@d8x/perpetuals-sdk 2.0.8-alpha → 2.0.10-alpha

package/src/abi/IPerpetualManager.json

@@ -2694,6 +2694,52 @@
     "stateMutability": "view",
     "type": "function"
   },
+  {
+    "inputs": [
+      {
+        "internalType": "uint24[]",
+        "name": "_perpetualIds",
+        "type": "uint24[]"
+      },
+      {
+        "internalType": "address",
+        "name": "_traderAddress",
+        "type": "address"
+      }
+    ],
+    "name": "getMarginAccounts",
+    "outputs": [
+      {
+        "components": [
+          {
+            "internalType": "int128",
+            "name": "fLockedInValueQC",
+            "type": "int128"
+          },
+          {
+            "internalType": "int128",
+            "name": "fCashCC",
+            "type": "int128"
+          },
+          {
+            "internalType": "int128",
+            "name": "fPositionBC",
+            "type": "int128"
+          },
+          {
+            "internalType": "int128",
+            "name": "fUnitAccumulatedFundingStart",
+            "type": "int128"
+          }
+        ],
+        "internalType": "struct PerpStorage.MarginAccount[]",
+        "name": "",
+        "type": "tuple[]"
+      }
+    ],
+    "stateMutability": "view",
+    "type": "function"
+  },
   {
     "inputs": [
       {

package/src/abi-zkevm/IPerpetualManager.json

@@ -3036,7 +3036,7 @@
           },
           {
             "internalType": "int128",
-            "name": "fAMMMinSizeCC",
+            "name": "perpFlags",
             "type": "int128"
           },
           {
@@ -3443,7 +3443,7 @@
           },
           {
             "internalType": "int128",
-            "name": "fAMMMinSizeCC",
+            "name": "perpFlags",
             "type": "int128"
           },
           {

package/src/contracts/IPerpetualManager.ts

@@ -467,6 +467,7 @@ export interface IPerpetualManagerInterface extends Interface {
       | "getLiquidityPool"
       | "getLiquidityPools"
       | "getMarginAccount"
+      | "getMarginAccounts"
       | "getMaxSignedOpenTradeSizeForPos"
       | "getNextLiquidatableTrader"
       | "getOracleFactory"
@@ -814,6 +815,10 @@ export interface IPerpetualManagerInterface extends Interface {
     functionFragment: "getMarginAccount",
     values: [BigNumberish, AddressLike]
   ): string;
+  encodeFunctionData(
+    functionFragment: "getMarginAccounts",
+    values: [BigNumberish[], AddressLike]
+  ): string;
   encodeFunctionData(
     functionFragment: "getMaxSignedOpenTradeSizeForPos",
     values: [BigNumberish, BigNumberish, boolean]
@@ -1355,6 +1360,10 @@ export interface IPerpetualManagerInterface extends Interface {
     functionFragment: "getMarginAccount",
     data: BytesLike
   ): Result;
+  decodeFunctionResult(
+    functionFragment: "getMarginAccounts",
+    data: BytesLike
+  ): Result;
   decodeFunctionResult(
     functionFragment: "getMaxSignedOpenTradeSizeForPos",
     data: BytesLike
@@ -2872,6 +2881,12 @@ export interface IPerpetualManager extends BaseContract {
     "view"
   >;
 
+  getMarginAccounts: TypedContractMethod<
+    [_perpetualIds: BigNumberish[], _traderAddress: AddressLike],
+    [PerpStorage.MarginAccountStructOutput[]],
+    "view"
+  >;
+
   getMaxSignedOpenTradeSizeForPos: TypedContractMethod<
     [
       _perpetualId: BigNumberish,
@@ -3772,6 +3787,13 @@ export interface IPerpetualManager extends BaseContract {
     [PerpStorage.MarginAccountStructOutput],
     "view"
   >;
+  getFunction(
+    nameOrSignature: "getMarginAccounts"
+  ): TypedContractMethod<
+    [_perpetualIds: BigNumberish[], _traderAddress: AddressLike],
+    [PerpStorage.MarginAccountStructOutput[]],
+    "view"
+  >;
   getFunction(
     nameOrSignature: "getMaxSignedOpenTradeSizeForPos"
   ): TypedContractMethod<

package/src/contracts/factories/IPerpetualManager__factory.ts

@@ -2704,6 +2704,52 @@ const _abi = [
     stateMutability: "view",
     type: "function",
   },
+  {
+    inputs: [
+      {
+        internalType: "uint24[]",
+        name: "_perpetualIds",
+        type: "uint24[]",
+      },
+      {
+        internalType: "address",
+        name: "_traderAddress",
+        type: "address",
+      },
+    ],
+    name: "getMarginAccounts",
+    outputs: [
+      {
+        components: [
+          {
+            internalType: "int128",
+            name: "fLockedInValueQC",
+            type: "int128",
+          },
+          {
+            internalType: "int128",
+            name: "fCashCC",
+            type: "int128",
+          },
+          {
+            internalType: "int128",
+            name: "fPositionBC",
+            type: "int128",
+          },
+          {
+            internalType: "int128",
+            name: "fUnitAccumulatedFundingStart",
+            type: "int128",
+          },
+        ],
+        internalType: "struct PerpStorage.MarginAccount[]",
+        name: "",
+        type: "tuple[]",
+      },
+    ],
+    stateMutability: "view",
+    type: "function",
+  },
   {
     inputs: [
       {

package/src/marketData.ts

@@ -601,6 +601,7 @@ export default class MarketData extends PerpetualDataHandler {
     const perpetualState = PerpetualDataHandler._parseAMMState(
       order.symbol,
       ammState,
+      [0n, 0n], // not used below
       indexPriceInfo,
       this.symbolToPerpStaticInfo
     );
@@ -1505,7 +1506,7 @@ export default class MarketData extends PerpetualDataHandler {
     indexPriceInfo?: [number, number, boolean, boolean],
     overrides?: Overrides
   ): Promise<PerpetualState> {
-    if (this.proxyContract == null) {
+    if (this.proxyContract == null || this.multicall == null) {
       throw Error("no proxy contract initialized. Use createProxyInstance().");
     }
     if (indexPriceInfo == undefined) {
@@ -1516,6 +1517,7 @@ export default class MarketData extends PerpetualDataHandler {
       symbol,
       this.symbolToPerpStaticInfo,
       this.proxyContract,
+      this.multicall,
       indexPriceInfo,
       overrides
     );
@@ -1996,6 +1998,7 @@ export default class MarketData extends PerpetualDataHandler {
     let iFrom = 1;
     let poolStates: Array<PoolState> = [];
     let perpStates: Array<PerpetualState> = [];
+    let longShort: Array<[bigint, bigint]> = [];
     while (iFrom <= numPools) {
       const proxyCalls: Multicall3.Call3Struct[] = [
         // getLiquidityPools
@@ -2012,7 +2015,16 @@ export default class MarketData extends PerpetualDataHandler {
             _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(), // from-to does not include "to"
+            ZERO_ADDRESS,
+          ]),
+        },
       ];
+
       // multicall
       const encodedResults = await _multicall.aggregate3.staticCall(proxyCalls, overrides || {});
       const pools = _proxyContract.interface.decodeFunctionResult(
@@ -2022,15 +2034,32 @@ export default class MarketData extends PerpetualDataHandler {
       const perps = _proxyContract.interface.decodeFunctionResult(
         "getPerpetuals",
         encodedResults[1].returnData
-      )[0] as any[];
-
+      )[0] as PerpStorage.PerpetualDataStructOutput[];
+      const margins = _proxyContract.interface.decodeFunctionResult(
+        "getMarginAccounts",
+        encodedResults[2].returnData
+      )[0] as PerpStorage.MarginAccountStructOutput[];
+      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 };
   }
 
+  protected static _marginAccountsToPosBC(
+    ms: PerpStorage.MarginAccountStructOutput[],
+    p: PerpStorage.PerpetualDataStructOutput[]
+  ): Array<[bigint, bigint]> {
+    let longShort = new Array<[bigint, bigint]>();
+    for (let k = 0; k < ms.length; k++) {
+      const oi = p[k].fOpenInterest;
+      const ammPos = ms[k].fPositionBC;
+      longShort.push(PerpetualDataHandler._oiAndAmmPosToLongShort(oi, ammPos));
+    }
+    return longShort;
+  }
+
   /**
    * Parse liquidity pool state obtained on-chain
    * @param _liquidityPools
@@ -2068,21 +2097,29 @@ export default class MarketData extends PerpetualDataHandler {
    */
   protected static _perpetualDataToPerpetualState(
     _perpetuals: any[],
+    _longShortBC: [bigint, bigint][],
     _symbolList: Map<string, string>
   ): PerpetualState[] {
-    const perpStates = _perpetuals.map((perp) => ({
-      id: Number(perp.id!),
-      state: PERP_STATE_STR[perp.state!],
-      baseCurrency: contractSymbolToSymbol(perp.S2BaseCCY!, _symbolList)!,
-      quoteCurrency: contractSymbolToSymbol(perp.S2QuoteCCY!, _symbolList)!,
-      indexPrice: 0, //fill later
-      collToQuoteIndexPrice: 0, //fill later
-      markPrice: ABK64x64ToFloat(perp.currentMarkPremiumRate!.fPrice), // fill later: indexS2 * (1 + markPremiumRate),
-      midPrice: 0, // fill later
-      currentFundingRateBps: 1e4 * ABK64x64ToFloat(perp.fCurrentFundingRate!),
-      openInterestBC: ABK64x64ToFloat(perp.fOpenInterest!),
-      isMarketClosed: false, //fill later
-    }));
+    const perpStates = new Array<PerpetualState>();
+    for (let k = 0; k < _perpetuals.length; k++) {
+      const perp = _perpetuals[k];
+      perpStates.push({
+        //PerpetualState
+        id: Number(perp.id!),
+        state: PERP_STATE_STR[perp.state!],
+        baseCurrency: contractSymbolToSymbol(perp.S2BaseCCY!, _symbolList)!,
+        quoteCurrency: contractSymbolToSymbol(perp.S2QuoteCCY!, _symbolList)!,
+        indexPrice: 0, //fill later
+        collToQuoteIndexPrice: 0, //fill later
+        markPrice: ABK64x64ToFloat(perp.currentMarkPremiumRate!.fPrice), // fill later: indexS2 * (1 + markPremiumRate),
+        midPrice: 0, // fill later
+        currentFundingRateBps: 1e4 * ABK64x64ToFloat(perp.fCurrentFundingRate!),
+        openInterestBC: ABK64x64ToFloat(perp.fOpenInterest!),
+        isMarketClosed: false, //fill later
+        longBC: ABK64x64ToFloat(_longShortBC[k][0]),
+        shortBC: ABK64x64ToFloat(_longShortBC[k][1]),
+      });
+    }
     return perpStates;
   }
 

package/src/nodeSDKTypes.ts

@@ -150,6 +150,8 @@ export interface PerpetualState {
   midPrice: number;
   currentFundingRateBps: number;
   openInterestBC: number;
+  longBC: number;
+  shortBC: number;
   isMarketClosed: boolean;
 }
 
@@ -495,3 +497,32 @@ export interface LiquidityPoolData {
   totalSupplyShareToken: number; // state
   fBrokerFundCashCC: number; // state: amount of cash in broker fund
 }
+
+// referral types:
+export const referralDomain = {
+  name: "Referral System",
+};
+export const 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" },
+  ],
+};

package/src/perpetualDataHandler.ts

@@ -648,7 +648,7 @@ export default class PerpetualDataHandler {
           referralRebate: 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);
       }
@@ -780,7 +780,7 @@ export default class PerpetualDataHandler {
         fTargetDFSize: ABK64x64ToFloat(BigInt(orig.fTargetDFSize)), // target default fund size
         fkStar: ABK64x64ToFloat(BigInt(orig.fkStar)), // signed trade size that minimizes the AMM risk
         fAMMTargetDD: ABK64x64ToFloat(BigInt(orig.fAMMTargetDD)), // parameter: target distance to default (=inverse of default probability)
-        perpFlags: BigInt(orig.perpFlags?.toString()), // flags for perpetual
+        perpFlags: BigInt(orig.perpFlags?.toString() ?? 0), // flags for perpetual
         fMinimalTraderExposureEMA: ABK64x64ToFloat(BigInt(orig.fMinimalTraderExposureEMA)), // parameter: minimal value for fCurrentTraderExposureEMA that we don't want to undershoot
         fMinimalAMMExposureEMA: ABK64x64ToFloat(BigInt(orig.fMinimalAMMExposureEMA)), // parameter: minimal abs value for fCurrentAMMExposureEMA that we don't want to undershoot
         fSettlementS3PriceData: ABK64x64ToFloat(BigInt(orig.fSettlementS3PriceData)), //quanto index
@@ -1172,6 +1172,7 @@ export default class PerpetualDataHandler {
     symbol: string,
     symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>,
     _proxyContract: Contract,
+    _multicall: Multicall3,
     indexPrices: [number, number, boolean, boolean],
     overrides?: Overrides
   ): Promise<PerpetualState> {
@@ -1183,17 +1184,56 @@ export default class PerpetualDataHandler {
     } else if (staticInfo.collateralCurrencyType == CollaterlCCY.QUOTE) {
       S3 = 1;
     }
-    let ammState = await _proxyContract.getAMMState(
-      perpId,
-      [S2, S3].map(floatToABK64x64) as [bigint, bigint],
-      overrides || {}
-    );
-    return PerpetualDataHandler._parseAMMState(symbol, ammState, indexPrices, symbolToPerpStaticInfo);
+    // multicall
+    const proxyCalls: Multicall3.Call3Struct[] = [
+      {
+        target: _proxyContract.target,
+        allowFailure: false,
+        callData: _proxyContract.interface.encodeFunctionData("getAMMState", [
+          perpId,
+          [S2, S3].map(floatToABK64x64) as [bigint, bigint],
+        ]),
+      },
+      {
+        target: _proxyContract.target,
+        allowFailure: false,
+        callData: _proxyContract.interface.encodeFunctionData("getMarginAccounts", [[perpId], 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] as any;
+
+    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
+   */
+  protected static _oiAndAmmPosToLongShort(oi: bigint, ammPos: bigint): [bigint, bigint] {
+    let short, long: bigint;
+    if (ammPos > 0n) {
+      short = oi;
+      long = oi - ammPos;
+    } else {
+      long = oi;
+      short = oi + ammPos;
+    }
+    return [long, short];
   }
 
   protected static _parseAMMState(
     symbol: string,
     ammState: bigint[],
+    longShort: [bigint, bigint],
     indexPrices: [number, number, boolean, boolean],
     symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>
   ) {
@@ -1219,6 +1259,8 @@ export default class PerpetualDataHandler {
       currentFundingRateBps: ABK64x64ToFloat(ammState[14]) * 1e4,
       openInterestBC: ABK64x64ToFloat(ammState[11]),
       isMarketClosed: indexPrices[2] || indexPrices[3],
+      longBC: ABK64x64ToFloat(longShort[0]),
+      shortBC: ABK64x64ToFloat(longShort[1]),
     };
     return state;
   }
@@ -1374,10 +1416,10 @@ export default class PerpetualDataHandler {
       leverage: Number(order.leverageTDR) / 100,
       deadline: Number(order.iDeadline),
       executionTimestamp: Number(order.executionTimestamp),
-      submittedTimestamp: "submittedTimestamp" in order ? Number(order.submittedTimestamp) : undefined,
+      submittedTimestamp: order["submittedTimestamp"] ? Number(order["submittedTimestamp"]) : undefined,
       parentChildOrderIds:
-        "parentChildDigest1" && "parentChildDigest2" in order
-          ? [order.parentChildDigest1.toString(), order.parentChildDigest2.toString()]
+        order["parentChildDigest1"] && order["parentChildDigest2"]
+          ? [order["parentChildDigest1"].toString(), order["parentChildDigest2"].toString()]
           : undefined,
     };
     return userOrder;
@@ -1515,12 +1557,7 @@ export default class PerpetualDataHandler {
       executionTimestamp: obOrder.executionTimestamp,
     } as SmartContractOrder;
     const order = PerpetualDataHandler.fromSmartContractOrder(scOrder, perpStaticInfo);
-    if (
-      obOrder.parentChildDigest1.toString() != ZERO_ORDER_ID ||
-      obOrder.parentChildDigest2.toString() != ZERO_ORDER_ID
-    ) {
-      order.parentChildOrderIds = [obOrder.parentChildDigest1.toString(), obOrder.parentChildDigest2.toString()];
-    }
+    order.parentChildOrderIds = [obOrder.parentChildDigest1.toString(), obOrder.parentChildDigest2.toString()];
     return order;
   }