@d8x/perpetuals-sdk 1.2.1 → 1.3.0

package/dist/esm/contracts/factories/{MockToken__factory.js → PerpStorage__factory.js}

@@ -2,35 +2,25 @@
 /* tslint:disable */
 /* eslint-disable */
 import { Contract, utils } from "ethers";
+//import type { PerpStorage, PerpStorageInterface } from "../PerpStorage";
 const _abi = [
-    {
-        inputs: [],
-        stateMutability: "nonpayable",
-        type: "constructor",
-    },
     {
         anonymous: false,
         inputs: [
             {
                 indexed: true,
                 internalType: "address",
-                name: "owner",
+                name: "previousGovernance",
                 type: "address",
             },
             {
                 indexed: true,
                 internalType: "address",
-                name: "spender",
+                name: "newGovernance",
                 type: "address",
             },
-            {
-                indexed: false,
-                internalType: "uint256",
-                name: "value",
-                type: "uint256",
-            },
         ],
-        name: "Approval",
+        name: "GovernanceTransferred",
         type: "event",
     },
     {
@@ -39,63 +29,69 @@ const _abi = [
             {
                 indexed: true,
                 internalType: "address",
-                name: "previousOwner",
+                name: "previousMaintainer",
                 type: "address",
             },
             {
                 indexed: true,
                 internalType: "address",
-                name: "newOwner",
+                name: "newMaintainer",
                 type: "address",
             },
         ],
-        name: "OwnershipTransferred",
+        name: "MaintainerTransferred",
         type: "event",
     },
     {
         anonymous: false,
         inputs: [
             {
-                indexed: true,
+                indexed: false,
                 internalType: "address",
-                name: "from",
+                name: "account",
                 type: "address",
             },
+        ],
+        name: "Paused",
+        type: "event",
+    },
+    {
+        anonymous: false,
+        inputs: [
             {
-                indexed: true,
+                indexed: false,
                 internalType: "address",
-                name: "to",
+                name: "account",
                 type: "address",
             },
-            {
-                indexed: false,
-                internalType: "uint256",
-                name: "value",
-                type: "uint256",
-            },
         ],
-        name: "Transfer",
+        name: "Unpaused",
         type: "event",
     },
     {
         inputs: [
             {
-                internalType: "address",
-                name: "owner",
-                type: "address",
+                internalType: "uint8",
+                name: "",
+                type: "uint8",
             },
             {
                 internalType: "address",
-                name: "spender",
+                name: "",
                 type: "address",
             },
         ],
-        name: "allowance",
+        name: "brokerVolumeEMA",
         outputs: [
             {
-                internalType: "uint256",
-                name: "",
-                type: "uint256",
+                internalType: "int128",
+                name: "fTradingVolumeEMAusd",
+                type: "int128",
+            },
+            {
+                internalType: "uint64",
+                name: "timestamp",
+                type: "uint64",
             },
         ],
         stateMutability: "view",
@@ -103,37 +99,32 @@ const _abi = [
     },
     {
         inputs: [
-            {
-                internalType: "address",
-                name: "spender",
-                type: "address",
-            },
             {
                 internalType: "uint256",
-                name: "amount",
+                name: "",
                 type: "uint256",
             },
         ],
-        name: "approve",
+        name: "brokerVolumeFeesTbps",
         outputs: [
             {
-                internalType: "bool",
+                internalType: "uint16",
                 name: "",
-                type: "bool",
+                type: "uint16",
             },
         ],
-        stateMutability: "nonpayable",
+        stateMutability: "view",
         type: "function",
     },
     {
         inputs: [
             {
-                internalType: "address",
-                name: "account",
-                type: "address",
+                internalType: "uint256",
+                name: "",
+                type: "uint256",
             },
         ],
-        name: "balanceOf",
+        name: "brokerVolumeTiers",
         outputs: [
             {
                 internalType: "uint256",
@@ -146,55 +137,39 @@ const _abi = [
     },
     {
         inputs: [],
-        name: "decimals",
+        name: "governance",
         outputs: [
             {
-                internalType: "uint8",
+                internalType: "address",
                 name: "",
-                type: "uint8",
+                type: "address",
             },
         ],
         stateMutability: "view",
         type: "function",
     },
     {
-        inputs: [
-            {
-                internalType: "address",
-                name: "spender",
-                type: "address",
-            },
-            {
-                internalType: "uint256",
-                name: "subtractedValue",
-                type: "uint256",
-            },
-        ],
-        name: "decreaseAllowance",
+        inputs: [],
+        name: "lastBaseToUSDUpdateTs",
         outputs: [
             {
-                internalType: "bool",
+                internalType: "uint64",
                 name: "",
-                type: "bool",
+                type: "uint64",
             },
         ],
-        stateMutability: "nonpayable",
+        stateMutability: "view",
         type: "function",
     },
     {
         inputs: [
             {
-                internalType: "address",
-                name: "spender",
-                type: "address",
-            },
-            {
-                internalType: "uint256",
-                name: "addedValue",
-                type: "uint256",
+                internalType: "uint8",
+                name: "",
+                type: "uint8",
             },
         ],
-        name: "increaseAllowance",
+        name: "liquidityProvisionIsPaused",
         outputs: [
             {
                 internalType: "bool",
@@ -202,43 +177,44 @@ const _abi = [
                 type: "bool",
             },
         ],
-        stateMutability: "nonpayable",
+        stateMutability: "view",
         type: "function",
     },
     {
-        inputs: [
+        inputs: [],
+        name: "maintainer",
+        outputs: [
             {
                 internalType: "address",
-                name: "_account",
+                name: "",
                 type: "address",
             },
-            {
-                internalType: "uint256",
-                name: "_amount",
-                type: "uint256",
-            },
         ],
-        name: "mint",
-        outputs: [],
-        stateMutability: "nonpayable",
+        stateMutability: "view",
         type: "function",
     },
     {
         inputs: [],
-        name: "name",
+        name: "paused",
         outputs: [
             {
-                internalType: "string",
+                internalType: "bool",
                 name: "",
-                type: "string",
+                type: "bool",
             },
         ],
         stateMutability: "view",
         type: "function",
     },
     {
-        inputs: [],
-        name: "owner",
+        inputs: [
+            {
+                internalType: "uint24",
+                name: "",
+                type: "uint24",
+            },
+        ],
+        name: "perpBaseToUSDOracle",
         outputs: [
             {
                 internalType: "address",
@@ -250,33 +226,19 @@ const _abi = [
         type: "function",
     },
     {
-        inputs: [],
-        name: "renounceOwnership",
-        outputs: [],
-        stateMutability: "nonpayable",
-        type: "function",
-    },
-    {
-        inputs: [],
-        name: "symbol",
-        outputs: [
+        inputs: [
             {
-                internalType: "string",
+                internalType: "uint24",
                 name: "",
-                type: "string",
+                type: "uint24",
             },
         ],
-        stateMutability: "view",
-        type: "function",
-    },
-    {
-        inputs: [],
-        name: "totalSupply",
+        name: "perpToLastBaseToUSD",
         outputs: [
             {
-                internalType: "uint256",
+                internalType: "int128",
                 name: "",
-                type: "uint256",
+                type: "int128",
             },
         ],
         stateMutability: "view",
@@ -284,54 +246,81 @@ const _abi = [
     },
     {
         inputs: [
+            {
+                internalType: "uint8",
+                name: "",
+                type: "uint8",
+            },
             {
                 internalType: "address",
-                name: "to",
+                name: "",
                 type: "address",
             },
+        ],
+        name: "traderVolumeEMA",
+        outputs: [
+            {
+                internalType: "int128",
+                name: "fTradingVolumeEMAusd",
+                type: "int128",
+            },
+            {
+                internalType: "uint64",
+                name: "timestamp",
+                type: "uint64",
+            },
+        ],
+        stateMutability: "view",
+        type: "function",
+    },
+    {
+        inputs: [
             {
                 internalType: "uint256",
-                name: "amount",
+                name: "",
                 type: "uint256",
             },
         ],
-        name: "transfer",
+        name: "traderVolumeFeesTbps",
         outputs: [
             {
-                internalType: "bool",
+                internalType: "uint16",
                 name: "",
-                type: "bool",
+                type: "uint16",
             },
         ],
-        stateMutability: "nonpayable",
+        stateMutability: "view",
         type: "function",
     },
     {
         inputs: [
-            {
-                internalType: "address",
-                name: "from",
-                type: "address",
-            },
-            {
-                internalType: "address",
-                name: "to",
-                type: "address",
-            },
             {
                 internalType: "uint256",
-                name: "amount",
+                name: "",
                 type: "uint256",
             },
         ],
-        name: "transferFrom",
+        name: "traderVolumeTiers",
         outputs: [
             {
-                internalType: "bool",
+                internalType: "uint256",
                 name: "",
-                type: "bool",
+                type: "uint256",
+            },
+        ],
+        stateMutability: "view",
+        type: "function",
+    },
+    {
+        inputs: [
+            {
+                internalType: "address",
+                name: "newGovernance",
+                type: "address",
             },
         ],
+        name: "transferGovernance",
+        outputs: [],
         stateMutability: "nonpayable",
         type: "function",
     },
@@ -339,17 +328,17 @@ const _abi = [
         inputs: [
             {
                 internalType: "address",
-                name: "newOwner",
+                name: "newMaintainer",
                 type: "address",
             },
         ],
-        name: "transferOwnership",
+        name: "transferMaintainer",
         outputs: [],
         stateMutability: "nonpayable",
         type: "function",
     },
 ];
-export class MockToken__factory {
+export class PerpStorage__factory {
     static createInterface() {
         return new utils.Interface(_abi);
     }
@@ -357,5 +346,5 @@ export class MockToken__factory {
         return new Contract(address, _abi, signerOrProvider);
     }
 }
-MockToken__factory.abi = _abi;
-//# sourceMappingURL=MockToken__factory.js.map
+PerpStorage__factory.abi = _abi;
+//# sourceMappingURL=PerpStorage__factory.js.map

package/dist/esm/contracts/factories/PerpStorage__factory.js.map

@@ -0,0 +1 @@
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package/dist/esm/marketData.d.ts

@@ -264,7 +264,8 @@ export default class MarketData extends PerpetualDataHandler {
      */
     protected static _getLiquidationParams(symbol: string, lockedInQC: number, signedPositionBC: number, marginCashCC: number, markPrice: number, collToQuoteConversion: number, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>): [number, number | undefined, number];
     /**
-     * Gets the wallet balance in the collateral currency corresponding to a given perpetual symbol.
+     * Gets the wallet balance in the settlement currency corresponding to a given perpetual symbol.
+     * The settlement currency is usually the same as the collateral currency.
      * @param address Address to check
      * @param symbol Symbol of the form ETH-USD-MATIC.
      * @returns Perpetual's collateral token balance of the given address.

package/dist/esm/marketData.js

@@ -727,7 +727,8 @@ export default class MarketData extends PerpetualDataHandler {
         return [S2Liq, S3Liq, tau];
     }
     /**
-     * Gets the wallet balance in the collateral currency corresponding to a given perpetual symbol.
+     * Gets the wallet balance in the settlement currency corresponding to a given perpetual symbol.
+     * The settlement currency is usually the same as the collateral currency.
      * @param address Address to check
      * @param symbol Symbol of the form ETH-USD-MATIC.
      * @returns Perpetual's collateral token balance of the given address.
@@ -747,10 +748,10 @@ export default class MarketData extends PerpetualDataHandler {
      */
     async getWalletBalance(address, symbol, overrides) {
         let poolIdx = this.getPoolStaticInfoIndexFromSymbol(symbol);
-        let marginTokenAddr = this.poolStaticInfos[poolIdx].poolMarginTokenAddr;
-        let token = ERC20__factory.connect(marginTokenAddr, this.provider);
+        let settleTokenAddr = this.poolStaticInfos[poolIdx].poolSettleTokenAddr;
+        let token = ERC20__factory.connect(settleTokenAddr, this.provider);
         let walletBalance = await token.balanceOf(address, overrides || {});
-        let decimals = await token.decimals(overrides || {});
+        let decimals = this.poolStaticInfos[poolIdx].poolSettleTokenDecimals;
         return Number(formatUnits(walletBalance, decimals));
     }
     /**
@@ -899,6 +900,7 @@ export default class MarketData extends PerpetualDataHandler {
             .fetchPricesForPerpetual(symbol)
             .then((obj) => [obj.idxPrices[0], obj.idxPrices[1], obj.mktClosed[0], obj.mktClosed[1]]);
         const fS2S3 = [indexPriceInfo[0], indexPriceInfo[1]].map((x) => floatToABK64x64(x));
+        let coll2SettlePromise = this.fetchCollateralToSettlementConversion(symbol);
         const proxyCalls = [
             // 0: traderState
             {
@@ -908,7 +910,7 @@ export default class MarketData extends PerpetualDataHandler {
             },
             // 1: wallet balance
             {
-                target: poolInfo.poolMarginTokenAddr,
+                target: poolInfo.poolSettleTokenAddr,
                 allowFailure: false,
                 callData: IERC20.encodeFunctionData("balanceOf", [traderAddr]),
             },
@@ -936,7 +938,7 @@ export default class MarketData extends PerpetualDataHandler {
         const feeRate = 1e-5 *
             this.proxyContract.interface.decodeFunctionResult("queryExchangeFee", encodedResults[2].returnData)[0];
         // Max based on margin requirements:
-        const walletBalance = decNToFloat(IERC20.decodeFunctionResult("balanceOf", encodedResults[1].returnData)[0], poolInfo.poolMarginTokenDecimals);
+        const walletBalance = decNToFloat(IERC20.decodeFunctionResult("balanceOf", encodedResults[1].returnData)[0], poolInfo.poolSettleTokenDecimals);
         const proxyCalls2 = [
             // 0: max long
             {
@@ -969,8 +971,10 @@ export default class MarketData extends PerpetualDataHandler {
         const maxShortOrderPerp = ABK64x64ToFloat(this.proxyContract.interface.decodeFunctionResult("getMaxSignedOpenTradeSizeForPos", encodedResults2[1].returnData)[0]);
         const maxShortPosPerp = maxShortOrderPerp + ABK64x64ToFloat(traderState[idxNotional]);
         const curPos = (account.side == BUY_SIDE ? 1 : -1) * account.positionNotionalBaseCCY;
-        const maxLongPosAccount = getMaxSignedPositionSize(account.collateralCC + walletBalance + account.unrealizedFundingCollateralCCY, curPos, account.entryPrice * curPos, 1, account.markPrice, perpInfo.initialMarginRate, feeRate, account.markPrice, indexPriceInfo[0], account.collToQuoteConversion);
-        const maxShortPosAccount = getMaxSignedPositionSize(account.collateralCC + walletBalance + account.unrealizedFundingCollateralCCY, curPos, account.entryPrice * curPos, -1, account.markPrice, perpInfo.initialMarginRate, feeRate, account.markPrice, indexPriceInfo[0], account.collToQuoteConversion);
+        const px = await coll2SettlePromise;
+        const walletBalanceInMgnToken = walletBalance / px;
+        const maxLongPosAccount = getMaxSignedPositionSize(account.collateralCC + walletBalanceInMgnToken + account.unrealizedFundingCollateralCCY, curPos, account.entryPrice * curPos, 1, account.markPrice, perpInfo.initialMarginRate, feeRate, account.markPrice, indexPriceInfo[0], account.collToQuoteConversion);
+        const maxShortPosAccount = getMaxSignedPositionSize(account.collateralCC + walletBalanceInMgnToken + account.unrealizedFundingCollateralCCY, curPos, account.entryPrice * curPos, -1, account.markPrice, perpInfo.initialMarginRate, feeRate, account.markPrice, indexPriceInfo[0], account.collToQuoteConversion);
         // max long/short all accounted for
         const maxLong = Math.min(Math.abs(maxLongPosPerp), Math.abs(maxLongPosAccount));
         const maxShort = Math.min(Math.abs(maxShortPosPerp), Math.abs(maxShortPosAccount));
@@ -1197,6 +1201,8 @@ export default class MarketData extends PerpetualDataHandler {
             totalTargetAMMFundSizeCC: ABK64x64ToFloat(pool.fTargetAMMFundSize),
             brokerCollateralLotSize: ABK64x64ToFloat(pool.fBrokerCollateralLotSize),
             perpetuals: [],
+            settleSymbol: this.poolStaticInfos[poolId - 1].poolSettleSymbol,
+            settleTokenAddr: this.poolStaticInfos[poolId - 1].poolSettleTokenAddr,
         };
         return state;
     }
@@ -1225,6 +1231,8 @@ export default class MarketData extends PerpetualDataHandler {
             lotSizeBC: perpInfo.lotSizeBC,
             referralRebate: perpInfo.referralRebate,
             priceIds: perpInfo.priceIds,
+            isPyth: perpInfo.isPyth,
+            perpFlags: perpInfo.perpFlags,
         };
         return res;
     }
@@ -1613,6 +1621,8 @@ export default class MarketData extends PerpetualDataHandler {
             totalTargetAMMFundSizeCC: ABK64x64ToFloat(pool.fTargetAMMFundSize),
             brokerCollateralLotSize: ABK64x64ToFloat(pool.fBrokerCollateralLotSize),
             perpetuals: [],
+            settleSymbol: _poolStaticInfos[k].poolSettleSymbol,
+            settleTokenAddr: _poolStaticInfos[k].poolSettleTokenAddr,
         }));
         return poolStates;
     }