@d8x/perpetuals-sdk 1.3.6 → 2.0.0-alpha

package/src/perpetualEventHandler.ts

@@ -1,4 +1,3 @@
-import { BigNumber } from "@ethersproject/bignumber";
 import { ONE_64x64 } from "./constants";
 import { ABK64x64ToFloat, mul64x64 } from "./d8XMath";
 import MarketData from "./marketData";
@@ -194,9 +193,9 @@ export default class PerpetualEventHandler {
    */
   public onUpdateMarkPrice(
     perpetualId: number,
-    fMidPricePremium: BigNumber,
-    fMarkPricePremium: BigNumber,
-    fSpotIndexPrice: BigNumber
+    fMidPricePremium: bigint,
+    fMarkPricePremium: bigint,
+    fSpotIndexPrice: bigint
   ): void {
     let [newMidPrice, newMarkPrice, newIndexPrice] = PerpetualEventHandler.ConvertUpdateMarkPrice(
       fMidPricePremium,
@@ -218,7 +217,7 @@ export default class PerpetualEventHandler {
    * UpdateFundingRate(uint24 indexed perpetualId, int128 fFundingRate)
    * @param fFundingRate funding rate in ABDK format
    */
-  public onUpdateUpdateFundingRate(perpetualId: number, fFundingRate: BigNumber): void {
+  public onUpdateUpdateFundingRate(perpetualId: number, fFundingRate: bigint): void {
     let newRate = ABK64x64ToFloat(fFundingRate);
     let perpetual = this.getPerpetualData(perpetualId.toString());
     if (perpetual == undefined) {
@@ -332,11 +331,11 @@ export default class PerpetualEventHandler {
     perpetualId: number,
     trader: string,
     _positionId: string,
-    _fPositionBC: BigNumber,
-    _fCashCC: BigNumber,
-    _fLockedInValueQC: BigNumber,
-    _fFundingPaymentCC: BigNumber,
-    fOpenInterestBC: BigNumber
+    _fPositionBC: bigint,
+    _fCashCC: bigint,
+    _fLockedInValueQC: bigint,
+    _fFundingPaymentCC: bigint,
+    fOpenInterestBC: bigint
   ): Promise<void> {
     let perpetual = this.getPerpetualData(perpetualId.toString());
     if (perpetual == undefined) {
@@ -369,8 +368,8 @@ export default class PerpetualEventHandler {
     positionId: string,
     _order: SmartContractOrder,
     orderDigest: string,
-    newPositionSizeBC: BigNumber,
-    _price: BigNumber
+    newPositionSizeBC: bigint,
+    _price: bigint
   ): TradeEvent {
     // remove order digest from open orders
     let orderStructs = this.ordersInPerpetual.get(perpetualId);
@@ -440,12 +439,12 @@ export default class PerpetualEventHandler {
    * @returns mark price and spot index in float
    */
   private static ConvertUpdateMarkPrice(
-    fMidPricePremium: BigNumber,
-    fMarkPricePremium: BigNumber,
-    fSpotIndexPrice: BigNumber
+    fMidPricePremium: bigint,
+    fMarkPricePremium: bigint,
+    fSpotIndexPrice: bigint
   ): [number, number, number] {
-    let fMarkPrice = mul64x64(fSpotIndexPrice, ONE_64x64.add(fMarkPricePremium));
-    let fMidPrice = mul64x64(fSpotIndexPrice, ONE_64x64.add(fMidPricePremium));
+    let fMarkPrice = mul64x64(fSpotIndexPrice, ONE_64x64 + fMarkPricePremium);
+    let fMidPrice = mul64x64(fSpotIndexPrice, ONE_64x64 + fMidPricePremium);
     let midPrice = ABK64x64ToFloat(fMidPrice);
     let markPrice = ABK64x64ToFloat(fMarkPrice);
     let indexPrice = ABK64x64ToFloat(fSpotIndexPrice);

package/src/priceFeeds.ts

@@ -1,4 +1,3 @@
-import { BigNumber } from "@ethersproject/bignumber";
 import { Buffer } from "buffer";
 import { decNToFloat, floatToDec18 } from "./d8XMath";
 import type {
@@ -279,7 +278,7 @@ export default class PriceFeeds {
       let [, pxInfo]: [string[], PriceFeedFormat[]] = await this.fetchPriceQuery(queries[k] + suffixes[k]);
       let tsSecNow = Math.round(Date.now() / 1000);
       for (let j = 0; j < pxInfo.length; j++) {
-        let price = decNToFloat(BigNumber.from(pxInfo[j].price), -pxInfo[j].expo);
+        let price = decNToFloat(BigInt(pxInfo[j].price), -pxInfo[j].expo);
         let isMarketClosed = tsSecNow - pxInfo[j].publish_time > this.THRESHOLD_MARKET_CLOSED_SEC;
         resultPrices.set(symbolsOfEndpoint[k][j], [price, isMarketClosed]);
       }
@@ -376,7 +375,7 @@ export default class PriceFeeds {
     const tsSecNow = Math.round(Date.now() / 1000);
     for (let k = 0; k < feedIds.length; k++) {
       let pxInfo: PriceFeedFormat = data[k].prices[0];
-      let price = decNToFloat(BigNumber.from(pxInfo.price), -pxInfo.expo);
+      let price = decNToFloat(BigInt(pxInfo.price), -pxInfo.expo);
       prices.push(price);
       priceFeedUpdates.push(data[k].vaas[0]);
       let isMarketClosed = tsSecNow - pxInfo.publish_time > this.THRESHOLD_MARKET_CLOSED_SEC;

package/src/referralCodeSigner.ts

@@ -1,8 +1,4 @@
-import { defaultAbiCoder } from "@ethersproject/abi";
-import { Signer } from "@ethersproject/abstract-signer";
-import { keccak256 } from "@ethersproject/keccak256";
-import { Provider, StaticJsonRpcProvider } from "@ethersproject/providers";
-import { Wallet, verifyMessage } from "@ethersproject/wallet";
+import { AbiCoder, JsonRpcProvider, keccak256, Provider, Signer, verifyMessage, Wallet } from "ethers";
 import type { APIReferPayload, APIReferralCodePayload, APIReferralCodeSelectionPayload } from "./nodeSDKTypes";
 
 /**
@@ -31,7 +27,7 @@ export default class ReferralCodeSigner {
     if (typeof signer == "string") {
       const wallet = this.createSignerInstance(signer);
       this.signingFun = (x: string | Uint8Array) => wallet.signMessage(x);
-    } else if (Signer.isSigner(signer)) {
+    } else if ("signMessage" in signer) {
       this.signingFun = (x: string | Uint8Array) => signer.signMessage(x);
     } else {
       this.signingFun = signer;
@@ -39,7 +35,7 @@ export default class ReferralCodeSigner {
   }
 
   public createSignerInstance(_privateKey: string): Signer {
-    this.provider = new StaticJsonRpcProvider(this.rpcURL);
+    this.provider = new JsonRpcProvider(this.rpcURL);
     const wallet = new Wallet(_privateKey);
     return wallet.connect(this.provider);
   }
@@ -120,7 +116,7 @@ export default class ReferralCodeSigner {
   }
 
   private static _referralNewToMessage(rc: APIReferPayload): string {
-    let abiCoder = defaultAbiCoder;
+    let abiCoder = new AbiCoder();
     const passOnPercTwoDigitsFormat = Math.round(rc.passOnPercTDF);
     let digest = keccak256(
       abiCoder.encode(
@@ -137,7 +133,7 @@ export default class ReferralCodeSigner {
    * @returns the hex-string to be signed
    */
   private static _referralCodeNewCodePayloadToMessage(rc: APIReferralCodePayload): string {
-    let abiCoder = defaultAbiCoder;
+    let abiCoder = new AbiCoder();
     const passOnPercTwoDigitsFormat = Math.round(rc.passOnPercTDF);
     let digest = keccak256(
       abiCoder.encode(
@@ -154,7 +150,7 @@ export default class ReferralCodeSigner {
    * @returns the hex-string to be signed
    */
   private static _codeSelectionPayloadToMessage(rc: APIReferralCodeSelectionPayload): string {
-    let abiCoder = defaultAbiCoder;
+    let abiCoder = new AbiCoder();
     let digest = keccak256(
       abiCoder.encode(["string", "address", "uint256"], [rc.code, rc.traderAddr, Math.round(rc.createdOn)])
     );

package/src/traderDigests.ts

@@ -1,8 +1,5 @@
-import { defaultAbiCoder } from "@ethersproject/abi";
-import { concat } from "@ethersproject/bytes";
-import { keccak256 } from "@ethersproject/keccak256";
-import { toUtf8Bytes } from "@ethersproject/strings";
 import { Buffer } from "buffer";
+import { AbiCoder, BigNumberish, concat, keccak256, toUtf8Bytes } from "ethers";
 import { type SmartContractOrder } from "./nodeSDKTypes";
 
 export default class TraderDigests {
@@ -30,11 +27,17 @@ export default class TraderDigests {
    * @returns digest
    * @ignore
    */
-  public createDigest(order: SmartContractOrder, chainId: number, isNewOrder: boolean, proxyAddress: string): string {
+  public createDigest(
+    order: SmartContractOrder,
+    chainId: BigNumberish,
+    isNewOrder: boolean,
+    proxyAddress: string
+  ): string {
     const NAME = "Perpetual Trade Manager";
     const DOMAIN_TYPEHASH = keccak256(
       Buffer.from("EIP712Domain(string name,uint256 chainId,address verifyingContract)")
     );
+    const defaultAbiCoder = new AbiCoder();
     let domainSeparator = keccak256(
       defaultAbiCoder.encode(
         ["bytes32", "bytes32", "uint256", "address"],

package/src/traderInterface.ts

@@ -1,5 +1,4 @@
-import { Signer } from "@ethersproject/abstract-signer";
-import type { CallOverrides, ContractTransaction, Overrides } from "@ethersproject/contracts";
+import { Contract, ContractTransactionResponse, Overrides, Signer } from "ethers";
 import { ZERO_ORDER_ID } from "./constants";
 import { ABK64x64ToFloat, floatToDec18, floatToDecN } from "./d8XMath";
 import MarketData from "./marketData";
@@ -50,14 +49,19 @@ export default class TraderInterface extends MarketData {
     poolSymbolName: string,
     traderAddr: string,
     brokerAddr: string,
-    overrides?: CallOverrides
+    overrides?: Overrides
   ): Promise<number> {
     if (this.proxyContract == null) {
       throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
     }
     let poolId = PerpetualDataHandler._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
-    let feeTbps = await this.proxyContract.queryExchangeFee(poolId, traderAddr, brokerAddr, overrides || {});
-    return feeTbps / 100_000;
+    let feeTbps = (await this.proxyContract.queryExchangeFee(
+      poolId,
+      traderAddr,
+      brokerAddr,
+      overrides || {}
+    )) as bigint;
+    return Number(feeTbps) / 100_000;
   }
 
   /**
@@ -82,7 +86,7 @@ export default class TraderInterface extends MarketData {
   public async getCurrentTraderVolume(
     poolSymbolName: string,
     traderAddr: string,
-    overrides?: CallOverrides
+    overrides?: Overrides
   ): Promise<number> {
     if (this.proxyContract == null) {
       throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
@@ -117,7 +121,7 @@ export default class TraderInterface extends MarketData {
   public async cancelOrderDigest(
     symbol: string,
     orderId: string,
-    overrides?: CallOverrides
+    overrides?: Overrides
   ): Promise<{ digest: string; OBContractAddr: string }> {
     if (this.proxyContract == null) {
       throw Error("no proxy contract initialized. Use createProxyInstance().");
@@ -125,7 +129,7 @@ export default class TraderInterface extends MarketData {
     let orderBookContract = this.getOrderBookContract(symbol);
     let scOrder: SmartContractOrder = await orderBookContract.orderOfDigest(orderId, overrides || {});
     let digest = this.digestTool.createDigest(scOrder, this.chainId, false, this.proxyAddr);
-    return { digest: digest, OBContractAddr: orderBookContract.address };
+    return { digest: digest, OBContractAddr: orderBookContract.target.toString() };
   }
 
   /**
@@ -147,7 +151,7 @@ export default class TraderInterface extends MarketData {
    */
   public getOrderBookAddress(symbol: string): string {
     let orderBookContract = this.getOrderBookContract(symbol);
-    return orderBookContract.address;
+    return orderBookContract.target.toString();
   }
 
   /**
@@ -172,20 +176,24 @@ export default class TraderInterface extends MarketData {
     if (this.proxyContract == null) {
       throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
     }
-    let digest = this.digestTool.createDigest(scOrder, this.chainId, true, this.proxyContract.address);
+    let digest = this.digestTool.createDigest(scOrder, this.chainId, true, this.proxyContract.target.toString());
     return digest;
   }
 
   /**
-   * Get the ABI of a method in the proxy contract
+   * Get the ABI of a method in the proxy contract. Throws if non-existent
    * @param method Name of the method
    * @returns ABI as a single string
    */
   public getProxyABI(method: string): string {
     if (this.proxyContract == null) {
-      throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
+      throw new Error("no proxy contract or wallet initialized. Use createProxyInstance().");
     }
-    return PerpetualDataHandler._getABIFromContract(this.proxyContract, method);
+    const res = PerpetualDataHandler._getABIFromContract(this.proxyContract, method);
+    if (!res) {
+      throw new Error(`no proxy method found with name ${method}`);
+    }
+    return res;
   }
 
   /**
@@ -199,7 +207,11 @@ export default class TraderInterface extends MarketData {
       throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
     }
     let orderBookContract = this.getOrderBookContract(symbol);
-    return PerpetualDataHandler._getABIFromContract(orderBookContract, method);
+    const res = PerpetualDataHandler._getABIFromContract(orderBookContract, method);
+    if (!res) {
+      throw new Error(`no proxy method found with name ${method}`);
+    }
+    return res;
   }
 
   /**
@@ -254,16 +266,14 @@ export default class TraderInterface extends MarketData {
     poolSymbolName: string,
     amountCC: number,
     overrides?: Overrides
-  ): Promise<ContractTransaction> {
+  ): Promise<ContractTransactionResponse> {
     if (this.proxyContract == null) {
       throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
     }
-    let poolId = PerpetualDataHandler._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
-    let decimals = this.getMarginTokenDecimalsFromSymbol(poolSymbolName);
-    let tx = await this.proxyContract
-      .connect(signer)
-      .addLiquidity(poolId, floatToDecN(amountCC, decimals!), overrides || { gasLimit: this.gasLimit });
-    return tx;
+    const poolId = PerpetualDataHandler._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
+    const decimals = this.getSettlementTokenDecimalsFromSymbol(poolSymbolName);
+    const proxy = new Contract(this.proxyAddr, this.proxyABI, signer);
+    return await proxy.addLiquidity(poolId, floatToDecN(amountCC, decimals!), overrides || { gasLimit: this.gasLimit });
   }
 
   /**
@@ -295,15 +305,17 @@ export default class TraderInterface extends MarketData {
     poolSymbolName: string,
     amountPoolShares: number,
     overrides?: Overrides
-  ): Promise<ContractTransaction> {
+  ): Promise<ContractTransactionResponse> {
     if (this.proxyContract == null) {
       throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
     }
     let poolId = PerpetualDataHandler._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
-    let tx = await this.proxyContract
-      .connect(signer)
-      .withdrawLiquidity(poolId, floatToDec18(amountPoolShares), overrides || { gasLimit: this.gasLimit });
-    return tx;
+    const proxy = new Contract(this.proxyAddr, this.proxyABI, signer);
+    return await proxy.withdrawLiquidity(
+      poolId,
+      floatToDec18(amountPoolShares),
+      overrides || { gasLimit: this.gasLimit }
+    );
   }
 
   /**
@@ -332,14 +344,16 @@ export default class TraderInterface extends MarketData {
     signer: Signer,
     poolSymbolName: string,
     overrides?: Overrides
-  ): Promise<ContractTransaction> {
+  ): Promise<ContractTransactionResponse> {
     if (this.proxyContract == null) {
       throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
     }
     let poolId = PerpetualDataHandler._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
-    let tx = await this.proxyContract
-      .connect(signer)
-      .executeLiquidityWithdrawal(poolId, await signer.getAddress(), overrides || { gasLimit: this.gasLimit });
-    return tx;
+    const proxy = new Contract(this.proxyAddr, this.proxyABI, signer);
+    return await proxy.executeLiquidityWithdrawal(
+      poolId,
+      await signer.getAddress(),
+      overrides || { gasLimit: this.gasLimit }
+    );
   }
 }

package/src/utils.ts

@@ -1,4 +1,3 @@
-import { BigNumber } from "@ethersproject/bignumber";
 import { Buffer } from "buffer";
 import { NodeSDKConfig } from "./nodeSDKTypes";
 
@@ -126,11 +125,11 @@ export function symbol4BToLongSymbol(s: string, mapping: Map<string, string>): s
   return longCCY.substring(1);
 }
 
-export function combineFlags(f1: BigNumber, f2: BigNumber): BigNumber {
-  return BigNumber.from((parseInt(f1.toString()) | parseInt(f2.toString())) >>> 0);
+export function combineFlags(f1: bigint, f2: bigint): bigint {
+  return BigInt((parseInt(f1.toString()) | parseInt(f2.toString())) >>> 0);
 }
 
-export function containsFlag(f1: BigNumber, f2: BigNumber): boolean {
+export function containsFlag(f1: bigint, f2: bigint): boolean {
   return (BigInt(f1.toString()) & BigInt(f2.toString())) > 0;
 }
 

package/src/version.ts

@@ -1 +1 @@
-export const D8X_SDK_VERSION = "1.3.6";
+export const D8X_SDK_VERSION = "2.0.0-alpha";

package/src/writeAccessHandler.ts

@@ -1,11 +1,16 @@
-import { Signer } from "@ethersproject/abstract-signer";
-import { BigNumber } from "@ethersproject/bignumber";
-import { CallOverrides, Contract, ContractTransaction, Overrides, PayableOverrides } from "@ethersproject/contracts";
-import { Provider, StaticJsonRpcProvider } from "@ethersproject/providers";
-import { parseEther } from "@ethersproject/units";
-import { Wallet } from "@ethersproject/wallet";
+import {
+  Contract,
+  ContractTransactionResponse,
+  JsonRpcProvider,
+  Overrides,
+  parseEther,
+  Provider,
+  Signer,
+  Wallet,
+} from "ethers";
 import { MAX_UINT_256, MULTICALL_ADDRESS } from "./constants";
 import { ERC20__factory, MockTokenSwap__factory, Multicall3__factory } from "./contracts";
+import { PayableOverrides } from "./contracts/common";
 import { floatToDecN } from "./d8XMath";
 import MarketData from "./marketData";
 import { type NodeSDKConfig } from "./nodeSDKTypes";
@@ -39,7 +44,7 @@ export default class WriteAccessHandler extends PerpetualDataHandler {
     }
   }
 
-  public async createProxyInstance(provider?: Provider, overrides?: CallOverrides): Promise<void>;
+  public async createProxyInstance(provider?: Provider, overrides?: Overrides): Promise<void>;
 
   public async createProxyInstance(marketData: MarketData): Promise<void>;
 
@@ -49,9 +54,9 @@ export default class WriteAccessHandler extends PerpetualDataHandler {
    * about perpetual currencies
    * @param provider optional provider
    */
-  public async createProxyInstance(providerOrMarketData?: Provider | MarketData, overrides?: CallOverrides) {
-    if (providerOrMarketData == undefined || Provider.isProvider(providerOrMarketData)) {
-      this.provider = providerOrMarketData ?? new StaticJsonRpcProvider(this.nodeURL);
+  public async createProxyInstance(providerOrMarketData?: Provider | MarketData, overrides?: Overrides) {
+    if (providerOrMarketData == undefined || !("createProxyInstance" in providerOrMarketData)) {
+      this.provider = providerOrMarketData ?? new JsonRpcProvider(this.nodeURL, this.network, { staticNetwork: true });
       if (!this.signer) {
         const wallet = new Wallet(this.privateKey!);
         this.signer = wallet.connect(this.provider);
@@ -60,7 +65,7 @@ export default class WriteAccessHandler extends PerpetualDataHandler {
     } 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);
       ({
@@ -84,9 +89,13 @@ export default class WriteAccessHandler extends PerpetualDataHandler {
    * Set allowance for ar margin token (e.g., MATIC, ETH, USDC)
    * @param symbol token in 'long-form' such as MATIC, symbol also fine (ETH-USD-MATIC)
    * @param amount optional, amount to approve if not 'infinity'
-   * @returns ContractTransaction
+   * @returns Contract Transaction
    */
-  public async setAllowance(symbol: string, amount?: number, overrides?: Overrides): Promise<ContractTransaction> {
+  public async setAllowance(
+    symbol: string,
+    amount?: number,
+    overrides?: Overrides
+  ): Promise<ContractTransactionResponse> {
     // extract margin-currency name
     let symbolarr = symbol.split("-");
     symbol = symbol.length == 3 ? symbolarr[2] : symbolarr[0];
@@ -95,7 +104,7 @@ export default class WriteAccessHandler extends PerpetualDataHandler {
     if (settleTokenAddr == undefined || this.signer == null) {
       throw Error("No margin token or signer defined, call createProxyInstance");
     }
-    let amountDec18: BigNumber;
+    let amountDec18: bigint;
     if (amount == undefined) {
       amountDec18 = MAX_UINT_256;
     } else {
@@ -108,9 +117,9 @@ export default class WriteAccessHandler extends PerpetualDataHandler {
     tokenAddr: string,
     proxyAddr: string,
     signer: Signer,
-    amount: BigNumber,
+    amount: bigint,
     overrides?: Overrides
-  ): Promise<ContractTransaction> {
+  ): Promise<ContractTransactionResponse> {
     const marginToken = ERC20__factory.connect(tokenAddr, signer);
     return await marginToken.approve(proxyAddr, amount, overrides || {});
   }
@@ -134,7 +143,7 @@ export default class WriteAccessHandler extends PerpetualDataHandler {
     symbol: string,
     amountToPay: string,
     overrides?: PayableOverrides
-  ): Promise<ContractTransaction> {
+  ): Promise<ContractTransactionResponse> {
     if (this.signer == null) {
       throw Error("no wallet initialized. Use createProxyInstance().");
     }