npm - @d8x/perpetuals-sdk - Versions diffs - 2.1.12-alpha2 → 2.1.24-alpha2 - Mend

@d8x/perpetuals-sdk 2.1.12-alpha2 → 2.1.24-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 (29) hide show

package/dist/cjs/d8XMath.d.ts +7 -10
package/dist/cjs/d8XMath.js +42 -36
package/dist/cjs/d8XMath.js.map +1 -1
package/dist/cjs/liquidatorTool.d.ts +2 -1
package/dist/cjs/liquidatorTool.js +28 -13
package/dist/cjs/liquidatorTool.js.map +1 -1
package/dist/cjs/marketData.d.ts +1 -2
package/dist/cjs/marketData.js +4 -5
package/dist/cjs/marketData.js.map +1 -1
package/dist/cjs/version.d.ts +1 -1
package/dist/cjs/version.js +1 -1
package/dist/esm/d8XMath.d.ts +7 -10
package/dist/esm/d8XMath.js +42 -36
package/dist/esm/d8XMath.js.map +1 -1
package/dist/esm/liquidatorTool.d.ts +2 -1
package/dist/esm/liquidatorTool.js +29 -14
package/dist/esm/liquidatorTool.js.map +1 -1
package/dist/esm/marketData.d.ts +1 -2
package/dist/esm/marketData.js +4 -5
package/dist/esm/marketData.js.map +1 -1
package/dist/esm/version.d.ts +1 -1
package/dist/esm/version.js +1 -1
package/doc/d8x-perpetuals-sdk.md +33 -20
package/doc/marketData.md +2 -3
package/package.json +1 -1
package/src/d8XMath.ts +39 -75
package/src/liquidatorTool.ts +48 -15
package/src/marketData.ts +1 -7
package/src/version.ts +1 -1

package/dist/esm/liquidatorTool.d.ts CHANGED Viewed

@@ -1,4 +1,4 @@
-import { ContractTransactionResponse, Overrides, Signer, TransactionResponse } from "ethers";
+import { BigNumberish, ContractTransactionResponse, Overrides, Signer, TransactionResponse } from "ethers";
 import { PayableOverrides } from "./contracts/common";
 import type { NodeSDKConfig, PriceFeedSubmission } from "./nodeSDKTypes";
 import WriteAccessHandler from "./writeAccessHandler";
@@ -60,6 +60,7 @@ export default class LiquidatorTool extends WriteAccessHandler {
     liquidateTrader(symbol: string, traderAddr: string, liquidatorAddr?: string, submission?: PriceFeedSubmission, overrides?: PayableOverrides & {
         rpcURL?: string;
         splitTx?: boolean;
+        maxGasLimit?: BigNumberish;
     }): Promise<TransactionResponse>;
     /**
      * Check if the collateral of a trader is above the maintenance margin ("maintenance margin safe").

package/dist/esm/liquidatorTool.js CHANGED Viewed

@@ -1,4 +1,4 @@
-import { JsonRpcProvider } from "ethers";
+import { JsonRpcProvider, } from "ethers";
 import { IPyth__factory } from "./contracts/factories";
 import { ABK64x64ToFloat, floatToABK64x64, entropy } from "./d8XMath";
 import WriteAccessHandler from "./writeAccessHandler";
@@ -94,20 +94,15 @@ export default class LiquidatorTool extends WriteAccessHandler {
         }
         let rpcURL;
         let splitTx;
+        let maxGasLimit;
         if (overrides) {
-            ({ rpcURL, splitTx, ...overrides } = overrides);
+            ({ rpcURL, splitTx, maxGasLimit, ...overrides } = overrides);
         }
         const provider = new JsonRpcProvider(rpcURL ?? this.nodeURL, this.network, { staticNetwork: true });
         let perpID = LiquidatorTool.symbolToPerpetualId(symbol, this.symbolToPerpStaticInfo);
         if (submission == undefined) {
             submission = await this.fetchLatestFeedPriceInfo(symbol);
         }
-        if (!overrides || overrides.gasLimit == undefined) {
-            overrides = {
-                gasLimit: overrides?.gasLimit ?? this.gasLimit,
-                ...overrides,
-            };
-        }
         // update first
         let nonceInc = 0;
         let txData;
@@ -119,7 +114,7 @@ export default class LiquidatorTool extends WriteAccessHandler {
                 const pythTx = await pyth.updatePriceFeedsIfNecessary(submission.priceFeedVaas, priceIds, submission.timestamps, {
                     value: this.PRICE_UPDATE_FEE_GWEI * submission.timestamps.length,
                     gasLimit: overrides?.gasLimit ?? this.gasLimit,
-                    nonce: overrides.nonce,
+                    nonce: overrides?.nonce,
                 });
                 nonceInc += 1;
                 // await pythTx.wait();
@@ -145,21 +140,41 @@ export default class LiquidatorTool extends WriteAccessHandler {
             ]);
             value = this.PRICE_UPDATE_FEE_GWEI * submission.timestamps.length;
         }
-        if (!!overrides?.nonce) {
+        if (overrides?.nonce != undefined) {
             overrides.nonce = overrides.nonce + nonceInc;
         }
+        if (overrides?.gasLimit !== undefined) {
+            overrides.gasLimit = await overrides.gasLimit;
+        }
+        if (overrides?.gasPrice !== undefined) {
+            overrides.gasPrice = await overrides.gasPrice;
+        }
         let unsignedTx = {
             to: this.proxyAddr,
             from: this.traderAddr,
-            nonce: overrides.nonce,
+            nonce: overrides?.nonce,
             data: txData,
             value: value,
-            gasLimit: overrides.gasLimit,
+            gasLimit: overrides?.gasLimit,
             // gas price is populated by the provider if undefined
-            gasPrice: overrides.gasPrice,
+            gasPrice: overrides?.gasPrice,
             chainId: this.chainId,
         };
-        return await this.signer.sendTransaction(unsignedTx);
+        // no gas limit was specified, explicitly estimate
+        if (!overrides?.gasLimit) {
+            let gasLimit = await this.signer
+                .estimateGas(unsignedTx)
+                .then((gas) => (gas * 1500n) / 1000n)
+                .catch((_e) => undefined);
+            if (!gasLimit) {
+                // gas estimate failed - txn would probably revert, double check (and possibly re-throw):
+                overrides = { gasLimit: maxGasLimit ?? this.gasLimit, value: unsignedTx.value, ...overrides };
+                await this.proxyContract.liquidateByAMM.staticCall(perpID, liquidatorAddr, traderAddr, submission.priceFeedVaas, submission.timestamps, overrides);
+                gasLimit = BigInt(maxGasLimit ?? this.gasLimit);
+            }
+            unsignedTx.gasLimit = gasLimit;
+        }
+        return await this.signer.connect(provider).sendTransaction(unsignedTx);
     }
     /**
      * Check if the collateral of a trader is above the maintenance margin ("maintenance margin safe").

package/dist/esm/liquidatorTool.js.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"liquidatorTool.js","sourceRoot":"","sources":["../../src/liquidatorTool.ts"],"names":[],"mappings":"AAAA,OAAO,EAGL,eAAe,GAIhB,MAAM,QAAQ,CAAC;AAEhB,OAAO,EAAE,cAAc,EAAE,MAAM,uBAAuB,CAAC;AACvD,OAAO,EAAE,eAAe,EAAE,eAAe,EAAE,OAAO,EAAE,MAAM,WAAW,CAAC;AAEtE,OAAO,kBAAkB,MAAM,sBAAsB,CAAC;AAEtD;;;;GAIG;AACH,MAAM,CAAC,OAAO,OAAO,cAAe,SAAQ,kBAAkB;IAC5D;;;;;;;;;;;;;;;;;;;OAmBG;IACH,YAAmB,MAAqB,EAAE,MAAuB;QAC/D,KAAK,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;IACxB,CAAC;IAEM,KAAK,CAAC,aAAa,CACxB,MAAc,EACd,YAAkC,EAClC,SAAkD;QAElD,IAAI,IAAI,CAAC,aAAa,IAAI,IAAI,IAAI,IAAI,CAAC,MAAM,IAAI,IAAI,EAAE;YACrD,MAAM,KAAK,CAAC,qEAAqE,CAAC,CAAC;SACpF;QACD,IAAI,MAA0B,CAAC;QAC/B,IAAI,SAAS,EAAE;YACb,CAAC,EAAE,MAAM,EAAE,GAAG,SAAS,EAAE,GAAG,SAAS,CAAC,CAAC;SACxC;QACD,MAAM,QAAQ,GAAG,IAAI,eAAe,CAAC,MAAM,IAAI,IAAI,CAAC,OAAO,EAAE,IAAI,CAAC,OAAO,EAAE,EAAE,aAAa,EAAE,IAAI,EAAE,CAAC,CAAC;QACpG,IAAI,MAAM,GAAG,cAAc,CAAC,mBAAmB,CAAC,MAAM,EAAE,IAAI,CAAC,sBAAsB,CAAC,CAAC;QACrF,IAAI,YAAY,IAAI,SAAS,EAAE;YAC7B,YAAY,GAAG,MAAM,IAAI,CAAC,wBAAwB,CAAC,MAAM,CAAC,CAAC;SAC5D;QACD,IAAI,CAAC,SAAS,IAAI,SAAS,CAAC,QAAQ,IAAI,SAAS,EAAE;YACjD,SAAS,GAAG;gBACV,QAAQ,EAAE,SAAS,EAAE,QAAQ,IAAI,IAAI,CAAC,QAAQ;gBAC9C,GAAG,SAAS;aACO,CAAC;SACvB;QAED,MAAM,IAAI,GAAG,cAAc,CAAC,OAAO,CAAC,IAAI,CAAC,QAAS,EAAE,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;QACnF,MAAM,QAAQ,GAAG,IAAI,CAAC,sBAAsB,CAAC,GAAG,CAAC,MAAM,CAAE,CAAC,QAAQ,CAAC;QACnE,OAAO,MAAM,IAAI,CAAC,2BAA2B,CAAC,YAAY,CAAC,aAAa,EAAE,QAAQ,EAAE,YAAY,CAAC,UAAU,EAAE;YAC3G,KAAK,EAAE,IAAI,CAAC,qBAAqB,GAAG,YAAY,CAAC,UAAU,CAAC,MAAM;YAClE,QAAQ,EAAE,SAAS,EAAE,QAAQ,IAAI,IAAI,CAAC,QAAQ;YAC9C,KAAK,EAAE,SAAS,CAAC,KAAK;SACvB,CAAC,CAAC;IACL,CAAC;IAED;;;;;;;;;;;;;;;;;;;;;;;;OAwBG;IACI,KAAK,CAAC,eAAe,CAC1B,MAAc,EACd,UAAkB,EAClB,iBAAyB,EAAE,EAC3B,UAAgC,EAChC,SAAiG;QAEjG,mDAAmD;QACnD,IAAI,IAAI,CAAC,aAAa,IAAI,IAAI,IAAI,IAAI,CAAC,MAAM,IAAI,IAAI,EAAE;YACrD,MAAM,KAAK,CAAC,qEAAqE,CAAC,CAAC;SACpF;QACD,kDAAkD;QAClD,IAAI,cAAc,IAAI,EAAE,EAAE;YACxB,cAAc,GAAG,IAAI,CAAC,UAAU,CAAC;SAClC;QACD,IAAI,MAA0B,CAAC;QAC/B,IAAI,OAA4B,CAAC;QACjC,IAAI,WAAqC,CAAC;QAC1C,IAAI,SAAS,EAAE;YACb,CAAC,EAAE,MAAM,EAAE,OAAO,EAAE,WAAW,EAAE,GAAG,SAAS,EAAE,GAAG,SAAS,CAAC,CAAC;SAC9D;QAED,MAAM,QAAQ,GAAG,IAAI,eAAe,CAAC,MAAM,IAAI,IAAI,CAAC,OAAO,EAAE,IAAI,CAAC,OAAO,EAAE,EAAE,aAAa,EAAE,IAAI,EAAE,CAAC,CAAC;QACpG,IAAI,MAAM,GAAG,cAAc,CAAC,mBAAmB,CAAC,MAAM,EAAE,IAAI,CAAC,sBAAsB,CAAC,CAAC;QACrF,IAAI,UAAU,IAAI,SAAS,EAAE;YAC3B,UAAU,GAAG,MAAM,IAAI,CAAC,wBAAwB,CAAC,MAAM,CAAC,CAAC;SAC1D;QAED,eAAe;QACf,IAAI,QAAQ,GAAG,CAAC,CAAC;QACjB,IAAI,MAAc,CAAC;QACnB,IAAI,KAAK,GAAG,SAAS,EAAE,KAAK,CAAC;QAC7B,IAAI,OAAO,EAAE;YACX,IAAI;gBACF,MAAM,IAAI,GAAG,cAAc,CAAC,OAAO,CAAC,IAAI,CAAC,QAAS,EAAE,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;gBACnF,MAAM,QAAQ,GAAG,IAAI,CAAC,sBAAsB,CAAC,GAAG,CAAC,MAAM,CAAE,CAAC,QAAQ,CAAC;gBACnE,MAAM,MAAM,GAAG,MAAM,IAAI,CAAC,2BAA2B,CACnD,UAAU,CAAC,aAAa,EACxB,QAAQ,EACR,UAAU,CAAC,UAAU,EACrB;oBACE,KAAK,EAAE,IAAI,CAAC,qBAAqB,GAAG,UAAU,CAAC,UAAU,CAAC,MAAM;oBAChE,QAAQ,EAAE,SAAS,EAAE,QAAQ,IAAI,IAAI,CAAC,QAAQ;oBAC9C,KAAK,EAAE,SAAS,EAAE,KAAK;iBACxB,CACF,CAAC;gBACF,QAAQ,IAAI,CAAC,CAAC;gBACd,uBAAuB;aACxB;YAAC,OAAO,CAAC,EAAE;gBACV,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;aAChB;YACD,MAAM,GAAG,IAAI,CAAC,aAAa,CAAC,SAAS,CAAC,kBAAkB,CAAC,gBAAgB,EAAE;gBACzE,MAAM;gBACN,cAAc;gBACd,UAAU;gBACV,EAAE;gBACF,EAAE;aACH,CAAC,CAAC;SACJ;aAAM;YACL,MAAM,GAAG,IAAI,CAAC,aAAa,CAAC,SAAS,CAAC,kBAAkB,CAAC,gBAAgB,EAAE;gBACzE,MAAM;gBACN,cAAc;gBACd,UAAU;gBACV,UAAU,CAAC,aAAa;gBACxB,UAAU,CAAC,UAAU;aACtB,CAAC,CAAC;YACH,KAAK,GAAG,IAAI,CAAC,qBAAqB,GAAG,UAAU,CAAC,UAAU,CAAC,MAAM,CAAC;SACnE;QACD,IAAI,SAAS,EAAE,KAAK,IAAI,SAAS,EAAE;YACjC,SAAS,CAAC,KAAK,GAAG,SAAS,CAAC,KAAK,GAAG,QAAQ,CAAC;SAC9C;QAED,IAAI,SAAS,EAAE,QAAQ,KAAK,SAAS,EAAE;YACrC,SAAS,CAAC,QAAQ,GAAG,MAAM,SAAS,CAAC,QAAQ,CAAC;SAC/C;QAED,IAAI,SAAS,EAAE,QAAQ,KAAK,SAAS,EAAE;YACrC,SAAS,CAAC,QAAQ,GAAG,MAAM,SAAS,CAAC,QAAQ,CAAC;SAC/C;QACD,IAAI,UAAU,GAAG;YACf,EAAE,EAAE,IAAI,CAAC,SAAS;YAClB,IAAI,EAAE,IAAI,CAAC,UAAU;YACrB,KAAK,EAAE,SAAS,EAAE,KAAK;YACvB,IAAI,EAAE,MAAM;YACZ,KAAK,EAAE,KAAK;YACZ,QAAQ,EAAE,SAAS,EAAE,QAAQ;YAC7B,sDAAsD;YACtD,QAAQ,EAAE,SAAS,EAAE,QAAQ;YAC7B,OAAO,EAAE,IAAI,CAAC,OAAO;SACtB,CAAC;QACF,kDAAkD;QAClD,IAAI,CAAC,SAAS,EAAE,QAAQ,EAAE;YACxB,IAAI,QAAQ,GAAG,MAAM,IAAI,CAAC,MAAM;iBAC7B,WAAW,CAAC,UAAU,CAAC;iBACvB,IAAI,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC,GAAG,GAAG,KAAK,CAAC,GAAG,KAAK,CAAC;iBACpC,KAAK,CAAC,CAAC,EAAE,EAAE,EAAE,CAAC,SAAS,CAAC,CAAC;YAC5B,IAAI,CAAC,QAAQ,EAAE;gBACb,yFAAyF;gBACzF,SAAS,GAAG,EAAE,QAAQ,EAAE,WAAW,IAAI,IAAI,CAAC,QAAQ,EAAE,KAAK,EAAE,UAAU,CAAC,KAAK,EAAE,GAAG,SAAS,EAAE,CAAC;gBAC9F,MAAM,IAAI,CAAC,aAAa,CAAC,cAAc,CAAC,UAAU,CAChD,MAAM,EACN,cAAc,EACd,UAAU,EACV,UAAU,CAAC,aAAa,EACxB,UAAU,CAAC,UAAU,EACrB,SAAS,CACV,CAAC;gBACF,QAAQ,GAAG,MAAM,CAAC,WAAW,IAAI,IAAI,CAAC,QAAQ,CAAC,CAAC;aACjD;YACD,UAAU,CAAC,QAAQ,GAAG,QAAQ,CAAC;SAChC;QACD,OAAO,MAAM,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,QAAQ,CAAC,CAAC,eAAe,CAAC,UAAU,CAAC,CAAC;IACzE,CAAC;IAED;;;;;;;;;;;;;;;;;;;;;;;;OAwBG;IACI,KAAK,CAAC,uBAAuB,CAClC,MAAc,EACd,UAAkB,EAClB,WAA8B,EAC9B,SAAqB;QAErB,IAAI,IAAI,CAAC,aAAa,IAAI,IAAI,EAAE;YAC9B,MAAM,KAAK,C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package/dist/esm/marketData.d.ts CHANGED Viewed

@@ -229,14 +229,13 @@ export default class MarketData extends PerpetualDataHandler {
     }>;
     /**
      * Fee is relative to base-currency amount (=trade amount)
-     * @param state current perpetual state (need longBC and shortBC)
      * @param maxMaintMgnRate maintenance margin rate param for pred mkts
      * @param Sm Mark price
      * @param tradeAmtBC signed trade amount
      * @param tradeMgnRate margin rate param from perpetual
      * @returns relative exchange fee in decimals
      */
-    static exchangeFeePrdMkts(state: PerpetualState, maxMaintMgnRate: number, Sm: number, tradeAmtBC: number, traderPosBC: number, tradeMgnRate: number): number;
+    static exchangeFeePrdMkts(maxMaintMgnRate: number, Sm: number, tradeAmtBC: number, traderPosBC: number, tradeMgnRate: number): number;
     /**
      * Estimates what the position risk will be if given amount of collateral is added/removed from the account.
      * @param {number} deltaCollateral Amount of collateral to add or remove (signed)

package/dist/esm/marketData.js CHANGED Viewed

@@ -583,21 +583,20 @@ export default class MarketData extends PerpetualDataHandler {
     }
     /**
      * Fee is relative to base-currency amount (=trade amount)
-     * @param state current perpetual state (need longBC and shortBC)
      * @param maxMaintMgnRate maintenance margin rate param for pred mkts
      * @param Sm Mark price
      * @param tradeAmtBC signed trade amount
      * @param tradeMgnRate margin rate param from perpetual
      * @returns relative exchange fee in decimals
      */
-    static exchangeFeePrdMkts(state, maxMaintMgnRate, Sm, tradeAmtBC, traderPosBC, tradeMgnRate) {
+    static exchangeFeePrdMkts(maxMaintMgnRate, Sm, tradeAmtBC, traderPosBC, tradeMgnRate) {
         const isClose = Math.sign(traderPosBC) != Math.sign(tradeAmtBC);
         const isFlip = Math.abs(traderPosBC + tradeAmtBC) > 0.01 && Math.sign(traderPosBC + tradeAmtBC) != Math.sign(traderPosBC);
         if (isClose && !isFlip) {
             // 0.1cents if is close
             return 0.001;
         }
-        return pmExchangeFee(Sm - 1, maxMaintMgnRate, state.shortBC, state.longBC, tradeAmtBC, tradeMgnRate);
+        return pmExchangeFee(Sm - 1, maxMaintMgnRate, tradeAmtBC, tradeMgnRate);
     }
     /**
      * Estimates what the position risk will be if given amount of collateral is added/removed from the account.
@@ -957,8 +956,8 @@ 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 ?? 0, totLong, totShort, maxShortPosPerp, maxLongPosPerp);
-        const maxLong = pmFindMaxTradeSize(1, currentPositionBC, availCashCC, account.entryPrice * currentPositionBC, Sm, Sm, indexPriceInfo.s3 ?? 0, totLong, totShort, maxShortPosPerp, maxLongPosPerp);
+        const maxShort = pmFindMaxTradeSize(-1, currentPositionBC, availCashCC, account.entryPrice * currentPositionBC, Sm, Sm, indexPriceInfo.s3 ?? 0, maxShortPosPerp, maxLongPosPerp);
+        const maxLong = pmFindMaxTradeSize(1, currentPositionBC, availCashCC, account.entryPrice * currentPositionBC, Sm, Sm, indexPriceInfo.s3 ?? 0, maxShortPosPerp, maxLongPosPerp);
         return { buy: maxLong, sell: maxShort };
     }
     /**

package/dist/esm/marketData.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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package/dist/esm/version.d.ts CHANGED Viewed

	@@ -1 +1 @@
1	- export declare const D8X_SDK_VERSION = "2.1.12-alpha2";
1	+ export declare const D8X_SDK_VERSION = "2.1.24-alpha2";

package/dist/esm/version.js CHANGED Viewed

@@ -1,2 +1,2 @@
-export const D8X_SDK_VERSION = "2.1.12-alpha2";
+export const D8X_SDK_VERSION = "2.1.24-alpha2";
 //# sourceMappingURL=version.js.map

package/doc/d8x-perpetuals-sdk.md CHANGED Viewed

@@ -149,13 +149,14 @@ on-chain</p></dd>
     * [~pmMarginThresh(pos, s2, s3, m)](#module_d8xMath..pmMarginThresh) ⇒
     * [~pmMaintenanceMarginRate(posSign, sm, m)](#module_d8xMath..pmMaintenanceMarginRate) ⇒
     * [~pmInitialMarginRate(posSign, sm, m)](#module_d8xMath..pmInitialMarginRate) ⇒
-    * [~expectedLoss(p, m, totLong, totShort, tradeAmt, tradeMgnRate)](#module_d8xMath..expectedLoss)
-    * [~pmExchangeFee(prob, m, totShort, totLong, tradeAmt, tradeMgnRate)](#module_d8xMath..pmExchangeFee) ⇒
+    * [~expectedLoss(p, m, totLong, totShort, tradeAmt, tradeMgnRate)](#module_d8xMath..expectedLoss) ⇒
+    * [~expectedLossImpact(p, m, tradeAmt, tradeMgnRate)](#module_d8xMath..expectedLossImpact) ⇒
+    * [~pmExchangeFee(prob, m, tradeAmt, tradeMgnRate)](#module_d8xMath..pmExchangeFee) ⇒
     * [~pmMarginBalance(pos, s2, s3, ell, mc)](#module_d8xMath..pmMarginBalance) ⇒
-    * [~excessMargin(tradeAmt, currentCashCC, currentPos, currentLockedInQC, limitPrice, Sm, S3, totLong, totShort)](#module_d8xMath..excessMargin) ⇒
+    * [~excessMargin(tradeAmt, currentCashCC, currentPos, currentLockedInQC, limitPrice, Sm, S3)](#module_d8xMath..excessMargin) ⇒
     * [~pmGetDepositAmtForLvgTrade(tradeAmt, targetLvg, price, S3, S2Mark)](#module_d8xMath..pmGetDepositAmtForLvgTrade) ⇒
     * [~pmExcessCashAtLvg(tradeAmt, lvg, walletBalCC, currentCashCC, currentPosition, currentLockedInValue, slippage, S2, Sm, S3, totLong, totShort)](#module_d8xMath..pmExcessCashAtLvg) ⇒
-    * [~pmFindMaxPersonalTradeSizeAtLeverage(dir, lvg, walletBalCC, slippage, currentPosition, currentCashCC, currentLockedInValue, S2, Sm, S3, totLong, totShort, maxShort, maxLong)](#module_d8xMath..pmFindMaxPersonalTradeSizeAtLeverage) ⇒
+    * [~pmFindMaxPersonalTradeSizeAtLeverage(dir, lvg, walletBalCC, slippage, currentPosition, currentCashCC, currentLockedInValue, S2, Sm, S3, maxShort, maxLong)](#module_d8xMath..pmFindMaxPersonalTradeSizeAtLeverage) ⇒
     * [~pmFindMaxTradeSize(dir, currentPosition, currentCashCC, currentLockedInValue, limitPrice, Sm, S3, totLong, totShort, maxShort, maxLong)](#module_d8xMath..pmFindMaxTradeSize) ⇒
 <a name="module_d8xMath..ABDK29ToFloat"></a>
@@ -464,11 +465,12 @@ Smart contract equivalent: calcMarginForTargetLeverage(..., _ignorePosBalance =
 <a name="module_d8xMath..expectedLoss"></a>
-### d8xMath~expectedLoss(p, m, totLong, totShort, tradeAmt, tradeMgnRate)
+### d8xMath~expectedLoss(p, m, totLong, totShort, tradeAmt, tradeMgnRate) ⇒
 <p>Calculate the expected loss for a prediction market trade used for
 prediction market fees</p>
 **Kind**: inner method of [<code>d8xMath</code>](#module_d8xMath)
+**Returns**: <p>expected loss in dollars</p>
 | Param | Description |
 | --- | --- |
@@ -479,21 +481,37 @@ prediction market fees</p>
 | tradeAmt | <p>signed trade amount, can be zero</p> |
 | tradeMgnRate | <p>margin rate of the trader</p> |
+<a name="module_d8xMath..expectedLossImpact"></a>
+### d8xMath~expectedLossImpact(p, m, tradeAmt, tradeMgnRate) ⇒
+<p>Equivalent to
+const el0 = expectedLoss(prob, m, totLong, totShort, 0, 0);
+const el1 = expectedLoss(prob, m, totLong, totShort, tradeAmt, tradeMgnRate)
+const fee = (el1 - el0) / Math.abs(tradeAmt);</p>
+**Kind**: inner method of [<code>d8xMath</code>](#module_d8xMath)
+**Returns**: <p>dollar fee</p>
+| Param | Description |
+| --- | --- |
+| p | <p>prob long probability</p> |
+| m | <p>max maintenance margin rate (0.18)</p> |
+| tradeAmt | <p>trade amount in base currency</p> |
+| tradeMgnRate | <p>margin rate for this trade</p> |
 <a name="module_d8xMath..pmExchangeFee"></a>
-### d8xMath~pmExchangeFee(prob, m, totShort, totLong, tradeAmt, tradeMgnRate) ⇒
+### d8xMath~pmExchangeFee(prob, m, tradeAmt, tradeMgnRate) ⇒
 <p>Exchange fee as a rate for prediction markets
 For opening trades only</p>
 **Kind**: inner method of [<code>d8xMath</code>](#module_d8xMath)
-**Returns**: <p>fee relative to tradeAmt</p>
+**Returns**: <p>dollar fee relative to tradeAmt</p>
 | Param | Description |
 | --- | --- |
 | prob | <p>long probability</p> |
 | m | <p>max maintenance margin rate (0.18)</p> |
-| totShort |  |
-| totLong |  |
 | tradeAmt | <p>trade amount in base currency</p> |
 | tradeMgnRate | <p>margin rate for this trade</p> |
@@ -515,7 +533,7 @@ For opening trades only</p>
 <a name="module_d8xMath..excessMargin"></a>
-### d8xMath~excessMargin(tradeAmt, currentCashCC, currentPos, currentLockedInQC, limitPrice, Sm, S3, totLong, totShort) ⇒
+### d8xMath~excessMargin(tradeAmt, currentCashCC, currentPos, currentLockedInQC, limitPrice, Sm, S3) ⇒
 <p>Calculate the excess margin defined as
 excess := margin balance - trading fee - initial margin threshold
 for the given trade and position</p>
@@ -532,8 +550,6 @@ for the given trade and position</p>
 | limitPrice |
 | Sm |
 | S3 |
-| totLong |
-| totShort |
 <a name="module_d8xMath..pmGetDepositAmtForLvgTrade"></a>
@@ -578,7 +594,7 @@ after a trade of size tradeAmt in prediction markets</p>
 <a name="module_d8xMath..pmFindMaxPersonalTradeSizeAtLeverage"></a>
-### d8xMath~pmFindMaxPersonalTradeSizeAtLeverage(dir, lvg, walletBalCC, slippage, currentPosition, currentCashCC, currentLockedInValue, S2, Sm, S3, totLong, totShort, maxShort, maxLong) ⇒
+### d8xMath~pmFindMaxPersonalTradeSizeAtLeverage(dir, lvg, walletBalCC, slippage, currentPosition, currentCashCC, currentLockedInValue, S2, Sm, S3, maxShort, maxLong) ⇒
 <p>Find maximal trade size (short dir=-1 or long dir=1) for prediction
 markets at provided leverage and incorporating the current position
 and wallet balance.
@@ -599,10 +615,8 @@ Factors in lot size and global max short/long</p>
 | S2 |  |
 | Sm |  |
 | S3 |  |
-| totLong |  |
-| totShort |  |
-| maxShort |  |
-| maxLong |  |
+| maxShort | <p>global max short order size (sign irrelevant)</p> |
+| maxLong | <p>global max long order size (positive)</p> |
 <a name="module_d8xMath..pmFindMaxTradeSize"></a>
@@ -3773,7 +3787,7 @@ No gas required for the queries here.</p>
         * [.getABI(contract)](#PerpetualDataHandler+getABI) ⇒
         * [.isPredictionMarket(symbol)](#PerpetualDataHandler+isPredictionMarket) ⇒
     * _static_
-        * [.exchangeFeePrdMkts(state, maxMaintMgnRate, Sm, tradeAmtBC, tradeMgnRate)](#MarketData.exchangeFeePrdMkts) ⇒
+        * [.exchangeFeePrdMkts(maxMaintMgnRate, Sm, tradeAmtBC, tradeMgnRate)](#MarketData.exchangeFeePrdMkts) ⇒
 <a name="new_MarketData_new"></a>
@@ -4942,7 +4956,7 @@ main();
 <a name="MarketData.exchangeFeePrdMkts"></a>
-### MarketData.exchangeFeePrdMkts(state, maxMaintMgnRate, Sm, tradeAmtBC, tradeMgnRate) ⇒
+### MarketData.exchangeFeePrdMkts(maxMaintMgnRate, Sm, tradeAmtBC, tradeMgnRate) ⇒
 <p>Fee is relative to base-currency amount (=trade amount)</p>
 **Kind**: static method of [<code>MarketData</code>](#MarketData)
@@ -4950,7 +4964,6 @@ main();
 | Param | Description |
 | --- | --- |
-| state | <p>current perpetual state (need longBC and shortBC)</p> |
 | maxMaintMgnRate | <p>maintenance margin rate param for pred mkts</p> |
 | Sm | <p>Mark price</p> |
 | tradeAmtBC | <p>signed trade amount</p> |