@d8x/perpetuals-sdk 1.1.25 → 1.1.26

package/dist/cjs/orderExecutorTool.d.ts

@@ -97,50 +97,6 @@ export default class OrderExecutorTool extends WriteAccessHandler {
         rpcURL?: string;
         splitTx?: boolean;
     }): Promise<ContractTransaction>;
-    /**
-     * All the orders in the order book for a given symbol that are currently open.
-     * @param {string} symbol Symbol of the form ETH-USD-MATIC.
-     * @example
-     * import { OrderExecutorTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
-     * async function main() {
-     *   console.log(OrderExecutorTool);
-     *   // setup (authentication required, PK is an environment variable with a private key)
-     *   const config = PerpetualDataHandler.readSDKConfig("cardona");
-     *   const pk: string = <string>process.env.PK;
-     *   let orderTool = new OrderExecutorTool(config, pk);
-     *   await orderTool.createProxyInstance();
-     *   // get all open orders
-     *   let openOrders = await orderTool.getAllOpenOrders("ETH-USD-MATIC");
-     *   console.log(openOrders);
-     * }
-     * main();
-     *
-     * @returns Array with all open orders and their IDs.
-     */
-    getAllOpenOrders(symbol: string, overrides?: CallOverrides): Promise<[Order[], string[], string[]]>;
-    /**
-     * Total number of limit orders for this symbol, excluding those that have been cancelled/removed.
-     * @param {string} symbol Symbol of the form ETH-USD-MATIC.
-     * @example
-     * import { OrderExecutorTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
-     * async function main() {
-     *   console.log(OrderExecutorTool);
-     *   // setup (authentication required, PK is an environment variable with a private key)
-     *   const config = PerpetualDataHandler.readSDKConfig("cardona");
-     *   const pk: string = <string>process.env.PK;
-     *   let orderTool = new OrderExecutorTool(config, pk);
-     *   await orderTool.createProxyInstance();
-     *   // get all open orders
-     *   let numberOfOrders = await orderTool.numberOfOpenOrders("ETH-USD-MATIC");
-     *   console.log(numberOfOrders);
-     * }
-     * main();
-     *
-     * @returns {number} Number of open orders.
-     */
-    numberOfOpenOrders(symbol: string, overrides?: CallOverrides & {
-        rpcURL?: string;
-    }): Promise<number>;
     /**
      * Get order from the digest (=id)
      * @param symbol symbol of order book, e.g. ETH-USD-MATIC
@@ -164,32 +120,6 @@ export default class OrderExecutorTool extends WriteAccessHandler {
      * @returns order or undefined
      */
     getOrderById(symbol: string, id: string, overrides?: CallOverrides): Promise<Order | undefined>;
-    /**
-     * Get a list of active conditional orders in the order book.
-     * This a read-only action and does not incur in gas costs.
-     * @param {string} symbol Symbol of the form ETH-USD-MATIC.
-     * @param {number} numElements Maximum number of orders to poll.
-     * @param {string=} startAfter Optional order ID from where to start polling. Defaults to the first order.
-     * @example
-     * import { OrderExecutorTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
-     * async function main() {
-     *   console.log(OrderExecutorTool);
-     *   // setup (authentication required, PK is an environment variable with a private key)
-     *   const config = PerpetualDataHandler.readSDKConfig("cardona");
-     *   const pk: string = <string>process.env.PK;
-     *   let orderTool = new OrderExecutorTool(config, pk);
-     *   await orderTool.createProxyInstance();
-     *   // get all open orders
-     *   let activeOrders = await orderTool.pollLimitOrders("ETH-USD-MATIC", 2);
-     *   console.log(activeOrders);
-     * }
-     * main();
-     *
-     * @returns Array of orders and corresponding order IDs
-     */
-    pollLimitOrders(symbol: string, numElements: number, startAfter?: string | number, overrides?: CallOverrides & {
-        rpcURL?: string;
-    }): Promise<[Order[], string[], string[]]>;
     /**
      * Check if a conditional order can be executed
      * @param order order structure

package/dist/cjs/orderExecutorTool.js

@@ -221,83 +221,6 @@ class OrderExecutorTool extends writeAccessHandler_1.default {
         };
         return await this.signer.sendTransaction(unsignedTx);
     }
-    /**
-     * All the orders in the order book for a given symbol that are currently open.
-     * @param {string} symbol Symbol of the form ETH-USD-MATIC.
-     * @example
-     * import { OrderExecutorTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
-     * async function main() {
-     *   console.log(OrderExecutorTool);
-     *   // setup (authentication required, PK is an environment variable with a private key)
-     *   const config = PerpetualDataHandler.readSDKConfig("cardona");
-     *   const pk: string = <string>process.env.PK;
-     *   let orderTool = new OrderExecutorTool(config, pk);
-     *   await orderTool.createProxyInstance();
-     *   // get all open orders
-     *   let openOrders = await orderTool.getAllOpenOrders("ETH-USD-MATIC");
-     *   console.log(openOrders);
-     * }
-     * main();
-     *
-     * @returns Array with all open orders and their IDs.
-     */
-    async getAllOpenOrders(symbol, overrides) {
-        const MAX_ORDERS_POLLED = 500;
-        let totalOrders = await this.numberOfOpenOrders(symbol, overrides);
-        let orderBundles = [[], [], []];
-        let moreOrders = orderBundles[1].length < totalOrders;
-        let startAfter = 0;
-        while (orderBundles[1].length < totalOrders && moreOrders) {
-            let res = await this.pollLimitOrders(symbol, MAX_ORDERS_POLLED, startAfter, overrides);
-            if (res[1].length < 1) {
-                break;
-            }
-            const curIds = new Set(orderBundles[1]);
-            for (let k = 0; k < res[0].length && res[2][k] !== constants_2.ZERO_ADDRESS; k++) {
-                if (!curIds.has(res[1][k])) {
-                    orderBundles[0].push(res[0][k]);
-                    orderBundles[1].push(res[1][k]);
-                    orderBundles[2].push(res[2][k]);
-                }
-            }
-            startAfter = orderBundles[0].length;
-            moreOrders = orderBundles[1].length < totalOrders;
-        }
-        return orderBundles;
-    }
-    /**
-     * Total number of limit orders for this symbol, excluding those that have been cancelled/removed.
-     * @param {string} symbol Symbol of the form ETH-USD-MATIC.
-     * @example
-     * import { OrderExecutorTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
-     * async function main() {
-     *   console.log(OrderExecutorTool);
-     *   // setup (authentication required, PK is an environment variable with a private key)
-     *   const config = PerpetualDataHandler.readSDKConfig("cardona");
-     *   const pk: string = <string>process.env.PK;
-     *   let orderTool = new OrderExecutorTool(config, pk);
-     *   await orderTool.createProxyInstance();
-     *   // get all open orders
-     *   let numberOfOrders = await orderTool.numberOfOpenOrders("ETH-USD-MATIC");
-     *   console.log(numberOfOrders);
-     * }
-     * main();
-     *
-     * @returns {number} Number of open orders.
-     */
-    async numberOfOpenOrders(symbol, overrides) {
-        if (this.proxyContract == null) {
-            throw Error("no proxy contract initialized. Use createProxyInstance().");
-        }
-        let rpcURL;
-        if (overrides) {
-            ({ rpcURL, ...overrides } = overrides);
-        }
-        const provider = new providers_1.StaticJsonRpcProvider(rpcURL ?? this.nodeURL);
-        const orderBookSC = this.getOrderBookContract(symbol).connect(provider);
-        let numOrders = await orderBookSC.orderCount(overrides || {});
-        return Number(numOrders);
-    }
     /**
      * Get order from the digest (=id)
      * @param symbol symbol of order book, e.g. ETH-USD-MATIC
@@ -329,74 +252,6 @@ class OrderExecutorTool extends writeAccessHandler_1.default {
         let order = OrderExecutorTool.fromSmartContractOrder(smartContractOrder, this.symbolToPerpStaticInfo);
         return order;
     }
-    /**
-     * Get a list of active conditional orders in the order book.
-     * This a read-only action and does not incur in gas costs.
-     * @param {string} symbol Symbol of the form ETH-USD-MATIC.
-     * @param {number} numElements Maximum number of orders to poll.
-     * @param {string=} startAfter Optional order ID from where to start polling. Defaults to the first order.
-     * @example
-     * import { OrderExecutorTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
-     * async function main() {
-     *   console.log(OrderExecutorTool);
-     *   // setup (authentication required, PK is an environment variable with a private key)
-     *   const config = PerpetualDataHandler.readSDKConfig("cardona");
-     *   const pk: string = <string>process.env.PK;
-     *   let orderTool = new OrderExecutorTool(config, pk);
-     *   await orderTool.createProxyInstance();
-     *   // get all open orders
-     *   let activeOrders = await orderTool.pollLimitOrders("ETH-USD-MATIC", 2);
-     *   console.log(activeOrders);
-     * }
-     * main();
-     *
-     * @returns Array of orders and corresponding order IDs
-     */
-    async pollLimitOrders(symbol, numElements, startAfter, overrides) {
-        if (this.proxyContract == null) {
-            throw Error("no proxy contract initialized. Use createProxyInstance().");
-        }
-        let rpcURL;
-        if (overrides) {
-            ({ rpcURL, ...overrides } = overrides);
-        }
-        const provider = new providers_1.StaticJsonRpcProvider(rpcURL ?? this.nodeURL);
-        const orderBookSC = this.getOrderBookContract(symbol).connect(provider);
-        const multicall = contracts_1.Multicall3__factory.connect(this.config.multicall ?? constants_2.MULTICALL_ADDRESS, provider);
-        if (typeof startAfter === "undefined") {
-            startAfter = constants_2.ZERO_ORDER_ID;
-        }
-        else if (typeof startAfter === "string") {
-            startAfter = 0; // TODO: fix
-        }
-        // first get client orders (incl. dependency info)
-        let [orders, orderIds] = await orderBookSC.pollRange(startAfter, bignumber_1.BigNumber.from(numElements), overrides || {});
-        let userFriendlyOrders = new Array();
-        let traderAddr = [];
-        let orderIdsOut = [];
-        let k = 0;
-        while (k < numElements && k < orders.length && orders[k].traderAddr !== constants_2.ZERO_ADDRESS) {
-            userFriendlyOrders.push(writeAccessHandler_1.default.fromClientOrder(orders[k], this.symbolToPerpStaticInfo));
-            orderIdsOut.push(orderIds[k]);
-            traderAddr.push(orders[k].traderAddr);
-            k++;
-        }
-        // then get perp orders (incl. submitted ts info)
-        const multicalls = orderIdsOut.map((id) => ({
-            target: orderBookSC.address,
-            allowFailure: true,
-            callData: orderBookSC.interface.encodeFunctionData("orderOfDigest", [id]),
-        }));
-        const encodedResults = await multicall.callStatic.aggregate3(multicalls, overrides || {});
-        // order status
-        encodedResults.map((res, k) => {
-            if (res.success) {
-                const order = orderBookSC.interface.decodeFunctionResult("orderOfDigest", res.returnData);
-                userFriendlyOrders[k].submittedTimestamp = Number(order.submittedTimestamp);
-            }
-        });
-        return [userFriendlyOrders, orderIdsOut, traderAddr];
-    }
     /**
      * Check if a conditional order can be executed
      * @param order order structure

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package/dist/cjs/perpetualDataHandler.d.ts

@@ -201,6 +201,76 @@ export default class PerpetualDataHandler {
      * @returns A Margin account
      */
     static getMarginAccount(traderAddr: string, symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: Contract, _pxS2S3: [number, number], overrides?: CallOverrides): Promise<MarginAccount>;
+    /**
+     * All the orders in the order book for a given symbol that are currently open.
+     * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+     * @example
+     * import { OrderExecutorTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
+     * async function main() {
+     *   console.log(OrderExecutorTool);
+     *   // setup (authentication required, PK is an environment variable with a private key)
+     *   const config = PerpetualDataHandler.readSDKConfig("cardona");
+     *   const pk: string = <string>process.env.PK;
+     *   let orderTool = new OrderExecutorTool(config, pk);
+     *   await orderTool.createProxyInstance();
+     *   // get all open orders
+     *   let openOrders = await orderTool.getAllOpenOrders("ETH-USD-MATIC");
+     *   console.log(openOrders);
+     * }
+     * main();
+     *
+     * @returns Array with all open orders and their IDs.
+     */
+    getAllOpenOrders(symbol: string, overrides?: CallOverrides): Promise<[Order[], string[], string[]]>;
+    /**
+     * Total number of limit orders for this symbol, excluding those that have been cancelled/removed.
+     * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+     * @example
+     * import { OrderExecutorTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
+     * async function main() {
+     *   console.log(OrderExecutorTool);
+     *   // setup (authentication required, PK is an environment variable with a private key)
+     *   const config = PerpetualDataHandler.readSDKConfig("cardona");
+     *   const pk: string = <string>process.env.PK;
+     *   let orderTool = new OrderExecutorTool(config, pk);
+     *   await orderTool.createProxyInstance();
+     *   // get all open orders
+     *   let numberOfOrders = await orderTool.numberOfOpenOrders("ETH-USD-MATIC");
+     *   console.log(numberOfOrders);
+     * }
+     * main();
+     *
+     * @returns {number} Number of open orders.
+     */
+    numberOfOpenOrders(symbol: string, overrides?: CallOverrides & {
+        rpcURL?: string;
+    }): Promise<number>;
+    /**
+     * Get a list of active conditional orders in the order book.
+     * This a read-only action and does not incur in gas costs.
+     * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+     * @param {number} numElements Maximum number of orders to poll.
+     * @param {string=} startAfter Optional order ID from where to start polling. Defaults to the first order.
+     * @example
+     * import { OrderExecutorTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
+     * async function main() {
+     *   console.log(OrderExecutorTool);
+     *   // setup (authentication required, PK is an environment variable with a private key)
+     *   const config = PerpetualDataHandler.readSDKConfig("cardona");
+     *   const pk: string = <string>process.env.PK;
+     *   let orderTool = new OrderExecutorTool(config, pk);
+     *   await orderTool.createProxyInstance();
+     *   // get all open orders
+     *   let activeOrders = await orderTool.pollLimitOrders("ETH-USD-MATIC", 2);
+     *   console.log(activeOrders);
+     * }
+     * main();
+     *
+     * @returns Array of orders and corresponding order IDs
+     */
+    pollLimitOrders(symbol: string, numElements: number, startAfter?: string | number, overrides?: CallOverrides & {
+        rpcURL?: string;
+    }): Promise<[Order[], string[], string[]]>;
     /**
      * Get trader states from the blockchain and parse into a list of human-readable margin accounts
      * @param traderAddrs List of trader addresses

package/dist/cjs/perpetualDataHandler.js

@@ -8,6 +8,7 @@ const abstract_signer_1 = require("@ethersproject/abstract-signer");
 const bignumber_1 = require("@ethersproject/bignumber");
 const constants_1 = require("@ethersproject/constants");
 const contracts_1 = require("@ethersproject/contracts");
+const providers_1 = require("@ethersproject/providers");
 const constants_2 = require("./constants");
 const contracts_2 = require("./contracts");
 const d8XMath_1 = require("./d8XMath");
@@ -621,6 +622,151 @@ class PerpetualDataHandler {
         let traderState = await _proxyContract.getTraderState(perpId, traderAddr, _pxS2S3.map((x) => (0, d8XMath_1.floatToABK64x64)(x)), overrides || {});
         return PerpetualDataHandler.buildMarginAccountFromState(symbol, traderState, symbolToPerpStaticInfo, _pxS2S3);
     }
+    /**
+     * All the orders in the order book for a given symbol that are currently open.
+     * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+     * @example
+     * import { OrderExecutorTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
+     * async function main() {
+     *   console.log(OrderExecutorTool);
+     *   // setup (authentication required, PK is an environment variable with a private key)
+     *   const config = PerpetualDataHandler.readSDKConfig("cardona");
+     *   const pk: string = <string>process.env.PK;
+     *   let orderTool = new OrderExecutorTool(config, pk);
+     *   await orderTool.createProxyInstance();
+     *   // get all open orders
+     *   let openOrders = await orderTool.getAllOpenOrders("ETH-USD-MATIC");
+     *   console.log(openOrders);
+     * }
+     * main();
+     *
+     * @returns Array with all open orders and their IDs.
+     */
+    async getAllOpenOrders(symbol, overrides) {
+        const MAX_ORDERS_POLLED = 500;
+        let totalOrders = await this.numberOfOpenOrders(symbol, overrides);
+        let orderBundles = [[], [], []];
+        let moreOrders = orderBundles[1].length < totalOrders;
+        let startAfter = 0;
+        while (orderBundles[1].length < totalOrders && moreOrders) {
+            let res = await this.pollLimitOrders(symbol, MAX_ORDERS_POLLED, startAfter, overrides);
+            if (res[1].length < 1) {
+                break;
+            }
+            const curIds = new Set(orderBundles[1]);
+            for (let k = 0; k < res[0].length && res[2][k] !== constants_2.ZERO_ADDRESS; k++) {
+                if (!curIds.has(res[1][k])) {
+                    orderBundles[0].push(res[0][k]);
+                    orderBundles[1].push(res[1][k]);
+                    orderBundles[2].push(res[2][k]);
+                }
+            }
+            startAfter = orderBundles[0].length;
+            moreOrders = orderBundles[1].length < totalOrders;
+        }
+        return orderBundles;
+    }
+    /**
+     * Total number of limit orders for this symbol, excluding those that have been cancelled/removed.
+     * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+     * @example
+     * import { OrderExecutorTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
+     * async function main() {
+     *   console.log(OrderExecutorTool);
+     *   // setup (authentication required, PK is an environment variable with a private key)
+     *   const config = PerpetualDataHandler.readSDKConfig("cardona");
+     *   const pk: string = <string>process.env.PK;
+     *   let orderTool = new OrderExecutorTool(config, pk);
+     *   await orderTool.createProxyInstance();
+     *   // get all open orders
+     *   let numberOfOrders = await orderTool.numberOfOpenOrders("ETH-USD-MATIC");
+     *   console.log(numberOfOrders);
+     * }
+     * main();
+     *
+     * @returns {number} Number of open orders.
+     */
+    async numberOfOpenOrders(symbol, overrides) {
+        if (this.proxyContract == null) {
+            throw Error("no proxy contract initialized. Use createProxyInstance().");
+        }
+        let rpcURL;
+        if (overrides) {
+            ({ rpcURL, ...overrides } = overrides);
+        }
+        const provider = new providers_1.StaticJsonRpcProvider(rpcURL ?? this.nodeURL);
+        const orderBookSC = this.getOrderBookContract(symbol).connect(provider);
+        let numOrders = await orderBookSC.orderCount(overrides || {});
+        return Number(numOrders);
+    }
+    /**
+     * Get a list of active conditional orders in the order book.
+     * This a read-only action and does not incur in gas costs.
+     * @param {string} symbol Symbol of the form ETH-USD-MATIC.
+     * @param {number} numElements Maximum number of orders to poll.
+     * @param {string=} startAfter Optional order ID from where to start polling. Defaults to the first order.
+     * @example
+     * import { OrderExecutorTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
+     * async function main() {
+     *   console.log(OrderExecutorTool);
+     *   // setup (authentication required, PK is an environment variable with a private key)
+     *   const config = PerpetualDataHandler.readSDKConfig("cardona");
+     *   const pk: string = <string>process.env.PK;
+     *   let orderTool = new OrderExecutorTool(config, pk);
+     *   await orderTool.createProxyInstance();
+     *   // get all open orders
+     *   let activeOrders = await orderTool.pollLimitOrders("ETH-USD-MATIC", 2);
+     *   console.log(activeOrders);
+     * }
+     * main();
+     *
+     * @returns Array of orders and corresponding order IDs
+     */
+    async pollLimitOrders(symbol, numElements, startAfter, overrides) {
+        if (this.proxyContract == null) {
+            throw Error("no proxy contract initialized. Use createProxyInstance().");
+        }
+        let rpcURL;
+        if (overrides) {
+            ({ rpcURL, ...overrides } = overrides);
+        }
+        const provider = new providers_1.StaticJsonRpcProvider(rpcURL ?? this.nodeURL);
+        const orderBookSC = this.getOrderBookContract(symbol).connect(provider);
+        const multicall = contracts_2.Multicall3__factory.connect(this.config.multicall ?? constants_2.MULTICALL_ADDRESS, provider);
+        if (typeof startAfter === "undefined") {
+            startAfter = constants_2.ZERO_ORDER_ID;
+        }
+        else if (typeof startAfter === "string") {
+            startAfter = 0; // TODO: fix
+        }
+        // first get client orders (incl. dependency info)
+        let [orders, orderIds] = await orderBookSC.pollRange(startAfter, bignumber_1.BigNumber.from(numElements), overrides || {});
+        let userFriendlyOrders = new Array();
+        let traderAddr = [];
+        let orderIdsOut = [];
+        let k = 0;
+        while (k < numElements && k < orders.length && orders[k].traderAddr !== constants_2.ZERO_ADDRESS) {
+            userFriendlyOrders.push(PerpetualDataHandler.fromClientOrder(orders[k], this.symbolToPerpStaticInfo));
+            orderIdsOut.push(orderIds[k]);
+            traderAddr.push(orders[k].traderAddr);
+            k++;
+        }
+        // then get perp orders (incl. submitted ts info)
+        const multicalls = orderIdsOut.map((id) => ({
+            target: orderBookSC.address,
+            allowFailure: true,
+            callData: orderBookSC.interface.encodeFunctionData("orderOfDigest", [id]),
+        }));
+        const encodedResults = await multicall.callStatic.aggregate3(multicalls, overrides || {});
+        // order status
+        encodedResults.map((res, k) => {
+            if (res.success) {
+                const order = orderBookSC.interface.decodeFunctionResult("orderOfDigest", res.returnData);
+                userFriendlyOrders[k].submittedTimestamp = Number(order.submittedTimestamp);
+            }
+        });
+        return [userFriendlyOrders, orderIdsOut, traderAddr];
+    }
     /**
      * Get trader states from the blockchain and parse into a list of human-readable margin accounts
      * @param traderAddrs List of trader addresses