath_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];
@@ -626,12 +626,11 @@ class OrderExecutorTool extends writeAccessHandler_1.default {
             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/cjs/orderExecutorTool.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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package/dist/cjs/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/cjs/priceFeeds.js CHANGED Viewed

@@ -15,6 +15,7 @@ const triangulator_1 = __importDefault(require("./triangulator"));
 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
@@ -324,12 +325,22 @@ 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/cjs/priceFeeds.js.map CHANGED Viewed

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

	@@ -1 +1 @@
1	- export declare const D8X_SDK_VERSION = "0.9.14";
1	+ export declare const D8X_SDK_VERSION = "0.9.16";

package/dist/cjs/version.js CHANGED Viewed

@@ -1,5 +1,5 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.D8X_SDK_VERSION = void 0;
-exports.D8X_SDK_VERSION = "0.9.14";
+exports.D8X_SDK_VERSION = "0.9.16";
 //# sourceMappingURL=version.js.map

package/dist/esm/marketData.js CHANGED Viewed

@@ -284,10 +284,11 @@ export default class MarketData extends PerpetualDataHandler {
      */
     async _positionRiskForTraderInPerpetuals(traderAddr, symbols, provider, overrides) {
         const MAX_SYMBOLS_PER_CALL = 10;
-        let S2S3 = await Promise.all(symbols.map(async (symbol) => {
-            let obj = await this.priceFeedGetter.fetchPricesForPerpetual(symbol);
-            return [obj.idxPrices[0], obj.idxPrices[1]];
-        }));
+        let S2S3 = new Array();
+        for (let i = 0; i < symbols.length; i++) {
+            let obj = await this.priceFeedGetter.fetchPricesForPerpetual(symbols[i]);
+            S2S3.push([obj.idxPrices[0], obj.idxPrices[1]]);
+        }
         let mgnAcct = [];
         let callSymbols = symbols.slice(0, MAX_SYMBOLS_PER_CALL);
         while (callSymbols.length > 0) {

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

	@@ -1 +1 @@
1	- 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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 @@
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 = "0.9.14";
1	+ export declare const D8X_SDK_VERSION = "0.9.16";

package/dist/esm/version.js CHANGED Viewed

@@ -1,2 +1,2 @@
-export const D8X_SDK_VERSION = "0.9.14";
+export const D8X_SDK_VERSION = "0.9.16";
 //# sourceMappingURL=version.js.map

package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "@d8x/perpetuals-sdk",
-  "version": "0.9.14",
+  "version": "0.9.16",
   "description": "Node TypeScript SDK for D8X Perpetual Futures",
   "author": "D8X",
   "homepage": "https://github.com/D8-X/d8x-futures-node-sdk#readme",

package/src/marketData.ts CHANGED Viewed

@@ -409,12 +409,11 @@ export default class MarketData extends PerpetualDataHandler {
     overrides?: CallOverrides
   ): Promise<MarginAccount[]> {
     const MAX_SYMBOLS_PER_CALL = 10;
-    let S2S3 = await Promise.all(
-      symbols.map(async (symbol) => {
-        let obj = await this.priceFeedGetter.fetchPricesForPerpetual(symbol);
-        return [obj.idxPrices[0], obj.idxPrices[1]];
-      })
-    );
+    let S2S3 = new Array<[number, number]>();
+    for (let i = 0; i < symbols.length; i++) {
+      let obj = await this.priceFeedGetter.fetchPricesForPerpetual(symbols[i]);
+      S2S3.push([obj.idxPrices[0], obj.idxPrices[1]]);
+    }
     let mgnAcct: MarginAccount[] = [];
     let callSymbols = symbols.slice(0, MAX_SYMBOLS_PER_CALL);
     while (callSymbols.length > 0) {

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/priceFeeds.ts CHANGED Viewed

@@ -18,6 +18,7 @@ export default class PriceFeeds {
   // store triangulation paths given the price feeds
   private triangulations: Map<string, [string[], boolean[]]>;
   private THRESHOLD_MARKET_CLOSED_SEC = 15; // smallest lag for which we consider the market as being closed
+  private cache: Map<string, { timestamp: number; values: any }> = new Map();
   constructor(dataHandler: PerpetualDataHandler, priceFeedConfigNetwork: string) {
     let configs = require("./config/priceFeedConfig.json") as PriceFeedConfig[];
@@ -351,12 +352,21 @@ export default class PriceFeeds {
    * @returns vaa and price info
    */
   public async fetchPriceQuery(query: string): Promise<[string[], PriceFeedFormat[]]> {
-    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}): ${response.statusText}`);
+    let values: any;
+    const cached = this.cache.get(query);
+    const tsNow = Date.now() / 1_000;
+    if (cached && cached.timestamp + 1 > tsNow) {
+      // less than a second has passed since the last query - no need to query again
+      values = cached.values;
+    } else {
+      const headers = { headers: { "Content-Type": "application/json" } };
+      let response = await fetch(query, headers);
+      if (!response.ok) {
+        throw new Error(`Failed to fetch posts (${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<string>();
     const px = new Array<PriceFeedFormat>();
     for (let k = 0; k < values.length; k++) {

package/src/version.ts CHANGED Viewed

	@@ -1 +1 @@
1	- export const D8X_SDK_VERSION = "0.9.14";
1	+ export const D8X_SDK_VERSION = "0.9.16";