@d8x/perpetuals-sdk 1.1.23 → 1.1.25

package/dist/cjs/accountTrade.js

@@ -247,11 +247,11 @@ class AccountTrade extends writeAccessHandler_1.default {
         if (orderBookContract == null || this.signer == null) {
             throw Error(`Order Book contract for symbol ${symbol} or signer not defined`);
         }
+        let scOrder = await orderBookContract.orderOfDigest(orderId);
+        let [signature] = await this._createSignature(scOrder, this.chainId, false, this.signer, this.proxyAddr);
         if (submission == undefined) {
             submission = await this.fetchLatestFeedPriceInfo(symbol);
         }
-        let scOrder = await orderBookContract.orderOfDigest(orderId);
-        let [signature] = await this._createSignature(scOrder, this.chainId, false, this.signer, this.proxyAddr);
         // value is minimal necessary by default, but can be overriden
         if (!overrides || overrides.value == undefined) {
             overrides = {

package/dist/cjs/accountTrade.js.map

@@ -1 +1 @@
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package/dist/cjs/config/defaultConfig.json

@@ -35,6 +35,18 @@
         "limitOrderBookFactoryABILocation": "./abi/LimitOrderBookFactory.json",
         "limitOrderBookABILocation": "./abi/LimitOrderBook.json"
     },
+    {
+        "name": "x1",
+        "chainId": 195,
+        "version": 2,
+        "proxyAddr": "0x2971f469685C93812449B755ed7D1EC105E21Cd8",
+        "nodeURL": "https://xlayertestrpc.okx.com",
+        "priceFeedConfigNetwork": "odin",
+        "shareTokenABILocation": "./abi/ShareToken.json",
+        "proxyABILocation": "./abi/IPerpetualManager.json",
+        "limitOrderBookFactoryABILocation": "./abi/LimitOrderBookFactory.json",
+        "limitOrderBookABILocation": "./abi/LimitOrderBook.json"
+    },
     {
         "name": "cardona",
         "chainId": 2442,

package/dist/cjs/nodeSDKTypes.d.ts

@@ -306,3 +306,77 @@ export interface TokenOverride {
     tokenAddress: string;
     newSymbol: string;
 }
+/**
+ * Perpetualdata corresponding to the data in the smart contract
+ */
+export interface PerpetualData {
+    poolId: number;
+    id: number;
+    fInitialMarginRate: number;
+    fSigma2: number;
+    iLastFundingTime: number;
+    fDFCoverNRate: number;
+    fMaintenanceMarginRate: number;
+    perpetualState: string;
+    eCollateralCurrency: number;
+    S2BaseCCY: string;
+    S2QuoteCCY: string;
+    incentiveSpreadTbps: number;
+    minimalSpreadTbps: number;
+    S3BaseCCY: string;
+    S3QuoteCCY: string;
+    sigma3: number;
+    rho23: number;
+    liquidationPenaltyRateTbps: number;
+    currentMarkPremiumRatePrice: number;
+    currentMarkPremiumRateTime: number;
+    premiumRatesEMA: number;
+    unitAccumulatedFunding: number;
+    openInterest: number;
+    targetAMMFundSize: number;
+    fCurrentTraderExposureEMA: number;
+    fCurrentFundingRate: number;
+    fLotSizeBC: number;
+    fReferralRebateCC: number;
+    fTargetDFSize: number;
+    fkStar: number;
+    fAMMTargetDD: number;
+    fAMMMinSizeCC: number;
+    fMinimalTraderExposureEMA: number;
+    fMinimalAMMExposureEMA: number;
+    fSettlementS3PriceData: number;
+    fSettlementS2PriceData: number;
+    fTotalMarginBalance: number;
+    fMarkPriceEMALambda: number;
+    fFundingRateClamp: number;
+    fMaximalTradeSizeBumpUp: number;
+    iLastTargetPoolSizeTime: number;
+    fStressReturnS3: [number, number];
+    fDFLambda: [number, number];
+    fCurrentAMMExposureEMA: [number, number];
+    fStressReturnS2: [number, number];
+}
+/**
+ * LiquidityPoolData corresponding to the data in the smart contract
+ */
+export interface LiquidityPoolData {
+    isRunning: boolean;
+    iPerpetualCount: number;
+    id: number;
+    fCeilPnLShare: number;
+    marginTokenDecimals: number;
+    iTargetPoolSizeUpdateTime: number;
+    marginTokenAddress: string;
+    prevAnchor: number;
+    fRedemptionRate: number;
+    shareTokenAddress: string;
+    fPnLparticipantsCashCC: number;
+    fTargetAMMFundSize: number;
+    fDefaultFundCashCC: number;
+    fTargetDFSize: number;
+    fBrokerCollateralLotSize: number;
+    prevTokenAmount: number;
+    nextTokenAmount: number;
+    totalSupplyShareToken: number;
+    fBrokerFundCashCC: number;
+}

package/dist/cjs/perpetualDataHandler.d.ts

@@ -5,7 +5,7 @@ import { Provider } from "@ethersproject/providers";
 import { type LimitOrderBook, type LimitOrderBookFactory, type Multicall3 } from "./contracts";
 import { type IPerpetualOrder } from "./contracts/IPerpetualManager";
 import { type IClientOrder } from "./contracts/LimitOrderBook";
-import { TypeSafeOrder, type ClientOrder, type MarginAccount, type NodeSDKConfig, type Order, type PerpetualState, type PerpetualStaticInfo, type PoolStaticInfo, type PriceFeedSubmission, type SmartContractOrder } from "./nodeSDKTypes";
+import { TypeSafeOrder, type ClientOrder, type MarginAccount, type NodeSDKConfig, type Order, type PerpetualState, type PerpetualStaticInfo, type PoolStaticInfo, type PriceFeedSubmission, type SmartContractOrder, type PerpetualData, LiquidityPoolData } from "./nodeSDKTypes";
 import PriceFeeds from "./priceFeeds";
 /**
  * Parent class for MarketData and WriteAccessHandler that handles
@@ -49,6 +49,21 @@ export default class PerpetualDataHandler {
      * @returns order book contract for the perpetual
      */
     getOrderBookContract(symbol: string): Contract & LimitOrderBook;
+    /**
+     * Get perpetuals for the given ids from onchain
+     * @param ids perpetual ids
+     * @param overrides optional
+     * @returns array of PerpetualData converted into decimals
+     */
+    getPerpetuals(ids: number[], overrides?: CallOverrides): Promise<PerpetualData[]>;
+    /**
+     * Get liquidity pools data
+     * @param fromIdx starting index (>=1)
+     * @param toIdx to index (inclusive)
+     * @param overrides optional
+     * @returns array of LiquidityPoolData converted into decimals
+     */
+    getLiquidityPools(fromIdx: number, toIdx: number, overrides?: CallOverrides): Promise<LiquidityPoolData[]>;
     /**
      * Called when initializing. This function fills this.symbolToTokenAddrMap,
      * and this.nestedPerpetualIDs and this.symbolToPerpStaticInfo
@@ -150,6 +165,24 @@ export default class PerpetualDataHandler {
      * @returns {number[][]} An array of subarrays, each containing `chunkSize` or fewer elements from `nestedIDs`.
      */
     static nestedIDsToChunks(chunkSize: number, nestedIDs: Array<Array<number>>): Array<Array<number>>;
+    /**
+     * Query perpetuals
+     * @param ids perpetual ids
+     * @param _proxyContract proxy contract instance
+     * @param _symbolList symbol mappings to convert the bytes encoded symbol name to string
+     * @param overrides optional
+     * @returns array of PerpetualData converted into decimals
+     */
+    static _getLiquidityPools(fromIdx: number, toIdx: number, _proxyContract: Contract, _symbolList: Map<string, string>, overrides?: CallOverrides): Promise<LiquidityPoolData[]>;
+    /**
+     * Query perpetuals
+     * @param ids perpetual ids
+     * @param _proxyContract proxy contract instance
+     * @param _symbolList symbol mappings to convert the bytes encoded symbol name to string
+     * @param overrides optional
+     * @returns array of PerpetualData converted into decimals
+     */
+    static _getPerpetuals(ids: number[], _proxyContract: Contract, _symbolList: Map<string, string>, overrides?: CallOverrides): Promise<PerpetualData[]>;
     static getPoolStaticInfo(_proxyContract: Contract, overrides?: CallOverrides): Promise<{
         nestedPerpetualIDs: Array<Array<number>>;
         poolShareTokenAddr: Array<string>;
@@ -280,7 +313,7 @@ export default class PerpetualDataHandler {
      * @example
      * import { PerpetualDataHandler } from '@d8x/perpetuals-sdk';
      * async function main() {
-     *   const configs = PerpetualDataHandler.getAvailableConfigs("");
+     *   const configs = PerpetualDataHandler.getAvailableConfigs();
      *   console.log(configs);
      *   // output of the form:
      *   // Set(2) { '1101; zkevm', `196; xlayer'}

package/dist/cjs/perpetualDataHandler.js

@@ -84,6 +84,31 @@ class PerpetualDataHandler {
         let lobContract = contracts_2.LimitOrderBook__factory.connect(orderBookAddr, this.signerOrProvider);
         return lobContract;
     }
+    /**
+     * Get perpetuals for the given ids from onchain
+     * @param ids perpetual ids
+     * @param overrides optional
+     * @returns array of PerpetualData converted into decimals
+     */
+    async getPerpetuals(ids, overrides) {
+        if (this.proxyContract == null) {
+            throw new Error("proxy not defined");
+        }
+        return await PerpetualDataHandler._getPerpetuals(ids, this.proxyContract, this.symbolList, overrides);
+    }
+    /**
+     * Get liquidity pools data
+     * @param fromIdx starting index (>=1)
+     * @param toIdx to index (inclusive)
+     * @param overrides optional
+     * @returns array of LiquidityPoolData converted into decimals
+     */
+    async getLiquidityPools(fromIdx, toIdx, overrides) {
+        if (this.proxyContract == null) {
+            throw new Error("proxy not defined");
+        }
+        return await PerpetualDataHandler._getLiquidityPools(fromIdx, toIdx, this.proxyContract, this.symbolList, overrides);
+    }
     /**
      * Called when initializing. This function fills this.symbolToTokenAddrMap,
      * and this.nestedPerpetualIDs and this.symbolToPerpStaticInfo
@@ -405,6 +430,123 @@ class PerpetualDataHandler {
         }
         return chunkIDs;
     }
+    /**
+     * Query perpetuals
+     * @param ids perpetual ids
+     * @param _proxyContract proxy contract instance
+     * @param _symbolList symbol mappings to convert the bytes encoded symbol name to string
+     * @param overrides optional
+     * @returns array of PerpetualData converted into decimals
+     */
+    static async _getLiquidityPools(fromIdx, toIdx, _proxyContract, _symbolList, overrides) {
+        if (fromIdx < 1) {
+            throw Error("_getLiquidityPools: indices start at 1");
+        }
+        const rawPools = await _proxyContract.getLiquidityPools(fromIdx, toIdx, overrides || {});
+        let p = new Array();
+        for (let k = 0; k < rawPools.length; k++) {
+            let orig = rawPools[k];
+            let v = {
+                isRunning: orig.isRunning,
+                iPerpetualCount: Number(orig.iPerpetualCount),
+                id: Number(orig.id),
+                fCeilPnLShare: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fCeilPnLShare)),
+                marginTokenDecimals: Number(orig.marginTokenDecimals),
+                iTargetPoolSizeUpdateTime: Number(orig.iTargetPoolSizeUpdateTime),
+                marginTokenAddress: orig.marginTokenAddress,
+                prevAnchor: Number(orig.prevAnchor),
+                fRedemptionRate: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fRedemptionRate)),
+                shareTokenAddress: orig.shareTokenAddress,
+                fPnLparticipantsCashCC: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fPnLparticipantsCashCC)),
+                fTargetAMMFundSize: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fTargetAMMFundSize)),
+                fDefaultFundCashCC: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fDefaultFundCashCC)),
+                fTargetDFSize: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fTargetDFSize)),
+                fBrokerCollateralLotSize: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fBrokerCollateralLotSize)),
+                prevTokenAmount: (0, d8XMath_1.dec18ToFloat)(bignumber_1.BigNumber.from(orig.prevTokenAmount)),
+                nextTokenAmount: (0, d8XMath_1.dec18ToFloat)(bignumber_1.BigNumber.from(orig.nextTokenAmount)),
+                totalSupplyShareToken: (0, d8XMath_1.dec18ToFloat)(bignumber_1.BigNumber.from(orig.totalSupplyShareToken)),
+                fBrokerFundCashCC: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fBrokerFundCashCC)), // state: amount of cash in broker fund
+            };
+            p.push(v);
+        }
+        return p;
+    }
+    /**
+     * Query perpetuals
+     * @param ids perpetual ids
+     * @param _proxyContract proxy contract instance
+     * @param _symbolList symbol mappings to convert the bytes encoded symbol name to string
+     * @param overrides optional
+     * @returns array of PerpetualData converted into decimals
+     */
+    static async _getPerpetuals(ids, _proxyContract, _symbolList, overrides) {
+        const rawPerps = await _proxyContract.getPerpetuals(ids, overrides || {});
+        let p = new Array();
+        for (let k = 0; k < rawPerps.length; k++) {
+            let orig = rawPerps[k];
+            let v = {
+                poolId: Number(orig.poolId),
+                id: Number(orig.id),
+                fInitialMarginRate: (0, d8XMath_1.ABDK29ToFloat)(Number(orig.fInitialMarginRate)),
+                fSigma2: (0, d8XMath_1.ABDK29ToFloat)(Number(orig.fSigma2)),
+                iLastFundingTime: Number(orig.iLastFundingTime),
+                fDFCoverNRate: (0, d8XMath_1.ABDK29ToFloat)(Number(orig.fDFCoverNRate)),
+                fMaintenanceMarginRate: (0, d8XMath_1.ABDK29ToFloat)(Number(orig.fMaintenanceMarginRate)),
+                perpetualState: constants_2.PERP_STATE_STR[Number(orig.state)],
+                eCollateralCurrency: Number(orig.eCollateralCurrency),
+                S2BaseCCY: (0, utils_1.contractSymbolToSymbol)((0, utils_1.fromBytes4)(Buffer.from(orig.S2BaseCCY.toString())), _symbolList),
+                S2QuoteCCY: (0, utils_1.contractSymbolToSymbol)((0, utils_1.fromBytes4)(Buffer.from(orig.S2QuoteCCY.toString())), _symbolList),
+                incentiveSpreadTbps: Number(orig.incentiveSpreadTbps) / 1e5,
+                minimalSpreadTbps: Number(orig.minimalSpreadTbps) / 1e5,
+                S3BaseCCY: (0, utils_1.contractSymbolToSymbol)((0, utils_1.fromBytes4)(Buffer.from(orig.S3BaseCCY.toString())), _symbolList),
+                S3QuoteCCY: (0, utils_1.contractSymbolToSymbol)((0, utils_1.fromBytes4)(Buffer.from(orig.S3QuoteCCY.toString())), _symbolList),
+                sigma3: (0, d8XMath_1.ABDK29ToFloat)(Number(orig.fSigma3)),
+                rho23: (0, d8XMath_1.ABDK29ToFloat)(Number(orig.fRho23)),
+                liquidationPenaltyRateTbps: Number(orig.incentiveSpreadTbps) / 1e5,
+                currentMarkPremiumRatePrice: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.currentMarkPremiumRate.fPrice)),
+                currentMarkPremiumRateTime: Number(orig.currentMarkPremiumRate.time),
+                premiumRatesEMA: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.premiumRatesEMA)),
+                unitAccumulatedFunding: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fUnitAccumulatedFunding)),
+                openInterest: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fOpenInterest)),
+                targetAMMFundSize: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fTargetAMMFundSize)),
+                fCurrentTraderExposureEMA: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fCurrentTraderExposureEMA)),
+                fCurrentFundingRate: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fCurrentFundingRate)),
+                fLotSizeBC: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fLotSizeBC)),
+                fReferralRebateCC: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fReferralRebateCC)),
+                fTargetDFSize: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fTargetDFSize)),
+                fkStar: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fkStar)),
+                fAMMTargetDD: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fAMMTargetDD)),
+                fAMMMinSizeCC: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fAMMMinSizeCC)),
+                fMinimalTraderExposureEMA: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fMinimalTraderExposureEMA)),
+                fMinimalAMMExposureEMA: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fMinimalAMMExposureEMA)),
+                fSettlementS3PriceData: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fSettlementS3PriceData)),
+                fSettlementS2PriceData: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fSettlementS2PriceData)),
+                fTotalMarginBalance: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fTotalMarginBalance)),
+                fMarkPriceEMALambda: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fMarkPriceEMALambda)),
+                fFundingRateClamp: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fFundingRateClamp)),
+                fMaximalTradeSizeBumpUp: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fMaximalTradeSizeBumpUp)),
+                iLastTargetPoolSizeTime: Number(orig.iLastTargetPoolSizeTime),
+                fStressReturnS3: [
+                    (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fStressReturnS3[0])),
+                    (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fStressReturnS3[1])),
+                ],
+                fDFLambda: [
+                    (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fDFLambda[0])),
+                    (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fDFLambda[1])),
+                ],
+                fCurrentAMMExposureEMA: [
+                    (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fCurrentAMMExposureEMA[0])),
+                    (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fCurrentAMMExposureEMA[1])),
+                ],
+                fStressReturnS2: [
+                    (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fStressReturnS2[0])),
+                    (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fStressReturnS2[1])),
+                ], // parameter: negative and positive stress returns for base-quote asset
+            };
+            p.push(v);
+        }
+        return p;
+    }
     static async getPoolStaticInfo(_proxyContract, overrides) {
         let idxFrom = 1;
         const len = 10;
@@ -997,7 +1139,7 @@ class PerpetualDataHandler {
      * @example
      * import { PerpetualDataHandler } from '@d8x/perpetuals-sdk';
      * async function main() {
-     *   const configs = PerpetualDataHandler.getAvailableConfigs("");
+     *   const configs = PerpetualDataHandler.getAvailableConfigs();
      *   console.log(configs);
      *   // output of the form:
      *   // Set(2) { '1101; zkevm', `196; xlayer'}

package/dist/cjs/perpetualDataHandler.js.map

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package/dist/cjs/traderInterface.d.ts

@@ -69,11 +69,14 @@ export default class TraderInterface extends MarketData {
      * import { TraderInterface, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
      * async function main() {
      *   console.log(TraderInterface);
-     *   const config = PerpetualDataHandler.readSDKConfig("cardona");
+     *   const config = PerpetualDataHandler.readSDKConfig("x1");
      *   let traderAPI = new TraderInterface(config);
      *   await traderAPI.createProxyInstance();
-     *   // get digest
-     *   let d = await traderAPI.cancelOrderDigest("BTC-USD-MATIC", "0xmyAddress");
+     *   // submit order
+     *   let resp = await accTrade.order(order, undefined, { gasLimit: 800_000 });
+     *   await resp.tx.wait();
+     *   // cancel what we just submitted
+     *   let d = await traderAPI.cancelOrderDigest("ETH-USDC-USDC", resp.orderId);
      *   console.log(d);
      * }
      * main();

package/dist/cjs/traderInterface.js

@@ -90,11 +90,14 @@ class TraderInterface extends marketData_1.default {
      * import { TraderInterface, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
      * async function main() {
      *   console.log(TraderInterface);
-     *   const config = PerpetualDataHandler.readSDKConfig("cardona");
+     *   const config = PerpetualDataHandler.readSDKConfig("x1");
      *   let traderAPI = new TraderInterface(config);
      *   await traderAPI.createProxyInstance();
-     *   // get digest
-     *   let d = await traderAPI.cancelOrderDigest("BTC-USD-MATIC", "0xmyAddress");
+     *   // submit order
+     *   let resp = await accTrade.order(order, undefined, { gasLimit: 800_000 });
+     *   await resp.tx.wait();
+     *   // cancel what we just submitted
+     *   let d = await traderAPI.cancelOrderDigest("ETH-USDC-USDC", resp.orderId);
      *   console.log(d);
      * }
      * main();