@d8x/perpetuals-sdk 2.0.12-alpha → 2.1.0-alpha2

package/src/brokerTool.ts

@@ -1,4 +1,4 @@
-import { ABK64x64ToFloat } from "./d8XMath";
+import { ABK64x64ToFloat, floatToABK64x64 } from "./d8XMath";
 import { NodeSDKConfig, Order, PerpetualStaticInfo, SmartContractOrder } from "./nodeSDKTypes";
 import PerpetualDataHandler from "./perpetualDataHandler";
 import WriteAccessHandler from "./writeAccessHandler";
@@ -6,6 +6,7 @@ import WriteAccessHandler from "./writeAccessHandler";
 import { Buffer } from "buffer";
 import AccountTrade from "./accountTrade";
 import { AbiCoder, BigNumberish, ContractTransactionResponse, keccak256, Overrides, Signer } from "ethers";
+import { BUY_SIDE } from "./constants";
 /**
  * Functions for white-label partners to determine fees, deposit lots, and sign-up traders.
  * This class requires a private key and executes smart-contract interactions that
@@ -184,10 +185,14 @@ export default class BrokerTool extends WriteAccessHandler {
   /**
    * Determine exchange fee based on an order and a trader.
    * This is the fee charged by the exchange only, excluding the white-label partner fee,
-   * and it takes into account whether the order given here has been signed by a white-label partner or not.
+   * For regular perpetuals, the result takes into account whether the order given here has been
+   * signed by a white-label partner or not.
    * Use this, for instance, to verify that the fee to be charged for a given order is as expected,
    * before and after signing it with brokerTool.signOrder.
    * This fee is equal or lower than the white-label partner induced fee, provided the order is properly signed.
+   *
+   * For prediction markets, the correct fee is to be applied as tradeamt * fee/s3.
+   *
    * @param {Order} order Order structure. As a minimum the structure needs to
    * specify symbol, side, type and quantity.
    * @param {string} traderAddr Address of the trader for whom to determine the fee.
@@ -220,6 +225,15 @@ export default class BrokerTool extends WriteAccessHandler {
     if (this.proxyContract == null || this.signer == null) {
       throw Error("no proxy contract or wallet initialized. Use createProxyInstance().");
     }
+    if (this.isPredictionMarket(order.symbol)) {
+      const id = BrokerTool.symbolToPerpetualId(order.symbol, this.symbolToPerpStaticInfo);
+      const fAmount = order.side == BUY_SIDE ? floatToABK64x64(order.quantity) : floatToABK64x64(-order.quantity);
+      const lvgTdr = order.leverage == undefined ? 0 : Math.round(100 * order.leverage);
+      const feeTbps = await this.proxyContract.getExchangeFeePrdMkts(id, fAmount, lvgTdr);
+
+      return feeTbps / 100_000;
+    }
+    // regular markets
     let scOrder = AccountTrade.toSmartContractOrder(order, traderAddr, this.symbolToPerpStaticInfo);
     let feeTbps = await this.proxyContract.determineExchangeFee(scOrder, overrides || {});
     return feeTbps / 100_000;

package/src/contracts/IPerpetualManager.ts

@@ -436,6 +436,7 @@ export interface IPerpetualManagerInterface extends Interface {
       | "createLiquidityPool"
       | "createPerpetual"
       | "deactivatePerp"
+      | "decodeUint16Float"
       | "decreasePoolCash"
       | "deposit"
       | "depositBrokerLots"
@@ -444,6 +445,7 @@ export interface IPerpetualManagerInterface extends Interface {
       | "determineExchangeFee"
       | "distributeFees"
       | "distributeFeesLiquidation"
+      | "entropy"
       | "executeCancelOrder"
       | "executeLiquidityWithdrawal"
       | "executeTrade"
@@ -503,7 +505,9 @@ export interface IPerpetualManagerInterface extends Interface {
       | "isPerpMarketClosed"
       | "liquidateByAMM"
       | "pauseLiquidityProvision"
+      | "prdMktsLvgFee"
       | "preTrade"
+      | "priceImpact"
       | "queryExchangeFee"
       | "queryMidPrices"
       | "queryPerpetualPrice"
@@ -669,6 +673,10 @@ export interface IPerpetualManagerInterface extends Interface {
     functionFragment: "deactivatePerp",
     values: [BigNumberish]
   ): string;
+  encodeFunctionData(
+    functionFragment: "decodeUint16Float",
+    values: [BigNumberish]
+  ): string;
   encodeFunctionData(
     functionFragment: "decreasePoolCash",
     values: [BigNumberish, BigNumberish]
@@ -707,6 +715,10 @@ export interface IPerpetualManagerInterface extends Interface {
     functionFragment: "distributeFeesLiquidation",
     values: [BigNumberish, AddressLike, BigNumberish, BigNumberish]
   ): string;
+  encodeFunctionData(
+    functionFragment: "entropy",
+    values: [BigNumberish]
+  ): string;
   encodeFunctionData(
     functionFragment: "executeCancelOrder",
     values: [BigNumberish, BytesLike]
@@ -980,10 +992,25 @@ export interface IPerpetualManagerInterface extends Interface {
     functionFragment: "pauseLiquidityProvision",
     values: [BigNumberish, boolean]
   ): string;
+  encodeFunctionData(
+    functionFragment: "prdMktsLvgFee",
+    values: [
+      BigNumberish,
+      BigNumberish,
+      BigNumberish,
+      BigNumberish,
+      BigNumberish,
+      BigNumberish
+    ]
+  ): string;
   encodeFunctionData(
     functionFragment: "preTrade",
     values: [IPerpetualOrder.OrderStruct]
   ): string;
+  encodeFunctionData(
+    functionFragment: "priceImpact",
+    values: [BigNumberish, BigNumberish]
+  ): string;
   encodeFunctionData(
     functionFragment: "queryExchangeFee",
     values: [BigNumberish, AddressLike, AddressLike]
@@ -994,7 +1021,13 @@ export interface IPerpetualManagerInterface extends Interface {
   ): string;
   encodeFunctionData(
     functionFragment: "queryPerpetualPrice",
-    values: [BigNumberish, BigNumberish, [BigNumberish, BigNumberish]]
+    values: [
+      BigNumberish,
+      BigNumberish,
+      [BigNumberish, BigNumberish],
+      BigNumberish,
+      BigNumberish
+    ]
   ): string;
   encodeFunctionData(
     functionFragment: "rebalance",
@@ -1239,6 +1272,10 @@ export interface IPerpetualManagerInterface extends Interface {
     functionFragment: "deactivatePerp",
     data: BytesLike
   ): Result;
+  decodeFunctionResult(
+    functionFragment: "decodeUint16Float",
+    data: BytesLike
+  ): Result;
   decodeFunctionResult(
     functionFragment: "decreasePoolCash",
     data: BytesLike
@@ -1268,6 +1305,7 @@ export interface IPerpetualManagerInterface extends Interface {
     functionFragment: "distributeFeesLiquidation",
     data: BytesLike
   ): Result;
+  decodeFunctionResult(functionFragment: "entropy", data: BytesLike): Result;
   decodeFunctionResult(
     functionFragment: "executeCancelOrder",
     data: BytesLike
@@ -1501,7 +1539,15 @@ export interface IPerpetualManagerInterface extends Interface {
     functionFragment: "pauseLiquidityProvision",
     data: BytesLike
   ): Result;
+  decodeFunctionResult(
+    functionFragment: "prdMktsLvgFee",
+    data: BytesLike
+  ): Result;
   decodeFunctionResult(functionFragment: "preTrade", data: BytesLike): Result;
+  decodeFunctionResult(
+    functionFragment: "priceImpact",
+    data: BytesLike
+  ): Result;
   decodeFunctionResult(
     functionFragment: "queryExchangeFee",
     data: BytesLike
@@ -2663,6 +2709,8 @@ export interface IPerpetualManager extends BaseContract {
     "nonpayable"
   >;
 
+  decodeUint16Float: TypedContractMethod<[num: BigNumberish], [bigint], "view">;
+
   decreasePoolCash: TypedContractMethod<
     [_iPoolIdx: BigNumberish, _fAmount: BigNumberish],
     [void],
@@ -2731,6 +2779,8 @@ export interface IPerpetualManager extends BaseContract {
     "nonpayable"
   >;
 
+  entropy: TypedContractMethod<[_p: BigNumberish], [bigint], "view">;
+
   executeCancelOrder: TypedContractMethod<
     [_perpetualId: BigNumberish, _digest: BytesLike],
     [void],
@@ -2907,7 +2957,7 @@ export interface IPerpetualManager extends BaseContract {
 
   getOraclePrice: TypedContractMethod<
     [_baseQuote: [BytesLike, BytesLike]],
-    [bigint],
+    [[bigint, bigint]],
     "view"
   >;
 
@@ -3102,12 +3152,31 @@ export interface IPerpetualManager extends BaseContract {
     "nonpayable"
   >;
 
+  prdMktsLvgFee: TypedContractMethod<
+    [
+      _fPx: BigNumberish,
+      _fm: BigNumberish,
+      _fTotLong: BigNumberish,
+      _fTotShort: BigNumberish,
+      _fTradeAmt: BigNumberish,
+      _fMgnRate: BigNumberish
+    ],
+    [bigint],
+    "view"
+  >;
+
   preTrade: TypedContractMethod<
     [_order: IPerpetualOrder.OrderStruct],
     [[bigint, bigint]],
     "nonpayable"
   >;
 
+  priceImpact: TypedContractMethod<
+    [_amount: BigNumberish, _params: BigNumberish],
+    [bigint],
+    "view"
+  >;
+
   queryExchangeFee: TypedContractMethod<
     [_poolId: BigNumberish, _traderAddr: AddressLike, _brokerAddr: AddressLike],
     [bigint],
@@ -3115,7 +3184,7 @@ export interface IPerpetualManager extends BaseContract {
   >;
 
   queryMidPrices: TypedContractMethod<
-    [perpetualIds: BigNumberish[], idxPriceDataPairs: BigNumberish[]],
+    [_perpetualIds: BigNumberish[], _idxPriceDataPairs: BigNumberish[]],
     [bigint[]],
     "view"
   >;
@@ -3124,7 +3193,9 @@ export interface IPerpetualManager extends BaseContract {
     [
       _iPerpetualId: BigNumberish,
       _fTradeAmountBC: BigNumberish,
-      _fIndexPrice: [BigNumberish, BigNumberish]
+      _fIndexPrice: [BigNumberish, BigNumberish],
+      _confTbps: BigNumberish,
+      _params: BigNumberish
     ],
     [bigint],
     "view"
@@ -3562,6 +3633,9 @@ export interface IPerpetualManager extends BaseContract {
   getFunction(
     nameOrSignature: "deactivatePerp"
   ): TypedContractMethod<[_perpetualId: BigNumberish], [void], "nonpayable">;
+  getFunction(
+    nameOrSignature: "decodeUint16Float"
+  ): TypedContractMethod<[num: BigNumberish], [bigint], "view">;
   getFunction(
     nameOrSignature: "decreasePoolCash"
   ): TypedContractMethod<
@@ -3638,6 +3712,9 @@ export interface IPerpetualManager extends BaseContract {
     [bigint],
     "nonpayable"
   >;
+  getFunction(
+    nameOrSignature: "entropy"
+  ): TypedContractMethod<[_p: BigNumberish], [bigint], "view">;
   getFunction(
     nameOrSignature: "executeCancelOrder"
   ): TypedContractMethod<
@@ -3819,7 +3896,7 @@ export interface IPerpetualManager extends BaseContract {
     nameOrSignature: "getOraclePrice"
   ): TypedContractMethod<
     [_baseQuote: [BytesLike, BytesLike]],
-    [bigint],
+    [[bigint, bigint]],
     "view"
   >;
   getFunction(
@@ -4020,6 +4097,20 @@ export interface IPerpetualManager extends BaseContract {
     [void],
     "nonpayable"
   >;
+  getFunction(
+    nameOrSignature: "prdMktsLvgFee"
+  ): TypedContractMethod<
+    [
+      _fPx: BigNumberish,
+      _fm: BigNumberish,
+      _fTotLong: BigNumberish,
+      _fTotShort: BigNumberish,
+      _fTradeAmt: BigNumberish,
+      _fMgnRate: BigNumberish
+    ],
+    [bigint],
+    "view"
+  >;
   getFunction(
     nameOrSignature: "preTrade"
   ): TypedContractMethod<
@@ -4027,6 +4118,13 @@ export interface IPerpetualManager extends BaseContract {
     [[bigint, bigint]],
     "nonpayable"
   >;
+  getFunction(
+    nameOrSignature: "priceImpact"
+  ): TypedContractMethod<
+    [_amount: BigNumberish, _params: BigNumberish],
+    [bigint],
+    "view"
+  >;
   getFunction(
     nameOrSignature: "queryExchangeFee"
   ): TypedContractMethod<
@@ -4037,7 +4135,7 @@ export interface IPerpetualManager extends BaseContract {
   getFunction(
     nameOrSignature: "queryMidPrices"
   ): TypedContractMethod<
-    [perpetualIds: BigNumberish[], idxPriceDataPairs: BigNumberish[]],
+    [_perpetualIds: BigNumberish[], _idxPriceDataPairs: BigNumberish[]],
     [bigint[]],
     "view"
   >;
@@ -4047,7 +4145,9 @@ export interface IPerpetualManager extends BaseContract {
     [
       _iPerpetualId: BigNumberish,
       _fTradeAmountBC: BigNumberish,
-      _fIndexPrice: [BigNumberish, BigNumberish]
+      _fIndexPrice: [BigNumberish, BigNumberish],
+      _confTbps: BigNumberish,
+      _params: BigNumberish
     ],
     [bigint],
     "view"

package/src/contracts/OracleFactory.ts

@@ -39,14 +39,15 @@ export interface OracleFactoryInterface extends Interface {
       | "addRoute"
       | "createOracle"
       | "existsRoute"
+      | "getEmaPrice"
       | "getRoute"
       | "getRouteIds"
       | "getSpotPrice"
-      | "isRouteTerminated"
       | "onDemandFeed"
       | "owner"
       | "pyth"
       | "renounceOwnership"
+      | "setMarketClosed"
       | "transferOwnership"
       | "updatePriceFeeds"
   ): FunctionFragment;
@@ -57,6 +58,7 @@ export interface OracleFactoryInterface extends Interface {
       | "OracleCreated"
       | "OwnershipTransferred"
       | "RouteAdded"
+      | "SetMarketClosed"
       | "ShortRouteAdded"
   ): EventFragment;
 
@@ -83,6 +85,10 @@ export interface OracleFactoryInterface extends Interface {
     functionFragment: "existsRoute",
     values: [BytesLike, BytesLike]
   ): string;
+  encodeFunctionData(
+    functionFragment: "getEmaPrice",
+    values: [BytesLike, BytesLike]
+  ): string;
   encodeFunctionData(
     functionFragment: "getRoute",
     values: [BytesLike, BytesLike]
@@ -95,10 +101,6 @@ export interface OracleFactoryInterface extends Interface {
     functionFragment: "getSpotPrice",
     values: [BytesLike, BytesLike]
   ): string;
-  encodeFunctionData(
-    functionFragment: "isRouteTerminated",
-    values: [BytesLike, BytesLike]
-  ): string;
   encodeFunctionData(
     functionFragment: "onDemandFeed",
     values?: undefined
@@ -109,6 +111,10 @@ export interface OracleFactoryInterface extends Interface {
     functionFragment: "renounceOwnership",
     values?: undefined
   ): string;
+  encodeFunctionData(
+    functionFragment: "setMarketClosed",
+    values: [BytesLike, BytesLike, boolean]
+  ): string;
   encodeFunctionData(
     functionFragment: "transferOwnership",
     values: [AddressLike]
@@ -128,17 +134,17 @@ export interface OracleFactoryInterface extends Interface {
     functionFragment: "existsRoute",
     data: BytesLike
   ): Result;
-  decodeFunctionResult(functionFragment: "getRoute", data: BytesLike): Result;
   decodeFunctionResult(
-    functionFragment: "getRouteIds",
+    functionFragment: "getEmaPrice",
     data: BytesLike
   ): Result;
+  decodeFunctionResult(functionFragment: "getRoute", data: BytesLike): Result;
   decodeFunctionResult(
-    functionFragment: "getSpotPrice",
+    functionFragment: "getRouteIds",
     data: BytesLike
   ): Result;
   decodeFunctionResult(
-    functionFragment: "isRouteTerminated",
+    functionFragment: "getSpotPrice",
     data: BytesLike
   ): Result;
   decodeFunctionResult(
@@ -151,6 +157,10 @@ export interface OracleFactoryInterface extends Interface {
     functionFragment: "renounceOwnership",
     data: BytesLike
   ): Result;
+  decodeFunctionResult(
+    functionFragment: "setMarketClosed",
+    data: BytesLike
+  ): Result;
   decodeFunctionResult(
     functionFragment: "transferOwnership",
     data: BytesLike
@@ -243,6 +253,31 @@ export namespace RouteAddedEvent {
   export type LogDescription = TypedLogDescription<Event>;
 }
 
+export namespace SetMarketClosedEvent {
+  export type InputTuple = [
+    baseCurrency: BytesLike,
+    quoteCurrency: BytesLike,
+    oracle: AddressLike,
+    marketClosed: boolean
+  ];
+  export type OutputTuple = [
+    baseCurrency: string,
+    quoteCurrency: string,
+    oracle: string,
+    marketClosed: boolean
+  ];
+  export interface OutputObject {
+    baseCurrency: string;
+    quoteCurrency: string;
+    oracle: string;
+    marketClosed: boolean;
+  }
+  export type Event = TypedContractEvent<InputTuple, OutputTuple, OutputObject>;
+  export type Filter = TypedDeferredTopicFilter<Event>;
+  export type Log = TypedEventLog<Event>;
+  export type LogDescription = TypedLogDescription<Event>;
+}
+
 export namespace ShortRouteAddedEvent {
   export type InputTuple = [
     baseCurrency: BytesLike,
@@ -340,6 +375,12 @@ export interface OracleFactory extends BaseContract {
     "view"
   >;
 
+  getEmaPrice: TypedContractMethod<
+    [_baseCurrency: BytesLike, _quoteCurrency: BytesLike],
+    [[bigint, bigint, bigint]],
+    "view"
+  >;
+
   getRoute: TypedContractMethod<
     [_baseCurrency: BytesLike, _quoteCurrency: BytesLike],
     [OracleFactory.OracleDataStructOutput[]],
@@ -348,19 +389,13 @@ export interface OracleFactory extends BaseContract {
 
   getRouteIds: TypedContractMethod<
     [_baseQuote: [BytesLike, BytesLike]],
-    [[string[], boolean[]]],
+    [[string[], boolean[]] & { id: string[]; isPyth: boolean[] }],
     "view"
   >;
 
   getSpotPrice: TypedContractMethod<
     [_baseCurrency: BytesLike, _quoteCurrency: BytesLike],
-    [[bigint, bigint]],
-    "view"
-  >;
-
-  isRouteTerminated: TypedContractMethod<
-    [_baseCurrency: BytesLike, _quoteCurrency: BytesLike],
-    [boolean],
+    [[bigint, bigint, bigint]],
     "view"
   >;
 
@@ -372,6 +407,16 @@ export interface OracleFactory extends BaseContract {
 
   renounceOwnership: TypedContractMethod<[], [void], "nonpayable">;
 
+  setMarketClosed: TypedContractMethod<
+    [
+      _baseCurrency: BytesLike,
+      _quoteCurrency: BytesLike,
+      _marketClosed: boolean
+    ],
+    [void],
+    "nonpayable"
+  >;
+
   transferOwnership: TypedContractMethod<
     [newOwner: AddressLike],
     [void],
@@ -429,6 +474,13 @@ export interface OracleFactory extends BaseContract {
     [boolean],
     "view"
   >;
+  getFunction(
+    nameOrSignature: "getEmaPrice"
+  ): TypedContractMethod<
+    [_baseCurrency: BytesLike, _quoteCurrency: BytesLike],
+    [[bigint, bigint, bigint]],
+    "view"
+  >;
   getFunction(
     nameOrSignature: "getRoute"
   ): TypedContractMethod<
@@ -440,21 +492,14 @@ export interface OracleFactory extends BaseContract {
     nameOrSignature: "getRouteIds"
   ): TypedContractMethod<
     [_baseQuote: [BytesLike, BytesLike]],
-    [[string[], boolean[]]],
+    [[string[], boolean[]] & { id: string[]; isPyth: boolean[] }],
     "view"
   >;
   getFunction(
     nameOrSignature: "getSpotPrice"
   ): TypedContractMethod<
     [_baseCurrency: BytesLike, _quoteCurrency: BytesLike],
-    [[bigint, bigint]],
-    "view"
-  >;
-  getFunction(
-    nameOrSignature: "isRouteTerminated"
-  ): TypedContractMethod<
-    [_baseCurrency: BytesLike, _quoteCurrency: BytesLike],
-    [boolean],
+    [[bigint, bigint, bigint]],
     "view"
   >;
   getFunction(
@@ -469,6 +514,17 @@ export interface OracleFactory extends BaseContract {
   getFunction(
     nameOrSignature: "renounceOwnership"
   ): TypedContractMethod<[], [void], "nonpayable">;
+  getFunction(
+    nameOrSignature: "setMarketClosed"
+  ): TypedContractMethod<
+    [
+      _baseCurrency: BytesLike,
+      _quoteCurrency: BytesLike,
+      _marketClosed: boolean
+    ],
+    [void],
+    "nonpayable"
+  >;
   getFunction(
     nameOrSignature: "transferOwnership"
   ): TypedContractMethod<[newOwner: AddressLike], [void], "nonpayable">;
@@ -513,6 +569,13 @@ export interface OracleFactory extends BaseContract {
     RouteAddedEvent.OutputTuple,
     RouteAddedEvent.OutputObject
   >;
+  getEvent(
+    key: "SetMarketClosed"
+  ): TypedContractEvent<
+    SetMarketClosedEvent.InputTuple,
+    SetMarketClosedEvent.OutputTuple,
+    SetMarketClosedEvent.OutputObject
+  >;
   getEvent(
     key: "ShortRouteAdded"
   ): TypedContractEvent<
@@ -566,6 +629,17 @@ export interface OracleFactory extends BaseContract {
       RouteAddedEvent.OutputObject
     >;
 
+    "SetMarketClosed(bytes4,bytes4,address,bool)": TypedContractEvent<
+      SetMarketClosedEvent.InputTuple,
+      SetMarketClosedEvent.OutputTuple,
+      SetMarketClosedEvent.OutputObject
+    >;
+    SetMarketClosed: TypedContractEvent<
+      SetMarketClosedEvent.InputTuple,
+      SetMarketClosedEvent.OutputTuple,
+      SetMarketClosedEvent.OutputObject
+    >;
+
     "ShortRouteAdded(bytes4,bytes4,address)": TypedContractEvent<
       ShortRouteAddedEvent.InputTuple,
       ShortRouteAddedEvent.OutputTuple,