@d8x/perpetuals-sdk 2.1.0-alpha2 → 2.1.1-alpha2

package/dist/esm/marketData.js

@@ -1,6 +1,6 @@
 import { Contract, formatUnits, Interface, JsonRpcProvider } from "ethers";
 import { BUY_SIDE, CLOSED_SIDE, COLLATERAL_CURRENCY_BASE, COLLATERAL_CURRENCY_QUANTO, ERC20_ABI, MULTICALL_ADDRESS, ORDER_TYPE_MARKET, PERP_STATE_STR, SELL_SIDE, ZERO_ADDRESS, ZERO_ORDER_ID, } from "./constants";
-import { ERC20__factory, Multicall3__factory, } from "./contracts";
+import { ERC20__factory, IPerpetualManager__factory, Multicall3__factory, } from "./contracts";
 import { ABK64x64ToFloat, dec18ToFloat, decNToFloat, floatToABK64x64, getDepositAmountForLvgTrade, getMaxSignedPositionSize, pmExchangeFee, pmFindMaxTradeSize, } from "./d8XMath";
 import PerpetualDataHandler from "./perpetualDataHandler";
 import { contractSymbolToSymbol, toBytes4 } from "./utils";
@@ -47,7 +47,7 @@ export default class MarketData extends PerpetualDataHandler {
             const mktData = providerOrMarketData;
             this.nodeURL = mktData.config.nodeURL;
             this.provider = new JsonRpcProvider(mktData.config.nodeURL, mktData.network, { staticNetwork: true });
-            this.proxyContract = new Contract(mktData.getProxyAddress(), this.config.proxyABI, this.provider);
+            this.proxyContract = IPerpetualManager__factory.connect(mktData.getProxyAddress(), this.provider);
             this.multicall = Multicall3__factory.connect(this.config.multicall ?? MULTICALL_ADDRESS, this.provider);
             ({
                 nestedPerpetualIDs: this.nestedPerpetualIDs,
@@ -101,7 +101,7 @@ export default class MarketData extends PerpetualDataHandler {
      * }
      * main();
      *
-     * @returns {Contract} read-only proxy instance
+     * @returns read-only proxy instance
      */
     getReadOnlyProxyInstance() {
         if (this.proxyContract == null) {
@@ -318,7 +318,7 @@ export default class MarketData extends PerpetualDataHandler {
         const isPredMkt = this.isPredictionMarket(symbol);
         // create all calls
         const perpId = PerpetualDataHandler.symbolToPerpetualId(symbol, this.symbolToPerpStaticInfo);
-        const [fS2, fS3, fEma] = [indexPriceInfo.s2, indexPriceInfo.s3, indexPriceInfo.ema].map((x) => floatToABK64x64(x));
+        const [fS2, fS3, fEma] = [indexPriceInfo.s2, indexPriceInfo.s3 ?? 0, indexPriceInfo.ema].map((x) => floatToABK64x64(x));
         const proxyCalls = [
             // 0: traderState
             {
@@ -378,7 +378,7 @@ export default class MarketData extends PerpetualDataHandler {
                 fPrice = this.proxyContract.interface.decodeFunctionResult("queryPerpetualPrice", encodedResults[1].returnData)[0];
             }
             else {
-                fPrice = await this.proxyContract.queryPerpetualPrice(perpId, floatToABK64x64(tradeAmountBC), [indexPriceInfo.s2, indexPriceInfo.s3], indexPriceInfo.conf, indexPriceInfo.predMktCLOBParams);
+                fPrice = await this.proxyContract.queryPerpetualPrice(perpId, floatToABK64x64(tradeAmountBC), [floatToABK64x64(indexPriceInfo.s2), floatToABK64x64(indexPriceInfo.s3 ?? 0)], indexPriceInfo.conf, indexPriceInfo.predMktCLOBParams);
             }
             ammPrice = ABK64x64ToFloat(fPrice);
         }
@@ -539,11 +539,21 @@ export default class MarketData extends PerpetualDataHandler {
         let newMarginCashCC = currentMarginCashCC + deltaCashCC + traderDepositCC;
         let newEntryPrice = newPositionBC == 0 ? 0 : Math.abs(newLockedInValueQC / newPositionBC);
         let newMarginBalanceCC = newMarginCashCC + (newPositionBC * Sm - newLockedInValueQC) / S3;
-        let newLeverage = newPositionBC == 0
-            ? 0
-            : newMarginBalanceCC <= 0
-                ? Infinity
-                : (Math.abs(newPositionBC) * Sm) / S3 / newMarginBalanceCC;
+        let newLeverage;
+        if (newPositionBC === 0) {
+            newLeverage = 0;
+        }
+        else if (newMarginBalanceCC <= 0) {
+            newLeverage = Infinity;
+        }
+        else {
+            let p = Sm;
+            if (isPredMkt) {
+                p -= 1;
+                p = newPositionBC > 0 ? p : 1 - p;
+            }
+            newLeverage = Math.abs(newPositionBC * p) / S3 / newMarginBalanceCC;
+        }
         // Liquidation params
         let [S2Liq, S3Liq, tau] = MarketData._getLiquidationParams(account.symbol, newLockedInValueQC, newPositionBC, newMarginCashCC, Sm, S3, S2, this.symbolToPerpStaticInfo);
         // New position risk
@@ -893,7 +903,7 @@ export default class MarketData extends PerpetualDataHandler {
         const perpId = PerpetualDataHandler.symbolToPerpetualId(symbol, this.symbolToPerpStaticInfo);
         const poolInfo = this.poolStaticInfos[this.getPoolStaticInfoIndexFromSymbol(symbol)];
         const indexPriceInfo = await this.priceFeedGetter.fetchPricesForPerpetual(symbol);
-        const [fS2, fS3, fEma] = [indexPriceInfo.s2, indexPriceInfo.s3, indexPriceInfo.ema].map((x) => floatToABK64x64(x));
+        const [fS2, fS3, fEma] = [indexPriceInfo.s2, indexPriceInfo.s3 ?? 0, indexPriceInfo.ema].map((x) => floatToABK64x64(x));
         const proxyCalls = [
             // 0: traderState
             {
@@ -938,8 +948,8 @@ export default class MarketData extends PerpetualDataHandler {
         const availCashCC = account.collateralCC + walletBalance + account.unrealizedFundingCollateralCCY;
         const idxNotional = 4;
         const [maxShortPosPerp, maxLongPosPerp] = await this.getMaxShortLongPos(perpId, traderState[idxNotional], overrides);
-        const maxShort = pmFindMaxTradeSize(-1, currentPositionBC, availCashCC, account.entryPrice * currentPositionBC, Sm, Sm, indexPriceInfo.s3, totLong, totShort, maxShortPosPerp, maxLongPosPerp);
-        const maxLong = pmFindMaxTradeSize(-1, currentPositionBC, availCashCC, account.entryPrice * currentPositionBC, Sm, Sm, indexPriceInfo.s3, totLong, totShort, maxShortPosPerp, maxLongPosPerp);
+        const maxShort = pmFindMaxTradeSize(-1, currentPositionBC, availCashCC, account.entryPrice * currentPositionBC, Sm, Sm, indexPriceInfo.s3 ?? 0, totLong, totShort, maxShortPosPerp, maxLongPosPerp);
+        const maxLong = pmFindMaxTradeSize(1, currentPositionBC, availCashCC, account.entryPrice * currentPositionBC, Sm, Sm, indexPriceInfo.s3 ?? 0, totLong, totShort, maxShortPosPerp, maxLongPosPerp);
         return { buy: maxLong, sell: maxShort };
     }
     /**
@@ -996,7 +1006,7 @@ export default class MarketData extends PerpetualDataHandler {
         const isPredMkt = false;
         const indexPriceInfo = await this.priceFeedGetter.fetchPricesForPerpetual(symbol);
         let coll2SettlePromise = this.fetchCollateralToSettlementConversion(symbol);
-        const [fS2, fS3, fEma] = [indexPriceInfo.s2, indexPriceInfo.s3, indexPriceInfo.ema].map((x) => floatToABK64x64(x));
+        const [fS2, fS3, fEma] = [indexPriceInfo.s2, indexPriceInfo.s3 ?? 0, indexPriceInfo.ema].map((x) => floatToABK64x64(x));
         if (!this.proxyContract || !this.multicall) {
             throw new Error("proxy contract not initialized");
         }
@@ -1103,8 +1113,7 @@ export default class MarketData extends PerpetualDataHandler {
         if (!this.proxyContract) {
             throw Error("no proxy contract initialized. Use createProxyInstance().");
         }
-        let px = await this.proxyContract.getOraclePrice([toBytes4(base), toBytes4(quote)], overrides || {});
-        return px == undefined ? undefined : ABK64x64ToFloat(px);
+        return await this.proxyContract.getOraclePrice([toBytes4(base), toBytes4(quote)], overrides || {});
     }
     /**
      * Get the status of an order given a symbol and order Id
@@ -1228,7 +1237,7 @@ export default class MarketData extends PerpetualDataHandler {
             // fetch from API
             priceInfo = await this.priceFeedGetter.fetchPricesForPerpetual(symbol);
         }
-        return await PerpetualDataHandler._queryPerpetualPrice(symbol, quantity, this.symbolToPerpStaticInfo, this.proxyContract, [priceInfo.s2, priceInfo.s3], //s2,s3
+        return await PerpetualDataHandler._queryPerpetualPrice(symbol, quantity, this.symbolToPerpStaticInfo, this.proxyContract, [priceInfo.s2, priceInfo.s3 ?? 0], //s2,s3
         priceInfo.conf, //conf
         priceInfo.predMktCLOBParams, //params
         overrides);
@@ -1732,6 +1741,7 @@ export default class MarketData extends PerpetualDataHandler {
                 indexPrice: 0,
                 collToQuoteIndexPrice: 0,
                 markPremium: ABK64x64ToFloat(perp.currentMarkPremiumRate.fPrice),
+                markPrice: 0,
                 midPrice: 0,
                 currentFundingRateBps: 1e4 * ABK64x64ToFloat(perp.fCurrentFundingRate),
                 openInterestBC: ABK64x64ToFloat(perp.fOpenInterest),
@@ -1788,6 +1798,18 @@ export default class MarketData extends PerpetualDataHandler {
                 indexS3 = idxPriceS3Pair[0];
             }
             perp.collToQuoteIndexPrice = indexS3;
+            const emaKey = info.S2Symbol + ":ema";
+            let markPrice;
+            if (idxPriceMap.has(emaKey)) {
+                let ema;
+                let res = idxPriceMap.get(emaKey);
+                ema = res[0];
+                markPrice = ema + perp.markPremium;
+            }
+            else {
+                markPrice = perp.indexPrice * (1 + perp.markPremium);
+            }
+            perp.markPrice = markPrice;
             perp.midPrice = midPriceMap.get(symbol3s);
             // which pool?
             const poolId = info.poolId;

package/dist/esm/marketData.js.map

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package/dist/esm/nodeSDKTypes.d.ts

@@ -119,6 +119,7 @@ export interface PerpetualState {
     indexPrice: number;
     collToQuoteIndexPrice: number;
     markPremium: number;
+    markPrice: number;
     midPrice: number;
     currentFundingRateBps: number;
     openInterestBC: number;
@@ -434,10 +435,10 @@ export declare const referralTypes: {
 };
 export interface IdxPriceInfo {
     s2: number;
-    s3: number;
+    s3?: number;
     ema: number;
     s2MktClosed: boolean;
-    s3MktClosed: boolean;
+    s3MktClosed?: boolean;
     conf: bigint;
     predMktCLOBParams: bigint;
 }

package/dist/esm/nodeSDKTypes.js.map

@@ -1 +1 @@
-{"version":3,"file":"nodeSDKTypes.js","sourceRoot":"","sources":["../../src/nodeSDKTypes.ts"],"names":[],"mappings":"AA4fA,kBAAkB;AAClB,MAAM,CAAC,MAAM,cAAc,GAAG;IAC5B,IAAI,EAAE,iBAAiB;CACxB,CAAC;AACF,MAAM,CAAC,MAAM,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"}
+{"version":3,"file":"nodeSDKTypes.js","sourceRoot":"","sources":["../../src/nodeSDKTypes.ts"],"names":[],"mappings":"AA6fA,kBAAkB;AAClB,MAAM,CAAC,MAAM,cAAc,GAAG;IAC5B,IAAI,EAAE,iBAAiB;CACxB,CAAC;AACF,MAAM,CAAC,MAAM,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/esm/perpetualDataHandler.d.ts

@@ -1,5 +1,6 @@
 import { BaseContract, Contract, Interface, Network, Overrides, Provider, Signer } from "ethers";
 import { LimitOrderBook, LimitOrderBookFactory, Multicall3 } from "./contracts";
+import { IPerpetualManager } from "./contracts/IPerpetualManager";
 import { IClientOrder, IPerpetualOrder } from "./contracts/LimitOrderBook";
 import { TypeSafeOrder, type ClientOrder, type MarginAccount, type NodeSDKConfig, type Order, type PerpetualState, type PerpetualStaticInfo, type PoolStaticInfo, type PriceFeedSubmission, type SmartContractOrder, type PerpetualData, LiquidityPoolData, SettlementConfig, IdxPriceInfo } from "./nodeSDKTypes";
 import PriceFeeds from "./priceFeeds";
@@ -18,7 +19,7 @@ export default class PerpetualDataHandler {
     protected symbolToTokenAddrMap: Map<string, string>;
     chainId: bigint;
     network: Network;
-    protected proxyContract: Contract | null;
+    protected proxyContract: IPerpetualManager | null;
     protected proxyABI: Interface;
     protected proxyAddr: string;
     protected oraclefactoryAddr: string | undefined;
@@ -176,7 +177,7 @@ export default class PerpetualDataHandler {
      * @param {Map<string, string>} symbolList mapping of symbols to convert long-format <-> blockchain-format
      * @returns array with PerpetualStaticInfo for each perpetual
      */
-    static getPerpetualStaticInfo(_proxyContract: Contract, nestedPerpetualIDs: Array<Array<number>>, symbolList: Map<string, string>, overrides?: Overrides): Promise<Array<PerpetualStaticInfo>>;
+    static getPerpetualStaticInfo(_proxyContract: IPerpetualManager, nestedPerpetualIDs: Array<Array<number>>, symbolList: Map<string, string>, overrides?: Overrides): Promise<Array<PerpetualStaticInfo>>;
     /**
      * Breaks up an array of nested arrays into chunks of a specified size.
      * @param {number} chunkSize The size of each chunk.
@@ -192,7 +193,7 @@ export default class PerpetualDataHandler {
      * @param overrides optional
      * @returns array of PerpetualData converted into decimals
      */
-    static _getLiquidityPools(fromIdx: number, toIdx: number, _proxyContract: Contract, _symbolList: Map<string, string>, overrides?: Overrides): Promise<LiquidityPoolData[]>;
+    static _getLiquidityPools(fromIdx: number, toIdx: number, _proxyContract: IPerpetualManager, _symbolList: Map<string, string>, overrides?: Overrides): Promise<LiquidityPoolData[]>;
     /**
      * Query perpetuals
      * @param ids perpetual ids
@@ -201,8 +202,8 @@ export default class PerpetualDataHandler {
      * @param overrides optional
      * @returns array of PerpetualData converted into decimals
      */
-    static _getPerpetuals(ids: number[], _proxyContract: Contract, _symbolList: Map<string, string>, overrides?: Overrides): Promise<PerpetualData[]>;
-    static getPoolStaticInfo(_proxyContract: Contract, overrides?: Overrides): Promise<{
+    static _getPerpetuals(ids: number[], _proxyContract: IPerpetualManager, _symbolList: Map<string, string>, overrides?: Overrides): Promise<PerpetualData[]>;
+    static getPoolStaticInfo(_proxyContract: IPerpetualManager, overrides?: Overrides): Promise<{
         nestedPerpetualIDs: Array<Array<number>>;
         poolShareTokenAddr: Array<string>;
         poolMarginTokenAddr: Array<string>;
@@ -302,7 +303,7 @@ export default class PerpetualDataHandler {
      * @returns List of margin accounts
      */
     static getMarginAccounts(traderAddrs: string[], symbols: string[], symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _multicall: Multicall3, _proxyContract: Contract, _pxInfo: IdxPriceInfo[], isPredMkt: boolean[], overrides?: Overrides): Promise<MarginAccount[]>;
-    protected static _queryPerpetualPrice(symbol: string, tradeAmount: number, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: Contract, indexPrices: [number, number], conf: bigint, params: bigint, overrides?: Overrides): Promise<number>;
+    protected static _queryPerpetualPrice(symbol: string, tradeAmount: number, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: IPerpetualManager, indexPrices: [number, number], conf: bigint, params: bigint, overrides?: Overrides): Promise<number>;
     /**
      *
      * @param symbol                  perpetual symbol of the form BTC-USDC-USDC
@@ -313,8 +314,8 @@ export default class PerpetualDataHandler {
      * @param overrides
      * @returns mark price
      */
-    protected static _queryPerpetualMarkPrice(symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: Contract, indexPrices: IdxPriceInfo, isPredMkt: boolean, overrides?: Overrides): Promise<number>;
-    protected static _queryPerpetualState(symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: Contract, _multicall: Multicall3, indexPrices: IdxPriceInfo, overrides?: Overrides): Promise<PerpetualState>;
+    protected static _queryPerpetualMarkPrice(symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: IPerpetualManager, indexPrices: IdxPriceInfo, isPredMkt: boolean, overrides?: Overrides): Promise<number>;
+    protected static _queryPerpetualState(symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, _proxyContract: IPerpetualManager, _multicall: Multicall3, indexPrices: IdxPriceInfo, overrides?: Overrides): Promise<PerpetualState>;
     /**
      * Calculate long and short exposures from open interest and long/short
      * @param oi open interest

package/dist/esm/perpetualDataHandler.js

@@ -1,6 +1,6 @@
-import { Contract, JsonRpcProvider, Network, ZeroAddress, } from "ethers";
+import { JsonRpcProvider, Network, ZeroAddress, } from "ethers";
 import { BUY_SIDE, CLOSED_SIDE, COLLATERAL_CURRENCY_BASE, COLLATERAL_CURRENCY_QUOTE, CollaterlCCY, DEFAULT_CONFIG, MASK_CLOSE_ONLY, MASK_KEEP_POS_LEVERAGE, MASK_LIMIT_ORDER, MASK_MARKET_ORDER, MASK_PREDICTION_MARKET, MASK_STOP_ORDER, MAX_64x64, MULTICALL_ADDRESS, ORDER_MAX_DURATION_SEC, ORDER_TYPE_LIMIT, ORDER_TYPE_MARKET, ORDER_TYPE_STOP_LIMIT, ORDER_TYPE_STOP_MARKET, PERP_STATE_STR, SELL_SIDE, SYMBOL_LIST, ZERO_ADDRESS, ZERO_ORDER_ID, } from "./constants";
-import { ERC20__factory, LimitOrderBookFactory__factory, LimitOrderBook__factory, Multicall3__factory, OracleFactory__factory, } from "./contracts";
+import { ERC20__factory, IPerpetualManager__factory, LimitOrderBookFactory__factory, LimitOrderBook__factory, Multicall3__factory, OracleFactory__factory, } from "./contracts";
 import { ABDK29ToFloat, ABK64x64ToFloat, calculateLiquidationPriceCollateralBase, calculateLiquidationPriceCollateralQuanto, calculateLiquidationPriceCollateralQuote, div64x64, floatToABK64x64, dec18ToFloat, priceToProb, probToPrice, pmFindLiquidationPrice, pmMaintenanceMarginRate, } from "./d8XMath";
 import PriceFeeds from "./priceFeeds";
 import { combineFlags, containsFlag, contractSymbolToSymbol, loadConfigAbis, symbol4BToLongSymbol, fromBytes4, to4Chars, } from "./utils";
@@ -60,7 +60,7 @@ export default class PerpetualDataHandler {
         if (network.chainId !== this.chainId) {
             throw new Error(`Provider: chain id ${network.chainId} does not match config (${this.chainId})`);
         }
-        this.proxyContract = new Contract(this.proxyAddr, this.config.proxyABI, signerOrProvider);
+        this.proxyContract = IPerpetualManager__factory.connect(this.proxyAddr, signerOrProvider);
         this.multicall = Multicall3__factory.connect(this.config.multicall ?? MULTICALL_ADDRESS, this.signerOrProvider);
         await this._fillSymbolMaps(overrides);
     }
@@ -693,7 +693,7 @@ export default class PerpetualDataHandler {
         if (isNaN(perpId)) {
             perpId = PerpetualDataHandler.symbolToPerpetualId(symbol, symbolToPerpStaticInfo);
         }
-        let traderState = await _proxyContract.getTraderState(perpId, traderAddr, [_pxInfo.ema, _pxInfo.s3].map((x) => floatToABK64x64(x)), overrides || {});
+        let traderState = await _proxyContract.getTraderState(perpId, traderAddr, [_pxInfo.ema, _pxInfo.s3 ?? 0].map((x) => floatToABK64x64(x)), overrides || {});
         return PerpetualDataHandler.buildMarginAccountFromState(symbol, traderState, symbolToPerpStaticInfo, _pxInfo, isPredMkt);
     }
     /**
@@ -864,7 +864,7 @@ export default class PerpetualDataHandler {
             callData: _proxyContract.interface.encodeFunctionData("getTraderState", [
                 PerpetualDataHandler.symbolToPerpetualId(symbols[i], symbolToPerpStaticInfo),
                 _addr,
-                [_pxInfo[i].ema, _pxInfo[i].s3].map((x) => floatToABK64x64(x)),
+                [_pxInfo[i].ema, _pxInfo[i].s3 ?? 0].map((x) => floatToABK64x64(x)),
             ]),
         }));
         const encodedResults = await _multicall.aggregate3.staticCall(proxyCalls, overrides || {});
@@ -917,7 +917,7 @@ export default class PerpetualDataHandler {
                 allowFailure: false,
                 callData: _proxyContract.interface.encodeFunctionData("getAMMState", [
                     perpId,
-                    [indexPrices.s2, indexPrices.s3].map(floatToABK64x64),
+                    [indexPrices.s2, indexPrices.s3 ?? 0].map(floatToABK64x64),
                 ]),
             },
             {
@@ -962,18 +962,29 @@ export default class PerpetualDataHandler {
         else if (staticInfo.collateralCurrencyType == CollaterlCCY.QUOTE) {
             S3 = 1;
         }
+        const isPred = PerpetualDataHandler.isPredictionMarketStatic(staticInfo);
+        let markPrice;
+        if (isPred) {
+            // ema + premium
+            markPrice = indexPrices.ema + ABK64x64ToFloat(ammState[8]);
+        }
+        else {
+            // S2 * (1+premium)
+            markPrice = indexPrices.s2 * (1 + ABK64x64ToFloat(ammState[8]));
+        }
         let state = {
             id: perpId,
             state: PERP_STATE_STR[Number(ammState[13])],
             baseCurrency: ccy[0],
             quoteCurrency: ccy[1],
             indexPrice: S2,
-            collToQuoteIndexPrice: S3,
+            collToQuoteIndexPrice: S3 ?? (ccy[0] === ccy[1] ? S2 : 1),
             markPremium: ABK64x64ToFloat(ammState[8]),
+            markPrice: markPrice,
             midPrice: ABK64x64ToFloat(ammState[10]),
             currentFundingRateBps: ABK64x64ToFloat(ammState[14]) * 1e4,
             openInterestBC: ABK64x64ToFloat(ammState[11]),
-            isMarketClosed: indexPrices.s2MktClosed || indexPrices.s3MktClosed,
+            isMarketClosed: indexPrices.s2MktClosed || (indexPrices.s3MktClosed !== undefined && indexPrices.s3MktClosed),
             longBC: ABK64x64ToFloat(longShort[0]),
             shortBC: ABK64x64ToFloat(longShort[1]),
         };