@d8x/perpetuals-sdk 2.0.7-alpha → 2.0.9-alpha

package/dist/cjs/marketData.js

@@ -442,7 +442,8 @@ class MarketData extends perpetualDataHandler_1.default {
         else {
             ammState = await this.proxyContract.getAMMState(perpId, fS2S3);
         }
-        const perpetualState = perpetualDataHandler_1.default._parseAMMState(order.symbol, ammState, indexPriceInfo, this.symbolToPerpStaticInfo);
+        const perpetualState = perpetualDataHandler_1.default._parseAMMState(order.symbol, ammState, [0n, 0n], // not used below
+        indexPriceInfo, this.symbolToPerpStaticInfo);
         let [S2, S3, Sm] = [perpetualState.indexPrice, perpetualState.collToQuoteIndexPrice, perpetualState.markPrice];
         // exchange fee based on this trader's address (volume, token holding, etc) and his broker address (if any)
         const exchangeFeeTbps = this.proxyContract.interface.decodeFunctionResult("queryExchangeFee", encodedResults[2].returnData)[0];
@@ -1167,14 +1168,14 @@ class MarketData extends perpetualDataHandler_1.default {
      * @returns {PerpetualState} PerpetualState copy
      */
     async getPerpetualState(symbol, indexPriceInfo, overrides) {
-        if (this.proxyContract == null) {
+        if (this.proxyContract == null || this.multicall == null) {
             throw Error("no proxy contract initialized. Use createProxyInstance().");
         }
         if (indexPriceInfo == undefined) {
             let obj = await this.priceFeedGetter.fetchPricesForPerpetual(symbol);
             indexPriceInfo = [obj.idxPrices[0], obj.idxPrices[1], obj.mktClosed[0], obj.mktClosed[1]];
         }
-        let state = await perpetualDataHandler_1.default._queryPerpetualState(symbol, this.symbolToPerpStaticInfo, this.proxyContract, indexPriceInfo, overrides);
+        let state = await perpetualDataHandler_1.default._queryPerpetualState(symbol, this.symbolToPerpStaticInfo, this.proxyContract, this.multicall, indexPriceInfo, overrides);
         return state;
     }
     /**
@@ -1574,6 +1575,7 @@ class MarketData extends perpetualDataHandler_1.default {
         let iFrom = 1;
         let poolStates = [];
         let perpStates = [];
+        let longShort = [];
         while (iFrom <= numPools) {
             const proxyCalls = [
                 // getLiquidityPools
@@ -1590,17 +1592,36 @@ class MarketData extends perpetualDataHandler_1.default {
                         _nestedPerpetualIDs.slice(iFrom - 1, iFrom + chunkSize - 1).flat(), // from-to does not include "to"
                     ]),
                 },
+                {
+                    target: _proxyContract.target,
+                    allowFailure: false,
+                    callData: _proxyContract.interface.encodeFunctionData("getMarginAccounts", [
+                        _nestedPerpetualIDs.slice(iFrom - 1, iFrom + chunkSize - 1).flat(),
+                        constants_1.ZERO_ADDRESS,
+                    ]),
+                },
             ];
             // multicall
             const encodedResults = await _multicall.aggregate3.staticCall(proxyCalls, overrides || {});
             const pools = _proxyContract.interface.decodeFunctionResult("getLiquidityPools", encodedResults[0].returnData)[0];
             const perps = _proxyContract.interface.decodeFunctionResult("getPerpetuals", encodedResults[1].returnData)[0];
+            const margins = _proxyContract.interface.decodeFunctionResult("getMarginAccounts", encodedResults[2].returnData)[0];
+            longShort = longShort.concat(MarketData._marginAccountsToPosBC(margins, perps));
             poolStates = poolStates.concat(MarketData._poolDataToPoolState(pools, _poolStaticInfos));
-            perpStates = perpStates.concat(MarketData._perpetualDataToPerpetualState(perps, _symbolList));
+            perpStates = perpStates.concat(MarketData._perpetualDataToPerpetualState(perps, longShort, _symbolList));
             iFrom = iFrom + chunkSize + 1;
         }
         return { pools: poolStates, perpetuals: perpStates };
     }
+    static _marginAccountsToPosBC(ms, p) {
+        let longShort = new Array();
+        for (let k = 0; k < ms.length; k++) {
+            const oi = p[k].fOpenInterest;
+            const ammPos = ms[k].fPositionBC;
+            longShort.push(perpetualDataHandler_1.default._oiAndAmmPosToLongShort(oi, ammPos));
+        }
+        return longShort;
+    }
     /**
      * Parse liquidity pool state obtained on-chain
      * @param _liquidityPools
@@ -1629,20 +1650,27 @@ class MarketData extends perpetualDataHandler_1.default {
      * @param _symbolList
      * @ignore
      */
-    static _perpetualDataToPerpetualState(_perpetuals, _symbolList) {
-        const perpStates = _perpetuals.map((perp) => ({
-            id: Number(perp.id),
-            state: constants_1.PERP_STATE_STR[perp.state],
-            baseCurrency: (0, utils_1.contractSymbolToSymbol)(perp.S2BaseCCY, _symbolList),
-            quoteCurrency: (0, utils_1.contractSymbolToSymbol)(perp.S2QuoteCCY, _symbolList),
-            indexPrice: 0,
-            collToQuoteIndexPrice: 0,
-            markPrice: (0, d8XMath_1.ABK64x64ToFloat)(perp.currentMarkPremiumRate.fPrice),
-            midPrice: 0,
-            currentFundingRateBps: 1e4 * (0, d8XMath_1.ABK64x64ToFloat)(perp.fCurrentFundingRate),
-            openInterestBC: (0, d8XMath_1.ABK64x64ToFloat)(perp.fOpenInterest),
-            isMarketClosed: false, //fill later
-        }));
+    static _perpetualDataToPerpetualState(_perpetuals, _longShortBC, _symbolList) {
+        const perpStates = new Array();
+        for (let k = 0; k < _perpetuals.length; k++) {
+            const perp = _perpetuals[k];
+            perpStates.push({
+                //PerpetualState
+                id: Number(perp.id),
+                state: constants_1.PERP_STATE_STR[perp.state],
+                baseCurrency: (0, utils_1.contractSymbolToSymbol)(perp.S2BaseCCY, _symbolList),
+                quoteCurrency: (0, utils_1.contractSymbolToSymbol)(perp.S2QuoteCCY, _symbolList),
+                indexPrice: 0,
+                collToQuoteIndexPrice: 0,
+                markPrice: (0, d8XMath_1.ABK64x64ToFloat)(perp.currentMarkPremiumRate.fPrice),
+                midPrice: 0,
+                currentFundingRateBps: 1e4 * (0, d8XMath_1.ABK64x64ToFloat)(perp.fCurrentFundingRate),
+                openInterestBC: (0, d8XMath_1.ABK64x64ToFloat)(perp.fOpenInterest),
+                isMarketClosed: false,
+                longBC: (0, d8XMath_1.ABK64x64ToFloat)(_longShortBC[k][0]),
+                shortBC: (0, d8XMath_1.ABK64x64ToFloat)(_longShortBC[k][1]),
+            });
+        }
         return perpStates;
     }
     /**

package/dist/cjs/marketData.js.map

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package/dist/cjs/nodeSDKTypes.d.ts

@@ -122,6 +122,8 @@ export interface PerpetualState {
     midPrice: number;
     currentFundingRateBps: number;
     openInterestBC: number;
+    longBC: number;
+    shortBC: number;
     isMarketClosed: boolean;
 }
 export interface OrderResponse {
@@ -407,3 +409,17 @@ export interface LiquidityPoolData {
     totalSupplyShareToken: number;
     fBrokerFundCashCC: number;
 }
+export declare const referralTypes: {
+    NewCode: {
+        name: string;
+        type: string;
+    }[];
+    NewReferral: {
+        name: string;
+        type: string;
+    }[];
+    CodeSelection: {
+        name: string;
+        type: string;
+    }[];
+};

package/dist/cjs/nodeSDKTypes.js

@@ -1,3 +1,29 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
+exports.referralTypes = void 0;
+// referral types:
+exports.referralTypes = {
+    //  ["string", "address", "uint32", "uint256"],
+    //  [rc.code, rc.referrerAddr, passOnPercTwoDigitsFormat, Math.round(rc.createdOn)]
+    NewCode: [
+        { name: "code", type: "string" },
+        { name: "referrerAddr", type: "address" },
+        { name: "passOnPercTDF", type: "uint32" },
+        { name: "createdOn", type: "uint256" },
+    ],
+    // ["address", "address", "uint32", "uint256"],
+    // [rc.parentAddr, rc.referToAddr, passOnPercTwoDigitsFormat, Math.round(rc.createdOn)]
+    NewReferral: [
+        { name: "parentAddr", type: "address" },
+        { name: "referToAddr", type: "address" },
+        { name: "passOnPercTDF", type: "uint32" },
+        { name: "createdOn", type: "uint256" },
+    ],
+    // ["string", "address", "uint256"], [rc.code, rc.traderAddr, Math.round(rc.createdOn)]
+    CodeSelection: [
+        { name: "code", type: "string" },
+        { name: "traderAddr", type: "address" },
+        { name: "createdOn", type: "uint256" },
+    ],
+};
 //# sourceMappingURL=nodeSDKTypes.js.map

package/dist/cjs/nodeSDKTypes.js.map

@@ -1 +1 @@
-{"version":3,"file":"nodeSDKTypes.js","sourceRoot":"","sources":["../../src/nodeSDKTypes.ts"],"names":[],"mappings":""}
+{"version":3,"file":"nodeSDKTypes.js","sourceRoot":"","sources":["../../src/nodeSDKTypes.ts"],"names":[],"mappings":";;;AAofA,kBAAkB;AAEL,QAAA,aAAa,GAAG;IAC3B,+CAA+C;IAC/C,mFAAmF;IACnF,OAAO,EAAE;QACP,EAAE,IAAI,EAAE,MAAM,EAAE,IAAI,EAAE,QAAQ,EAAE;QAChC,EAAE,IAAI,EAAE,cAAc,EAAE,IAAI,EAAE,SAAS,EAAE;QACzC,EAAE,IAAI,EAAE,eAAe,EAAE,IAAI,EAAE,QAAQ,EAAE;QACzC,EAAE,IAAI,EAAE,WAAW,EAAE,IAAI,EAAE,SAAS,EAAE;KACvC;IACD,+CAA+C;IAC/C,uFAAuF;IACvF,WAAW,EAAE;QACX,EAAE,IAAI,EAAE,YAAY,EAAE,IAAI,EAAE,SAAS,EAAE;QACvC,EAAE,IAAI,EAAE,aAAa,EAAE,IAAI,EAAE,SAAS,EAAE;QACxC,EAAE,IAAI,EAAE,eAAe,EAAE,IAAI,EAAE,QAAQ,EAAE;QACzC,EAAE,IAAI,EAAE,WAAW,EAAE,IAAI,EAAE,SAAS,EAAE;KACvC;IACD,uFAAuF;IACvF,aAAa,EAAE;QACb,EAAE,IAAI,EAAE,MAAM,EAAE,IAAI,EAAE,QAAQ,EAAE;QAChC,EAAE,IAAI,EAAE,YAAY,EAAE,IAAI,EAAE,SAAS,EAAE;QACvC,EAAE,IAAI,EAAE,WAAW,EAAE,IAAI,EAAE,SAAS,EAAE;KACvC;CACF,CAAC"}

package/dist/cjs/perpetualDataHandler.d.ts

@@ -304,8 +304,15 @@ export default class PerpetualDataHandler {
     static getMarginAccounts(traderAddrs: string[], symbols: string[], symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _multicall: Multicall3, _proxyContract: Contract, _pxS2S3s: number[][], overrides?: Overrides): Promise<MarginAccount[]>;
     protected static _queryPerpetualPrice(symbol: string, tradeAmount: number, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: Contract, indexPrices: [number, number], overrides?: Overrides): Promise<number>;
     protected static _queryPerpetualMarkPrice(symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: Contract, indexPrices: [number, number], overrides?: Overrides): Promise<number>;
-    protected static _queryPerpetualState(symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: Contract, indexPrices: [number, number, boolean, boolean], overrides?: Overrides): Promise<PerpetualState>;
-    protected static _parseAMMState(symbol: string, ammState: bigint[], indexPrices: [number, number, boolean, boolean], symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>): PerpetualState;
+    protected static _queryPerpetualState(symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: Contract, _multicall: Multicall3, indexPrices: [number, number, boolean, boolean], overrides?: Overrides): Promise<PerpetualState>;
+    /**
+     * Calculate long and short exposures from open interest and long/short
+     * @param oi open interest
+     * @param ammPos amm net exposure
+     * @returns long, short exposure
+     */
+    protected static _oiAndAmmPosToLongShort(oi: bigint, ammPos: bigint): [bigint, bigint];
+    protected static _parseAMMState(symbol: string, ammState: bigint[], longShort: [bigint, bigint], indexPrices: [number, number, boolean, boolean], symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>): PerpetualState;
     /**
      * Liquidation price
      * @param symbol symbol of the form BTC-USD-MATIC

package/dist/cjs/perpetualDataHandler.js

@@ -479,7 +479,7 @@ class PerpetualDataHandler {
                     referralRebate: (0, d8XMath_1.ABK64x64ToFloat)(perpInfos[j].fReferralRebateCC),
                     priceIds: perpInfos[j].priceIds,
                     isPyth: perpInfos[j].isPyth,
-                    perpFlags: BigInt(perpInfos[j].perpFlags.toString()),
+                    perpFlags: BigInt(perpInfos[j].perpFlags?.toString() ?? 0),
                 };
                 infoArr.push(info);
             }
@@ -597,7 +597,7 @@ class PerpetualDataHandler {
                 fTargetDFSize: (0, d8XMath_1.ABK64x64ToFloat)(BigInt(orig.fTargetDFSize)),
                 fkStar: (0, d8XMath_1.ABK64x64ToFloat)(BigInt(orig.fkStar)),
                 fAMMTargetDD: (0, d8XMath_1.ABK64x64ToFloat)(BigInt(orig.fAMMTargetDD)),
-                perpFlags: BigInt(orig.perpFlags?.toString()),
+                perpFlags: BigInt(orig.perpFlags?.toString() ?? 0),
                 fMinimalTraderExposureEMA: (0, d8XMath_1.ABK64x64ToFloat)(BigInt(orig.fMinimalTraderExposureEMA)),
                 fMinimalAMMExposureEMA: (0, d8XMath_1.ABK64x64ToFloat)(BigInt(orig.fMinimalAMMExposureEMA)),
                 fSettlementS3PriceData: (0, d8XMath_1.ABK64x64ToFloat)(BigInt(orig.fSettlementS3PriceData)),
@@ -896,7 +896,7 @@ class PerpetualDataHandler {
         // ammState[6] == S2 == indexPrices[0] up to rounding errors (indexPrices is most accurate)
         return indexPrices[0] * (1 + (0, d8XMath_1.ABK64x64ToFloat)(ammState[8]));
     }
-    static async _queryPerpetualState(symbol, symbolToPerpStaticInfo, _proxyContract, indexPrices, overrides) {
+    static async _queryPerpetualState(symbol, symbolToPerpStaticInfo, _proxyContract, _multicall, indexPrices, overrides) {
         let perpId = PerpetualDataHandler.symbolToPerpetualId(symbol, symbolToPerpStaticInfo);
         let staticInfo = symbolToPerpStaticInfo.get(symbol);
         let [S2, S3] = [indexPrices[0], indexPrices[1]];
@@ -906,10 +906,48 @@ class PerpetualDataHandler {
         else if (staticInfo.collateralCurrencyType == constants_1.CollaterlCCY.QUOTE) {
             S3 = 1;
         }
-        let ammState = await _proxyContract.getAMMState(perpId, [S2, S3].map(d8XMath_1.floatToABK64x64), overrides || {});
-        return PerpetualDataHandler._parseAMMState(symbol, ammState, indexPrices, symbolToPerpStaticInfo);
+        // multicall
+        const proxyCalls = [
+            {
+                target: _proxyContract.target,
+                allowFailure: false,
+                callData: _proxyContract.interface.encodeFunctionData("getAMMState", [
+                    perpId,
+                    [S2, S3].map(d8XMath_1.floatToABK64x64),
+                ]),
+            },
+            {
+                target: _proxyContract.target,
+                allowFailure: false,
+                callData: _proxyContract.interface.encodeFunctionData("getMarginAccounts", [[perpId], constants_1.ZERO_ADDRESS]),
+            },
+        ];
+        // multicall
+        const encodedResults = await _multicall.aggregate3.staticCall(proxyCalls, overrides || {});
+        let ammState = _proxyContract.interface.decodeFunctionResult("getAMMState", encodedResults[0].returnData)[0];
+        const margin = _proxyContract.interface.decodeFunctionResult("getMarginAccounts", encodedResults[1].returnData)[0];
+        let longShort = PerpetualDataHandler._oiAndAmmPosToLongShort(ammState[11], margin[0].fPositionBC);
+        return PerpetualDataHandler._parseAMMState(symbol, ammState, longShort, indexPrices, symbolToPerpStaticInfo);
+    }
+    /**
+     * Calculate long and short exposures from open interest and long/short
+     * @param oi open interest
+     * @param ammPos amm net exposure
+     * @returns long, short exposure
+     */
+    static _oiAndAmmPosToLongShort(oi, ammPos) {
+        let short, long;
+        if (ammPos > 0n) {
+            short = oi;
+            long = oi - ammPos;
+        }
+        else {
+            long = oi;
+            short = oi + ammPos;
+        }
+        return [long, short];
     }
-    static _parseAMMState(symbol, ammState, indexPrices, symbolToPerpStaticInfo) {
+    static _parseAMMState(symbol, ammState, longShort, indexPrices, symbolToPerpStaticInfo) {
         let perpId = PerpetualDataHandler.symbolToPerpetualId(symbol, symbolToPerpStaticInfo);
         let staticInfo = symbolToPerpStaticInfo.get(symbol);
         let ccy = symbol.split("-");
@@ -933,6 +971,8 @@ class PerpetualDataHandler {
             currentFundingRateBps: (0, d8XMath_1.ABK64x64ToFloat)(ammState[14]) * 1e4,
             openInterestBC: (0, d8XMath_1.ABK64x64ToFloat)(ammState[11]),
             isMarketClosed: indexPrices[2] || indexPrices[3],
+            longBC: (0, d8XMath_1.ABK64x64ToFloat)(longShort[0]),
+            shortBC: (0, d8XMath_1.ABK64x64ToFloat)(longShort[1]),
         };
         return state;
     }
@@ -1071,9 +1111,9 @@ class PerpetualDataHandler {
             leverage: Number(order.leverageTDR) / 100,
             deadline: Number(order.iDeadline),
             executionTimestamp: Number(order.executionTimestamp),
-            submittedTimestamp: "submittedTimestamp" in order ? Number(order.submittedTimestamp) : undefined,
-            parentChildOrderIds: "parentChildDigest1" && "parentChildDigest2" in order
-                ? [order.parentChildDigest1.toString(), order.parentChildDigest2.toString()]
+            submittedTimestamp: order["submittedTimestamp"] ? Number(order["submittedTimestamp"]) : undefined,
+            parentChildOrderIds: order["parentChildDigest1"] && order["parentChildDigest2"]
+                ? [order["parentChildDigest1"].toString(), order["parentChildDigest2"].toString()]
                 : undefined,
         };
         return userOrder;
@@ -1193,10 +1233,7 @@ class PerpetualDataHandler {
             executionTimestamp: obOrder.executionTimestamp,
         };
         const order = PerpetualDataHandler.fromSmartContractOrder(scOrder, perpStaticInfo);
-        if (obOrder.parentChildDigest1.toString() != constants_1.ZERO_ORDER_ID ||
-            obOrder.parentChildDigest2.toString() != constants_1.ZERO_ORDER_ID) {
-            order.parentChildOrderIds = [obOrder.parentChildDigest1.toString(), obOrder.parentChildDigest2.toString()];
-        }
+        order.parentChildOrderIds = [obOrder.parentChildDigest1.toString(), obOrder.parentChildDigest2.toString()];
         return order;
     }
     static _flagToOrderType(orderFlags, orderLimitPrice) {