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

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (282) hide show
  1. package/dist/cjs/abi/IPerpetualManager.json +154 -4
  2. package/dist/cjs/abi/OracleFactory.json +94 -25
  3. package/dist/cjs/abi/PerpetualManagerProxy.json +212 -2
  4. package/dist/cjs/accountTrade.d.ts +3 -3
  5. package/dist/cjs/accountTrade.js +1 -1
  6. package/dist/cjs/accountTrade.js.map +1 -1
  7. package/dist/cjs/brokerTool.d.ts +5 -1
  8. package/dist/cjs/brokerTool.js +20 -7
  9. package/dist/cjs/brokerTool.js.map +1 -1
  10. package/dist/cjs/config/defaultConfig.json +0 -12
  11. package/dist/cjs/config/priceFeedConfig.json +1 -19
  12. package/dist/cjs/constants.d.ts +0 -1
  13. package/dist/cjs/constants.js +2 -3
  14. package/dist/cjs/constants.js.map +1 -1
  15. package/dist/cjs/contracts/IPerpetualManager.d.ts +93 -13
  16. package/dist/cjs/contracts/OracleFactory.d.ts +69 -20
  17. package/dist/cjs/contracts/PerpetualManagerProxy.d.ts +109 -4
  18. package/dist/cjs/contracts/factories/IPerpetualManager__factory.d.ts +118 -4
  19. package/dist/cjs/contracts/factories/IPerpetualManager__factory.js +154 -4
  20. package/dist/cjs/contracts/factories/IPerpetualManager__factory.js.map +1 -1
  21. package/dist/cjs/contracts/factories/OracleFactory__factory.d.ts +75 -20
  22. package/dist/cjs/contracts/factories/OracleFactory__factory.js +94 -25
  23. package/dist/cjs/contracts/factories/OracleFactory__factory.js.map +1 -1
  24. package/dist/cjs/contracts/factories/PerpetualManagerProxy__factory.d.ts +159 -2
  25. package/dist/cjs/contracts/factories/PerpetualManagerProxy__factory.js +212 -2
  26. package/dist/cjs/contracts/factories/PerpetualManagerProxy__factory.js.map +1 -1
  27. package/dist/cjs/d8XMath.d.ts +59 -1
  28. package/dist/cjs/d8XMath.js +259 -3
  29. package/dist/cjs/d8XMath.js.map +1 -1
  30. package/dist/cjs/liquidatorTool.d.ts +1 -0
  31. package/dist/cjs/liquidatorTool.js +24 -7
  32. package/dist/cjs/liquidatorTool.js.map +1 -1
  33. package/dist/cjs/marketData.d.ts +45 -23
  34. package/dist/cjs/marketData.js +292 -197
  35. package/dist/cjs/marketData.js.map +1 -1
  36. package/dist/cjs/nodeSDKTypes.d.ts +24 -1
  37. package/dist/cjs/nodeSDKTypes.js.map +1 -1
  38. package/dist/cjs/orderExecutorTool.d.ts +3 -3
  39. package/dist/cjs/orderExecutorTool.js +38 -13
  40. package/dist/cjs/orderExecutorTool.js.map +1 -1
  41. package/dist/cjs/perpetualDataHandler.d.ts +28 -17
  42. package/dist/cjs/perpetualDataHandler.js +71 -45
  43. package/dist/cjs/perpetualDataHandler.js.map +1 -1
  44. package/dist/cjs/perpetualEventHandler.d.ts +1 -1
  45. package/dist/cjs/perpetualEventHandler.js +6 -7
  46. package/dist/cjs/perpetualEventHandler.js.map +1 -1
  47. package/dist/cjs/polyMktsPxFeed.d.ts +5 -3
  48. package/dist/cjs/polyMktsPxFeed.js +34 -2
  49. package/dist/cjs/polyMktsPxFeed.js.map +1 -1
  50. package/dist/cjs/priceFeeds.d.ts +6 -7
  51. package/dist/cjs/priceFeeds.js +36 -14
  52. package/dist/cjs/priceFeeds.js.map +1 -1
  53. package/dist/cjs/version.d.ts +1 -1
  54. package/dist/cjs/version.js +1 -1
  55. package/dist/cjs/writeAccessHandler.js +1 -1
  56. package/dist/cjs/writeAccessHandler.js.map +1 -1
  57. package/dist/esm/abi/IPerpetualManager.json +154 -4
  58. package/dist/esm/abi/OracleFactory.json +94 -25
  59. package/dist/esm/abi/PerpetualManagerProxy.json +212 -2
  60. package/dist/esm/accountTrade.d.ts +3 -3
  61. package/dist/esm/accountTrade.js +1 -1
  62. package/dist/esm/accountTrade.js.map +1 -1
  63. package/dist/esm/brokerTool.d.ts +5 -1
  64. package/dist/esm/brokerTool.js +21 -8
  65. package/dist/esm/brokerTool.js.map +1 -1
  66. package/dist/esm/config/defaultConfig.json +0 -12
  67. package/dist/esm/config/priceFeedConfig.json +1 -19
  68. package/dist/esm/constants.d.ts +0 -1
  69. package/dist/esm/constants.js +1 -2
  70. package/dist/esm/constants.js.map +1 -1
  71. package/dist/esm/contracts/IPerpetualManager.d.ts +93 -13
  72. package/dist/esm/contracts/OracleFactory.d.ts +69 -20
  73. package/dist/esm/contracts/PerpetualManagerProxy.d.ts +109 -4
  74. package/dist/esm/contracts/factories/IPerpetualManager__factory.d.ts +118 -4
  75. package/dist/esm/contracts/factories/IPerpetualManager__factory.js +154 -4
  76. package/dist/esm/contracts/factories/IPerpetualManager__factory.js.map +1 -1
  77. package/dist/esm/contracts/factories/OracleFactory__factory.d.ts +75 -20
  78. package/dist/esm/contracts/factories/OracleFactory__factory.js +94 -25
  79. package/dist/esm/contracts/factories/OracleFactory__factory.js.map +1 -1
  80. package/dist/{cjs/contracts/factories/MockToken__factory.d.ts → esm/contracts/factories/PerpStorage__factory.d.ts} +115 -128
  81. package/dist/esm/contracts/factories/{MockToken__factory.js → PerpStorage__factory.js} +128 -139
  82. package/dist/esm/contracts/factories/PerpStorage__factory.js.map +1 -0
  83. package/dist/esm/contracts/factories/PerpetualManagerProxy__factory.d.ts +159 -2
  84. package/dist/esm/contracts/factories/PerpetualManagerProxy__factory.js +212 -2
  85. package/dist/esm/contracts/factories/PerpetualManagerProxy__factory.js.map +1 -1
  86. package/dist/esm/d8XMath.d.ts +59 -1
  87. package/dist/esm/d8XMath.js +251 -2
  88. package/dist/esm/d8XMath.js.map +1 -1
  89. package/dist/esm/liquidatorTool.d.ts +1 -0
  90. package/dist/esm/liquidatorTool.js +25 -8
  91. package/dist/esm/liquidatorTool.js.map +1 -1
  92. package/dist/esm/marketData.d.ts +45 -23
  93. package/dist/esm/marketData.js +295 -200
  94. package/dist/esm/marketData.js.map +1 -1
  95. package/dist/esm/nodeSDKTypes.d.ts +24 -1
  96. package/dist/esm/nodeSDKTypes.js.map +1 -1
  97. package/dist/esm/orderExecutorTool.d.ts +3 -3
  98. package/dist/esm/orderExecutorTool.js +38 -13
  99. package/dist/esm/orderExecutorTool.js.map +1 -1
  100. package/dist/esm/perpetualDataHandler.d.ts +28 -17
  101. package/dist/esm/perpetualDataHandler.js +74 -48
  102. package/dist/esm/perpetualDataHandler.js.map +1 -1
  103. package/dist/esm/perpetualEventHandler.d.ts +1 -1
  104. package/dist/esm/perpetualEventHandler.js +6 -7
  105. package/dist/esm/perpetualEventHandler.js.map +1 -1
  106. package/dist/esm/polyMktsPxFeed.d.ts +5 -3
  107. package/dist/esm/polyMktsPxFeed.js +34 -2
  108. package/dist/esm/polyMktsPxFeed.js.map +1 -1
  109. package/dist/esm/priceFeeds.d.ts +6 -7
  110. package/dist/esm/priceFeeds.js +36 -14
  111. package/dist/esm/priceFeeds.js.map +1 -1
  112. package/dist/esm/version.d.ts +1 -1
  113. package/dist/esm/version.js +1 -1
  114. package/dist/esm/writeAccessHandler.js +3 -3
  115. package/dist/esm/writeAccessHandler.js.map +1 -1
  116. package/doc/brokerTool.md +3 -1
  117. package/doc/d8x-perpetuals-sdk.md +804 -132
  118. package/doc/marketData.md +813 -0
  119. package/doc/perpetualDataHandler.md +76 -7
  120. package/package.json +1 -1
  121. package/src/abi/IPerpetualManager.json +154 -4
  122. package/src/abi/OracleFactory.json +523 -454
  123. package/src/abi/PerpetualManagerProxy.json +1596 -1386
  124. package/src/accountTrade.ts +3 -3
  125. package/src/brokerTool.ts +22 -8
  126. package/src/config/defaultConfig.json +0 -13
  127. package/src/config/priceFeedConfig.json +1 -19
  128. package/src/constants.ts +1 -2
  129. package/src/contracts/IPerpetualManager.ts +140 -10
  130. package/src/contracts/OracleFactory.ts +100 -26
  131. package/src/contracts/PerpetualManagerProxy.ts +192 -3
  132. package/src/contracts/factories/IPerpetualManager__factory.ts +154 -4
  133. package/src/contracts/factories/OracleFactory__factory.ts +94 -25
  134. package/src/contracts/factories/PerpetualManagerProxy__factory.ts +212 -2
  135. package/src/d8XMath.ts +327 -2
  136. package/src/liquidatorTool.ts +29 -14
  137. package/src/marketData.ts +448 -250
  138. package/src/nodeSDKTypes.ts +30 -1
  139. package/src/orderExecutorTool.ts +48 -20
  140. package/src/perpetualDataHandler.ts +108 -55
  141. package/src/perpetualEventHandler.ts +6 -7
  142. package/src/polyMktsPxFeed.ts +40 -4
  143. package/src/priceFeeds.ts +41 -17
  144. package/src/version.ts +1 -1
  145. package/src/writeAccessHandler.ts +2 -2
  146. package/dist/cjs/abi/BeaconProxy.json +0 -71
  147. package/dist/cjs/abi/Maintainer.json +0 -774
  148. package/dist/cjs/abi/MockToken.json +0 -347
  149. package/dist/cjs/abi/UUPSUpgradeable.json +0 -104
  150. package/dist/cjs/abi/WeETH.json +0 -310
  151. package/dist/cjs/abi-zkevm/LimitOrderBook.json +0 -910
  152. package/dist/cjs/abi-zkevm/LimitOrderBookFactory.json +0 -236
  153. package/dist/cjs/contracts/BeaconProxy.d.ts +0 -63
  154. package/dist/cjs/contracts/BeaconProxy.js +0 -3
  155. package/dist/cjs/contracts/BeaconProxy.js.map +0 -1
  156. package/dist/cjs/contracts/Maintainer.d.ts +0 -799
  157. package/dist/cjs/contracts/Maintainer.js +0 -3
  158. package/dist/cjs/contracts/Maintainer.js.map +0 -1
  159. package/dist/cjs/contracts/MockToken.d.ts +0 -263
  160. package/dist/cjs/contracts/MockToken.js +0 -3
  161. package/dist/cjs/contracts/MockToken.js.map +0 -1
  162. package/dist/cjs/contracts/UUPSUpgradeable.d.ts +0 -118
  163. package/dist/cjs/contracts/UUPSUpgradeable.js +0 -3
  164. package/dist/cjs/contracts/UUPSUpgradeable.js.map +0 -1
  165. package/dist/cjs/contracts/WeETH.d.ts +0 -503
  166. package/dist/cjs/contracts/WeETH.js +0 -3
  167. package/dist/cjs/contracts/WeETH.js.map +0 -1
  168. package/dist/cjs/contracts/factories/BeaconProxy__factory.d.ts +0 -61
  169. package/dist/cjs/contracts/factories/BeaconProxy__factory.js +0 -89
  170. package/dist/cjs/contracts/factories/BeaconProxy__factory.js.map +0 -1
  171. package/dist/cjs/contracts/factories/Maintainer__factory.d.ts +0 -609
  172. package/dist/cjs/contracts/factories/Maintainer__factory.js +0 -792
  173. package/dist/cjs/contracts/factories/Maintainer__factory.js.map +0 -1
  174. package/dist/cjs/contracts/factories/MockToken__factory.js +0 -365
  175. package/dist/cjs/contracts/factories/MockToken__factory.js.map +0 -1
  176. package/dist/cjs/contracts/factories/UUPSUpgradeable__factory.d.ts +0 -87
  177. package/dist/cjs/contracts/factories/UUPSUpgradeable__factory.js +0 -122
  178. package/dist/cjs/contracts/factories/UUPSUpgradeable__factory.js.map +0 -1
  179. package/dist/cjs/contracts/factories/WeETH__factory.d.ts +0 -545
  180. package/dist/cjs/contracts/factories/WeETH__factory.js +0 -721
  181. package/dist/cjs/contracts/factories/WeETH__factory.js.map +0 -1
  182. package/dist/cjs/contracts/factories/lean0/IPerpetualManager__factory.d.ts +0 -4136
  183. package/dist/cjs/contracts/factories/lean0/IPerpetualManager__factory.js +0 -5324
  184. package/dist/cjs/contracts/factories/lean0/IPerpetualManager__factory.js.map +0 -1
  185. package/dist/cjs/contracts/factories/lean0/LimitOrderBookFactory__factory.d.ts +0 -189
  186. package/dist/cjs/contracts/factories/lean0/LimitOrderBookFactory__factory.js +0 -254
  187. package/dist/cjs/contracts/factories/lean0/LimitOrderBookFactory__factory.js.map +0 -1
  188. package/dist/cjs/contracts/factories/lean0/LimitOrderBook__factory.d.ts +0 -715
  189. package/dist/cjs/contracts/factories/lean0/LimitOrderBook__factory.js +0 -928
  190. package/dist/cjs/contracts/factories/lean0/LimitOrderBook__factory.js.map +0 -1
  191. package/dist/cjs/contracts/factories/lean0/ShareToken__factory.d.ts +0 -344
  192. package/dist/cjs/contracts/factories/lean0/ShareToken__factory.js +0 -456
  193. package/dist/cjs/contracts/factories/lean0/ShareToken__factory.js.map +0 -1
  194. package/dist/cjs/contracts/factories/lean0/index.d.ts +0 -4
  195. package/dist/cjs/contracts/factories/lean0/index.js +0 -15
  196. package/dist/cjs/contracts/factories/lean0/index.js.map +0 -1
  197. package/dist/cjs/contracts/lean0/IPerpetualManager.d.ts +0 -2821
  198. package/dist/cjs/contracts/lean0/IPerpetualManager.js +0 -3
  199. package/dist/cjs/contracts/lean0/IPerpetualManager.js.map +0 -1
  200. package/dist/cjs/contracts/lean0/LimitOrderBook.d.ts +0 -533
  201. package/dist/cjs/contracts/lean0/LimitOrderBook.js +0 -3
  202. package/dist/cjs/contracts/lean0/LimitOrderBook.js.map +0 -1
  203. package/dist/cjs/contracts/lean0/LimitOrderBookFactory.d.ts +0 -210
  204. package/dist/cjs/contracts/lean0/LimitOrderBookFactory.js +0 -3
  205. package/dist/cjs/contracts/lean0/LimitOrderBookFactory.js.map +0 -1
  206. package/dist/cjs/contracts/lean0/ShareToken.d.ts +0 -320
  207. package/dist/cjs/contracts/lean0/ShareToken.js +0 -3
  208. package/dist/cjs/contracts/lean0/ShareToken.js.map +0 -1
  209. package/dist/cjs/contracts/lean0/index.d.ts +0 -4
  210. package/dist/cjs/contracts/lean0/index.js +0 -3
  211. package/dist/cjs/contracts/lean0/index.js.map +0 -1
  212. package/dist/esm/abi/BeaconProxy.json +0 -71
  213. package/dist/esm/abi/Maintainer.json +0 -774
  214. package/dist/esm/abi/MockToken.json +0 -347
  215. package/dist/esm/abi/UUPSUpgradeable.json +0 -104
  216. package/dist/esm/abi/WeETH.json +0 -310
  217. package/dist/esm/abi/lean0/IPerpetualManager.json +0 -5306
  218. package/dist/esm/abi/lean0/LimitOrderBook.json +0 -910
  219. package/dist/esm/abi/lean0/LimitOrderBookFactory.json +0 -236
  220. package/dist/esm/abi/lean0/ShareToken.json +0 -438
  221. package/dist/esm/abi-zkevm/LimitOrderBook.json +0 -910
  222. package/dist/esm/abi-zkevm/LimitOrderBookFactory.json +0 -236
  223. package/dist/esm/contracts/BeaconProxy.d.ts +0 -63
  224. package/dist/esm/contracts/BeaconProxy.js +0 -2
  225. package/dist/esm/contracts/BeaconProxy.js.map +0 -1
  226. package/dist/esm/contracts/Maintainer.d.ts +0 -799
  227. package/dist/esm/contracts/Maintainer.js +0 -2
  228. package/dist/esm/contracts/Maintainer.js.map +0 -1
  229. package/dist/esm/contracts/MockToken.d.ts +0 -263
  230. package/dist/esm/contracts/MockToken.js +0 -2
  231. package/dist/esm/contracts/MockToken.js.map +0 -1
  232. package/dist/esm/contracts/UUPSUpgradeable.d.ts +0 -118
  233. package/dist/esm/contracts/UUPSUpgradeable.js +0 -2
  234. package/dist/esm/contracts/UUPSUpgradeable.js.map +0 -1
  235. package/dist/esm/contracts/WeETH.d.ts +0 -503
  236. package/dist/esm/contracts/WeETH.js +0 -2
  237. package/dist/esm/contracts/WeETH.js.map +0 -1
  238. package/dist/esm/contracts/factories/BeaconProxy__factory.d.ts +0 -61
  239. package/dist/esm/contracts/factories/BeaconProxy__factory.js +0 -85
  240. package/dist/esm/contracts/factories/BeaconProxy__factory.js.map +0 -1
  241. package/dist/esm/contracts/factories/Maintainer__factory.d.ts +0 -609
  242. package/dist/esm/contracts/factories/Maintainer__factory.js +0 -788
  243. package/dist/esm/contracts/factories/Maintainer__factory.js.map +0 -1
  244. package/dist/esm/contracts/factories/MockToken__factory.d.ts +0 -273
  245. package/dist/esm/contracts/factories/MockToken__factory.js.map +0 -1
  246. package/dist/esm/contracts/factories/UUPSUpgradeable__factory.d.ts +0 -87
  247. package/dist/esm/contracts/factories/UUPSUpgradeable__factory.js +0 -118
  248. package/dist/esm/contracts/factories/UUPSUpgradeable__factory.js.map +0 -1
  249. package/dist/esm/contracts/factories/WeETH__factory.d.ts +0 -545
  250. package/dist/esm/contracts/factories/WeETH__factory.js +0 -717
  251. package/dist/esm/contracts/factories/WeETH__factory.js.map +0 -1
  252. package/dist/esm/contracts/factories/lean0/IPerpetualManager__factory.d.ts +0 -4136
  253. package/dist/esm/contracts/factories/lean0/IPerpetualManager__factory.js +0 -5320
  254. package/dist/esm/contracts/factories/lean0/IPerpetualManager__factory.js.map +0 -1
  255. package/dist/esm/contracts/factories/lean0/LimitOrderBookFactory__factory.d.ts +0 -189
  256. package/dist/esm/contracts/factories/lean0/LimitOrderBookFactory__factory.js +0 -250
  257. package/dist/esm/contracts/factories/lean0/LimitOrderBookFactory__factory.js.map +0 -1
  258. package/dist/esm/contracts/factories/lean0/LimitOrderBook__factory.d.ts +0 -715
  259. package/dist/esm/contracts/factories/lean0/LimitOrderBook__factory.js +0 -924
  260. package/dist/esm/contracts/factories/lean0/LimitOrderBook__factory.js.map +0 -1
  261. package/dist/esm/contracts/factories/lean0/ShareToken__factory.d.ts +0 -344
  262. package/dist/esm/contracts/factories/lean0/ShareToken__factory.js +0 -452
  263. package/dist/esm/contracts/factories/lean0/ShareToken__factory.js.map +0 -1
  264. package/dist/esm/contracts/factories/lean0/index.d.ts +0 -4
  265. package/dist/esm/contracts/factories/lean0/index.js +0 -8
  266. package/dist/esm/contracts/factories/lean0/index.js.map +0 -1
  267. package/dist/esm/contracts/lean0/IPerpetualManager.d.ts +0 -2821
  268. package/dist/esm/contracts/lean0/IPerpetualManager.js +0 -2
  269. package/dist/esm/contracts/lean0/IPerpetualManager.js.map +0 -1
  270. package/dist/esm/contracts/lean0/LimitOrderBook.d.ts +0 -533
  271. package/dist/esm/contracts/lean0/LimitOrderBook.js +0 -2
  272. package/dist/esm/contracts/lean0/LimitOrderBook.js.map +0 -1
  273. package/dist/esm/contracts/lean0/LimitOrderBookFactory.d.ts +0 -210
  274. package/dist/esm/contracts/lean0/LimitOrderBookFactory.js +0 -2
  275. package/dist/esm/contracts/lean0/LimitOrderBookFactory.js.map +0 -1
  276. package/dist/esm/contracts/lean0/ShareToken.d.ts +0 -320
  277. package/dist/esm/contracts/lean0/ShareToken.js +0 -2
  278. package/dist/esm/contracts/lean0/ShareToken.js.map +0 -1
  279. package/dist/esm/contracts/lean0/index.d.ts +0 -4
  280. package/dist/esm/contracts/lean0/index.js +0 -2
  281. package/dist/esm/contracts/lean0/index.js.map +0 -1
  282. package/src/abi-zkevm/IPerpetualManager.json +0 -5366
package/dist/esm/perpetualDataHandler.js.map CHANGED
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1
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package/dist/esm/perpetualEventHandler.d.ts CHANGED
@@ -172,7 +172,7 @@ export default class PerpetualEventHandler {
172
172
  * )
173
173
  * @param fMarkPricePremium premium rate in ABDK format
174
174
  * @param fSpotIndexPrice spot index price in ABDK format
175
- * @returns mark price and spot index in float
175
+ * @returns midPrice, markPricePremium, indexPrice in float
176
176
  */
177
177
  private static ConvertUpdateMarkPrice;
178
178
  }
package/dist/esm/perpetualEventHandler.js CHANGED
@@ -142,7 +142,7 @@ export default class PerpetualEventHandler {
142
142
  perp.state = perpState.state;
143
143
  perp.indexPrice = perpState.indexPrice;
144
144
  perp.collToQuoteIndexPrice = perpState.collToQuoteIndexPrice;
145
- perp.markPrice = perpState.markPrice;
145
+ perp.markPremium = perpState.markPremium;
146
146
  perp.midPrice = perpState.midPrice;
147
147
  perp.currentFundingRateBps = perpState.currentFundingRateBps;
148
148
  perp.openInterestBC = perpState.openInterestBC;
@@ -158,13 +158,13 @@ export default class PerpetualEventHandler {
158
158
  * @returns void
159
159
  */
160
160
  onUpdateMarkPrice(perpetualId, fMidPricePremium, fMarkPricePremium, fSpotIndexPrice) {
161
- let [newMidPrice, newMarkPrice, newIndexPrice] = PerpetualEventHandler.ConvertUpdateMarkPrice(fMidPricePremium, fMarkPricePremium, fSpotIndexPrice);
161
+ let [newMidPrice, newMarkPricePrem, newIndexPrice] = PerpetualEventHandler.ConvertUpdateMarkPrice(fMidPricePremium, fMarkPricePremium, fSpotIndexPrice);
162
162
  let perpetual = this.getPerpetualData(perpetualId.toString());
163
163
  if (perpetual == undefined) {
164
164
  return;
165
165
  }
166
166
  perpetual.midPrice = newMidPrice;
167
- perpetual.markPrice = newMarkPrice;
167
+ perpetual.markPremium = newMarkPricePrem;
168
168
  perpetual.indexPrice = newIndexPrice;
169
169
  }
170
170
  /**
@@ -358,15 +358,14 @@ export default class PerpetualEventHandler {
358
358
  * )
359
359
  * @param fMarkPricePremium premium rate in ABDK format
360
360
  * @param fSpotIndexPrice spot index price in ABDK format
361
- * @returns mark price and spot index in float
361
+ * @returns midPrice, markPricePremium, indexPrice in float
362
362
  */
363
363
  static ConvertUpdateMarkPrice(fMidPricePremium, fMarkPricePremium, fSpotIndexPrice) {
364
- let fMarkPrice = mul64x64(fSpotIndexPrice, ONE_64x64 + fMarkPricePremium);
365
364
  let fMidPrice = mul64x64(fSpotIndexPrice, ONE_64x64 + fMidPricePremium);
366
365
  let midPrice = ABK64x64ToFloat(fMidPrice);
367
- let markPrice = ABK64x64ToFloat(fMarkPrice);
366
+ let markPricePremium = ABK64x64ToFloat(fMarkPricePremium);
368
367
  let indexPrice = ABK64x64ToFloat(fSpotIndexPrice);
369
- return [midPrice, markPrice, indexPrice];
368
+ return [midPrice, markPricePremium, indexPrice];
370
369
  }
371
370
  }
372
371
  //# sourceMappingURL=perpetualEventHandler.js.map
package/dist/esm/perpetualEventHandler.js.map CHANGED
@@ -1 +1 @@
1
- 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package/dist/esm/polyMktsPxFeed.d.ts CHANGED
@@ -1,4 +1,4 @@
1
- import type { PriceFeedConfig } from "./nodeSDKTypes";
1
+ import type { PriceFeedConfig, PredMktPriceInfo } from "./nodeSDKTypes";
2
2
  /**
3
3
  * PolyMktsPxFeed gets prices from the official polymarket api
4
4
  * and applies the 1+px transformation
@@ -6,9 +6,11 @@ import type { PriceFeedConfig } from "./nodeSDKTypes";
6
6
  */
7
7
  export default class PolyMktsPxFeed {
8
8
  private ids;
9
+ private oracleEndpoint;
9
10
  constructor(config: PriceFeedConfig);
10
11
  isPolyMktsSym(sym: string): boolean;
11
- fetchPriceForSym(sym: string): Promise<number>;
12
- fetchPrice(tokenIdDec: string): Promise<number>;
12
+ fetchPriceForSym(sym: string): Promise<PredMktPriceInfo>;
13
+ fetchPrice(tokenIdHex: string): Promise<PredMktPriceInfo>;
14
+ fetchPriceFromAPI(tokenIdDec: string): Promise<number>;
13
15
  static hexToDecimalString(hexString: string): string;
14
16
  }
package/dist/esm/polyMktsPxFeed.js CHANGED
@@ -7,6 +7,17 @@ import { probToPrice } from "./d8XMath";
7
7
  export default class PolyMktsPxFeed {
8
8
  constructor(config) {
9
9
  this.ids = new Map();
10
+ this.oracleEndpoint = "";
11
+ for (let k = 0; k < config.endpoints.length; k++) {
12
+ if (config.endpoints[k].type == "polymarket") {
13
+ let endp = config.endpoints[k].writeEndpoints;
14
+ this.oracleEndpoint = endp[Math.floor(Math.random() * endp.length)];
15
+ break;
16
+ }
17
+ }
18
+ if (this.oracleEndpoint == "") {
19
+ throw Error("no polymarkets write endpoint defined in priceFeedConfig");
20
+ }
10
21
  for (let k = 0; k < config.ids.length; k++) {
11
22
  if (config.ids[k].type == "polymarket") {
12
23
  const sym = config.ids[k].symbol;
@@ -19,18 +30,39 @@ export default class PolyMktsPxFeed {
19
30
  this.ids.set(sym, el);
20
31
  }
21
32
  }
33
+ this.oracleEndpoint = this.oracleEndpoint.replace(/\/$/, "") + "/v2/updates/price/latest?encoding=base64&ids[]=";
22
34
  }
23
35
  isPolyMktsSym(sym) {
24
36
  return this.ids.get(sym) == undefined;
25
37
  }
38
+ // returns index price, ema price, conf in tbps, parameters for order book
26
39
  async fetchPriceForSym(sym) {
27
40
  const mkt = this.ids.get(sym);
28
41
  if (mkt == undefined) {
29
42
  throw new Error(`symbol not in polymarket universe: ${sym}`);
30
43
  }
31
- return this.fetchPrice(mkt.idDec);
44
+ return this.fetchPrice(mkt.id);
45
+ }
46
+ // fetch price of the form 1+p from oracle, also fetches ema
47
+ async fetchPrice(tokenIdHex) {
48
+ const query = this.oracleEndpoint + tokenIdHex;
49
+ let response = await fetch(query);
50
+ if (response.status !== 200) {
51
+ throw new Error(`unexpected status code: ${response.status}`);
52
+ }
53
+ if (!response.ok) {
54
+ throw new Error(`failed to fetch posts (${response.status}): ${response.statusText} ${query}`);
55
+ }
56
+ const data = await response.json();
57
+ const emaObj = data.parsed[0].ema_price;
58
+ const pxObj = data.parsed[0].price;
59
+ const px = Number(pxObj.price) * Math.pow(10, pxObj.expo);
60
+ const ema = Number(emaObj.price) * Math.pow(10, emaObj.expo);
61
+ const params = BigInt(emaObj.conf);
62
+ const conf = BigInt(pxObj.conf);
63
+ return { s2: px, ema: ema, s2MktClosed: false, conf: conf, predMktCLOBParams: params };
32
64
  }
33
- async fetchPrice(tokenIdDec) {
65
+ async fetchPriceFromAPI(tokenIdDec) {
34
66
  const query = "https://clob.polymarket.com/midpoint?token_id=" + tokenIdDec;
35
67
  let response = await fetch(query);
36
68
  if (response.status !== 200) {
package/dist/esm/polyMktsPxFeed.js.map CHANGED
@@ -1 +1 @@
1
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package/dist/esm/priceFeeds.d.ts CHANGED
@@ -1,4 +1,4 @@
1
- import type { PriceFeedConfig, PriceFeedEndpoints, PriceFeedEndpointsOptionalWrite, PriceFeedFormat, PriceFeedSubmission } from "./nodeSDKTypes";
1
+ import type { PriceFeedConfig, PriceFeedEndpoints, PriceFeedEndpointsOptionalWrite, PriceFeedFormat, PriceFeedSubmission, IdxPriceInfo } from "./nodeSDKTypes";
2
2
  import PerpetualDataHandler from "./perpetualDataHandler";
3
3
  /**
4
4
  * This class communicates with the REST API that provides price-data that is
@@ -61,12 +61,10 @@ export default class PriceFeeds {
61
61
  /**
62
62
  * Get index prices and market closed information for the given perpetual
63
63
  * @param symbol perpetual symbol such as ETH-USD-MATIC
64
- * @returns Index prices and market closed information
64
+ * @returns Index prices and market closed information; for prediction markets also
65
+ * ema, confidence, and order book parameters.
65
66
  */
66
- fetchPricesForPerpetual(symbol: string): Promise<{
67
- idxPrices: number[];
68
- mktClosed: boolean[];
69
- }>;
67
+ fetchPricesForPerpetual(symbol: string): Promise<IdxPriceInfo>;
70
68
  /**
71
69
  * Fetch the provided feed prices and bool whether market is closed or open
72
70
  * - requires the feeds to be defined in priceFeedConfig.json
@@ -75,7 +73,8 @@ export default class PriceFeeds {
75
73
  * endpoints are used
76
74
  * @param symbols array of feed-price symbols (e.g., [btc-usd, eth-usd]) or
77
75
  * undefined
78
- * @returns mapping symbol-> [price, isMarketClosed]
76
+ * @returns mapping symbol-> [price, isMarketClosed], also has an entry
77
+ * <symbol>:ema for each polymarket symbol that maps to the ema price
79
78
  */
80
79
  fetchFeedPrices(symbols?: string[]): Promise<Map<string, [number, boolean]>>;
81
80
  private queryOnChainPxFeeds;
package/dist/esm/priceFeeds.js CHANGED
@@ -19,7 +19,6 @@ export default class PriceFeeds {
19
19
  this.PYTH = { endpoint: "/v2/updates/price/latest?encoding=base64&ids[]=", separator: "&ids[]=", suffix: "" };
20
20
  let configs = require("./config/priceFeedConfig.json");
21
21
  this.config = PriceFeeds._selectConfig(configs, priceFeedConfigNetwork);
22
- this.polyMktsPxFeed = new PolyMktsPxFeed(this.config);
23
22
  // if SDK config contains custom price feed endpoints, these override the
24
23
  // public/default ones
25
24
  if (dataHandler.config.priceFeedEndpoints && dataHandler.config.priceFeedEndpoints.length > 0) {
@@ -40,6 +39,7 @@ export default class PriceFeeds {
40
39
  if (this.writeFeedEndpoints.length == 0) {
41
40
  throw new Error("PriceFeeds: no writeEndpoints provided in config");
42
41
  }
42
+ this.polyMktsPxFeed = new PolyMktsPxFeed(this.config);
43
43
  this.dataHandler = dataHandler;
44
44
  this.triangulations = new Map();
45
45
  }
@@ -153,10 +153,25 @@ export default class PriceFeeds {
153
153
  /**
154
154
  * Get index prices and market closed information for the given perpetual
155
155
  * @param symbol perpetual symbol such as ETH-USD-MATIC
156
- * @returns Index prices and market closed information
156
+ * @returns Index prices and market closed information; for prediction markets also
157
+ * ema, confidence, and order book parameters.
157
158
  */
158
159
  async fetchPricesForPerpetual(symbol) {
159
160
  let indexSymbols = this.dataHandler.getIndexSymbols(symbol).filter((x) => x != "");
161
+ if (this.dataHandler.isPredictionMarket(symbol)) {
162
+ let priceObj = await this.polyMktsPxFeed.fetchPriceForSym(indexSymbols[0]);
163
+ const s3map = await this.fetchFeedPrices([indexSymbols[1]]);
164
+ const s3 = s3map.get(indexSymbols[1]);
165
+ return {
166
+ s2: priceObj.s2,
167
+ s3: s3[0],
168
+ ema: priceObj.ema,
169
+ s2MktClosed: priceObj.s2MktClosed,
170
+ s3MktClosed: s3[1],
171
+ conf: priceObj.conf,
172
+ predMktCLOBParams: priceObj.predMktCLOBParams,
173
+ };
174
+ }
160
175
  // determine relevant price feeds
161
176
  let feedSymbols = new Array();
162
177
  for (let sym of indexSymbols) {
@@ -176,12 +191,15 @@ export default class PriceFeeds {
176
191
  let feedPrices = await this.fetchFeedPrices(feedSymbols);
177
192
  // triangulate
178
193
  let [prices, mktClosed] = this.triangulatePricesFromFeedPrices(indexSymbols, feedPrices);
179
- // ensure we return an array of 2 in all cases
180
- if (prices.length == 1) {
181
- prices.push(0);
182
- mktClosed.push(false);
183
- }
184
- return { idxPrices: prices, mktClosed: mktClosed };
194
+ return {
195
+ s2: prices[0],
196
+ s3: prices[1],
197
+ ema: prices[0],
198
+ s2MktClosed: mktClosed[0],
199
+ s3MktClosed: mktClosed[1],
200
+ conf: BigInt(0),
201
+ predMktCLOBParams: BigInt(0),
202
+ };
185
203
  }
186
204
  /**
187
205
  * Fetch the provided feed prices and bool whether market is closed or open
@@ -191,7 +209,8 @@ export default class PriceFeeds {
191
209
  * endpoints are used
192
210
  * @param symbols array of feed-price symbols (e.g., [btc-usd, eth-usd]) or
193
211
  * undefined
194
- * @returns mapping symbol-> [price, isMarketClosed]
212
+ * @returns mapping symbol-> [price, isMarketClosed], also has an entry
213
+ * <symbol>:ema for each polymarket symbol that maps to the ema price
195
214
  */
196
215
  async fetchFeedPrices(symbols) {
197
216
  let queries = new Array(this.feedEndpoints.length);
@@ -255,10 +274,11 @@ export default class PriceFeeds {
255
274
  let polyPxs = await polyMktsPromise;
256
275
  for (let k = 0; k < polyPxs.length; k++) {
257
276
  let sym = polyMktSyms[k];
258
- if (polyPxs[k] == -1) {
277
+ if (polyPxs[k] == undefined) {
259
278
  continue;
260
279
  }
261
- resultPrices.set(sym, [polyPxs[k], false]);
280
+ resultPrices.set(sym, [polyPxs[k].s2, polyPxs[k].s2MktClosed]);
281
+ resultPrices.set(sym + ":ema", [polyPxs[k].ema, polyPxs[k].s2MktClosed]);
262
282
  }
263
283
  return resultPrices;
264
284
  }
@@ -272,16 +292,18 @@ export default class PriceFeeds {
272
292
  }
273
293
  return prices;
274
294
  }
295
+ // returns an array with two values per symbol: price, ema
275
296
  async queryPolyMktsPxFeeds(symbols) {
276
297
  let prices = new Array();
277
298
  for (let k = 0; k < symbols.length; k++) {
278
299
  try {
279
- let price = await this.polyMktsPxFeed.fetchPriceForSym(symbols[k]);
280
- prices.push(price);
300
+ let info = await this.polyMktsPxFeed.fetchPriceForSym(symbols[k]);
301
+ prices.push(info);
281
302
  }
282
303
  catch (error) {
283
304
  console.log("fetchPriceForSym failed for " + symbols[k]);
284
- prices.push(-1);
305
+ console.log(error);
306
+ prices.push(undefined);
285
307
  }
286
308
  if (k > 0) {
287
309
  await sleep(0.25);