npm - @d8x/perpetuals-sdk - Versions diffs - 1.1.27 → 1.1.29 - Mend

@d8x/perpetuals-sdk 1.1.27 → 1.1.29

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 (21) hide show

package/dist/cjs/d8XMath.d.ts +7 -7
package/dist/cjs/d8XMath.js +6 -3
package/dist/cjs/d8XMath.js.map +1 -1
package/dist/cjs/nodeSDKTypes.d.ts +5 -5
package/dist/cjs/perpetualDataHandler.js +8 -8
package/dist/cjs/perpetualDataHandler.js.map +1 -1
package/dist/cjs/version.d.ts +1 -1
package/dist/cjs/version.js +1 -1
package/dist/esm/d8XMath.d.ts +7 -7
package/dist/esm/d8XMath.js +6 -3
package/dist/esm/d8XMath.js.map +1 -1
package/dist/esm/nodeSDKTypes.d.ts +5 -5
package/dist/esm/perpetualDataHandler.js +8 -8
package/dist/esm/perpetualDataHandler.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/d8XMath.ts +10 -7
package/src/nodeSDKTypes.ts +5 -5
package/src/perpetualDataHandler.ts +8 -8
package/src/version.ts +1 -1

package/dist/cjs/d8XMath.d.ts CHANGED Viewed

@@ -1,4 +1,4 @@
-import { BigNumber } from "@ethersproject/bignumber";
+import { BigNumber, BigNumberish } from "@ethersproject/bignumber";
 /**
  * @module d8xMath
  */
@@ -13,22 +13,22 @@ export declare function ABDK29ToFloat(x: BigNumber | number): number;
 /**
  * Convert ABK64x64 bigint-format to float.
  * Result = x/2^64 if big number, x/2^29 if number
- * @param  {BigNumber|number} x number in ABDK-format or 2^29
+ * @param  {BigNumberish|number} x number in ABDK-format or 2^29
  * @returns {number} x/2^64 in number-format (float)
  */
-export declare function ABK64x64ToFloat(x: BigNumber | number): number;
+export declare function ABK64x64ToFloat(x: BigNumberish | number): number;
 /**
  *
- * @param {BigNumber} x BigNumber in Dec-N format
+ * @param {BigNumberish} x BigNumber in Dec-N format
  * @returns {number} x as a float (number)
  */
-export declare function decNToFloat(x: BigNumber, numDec: number): number;
+export declare function decNToFloat(x: BigNumberish, numDec: number): number;
 /**
  *
- * @param {BigNumber} x BigNumber in Dec18 format
+ * @param {BigNumberish} x BigNumber in Dec18 format
  * @returns {number} x as a float (number)
  */
-export declare function dec18ToFloat(x: BigNumber): number;
+export declare function dec18ToFloat(x: BigNumberish): number;
 /**
  * Converts x into ABDK64x64 format
  * @param {number} x   number (float)

package/dist/cjs/d8XMath.js CHANGED Viewed

@@ -20,13 +20,14 @@ exports.ABDK29ToFloat = ABDK29ToFloat;
 /**
  * Convert ABK64x64 bigint-format to float.
  * Result = x/2^64 if big number, x/2^29 if number
- * @param  {BigNumber|number} x number in ABDK-format or 2^29
+ * @param  {BigNumberish|number} x number in ABDK-format or 2^29
  * @returns {number} x/2^64 in number-format (float)
  */
 function ABK64x64ToFloat(x) {
     if (typeof x == "number") {
         return x / 2 ** 29;
     }
+    x = bignumber_1.BigNumber.from(x);
     let s = x.lt(0) ? -1 : 1;
     x = x.mul(s);
     let xInt = x.div(constants_1.ONE_64x64);
@@ -42,12 +43,13 @@ function ABK64x64ToFloat(x) {
 exports.ABK64x64ToFloat = ABK64x64ToFloat;
 /**
  *
- * @param {BigNumber} x BigNumber in Dec-N format
+ * @param {BigNumberish} x BigNumber in Dec-N format
  * @returns {number} x as a float (number)
  */
 function decNToFloat(x, numDec) {
     //x: BigNumber in DecN format to float
     const DECIMALS = bignumber_1.BigNumber.from(10).pow(bignumber_1.BigNumber.from(numDec));
+    x = bignumber_1.BigNumber.from(x);
     let s = x.lt(0) ? -1 : 1;
     x = x.mul(s);
     let xInt = x.div(DECIMALS);
@@ -60,11 +62,12 @@ function decNToFloat(x, numDec) {
 exports.decNToFloat = decNToFloat;
 /**
  *
- * @param {BigNumber} x BigNumber in Dec18 format
+ * @param {BigNumberish} x BigNumber in Dec18 format
  * @returns {number} x as a float (number)
  */
 function dec18ToFloat(x) {
     //x: BigNumber in Dec18 format to float
+    x = bignumber_1.BigNumber.from(x);
     let s = x.lt(0) ? -1 : 1;
     x = x.mul(s);
     let xInt = x.div(constants_1.DECIMALS);

package/dist/cjs/d8XMath.js.map CHANGED Viewed

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

@@ -325,15 +325,15 @@ export interface PerpetualData {
     minimalSpreadTbps: number;
     S3BaseCCY: string;
     S3QuoteCCY: string;
-    sigma3: number;
-    rho23: number;
+    fSigma3: number;
+    fRho23: number;
     liquidationPenaltyRateTbps: number;
     currentMarkPremiumRatePrice: number;
     currentMarkPremiumRateTime: number;
     premiumRatesEMA: number;
-    unitAccumulatedFunding: number;
-    openInterest: number;
-    targetAMMFundSize: number;
+    fUnitAccumulatedFunding: number;
+    fOpenInterest: number;
+    fTargetAMMFundSize: number;
     fCurrentTraderExposureEMA: number;
     fCurrentFundingRate: number;
     fLotSizeBC: number;

package/dist/cjs/perpetualDataHandler.js CHANGED Viewed

@@ -501,15 +501,15 @@ class PerpetualDataHandler {
                 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)),
+                fSigma3: (0, d8XMath_1.ABDK29ToFloat)(Number(orig.fSigma3)),
+                fRho23: (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)),
+                fUnitAccumulatedFunding: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fUnitAccumulatedFunding)),
+                fOpenInterest: (0, d8XMath_1.ABK64x64ToFloat)(bignumber_1.BigNumber.from(orig.fOpenInterest)),
+                fTargetAMMFundSize: (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)),
@@ -523,9 +523,9 @@ class PerpetualDataHandler {
                 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)),
+                fMarkPriceEMALambda: (0, d8XMath_1.ABK64x64ToFloat)(Number(orig.fMarkPriceEMALambda)),
+                fFundingRateClamp: (0, d8XMath_1.ABK64x64ToFloat)(Number(orig.fFundingRateClamp)),
+                fMaximalTradeSizeBumpUp: (0, d8XMath_1.ABK64x64ToFloat)(Number(orig.fMaximalTradeSizeBumpUp)),
                 iLastTargetPoolSizeTime: Number(orig.iLastTargetPoolSizeTime),
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package/dist/cjs/perpetualDataHandler.js.map CHANGED Viewed

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

	@@ -1 +1 @@
1	- export declare const D8X_SDK_VERSION = "1.1.27";
1	+ export declare const D8X_SDK_VERSION = "1.1.29";

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 = "1.1.27";
+exports.D8X_SDK_VERSION = "1.1.29";
 //# sourceMappingURL=version.js.map

package/dist/esm/d8XMath.d.ts CHANGED Viewed

@@ -1,4 +1,4 @@
-import { BigNumber } from "@ethersproject/bignumber";
+import { BigNumber, BigNumberish } from "@ethersproject/bignumber";
 /**
  * @module d8xMath
  */
@@ -13,22 +13,22 @@ export declare function ABDK29ToFloat(x: BigNumber | number): number;
 /**
  * Convert ABK64x64 bigint-format to float.
  * Result = x/2^64 if big number, x/2^29 if number
- * @param  {BigNumber|number} x number in ABDK-format or 2^29
+ * @param  {BigNumberish|number} x number in ABDK-format or 2^29
  * @returns {number} x/2^64 in number-format (float)
  */
-export declare function ABK64x64ToFloat(x: BigNumber | number): number;
+export declare function ABK64x64ToFloat(x: BigNumberish | number): number;
 /**
  *
- * @param {BigNumber} x BigNumber in Dec-N format
+ * @param {BigNumberish} x BigNumber in Dec-N format
  * @returns {number} x as a float (number)
  */
-export declare function decNToFloat(x: BigNumber, numDec: number): number;
+export declare function decNToFloat(x: BigNumberish, numDec: number): number;
 /**
  *
- * @param {BigNumber} x BigNumber in Dec18 format
+ * @param {BigNumberish} x BigNumber in Dec18 format
  * @returns {number} x as a float (number)
  */
-export declare function dec18ToFloat(x: BigNumber): number;
+export declare function dec18ToFloat(x: BigNumberish): number;
 /**
  * Converts x into ABDK64x64 format
  * @param {number} x   number (float)

package/dist/esm/d8XMath.js CHANGED Viewed

@@ -16,13 +16,14 @@ export function ABDK29ToFloat(x) {
 /**
  * Convert ABK64x64 bigint-format to float.
  * Result = x/2^64 if big number, x/2^29 if number
- * @param  {BigNumber|number} x number in ABDK-format or 2^29
+ * @param  {BigNumberish|number} x number in ABDK-format or 2^29
  * @returns {number} x/2^64 in number-format (float)
  */
 export function ABK64x64ToFloat(x) {
     if (typeof x == "number") {
         return x / 2 ** 29;
     }
+    x = BigNumber.from(x);
     let s = x.lt(0) ? -1 : 1;
     x = x.mul(s);
     let xInt = x.div(ONE_64x64);
@@ -37,12 +38,13 @@ export function ABK64x64ToFloat(x) {
 }
 /**
  *
- * @param {BigNumber} x BigNumber in Dec-N format
+ * @param {BigNumberish} x BigNumber in Dec-N format
  * @returns {number} x as a float (number)
  */
 export function decNToFloat(x, numDec) {
     //x: BigNumber in DecN format to float
     const DECIMALS = BigNumber.from(10).pow(BigNumber.from(numDec));
+    x = BigNumber.from(x);
     let s = x.lt(0) ? -1 : 1;
     x = x.mul(s);
     let xInt = x.div(DECIMALS);
@@ -54,11 +56,12 @@ export function decNToFloat(x, numDec) {
 }
 /**
  *
- * @param {BigNumber} x BigNumber in Dec18 format
+ * @param {BigNumberish} x BigNumber in Dec18 format
  * @returns {number} x as a float (number)
  */
 export function dec18ToFloat(x) {
     //x: BigNumber in Dec18 format to float
+    x = BigNumber.from(x);
     let s = x.lt(0) ? -1 : 1;
     x = x.mul(s);
     let xInt = x.div(DECIMALS);

package/dist/esm/d8XMath.js.map CHANGED Viewed

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

@@ -325,15 +325,15 @@ export interface PerpetualData {
     minimalSpreadTbps: number;
     S3BaseCCY: string;
     S3QuoteCCY: string;
-    sigma3: number;
-    rho23: number;
+    fSigma3: number;
+    fRho23: number;
     liquidationPenaltyRateTbps: number;
     currentMarkPremiumRatePrice: number;
     currentMarkPremiumRateTime: number;
     premiumRatesEMA: number;
-    unitAccumulatedFunding: number;
-    openInterest: number;
-    targetAMMFundSize: number;
+    fUnitAccumulatedFunding: number;
+    fOpenInterest: number;
+    fTargetAMMFundSize: number;
     fCurrentTraderExposureEMA: number;
     fCurrentFundingRate: number;
     fLotSizeBC: number;

package/dist/esm/perpetualDataHandler.js CHANGED Viewed

@@ -496,15 +496,15 @@ export default class PerpetualDataHandler {
                 minimalSpreadTbps: Number(orig.minimalSpreadTbps) / 1e5,
                 S3BaseCCY: contractSymbolToSymbol(fromBytes4(Buffer.from(orig.S3BaseCCY.toString())), _symbolList),
                 S3QuoteCCY: contractSymbolToSymbol(fromBytes4(Buffer.from(orig.S3QuoteCCY.toString())), _symbolList),
-                sigma3: ABDK29ToFloat(Number(orig.fSigma3)),
-                rho23: ABDK29ToFloat(Number(orig.fRho23)),
+                fSigma3: ABDK29ToFloat(Number(orig.fSigma3)),
+                fRho23: ABDK29ToFloat(Number(orig.fRho23)),
                 liquidationPenaltyRateTbps: Number(orig.incentiveSpreadTbps) / 1e5,
                 currentMarkPremiumRatePrice: ABK64x64ToFloat(BigNumber.from(orig.currentMarkPremiumRate.fPrice)),
                 currentMarkPremiumRateTime: Number(orig.currentMarkPremiumRate.time),
                 premiumRatesEMA: ABK64x64ToFloat(BigNumber.from(orig.premiumRatesEMA)),
-                unitAccumulatedFunding: ABK64x64ToFloat(BigNumber.from(orig.fUnitAccumulatedFunding)),
-                openInterest: ABK64x64ToFloat(BigNumber.from(orig.fOpenInterest)),
-                targetAMMFundSize: ABK64x64ToFloat(BigNumber.from(orig.fTargetAMMFundSize)),
+                fUnitAccumulatedFunding: ABK64x64ToFloat(BigNumber.from(orig.fUnitAccumulatedFunding)),
+                fOpenInterest: ABK64x64ToFloat(BigNumber.from(orig.fOpenInterest)),
+                fTargetAMMFundSize: ABK64x64ToFloat(BigNumber.from(orig.fTargetAMMFundSize)),
                 fCurrentTraderExposureEMA: ABK64x64ToFloat(BigNumber.from(orig.fCurrentTraderExposureEMA)),
                 fCurrentFundingRate: ABK64x64ToFloat(BigNumber.from(orig.fCurrentFundingRate)),
                 fLotSizeBC: ABK64x64ToFloat(BigNumber.from(orig.fLotSizeBC)),
@@ -518,9 +518,9 @@ export default class PerpetualDataHandler {
                 fSettlementS3PriceData: ABK64x64ToFloat(BigNumber.from(orig.fSettlementS3PriceData)),
                 fSettlementS2PriceData: ABK64x64ToFloat(BigNumber.from(orig.fSettlementS2PriceData)),
                 fTotalMarginBalance: ABK64x64ToFloat(BigNumber.from(orig.fTotalMarginBalance)),
-                fMarkPriceEMALambda: ABK64x64ToFloat(BigNumber.from(orig.fMarkPriceEMALambda)),
-                fFundingRateClamp: ABK64x64ToFloat(BigNumber.from(orig.fFundingRateClamp)),
-                fMaximalTradeSizeBumpUp: ABK64x64ToFloat(BigNumber.from(orig.fMaximalTradeSizeBumpUp)),
+                fMarkPriceEMALambda: ABK64x64ToFloat(Number(orig.fMarkPriceEMALambda)),
+                fFundingRateClamp: ABK64x64ToFloat(Number(orig.fFundingRateClamp)),
+                fMaximalTradeSizeBumpUp: ABK64x64ToFloat(Number(orig.fMaximalTradeSizeBumpUp)),
                 iLastTargetPoolSizeTime: Number(orig.iLastTargetPoolSizeTime),
                 fStressReturnS3: [
                     ABK64x64ToFloat(BigNumber.from(orig.fStressReturnS3[0])),

package/dist/esm/perpetualDataHandler.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 = "1.1.27";
1	+ export declare const D8X_SDK_VERSION = "1.1.29";

package/dist/esm/version.js CHANGED Viewed

@@ -1,2 +1,2 @@
-export const D8X_SDK_VERSION = "1.1.27";
+export const D8X_SDK_VERSION = "1.1.29";
 //# sourceMappingURL=version.js.map

package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "@d8x/perpetuals-sdk",
-  "version": "1.1.27",
+  "version": "1.1.29",
   "description": "Node TypeScript SDK for D8X Perpetual Futures",
   "author": "D8X",
   "homepage": "https://github.com/D8-X/d8x-futures-node-sdk#readme",

package/src/d8XMath.ts CHANGED Viewed

@@ -1,4 +1,4 @@
-import { BigNumber } from "@ethersproject/bignumber";
+import { BigNumber, BigNumberish } from "@ethersproject/bignumber";
 import { DECIMALS, ONE_64x64 } from "./constants";
 /**
@@ -19,13 +19,14 @@ export function ABDK29ToFloat(x: BigNumber | number): number {
 /**
  * Convert ABK64x64 bigint-format to float.
  * Result = x/2^64 if big number, x/2^29 if number
- * @param  {BigNumber|number} x number in ABDK-format or 2^29
+ * @param  {BigNumberish|number} x number in ABDK-format or 2^29
  * @returns {number} x/2^64 in number-format (float)
  */
-export function ABK64x64ToFloat(x: BigNumber | number): number {
+export function ABK64x64ToFloat(x: BigNumberish | number): number {
   if (typeof x == "number") {
     return x / 2 ** 29;
   }
+  x = BigNumber.from(x);
   let s = x.lt(0) ? -1 : 1;
   x = x.mul(s);
   let xInt = x.div(ONE_64x64);
@@ -41,12 +42,13 @@ export function ABK64x64ToFloat(x: BigNumber | number): number {
 /**
  *
- * @param {BigNumber} x BigNumber in Dec-N format
+ * @param {BigNumberish} x BigNumber in Dec-N format
  * @returns {number} x as a float (number)
  */
-export function decNToFloat(x: BigNumber, numDec: number) {
+export function decNToFloat(x: BigNumberish, numDec: number) {
   //x: BigNumber in DecN format to float
   const DECIMALS = BigNumber.from(10).pow(BigNumber.from(numDec));
+  x = BigNumber.from(x);
   let s = x.lt(0) ? -1 : 1;
   x = x.mul(s);
   let xInt = x.div(DECIMALS);
@@ -59,11 +61,12 @@ export function decNToFloat(x: BigNumber, numDec: number) {
 /**
  *
- * @param {BigNumber} x BigNumber in Dec18 format
+ * @param {BigNumberish} x BigNumber in Dec18 format
  * @returns {number} x as a float (number)
  */
-export function dec18ToFloat(x: BigNumber): number {
+export function dec18ToFloat(x: BigNumberish): number {
   //x: BigNumber in Dec18 format to float
+  x = BigNumber.from(x);
   let s = x.lt(0) ? -1 : 1;
   x = x.mul(s);
   let xInt = x.div(DECIMALS);

package/src/nodeSDKTypes.ts CHANGED Viewed

@@ -367,18 +367,18 @@ export interface PerpetualData {
   minimalSpreadTbps: number; //parameter: minimal spread between long and short perpetual price
   S3BaseCCY: string; //base currency of S3
   S3QuoteCCY: string; //quote currency of S3
-  sigma3: number; // parameter: volatility of quanto-quote pair
-  rho23: number; // parameter: correlation of quanto/base returns
+  fSigma3: number; // parameter: volatility of quanto-quote pair
+  fRho23: number; // parameter: correlation of quanto/base returns
   liquidationPenaltyRateTbps: number; //parameter: penalty if AMM closes the position and not the trader
   //------- 2
   currentMarkPremiumRatePrice: number; //relative diff to index price EMA, used for markprice.
   currentMarkPremiumRateTime: number; //relative diff to index price EMA, used for markprice.
   //------- 3
   premiumRatesEMA: number; // EMA of premium rate
-  unitAccumulatedFunding: number; //accumulated funding in collateral currency
+  fUnitAccumulatedFunding: number; //accumulated funding in collateral currency
   //------- 4
-  openInterest: number; //open interest is the larger of the amount of long and short positions in base currency
-  targetAMMFundSize: number; //target liquidity pool funds to allocate to the AMM
+  fOpenInterest: number; //open interest is the larger of the amount of long and short positions in base currency
+  fTargetAMMFundSize: number; //target liquidity pool funds to allocate to the AMM
   //------- 5
   fCurrentTraderExposureEMA: number; // trade amounts (storing absolute value)
   fCurrentFundingRate: number; // current instantaneous funding rate

package/src/perpetualDataHandler.ts CHANGED Viewed

@@ -676,15 +676,15 @@ export default class PerpetualDataHandler {
         minimalSpreadTbps: Number(orig.minimalSpreadTbps) / 1e5, //parameter: minimal spread between long and short perpetual price
         S3BaseCCY: contractSymbolToSymbol(fromBytes4(Buffer.from(orig.S3BaseCCY!.toString())), _symbolList), //base currency of S3
         S3QuoteCCY: contractSymbolToSymbol(fromBytes4(Buffer.from(orig.S3QuoteCCY!.toString())), _symbolList), //quote currency of S3
-        sigma3: ABDK29ToFloat(Number(orig.fSigma3)), // parameter: volatility of quanto-quote pair
-        rho23: ABDK29ToFloat(Number(orig.fRho23)), // parameter: correlation of quanto/base returns
+        fSigma3: ABDK29ToFloat(Number(orig.fSigma3)), // parameter: volatility of quanto-quote pair
+        fRho23: ABDK29ToFloat(Number(orig.fRho23)), // parameter: correlation of quanto/base returns
         liquidationPenaltyRateTbps: Number(orig.incentiveSpreadTbps) / 1e5, //parameter: penalty if AMM closes the position and not the trader
         currentMarkPremiumRatePrice: ABK64x64ToFloat(BigNumber.from(orig.currentMarkPremiumRate!.fPrice)), //relative diff to index price EMA, used for markprice.
         currentMarkPremiumRateTime: Number(orig.currentMarkPremiumRate!.time), //relative diff to index price EMA, used for markprice.
         premiumRatesEMA: ABK64x64ToFloat(BigNumber.from(orig.premiumRatesEMA)), // EMA of premium rate
-        unitAccumulatedFunding: ABK64x64ToFloat(BigNumber.from(orig.fUnitAccumulatedFunding)), //accumulated funding in collateral currency
-        openInterest: ABK64x64ToFloat(BigNumber.from(orig.fOpenInterest)), //open interest is the larger of the amount of long and short positions in base currency
-        targetAMMFundSize: ABK64x64ToFloat(BigNumber.from(orig.fTargetAMMFundSize)), //target liquidity pool funds to allocate to the AMM
+        fUnitAccumulatedFunding: ABK64x64ToFloat(BigNumber.from(orig.fUnitAccumulatedFunding)), //accumulated funding in collateral currency
+        fOpenInterest: ABK64x64ToFloat(BigNumber.from(orig.fOpenInterest)), //open interest is the larger of the amount of long and short positions in base currency
+        fTargetAMMFundSize: ABK64x64ToFloat(BigNumber.from(orig.fTargetAMMFundSize)), //target liquidity pool funds to allocate to the AMM
         fCurrentTraderExposureEMA: ABK64x64ToFloat(BigNumber.from(orig.fCurrentTraderExposureEMA)), // trade amounts (storing absolute value)
         fCurrentFundingRate: ABK64x64ToFloat(BigNumber.from(orig.fCurrentFundingRate)), // current instantaneous funding rate
         fLotSizeBC: ABK64x64ToFloat(BigNumber.from(orig.fLotSizeBC)), //parameter: minimal trade unit (in base currency) to avoid dust positions
@@ -698,9 +698,9 @@ export default class PerpetualDataHandler {
         fSettlementS3PriceData: ABK64x64ToFloat(BigNumber.from(orig.fSettlementS3PriceData)), //quanto index
         fSettlementS2PriceData: ABK64x64ToFloat(BigNumber.from(orig.fSettlementS2PriceData)), //base-quote pair. Used as last price in normal state.
         fTotalMarginBalance: ABK64x64ToFloat(BigNumber.from(orig.fTotalMarginBalance)), //calculated for settlement, in collateral currency
-        fMarkPriceEMALambda: ABK64x64ToFloat(BigNumber.from(orig.fMarkPriceEMALambda)), // parameter: Lambda parameter for EMA used in mark-price for funding rates
-        fFundingRateClamp: ABK64x64ToFloat(BigNumber.from(orig.fFundingRateClamp)), // parameter: funding rate clamp between which we charge 1bps
-        fMaximalTradeSizeBumpUp: ABK64x64ToFloat(BigNumber.from(orig.fMaximalTradeSizeBumpUp)), // parameter: >1, users can create a maximal position of size fMaximalTradeSizeBumpUp*fCurrentAMMExposureEMA
+        fMarkPriceEMALambda: ABK64x64ToFloat(Number(orig.fMarkPriceEMALambda)), // parameter: Lambda parameter for EMA used in mark-price for funding rates
+        fFundingRateClamp: ABK64x64ToFloat(Number(orig.fFundingRateClamp)), // parameter: funding rate clamp between which we charge 1bps
+        fMaximalTradeSizeBumpUp: ABK64x64ToFloat(Number(orig.fMaximalTradeSizeBumpUp)), // parameter: >1, users can create a maximal position of size fMaximalTradeSizeBumpUp*fCurrentAMMExposureEMA
         iLastTargetPoolSizeTime: Number(orig.iLastTargetPoolSizeTime), //timestamp (seconds) since last update of fTargetDFSize and fTargetAMMFundSize
         fStressReturnS3: [
           ABK64x64ToFloat(BigNumber.from(orig.fStressReturnS3![0])),

package/src/version.ts CHANGED Viewed

	@@ -1 +1 @@
1	- export const D8X_SDK_VERSION = "1.1.27";
1	+ export const D8X_SDK_VERSION = "1.1.29";