@d8x/perpetuals-sdk 1.2.1 → 1.3.0

package/dist/cjs/onChainPxFeedAngle.js.map

@@ -0,0 +1 @@
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package/dist/cjs/onChainPxFeedRedStone.d.ts

@@ -0,0 +1,13 @@
+import OnChainPxFeed from "./onChainPxFeed";
+/**
+ * OnChainPxFeedRedStone: get a price from a chainlink-style oracle
+ */
+export default class OnChainPxFeedRedStone extends OnChainPxFeed {
+    private delayMs;
+    private ctrctAddr;
+    private decimals;
+    private fetchInProgress;
+    static abi: any;
+    constructor(ctrctAddr: string, decimals: number, rpcs: string[]);
+    protected fetchPrice(delay: boolean): Promise<void>;
+}

package/dist/cjs/onChainPxFeedRedStone.js

@@ -0,0 +1,52 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+const contracts_1 = require("@ethersproject/contracts");
+const d8XMath_1 = require("./d8XMath");
+const utils_1 = require("./utils");
+const onChainPxFeed_1 = __importDefault(require("./onChainPxFeed"));
+/**
+ * OnChainPxFeedRedStone: get a price from a chainlink-style oracle
+ */
+class OnChainPxFeedRedStone extends onChainPxFeed_1.default {
+    constructor(ctrctAddr, decimals, rpcs) {
+        super(rpcs);
+        this.delayMs = 5000;
+        this.fetchInProgress = false;
+        this.ctrctAddr = ctrctAddr;
+        this.decimals = decimals;
+    }
+    async fetchPrice(delay) {
+        if (!this.fetchInProgress) {
+            this.fetchInProgress = true;
+            this.lastResponseTs = Date.now();
+            let hasErr = false;
+            for (let trial = 0; trial < this.rpcs.length; trial++) {
+                try {
+                    let proxyContract = new contracts_1.Contract(this.ctrctAddr, OnChainPxFeedRedStone.abi, this.provider);
+                    let data = await proxyContract.latestRoundData();
+                    this.lastPx = (0, d8XMath_1.decNToFloat)(data.answer, this.decimals);
+                    break;
+                }
+                catch (err) {
+                    console.log(`onChainPxSources error ${this.rpcs[this.lastRpc]}: retrying with other rpc`);
+                    hasErr = true;
+                }
+                this.setRpc();
+            }
+            if (hasErr) {
+                console.log("onChainPxSources not successful");
+            }
+            if (delay) {
+                await (0, utils_1.sleep)(this.delayMs);
+            }
+            this.fetchInProgress = false;
+        }
+    }
+}
+exports.default = OnChainPxFeedRedStone;
+//static ctrctAddr = "0x119A190b510c9c0D5Ec301b60B2fE70A50356aE9";
+OnChainPxFeedRedStone.abi = require("./abi/redStoneAbi.json");
+//# sourceMappingURL=onChainPxFeedRedStone.js.map

package/dist/cjs/onChainPxFeedRedStone.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"onChainPxFeedRedStone.js","sourceRoot":"","sources":["../../src/onChainPxFeedRedStone.ts"],"names":[],"mappings":";;;;;AAAA,wDAAoD;AAEpD,uCAAwC;AAExC,mCAAgC;AAChC,oEAA4C;AAE5C;;GAEG;AACH,MAAqB,qBAAsB,SAAQ,uBAAa;IAU9D,YAAmB,SAAiB,EAAE,QAAgB,EAAE,IAAc;QACpE,KAAK,CAAC,IAAI,CAAC,CAAC;QAVN,YAAO,GAAG,IAAI,CAAC;QAKf,oBAAe,GAAG,KAAK,CAAC;QAO9B,IAAI,CAAC,SAAS,GAAG,SAAS,CAAC;QAC3B,IAAI,CAAC,QAAQ,GAAG,QAAQ,CAAC;IAC3B,CAAC;IAEkB,KAAK,CAAC,UAAU,CAAC,KAAc;QAChD,IAAI,CAAC,IAAI,CAAC,eAAe,EAAE;YACzB,IAAI,CAAC,eAAe,GAAG,IAAI,CAAC;YAC5B,IAAI,CAAC,cAAc,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC;YACjC,IAAI,MAAM,GAAG,KAAK,CAAC;YACnB,KAAK,IAAI,KAAK,GAAG,CAAC,EAAE,KAAK,GAAG,IAAI,CAAC,IAAI,CAAC,MAAM,EAAE,KAAK,EAAE,EAAE;gBACrD,IAAI;oBACF,IAAI,aAAa,GAAG,IAAI,oBAAQ,CAAC,IAAI,CAAC,SAAS,EAAE,qBAAqB,CAAC,GAAG,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;oBAC3F,IAAI,IAAI,GAAG,MAAM,aAAa,CAAC,eAAe,EAAE,CAAC;oBACjD,IAAI,CAAC,MAAM,GAAG,IAAA,qBAAW,EAAC,IAAI,CAAC,MAAM,EAAE,IAAI,CAAC,QAAQ,CAAC,CAAC;oBACtD,MAAM;iBACP;gBAAC,OAAO,GAAG,EAAE;oBACZ,OAAO,CAAC,GAAG,CAAC,0BAA0B,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,OAAO,CAAC,2BAA2B,CAAC,CAAC;oBAC1F,MAAM,GAAG,IAAI,CAAC;iBACf;gBACD,IAAI,CAAC,MAAM,EAAE,CAAC;aACf;YACD,IAAI,MAAM,EAAE;gBACV,OAAO,CAAC,GAAG,CAAC,iCAAiC,CAAC,CAAC;aAChD;YAED,IAAI,KAAK,EAAE;gBACT,MAAM,IAAA,aAAK,EAAC,IAAI,CAAC,OAAO,CAAC,CAAC;aAC3B;YACD,IAAI,CAAC,eAAe,GAAG,KAAK,CAAC;SAC9B;IACH,CAAC;;AA3CH,wCA4CC;AArCC,kEAAkE;AAC3D,yBAAG,GAAG,OAAO,CAAC,wBAAwB,CAAC,CAAC"}

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, type PerpetualData, LiquidityPoolData } 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, SettlementConfig } from "./nodeSDKTypes";
 import PriceFeeds from "./priceFeeds";
 /**
  * Parent class for MarketData and WriteAccessHandler that handles
@@ -17,6 +17,7 @@ export default class PerpetualDataHandler {
     protected perpetualIdToSymbol: Map<number, string>;
     protected poolStaticInfos: Array<PoolStaticInfo>;
     protected symbolList: Map<string, string>;
+    protected settlementConfig: SettlementConfig;
     config: NodeSDKConfig;
     protected symbolToTokenAddrMap: Map<string, string>;
     chainId: number;
@@ -70,6 +71,12 @@ export default class PerpetualDataHandler {
      *
      */
     protected _fillSymbolMaps(overrides?: CallOverrides): Promise<void>;
+    /**
+     * Initializes settlement currency for all pools by
+     * completing this.poolStaticInfos with settlement currency info
+     * @param perpStaticInfos PerpetualStaticInfo array from contract call
+     */
+    private initSettlementToken;
     /**
      * Utility function to export mapping and re-use in other objects.
      * @ignore
@@ -135,6 +142,15 @@ export default class PerpetualDataHandler {
      * and corresponding price information
      */
     fetchLatestFeedPriceInfo(symbol: string): Promise<PriceFeedSubmission>;
+    /**
+     * fetchCollateralToSettlementConversion returns the price which converts the collateral
+     * currency into settlement currency. For example if BTC-USD-STUSD has settlement currency
+     * USDC, we get
+     * let px = fetchCollateralToSettlementConversion("BTC-USD-STUSD")
+     * valueInUSDC = collateralInSTUSD * px
+     * @param symbol either perpetual symbol of the form BTC-USD-MATIC or just collateral token
+     */
+    fetchCollateralToSettlementConversion(symbol: string): Promise<number>;
     /**
      * Get list of required pyth price source IDs for given perpetual
      * @param symbol perpetual symbol, e.g., BTC-USD-MATIC
@@ -407,15 +423,27 @@ export default class PerpetualDataHandler {
     /**
      *
      * @param symbol Symbol of the form USDC
-     * @returns Address of the corresponding token
+     * @returns Address of the corresponding  margin token
      */
     getMarginTokenFromSymbol(symbol: string): string | undefined;
+    /**
+     *
+     * @param symbol Symbol of the form ETH-USD-WEETH
+     * @returns Address of the corresponding settlement token
+     */
+    getSettlementTokenFromSymbol(symbol: string): string | undefined;
     /**
      *
      * @param symbol Symbol of the form USDC
-     * @returns Decimals of the corresponding token
+     * @returns Decimals of the corresponding margin token
      */
     getMarginTokenDecimalsFromSymbol(symbol: string): number | undefined;
+    /**
+     *
+     * @param symbol Symbol of the form ETH-USD-WEETH
+     * @returns Decimals of the corresponding settlement token
+     */
+    getSettlementTokenDecimalsFromSymbol(symbol: string): number | undefined;
     /**
      * Get ABI for LimitOrderBook, Proxy, or Share Pool Token
      * @param contract name of contract: proxy|lob|sharetoken

package/dist/cjs/perpetualDataHandler.js

@@ -33,6 +33,7 @@ class PerpetualDataHandler {
         this.multicall = null;
         this.provider = null;
         this.signerOrProvider = null;
+        this.settlementConfig = require("./config/settlement.json");
         this.config = config;
         this.symbolToPerpStaticInfo = new Map();
         this.poolStaticInfos = new Array();
@@ -125,7 +126,7 @@ class PerpetualDataHandler {
         const IERC20 = new abi_1.Interface(constants_2.ERC20_ABI);
         const proxyCalls = poolInfo.poolMarginTokenAddr.map((tokenAddr) => ({
             target: tokenAddr,
-            allowFailure: true,
+            allowFailure: false,
             callData: IERC20.encodeFunctionData("decimals"),
         }));
         proxyCalls.push({
@@ -142,17 +143,19 @@ class PerpetualDataHandler {
         const encodedResults = await this.multicall.callStatic.aggregate3(proxyCalls, overrides || {});
         // decimals
         for (let j = 0; j < poolInfo.nestedPerpetualIDs.length; j++) {
-            const decimals = poolInfo.poolMarginTokenAddr[j] == constants_2.ZERO_ADDRESS
-                ? undefined
-                : IERC20.decodeFunctionResult("decimals", encodedResults[j].returnData)[0];
+            const decimals = IERC20.decodeFunctionResult("decimals", encodedResults[j].returnData)[0];
             let info = {
                 poolId: j + 1,
                 poolMarginSymbol: "",
                 poolMarginTokenAddr: poolInfo.poolMarginTokenAddr[j],
                 poolMarginTokenDecimals: decimals,
+                poolSettleSymbol: "",
+                poolSettleTokenAddr: poolInfo.poolMarginTokenAddr[j],
+                poolSettleTokenDecimals: decimals,
                 shareTokenAddr: poolInfo.poolShareTokenAddr[j],
                 oracleFactoryAddr: poolInfo.oracleFactory,
                 isRunning: poolInfo.poolShareTokenAddr[j] != constants_1.AddressZero,
+                MgnToSettleTriangulation: ["*", "1"], // correct later
             };
             this.poolStaticInfos.push(info);
         }
@@ -219,6 +222,8 @@ class PerpetualDataHandler {
             this.symbolToTokenAddrMap.set(effectivePoolCCY, this.poolStaticInfos[perp.poolId - 1].poolMarginTokenAddr);
             this.symbolToPerpStaticInfo.set(currentSymbol3, perpStaticInfos[j]);
         }
+        // handle settlement token.
+        this.initSettlementToken(perpStaticInfos);
         // pre-calculate all triangulation paths so we can easily get from
         // the prices of price-feeds to the index price required, e.g.
         // BTC-USDC : BTC-USD / USDC-USD
@@ -230,6 +235,47 @@ class PerpetualDataHandler {
             this.perpetualIdToSymbol.set(info.id, key);
         }
     }
+    /**
+     * Initializes settlement currency for all pools by
+     * completing this.poolStaticInfos with settlement currency info
+     * @param perpStaticInfos PerpetualStaticInfo array from contract call
+     */
+    initSettlementToken(perpStaticInfos) {
+        let currPoolId = -1;
+        for (let j = 0; j < perpStaticInfos.length; j++) {
+            const poolId = perpStaticInfos[j].poolId;
+            if (poolId == currPoolId) {
+                continue;
+            }
+            currPoolId = poolId;
+            // We only assume the flag to be correct
+            // in the first perpetual of the pool
+            const flag = bignumber_1.BigNumber.from(perpStaticInfos[j].perpFlags.toString());
+            // find settlement setting for this flag
+            let s = undefined;
+            for (let j = 0; j < this.settlementConfig.length; j++) {
+                const masked = flag.and(bignumber_1.BigNumber.from(this.settlementConfig[j].perpFlags.toString()));
+                if (!masked.isZero()) {
+                    s = this.settlementConfig[j];
+                    break;
+                }
+            }
+            if (s == undefined) {
+                // no setting for given flag, settlement token = margin token
+                this.poolStaticInfos[poolId - 1].poolSettleSymbol = this.poolStaticInfos[poolId - 1].poolMarginSymbol;
+                this.poolStaticInfos[poolId - 1].poolSettleTokenAddr = this.poolStaticInfos[poolId - 1].poolMarginTokenAddr;
+                this.poolStaticInfos[poolId - 1].poolSettleTokenDecimals =
+                    this.poolStaticInfos[poolId - 1].poolMarginTokenDecimals;
+                this.poolStaticInfos[poolId - 1].MgnToSettleTriangulation = ["*", "1"];
+            }
+            else {
+                this.poolStaticInfos[poolId - 1].poolSettleSymbol = s.settleCCY;
+                this.poolStaticInfos[poolId - 1].poolSettleTokenAddr = s.settleCCYAddr;
+                this.poolStaticInfos[poolId - 1].poolSettleTokenDecimals = s.settleTokenDecimals;
+                this.poolStaticInfos[poolId - 1].MgnToSettleTriangulation = s.triangulation;
+            }
+        }
+    }
     /**
      * Utility function to export mapping and re-use in other objects.
      * @ignore
@@ -316,6 +362,33 @@ class PerpetualDataHandler {
     async fetchLatestFeedPriceInfo(symbol) {
         return await this.priceFeedGetter.fetchLatestFeedPriceInfoForPerpetual(symbol);
     }
+    /**
+     * fetchCollateralToSettlementConversion returns the price which converts the collateral
+     * currency into settlement currency. For example if BTC-USD-STUSD has settlement currency
+     * USDC, we get
+     * let px = fetchCollateralToSettlementConversion("BTC-USD-STUSD")
+     * valueInUSDC = collateralInSTUSD * px
+     * @param symbol either perpetual symbol of the form BTC-USD-MATIC or just collateral token
+     */
+    async fetchCollateralToSettlementConversion(symbol) {
+        let j = this.getPoolStaticInfoIndexFromSymbol(symbol);
+        if (this.poolStaticInfos[j].poolMarginSymbol == this.poolStaticInfos[j].poolSettleSymbol) {
+            // settlement currency = collateral currency
+            return 1;
+        }
+        const triang = this.poolStaticInfos[j].MgnToSettleTriangulation;
+        let v = 1;
+        for (let k = 0; k < triang.length; k = k + 2) {
+            const sym = triang[k + 1];
+            const pxMap = await this.priceFeedGetter.fetchFeedPrices([sym]);
+            const vpxinfo = pxMap.get(sym);
+            if (vpxinfo == undefined) {
+                throw Error(`price ${sym} not available`);
+            }
+            v = triang[k] == "*" ? v * vpxinfo[0] : v / vpxinfo[0];
+        }
+        return v;
+    }
     /**
      * Get list of required pyth price source IDs for given perpetual
      * @param symbol perpetual symbol, e.g., BTC-USD-MATIC
@@ -401,6 +474,8 @@ class PerpetualDataHandler {
                     lotSizeBC: (0, d8XMath_1.ABK64x64ToFloat)(perpInfos[j].fLotSizeBC),
                     referralRebate: (0, d8XMath_1.ABK64x64ToFloat)(perpInfos[j].fReferralRebateCC),
                     priceIds: perpInfos[j].priceIds,
+                    isPyth: perpInfos[j].isPyth,
+                    perpFlags: perpInfos[j].perpFlags,
                 };
                 infoArr.push(info);
             }
@@ -517,7 +592,7 @@ class PerpetualDataHandler {
                 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)),
+                perpFlags: Number(orig.perpFlags?.toString()),
                 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)),
@@ -1331,7 +1406,7 @@ class PerpetualDataHandler {
     /**
      *
      * @param symbol Symbol of the form USDC
-     * @returns Address of the corresponding token
+     * @returns Address of the corresponding  margin token
      */
     getMarginTokenFromSymbol(symbol) {
         let pools = this.poolStaticInfos;
@@ -1346,10 +1421,28 @@ class PerpetualDataHandler {
         }
         return undefined;
     }
+    /**
+     *
+     * @param symbol Symbol of the form ETH-USD-WEETH
+     * @returns Address of the corresponding settlement token
+     */
+    getSettlementTokenFromSymbol(symbol) {
+        let pools = this.poolStaticInfos;
+        let poolId = PerpetualDataHandler._getPoolIdFromSymbol(symbol, this.poolStaticInfos);
+        let k = 0;
+        while (k < pools.length) {
+            if (pools[k].poolId == poolId) {
+                // pool found
+                return pools[k].poolSettleTokenAddr;
+            }
+            k++;
+        }
+        return undefined;
+    }
     /**
      *
      * @param symbol Symbol of the form USDC
-     * @returns Decimals of the corresponding token
+     * @returns Decimals of the corresponding margin token
      */
     getMarginTokenDecimalsFromSymbol(symbol) {
         let pools = this.poolStaticInfos;
@@ -1364,6 +1457,24 @@ class PerpetualDataHandler {
         }
         return undefined;
     }
+    /**
+     *
+     * @param symbol Symbol of the form ETH-USD-WEETH
+     * @returns Decimals of the corresponding settlement token
+     */
+    getSettlementTokenDecimalsFromSymbol(symbol) {
+        let pools = this.poolStaticInfos;
+        let poolId = PerpetualDataHandler._getPoolIdFromSymbol(symbol, this.poolStaticInfos);
+        let k = 0;
+        while (k < pools.length) {
+            if (pools[k].poolId == poolId) {
+                // pool found
+                return pools[k].poolSettleTokenDecimals;
+            }
+            k++;
+        }
+        return undefined;
+    }
     /**
      * Get ABI for LimitOrderBook, Proxy, or Share Pool Token
      * @param contract name of contract: proxy|lob|sharetoken

package/dist/cjs/perpetualDataHandler.js.map

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

@@ -1 +1 @@
-export declare const D8X_SDK_VERSION = "1.2.1";
+export declare const D8X_SDK_VERSION = "1.3.0";

package/dist/cjs/version.js

@@ -1,5 +1,5 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.D8X_SDK_VERSION = void 0;
-exports.D8X_SDK_VERSION = "1.2.1";
+exports.D8X_SDK_VERSION = "1.3.0";
 //# sourceMappingURL=version.js.map

package/dist/esm/abi/IPerpetualManager.json

@@ -3006,7 +3006,7 @@
                     },
                     {
                         "internalType": "int128",
-                        "name": "fAMMMinSizeCC",
+                        "name": "perpFlags",
                         "type": "int128"
                     },
                     {
@@ -3207,6 +3207,11 @@
                         "internalType": "bool[]",
                         "name": "isPyth",
                         "type": "bool[]"
+                    },
+                    {
+                        "internalType": "int128",
+                        "name": "perpFlags",
+                        "type": "int128"
                     }
                 ],
                 "internalType": "struct IPerpetualInfo.PerpetualStaticInfo[]",
@@ -3393,7 +3398,7 @@
                     },
                     {
                         "internalType": "int128",
-                        "name": "fAMMMinSizeCC",
+                        "name": "perpFlags",
                         "type": "int128"
                     },
                     {