@d8x/perpetuals-sdk 2.0.13-alpha → 2.1.0-alpha2

package/dist/esm/perpetualDataHandler.d.ts

@@ -1,7 +1,7 @@
 import { BaseContract, Contract, Interface, Network, Overrides, Provider, Signer } from "ethers";
 import { LimitOrderBook, LimitOrderBookFactory, Multicall3 } from "./contracts";
 import { IClientOrder, IPerpetualOrder } from "./contracts/LimitOrderBook";
-import { TypeSafeOrder, type ClientOrder, type MarginAccount, type NodeSDKConfig, type Order, type PerpetualState, type PerpetualStaticInfo, type PoolStaticInfo, type PriceFeedSubmission, type SmartContractOrder, type PerpetualData, LiquidityPoolData, SettlementConfig } from "./nodeSDKTypes";
+import { TypeSafeOrder, type ClientOrder, type MarginAccount, type NodeSDKConfig, type Order, type PerpetualState, type PerpetualStaticInfo, type PoolStaticInfo, type PriceFeedSubmission, type SmartContractOrder, type PerpetualData, LiquidityPoolData, SettlementConfig, IdxPriceInfo } from "./nodeSDKTypes";
 import PriceFeeds from "./priceFeeds";
 /**
  * Parent class for MarketData and WriteAccessHandler that handles
@@ -208,18 +208,18 @@ export default class PerpetualDataHandler {
         poolMarginTokenAddr: Array<string>;
         oracleFactory: string;
     }>;
-    static buildMarginAccountFromState(symbol: string, traderState: bigint[], symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _pxS2S3: [number, number]): MarginAccount;
+    static buildMarginAccountFromState(symbol: string, traderState: bigint[], symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, pxInfo: IdxPriceInfo, isPredMkt: boolean): MarginAccount;
     /**
      * Get trader state from the blockchain and parse into a human-readable margin account
      * @param traderAddr Trader address
      * @param symbol Perpetual symbol
      * @param symbolToPerpStaticInfo Symbol to perp static info mapping
      * @param _proxyContract Proxy contract instance
-     * @param _pxS2S3 Prices [S2, S3]
+     * @param _pxInfo index price info
      * @param overrides Optional overrides for eth_call
      * @returns A Margin account
      */
-    static getMarginAccount(traderAddr: string, symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: Contract, _pxS2S3: [number, number], overrides?: Overrides): Promise<MarginAccount>;
+    static getMarginAccount(traderAddr: string, symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: Contract, _pxInfo: IdxPriceInfo, isPredMkt: boolean, overrides?: Overrides): Promise<MarginAccount>;
     /**
      * All the orders in the order book for a given symbol that are currently open.
      * @param {string} symbol Symbol of the form ETH-USD-MATIC.
@@ -297,14 +297,24 @@ export default class PerpetualDataHandler {
      * @param symbolToPerpStaticInfo Symbol to perp static info mapping
      * @param _multicall Multicall3 contract instance
      * @param _proxyContract Proxy contract instance
-     * @param _pxS2S3s  List of price pairs, [[S2, S3] (1st perp), [S2, S3] (2nd perp), ... ]
+     * @param _pxInfo  List of price info
      * @param overrides Optional eth_call overrides
      * @returns List of margin accounts
      */
-    static getMarginAccounts(traderAddrs: string[], symbols: string[], symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _multicall: Multicall3, _proxyContract: Contract, _pxS2S3s: number[][], overrides?: Overrides): Promise<MarginAccount[]>;
-    protected static _queryPerpetualPrice(symbol: string, tradeAmount: number, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: Contract, indexPrices: [number, number], overrides?: Overrides): Promise<number>;
-    protected static _queryPerpetualMarkPrice(symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: Contract, indexPrices: [number, number], overrides?: Overrides): Promise<number>;
-    protected static _queryPerpetualState(symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: Contract, _multicall: Multicall3, indexPrices: [number, number, boolean, boolean], overrides?: Overrides): Promise<PerpetualState>;
+    static getMarginAccounts(traderAddrs: string[], symbols: string[], symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _multicall: Multicall3, _proxyContract: Contract, _pxInfo: IdxPriceInfo[], isPredMkt: boolean[], overrides?: Overrides): Promise<MarginAccount[]>;
+    protected static _queryPerpetualPrice(symbol: string, tradeAmount: number, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: Contract, indexPrices: [number, number], conf: bigint, params: bigint, overrides?: Overrides): Promise<number>;
+    /**
+     *
+     * @param symbol                  perpetual symbol of the form BTC-USDC-USDC
+     * @param symbolToPerpStaticInfo  mapping
+     * @param _proxyContract          contract instance
+     * @param indexPrices             IdxPriceInfo
+     * @param isPredMkt               true if prediction market perpetual
+     * @param overrides
+     * @returns mark price
+     */
+    protected static _queryPerpetualMarkPrice(symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: Contract, indexPrices: IdxPriceInfo, isPredMkt: boolean, overrides?: Overrides): Promise<number>;
+    protected static _queryPerpetualState(symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: Contract, _multicall: Multicall3, indexPrices: IdxPriceInfo, overrides?: Overrides): Promise<PerpetualState>;
     /**
      * Calculate long and short exposures from open interest and long/short
      * @param oi open interest
@@ -312,7 +322,7 @@ export default class PerpetualDataHandler {
      * @returns long, short exposure
      */
     protected static _oiAndAmmPosToLongShort(oi: bigint, ammPos: bigint): [bigint, bigint];
-    protected static _parseAMMState(symbol: string, ammState: bigint[], longShort: [bigint, bigint], indexPrices: [number, number, boolean, boolean], symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>): PerpetualState;
+    protected static _parseAMMState(symbol: string, ammState: bigint[], longShort: [bigint, bigint], indexPrices: IdxPriceInfo, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>): PerpetualState;
     /**
      * Liquidation price
      * @param symbol symbol of the form BTC-USD-MATIC
@@ -321,7 +331,7 @@ export default class PerpetualDataHandler {
      * @param symbolToPerpStaticInfo mapping symbol->PerpStaticInfo
      * @returns liquidation mark-price, corresponding collateral/quote conversion
      */
-    protected static _calculateLiquidationPrice(symbol: string, traderState: bigint[], S2: number, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>): [number, number, number, number, number];
+    protected static _calculateLiquidationPrice(symbol: string, traderState: bigint[], S2: number, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, isPredMarket: boolean): [number, number, number, number, number];
     /**
      * Finds the perpetual id for a symbol of the form
      * <base>-<quote>-<collateral>. The function first converts the
@@ -484,5 +494,5 @@ export default class PerpetualDataHandler {
      * @param staticInfo Perpetual static info
      * @returns True if this is a prediction market
      */
-    static isPredictionMarket(staticInfo: PerpetualStaticInfo): boolean;
+    static isPredictionMarketStatic(staticInfo: PerpetualStaticInfo): boolean;
 }

package/dist/esm/perpetualDataHandler.js

@@ -1,7 +1,7 @@
 import { Contract, JsonRpcProvider, Network, ZeroAddress, } from "ethers";
 import { BUY_SIDE, CLOSED_SIDE, COLLATERAL_CURRENCY_BASE, COLLATERAL_CURRENCY_QUOTE, CollaterlCCY, DEFAULT_CONFIG, MASK_CLOSE_ONLY, MASK_KEEP_POS_LEVERAGE, MASK_LIMIT_ORDER, MASK_MARKET_ORDER, MASK_PREDICTION_MARKET, MASK_STOP_ORDER, MAX_64x64, MULTICALL_ADDRESS, ORDER_MAX_DURATION_SEC, ORDER_TYPE_LIMIT, ORDER_TYPE_MARKET, ORDER_TYPE_STOP_LIMIT, ORDER_TYPE_STOP_MARKET, PERP_STATE_STR, SELL_SIDE, SYMBOL_LIST, ZERO_ADDRESS, ZERO_ORDER_ID, } from "./constants";
 import { ERC20__factory, LimitOrderBookFactory__factory, LimitOrderBook__factory, Multicall3__factory, OracleFactory__factory, } from "./contracts";
-import { ABDK29ToFloat, ABK64x64ToFloat, calculateLiquidationPriceCollateralBase, calculateLiquidationPriceCollateralQuanto, calculateLiquidationPriceCollateralQuote, div64x64, floatToABK64x64, dec18ToFloat, priceToProb, probToPrice, } from "./d8XMath";
+import { ABDK29ToFloat, ABK64x64ToFloat, calculateLiquidationPriceCollateralBase, calculateLiquidationPriceCollateralQuanto, calculateLiquidationPriceCollateralQuote, div64x64, floatToABK64x64, dec18ToFloat, priceToProb, probToPrice, pmFindLiquidationPrice, pmMaintenanceMarginRate, } from "./d8XMath";
 import PriceFeeds from "./priceFeeds";
 import { combineFlags, containsFlag, contractSymbolToSymbol, loadConfigAbis, symbol4BToLongSymbol, fromBytes4, to4Chars, } from "./utils";
 /**
@@ -646,7 +646,7 @@ export default class PerpetualDataHandler {
             oracleFactory: oracleFactory,
         };
     }
-    static buildMarginAccountFromState(symbol, traderState, symbolToPerpStaticInfo, _pxS2S3) {
+    static buildMarginAccountFromState(symbol, traderState, symbolToPerpStaticInfo, pxInfo, isPredMkt) {
         const idx_cash = 3;
         const idx_notional = 4;
         const idx_locked_in = 5;
@@ -657,7 +657,7 @@ export default class PerpetualDataHandler {
         let cash = ABK64x64ToFloat(traderState[idx_cash]);
         let S2Liq = 0, S3Liq = 0, tau = Infinity, pnl = 0, unpaidFundingCC = 0, fLockedIn = BigInt(0), side = CLOSED_SIDE, entryPrice = 0;
         if (!isEmpty) {
-            [S2Liq, S3Liq, tau, pnl, unpaidFundingCC] = PerpetualDataHandler._calculateLiquidationPrice(symbol, traderState, _pxS2S3[0], symbolToPerpStaticInfo);
+            [S2Liq, S3Liq, tau, pnl, unpaidFundingCC] = PerpetualDataHandler._calculateLiquidationPrice(symbol, traderState, pxInfo.s2, symbolToPerpStaticInfo, isPredMkt);
             fLockedIn = traderState[idx_locked_in];
             side = traderState[idx_notional] > 0n ? BUY_SIDE : SELL_SIDE;
             entryPrice = Math.abs(ABK64x64ToFloat(div64x64(fLockedIn, traderState[idx_notional])));
@@ -684,17 +684,17 @@ export default class PerpetualDataHandler {
      * @param symbol Perpetual symbol
      * @param symbolToPerpStaticInfo Symbol to perp static info mapping
      * @param _proxyContract Proxy contract instance
-     * @param _pxS2S3 Prices [S2, S3]
+     * @param _pxInfo index price info
      * @param overrides Optional overrides for eth_call
      * @returns A Margin account
      */
-    static async getMarginAccount(traderAddr, symbol, symbolToPerpStaticInfo, _proxyContract, _pxS2S3, overrides) {
+    static async getMarginAccount(traderAddr, symbol, symbolToPerpStaticInfo, _proxyContract, _pxInfo, isPredMkt, overrides) {
         let perpId = Number(symbol);
         if (isNaN(perpId)) {
             perpId = PerpetualDataHandler.symbolToPerpetualId(symbol, symbolToPerpStaticInfo);
         }
-        let traderState = await _proxyContract.getTraderState(perpId, traderAddr, _pxS2S3.map((x) => floatToABK64x64(x)), overrides || {});
-        return PerpetualDataHandler.buildMarginAccountFromState(symbol, traderState, symbolToPerpStaticInfo, _pxS2S3);
+        let traderState = await _proxyContract.getTraderState(perpId, traderAddr, [_pxInfo.ema, _pxInfo.s3].map((x) => floatToABK64x64(x)), overrides || {});
+        return PerpetualDataHandler.buildMarginAccountFromState(symbol, traderState, symbolToPerpStaticInfo, _pxInfo, isPredMkt);
     }
     /**
      * All the orders in the order book for a given symbol that are currently open.
@@ -848,15 +848,15 @@ export default class PerpetualDataHandler {
      * @param symbolToPerpStaticInfo Symbol to perp static info mapping
      * @param _multicall Multicall3 contract instance
      * @param _proxyContract Proxy contract instance
-     * @param _pxS2S3s  List of price pairs, [[S2, S3] (1st perp), [S2, S3] (2nd perp), ... ]
+     * @param _pxInfo  List of price info
      * @param overrides Optional eth_call overrides
      * @returns List of margin accounts
      */
-    static async getMarginAccounts(traderAddrs, symbols, symbolToPerpStaticInfo, _multicall, _proxyContract, _pxS2S3s, overrides) {
+    static async getMarginAccounts(traderAddrs, symbols, symbolToPerpStaticInfo, _multicall, _proxyContract, _pxInfo, isPredMkt, overrides) {
         if (traderAddrs.length != symbols.length ||
-            traderAddrs.length != _pxS2S3s.length ||
-            symbols.length != _pxS2S3s.length) {
-            throw new Error("traderAddr, symbol and pxS2S3 should all have the same length");
+            traderAddrs.length != _pxInfo.length ||
+            symbols.length != _pxInfo.length) {
+            throw new Error("traderAddr, symbol and _pxInfo should all have the same length");
         }
         const proxyCalls = traderAddrs.map((_addr, i) => ({
             target: _proxyContract.target,
@@ -864,7 +864,7 @@ export default class PerpetualDataHandler {
             callData: _proxyContract.interface.encodeFunctionData("getTraderState", [
                 PerpetualDataHandler.symbolToPerpetualId(symbols[i], symbolToPerpStaticInfo),
                 _addr,
-                _pxS2S3s[i].map((x) => floatToABK64x64(x)),
+                [_pxInfo[i].ema, _pxInfo[i].s3].map((x) => floatToABK64x64(x)),
             ]),
         }));
         const encodedResults = await _multicall.aggregate3.staticCall(proxyCalls, overrides || {});
@@ -873,33 +873,42 @@ export default class PerpetualDataHandler {
                 throw new Error(`Failed to get perp info for ${symbols[i]}`);
             return _proxyContract.interface.decodeFunctionResult("getTraderState", returnData)[0];
         });
-        return traderStates.map((traderState, i) => PerpetualDataHandler.buildMarginAccountFromState(symbols[i], traderState, symbolToPerpStaticInfo, [
-            _pxS2S3s[i][0],
-            _pxS2S3s[i][1],
-        ]));
+        return traderStates.map((traderState, i) => PerpetualDataHandler.buildMarginAccountFromState(symbols[i], traderState, symbolToPerpStaticInfo, _pxInfo[i], isPredMkt[i]));
     }
-    static async _queryPerpetualPrice(symbol, tradeAmount, symbolToPerpStaticInfo, _proxyContract, indexPrices, overrides) {
+    static async _queryPerpetualPrice(symbol, tradeAmount, symbolToPerpStaticInfo, _proxyContract, indexPrices, conf, params, overrides) {
         let perpId = PerpetualDataHandler.symbolToPerpetualId(symbol, symbolToPerpStaticInfo);
         let fIndexPrices = indexPrices.map((x) => floatToABK64x64(x == undefined || Number.isNaN(x) ? 0 : x));
-        let fPrice = await _proxyContract.queryPerpetualPrice(perpId, floatToABK64x64(tradeAmount), fIndexPrices, overrides || {});
+        let fPrice = await _proxyContract.queryPerpetualPrice(perpId, floatToABK64x64(tradeAmount), fIndexPrices, conf, params, overrides || {});
         return ABK64x64ToFloat(fPrice);
     }
-    static async _queryPerpetualMarkPrice(symbol, symbolToPerpStaticInfo, _proxyContract, indexPrices, overrides) {
+    /**
+     *
+     * @param symbol                  perpetual symbol of the form BTC-USDC-USDC
+     * @param symbolToPerpStaticInfo  mapping
+     * @param _proxyContract          contract instance
+     * @param indexPrices             IdxPriceInfo
+     * @param isPredMkt               true if prediction market perpetual
+     * @param overrides
+     * @returns mark price
+     */
+    static async _queryPerpetualMarkPrice(symbol, symbolToPerpStaticInfo, _proxyContract, indexPrices, isPredMkt, overrides) {
         let perpId = PerpetualDataHandler.symbolToPerpetualId(symbol, symbolToPerpStaticInfo);
-        let [S2, S3] = indexPrices.map((x) => floatToABK64x64(x == undefined || Number.isNaN(x) ? 0 : x));
+        let [S2, S3] = [indexPrices.s2, indexPrices.s3].map((x) => floatToABK64x64(x == undefined || Number.isNaN(x) ? 0 : x));
         let ammState = await _proxyContract.getAMMState(perpId, [S2, S3], overrides || {});
         // ammState[6] == S2 == indexPrices[0] up to rounding errors (indexPrices is most accurate)
-        return indexPrices[0] * (1 + ABK64x64ToFloat(ammState[8]));
+        if (isPredMkt) {
+            return indexPrices.ema + ABK64x64ToFloat(ammState[8]);
+        }
+        return indexPrices.s2 * (1 + ABK64x64ToFloat(ammState[8]));
     }
     static async _queryPerpetualState(symbol, symbolToPerpStaticInfo, _proxyContract, _multicall, indexPrices, overrides) {
         let perpId = PerpetualDataHandler.symbolToPerpetualId(symbol, symbolToPerpStaticInfo);
         let staticInfo = symbolToPerpStaticInfo.get(symbol);
-        let [S2, S3] = [indexPrices[0], indexPrices[1]];
         if (staticInfo.collateralCurrencyType == CollaterlCCY.BASE) {
-            S3 = S2;
+            indexPrices.s3 = indexPrices.s2;
         }
         else if (staticInfo.collateralCurrencyType == CollaterlCCY.QUOTE) {
-            S3 = 1;
+            indexPrices.s3 = 1;
         }
         // multicall
         const proxyCalls = [
@@ -908,7 +917,7 @@ export default class PerpetualDataHandler {
                 allowFailure: false,
                 callData: _proxyContract.interface.encodeFunctionData("getAMMState", [
                     perpId,
-                    [S2, S3].map(floatToABK64x64),
+                    [indexPrices.s2, indexPrices.s3].map(floatToABK64x64),
                 ]),
             },
             {
@@ -946,14 +955,13 @@ export default class PerpetualDataHandler {
         let perpId = PerpetualDataHandler.symbolToPerpetualId(symbol, symbolToPerpStaticInfo);
         let staticInfo = symbolToPerpStaticInfo.get(symbol);
         let ccy = symbol.split("-");
-        let [S2, S3] = [indexPrices[0], indexPrices[1]];
+        let [S2, S3] = [indexPrices.s2, indexPrices.s3];
         if (staticInfo.collateralCurrencyType == CollaterlCCY.BASE) {
             S3 = S2;
         }
         else if (staticInfo.collateralCurrencyType == CollaterlCCY.QUOTE) {
             S3 = 1;
         }
-        let markPrice = S2 * (1 + ABK64x64ToFloat(ammState[8]));
         let state = {
             id: perpId,
             state: PERP_STATE_STR[Number(ammState[13])],
@@ -961,11 +969,11 @@ export default class PerpetualDataHandler {
             quoteCurrency: ccy[1],
             indexPrice: S2,
             collToQuoteIndexPrice: S3,
-            markPrice: markPrice,
+            markPremium: ABK64x64ToFloat(ammState[8]),
             midPrice: ABK64x64ToFloat(ammState[10]),
             currentFundingRateBps: ABK64x64ToFloat(ammState[14]) * 1e4,
             openInterestBC: ABK64x64ToFloat(ammState[11]),
-            isMarketClosed: indexPrices[2] || indexPrices[3],
+            isMarketClosed: indexPrices.s2MktClosed || indexPrices.s3MktClosed,
             longBC: ABK64x64ToFloat(longShort[0]),
             shortBC: ABK64x64ToFloat(longShort[1]),
         };
@@ -979,7 +987,7 @@ export default class PerpetualDataHandler {
      * @param symbolToPerpStaticInfo mapping symbol->PerpStaticInfo
      * @returns liquidation mark-price, corresponding collateral/quote conversion
      */
-    static _calculateLiquidationPrice(symbol, traderState, S2, symbolToPerpStaticInfo) {
+    static _calculateLiquidationPrice(symbol, traderState, S2, symbolToPerpStaticInfo, isPredMarket) {
         const idx_availableCashCC = 2;
         const idx_cash = 3;
         const idx_notional = 4;
@@ -993,13 +1001,21 @@ export default class PerpetualDataHandler {
         if (perpInfo == undefined) {
             throw new Error(`no info for perpetual ${symbol}`);
         }
-        let tau = perpInfo.maintenanceMarginRate;
-        let lockedInValueQC = ABK64x64ToFloat(traderState[idx_locked_in]);
-        let position = ABK64x64ToFloat(traderState[idx_notional]);
-        let cashCC = ABK64x64ToFloat(traderState[idx_availableCashCC]);
-        let Sm = ABK64x64ToFloat(traderState[idx_mark_price]);
-        let unpaidFundingCC = ABK64x64ToFloat(traderState[idx_availableCashCC] - traderState[idx_cash]);
+        const tau = perpInfo.maintenanceMarginRate;
+        const lockedInValueQC = ABK64x64ToFloat(traderState[idx_locked_in]);
+        const position = ABK64x64ToFloat(traderState[idx_notional]);
+        const cashCC = ABK64x64ToFloat(traderState[idx_availableCashCC]);
+        const Sm = ABK64x64ToFloat(traderState[idx_mark_price]);
+        const unpaidFundingCC = ABK64x64ToFloat(traderState[idx_availableCashCC] - traderState[idx_cash]);
         let unpaidFunding = unpaidFundingCC;
+        if (isPredMarket) {
+            const S2Liq = pmFindLiquidationPrice(position, S3Liq, lockedInValueQC, cashCC, tau, S2);
+            let pnl = position * Sm - lockedInValueQC + unpaidFunding / S3Liq;
+            // liquidation margin rate
+            const tauLiq = pmMaintenanceMarginRate(position, S2Liq, tau);
+            return [S2Liq, S3Liq, tauLiq, pnl, unpaidFundingCC];
+        }
+        // regular perpetuals:
         if (perpInfo.collateralCurrencyType == CollaterlCCY.BASE) {
             S2Liq = calculateLiquidationPriceCollateralBase(lockedInValueQC, position, cashCC, tau);
             S3Liq = S2Liq;
@@ -1087,7 +1103,7 @@ export default class PerpetualDataHandler {
         }
         // adjust prices for market type
         const sInfo = symbolToPerpInfoMap.get(symbol);
-        if (PerpetualDataHandler.isPredictionMarket(sInfo)) {
+        if (PerpetualDataHandler.isPredictionMarketStatic(sInfo)) {
             limitPrice = limitPrice !== undefined && limitPrice !== 0 ? priceToProb(limitPrice) : limitPrice;
             stopPrice = stopPrice !== undefined && stopPrice !== 0 ? priceToProb(stopPrice) : stopPrice;
         }
@@ -1106,9 +1122,9 @@ export default class PerpetualDataHandler {
             leverage: Number(order.leverageTDR) / 100,
             deadline: Number(order.iDeadline),
             executionTimestamp: Number(order.executionTimestamp),
-            submittedTimestamp: order["submittedTimestamp"] ? Number(order["submittedTimestamp"]) : undefined,
-            parentChildOrderIds: order["parentChildDigest1"] && order["parentChildDigest2"]
-                ? [order["parentChildDigest1"].toString(), order["parentChildDigest2"].toString()]
+            submittedTimestamp: "submittedTimestamp" in order ? Number(order.submittedTimestamp) : undefined,
+            parentChildOrderIds: "parentChildDigest1" && "parentChildDigest2" in order
+                ? [order.parentChildDigest1.toString(), order.parentChildDigest2.toString()]
                 : undefined,
         };
         return userOrder;
@@ -1137,7 +1153,7 @@ export default class PerpetualDataHandler {
         else {
             throw Error(`invalid side in order spec, use ${BUY_SIDE} or ${SELL_SIDE}`);
         }
-        const isPred = PerpetualDataHandler.isPredictionMarket(perpStaticInfo.get(order.symbol));
+        const isPred = PerpetualDataHandler.isPredictionMarketStatic(perpStaticInfo.get(order.symbol));
         let fLimitPrice;
         if (order.limitPrice == undefined) {
             // we need to set the limit price to infinity or zero for
@@ -1612,15 +1628,14 @@ export default class PerpetualDataHandler {
         if (staticInfo == undefined) {
             throw new Error(`Perpetual with symbol ${symbol} not found. Check symbol or use createProxyInstance().`);
         }
-        return PerpetualDataHandler.isPredictionMarket(staticInfo);
+        return PerpetualDataHandler.isPredictionMarketStatic(staticInfo);
     }
     /**
      * Determines whether a given perpetual represents a prediction market
      * @param staticInfo Perpetual static info
      * @returns True if this is a prediction market
      */
-    static isPredictionMarket(staticInfo) {
-        // return true; // for testing
+    static isPredictionMarketStatic(staticInfo) {
         return containsFlag(staticInfo.perpFlags, MASK_PREDICTION_MARKET);
     }
 }

package/dist/esm/perpetualDataHandler.js.map

@@ -1 +1 @@
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package/dist/esm/perpetualEventHandler.d.ts

@@ -172,7 +172,7 @@ export default class PerpetualEventHandler {
      * )
      * @param fMarkPricePremium premium rate in ABDK format
      * @param fSpotIndexPrice spot index price in ABDK format
-     * @returns mark price and spot index in float
+     * @returns midPrice, markPricePremium, indexPrice in float
      */
     private static ConvertUpdateMarkPrice;
 }