@d8x/perpetuals-sdk 2.0.13-alpha → 2.1.1-alpha2

package/dist/esm/d8XMath.js

@@ -311,12 +311,26 @@ export function getNewPositionLeverage(tradeAmount, marginCollateral, currentPos
  * @param {number} price - price to trade amount 'tradeAmnt'
  * @param {number} S3 - collateral to quote conversion (=S2 if base-collateral, =1 if quote collateral, = index S3 if quanto)
  * @param {number} S2Mark - mark price
+ * @param {boolean} isPredMkt - true if prediction market
  * @returns {number} Amount to be deposited to have the given leverage when trading into position pos before fees
  */
-export function getDepositAmountForLvgTrade(pos0, b0, tradeAmnt, targetLvg, price, S3, S2Mark) {
+export function getDepositAmountForLvgTrade(pos0, b0, tradeAmnt, targetLvg, price, S3, S2Mark, isPredMkt) {
     let pnl = (tradeAmnt * (S2Mark - price)) / S3;
+    let S2MarkBefore = S2Mark;
+    if (isPredMkt) {
+        // adjust mark price to 'probability'
+        S2Mark = S2Mark - 1;
+        S2MarkBefore = S2Mark;
+        if (pos0 < 0) {
+            S2MarkBefore = 1 - S2Mark;
+        }
+        if (pos0 + tradeAmnt < 0) {
+            S2Mark = 1 - S2Mark;
+        }
+    }
     if (targetLvg == 0) {
-        targetLvg = (Math.abs(pos0) * S2Mark) / S3 / b0;
+        // use current leverage
+        targetLvg = (Math.abs(pos0) * S2MarkBefore) / S3 / b0;
     }
     let b = (Math.abs(pos0 + tradeAmnt) * S2Mark) / S3 / targetLvg;
     return -(b0 + pnl - b);
@@ -340,4 +354,239 @@ export function priceToProb(px) {
 export function probToPrice(prob) {
     return 1 + prob;
 }
+// shannon entropy
+export function entropy(prob) {
+    if (prob < 1e-15 || prob - 1 > 1e-15) {
+        return 0;
+    }
+    return -prob * Math.log2(prob) - (1 - prob) * Math.log2(1 - prob);
+}
+/**
+ * Maintenance margin requirement for prediction markets
+ * @param pos signed position
+ * @param s2 mark price
+ * @param s3 collateral to quote conversion
+ * @param m base margin rate
+ * @returns required margin balance
+ */
+function pmMarginThresh(pos, s2, s3, m = 0.18) {
+    let p = s2 - 1;
+    if (pos < 0) {
+        p = 1 - p;
+    }
+    const h = entropy(p);
+    const tau = m + (0.4 - m) * h;
+    return (Math.abs(pos) * p * tau) / s3;
+}
+/**
+ * Maintenance margin rate for prediction markets.
+ * @param posSign sign of position in base currency (can be signed position or -1, 1)
+ * @param sm  mark-price (=1+p)
+ * @param m   max margin rate from fInitialMarginRate
+ * @returns margin rate to be applied (Math.abs(pos) * p * tau) / s3;
+ */
+export function pmMaintenanceMarginRate(posSign, sm, m = 0.18) {
+    let p = sm - 1;
+    if (posSign < 0) {
+        p = 1 - p;
+    }
+    const h = entropy(p);
+    return m + (0.4 - m) * h;
+}
+/**
+ * Maintenance margin rate for prediction markets.
+ * @param posSign sign of position in base currency (can be signed position or -1, 1)
+ * @param sm  mark-price (=1+p)
+ * @param m   max margin rate from fMaintenanceMarginRate
+ * @returns margin rate to be applied (Math.abs(pos) * p * tau) / s3;
+ */
+export function pmInitialMarginRate(posSign, sm, m = 0.2) {
+    let p = sm - 1;
+    if (posSign < 0) {
+        p = 1 - p;
+    }
+    const h = entropy(p);
+    return m + (0.5 - m) * h;
+}
+/**
+ * Calculate the expected loss for a prediction market trade used for
+ * prediction market fees
+ * @param p probability derived from mark price (long)
+ * @param m maximal maintenance rate from which we defer the actual maintenance margin rate
+ * @param totLong total long in base currency
+ * @param totShort total short
+ * @param tradeAmt signed trade amount, can be zero
+ * @param tradeMgnRate margin rate of the trader
+ */
+export function expectedLoss(p, m, totLong, totShort, tradeAmt, tradeMgnRate) {
+    // maintenance margin rate
+    m = (0.4 - m) * entropy(p) + m;
+    let dlm = 0;
+    let dl = 0;
+    let dsm = 0;
+    let ds = 0;
+    if (tradeAmt > 0) {
+        dlm = p * tradeAmt * tradeMgnRate;
+        dl = tradeAmt;
+    }
+    else if (tradeAmt < 0) {
+        dsm = (1 - p) * Math.abs(tradeAmt) * tradeMgnRate;
+        ds = Math.abs(tradeAmt);
+    }
+    const a = Math.max(0, dl + totLong - m * totShort - dsm);
+    const b = Math.max(0, ds + totShort - m * totLong + dsm);
+    return p * (1 - p) * (a + b);
+}
+/**
+ * Exchange fee as a rate for prediction markets
+ * @param prob long probability
+ * @param m max maintenance margin rate (0.18)
+ * @param totShort
+ * @param totLong
+ * @param tradeAmt trade amount in base currency
+ * @param tradeMgnRate margin rate for this trade
+ * @returns fee relative to tradeAmt
+ */
+export function pmExchangeFee(prob, m, totShort, totLong, tradeAmt, tradeMgnRate) {
+    const el0 = expectedLoss(prob, m, totLong, totShort, 0, 0);
+    const el1 = expectedLoss(prob, m, totLong, totShort, tradeAmt, tradeMgnRate);
+    const fee = (el1 - el0) / Math.abs(tradeAmt);
+    return Math.max(fee, 0.001);
+}
+/**
+ * Margin balance for prediction markets
+ * @param pos signed position
+ * @param s2 mark price
+ * @param s3 collateral to quote conversion
+ * @param ell locked in value
+ * @param mc margin cash in collateral currency
+ * @returns current margin balance
+ */
+function pmMarginBalance(pos, s2, s3, ell, mc) {
+    return (pos * s2) / s3 - ell / s3 + mc;
+}
+function pmExcessBalance(pos, s2, s3, ell, mc, m) {
+    return pmMarginBalance(pos, mc, s2, s3, ell) - pmMarginThresh(pos, s2, s3, m);
+}
+// finds the liquidation price for prediction markets
+// using Newton's algorithm
+export function pmFindLiquidationPrice(pos, s3, ell, mc, baseMarginRate, s2Start = 0.5) {
+    const delta_s = 0.01;
+    let s = 100;
+    let s_new = s2Start;
+    while (Math.abs(s_new - s) > 0.01) {
+        s = s_new;
+        const f = Math.pow(pmExcessBalance(pos, s, s3, ell, mc, baseMarginRate), 2);
+        const ds = (Math.pow(pmExcessBalance(pos, s + delta_s, s3, ell, mc, baseMarginRate), 2) - f) / delta_s;
+        s_new = s - f / ds;
+        if (s_new < 1) {
+            return 1;
+        }
+        if (s_new > 2) {
+            return 2;
+        }
+    }
+    return s;
+}
+/**
+ * Calculate the excess margin defined as
+ * excess := margin balance - trading fee - initial margin threshold
+ * for the given trade and position
+ * @param tradeAmt
+ * @param currentCashCC
+ * @param currentPos
+ * @param currentLockedInQC
+ * @param limitPrice
+ * @param Sm
+ * @param S3
+ * @param totLong
+ * @param totShort
+ * @returns excess margin as defined above
+ */
+function excessMargin(tradeAmt, currentCashCC, currentPos, currentLockedInQC, limitPrice, Sm, S3, totLong, totShort) {
+    const m = 0.18; //max maintenance margin rate
+    const m0 = 0.2; //max initial margin rate
+    const pos = currentPos + tradeAmt;
+    let p = Sm - 1;
+    if (pos < 0) {
+        p = 2 - Sm; //=1-(Sm-1)
+    }
+    const h = entropy(p);
+    const tau = m0 + (0.5 - m0) * h;
+    const thresh = Math.abs(pos) * p * tau;
+    const b0 = currentCashCC + Math.abs(currentPos) * Sm - currentLockedInQC + Math.max(0, tradeAmt * (Sm - limitPrice));
+    // b0 + margin - fee > threshold
+    // margin = threshold - b0 + fee
+    const fee_cc = pmExchangeFee(p, m, totShort, totLong, tradeAmt, tau) / S3;
+    // missing: referral rebate
+    return b0 / S3 - thresh / S3 - fee_cc;
+}
+/**
+ * Find maximal trade size (short dir=-1 or long dir=1) for prediction
+ * markets.
+ * @param dir
+ * @param currentPosition
+ * @param currentCashCC
+ * @param currentLockedInValue
+ * @param limitPrice
+ * @param Sm
+ * @param S3
+ * @param totLong
+ * @param totShort
+ * @param maxShort
+ * @param maxLong
+ * @returns signed max trade size
+ */
+export function pmFindMaxTradeSize(dir, currentPosition, currentCashCC, currentLockedInValue, limitPrice, Sm, S3, totLong, totShort, maxShort, maxLong) {
+    if (dir < 0) {
+        dir = -1;
+    }
+    else {
+        dir = 1;
+    }
+    const lot = 10;
+    const deltaS = 1; //for derivative
+    const f0 = excessMargin(dir * deltaS, currentCashCC, currentPosition, currentLockedInValue, limitPrice, Sm, S3, totLong, totShort);
+    if (f0 < lot) {
+        // no trade possible
+        return 0;
+    }
+    // numerically find maximal trade size
+    let sNew = dir * lot * 10;
+    let s = 2 * sNew;
+    while (true) {
+        let count = 0;
+        while (Math.abs(sNew - s) > 1 && count < 100) {
+            s = sNew;
+            const f = excessMargin(s, currentCashCC, currentPosition, currentLockedInValue, limitPrice, Sm, S3, totLong, totShort) **
+                2;
+            const f2 = excessMargin(s + deltaS, currentCashCC, currentPosition, currentLockedInValue, limitPrice, Sm, S3, totLong, totShort) ** 2;
+            let ds = (f2 - f) / deltaS;
+            sNew = s - f / ds;
+            count += 1;
+        }
+        if (count < 100) {
+            break;
+        }
+        // Newton algorithm failed,
+        // choose new starting value
+        if (dir > 0) {
+            sNew = Math.random() * (maxLong - currentPosition);
+        }
+        else {
+            sNew = -Math.random() * (Math.abs(maxShort) + currentPosition);
+        }
+    }
+    // ensure trade maximal trade sNew does not exceed
+    // the contract limits
+    if (currentPosition + sNew < maxShort) {
+        sNew = maxShort - currentPosition;
+    }
+    else if (currentPosition + sNew > maxLong) {
+        sNew = maxLong - currentPosition;
+    }
+    // round trade size down to lot
+    sNew = Math.sign(sNew) * Math.floor(Math.abs(sNew) / lot) * lot;
+    return sNew;
+}
 //# sourceMappingURL=d8XMath.js.map

package/dist/esm/d8XMath.js.map

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package/dist/esm/liquidatorTool.d.ts

@@ -87,6 +87,7 @@ export default class LiquidatorTool extends WriteAccessHandler {
      * False means that the trader's position can be liquidated.
      */
     isMaintenanceMarginSafe(symbol: string, traderAddr: string, indexPrices?: [number, number], overrides?: Overrides): Promise<boolean>;
+    static maintenanceMarginPredMkts(maintMgnRateBase: number, pos: number, s3: number, markPx: number): number;
     /**
      * Total number of active accounts for this symbol, i.e. accounts with positions that are currently open.
      * @param {string} symbol Symbol of the form ETH-USD-MATIC.

package/dist/esm/liquidatorTool.js

@@ -1,6 +1,6 @@
 import { JsonRpcProvider } from "ethers";
 import { IPyth__factory } from "./contracts/factories";
-import { ABK64x64ToFloat, floatToABK64x64 } from "./d8XMath";
+import { ABK64x64ToFloat, floatToABK64x64, entropy } from "./d8XMath";
 import WriteAccessHandler from "./writeAccessHandler";
 /**
  * Functions to liquidate traders. This class requires a private key
@@ -195,10 +195,14 @@ export default class LiquidatorTool extends WriteAccessHandler {
         if (indexPrices == undefined) {
             // fetch from API
             let obj = await this.priceFeedGetter.fetchPricesForPerpetual(symbol);
-            indexPrices = [obj.idxPrices[0], obj.idxPrices[1]];
+            indexPrices = [
+                obj.ema,
+                obj.s3 ?? 0, // s3
+            ];
         }
-        let traderState = await this.proxyContract.getTraderState(perpID, traderAddr, indexPrices.map((x) => floatToABK64x64(x == undefined || Number.isNaN(x) ? 0 : x)), overrides || {});
-        if (traderState[idx_notional] == 0n) {
+        const fIdxPx = indexPrices.map((x) => floatToABK64x64(x == undefined || Number.isNaN(x) ? 0 : x));
+        let traderState = await this.proxyContract.getTraderState(perpID, traderAddr, fIdxPx, overrides || {});
+        if (traderState[idx_notional] === 0n) {
             // trader does not have open position
             return true;
         }
@@ -211,14 +215,27 @@ export default class LiquidatorTool extends WriteAccessHandler {
         const pos = ABK64x64ToFloat(traderState[idx_marginAccountPositionBC]);
         const marginbalance = ABK64x64ToFloat(traderState[idx_marginBalance]);
         const coll2quote = ABK64x64ToFloat(traderState[idx_collateralToQuoteConversion]);
-        let base2collateral = indexPrices[0] / coll2quote;
+        let threshold;
         if (this.isPredictionMarket(symbol)) {
-            // flat margin rate for prediction markets
-            base2collateral = 1;
+            const idx_markPrice = 8;
+            const markPrice = ABK64x64ToFloat(traderState[idx_markPrice]);
+            threshold = LiquidatorTool.maintenanceMarginPredMkts(maintMgnRate, pos, coll2quote, markPrice);
+        }
+        else {
+            const base2collateral = indexPrices[0] / coll2quote;
+            threshold = Math.abs(pos * base2collateral * maintMgnRate);
         }
-        const threshold = Math.abs(pos * base2collateral * maintMgnRate);
         return marginbalance >= threshold;
     }
+    static maintenanceMarginPredMkts(maintMgnRateBase, pos, s3, markPx) {
+        let p = markPx - 1;
+        // p: price = 1+prob
+        if (pos < 0) {
+            p = 1 - p;
+        }
+        const tau = maintMgnRateBase + (0.4 - maintMgnRateBase) * entropy(p);
+        return (Math.abs(pos) * p * tau) / s3;
+    }
     /**
      * Total number of active accounts for this symbol, i.e. accounts with positions that are currently open.
      * @param {string} symbol Symbol of the form ETH-USD-MATIC.

package/dist/esm/liquidatorTool.js.map

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package/dist/esm/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";
 /**
@@ -78,9 +78,9 @@ export default class MarketData extends PerpetualDataHandler {
      * }
      * main();
      *
-     * @returns {Contract} read-only proxy instance
+     * @returns read-only proxy instance
      */
-    getReadOnlyProxyInstance(): Contract;
+    getReadOnlyProxyInstance(): import("./contracts").IPerpetualManager;
     /**
      * Information about the products traded in the exchange.
      * @example
@@ -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
@@ -427,7 +450,7 @@ export default class MarketData extends PerpetualDataHandler {
      *
      * @returns {number} Price of index in given currency.
      */
-    getOraclePrice(base: string, quote: string, overrides?: Overrides): Promise<number | undefined>;
+    getOraclePrice(base: string, quote: string, overrides?: Overrides): Promise<[bigint, bigint]>;
     /**
      * Get the status of an order given a symbol and order Id
      * @param symbol Symbol of the form ETH-USD-MATIC
@@ -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>;
 }