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

package/src/accountTrade.ts

@@ -1,7 +1,7 @@
 import { Buffer } from "buffer";
 import { BigNumberish, Contract, ContractTransaction, ContractTransactionResponse, Overrides, Signer } from "ethers";
 import { ZERO_ADDRESS } from "./constants";
-import { LimitOrderBook } from "./contracts";
+import { IPerpetualManager, LimitOrderBook } from "./contracts";
 import { PayableOverrides } from "./contracts/common";
 import { ABK64x64ToFloat, floatToABK64x64 } from "./d8XMath";
 import MarketData from "./marketData";
@@ -176,7 +176,7 @@ export default class AccountTrade extends WriteAccessHandler {
     }
     let poolId = PerpetualDataHandler._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
     let feeTbps = await this.proxyContract.queryExchangeFee(poolId, this.traderAddr, brokerAddr, overrides || {});
-    return feeTbps / 100_000;
+    return Number(feeTbps) / 100_000;
   }
 
   /**
@@ -254,7 +254,7 @@ export default class AccountTrade extends WriteAccessHandler {
     order: Order,
     traderAddr: string,
     symbolToPerpetualMap: Map<string, PerpetualStaticInfo>,
-    proxyContract: Contract,
+    proxyContract: IPerpetualManager,
     orderBookContract: LimitOrderBook,
     chainId: BigNumberish,
     signer: Signer,

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
@@ -67,7 +68,7 @@ export default class BrokerTool extends WriteAccessHandler {
     }
     let poolId = PerpetualDataHandler._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
     let feeTbps = await this.proxyContract.getBrokerInducedFee(poolId, this.traderAddr, overrides || {});
-    let fee = feeTbps / 100_000;
+    let fee = Number(feeTbps) / 100_000;
     if (fee == 0.65535) {
       return undefined;
     }
@@ -114,7 +115,7 @@ export default class BrokerTool extends WriteAccessHandler {
       brokerDesignation = lots;
     }
     let feeTbps = await this.proxyContract.getFeeForBrokerDesignation(brokerDesignation, overrides || {});
-    return feeTbps / 100_000;
+    return Number(feeTbps) / 100_000;
   }
 
   /**
@@ -145,7 +146,7 @@ export default class BrokerTool extends WriteAccessHandler {
     }
     let poolId = PerpetualDataHandler._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
     let feeTbps = await this.proxyContract.getFeeForBrokerVolume(poolId, this.traderAddr, overrides || {});
-    return feeTbps / 100_000;
+    return Number(feeTbps) / 100_000;
   }
 
   /**
@@ -178,16 +179,20 @@ export default class BrokerTool extends WriteAccessHandler {
       brokerAddr = this.traderAddr;
     }
     let feeTbps = await this.proxyContract.getFeeForBrokerStake(brokerAddr, overrides || {});
-    return feeTbps / 100_000;
+    return Number(feeTbps) / 100_000;
   }
 
   /**
    * 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.
@@ -220,9 +225,18 @@ 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 Number(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;
+    return Number(feeTbps) / 100_000;
   }
 
   // Volume
@@ -317,7 +331,7 @@ export default class BrokerTool extends WriteAccessHandler {
     }
     let poolId = PerpetualDataHandler._getPoolIdFromSymbol(poolSymbolName, this.poolStaticInfos);
     let designation = await this.proxyContract.getBrokerDesignation(poolId, this.traderAddr, overrides || {});
-    return designation;
+    return Number(designation);
   }
 
   /**

package/src/config/defaultConfig.json

@@ -1,17 +1,4 @@
 [
-  {
-    "name": "zkevm",
-    "chainId": 1101,
-    "version": 1,
-    "proxyAddr": "0xaB7794EcD2c8e9Decc6B577864b40eBf9204720f",
-    "nodeURL": "https://zkevm-rpc.com",
-    "priceFeedConfigNetwork": "mainnet",
-    "shareTokenABILocation": "./abi/ShareToken.json",
-    "proxyABILocation": "./abi-zkevm/IPerpetualManager.json",
-    "limitOrderBookFactoryABILocation": "./abi/LimitOrderBookFactory.json",
-    "limitOrderBookABILocation": "./abi/LimitOrderBook.json"
-  },
-
   {
     "name": "x1",
     "chainId": 195,

package/src/config/priceFeedConfig.json

@@ -151,24 +151,6 @@
         "id": "0x9a4df90b25497f66b1afb012467e316e801ca3d839456db028892fe8c70c8016",
         "type": "pyth",
         "origin": "Crypto.PENDLE/USD"
-      },
-      {
-        "symbol": "TON-USD",
-        "id": "0x8963217838ab4cf5cadc172203c1f0b763fbaa45f346d8ee50ba994bbcac3026",
-        "type": "pyth",
-        "origin": "Crypto.TON/USD"
-      },
-      {
-        "symbol": "BNB-USD",
-        "id": "0x2f95862b045670cd22bee3114c39763a4a08beeb663b145d283c31d7d1101c4f",
-        "type": "pyth",
-        "origin": "Crypto.BNB/USD"
-      },
-      {
-        "symbol": "SHIB-USD",
-        "id": "0xf0d57deca57b3da2fe63a493f4c25925fdfd8edf834b20f93e1f84dbd1504d4a",
-        "type": "pyth",
-        "origin": "Crypto.SHIB/USD"
       }
     ],
     "endpoints": [
@@ -264,7 +246,7 @@
       }
     ],
     "endpoints": [
-      { "type": "odin", "endpoints": ["https://hermes.pyth.network"], "writeEndpoints": ["https://odin.d8x.xyz"] },
+      { "type": "odin", "endpoints": ["https://hermes.pyth.network"], "writeEndpoints": ["https://odin-poly.d8x.xyz"] },
       { "type": "polymarket", "endpoints": [""], "writeEndpoints": ["https://odin-poly.d8x.xyz"] }
     ]
   }

package/src/constants.ts

@@ -4,7 +4,6 @@ import { NodeSDKConfig } from "./nodeSDKTypes";
 export const ERC20_ABI = require("./abi/ERC20.json");
 export const MOCK_TOKEN_SWAP_ABI = require("./abi/MockTokenSwap.json");
 export const PROXY_ABI = require("./abi/IPerpetualManager.json");
-export const PROXY_ZKEVM_ABI = require("./abi-zkevm/IPerpetualManager.json");
 export const LOB_FACTORY_ABI = require("./abi/LimitOrderBookFactory.json");
 export const LOB_ABI = require("./abi/LimitOrderBook.json");
 export const SHARE_TOKEN_ABI = require("./abi/ShareToken.json");
@@ -58,7 +57,7 @@ export const DEFAULT_CONFIG_TESTNET_NAME = "testnet";
 
 let defaultConfigs = require("./config/defaultConfig.json") as NodeSDKConfig[];
 defaultConfigs.map((config) => {
-  config.proxyABI = config.proxyABILocation.includes("abi-zkevm") ? PROXY_ZKEVM_ABI : PROXY_ABI;
+  config.proxyABI = PROXY_ABI;
   config.lobABI = LOB_ABI;
   config.lobFactoryABI = LOB_FACTORY_ABI;
   config.shareTokenABI = SHARE_TOKEN_ABI;

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"
@@ -457,6 +459,7 @@ export interface IPerpetualManagerInterface extends Interface {
       | "getCurrentBrokerVolume"
       | "getCurrentTraderVolume"
       | "getDepositAmountForLvgPosition"
+      | "getExchangeFeePrdMkts"
       | "getFeeForBrokerDesignation"
       | "getFeeForBrokerStake"
       | "getFeeForBrokerVolume"
@@ -503,7 +506,9 @@ export interface IPerpetualManagerInterface extends Interface {
       | "isPerpMarketClosed"
       | "liquidateByAMM"
       | "pauseLiquidityProvision"
+      | "prdMktsLvgFee"
       | "preTrade"
+      | "priceImpact"
       | "queryExchangeFee"
       | "queryMidPrices"
       | "queryPerpetualPrice"
@@ -669,6 +674,10 @@ export interface IPerpetualManagerInterface extends Interface {
     functionFragment: "deactivatePerp",
     values: [BigNumberish]
   ): string;
+  encodeFunctionData(
+    functionFragment: "decodeUint16Float",
+    values: [BigNumberish]
+  ): string;
   encodeFunctionData(
     functionFragment: "decreasePoolCash",
     values: [BigNumberish, BigNumberish]
@@ -707,6 +716,10 @@ 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]
@@ -775,6 +788,10 @@ export interface IPerpetualManagerInterface extends Interface {
       BigNumberish
     ]
   ): string;
+  encodeFunctionData(
+    functionFragment: "getExchangeFeePrdMkts",
+    values: [BigNumberish, BigNumberish, BigNumberish]
+  ): string;
   encodeFunctionData(
     functionFragment: "getFeeForBrokerDesignation",
     values: [BigNumberish]
@@ -980,10 +997,25 @@ 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 +1026,13 @@ 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 +1277,10 @@ export interface IPerpetualManagerInterface extends Interface {
     functionFragment: "deactivatePerp",
     data: BytesLike
   ): Result;
+  decodeFunctionResult(
+    functionFragment: "decodeUint16Float",
+    data: BytesLike
+  ): Result;
   decodeFunctionResult(
     functionFragment: "decreasePoolCash",
     data: BytesLike
@@ -1268,6 +1310,7 @@ export interface IPerpetualManagerInterface extends Interface {
     functionFragment: "distributeFeesLiquidation",
     data: BytesLike
   ): Result;
+  decodeFunctionResult(functionFragment: "entropy", data: BytesLike): Result;
   decodeFunctionResult(
     functionFragment: "executeCancelOrder",
     data: BytesLike
@@ -1320,6 +1363,10 @@ export interface IPerpetualManagerInterface extends Interface {
     functionFragment: "getDepositAmountForLvgPosition",
     data: BytesLike
   ): Result;
+  decodeFunctionResult(
+    functionFragment: "getExchangeFeePrdMkts",
+    data: BytesLike
+  ): Result;
   decodeFunctionResult(
     functionFragment: "getFeeForBrokerDesignation",
     data: BytesLike
@@ -1501,7 +1548,15 @@ 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
@@ -2498,19 +2553,19 @@ export namespace UpdateMarkPriceEvent {
     perpetualId: BigNumberish,
     fMidPricePremium: BigNumberish,
     fMarkPricePremium: BigNumberish,
-    fSpotIndexPrice: BigNumberish
+    fMarkIndexPrice: BigNumberish
   ];
   export type OutputTuple = [
     perpetualId: bigint,
     fMidPricePremium: bigint,
     fMarkPricePremium: bigint,
-    fSpotIndexPrice: bigint
+    fMarkIndexPrice: bigint
   ];
   export interface OutputObject {
     perpetualId: bigint;
     fMidPricePremium: bigint;
     fMarkPricePremium: bigint;
-    fSpotIndexPrice: bigint;
+    fMarkIndexPrice: bigint;
   }
   export type Event = TypedContractEvent<InputTuple, OutputTuple, OutputObject>;
   export type Filter = TypedDeferredTopicFilter<Event>;
@@ -2663,6 +2718,8 @@ export interface IPerpetualManager extends BaseContract {
     "nonpayable"
   >;
 
+  decodeUint16Float: TypedContractMethod<[num: BigNumberish], [bigint], "view">;
+
   decreasePoolCash: TypedContractMethod<
     [_iPoolIdx: BigNumberish, _fAmount: BigNumberish],
     [void],
@@ -2731,6 +2788,8 @@ export interface IPerpetualManager extends BaseContract {
     "nonpayable"
   >;
 
+  entropy: TypedContractMethod<[_p: BigNumberish], [bigint], "view">;
+
   executeCancelOrder: TypedContractMethod<
     [_perpetualId: BigNumberish, _digest: BytesLike],
     [void],
@@ -2821,6 +2880,16 @@ export interface IPerpetualManager extends BaseContract {
     "view"
   >;
 
+  getExchangeFeePrdMkts: TypedContractMethod<
+    [
+      _perpetualId: BigNumberish,
+      _fAmount: BigNumberish,
+      _leverageTDR: BigNumberish
+    ],
+    [bigint],
+    "view"
+  >;
+
   getFeeForBrokerDesignation: TypedContractMethod<
     [_brokerDesignation: BigNumberish],
     [bigint],
@@ -2907,7 +2976,7 @@ export interface IPerpetualManager extends BaseContract {
 
   getOraclePrice: TypedContractMethod<
     [_baseQuote: [BytesLike, BytesLike]],
-    [bigint],
+    [[bigint, bigint]],
     "view"
   >;
 
@@ -3102,12 +3171,31 @@ 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 +3203,7 @@ export interface IPerpetualManager extends BaseContract {
   >;
 
   queryMidPrices: TypedContractMethod<
-    [perpetualIds: BigNumberish[], idxPriceDataPairs: BigNumberish[]],
+    [_perpetualIds: BigNumberish[], _idxPriceDataPairs: BigNumberish[]],
     [bigint[]],
     "view"
   >;
@@ -3124,7 +3212,9 @@ export interface IPerpetualManager extends BaseContract {
     [
       _iPerpetualId: BigNumberish,
       _fTradeAmountBC: BigNumberish,
-      _fIndexPrice: [BigNumberish, BigNumberish]
+      _fIndexPrice: [BigNumberish, BigNumberish],
+      _confTbps: BigNumberish,
+      _params: BigNumberish
     ],
     [bigint],
     "view"
@@ -3562,6 +3652,9 @@ 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 +3731,9 @@ export interface IPerpetualManager extends BaseContract {
     [bigint],
     "nonpayable"
   >;
+  getFunction(
+    nameOrSignature: "entropy"
+  ): TypedContractMethod<[_p: BigNumberish], [bigint], "view">;
   getFunction(
     nameOrSignature: "executeCancelOrder"
   ): TypedContractMethod<
@@ -3733,6 +3829,17 @@ export interface IPerpetualManager extends BaseContract {
     [bigint],
     "view"
   >;
+  getFunction(
+    nameOrSignature: "getExchangeFeePrdMkts"
+  ): TypedContractMethod<
+    [
+      _perpetualId: BigNumberish,
+      _fAmount: BigNumberish,
+      _leverageTDR: BigNumberish
+    ],
+    [bigint],
+    "view"
+  >;
   getFunction(
     nameOrSignature: "getFeeForBrokerDesignation"
   ): TypedContractMethod<[_brokerDesignation: BigNumberish], [bigint], "view">;
@@ -3819,7 +3926,7 @@ export interface IPerpetualManager extends BaseContract {
     nameOrSignature: "getOraclePrice"
   ): TypedContractMethod<
     [_baseQuote: [BytesLike, BytesLike]],
-    [bigint],
+    [[bigint, bigint]],
     "view"
   >;
   getFunction(
@@ -4020,6 +4127,20 @@ 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 +4148,13 @@ export interface IPerpetualManager extends BaseContract {
     [[bigint, bigint]],
     "nonpayable"
   >;
+  getFunction(
+    nameOrSignature: "priceImpact"
+  ): TypedContractMethod<
+    [_amount: BigNumberish, _params: BigNumberish],
+    [bigint],
+    "view"
+  >;
   getFunction(
     nameOrSignature: "queryExchangeFee"
   ): TypedContractMethod<
@@ -4037,7 +4165,7 @@ export interface IPerpetualManager extends BaseContract {
   getFunction(
     nameOrSignature: "queryMidPrices"
   ): TypedContractMethod<
-    [perpetualIds: BigNumberish[], idxPriceDataPairs: BigNumberish[]],
+    [_perpetualIds: BigNumberish[], _idxPriceDataPairs: BigNumberish[]],
     [bigint[]],
     "view"
   >;
@@ -4047,7 +4175,9 @@ export interface IPerpetualManager extends BaseContract {
     [
       _iPerpetualId: BigNumberish,
       _fTradeAmountBC: BigNumberish,
-      _fIndexPrice: [BigNumberish, BigNumberish]
+      _fIndexPrice: [BigNumberish, BigNumberish],
+      _confTbps: BigNumberish,
+      _params: BigNumberish
     ],
     [bigint],
     "view"