@d8x/perpetuals-sdk 2.0.4-alpha → 2.0.6-alpha

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 (17) hide show
  1. package/dist/cjs/liquidatorTool.js +5 -1
  2. package/dist/cjs/liquidatorTool.js.map +1 -1
  3. package/dist/cjs/nodeSDKTypes.d.ts +1 -1
  4. package/dist/cjs/perpetualDataHandler.js +1 -1
  5. package/dist/cjs/version.d.ts +1 -1
  6. package/dist/cjs/version.js +1 -1
  7. package/dist/esm/liquidatorTool.js +5 -1
  8. package/dist/esm/liquidatorTool.js.map +1 -1
  9. package/dist/esm/nodeSDKTypes.d.ts +1 -1
  10. package/dist/esm/perpetualDataHandler.js +1 -1
  11. package/dist/esm/version.d.ts +1 -1
  12. package/dist/esm/version.js +1 -1
  13. package/package.json +1 -1
  14. package/src/liquidatorTool.ts +5 -1
  15. package/src/nodeSDKTypes.ts +1 -1
  16. package/src/perpetualDataHandler.ts +1 -1
  17. package/src/version.ts +1 -1
package/dist/cjs/liquidatorTool.js CHANGED
@@ -216,7 +216,11 @@ class LiquidatorTool extends writeAccessHandler_1.default {
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  const pos = (0, d8XMath_1.ABK64x64ToFloat)(traderState[idx_marginAccountPositionBC]);
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  const marginbalance = (0, d8XMath_1.ABK64x64ToFloat)(traderState[idx_marginBalance]);
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  const coll2quote = (0, d8XMath_1.ABK64x64ToFloat)(traderState[idx_collateralToQuoteConversion]);
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- const base2collateral = indexPrices[0] / coll2quote;
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+ let base2collateral = indexPrices[0] / coll2quote;
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+ if (this.isPredictionMarket(symbol)) {
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+ // flat margin rate for prediction markets
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+ base2collateral = 1;
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+ }
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  const threshold = Math.abs(pos * base2collateral * maintMgnRate);
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  return marginbalance >= threshold;
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  }
package/dist/cjs/liquidatorTool.js.map CHANGED
@@ -1 +1 @@
1
- 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1
+ 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package/dist/cjs/nodeSDKTypes.d.ts CHANGED
@@ -368,7 +368,7 @@ export interface PerpetualData {
368
368
  fTargetDFSize: number;
369
369
  fkStar: number;
370
370
  fAMMTargetDD: number;
371
- perpFlags: number;
371
+ perpFlags: bigint;
372
372
  fMinimalTraderExposureEMA: number;
373
373
  fMinimalAMMExposureEMA: number;
374
374
  fSettlementS3PriceData: number;
package/dist/cjs/perpetualDataHandler.js CHANGED
@@ -597,7 +597,7 @@ class PerpetualDataHandler {
597
597
  fTargetDFSize: (0, d8XMath_1.ABK64x64ToFloat)(BigInt(orig.fTargetDFSize)),
598
598
  fkStar: (0, d8XMath_1.ABK64x64ToFloat)(BigInt(orig.fkStar)),
599
599
  fAMMTargetDD: (0, d8XMath_1.ABK64x64ToFloat)(BigInt(orig.fAMMTargetDD)),
600
- perpFlags: Number(orig.perpFlags?.toString()),
600
+ perpFlags: BigInt(orig.perpFlags?.toString()),
601
601
  fMinimalTraderExposureEMA: (0, d8XMath_1.ABK64x64ToFloat)(BigInt(orig.fMinimalTraderExposureEMA)),
602
602
  fMinimalAMMExposureEMA: (0, d8XMath_1.ABK64x64ToFloat)(BigInt(orig.fMinimalAMMExposureEMA)),
603
603
  fSettlementS3PriceData: (0, d8XMath_1.ABK64x64ToFloat)(BigInt(orig.fSettlementS3PriceData)),
package/dist/cjs/version.d.ts CHANGED
@@ -1 +1 @@
1
- export declare const D8X_SDK_VERSION = "2.0.4-alpha";
1
+ export declare const D8X_SDK_VERSION = "2.0.6-alpha";
package/dist/cjs/version.js CHANGED
@@ -1,5 +1,5 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
3
  exports.D8X_SDK_VERSION = void 0;
4
- exports.D8X_SDK_VERSION = "2.0.4-alpha";
4
+ exports.D8X_SDK_VERSION = "2.0.6-alpha";
5
5
  //# sourceMappingURL=version.js.map
package/dist/esm/liquidatorTool.js CHANGED
@@ -211,7 +211,11 @@ export default class LiquidatorTool extends WriteAccessHandler {
211
211
  const pos = ABK64x64ToFloat(traderState[idx_marginAccountPositionBC]);
212
212
  const marginbalance = ABK64x64ToFloat(traderState[idx_marginBalance]);
213
213
  const coll2quote = ABK64x64ToFloat(traderState[idx_collateralToQuoteConversion]);
214
- const base2collateral = indexPrices[0] / coll2quote;
214
+ let base2collateral = indexPrices[0] / coll2quote;
215
+ if (this.isPredictionMarket(symbol)) {
216
+ // flat margin rate for prediction markets
217
+ base2collateral = 1;
218
+ }
215
219
  const threshold = Math.abs(pos * base2collateral * maintMgnRate);
216
220
  return marginbalance >= threshold;
217
221
  }
package/dist/esm/liquidatorTool.js.map CHANGED
@@ -1 +1 @@
1
- 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package/dist/esm/nodeSDKTypes.d.ts CHANGED
@@ -368,7 +368,7 @@ export interface PerpetualData {
368
368
  fTargetDFSize: number;
369
369
  fkStar: number;
370
370
  fAMMTargetDD: number;
371
- perpFlags: number;
371
+ perpFlags: bigint;
372
372
  fMinimalTraderExposureEMA: number;
373
373
  fMinimalAMMExposureEMA: number;
374
374
  fSettlementS3PriceData: number;
package/dist/esm/perpetualDataHandler.js CHANGED
@@ -592,7 +592,7 @@ export default class PerpetualDataHandler {
592
592
  fTargetDFSize: ABK64x64ToFloat(BigInt(orig.fTargetDFSize)),
593
593
  fkStar: ABK64x64ToFloat(BigInt(orig.fkStar)),
594
594
  fAMMTargetDD: ABK64x64ToFloat(BigInt(orig.fAMMTargetDD)),
595
- perpFlags: Number(orig.perpFlags?.toString()),
595
+ perpFlags: BigInt(orig.perpFlags?.toString()),
596
596
  fMinimalTraderExposureEMA: ABK64x64ToFloat(BigInt(orig.fMinimalTraderExposureEMA)),
597
597
  fMinimalAMMExposureEMA: ABK64x64ToFloat(BigInt(orig.fMinimalAMMExposureEMA)),
598
598
  fSettlementS3PriceData: ABK64x64ToFloat(BigInt(orig.fSettlementS3PriceData)),
package/dist/esm/version.d.ts CHANGED
@@ -1 +1 @@
1
- export declare const D8X_SDK_VERSION = "2.0.4-alpha";
1
+ export declare const D8X_SDK_VERSION = "2.0.6-alpha";
package/dist/esm/version.js CHANGED
@@ -1,2 +1,2 @@
1
- export const D8X_SDK_VERSION = "2.0.4-alpha";
1
+ export const D8X_SDK_VERSION = "2.0.6-alpha";
2
2
  //# sourceMappingURL=version.js.map
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@d8x/perpetuals-sdk",
3
- "version": "2.0.4-alpha",
3
+ "version": "2.0.6-alpha",
4
4
  "description": "Node TypeScript SDK for D8X Perpetual Futures",
5
5
  "author": "D8X",
6
6
  "homepage": "https://github.com/D8-X/d8x-futures-node-sdk#readme",
package/src/liquidatorTool.ts CHANGED
@@ -241,7 +241,11 @@ export default class LiquidatorTool extends WriteAccessHandler {
241
241
  const pos = ABK64x64ToFloat(traderState[idx_marginAccountPositionBC]);
242
242
  const marginbalance = ABK64x64ToFloat(traderState[idx_marginBalance]);
243
243
  const coll2quote = ABK64x64ToFloat(traderState[idx_collateralToQuoteConversion]);
244
- const base2collateral = indexPrices[0] / coll2quote;
244
+ let base2collateral = indexPrices[0] / coll2quote;
245
+ if (this.isPredictionMarket(symbol)) {
246
+ // flat margin rate for prediction markets
247
+ base2collateral = 1;
248
+ }
245
249
  const threshold = Math.abs(pos * base2collateral * maintMgnRate);
246
250
  return marginbalance >= threshold;
247
251
  }
package/src/nodeSDKTypes.ts CHANGED
@@ -450,7 +450,7 @@ export interface PerpetualData {
450
450
  fkStar: number; // signed trade size that minimizes the AMM risk
451
451
  //------- 8
452
452
  fAMMTargetDD: number; // parameter: target distance to default (=inverse of default probability)
453
- perpFlags: number; // parameter: flags for perpetual
453
+ perpFlags: bigint; // parameter: flags for perpetual
454
454
  //------- 9
455
455
  fMinimalTraderExposureEMA: number; // parameter: minimal value for fCurrentTraderExposureEMA that we don't want to undershoot
456
456
  fMinimalAMMExposureEMA: number; // parameter: minimal abs value for fCurrentAMMExposureEMA that we don't want to undershoot
package/src/perpetualDataHandler.ts CHANGED
@@ -780,7 +780,7 @@ export default class PerpetualDataHandler {
780
780
  fTargetDFSize: ABK64x64ToFloat(BigInt(orig.fTargetDFSize)), // target default fund size
781
781
  fkStar: ABK64x64ToFloat(BigInt(orig.fkStar)), // signed trade size that minimizes the AMM risk
782
782
  fAMMTargetDD: ABK64x64ToFloat(BigInt(orig.fAMMTargetDD)), // parameter: target distance to default (=inverse of default probability)
783
- perpFlags: Number(orig.perpFlags?.toString()), // flags for perpetual
783
+ perpFlags: BigInt(orig.perpFlags?.toString()), // flags for perpetual
784
784
  fMinimalTraderExposureEMA: ABK64x64ToFloat(BigInt(orig.fMinimalTraderExposureEMA)), // parameter: minimal value for fCurrentTraderExposureEMA that we don't want to undershoot
785
785
  fMinimalAMMExposureEMA: ABK64x64ToFloat(BigInt(orig.fMinimalAMMExposureEMA)), // parameter: minimal abs value for fCurrentAMMExposureEMA that we don't want to undershoot
786
786
  fSettlementS3PriceData: ABK64x64ToFloat(BigInt(orig.fSettlementS3PriceData)), //quanto index
package/src/version.ts CHANGED
@@ -1 +1 @@
1
- export const D8X_SDK_VERSION = "2.0.4-alpha";
1
+ export const D8X_SDK_VERSION = "2.0.6-alpha";