@d8x/perpetuals-sdk 1.3.7 → 2.0.1-alpha

package/src/d8XMath.ts

@@ -1,4 +1,4 @@
-import { BigNumber, BigNumberish } from "@ethersproject/bignumber";
+import { BigNumberish } from "ethers";
 import { DECIMALS, ONE_64x64 } from "./constants";
 
 /**
@@ -12,7 +12,7 @@ import { DECIMALS, ONE_64x64 } from "./constants";
  * @param  {BigNumber|number} x number in ABDK-format/2^35
  * @returns {number} x/2^64 in number-format (float)
  */
-export function ABDK29ToFloat(x: BigNumber | number): number {
+export function ABDK29ToFloat(x: bigint | number): number {
   return Number(x) / 2 ** 29;
 }
 
@@ -22,22 +22,21 @@ export function ABDK29ToFloat(x: BigNumber | number): number {
  * @param  {BigNumberish|number} x number in ABDK-format or 2^29
  * @returns {number} x/2^64 in number-format (float)
  */
-export function ABK64x64ToFloat(x: BigNumberish | number): number {
+export function ABK64x64ToFloat(x: bigint | 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);
-  let dec18 = BigNumber.from(10).pow(BigNumber.from(18));
-  let xDec = x.sub(xInt.mul(ONE_64x64));
-  xDec = xDec.mul(dec18).div(ONE_64x64);
+  let s = x < 0n ? -1n : 1n;
+  x = x * s;
+  let xInt = x / ONE_64x64;
+  let dec18 = 10n ** 18n; // BigNumber.from(10).pow(BigNumber.from(18));
+  let xDec = x - xInt * ONE_64x64;
+  xDec = (xDec * dec18) / ONE_64x64;
   let k = 18 - xDec.toString().length;
   // console.assert(k >= 0);
   let sPad = "0".repeat(k);
   let NumberStr = xInt.toString() + "." + sPad + xDec.toString();
-  return parseFloat(NumberStr) * s;
+  return parseFloat(NumberStr) * Number(s);
 }
 
 /**
@@ -45,18 +44,19 @@ export function ABK64x64ToFloat(x: BigNumberish | number): number {
  * @param {BigNumberish} x BigNumber in Dec-N format
  * @returns {number} x as a float (number)
  */
-export function decNToFloat(x: BigNumberish, numDec: number) {
+export function decNToFloat(x: BigNumberish, numDec: BigNumberish): 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);
-  let xDec = x.sub(xInt.mul(DECIMALS));
-  let k = numDec - xDec.toString().length;
+  const DECIMALS = 10n ** BigInt(numDec); // BigNumber.from(10).pow(BigNumber.from(numDec));
+  x = BigInt(x);
+  numDec = BigInt(numDec);
+  let s = x < 0n ? -1n : 1n;
+  x = x * s;
+  let xInt = x / DECIMALS;
+  let xDec = x - xInt * DECIMALS;
+  let k = Number(numDec) - xDec.toString().length;
   let sPad = "0".repeat(k);
   let NumberStr = xInt.toString() + "." + sPad + xDec.toString();
-  return parseFloat(NumberStr) * s;
+  return parseFloat(NumberStr) * Number(s);
 }
 
 /**
@@ -66,38 +66,38 @@ export function decNToFloat(x: BigNumberish, numDec: 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);
-  let xDec = x.sub(xInt.mul(DECIMALS));
+  x = BigInt(x);
+  let s = x < 0n ? -1n : 1n;
+  x = x * s;
+  let xInt = x / DECIMALS;
+  let xDec = x - xInt * DECIMALS;
   let k = 18 - xDec.toString().length;
   let sPad = "0".repeat(k);
   let NumberStr = xInt.toString() + "." + sPad + xDec.toString();
-  return parseFloat(NumberStr) * s;
+  return parseFloat(NumberStr) * Number(s);
 }
 
 /**
  * Converts x into ABDK64x64 format
  * @param {number} x   number (float)
- * @returns {BigNumber} x^64 in big number format
+ * @returns {bigint} x^64 in big number format
  */
-export function floatToABK64x64(x: number): BigNumber {
+export function floatToABK64x64(x: number): bigint {
   // convert float to ABK64x64 bigint-format
   // Create string from number with 18 decimals
   if (x === 0) {
-    return BigNumber.from(0);
+    return 0n;
   }
   let sg = Math.sign(x);
   x = Math.abs(x);
   let strX = Number(x).toFixed(18);
   const arrX = strX.split(".");
-  let xInt = BigNumber.from(arrX[0]);
-  let xDec = BigNumber.from(arrX[1]);
-  let xIntBig = xInt.mul(ONE_64x64);
-  let dec18 = BigNumber.from(10).pow(BigNumber.from(18));
-  let xDecBig = xDec.mul(ONE_64x64).div(dec18);
-  return xIntBig.add(xDecBig).mul(sg);
+  let xInt = BigInt(arrX[0]);
+  let xDec = BigInt(arrX[1]);
+  let xIntBig = xInt * ONE_64x64;
+  let dec18 = 10n ** 18n; //BigNumber.from(10).pow(BigNumber.from(18));
+  let xDecBig = (xDec * ONE_64x64) / dec18;
+  return (xIntBig + xDecBig) * BigInt(sg);
 }
 
 /**
@@ -105,19 +105,19 @@ export function floatToABK64x64(x: number): BigNumber {
  * @param {number} x number (float)
  * @returns {BigNumber} x as a BigNumber in Dec18 format
  */
-export function floatToDec18(x: number): BigNumber {
+export function floatToDec18(x: number): bigint {
   // float number to dec 18
   if (x === 0) {
-    return BigNumber.from(0);
+    return 0n;
   }
   let sg = Math.sign(x);
   x = Math.abs(x);
   let strX = x.toFixed(18);
   const arrX = strX.split(".");
-  let xInt = BigNumber.from(arrX[0]);
-  let xDec = BigNumber.from(arrX[1]);
-  let xIntBig = xInt.mul(DECIMALS);
-  return xIntBig.add(xDec).mul(sg);
+  let xInt = BigInt(arrX[0]);
+  let xDec = BigInt(arrX[1]);
+  let xIntBig = xInt * DECIMALS;
+  return (xIntBig + xDec) * BigInt(sg);
 }
 
 /**
@@ -126,19 +126,19 @@ export function floatToDec18(x: number): BigNumber {
  * @param {number} decimals number of decimals
  * @returns {BigNumber} x as a BigNumber in Dec18 format
  */
-export function floatToDecN(x: number, decimals: number): BigNumber {
+export function floatToDecN(x: number, decimals: number): bigint {
   // float number to dec 18
   if (x === 0) {
-    return BigNumber.from(0);
+    return 0n;
   }
   let sg = Math.sign(x);
   x = Math.abs(x);
   let strX = x.toFixed(decimals);
   const arrX = strX.split(".");
-  let xInt = BigNumber.from(arrX[0]);
-  let xDec = BigNumber.from(arrX[1]);
-  let xIntBig = xInt.mul(BigNumber.from(10).pow(BigNumber.from(decimals)));
-  return xIntBig.add(xDec).mul(sg);
+  let xInt = BigInt(arrX[0]);
+  let xDec = BigInt(arrX[1]);
+  let xIntBig = xInt * 10n ** BigInt(decimals);
+  return (xIntBig + xDec) * BigInt(sg);
 }
 
 /**
@@ -189,22 +189,22 @@ export function roundToLotString(x: number, lot: number, precision: number = 7):
 
 /**
  *
- * @param {BigNumber} x
- * @param {BigNumber} y
- * @returns {BigNumber} x * y
+ * @param {bigint} x
+ * @param {bigint} y
+ * @returns {bigint} x * y
  */
-export function mul64x64(x: BigNumber, y: BigNumber) {
-  return x.mul(y).div(ONE_64x64);
+export function mul64x64(x: bigint, y: bigint): bigint {
+  return (x * y) / ONE_64x64;
 }
 
 /**
  *
- * @param {BigNumber} x
- * @param {BigNumber} y
- * @returns {BigNumber} x / y
+ * @param {bigint} x
+ * @param {bigint} y
+ * @returns {bigint} x / y
  */
-export function div64x64(x: BigNumber, y: BigNumber) {
-  return x.mul(ONE_64x64).div(y);
+export function div64x64(x: bigint, y: bigint): bigint {
+  return (x * ONE_64x64) / y;
 }
 
 /**
@@ -401,3 +401,24 @@ export function getDepositAmountForLvgTrade(
   let b = (Math.abs(pos0 + tradeAmnt) * S2Mark) / S3 / targetLvg;
   return -(b0 + pnl - b);
 }
+
+/**
+ * Convert a perpetual price to probability (predtictive markets)
+ * @param px Perpetual price
+ * @returns Probability in [0,1]
+ */
+export function priceToProb(px: number) {
+  if (px <= 0) {
+    throw new Error(`Price must be positive: ${px}`);
+  }
+  return Math.log(px);
+}
+
+/**
+ * Convert a probability to a predictive market price
+ * @param prob Probability in [0,1]
+ * @returns Perpetual price
+ */
+export function probToPrice(prob: number) {
+  return Math.exp(prob);
+}

package/src/liquidatorTool.ts

@@ -1,7 +1,5 @@
-import { Signer } from "@ethersproject/abstract-signer";
-import { BigNumber } from "@ethersproject/bignumber";
-import type { CallOverrides, ContractTransaction, PayableOverrides } from "@ethersproject/contracts";
-import { StaticJsonRpcProvider } from "@ethersproject/providers";
+import { ContractTransactionResponse, JsonRpcProvider, Overrides, Signer, TransactionResponse } from "ethers";
+import { PayableOverrides } from "./contracts/common";
 import { IPyth__factory } from "./contracts/factories";
 import { ABK64x64ToFloat, floatToABK64x64 } from "./d8XMath";
 import type { NodeSDKConfig, PriceFeedSubmission } from "./nodeSDKTypes";
@@ -49,7 +47,7 @@ export default class LiquidatorTool extends WriteAccessHandler {
     if (overrides) {
       ({ rpcURL, ...overrides } = overrides);
     }
-    const provider = new StaticJsonRpcProvider(rpcURL ?? this.nodeURL);
+    const provider = new JsonRpcProvider(rpcURL ?? this.nodeURL, this.network, { staticNetwork: true });
     let perpID = LiquidatorTool.symbolToPerpetualId(symbol, this.symbolToPerpStaticInfo);
     if (priceUpdates == undefined) {
       priceUpdates = await this.fetchLatestFeedPriceInfo(symbol);
@@ -101,7 +99,7 @@ export default class LiquidatorTool extends WriteAccessHandler {
     liquidatorAddr: string = "",
     submission?: PriceFeedSubmission,
     overrides?: PayableOverrides & { rpcURL?: string; splitTx?: boolean }
-  ): Promise<ContractTransaction> {
+  ): Promise<TransactionResponse> {
     // this operation spends gas, so signer is required
     if (this.proxyContract == null || this.signer == null) {
       throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
@@ -115,7 +113,7 @@ export default class LiquidatorTool extends WriteAccessHandler {
     if (overrides) {
       ({ rpcURL, splitTx, ...overrides } = overrides);
     }
-    const provider = new StaticJsonRpcProvider(rpcURL ?? this.nodeURL);
+    const provider = new JsonRpcProvider(rpcURL ?? this.nodeURL, this.network, { staticNetwork: true });
     let perpID = LiquidatorTool.symbolToPerpetualId(symbol, this.symbolToPerpStaticInfo);
     if (submission == undefined) {
       submission = await this.fetchLatestFeedPriceInfo(symbol);
@@ -166,9 +164,8 @@ export default class LiquidatorTool extends WriteAccessHandler {
       ]);
       value = this.PRICE_UPDATE_FEE_GWEI * submission.timestamps.length;
     }
-    if (overrides?.nonce !== undefined) {
-      const nonce = await overrides!.nonce;
-      overrides.nonce = BigNumber.from(nonce).add(nonceInc);
+    if (!!overrides?.nonce) {
+      overrides.nonce = overrides.nonce + nonceInc;
     }
     let unsignedTx = {
       to: this.proxyAddr,
@@ -213,7 +210,7 @@ export default class LiquidatorTool extends WriteAccessHandler {
     symbol: string,
     traderAddr: string,
     indexPrices?: [number, number],
-    overrides?: CallOverrides
+    overrides?: Overrides
   ): Promise<boolean> {
     if (this.proxyContract == null) {
       throw Error("no proxy contract initialized. Use createProxyInstance().");
@@ -228,7 +225,7 @@ export default class LiquidatorTool extends WriteAccessHandler {
     let traderState = await this.proxyContract.getTraderState(
       perpID,
       traderAddr,
-      indexPrices.map((x) => floatToABK64x64(x == undefined || Number.isNaN(x) ? 0 : x)) as [BigNumber, BigNumber],
+      indexPrices.map((x) => floatToABK64x64(x == undefined || Number.isNaN(x) ? 0 : x)) as [bigint, bigint],
       overrides || {}
     );
     if (traderState[idx_notional].eq(0)) {
@@ -269,7 +266,7 @@ export default class LiquidatorTool extends WriteAccessHandler {
    *
    * @returns {number} Number of active accounts.
    */
-  public async countActivePerpAccounts(symbol: string, overrides?: CallOverrides): Promise<number> {
+  public async countActivePerpAccounts(symbol: string, overrides?: Overrides): Promise<number> {
     if (this.proxyContract == null) {
       throw Error("no proxy contract initialized. Use createProxyInstance().");
     }
@@ -304,7 +301,7 @@ export default class LiquidatorTool extends WriteAccessHandler {
     symbol: string,
     from: number,
     to: number,
-    overrides?: CallOverrides
+    overrides?: Overrides
   ): Promise<string[]> {
     if (this.proxyContract == null) {
       throw Error("no proxy contract initialized. Use createProxyInstance().");
@@ -333,7 +330,7 @@ export default class LiquidatorTool extends WriteAccessHandler {
    *
    * @returns {string[]} Array of addresses.
    */
-  public async getAllActiveAccounts(symbol: string, overrides?: CallOverrides): Promise<string[]> {
+  public async getAllActiveAccounts(symbol: string, overrides?: Overrides): Promise<string[]> {
     // checks are done inside the intermediate functions
     let totalAccounts = await this.countActivePerpAccounts(symbol);
     return await this.getActiveAccountsByChunks(symbol, 0, totalAccounts, overrides);

package/src/liquidityProviderTool.ts

@@ -1,5 +1,4 @@
-import { Signer } from "@ethersproject/abstract-signer";
-import type { ContractTransaction, Overrides } from "@ethersproject/contracts";
+import { ContractTransactionResponse, Overrides, Signer } from "ethers";
 import { floatToDec18, floatToDecN } from "./d8XMath";
 import type { NodeSDKConfig } from "./nodeSDKTypes";
 import PerpetualDataHandler from "./perpetualDataHandler";
@@ -60,7 +59,7 @@ export default class LiquidityProviderTool extends WriteAccessHandler {
     poolSymbolName: string,
     amountCC: number,
     overrides?: Overrides
-  ): Promise<ContractTransaction> {
+  ): Promise<ContractTransactionResponse> {
     if (this.proxyContract == null || this.signer == null) {
       throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
     }
@@ -101,7 +100,7 @@ export default class LiquidityProviderTool extends WriteAccessHandler {
     poolSymbolName: string,
     amountPoolShares: number,
     overrides?: Overrides
-  ): Promise<ContractTransaction> {
+  ): Promise<ContractTransactionResponse> {
     if (this.proxyContract == null || this.signer == null) {
       throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
     }
@@ -135,7 +134,10 @@ export default class LiquidityProviderTool extends WriteAccessHandler {
    *
    * @returns Transaction object.
    */
-  public async executeLiquidityWithdrawal(poolSymbolName: string, overrides?: Overrides): Promise<ContractTransaction> {
+  public async executeLiquidityWithdrawal(
+    poolSymbolName: string,
+    overrides?: Overrides
+  ): Promise<ContractTransactionResponse> {
     if (this.proxyContract == null || this.signer == null) {
       throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
     }