@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
@@ -1,6 +1,6 @@
1
1
  "use strict";
2
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  Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.probToPrice = exports.priceToProb = exports.getDepositAmountForLvgTrade = exports.getNewPositionLeverage = exports.getMaxSignedPositionSize = exports.getMarginRequiredForLeveragedTrade = exports.calculateLiquidationPriceCollateralQuote = exports.calculateLiquidationPriceCollateralQuanto = exports.calculateLiquidationPriceCollateralBase = exports.div64x64 = exports.mul64x64 = exports.roundToLotString = exports.countDecimalsOf = exports.floatToDecN = exports.floatToDec18 = exports.floatToABK64x64 = exports.dec18ToFloat = exports.decNToFloat = exports.ABK64x64ToFloat = exports.ABDK29ToFloat = void 0;
3
+ exports.pmFindMaxTradeSize = exports.pmFindLiquidationPrice = exports.pmExchangeFee = exports.expectedLoss = exports.pmInitialMarginRate = exports.pmMaintenanceMarginRate = exports.entropy = exports.probToPrice = exports.priceToProb = exports.getDepositAmountForLvgTrade = exports.getNewPositionLeverage = exports.getMaxSignedPositionSize = exports.getMarginRequiredForLeveragedTrade = exports.calculateLiquidationPriceCollateralQuote = exports.calculateLiquidationPriceCollateralQuanto = exports.calculateLiquidationPriceCollateralBase = exports.div64x64 = exports.mul64x64 = exports.roundToLotString = exports.countDecimalsOf = exports.floatToDecN = exports.floatToDec18 = exports.floatToABK64x64 = exports.dec18ToFloat = exports.decNToFloat = exports.ABK64x64ToFloat = exports.ABDK29ToFloat = void 0;
4
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  const constants_1 = require("./constants");
5
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  /**
6
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  * @module d8xMath
@@ -331,12 +331,26 @@ exports.getNewPositionLeverage = getNewPositionLeverage;
331
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  * @param {number} price - price to trade amount 'tradeAmnt'
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  * @param {number} S3 - collateral to quote conversion (=S2 if base-collateral, =1 if quote collateral, = index S3 if quanto)
333
333
  * @param {number} S2Mark - mark price
334
+ * @param {boolean} isPredMkt - true if prediction market
334
335
  * @returns {number} Amount to be deposited to have the given leverage when trading into position pos before fees
335
336
  */
336
- function getDepositAmountForLvgTrade(pos0, b0, tradeAmnt, targetLvg, price, S3, S2Mark) {
337
+ function getDepositAmountForLvgTrade(pos0, b0, tradeAmnt, targetLvg, price, S3, S2Mark, isPredMkt) {
337
338
  let pnl = (tradeAmnt * (S2Mark - price)) / S3;
339
+ let S2MarkBefore = S2Mark;
340
+ if (isPredMkt) {
341
+ // adjust mark price to 'probability'
342
+ S2Mark = S2Mark - 1;
343
+ S2MarkBefore = S2Mark;
344
+ if (pos0 < 0) {
345
+ S2MarkBefore = 1 - S2Mark;
346
+ }
347
+ if (pos0 + tradeAmnt < 0) {
348
+ S2Mark = 1 - S2Mark;
349
+ }
350
+ }
338
351
  if (targetLvg == 0) {
339
- targetLvg = (Math.abs(pos0) * S2Mark) / S3 / b0;
352
+ // use current leverage
353
+ targetLvg = (Math.abs(pos0) * S2MarkBefore) / S3 / b0;
340
354
  }
341
355
  let b = (Math.abs(pos0 + tradeAmnt) * S2Mark) / S3 / targetLvg;
342
356
  return -(b0 + pnl - b);
@@ -363,4 +377,246 @@ function probToPrice(prob) {
363
377
  return 1 + prob;
364
378
  }
365
379
  exports.probToPrice = probToPrice;
380
+ // shannon entropy
381
+ function entropy(prob) {
382
+ if (prob < 1e-15 || prob - 1 > 1e-15) {
383
+ return 0;
384
+ }
385
+ return -prob * Math.log2(prob) - (1 - prob) * Math.log2(1 - prob);
386
+ }
387
+ exports.entropy = entropy;
388
+ /**
389
+ * Maintenance margin requirement for prediction markets
390
+ * @param pos signed position
391
+ * @param s2 mark price
392
+ * @param s3 collateral to quote conversion
393
+ * @param m base margin rate
394
+ * @returns required margin balance
395
+ */
396
+ function pmMarginThresh(pos, s2, s3, m = 0.18) {
397
+ let p = s2 - 1;
398
+ if (pos < 0) {
399
+ p = 1 - p;
400
+ }
401
+ const h = entropy(p);
402
+ const tau = m + (0.4 - m) * h;
403
+ return (Math.abs(pos) * p * tau) / s3;
404
+ }
405
+ /**
406
+ * Maintenance margin rate for prediction markets.
407
+ * @param posSign sign of position in base currency (can be signed position or -1, 1)
408
+ * @param sm mark-price (=1+p)
409
+ * @param m max margin rate from fInitialMarginRate
410
+ * @returns margin rate to be applied (Math.abs(pos) * p * tau) / s3;
411
+ */
412
+ function pmMaintenanceMarginRate(posSign, sm, m = 0.18) {
413
+ let p = sm - 1;
414
+ if (posSign < 0) {
415
+ p = 1 - p;
416
+ }
417
+ const h = entropy(p);
418
+ return m + (0.4 - m) * h;
419
+ }
420
+ exports.pmMaintenanceMarginRate = pmMaintenanceMarginRate;
421
+ /**
422
+ * Maintenance margin rate for prediction markets.
423
+ * @param posSign sign of position in base currency (can be signed position or -1, 1)
424
+ * @param sm mark-price (=1+p)
425
+ * @param m max margin rate from fMaintenanceMarginRate
426
+ * @returns margin rate to be applied (Math.abs(pos) * p * tau) / s3;
427
+ */
428
+ function pmInitialMarginRate(posSign, sm, m = 0.2) {
429
+ let p = sm - 1;
430
+ if (posSign < 0) {
431
+ p = 1 - p;
432
+ }
433
+ const h = entropy(p);
434
+ return m + (0.5 - m) * h;
435
+ }
436
+ exports.pmInitialMarginRate = pmInitialMarginRate;
437
+ /**
438
+ * Calculate the expected loss for a prediction market trade used for
439
+ * prediction market fees
440
+ * @param p probability derived from mark price (long)
441
+ * @param m maximal maintenance rate from which we defer the actual maintenance margin rate
442
+ * @param totLong total long in base currency
443
+ * @param totShort total short
444
+ * @param tradeAmt signed trade amount, can be zero
445
+ * @param tradeMgnRate margin rate of the trader
446
+ */
447
+ function expectedLoss(p, m, totLong, totShort, tradeAmt, tradeMgnRate) {
448
+ // maintenance margin rate
449
+ m = (0.4 - m) * entropy(p) + m;
450
+ let dlm = 0;
451
+ let dl = 0;
452
+ let dsm = 0;
453
+ let ds = 0;
454
+ if (tradeAmt > 0) {
455
+ dlm = p * tradeAmt * tradeMgnRate;
456
+ dl = tradeAmt;
457
+ }
458
+ else if (tradeAmt < 0) {
459
+ dsm = (1 - p) * Math.abs(tradeAmt) * tradeMgnRate;
460
+ ds = Math.abs(tradeAmt);
461
+ }
462
+ const a = Math.max(0, dl + totLong - m * totShort - dsm);
463
+ const b = Math.max(0, ds + totShort - m * totLong + dsm);
464
+ return p * (1 - p) * (a + b);
465
+ }
466
+ exports.expectedLoss = expectedLoss;
467
+ /**
468
+ * Exchange fee as a rate for prediction markets
469
+ * @param prob long probability
470
+ * @param m max maintenance margin rate (0.18)
471
+ * @param totShort
472
+ * @param totLong
473
+ * @param tradeAmt trade amount in base currency
474
+ * @param tradeMgnRate margin rate for this trade
475
+ * @returns fee relative to tradeAmt
476
+ */
477
+ function pmExchangeFee(prob, m, totShort, totLong, tradeAmt, tradeMgnRate) {
478
+ const el0 = expectedLoss(prob, m, totLong, totShort, 0, 0);
479
+ const el1 = expectedLoss(prob, m, totLong, totShort, tradeAmt, tradeMgnRate);
480
+ const fee = (el1 - el0) / Math.abs(tradeAmt);
481
+ return Math.max(fee, 0.001);
482
+ }
483
+ exports.pmExchangeFee = pmExchangeFee;
484
+ /**
485
+ * Margin balance for prediction markets
486
+ * @param pos signed position
487
+ * @param s2 mark price
488
+ * @param s3 collateral to quote conversion
489
+ * @param ell locked in value
490
+ * @param mc margin cash in collateral currency
491
+ * @returns current margin balance
492
+ */
493
+ function pmMarginBalance(pos, s2, s3, ell, mc) {
494
+ return (pos * s2) / s3 - ell / s3 + mc;
495
+ }
496
+ function pmExcessBalance(pos, s2, s3, ell, mc, m) {
497
+ return pmMarginBalance(pos, mc, s2, s3, ell) - pmMarginThresh(pos, s2, s3, m);
498
+ }
499
+ // finds the liquidation price for prediction markets
500
+ // using Newton's algorithm
501
+ function pmFindLiquidationPrice(pos, s3, ell, mc, baseMarginRate, s2Start = 0.5) {
502
+ const delta_s = 0.01;
503
+ let s = 100;
504
+ let s_new = s2Start;
505
+ while (Math.abs(s_new - s) > 0.01) {
506
+ s = s_new;
507
+ const f = Math.pow(pmExcessBalance(pos, s, s3, ell, mc, baseMarginRate), 2);
508
+ const ds = (Math.pow(pmExcessBalance(pos, s + delta_s, s3, ell, mc, baseMarginRate), 2) - f) / delta_s;
509
+ s_new = s - f / ds;
510
+ if (s_new < 1) {
511
+ return 1;
512
+ }
513
+ if (s_new > 2) {
514
+ return 2;
515
+ }
516
+ }
517
+ return s;
518
+ }
519
+ exports.pmFindLiquidationPrice = pmFindLiquidationPrice;
520
+ /**
521
+ * Calculate the excess margin defined as
522
+ * excess := margin balance - trading fee - initial margin threshold
523
+ * for the given trade and position
524
+ * @param tradeAmt
525
+ * @param currentCashCC
526
+ * @param currentPos
527
+ * @param currentLockedInQC
528
+ * @param limitPrice
529
+ * @param Sm
530
+ * @param S3
531
+ * @param totLong
532
+ * @param totShort
533
+ * @returns excess margin as defined above
534
+ */
535
+ function excessMargin(tradeAmt, currentCashCC, currentPos, currentLockedInQC, limitPrice, Sm, S3, totLong, totShort) {
536
+ const m = 0.18; //max maintenance margin rate
537
+ const m0 = 0.2; //max initial margin rate
538
+ const pos = currentPos + tradeAmt;
539
+ let p = Sm - 1;
540
+ if (pos < 0) {
541
+ p = 2 - Sm; //=1-(Sm-1)
542
+ }
543
+ const h = entropy(p);
544
+ const tau = m0 + (0.5 - m0) * h;
545
+ const thresh = Math.abs(pos) * p * tau;
546
+ const b0 = currentCashCC + Math.abs(currentPos) * Sm - currentLockedInQC + Math.max(0, tradeAmt * (Sm - limitPrice));
547
+ // b0 + margin - fee > threshold
548
+ // margin = threshold - b0 + fee
549
+ const fee_cc = pmExchangeFee(p, m, totShort, totLong, tradeAmt, tau) / S3;
550
+ // missing: referral rebate
551
+ return b0 / S3 - thresh / S3 - fee_cc;
552
+ }
553
+ /**
554
+ * Find maximal trade size (short dir=-1 or long dir=1) for prediction
555
+ * markets.
556
+ * @param dir
557
+ * @param currentPosition
558
+ * @param currentCashCC
559
+ * @param currentLockedInValue
560
+ * @param limitPrice
561
+ * @param Sm
562
+ * @param S3
563
+ * @param totLong
564
+ * @param totShort
565
+ * @param maxShort
566
+ * @param maxLong
567
+ * @returns signed max trade size
568
+ */
569
+ function pmFindMaxTradeSize(dir, currentPosition, currentCashCC, currentLockedInValue, limitPrice, Sm, S3, totLong, totShort, maxShort, maxLong) {
570
+ if (dir < 0) {
571
+ dir = -1;
572
+ }
573
+ else {
574
+ dir = 1;
575
+ }
576
+ const lot = 10;
577
+ const deltaS = 1; //for derivative
578
+ const f0 = excessMargin(dir * deltaS, currentCashCC, currentPosition, currentLockedInValue, limitPrice, Sm, S3, totLong, totShort);
579
+ if (f0 < lot) {
580
+ // no trade possible
581
+ return 0;
582
+ }
583
+ // numerically find maximal trade size
584
+ let sNew = dir * lot * 10;
585
+ let s = 2 * sNew;
586
+ while (true) {
587
+ let count = 0;
588
+ while (Math.abs(sNew - s) > 1 && count < 100) {
589
+ s = sNew;
590
+ const f = excessMargin(s, currentCashCC, currentPosition, currentLockedInValue, limitPrice, Sm, S3, totLong, totShort) **
591
+ 2;
592
+ const f2 = excessMargin(s + deltaS, currentCashCC, currentPosition, currentLockedInValue, limitPrice, Sm, S3, totLong, totShort) ** 2;
593
+ let ds = (f2 - f) / deltaS;
594
+ sNew = s - f / ds;
595
+ count += 1;
596
+ }
597
+ if (count < 100) {
598
+ break;
599
+ }
600
+ // Newton algorithm failed,
601
+ // choose new starting value
602
+ if (dir > 0) {
603
+ sNew = Math.random() * (maxLong - currentPosition);
604
+ }
605
+ else {
606
+ sNew = -Math.random() * (Math.abs(maxShort) + currentPosition);
607
+ }
608
+ }
609
+ // ensure trade maximal trade sNew does not exceed
610
+ // the contract limits
611
+ if (currentPosition + sNew < maxShort) {
612
+ sNew = maxShort - currentPosition;
613
+ }
614
+ else if (currentPosition + sNew > maxLong) {
615
+ sNew = maxLong - currentPosition;
616
+ }
617
+ // round trade size down to lot
618
+ sNew = Math.sign(sNew) * Math.floor(Math.abs(sNew) / lot) * lot;
619
+ return sNew;
620
+ }
621
+ exports.pmFindMaxTradeSize = pmFindMaxTradeSize;
366
622
  //# sourceMappingURL=d8XMath.js.map
@@ -1 +1 @@
1
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@@ -87,6 +87,7 @@ export default class LiquidatorTool extends WriteAccessHandler {
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  * False means that the trader's position can be liquidated.
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  */
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  isMaintenanceMarginSafe(symbol: string, traderAddr: string, indexPrices?: [number, number], overrides?: Overrides): Promise<boolean>;
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+ static maintenanceMarginPredMkts(maintMgnRateBase: number, pos: number, s3: number, markPx: number): number;
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  /**
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92
  * Total number of active accounts for this symbol, i.e. accounts with positions that are currently open.
92
93
  * @param {string} symbol Symbol of the form ETH-USD-MATIC.
@@ -200,10 +200,14 @@ class LiquidatorTool extends writeAccessHandler_1.default {
200
200
  if (indexPrices == undefined) {
201
201
  // fetch from API
202
202
  let obj = await this.priceFeedGetter.fetchPricesForPerpetual(symbol);
203
- indexPrices = [obj.idxPrices[0], obj.idxPrices[1]];
203
+ indexPrices = [
204
+ obj.ema,
205
+ obj.s3 ?? 0, // s3
206
+ ];
204
207
  }
205
- let traderState = await this.proxyContract.getTraderState(perpID, traderAddr, indexPrices.map((x) => (0, d8XMath_1.floatToABK64x64)(x == undefined || Number.isNaN(x) ? 0 : x)), overrides || {});
206
- if (traderState[idx_notional] == 0n) {
208
+ const fIdxPx = indexPrices.map((x) => (0, d8XMath_1.floatToABK64x64)(x == undefined || Number.isNaN(x) ? 0 : x));
209
+ let traderState = await this.proxyContract.getTraderState(perpID, traderAddr, fIdxPx, overrides || {});
210
+ if (traderState[idx_notional] === 0n) {
207
211
  // trader does not have open position
208
212
  return true;
209
213
  }
@@ -216,14 +220,27 @@ class LiquidatorTool extends writeAccessHandler_1.default {
216
220
  const pos = (0, d8XMath_1.ABK64x64ToFloat)(traderState[idx_marginAccountPositionBC]);
217
221
  const marginbalance = (0, d8XMath_1.ABK64x64ToFloat)(traderState[idx_marginBalance]);
218
222
  const coll2quote = (0, d8XMath_1.ABK64x64ToFloat)(traderState[idx_collateralToQuoteConversion]);
219
- let base2collateral = indexPrices[0] / coll2quote;
223
+ let threshold;
220
224
  if (this.isPredictionMarket(symbol)) {
221
- // flat margin rate for prediction markets
222
- base2collateral = 1;
225
+ const idx_markPrice = 8;
226
+ const markPrice = (0, d8XMath_1.ABK64x64ToFloat)(traderState[idx_markPrice]);
227
+ threshold = LiquidatorTool.maintenanceMarginPredMkts(maintMgnRate, pos, coll2quote, markPrice);
228
+ }
229
+ else {
230
+ const base2collateral = indexPrices[0] / coll2quote;
231
+ threshold = Math.abs(pos * base2collateral * maintMgnRate);
223
232
  }
224
- const threshold = Math.abs(pos * base2collateral * maintMgnRate);
225
233
  return marginbalance >= threshold;
226
234
  }
235
+ static maintenanceMarginPredMkts(maintMgnRateBase, pos, s3, markPx) {
236
+ let p = markPx - 1;
237
+ // p: price = 1+prob
238
+ if (pos < 0) {
239
+ p = 1 - p;
240
+ }
241
+ const tau = maintMgnRateBase + (0.4 - maintMgnRateBase) * (0, d8XMath_1.entropy)(p);
242
+ return (Math.abs(pos) * p * tau) / s3;
243
+ }
227
244
  /**
228
245
  * Total number of active accounts for this symbol, i.e. accounts with positions that are currently open.
229
246
  * @param {string} symbol Symbol of the form ETH-USD-MATIC.
@@ -1 +1 @@
1
- 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1
+ 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@@ -3,7 +3,7 @@ import { OrderStatus } from "./constants";
3
3
  import { type LimitOrderBook, type Multicall3 } from "./contracts";
4
4
  import { IPerpetualOrder, type PerpStorage } from "./contracts/IPerpetualManager";
5
5
  import { type IClientOrder } from "./contracts/LimitOrderBook";
6
- import { type ExchangeInfo, type MarginAccount, type NodeSDKConfig, type Order, type PerpetualState, type PerpetualStaticInfo, type PoolState, type PoolStaticInfo, type SmartContractOrder } from "./nodeSDKTypes";
6
+ import { type ExchangeInfo, type MarginAccount, type NodeSDKConfig, type Order, type PerpetualState, type PerpetualStaticInfo, type PoolState, type PoolStaticInfo, type SmartContractOrder, type IdxPriceInfo } from "./nodeSDKTypes";
7
7
  import PerpetualDataHandler from "./perpetualDataHandler";
8
8
  import PriceFeeds from "./priceFeeds";
9
9
  /**
@@ -78,9 +78,9 @@ export default class MarketData extends PerpetualDataHandler {
78
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  * }
79
79
  * main();
80
80
  *
81
- * @returns {Contract} read-only proxy instance
81
+ * @returns read-only proxy instance
82
82
  */
83
- getReadOnlyProxyInstance(): Contract;
83
+ getReadOnlyProxyInstance(): import("./contracts").IPerpetualManager;
84
84
  /**
85
85
  * Information about the products traded in the exchange.
86
86
  * @example
@@ -190,11 +190,13 @@ export default class MarketData extends PerpetualDataHandler {
190
190
  * @ignore
191
191
  */
192
192
  protected _positionRiskForTraderInPerpetuals(traderAddr: string, symbols: string[], provider: Provider, overrides?: Overrides): Promise<MarginAccount[]>;
193
+ private dataForPositionRiskOnTrade;
193
194
  /**
194
195
  * Estimates what the position risk will be if a given order is executed.
195
196
  * @param traderAddr Address of trader
196
197
  * @param order Order to be submitted
197
- * @param account Position risk before trade. Defaults to current position if not given.
198
+ * @param signedPositionNotionalBaseCCY signed position notional of current position (before trade)
199
+ * @param tradingFeeTbps trading fee in tenth of basis points (exchange fee and broker fee)
198
200
  * @param indexPriceInfo Index prices and market status (open/closed). Defaults to current market status if not given.
199
201
  * @returns Position risk after trade, including order cost and maximal trade sizes for position
200
202
  * @example
@@ -214,19 +216,27 @@ export default class MarketData extends PerpetualDataHandler {
214
216
  * executionTimestamp: Date.now()/1000,
215
217
  * };
216
218
  * // Get position risk conditional on this order being executed
217
- * const posRisk = await mktData.positionRiskOnTrade("0xAb5801a7D398351b8bE11C439e05C5B3259aeC9B", order);
219
+ * const posRisk = await mktData.positionRiskOnTrade("0xAb5801a7D398351b8bE11C439e05C5B3259aeC9B", order, 0, 60);
218
220
  * console.log(posRisk);
219
221
  * }
220
222
  * main();
221
223
  */
222
- positionRiskOnTrade(traderAddr: string, order: Order, account?: MarginAccount, indexPriceInfo?: [number, number, boolean, boolean], overrides?: Overrides & {
223
- tradingFeeTbps?: number;
224
- }): Promise<{
224
+ positionRiskOnTrade(traderAddr: string, order: Order, signedPositionNotionalBaseCCY: number, tradingFeeTbps: number, indexPriceInfo?: IdxPriceInfo, overrides?: Overrides): Promise<{
225
225
  newPositionRisk: MarginAccount;
226
226
  orderCost: number;
227
227
  maxLongTrade: number;
228
228
  maxShortTrade: number;
229
229
  }>;
230
+ /**
231
+ * Fee is relative to base-currency amount (=trade amount)
232
+ * @param state current perpetual state (need longBC and shortBC)
233
+ * @param maxMaintMgnRate maintenance margin rate param for pred mkts
234
+ * @param Sm Mark price
235
+ * @param tradeAmtBC signed trade amount
236
+ * @param tradeMgnRate margin rate param from perpetual
237
+ * @returns relative exchange fee in decimals
238
+ */
239
+ static exchangeFeePrdMkts(state: PerpetualState, maxMaintMgnRate: number, Sm: number, tradeAmtBC: number, tradeMgnRate: number): number;
230
240
  /**
231
241
  * Estimates what the position risk will be if given amount of collateral is added/removed from the account.
232
242
  * @param {number} deltaCollateral Amount of collateral to add or remove (signed)
@@ -248,20 +258,22 @@ export default class MarketData extends PerpetualDataHandler {
248
258
  * }
249
259
  * main();
250
260
  */
251
- positionRiskOnCollateralAction(deltaCollateral: number, account: MarginAccount, indexPriceInfo?: [number, number, boolean, boolean], overrides?: Overrides): Promise<MarginAccount>;
261
+ positionRiskOnCollateralAction(deltaCollateral: number, account: MarginAccount, indexPriceInfo?: IdxPriceInfo, overrides?: Overrides): Promise<MarginAccount>;
252
262
  /**
253
- * Calculates liquidation prices for a given position
263
+ * Calculates liquidation prices for a position
264
+ * constructed in positionRiskOnTrade/positionRiskOnCollateralAction
254
265
  * @param symbol Perpetual symbol
255
266
  * @param lockedInQC Locked in value
256
267
  * @param signedPositionBC Signed position size
257
- * @param marginCashCC Cash in margin account
268
+ * @param marginCashCC Available cash in margin account (includes unpaid funding)
258
269
  * @param markPrice Mark price
259
- * @param collToQuoteConversion Collateral index price
270
+ * @param collToQuoteConversion Collateral index price (S3)
271
+ * @param S2 index price
260
272
  * @param symbolToPerpStaticInfo Symbol-to-perp static info mapping
261
273
  * @returns [Base index price, Collateral index price, Maintenance margin rate]
262
274
  * @ignore
263
275
  */
264
- protected static _getLiquidationParams(symbol: string, lockedInQC: number, signedPositionBC: number, marginCashCC: number, markPrice: number, collToQuoteConversion: number, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>): [number, number | undefined, number];
276
+ 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];
265
277
  /**
266
278
  * Gets the wallet balance in the settlement currency corresponding to a given perpetual symbol.
267
279
  * The settlement currency is usually the same as the collateral currency.
@@ -387,6 +399,17 @@ export default class MarketData extends PerpetualDataHandler {
387
399
  buy: number;
388
400
  sell: number;
389
401
  }>;
402
+ private pmMaxOrderSizeForTrader;
403
+ /**
404
+ * Returns the maximal allowed short pos and long pos (signed) for a trader
405
+ * with given notional (in ABDK format) in the perpetual, ignoring the traders wallet balance
406
+ * @param perpId
407
+ * @param currentTraderPos ABDK64x64 notional position of trader
408
+ * @param overrides
409
+ * @returns [maxShortPos, maxLongPos] signed maximal position sizes
410
+ */
411
+ getMaxShortLongPos(perpId: number, currentTraderPos: bigint, overrides?: Overrides): Promise<[number, number]>;
412
+ private rmMaxOrderSizeForTrader;
390
413
  /**
391
414
  * Perpetual-wide maximal signed position size in perpetual.
392
415
  * @param side BUY_SIDE or SELL_SIDE
@@ -427,7 +450,7 @@ export default class MarketData extends PerpetualDataHandler {
427
450
  *
428
451
  * @returns {number} Price of index in given currency.
429
452
  */
430
- getOraclePrice(base: string, quote: string, overrides?: Overrides): Promise<number | undefined>;
453
+ getOraclePrice(base: string, quote: string, overrides?: Overrides): Promise<[bigint, bigint]>;
431
454
  /**
432
455
  * Get the status of an order given a symbol and order Id
433
456
  * @param symbol Symbol of the form ETH-USD-MATIC
@@ -474,6 +497,7 @@ export default class MarketData extends PerpetualDataHandler {
474
497
  /**
475
498
  * Get the current mark price
476
499
  * @param symbol symbol of the form ETH-USD-MATIC
500
+ * @param indexPrices optional. IdxPriceInfo
477
501
  * @example
478
502
  * import { MarketData, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
479
503
  * async function main() {
@@ -490,11 +514,12 @@ export default class MarketData extends PerpetualDataHandler {
490
514
  *
491
515
  * @returns {number} mark price
492
516
  */
493
- getMarkPrice(symbol: string, indexPrices?: [number, number]): Promise<number>;
517
+ getMarkPrice(symbol: string, indexPrices?: IdxPriceInfo): Promise<number>;
494
518
  /**
495
519
  * get the current price for a given quantity
496
520
  * @param symbol symbol of the form ETH-USD-MATIC
497
521
  * @param quantity quantity to be traded, negative if short
522
+ * @param priceInfo [s2, s3, conf, params]; for non-prediction markets conf/params can be 0
498
523
  * @example
499
524
  * import { MarketData, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
500
525
  * async function main() {
@@ -511,13 +536,13 @@ export default class MarketData extends PerpetualDataHandler {
511
536
  *
512
537
  * @returns {number} price
513
538
  */
514
- getPerpetualPrice(symbol: string, quantity: number, indexPrices?: [number, number], overrides?: Overrides): Promise<number>;
539
+ getPerpetualPrice(symbol: string, quantity: number, priceInfo?: IdxPriceInfo, overrides?: Overrides): Promise<number>;
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  /**
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  * Query recent perpetual state from blockchain
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  * @param {string} symbol symbol of the form ETH-USD-MATIC
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  * @returns {PerpetualState} PerpetualState copy
519
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  */
520
- getPerpetualState(symbol: string, indexPriceInfo?: [number, number, boolean, boolean], overrides?: Overrides): Promise<PerpetualState>;
545
+ getPerpetualState(symbol: string, indexPriceInfo?: IdxPriceInfo, overrides?: Overrides): Promise<PerpetualState>;
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  /**
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  * Query recent pool state from blockchain, not including perpetual states
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  * @param {string} poolSymbol symbol of the form USDC
@@ -584,7 +609,7 @@ export default class MarketData extends PerpetualDataHandler {
584
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  * Result is in collateral currency
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  * @param {string} traderAddr address of the trader
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  * @param {string} symbol perpetual symbol of the form BTC-USD-MATIC
587
- * @param indexPrices optional index prices, will otherwise fetch from REST API
612
+ * @param indexPrices optional indexPriceInfo
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  * @returns available margin in collateral currency
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  * @example
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  * import { MarketData, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
@@ -600,7 +625,7 @@ export default class MarketData extends PerpetualDataHandler {
600
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  * }
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  * main();
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  */
603
- getAvailableMargin(traderAddr: string, symbol: string, indexPrices?: [number, number], overrides?: Overrides): Promise<number>;
628
+ getAvailableMargin(traderAddr: string, symbol: string, indexPrices?: IdxPriceInfo, overrides?: Overrides): Promise<number>;
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  /**
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  * Calculate a type of exchange loyality score based on trader volume
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  * @param {string} traderAddr address of the trader
@@ -733,8 +758,5 @@ export default class MarketData extends PerpetualDataHandler {
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  * @param symbol Perpetual symbol of the form BTC-USDc-USDC
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  * @returns Prices and market-closed information
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  */
736
- fetchPricesForPerpetual(symbol: string): Promise<{
737
- idxPrices: number[];
738
- mktClosed: boolean[];
739
- }>;
761
+ fetchPricesForPerpetual(symbol: string): Promise<IdxPriceInfo>;
740
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  }