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

package/dist/cjs/marketData.d.ts

@@ -3,7 +3,7 @@ import { OrderStatus } from "./constants";
 import { type LimitOrderBook, type Multicall3 } from "./contracts";
 import { IPerpetualOrder, type PerpStorage } from "./contracts/IPerpetualManager";
 import { type IClientOrder } from "./contracts/LimitOrderBook";
-import { type ExchangeInfo, type MarginAccount, type NodeSDKConfig, type Order, type PerpetualState, type PerpetualStaticInfo, type PoolState, type PoolStaticInfo, type SmartContractOrder } from "./nodeSDKTypes";
+import { type ExchangeInfo, type MarginAccount, type NodeSDKConfig, type Order, type PerpetualState, type PerpetualStaticInfo, type PoolState, type PoolStaticInfo, type SmartContractOrder, type IdxPriceInfo } from "./nodeSDKTypes";
 import PerpetualDataHandler from "./perpetualDataHandler";
 import PriceFeeds from "./priceFeeds";
 /**
@@ -190,11 +190,13 @@ export default class MarketData extends PerpetualDataHandler {
      * @ignore
      */
     protected _positionRiskForTraderInPerpetuals(traderAddr: string, symbols: string[], provider: Provider, overrides?: Overrides): Promise<MarginAccount[]>;
+    private dataForPositionRiskOnTrade;
     /**
      * Estimates what the position risk will be if a given order is executed.
      * @param traderAddr Address of trader
      * @param order Order to be submitted
-     * @param account Position risk before trade. Defaults to current position if not given.
+     * @param signedPositionNotionalBaseCCY signed position notional of current position (before trade)
+     * @param tradingFeeTbps trading fee in tenth of basis points (exchange fee and broker fee)
      * @param indexPriceInfo Index prices and market status (open/closed). Defaults to current market status if not given.
      * @returns Position risk after trade, including order cost and maximal trade sizes for position
      * @example
@@ -214,19 +216,27 @@ export default class MarketData extends PerpetualDataHandler {
      *        executionTimestamp: Date.now()/1000,
      *    };
      *   // Get position risk conditional on this order being executed
-     *   const posRisk = await mktData.positionRiskOnTrade("0xAb5801a7D398351b8bE11C439e05C5B3259aeC9B", order);
+     *   const posRisk = await mktData.positionRiskOnTrade("0xAb5801a7D398351b8bE11C439e05C5B3259aeC9B", order, 0, 60);
      *   console.log(posRisk);
      * }
      * main();
      */
-    positionRiskOnTrade(traderAddr: string, order: Order, account?: MarginAccount, indexPriceInfo?: [number, number, boolean, boolean], overrides?: Overrides & {
-        tradingFeeTbps?: number;
-    }): Promise<{
+    positionRiskOnTrade(traderAddr: string, order: Order, signedPositionNotionalBaseCCY: number, tradingFeeTbps: number, indexPriceInfo?: IdxPriceInfo, overrides?: Overrides): Promise<{
         newPositionRisk: MarginAccount;
         orderCost: number;
         maxLongTrade: number;
         maxShortTrade: number;
     }>;
+    /**
+     * Fee is relative to base-currency amount (=trade amount)
+     * @param state current perpetual state (need longBC and shortBC)
+     * @param maxMaintMgnRate maintenance margin rate param for pred mkts
+     * @param Sm Mark price
+     * @param tradeAmtBC signed trade amount
+     * @param tradeMgnRate margin rate param from perpetual
+     * @returns relative exchange fee in decimals
+     */
+    static exchangeFeePrdMkts(state: PerpetualState, maxMaintMgnRate: number, Sm: number, tradeAmtBC: number, tradeMgnRate: number): number;
     /**
      * Estimates what the position risk will be if given amount of collateral is added/removed from the account.
      * @param {number} deltaCollateral Amount of collateral to add or remove (signed)
@@ -248,20 +258,22 @@ export default class MarketData extends PerpetualDataHandler {
      * }
      * main();
      */
-    positionRiskOnCollateralAction(deltaCollateral: number, account: MarginAccount, indexPriceInfo?: [number, number, boolean, boolean], overrides?: Overrides): Promise<MarginAccount>;
+    positionRiskOnCollateralAction(deltaCollateral: number, account: MarginAccount, indexPriceInfo?: IdxPriceInfo, overrides?: Overrides): Promise<MarginAccount>;
     /**
-     * Calculates liquidation prices for a given position
+     * Calculates liquidation prices for a position
+     * constructed in positionRiskOnTrade/positionRiskOnCollateralAction
      * @param symbol Perpetual symbol
      * @param lockedInQC Locked in value
      * @param signedPositionBC Signed position size
-     * @param marginCashCC Cash in margin account
+     * @param marginCashCC Available cash in margin account (includes unpaid funding)
      * @param markPrice Mark price
-     * @param collToQuoteConversion Collateral index price
+     * @param collToQuoteConversion Collateral index price (S3)
+     * @param S2 index price
      * @param symbolToPerpStaticInfo Symbol-to-perp static info mapping
      * @returns [Base index price, Collateral index price, Maintenance margin rate]
      * @ignore
      */
-    protected static _getLiquidationParams(symbol: string, lockedInQC: number, signedPositionBC: number, marginCashCC: number, markPrice: number, collToQuoteConversion: number, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>): [number, number | undefined, number];
+    protected static _getLiquidationParams(symbol: string, lockedInQC: number, signedPositionBC: number, marginCashCC: number, markPrice: number, collToQuoteConversion: number, S2: number, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>): [number, number | undefined, number];
     /**
      * 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.
@@ -387,6 +399,17 @@ export default class MarketData extends PerpetualDataHandler {
         buy: number;
         sell: number;
     }>;
+    private pmMaxOrderSizeForTrader;
+    /**
+     * Returns the maximal allowed short pos and long pos (signed) for a trader
+     * with given notional (in ABDK format) in the perpetual, ignoring the traders wallet balance
+     * @param perpId
+     * @param currentTraderPos ABDK64x64 notional position of trader
+     * @param overrides
+     * @returns [maxShortPos, maxLongPos] signed maximal position sizes
+     */
+    getMaxShortLongPos(perpId: number, currentTraderPos: bigint, overrides?: Overrides): Promise<[number, number]>;
+    private rmMaxOrderSizeForTrader;
     /**
      * Perpetual-wide maximal signed position size in perpetual.
      * @param side BUY_SIDE or SELL_SIDE
@@ -474,6 +497,7 @@ export default class MarketData extends PerpetualDataHandler {
     /**
      * Get the current mark price
      * @param symbol symbol of the form ETH-USD-MATIC
+     * @param indexPrices optional. IdxPriceInfo
      * @example
      * import { MarketData, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
      * async function main() {
@@ -490,11 +514,12 @@ export default class MarketData extends PerpetualDataHandler {
      *
      * @returns {number} mark price
      */
-    getMarkPrice(symbol: string, indexPrices?: [number, number]): Promise<number>;
+    getMarkPrice(symbol: string, indexPrices?: IdxPriceInfo): Promise<number>;
     /**
      * get the current price for a given quantity
      * @param symbol symbol of the form ETH-USD-MATIC
      * @param quantity quantity to be traded, negative if short
+     * @param priceInfo [s2, s3, conf, params]; for non-prediction markets conf/params can be 0
      * @example
      * import { MarketData, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
      * async function main() {
@@ -511,13 +536,13 @@ export default class MarketData extends PerpetualDataHandler {
      *
      * @returns {number} price
      */
-    getPerpetualPrice(symbol: string, quantity: number, indexPrices?: [number, number], overrides?: Overrides): Promise<number>;
+    getPerpetualPrice(symbol: string, quantity: number, priceInfo?: IdxPriceInfo, overrides?: Overrides): Promise<number>;
     /**
      * Query recent perpetual state from blockchain
      * @param {string} symbol symbol of the form ETH-USD-MATIC
      * @returns {PerpetualState} PerpetualState copy
      */
-    getPerpetualState(symbol: string, indexPriceInfo?: [number, number, boolean, boolean], overrides?: Overrides): Promise<PerpetualState>;
+    getPerpetualState(symbol: string, indexPriceInfo?: IdxPriceInfo, overrides?: Overrides): Promise<PerpetualState>;
     /**
      * Query recent pool state from blockchain, not including perpetual states
      * @param {string} poolSymbol symbol of the form USDC
@@ -584,7 +609,7 @@ export default class MarketData extends PerpetualDataHandler {
      * Result is in collateral currency
      * @param {string} traderAddr address of the trader
      * @param {string} symbol perpetual symbol of the form BTC-USD-MATIC
-     * @param indexPrices optional index prices, will otherwise fetch from REST API
+     * @param indexPrices optional indexPriceInfo
      * @returns available margin in collateral currency
      * @example
      * import { MarketData, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
@@ -600,7 +625,7 @@ export default class MarketData extends PerpetualDataHandler {
      * }
      * main();
      */
-    getAvailableMargin(traderAddr: string, symbol: string, indexPrices?: [number, number], overrides?: Overrides): Promise<number>;
+    getAvailableMargin(traderAddr: string, symbol: string, indexPrices?: IdxPriceInfo, overrides?: Overrides): Promise<number>;
     /**
      * Calculate a type of exchange loyality score based on trader volume
      * @param {string} traderAddr address of the trader
@@ -733,8 +758,5 @@ export default class MarketData extends PerpetualDataHandler {
      * @param symbol Perpetual symbol of the form BTC-USDc-USDC
      * @returns Prices and market-closed information
      */
-    fetchPricesForPerpetual(symbol: string): Promise<{
-        idxPrices: number[];
-        mktClosed: boolean[];
-    }>;
+    fetchPricesForPerpetual(symbol: string): Promise<IdxPriceInfo>;
 }