@d8x/perpetuals-sdk 1.3.6 → 2.0.0-alpha

package/dist/esm/marketData.js

@@ -1,10 +1,6 @@
-import { Interface } from "@ethersproject/abi";
-import { BigNumber } from "@ethersproject/bignumber";
-import { Contract } from "@ethersproject/contracts";
-import { Provider, StaticJsonRpcProvider } from "@ethersproject/providers";
-import { formatUnits } from "@ethersproject/units";
+import { Contract, formatUnits, Interface, JsonRpcProvider } from "ethers";
 import { BUY_SIDE, CLOSED_SIDE, COLLATERAL_CURRENCY_BASE, COLLATERAL_CURRENCY_QUANTO, CollaterlCCY, ERC20_ABI, MULTICALL_ADDRESS, ORDER_TYPE_MARKET, PERP_STATE_STR, SELL_SIDE, ZERO_ADDRESS, ZERO_ORDER_ID, } from "./constants";
-import { ERC20__factory, LimitOrderBook__factory, Multicall3__factory, } from "./contracts";
+import { ERC20__factory, Multicall3__factory, } from "./contracts";
 import { ABK64x64ToFloat, calculateLiquidationPriceCollateralBase, calculateLiquidationPriceCollateralQuanto, calculateLiquidationPriceCollateralQuote, dec18ToFloat, decNToFloat, floatToABK64x64, getDepositAmountForLvgTrade, getMaxSignedPositionSize, } from "./d8XMath";
 import PerpetualDataHandler from "./perpetualDataHandler";
 import { contractSymbolToSymbol, toBytes4 } from "./utils";
@@ -43,14 +39,14 @@ export default class MarketData extends PerpetualDataHandler {
      * @param providerOrMarketData optional provider or existing market data instance
      */
     async createProxyInstance(providerOrMarketData, overrides) {
-        if (providerOrMarketData == undefined || Provider.isProvider(providerOrMarketData)) {
-            this.provider = providerOrMarketData ?? new StaticJsonRpcProvider(this.nodeURL);
+        if (providerOrMarketData == undefined || !("createProxyInstance" in providerOrMarketData)) {
+            this.provider = providerOrMarketData ?? new JsonRpcProvider(this.nodeURL);
             await this.initContractsAndData(this.provider, overrides);
         }
         else {
             const mktData = providerOrMarketData;
             this.nodeURL = mktData.config.nodeURL;
-            this.provider = new StaticJsonRpcProvider(mktData.config.nodeURL);
+            this.provider = new JsonRpcProvider(mktData.config.nodeURL, mktData.network, { staticNetwork: true });
             this.proxyContract = new Contract(mktData.getProxyAddress(), this.config.proxyABI, this.provider);
             this.multicall = Multicall3__factory.connect(this.config.multicall ?? MULTICALL_ADDRESS, this.provider);
             ({
@@ -72,7 +68,7 @@ export default class MarketData extends PerpetualDataHandler {
         if (this.proxyContract == null) {
             throw Error("no proxy contract initialized. Use createProxyInstance().");
         }
-        return this.proxyContract.address;
+        return this.proxyContract.target.toString();
     }
     /**
      * Get the pre-computed triangulations
@@ -139,7 +135,7 @@ export default class MarketData extends PerpetualDataHandler {
         if (overrides) {
             ({ rpcURL, ...overrides } = overrides);
         }
-        const provider = new StaticJsonRpcProvider(rpcURL ?? this.nodeURL);
+        const provider = new JsonRpcProvider(rpcURL ?? this.nodeURL, this.network, { staticNetwork: true });
         return await MarketData._exchangeInfo(new Contract(this.proxyAddr, this.config.proxyABI, provider), Multicall3__factory.connect(this.config.multicall ?? MULTICALL_ADDRESS, provider), this.poolStaticInfos, this.symbolToPerpStaticInfo, this.perpetualIdToSymbol, this.nestedPerpetualIDs, this.symbolList, this.priceFeedGetter, this.oraclefactoryAddr, // not undefined if proxy contract was initialized
         overrides);
     }
@@ -180,7 +176,7 @@ export default class MarketData extends PerpetualDataHandler {
         if (overrides) {
             ({ rpcURL, ...overrides } = overrides);
         }
-        const provider = new StaticJsonRpcProvider(rpcURL ?? this.nodeURL);
+        const provider = new JsonRpcProvider(rpcURL ?? this.nodeURL, this.network, { staticNetwork: true });
         if (symbols.length < 1) {
             throw new Error(`No perpetuals found for symbol ${symbol}`);
         }
@@ -202,7 +198,7 @@ export default class MarketData extends PerpetualDataHandler {
      */
     async _openOrdersOfPerpetual(traderAddr, symbol, provider, overrides) {
         // open orders requested only for given symbol
-        const orderBookContract = LimitOrderBook__factory.connect(this.getOrderBookContract(symbol).address, provider);
+        const orderBookContract = this.getOrderBookContract(symbol, provider);
         const orders = await MarketData.openOrdersOnOrderBook(traderAddr, orderBookContract, this.symbolToPerpStaticInfo, overrides);
         const digests = await MarketData.orderIdsOfTrader(traderAddr, orderBookContract, overrides);
         return { orders: orders, orderIds: digests };
@@ -218,7 +214,7 @@ export default class MarketData extends PerpetualDataHandler {
         // filter by perpetuals with valid order book
         symbols = symbols.filter((symbol) => this.symbolToPerpStaticInfo.get(symbol)?.limitOrderBookAddr !== ZERO_ADDRESS);
         // open orders requested only for given symbol
-        const orderBookContracts = symbols.map((symbol) => LimitOrderBook__factory.connect(this.getOrderBookContract(symbol).address, provider));
+        const orderBookContracts = symbols.map((symbol) => this.getOrderBookContract(symbol, provider), this);
         const multicall = Multicall3__factory.connect(this.config.multicall ?? MULTICALL_ADDRESS, provider);
         const { orders, digests } = await MarketData._openOrdersOnOrderBooks(traderAddr, orderBookContracts, multicall, this.symbolToPerpStaticInfo, overrides);
         return symbols.map((_symbol, i) => ({ orders: orders[i], orderIds: digests[i] }));
@@ -263,7 +259,7 @@ export default class MarketData extends PerpetualDataHandler {
         if (overrides) {
             ({ rpcURL, ...overrides } = overrides);
         }
-        const provider = new StaticJsonRpcProvider(rpcURL ?? this.nodeURL);
+        const provider = new JsonRpcProvider(rpcURL ?? this.nodeURL, this.network, { staticNetwork: true });
         if (symbols.length < 1) {
             throw new Error(`No perpetuals found for symbol ${symbol}`);
         }
@@ -366,19 +362,19 @@ export default class MarketData extends PerpetualDataHandler {
         const proxyCalls = [
             // 0: traderState
             {
-                target: this.proxyContract.address,
+                target: this.proxyContract.target,
                 allowFailure: true,
                 callData: this.proxyContract.interface.encodeFunctionData("getTraderState", [perpId, traderAddr, fS2S3]),
             },
             // 1: ammState
             {
-                target: this.proxyContract.address,
+                target: this.proxyContract.target,
                 allowFailure: true,
                 callData: this.proxyContract.interface.encodeFunctionData("getAMMState", [perpId, fS2S3]),
             },
             // 2: exchangeFee
             {
-                target: this.proxyContract.address,
+                target: this.proxyContract.target,
                 allowFailure: false,
                 callData: this.proxyContract.interface.encodeFunctionData("queryExchangeFee", [
                     poolId,
@@ -388,7 +384,7 @@ export default class MarketData extends PerpetualDataHandler {
             },
             // 3: perpetual price
             {
-                target: this.proxyContract.address,
+                target: this.proxyContract.target,
                 allowFailure: true,
                 callData: this.proxyContract.interface.encodeFunctionData("queryPerpetualPrice", [
                     perpId,
@@ -398,31 +394,27 @@ export default class MarketData extends PerpetualDataHandler {
             },
             // 4: max long pos
             {
-                target: this.proxyContract.address,
+                target: this.proxyContract.target,
                 allowFailure: false,
                 callData: this.proxyContract.interface.encodeFunctionData("getMaxSignedOpenTradeSizeForPos", [
                     perpId,
-                    account
-                        ? floatToABK64x64(account.positionNotionalBaseCCY * (account.side === BUY_SIDE ? 1 : -1))
-                        : BigNumber.from(0),
+                    account ? floatToABK64x64(account.positionNotionalBaseCCY * (account.side === BUY_SIDE ? 1 : -1)) : 0n,
                     true,
                 ]),
             },
             // 5: max short pos
             {
-                target: this.proxyContract.address,
+                target: this.proxyContract.target,
                 allowFailure: false,
                 callData: this.proxyContract.interface.encodeFunctionData("getMaxSignedOpenTradeSizeForPos", [
                     perpId,
-                    account
-                        ? floatToABK64x64(account.positionNotionalBaseCCY * (account.side === BUY_SIDE ? 1 : -1))
-                        : BigNumber.from(0),
+                    account ? floatToABK64x64(account.positionNotionalBaseCCY * (account.side === BUY_SIDE ? 1 : -1)) : 0n,
                     false,
                 ]),
             },
         ];
         // multicall
-        const encodedResults = await this.multicall.callStatic.aggregate3(proxyCalls, (overrides || {}));
+        const encodedResults = await this.multicall.aggregate3.staticCall(proxyCalls, (overrides || {}));
         // positionRisk to apply this trade on: if not given, defaults to the current trader's position
         if (!account) {
             let traderState;
@@ -504,8 +496,8 @@ export default class MarketData extends PerpetualDataHandler {
         // max sell
         const fMaxShort = this.proxyContract.interface.decodeFunctionResult("getMaxSignedOpenTradeSizeForPos", encodedResults[5].returnData)[0];
         const maxShortTrade = account.side == SELL_SIDE
-            ? Math.max(0, ABK64x64ToFloat(fMaxShort.abs()) - (accountGiven ? 0 : Math.abs(account.positionNotionalBaseCCY)))
-            : ABK64x64ToFloat(fMaxShort.abs()) + Math.abs(account.positionNotionalBaseCCY);
+            ? Math.max(0, Math.abs(ABK64x64ToFloat(fMaxShort)) - (accountGiven ? 0 : Math.abs(account.positionNotionalBaseCCY)))
+            : Math.abs(ABK64x64ToFloat(fMaxShort)) + Math.abs(account.positionNotionalBaseCCY);
         // Current state:
         let lotSizeBC = MarketData._getLotSize(order.symbol, this.symbolToPerpStaticInfo);
         // Too small, no change to account
@@ -529,7 +521,7 @@ export default class MarketData extends PerpetualDataHandler {
         let newSide = newPositionBC > 0 ? BUY_SIDE : newPositionBC < 0 ? SELL_SIDE : CLOSED_SIDE;
         if (tradingFeeTbps === undefined) {
             // use usual input if not overriden
-            tradingFeeTbps = exchangeFeeTbps + (order.brokerFeeTbps ?? 0);
+            tradingFeeTbps = Number(exchangeFeeTbps) + (order.brokerFeeTbps ?? 0);
         }
         let tradingFeeCC = (Math.abs(tradeAmountBC) * tradingFeeTbps * 1e-5 * S2) / S3;
         let referralFeeCC = this.symbolToPerpStaticInfo.get(account.symbol).referralRebate;
@@ -904,7 +896,7 @@ export default class MarketData extends PerpetualDataHandler {
         const proxyCalls = [
             // 0: traderState
             {
-                target: this.proxyContract.address,
+                target: this.proxyContract.target,
                 allowFailure: false,
                 callData: this.proxyContract.interface.encodeFunctionData("getTraderState", [perpId, traderAddr, fS2S3]),
             },
@@ -916,7 +908,7 @@ export default class MarketData extends PerpetualDataHandler {
             },
             // 2: exchange fee
             {
-                target: this.proxyContract.address,
+                target: this.proxyContract.target,
                 allowFailure: false,
                 callData: this.proxyContract.interface.encodeFunctionData("queryExchangeFee", [
                     poolId,
@@ -926,7 +918,7 @@ export default class MarketData extends PerpetualDataHandler {
             },
         ];
         // multicall
-        const encodedResults = await this.multicall.callStatic.aggregate3(proxyCalls, overrides || {});
+        const encodedResults = await this.multicall.aggregate3.staticCall(proxyCalls, overrides || {});
         // position risk
         const idxNotional = 4;
         const traderState = this.proxyContract.interface.decodeFunctionResult("getTraderState", encodedResults[0].returnData)[0];
@@ -935,14 +927,14 @@ export default class MarketData extends PerpetualDataHandler {
             indexPriceInfo[1],
         ]);
         // fee rate
-        const feeRate = 1e-5 *
-            this.proxyContract.interface.decodeFunctionResult("queryExchangeFee", encodedResults[2].returnData)[0];
+        const feeRateTbps = this.proxyContract.interface.decodeFunctionResult("queryExchangeFee", encodedResults[2].returnData)[0];
+        const feeRate = 1e-5 * Number(feeRateTbps);
         // Max based on margin requirements:
         const walletBalance = decNToFloat(IERC20.decodeFunctionResult("balanceOf", encodedResults[1].returnData)[0], poolInfo.poolSettleTokenDecimals);
         const proxyCalls2 = [
             // 0: max long
             {
-                target: this.proxyContract.address,
+                target: this.proxyContract.target,
                 allowFailure: false,
                 callData: this.proxyContract.interface.encodeFunctionData("getMaxSignedOpenTradeSizeForPos", [
                     perpId,
@@ -952,7 +944,7 @@ export default class MarketData extends PerpetualDataHandler {
             },
             // 1: max short
             {
-                target: this.proxyContract.address,
+                target: this.proxyContract.target,
                 allowFailure: false,
                 callData: this.proxyContract.interface.encodeFunctionData("getMaxSignedOpenTradeSizeForPos", [
                     perpId,
@@ -962,7 +954,7 @@ export default class MarketData extends PerpetualDataHandler {
             },
         ];
         // multicall
-        const encodedResults2 = await this.multicall.callStatic.aggregate3(proxyCalls2, overrides || {});
+        const encodedResults2 = await this.multicall.aggregate3.staticCall(proxyCalls2, overrides || {});
         // Max based on perp:
         // max buy
         const maxLongOrderPerp = ABK64x64ToFloat(this.proxyContract.interface.decodeFunctionResult("getMaxSignedOpenTradeSizeForPos", encodedResults2[0].returnData)[0]);
@@ -1010,7 +1002,7 @@ export default class MarketData extends PerpetualDataHandler {
     async maxSignedPosition(side, symbol, overrides) {
         let perpId = this.getPerpIdFromSymbol(symbol);
         let isBuy = side == BUY_SIDE;
-        let maxSignedPos = await this.proxyContract.getMaxSignedOpenTradeSizeForPos(perpId, BigNumber.from(0), isBuy, overrides || {});
+        let maxSignedPos = await this.proxyContract.getMaxSignedOpenTradeSizeForPos(perpId, 0n, isBuy, overrides || {});
         return ABK64x64ToFloat(maxSignedPos);
     }
     /**
@@ -1066,7 +1058,7 @@ export default class MarketData extends PerpetualDataHandler {
             throw Error("no proxy contract initialized. Use createProxyInstance().");
         }
         const orderBookContract = this.getOrderBookContract(symbol);
-        const status = (await orderBookContract.getOrderStatus(orderId, overrides || {}));
+        const status = Number(await orderBookContract.getOrderStatus(orderId, overrides || {}));
         return status;
     }
     /**
@@ -1095,12 +1087,12 @@ export default class MarketData extends PerpetualDataHandler {
         }
         const orderBookContract = this.getOrderBookContract(symbol);
         const statusCalls = orderId.map((id) => ({
-            target: orderBookContract.address,
+            target: orderBookContract.target,
             allowFailure: false,
             callData: orderBookContract.interface.encodeFunctionData("getOrderStatus", [id]),
         }));
         // multicall
-        const encodedResults = await this.multicall.callStatic.aggregate3(statusCalls, overrides || {});
+        const encodedResults = await this.multicall.aggregate3.staticCall(statusCalls, overrides || {});
         // order status
         return encodedResults.map((encodedResult) => orderBookContract.interface.decodeFunctionResult("getOrderStatus", encodedResult.returnData)[0]);
     }
@@ -1306,17 +1298,17 @@ export default class MarketData extends PerpetualDataHandler {
             const contracts = orderBookContracts.filter((_c, i) => haveMoreOrders[i]);
             // prepare calls
             const ordersCalls = contracts.map((c, i) => ({
-                target: c.address,
+                target: c.target,
                 allowFailure: true,
                 callData: c.interface.encodeFunctionData("getOrders", [traderAddr, from[i], bulkSize]),
             }));
             const digestsCalls = contracts.map((c, i) => ({
-                target: c.address,
+                target: c.target,
                 allowFailure: true,
                 callData: c.interface.encodeFunctionData("limitDigestsOfTrader", [traderAddr, from[i], bulkSize]),
             }));
             // call
-            const encodedResults = await multicall.callStatic.aggregate3(ordersCalls.concat(digestsCalls), overrides || {});
+            const encodedResults = await multicall.aggregate3.staticCall(ordersCalls.concat(digestsCalls), overrides || {});
             const encodedOrders = encodedResults.slice(0, ordersCalls.length);
             const encodedDigests = encodedResults.slice(ordersCalls.length);
             // parse
@@ -1324,19 +1316,19 @@ export default class MarketData extends PerpetualDataHandler {
                 .slice(0, ordersCalls.length)
                 .map(({ success, returnData }, i) => {
                 if (!success)
-                    throw new Error(`Failed to get orders for order book ${contracts[i].address}`);
+                    throw new Error(`Failed to get orders for order book ${contracts[i].target}`);
                 return contracts[i].interface.decodeFunctionResult("getOrders", returnData)[0];
             });
             const allDigests = encodedDigests.map(({ success, returnData }, i) => {
                 if (!success)
-                    throw new Error(`Failed to get orders for order book ${contracts[i].address}`);
+                    throw new Error(`Failed to get orders for order book ${contracts[i].target}`);
                 return contracts[i].interface.decodeFunctionResult("limitDigestsOfTrader", returnData)[0];
             });
             // arrange
             for (let j = 0; j < contracts.length; j++) {
                 let orders = allOrders[j].filter((o) => o.traderAddr != ZERO_ADDRESS);
                 let digests = allDigests[j].filter((d) => d != ZERO_ORDER_ID);
-                let i = orderBookContracts.findIndex((c) => c.address == contracts[j].address);
+                let i = orderBookContracts.findIndex((c) => c.target == contracts[j].target);
                 let k = 0;
                 while (k < orders.length && orders[k].traderAddr != ZERO_ADDRESS) {
                     userFriendlyOrders[i].push(PerpetualDataHandler.fromClientOrder(orders[k], symbolToPerpStaticInfo));
@@ -1360,7 +1352,7 @@ export default class MarketData extends PerpetualDataHandler {
         let digestsRaw = await orderBookContract.limitDigestsOfTrader(traderAddr, 0, 15, overrides || {});
         let k = 0;
         let digests = [];
-        while (k < digestsRaw.length && BigNumber.from(digestsRaw[k]).gt(0)) {
+        while (k < digestsRaw.length && BigInt(digestsRaw[k]) > 0n) {
             digests.push(digestsRaw[k]);
             k++;
         }
@@ -1536,7 +1528,7 @@ export default class MarketData extends PerpetualDataHandler {
                 let symbol3s = _perpetualIdToSymbol.get(id);
                 let info = _symbolToPerpStaticInfo.get(symbol3s);
                 let S2 = floatToABK64x64(_idxPriceMap.get(info.S2Symbol)[0]);
-                let S3 = BigNumber.from(0);
+                let S3 = 0n;
                 if (info.S3Symbol != "") {
                     S3 = floatToABK64x64(_idxPriceMap.get(info.S3Symbol)[0]);
                 }
@@ -1544,13 +1536,13 @@ export default class MarketData extends PerpetualDataHandler {
                 indexPrices.push(S3);
             }
             proxyCalls.push({
-                target: _proxyContract.address,
+                target: _proxyContract.target,
                 allowFailure: false,
                 callData: _proxyContract.interface.encodeFunctionData("queryMidPrices", [perpetualIDChunks[k], indexPrices]),
             });
         }
         // multicall
-        const encodedResults = await _multicall.callStatic.aggregate3(proxyCalls, overrides || {});
+        const encodedResults = await _multicall.aggregate3.staticCall(proxyCalls, overrides || {});
         // apply results
         for (let k = 0; k < perpetualIDChunks.length; k++) {
             let fMidPrice = _proxyContract.interface.decodeFunctionResult("queryMidPrices", encodedResults[k].returnData)[0];
@@ -1581,13 +1573,13 @@ export default class MarketData extends PerpetualDataHandler {
             const proxyCalls = [
                 // getLiquidityPools
                 {
-                    target: _proxyContract.address,
+                    target: _proxyContract.target,
                     allowFailure: false,
                     callData: _proxyContract.interface.encodeFunctionData("getLiquidityPools", [iFrom, iFrom + chunkSize - 1]), // from-to includes "to"
                 },
                 // getPerpetuals
                 {
-                    target: _proxyContract.address,
+                    target: _proxyContract.target,
                     allowFailure: false,
                     callData: _proxyContract.interface.encodeFunctionData("getPerpetuals", [
                         _nestedPerpetualIDs.slice(iFrom - 1, iFrom + chunkSize - 1).flat(), // from-to does not include "to"
@@ -1595,7 +1587,7 @@ export default class MarketData extends PerpetualDataHandler {
                 },
             ];
             // multicall
-            const encodedResults = await _multicall.callStatic.aggregate3(proxyCalls, overrides || {});
+            const encodedResults = await _multicall.aggregate3.staticCall(proxyCalls, overrides || {});
             const pools = _proxyContract.interface.decodeFunctionResult("getLiquidityPools", encodedResults[0].returnData)[0];
             const perps = _proxyContract.interface.decodeFunctionResult("getPerpetuals", encodedResults[1].returnData)[0];
             poolStates = poolStates.concat(MarketData._poolDataToPoolState(pools, _poolStaticInfos));
@@ -1634,7 +1626,7 @@ export default class MarketData extends PerpetualDataHandler {
      */
     static _perpetualDataToPerpetualState(_perpetuals, _symbolList) {
         const perpStates = _perpetuals.map((perp) => ({
-            id: perp.id,
+            id: Number(perp.id),
             state: PERP_STATE_STR[perp.state],
             baseCurrency: contractSymbolToSymbol(perp.S2BaseCCY, _symbolList),
             quoteCurrency: contractSymbolToSymbol(perp.S2QuoteCCY, _symbolList),
@@ -1664,7 +1656,11 @@ export default class MarketData extends PerpetualDataHandler {
      */
     static async _exchangeInfo(_proxyContract, _multicall, _poolStaticInfos, _symbolToPerpStaticInfo, _perpetualIdToSymbol, _nestedPerpetualIDs, _symbolList, _priceFeedGetter, _oracleFactoryAddr, overrides) {
         // get the factory address (shared among all pools)
-        let info = { pools: [], oracleFactoryAddr: _oracleFactoryAddr, proxyAddr: _proxyContract.address };
+        let info = {
+            pools: [],
+            oracleFactoryAddr: _oracleFactoryAddr,
+            proxyAddr: _proxyContract.target.toString(),
+        };
         // get all prices from off-chain price-sources: no RPC calls
         let idxPriceMap = await MarketData._getAllIndexPrices(_symbolToPerpStaticInfo, _priceFeedGetter);
         // query mid-prices from on-chain conditional on the off-chain prices
@@ -1763,7 +1759,7 @@ export default class MarketData extends PerpetualDataHandler {
                 this.getPerpIdFromSymbol(s),
             ]),
         }));
-        const encodedResults = await this.multicall.callStatic.aggregate3(proxyCalls);
+        const encodedResults = await this.multicall.aggregate3.staticCall(proxyCalls);
         const prices = encodedResults.map((result) => this.proxyContract.interface.decodeFunctionResult("getLastPerpetualBaseToUSDConversion", result.returnData)[0]);
         prices.forEach((px, i) => {
             const s = `${symbols[i].split("-")[0]}-USD`;