npm - @d8x/perpetuals-sdk - Versions diffs - 0.9.18 → 0.9.20 - Mend

@d8x/perpetuals-sdk 0.9.18 → 0.9.20

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 (16) hide show

package/dist/cjs/config/priceFeedConfig.json +6 -0
package/dist/cjs/marketData.d.ts +3 -1
package/dist/cjs/marketData.js +17 -7
package/dist/cjs/marketData.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 +6 -0
package/dist/esm/marketData.d.ts +3 -1
package/dist/esm/marketData.js +17 -7
package/dist/esm/marketData.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 +6 -0
package/src/marketData.ts +19 -8
package/src/version.ts +1 -1

package/dist/cjs/config/priceFeedConfig.json CHANGED Viewed

@@ -122,6 +122,12 @@
                 "type": "pyth",
                 "origin": "FX.GBP/USD"
             },
+            {
+                "symbol": "USD-JPY",
+                "id": "0xef2c98c804ba503c6a707e38be4dfbb16683775f195b091252bf24693042fd52",
+                "type": "pyth",
+                "origin": "FX.USD/JPY"
+            },
             {
                 "symbol": "XAU-USD",
                 "id": "0x765d2ba906dbc32ca17cc11f5310a89e9ee1f6420508c63861f2f8ba4ee34bb2",

package/dist/cjs/marketData.d.ts CHANGED Viewed

@@ -176,7 +176,9 @@ export default class MarketData extends PerpetualDataHandler {
      * @param indexPriceInfo Index prices and market status (open/closed)
      * @returns Position risk after trade
      */
-    positionRiskOnTrade(traderAddr: string, order: Order, account?: MarginAccount, indexPriceInfo?: [number, number, boolean, boolean], overrides?: CallOverrides): Promise<{
+    positionRiskOnTrade(traderAddr: string, order: Order, account?: MarginAccount, indexPriceInfo?: [number, number, boolean, boolean], overrides?: CallOverrides & {
+        tradingFeeTbps?: number;
+    }): Promise<{
         newPositionRisk: MarginAccount;
         orderCost: number;
         maxLongTrade: number;

package/dist/cjs/marketData.js CHANGED Viewed

@@ -289,17 +289,19 @@ class MarketData extends perpetualDataHandler_1.default {
      */
     async _positionRiskForTraderInPerpetuals(traderAddr, symbols, provider, overrides) {
         const MAX_SYMBOLS_PER_CALL = 10;
-        let S2S3 = new Array();
+        const 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);
+        let pxS2S3 = S2S3.slice(0, MAX_SYMBOLS_PER_CALL);
         while (callSymbols.length > 0) {
-            let acc = await perpetualDataHandler_1.default.getMarginAccounts(Array(callSymbols.length).fill(traderAddr), callSymbols, this.symbolToPerpStaticInfo, contracts_1.Multicall3__factory.connect(constants_1.MULTICALL_ADDRESS, provider), contracts_1.IPerpetualManager__factory.connect(this.proxyAddr, provider), S2S3, overrides);
+            let acc = await perpetualDataHandler_1.default.getMarginAccounts(Array(callSymbols.length).fill(traderAddr), callSymbols, this.symbolToPerpStaticInfo, contracts_1.Multicall3__factory.connect(constants_1.MULTICALL_ADDRESS, provider), contracts_1.IPerpetualManager__factory.connect(this.proxyAddr, provider), pxS2S3, overrides);
             mgnAcct = mgnAcct.concat(acc);
             callSymbols = symbols.slice(mgnAcct.length, mgnAcct.length + MAX_SYMBOLS_PER_CALL);
+            pxS2S3 = S2S3.slice(mgnAcct.length, mgnAcct.length + MAX_SYMBOLS_PER_CALL);
         }
         return mgnAcct;
     }
@@ -320,6 +322,11 @@ class MarketData extends perpetualDataHandler_1.default {
             let obj = await this.priceFeedGetter.fetchPricesForPerpetual(order.symbol);
             indexPriceInfo = [obj.idxPrices[0], obj.idxPrices[1], obj.mktClosed[0], obj.mktClosed[1]];
         }
+        // override total fee
+        let tradingFeeTbps;
+        if (overrides) {
+            ({ tradingFeeTbps, ...overrides } = overrides);
+        }
         // signed trade amount
         let tradeAmountBC = Math.abs(order.quantity) * (order.side == constants_1.BUY_SIDE ? 1 : -1);
         // create all calls
@@ -381,7 +388,7 @@ class MarketData extends perpetualDataHandler_1.default {
             },
         ];
         // multicall
-        const encodedResults = await this.multicall.callStatic.aggregate3(proxyCalls, overrides || {});
+        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) {
             let traderState;
@@ -486,8 +493,11 @@ class MarketData extends perpetualDataHandler_1.default {
             newPositionBC = 0;
         }
         let newSide = newPositionBC > 0 ? constants_1.BUY_SIDE : newPositionBC < 0 ? constants_1.SELL_SIDE : constants_1.CLOSED_SIDE;
-        let exchangeFeeCC = (Math.abs(tradeAmountBC) * exchangeFeeTbps * 1e-5 * S2) / S3;
-        let brokerFeeCC = (Math.abs(tradeAmountBC) * (order.brokerFeeTbps ?? 0) * 1e-5 * S2) / S3;
+        if (tradingFeeTbps === undefined) {
+            // use usual input if not overriden
+            tradingFeeTbps = exchangeFeeTbps + (order.brokerFeeTbps ?? 0);
+        }
+        let tradingFeeCC = (Math.abs(tradeAmountBC) * tradingFeeTbps * 1e-5 * S2) / S3;
         let referralFeeCC = this.symbolToPerpStaticInfo.get(account.symbol).referralRebate;
         // Trade type:
         let isClose = newPositionBC == 0 || newPositionBC * tradeAmountBC < 0;
@@ -513,7 +523,7 @@ class MarketData extends perpetualDataHandler_1.default {
             let [b0, pos0] = isOpen ? [0, 0] : [account.collateralCC, currentPositionBC];
             traderDepositCC = (0, d8XMath_1.getDepositAmountForLvgTrade)(pos0, b0, tradeAmountBC, targetLvg, tradePrice, S3, Sm);
             // fees are paid from wallet in this case
-            traderDepositCC += exchangeFeeCC + brokerFeeCC + referralFeeCC;
+            traderDepositCC += tradingFeeCC + referralFeeCC;
         }
         // Contract: _executeTrade
         let deltaCashCC = (-tradeAmountBC * (tradePrice - S2)) / S3;
@@ -524,7 +534,7 @@ class MarketData extends perpetualDataHandler_1.default {
             deltaCashCC += pnl / S3;
         }
         // funding and fees
-        deltaCashCC = deltaCashCC + account.unrealizedFundingCollateralCCY - exchangeFeeCC - brokerFeeCC - referralFeeCC;
+        deltaCashCC = deltaCashCC + account.unrealizedFundingCollateralCCY - tradingFeeCC - referralFeeCC;
         // New cash, locked-in, entry price & leverage after trade
         let newLockedInValueQC = currentLockedInQC + deltaLockedQC;
         let newMarginCashCC = currentMarginCashCC + deltaCashCC + traderDepositCC;

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

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

	@@ -1 +1 @@
1	- export declare const D8X_SDK_VERSION = "0.9.18";
1	+ export declare const D8X_SDK_VERSION = "0.9.20";

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 = "0.9.18";
+exports.D8X_SDK_VERSION = "0.9.20";
 //# sourceMappingURL=version.js.map

package/dist/esm/config/priceFeedConfig.json CHANGED Viewed

@@ -122,6 +122,12 @@
                 "type": "pyth",
                 "origin": "FX.GBP/USD"
             },
+            {
+                "symbol": "USD-JPY",
+                "id": "0xef2c98c804ba503c6a707e38be4dfbb16683775f195b091252bf24693042fd52",
+                "type": "pyth",
+                "origin": "FX.USD/JPY"
+            },
             {
                 "symbol": "XAU-USD",
                 "id": "0x765d2ba906dbc32ca17cc11f5310a89e9ee1f6420508c63861f2f8ba4ee34bb2",

package/dist/esm/marketData.d.ts CHANGED Viewed

@@ -176,7 +176,9 @@ export default class MarketData extends PerpetualDataHandler {
      * @param indexPriceInfo Index prices and market status (open/closed)
      * @returns Position risk after trade
      */
-    positionRiskOnTrade(traderAddr: string, order: Order, account?: MarginAccount, indexPriceInfo?: [number, number, boolean, boolean], overrides?: CallOverrides): Promise<{
+    positionRiskOnTrade(traderAddr: string, order: Order, account?: MarginAccount, indexPriceInfo?: [number, number, boolean, boolean], overrides?: CallOverrides & {
+        tradingFeeTbps?: number;
+    }): Promise<{
         newPositionRisk: MarginAccount;
         orderCost: number;
         maxLongTrade: number;

package/dist/esm/marketData.js CHANGED Viewed

@@ -284,17 +284,19 @@ export default class MarketData extends PerpetualDataHandler {
      */
     async _positionRiskForTraderInPerpetuals(traderAddr, symbols, provider, overrides) {
         const MAX_SYMBOLS_PER_CALL = 10;
-        let S2S3 = new Array();
+        const 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);
+        let pxS2S3 = S2S3.slice(0, MAX_SYMBOLS_PER_CALL);
         while (callSymbols.length > 0) {
-            let acc = await PerpetualDataHandler.getMarginAccounts(Array(callSymbols.length).fill(traderAddr), callSymbols, this.symbolToPerpStaticInfo, Multicall3__factory.connect(MULTICALL_ADDRESS, provider), IPerpetualManager__factory.connect(this.proxyAddr, provider), S2S3, overrides);
+            let acc = await PerpetualDataHandler.getMarginAccounts(Array(callSymbols.length).fill(traderAddr), callSymbols, this.symbolToPerpStaticInfo, Multicall3__factory.connect(MULTICALL_ADDRESS, provider), IPerpetualManager__factory.connect(this.proxyAddr, provider), pxS2S3, overrides);
             mgnAcct = mgnAcct.concat(acc);
             callSymbols = symbols.slice(mgnAcct.length, mgnAcct.length + MAX_SYMBOLS_PER_CALL);
+            pxS2S3 = S2S3.slice(mgnAcct.length, mgnAcct.length + MAX_SYMBOLS_PER_CALL);
         }
         return mgnAcct;
     }
@@ -315,6 +317,11 @@ export default class MarketData extends PerpetualDataHandler {
             let obj = await this.priceFeedGetter.fetchPricesForPerpetual(order.symbol);
             indexPriceInfo = [obj.idxPrices[0], obj.idxPrices[1], obj.mktClosed[0], obj.mktClosed[1]];
         }
+        // override total fee
+        let tradingFeeTbps;
+        if (overrides) {
+            ({ tradingFeeTbps, ...overrides } = overrides);
+        }
         // signed trade amount
         let tradeAmountBC = Math.abs(order.quantity) * (order.side == BUY_SIDE ? 1 : -1);
         // create all calls
@@ -376,7 +383,7 @@ export default class MarketData extends PerpetualDataHandler {
             },
         ];
         // multicall
-        const encodedResults = await this.multicall.callStatic.aggregate3(proxyCalls, overrides || {});
+        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) {
             let traderState;
@@ -481,8 +488,11 @@ export default class MarketData extends PerpetualDataHandler {
             newPositionBC = 0;
         }
         let newSide = newPositionBC > 0 ? BUY_SIDE : newPositionBC < 0 ? SELL_SIDE : CLOSED_SIDE;
-        let exchangeFeeCC = (Math.abs(tradeAmountBC) * exchangeFeeTbps * 1e-5 * S2) / S3;
-        let brokerFeeCC = (Math.abs(tradeAmountBC) * (order.brokerFeeTbps ?? 0) * 1e-5 * S2) / S3;
+        if (tradingFeeTbps === undefined) {
+            // use usual input if not overriden
+            tradingFeeTbps = exchangeFeeTbps + (order.brokerFeeTbps ?? 0);
+        }
+        let tradingFeeCC = (Math.abs(tradeAmountBC) * tradingFeeTbps * 1e-5 * S2) / S3;
         let referralFeeCC = this.symbolToPerpStaticInfo.get(account.symbol).referralRebate;
         // Trade type:
         let isClose = newPositionBC == 0 || newPositionBC * tradeAmountBC < 0;
@@ -508,7 +518,7 @@ export default class MarketData extends PerpetualDataHandler {
             let [b0, pos0] = isOpen ? [0, 0] : [account.collateralCC, currentPositionBC];
             traderDepositCC = getDepositAmountForLvgTrade(pos0, b0, tradeAmountBC, targetLvg, tradePrice, S3, Sm);
             // fees are paid from wallet in this case
-            traderDepositCC += exchangeFeeCC + brokerFeeCC + referralFeeCC;
+            traderDepositCC += tradingFeeCC + referralFeeCC;
         }
         // Contract: _executeTrade
         let deltaCashCC = (-tradeAmountBC * (tradePrice - S2)) / S3;
@@ -519,7 +529,7 @@ export default class MarketData extends PerpetualDataHandler {
             deltaCashCC += pnl / S3;
         }
         // funding and fees
-        deltaCashCC = deltaCashCC + account.unrealizedFundingCollateralCCY - exchangeFeeCC - brokerFeeCC - referralFeeCC;
+        deltaCashCC = deltaCashCC + account.unrealizedFundingCollateralCCY - tradingFeeCC - referralFeeCC;
         // New cash, locked-in, entry price & leverage after trade
         let newLockedInValueQC = currentLockedInQC + deltaLockedQC;
         let newMarginCashCC = currentMarginCashCC + deltaCashCC + traderDepositCC;

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

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

	@@ -1 +1 @@
1	- export declare const D8X_SDK_VERSION = "0.9.18";
1	+ export declare const D8X_SDK_VERSION = "0.9.20";

package/dist/esm/version.js CHANGED Viewed

@@ -1,2 +1,2 @@
-export const D8X_SDK_VERSION = "0.9.18";
+export const D8X_SDK_VERSION = "0.9.20";
 //# sourceMappingURL=version.js.map

package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "@d8x/perpetuals-sdk",
-  "version": "0.9.18",
+  "version": "0.9.20",
   "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

@@ -122,6 +122,12 @@
         "type": "pyth",
         "origin": "FX.GBP/USD"
       },
+      {
+        "symbol": "USD-JPY",
+        "id": "0xef2c98c804ba503c6a707e38be4dfbb16683775f195b091252bf24693042fd52",
+        "type": "pyth",
+        "origin": "FX.USD/JPY"
+      },
       {
         "symbol": "XAU-USD",
         "id": "0x765d2ba906dbc32ca17cc11f5310a89e9ee1f6420508c63861f2f8ba4ee34bb2",

package/src/marketData.ts CHANGED Viewed

@@ -410,13 +410,14 @@ export default class MarketData extends PerpetualDataHandler {
     overrides?: CallOverrides
   ): Promise<MarginAccount[]> {
     const MAX_SYMBOLS_PER_CALL = 10;
-    let S2S3 = new Array<[number, number]>();
+    const 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);
+    let pxS2S3 = S2S3.slice(0, MAX_SYMBOLS_PER_CALL);
     while (callSymbols.length > 0) {
       let acc = await PerpetualDataHandler.getMarginAccounts(
         Array(callSymbols.length).fill(traderAddr),
@@ -424,11 +425,12 @@ export default class MarketData extends PerpetualDataHandler {
         this.symbolToPerpStaticInfo,
         Multicall3__factory.connect(MULTICALL_ADDRESS, provider),
         IPerpetualManager__factory.connect(this.proxyAddr, provider),
-        S2S3,
+        pxS2S3,
         overrides
       );
       mgnAcct = mgnAcct.concat(acc);
       callSymbols = symbols.slice(mgnAcct.length, mgnAcct.length + MAX_SYMBOLS_PER_CALL);
+      pxS2S3 = S2S3.slice(mgnAcct.length, mgnAcct.length + MAX_SYMBOLS_PER_CALL);
     }
     return mgnAcct;
   }
@@ -446,7 +448,7 @@ export default class MarketData extends PerpetualDataHandler {
     order: Order,
     account?: MarginAccount,
     indexPriceInfo?: [number, number, boolean, boolean],
-    overrides?: CallOverrides
+    overrides?: CallOverrides & { tradingFeeTbps?: number }
   ): Promise<{ newPositionRisk: MarginAccount; orderCost: number; maxLongTrade: number; maxShortTrade: number }> {
     if (this.proxyContract == null || this.multicall == null) {
       throw Error("no proxy contract initialized. Use createProxyInstance().");
@@ -458,6 +460,12 @@ export default class MarketData extends PerpetualDataHandler {
       indexPriceInfo = [obj.idxPrices[0], obj.idxPrices[1], obj.mktClosed[0], obj.mktClosed[1]];
     }
+    // override total fee
+    let tradingFeeTbps: number | undefined;
+    if (overrides) {
+      ({ tradingFeeTbps, ...overrides } = overrides);
+    }
     // signed trade amount
     let tradeAmountBC = Math.abs(order.quantity) * (order.side == BUY_SIDE ? 1 : -1);
@@ -521,7 +529,7 @@ export default class MarketData extends PerpetualDataHandler {
     ];
     // multicall
-    const encodedResults = await this.multicall.callStatic.aggregate3(proxyCalls, overrides || {});
+    const encodedResults = await this.multicall.callStatic.aggregate3(proxyCalls, (overrides || {}) as CallOverrides);
     // positionRisk to apply this trade on: if not given, defaults to the current trader's position
     if (!account) {
@@ -650,8 +658,11 @@ export default class MarketData extends PerpetualDataHandler {
     }
     let newSide = newPositionBC > 0 ? BUY_SIDE : newPositionBC < 0 ? SELL_SIDE : CLOSED_SIDE;
-    let exchangeFeeCC = (Math.abs(tradeAmountBC) * exchangeFeeTbps * 1e-5 * S2) / S3;
-    let brokerFeeCC = (Math.abs(tradeAmountBC) * (order.brokerFeeTbps ?? 0) * 1e-5 * S2) / S3;
+    if (tradingFeeTbps === undefined) {
+      // use usual input if not overriden
+      tradingFeeTbps = exchangeFeeTbps + (order.brokerFeeTbps ?? 0);
+    }
+    let tradingFeeCC = (Math.abs(tradeAmountBC) * tradingFeeTbps * 1e-5 * S2) / S3;
     let referralFeeCC = this.symbolToPerpStaticInfo.get(account.symbol)!.referralRebate;
     // Trade type:
     let isClose = newPositionBC == 0 || newPositionBC * tradeAmountBC < 0;
@@ -677,7 +688,7 @@ export default class MarketData extends PerpetualDataHandler {
       let [b0, pos0] = isOpen ? [0, 0] : [account.collateralCC, currentPositionBC];
       traderDepositCC = getDepositAmountForLvgTrade(pos0, b0, tradeAmountBC, targetLvg, tradePrice, S3, Sm);
       // fees are paid from wallet in this case
-      traderDepositCC += exchangeFeeCC + brokerFeeCC + referralFeeCC;
+      traderDepositCC += tradingFeeCC + referralFeeCC;
     }
     // Contract: _executeTrade
@@ -689,7 +700,7 @@ export default class MarketData extends PerpetualDataHandler {
       deltaCashCC += pnl / S3;
     }
     // funding and fees
-    deltaCashCC = deltaCashCC + account.unrealizedFundingCollateralCCY - exchangeFeeCC - brokerFeeCC - referralFeeCC;
+    deltaCashCC = deltaCashCC + account.unrealizedFundingCollateralCCY - tradingFeeCC - referralFeeCC;
     // New cash, locked-in, entry price & leverage after trade
     let newLockedInValueQC = currentLockedInQC + deltaLockedQC;

package/src/version.ts CHANGED Viewed

	@@ -1 +1 @@
1	- export const D8X_SDK_VERSION = "0.9.18";
1	+ export const D8X_SDK_VERSION = "0.9.20";