npm - @d8x/perpetuals-sdk - Versions diffs - 2.1.13-alpha2 → 2.1.24-alpha2 - Mend

@d8x/perpetuals-sdk 2.1.13-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 (21) hide show

package/dist/cjs/d8XMath.d.ts +3 -5
package/dist/cjs/d8XMath.js +9 -11
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/version.d.ts +1 -1
package/dist/cjs/version.js +1 -1
package/dist/esm/d8XMath.d.ts +3 -5
package/dist/esm/d8XMath.js +9 -11
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/version.d.ts +1 -1
package/dist/esm/version.js +1 -1
package/doc/d8x-perpetuals-sdk.md +4 -6
package/package.json +1 -1
package/src/d8XMath.ts +8 -12
package/src/liquidatorTool.ts +48 -15
package/src/version.ts +1 -1

package/dist/cjs/d8XMath.d.ts CHANGED Viewed

@@ -230,13 +230,11 @@ export declare function pmFindLiquidationPrice(pos: number, s3: number, ell: num
  * @param S2
  * @param Sm
  * @param S3
- * @param totLong
- * @param totShort
- * @param maxShort
- * @param maxLong
+ * @param maxShort global max short order size (sign irrelevant)
+ * @param maxLong global max long order size (positive)
  * @returns max trade size
  */
-export declare function pmFindMaxPersonalTradeSizeAtLeverage(dir: number, lvg: number, walletBalCC: number, slippage: number, currentPosition: number, currentCashCC: number, currentLockedInValue: number, S2: number, Sm: number, S3: number, totLong: number, totShort: number, maxShort: number, maxLong: number): number;
+export declare function pmFindMaxPersonalTradeSizeAtLeverage(dir: number, lvg: number, walletBalCC: number, slippage: number, currentPosition: number, currentCashCC: number, currentLockedInValue: number, S2: number, Sm: number, S3: number, maxShort: number, maxLong: number): number;
 /**
  * Find maximal trade size (short dir=-1 or long dir=1) for prediction
  * markets at maximal leverage and incorporating the current position.

package/dist/cjs/d8XMath.js CHANGED Viewed

@@ -636,9 +636,9 @@ function pmExcessCashAtLvg(tradeAmt, lvg, walletBalCC, currentCashCC, currentPos
     if (tradeAmt < 0) {
         p0 = 2 - Sm; //=1-(Sm-1)
     }
-    const feeCc = pmExchangeFee(p0, m0, tradeAmt, 1 / lvg) / S3;
+    const feeCc = (tradeAmt * pmExchangeFee(p0, m0, tradeAmt, 1 / lvg)) / S3;
     //excess cash
-    let exc = walletBalCC - depositFromWallet - feeCc;
+    let exc = walletBalCC - depositFromWallet;
     // margin balance
     let pos = currentPosition + tradeAmt;
     let p = Sm - 1;
@@ -676,13 +676,11 @@ function pmExcessCashAtLvg(tradeAmt, lvg, walletBalCC, currentCashCC, currentPos
  * @param S2
  * @param Sm
  * @param S3
- * @param totLong
- * @param totShort
- * @param maxShort
- * @param maxLong
+ * @param maxShort global max short order size (sign irrelevant)
+ * @param maxLong global max long order size (positive)
  * @returns max trade size
  */
-function pmFindMaxPersonalTradeSizeAtLeverage(dir, lvg, walletBalCC, slippage, currentPosition, currentCashCC, currentLockedInValue, S2, Sm, S3, totLong, totShort, maxShort, maxLong) {
+function pmFindMaxPersonalTradeSizeAtLeverage(dir, lvg, walletBalCC, slippage, currentPosition, currentCashCC, currentLockedInValue, S2, Sm, S3, maxShort, maxLong) {
     if (dir < 0) {
         dir = -1;
     }
@@ -728,11 +726,11 @@ function pmFindMaxPersonalTradeSizeAtLeverage(dir, lvg, walletBalCC, slippage, c
     }
     // ensure trade maximal trade sNew does not exceed
     // the contract limits
-    if (currentPosition + sNew < maxShort) {
-        sNew = maxShort - currentPosition;
+    if (sNew < -Math.abs(maxShort)) {
+        sNew = -Math.abs(maxShort);
     }
-    else if (currentPosition + sNew > maxLong) {
-        sNew = maxLong - currentPosition;
+    else if (sNew > maxLong) {
+        sNew = maxLong;
     }
     // round trade size down to lot
     sNew = Math.sign(sNew) * Math.floor(Math.abs(sNew) / lot) * lot;

package/dist/cjs/d8XMath.js.map CHANGED Viewed

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package/dist/cjs/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/cjs/liquidatorTool.js CHANGED Viewed

@@ -99,20 +99,15 @@ class LiquidatorTool extends writeAccessHandler_1.default {
         }
         let rpcURL;
         let splitTx;
+        let maxGasLimit;
         if (overrides) {
-            ({ rpcURL, splitTx, ...overrides } = overrides);
+            ({ rpcURL, splitTx, maxGasLimit, ...overrides } = overrides);
         }
         const provider = new ethers_1.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;
@@ -124,7 +119,7 @@ class LiquidatorTool extends writeAccessHandler_1.default {
                 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();
@@ -150,21 +145,41 @@ class LiquidatorTool extends writeAccessHandler_1.default {
             ]);
             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/cjs/liquidatorTool.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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1	+ {"version":3,"file":"liquidatorTool.js","sourceRoot":"","sources":["../../src/liquidatorTool.ts"],"names":[],"mappings":";;;;;AAAA,mCAOgB;AAEhB,qDAAuD;AACvD,uCAAsE;AAEtE,8EAAsD;AAEtD;;;;GAIG;AACH,MAAqB,cAAe,SAAQ,4BAAkB;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,wBAAe,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,0BAAc,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,wBAAe,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,0BAAc,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,CAAC,2DAA2D,CAAC,CAAC;SAC1E;QACD,MAAM,YAAY,GAAG,CAAC,CAAC;QACvB,IAAI,MAAM,GAAG,cAAc,CAAC,mBAAmB,CAAC,MAAM,EAAE,IAAI,CAAC,sBAAsB,CAAC,CA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package/dist/cjs/version.d.ts CHANGED Viewed

	@@ -1 +1 @@
1	- export declare const D8X_SDK_VERSION = "2.1.13-alpha2";
1	+ export declare const D8X_SDK_VERSION = "2.1.24-alpha2";

package/dist/cjs/version.js CHANGED Viewed

@@ -1,5 +1,5 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.D8X_SDK_VERSION = void 0;
-exports.D8X_SDK_VERSION = "2.1.13-alpha2";
+exports.D8X_SDK_VERSION = "2.1.24-alpha2";
 //# sourceMappingURL=version.js.map

package/dist/esm/d8XMath.d.ts CHANGED Viewed

@@ -230,13 +230,11 @@ export declare function pmFindLiquidationPrice(pos: number, s3: number, ell: num
  * @param S2
  * @param Sm
  * @param S3
- * @param totLong
- * @param totShort
- * @param maxShort
- * @param maxLong
+ * @param maxShort global max short order size (sign irrelevant)
+ * @param maxLong global max long order size (positive)
  * @returns max trade size
  */
-export declare function pmFindMaxPersonalTradeSizeAtLeverage(dir: number, lvg: number, walletBalCC: number, slippage: number, currentPosition: number, currentCashCC: number, currentLockedInValue: number, S2: number, Sm: number, S3: number, totLong: number, totShort: number, maxShort: number, maxLong: number): number;
+export declare function pmFindMaxPersonalTradeSizeAtLeverage(dir: number, lvg: number, walletBalCC: number, slippage: number, currentPosition: number, currentCashCC: number, currentLockedInValue: number, S2: number, Sm: number, S3: number, maxShort: number, maxLong: number): number;
 /**
  * Find maximal trade size (short dir=-1 or long dir=1) for prediction
  * markets at maximal leverage and incorporating the current position.

package/dist/esm/d8XMath.js CHANGED Viewed

@@ -605,9 +605,9 @@ function pmExcessCashAtLvg(tradeAmt, lvg, walletBalCC, currentCashCC, currentPos
     if (tradeAmt < 0) {
         p0 = 2 - Sm; //=1-(Sm-1)
     }
-    const feeCc = pmExchangeFee(p0, m0, tradeAmt, 1 / lvg) / S3;
+    const feeCc = (tradeAmt * pmExchangeFee(p0, m0, tradeAmt, 1 / lvg)) / S3;
     //excess cash
-    let exc = walletBalCC - depositFromWallet - feeCc;
+    let exc = walletBalCC - depositFromWallet;
     // margin balance
     let pos = currentPosition + tradeAmt;
     let p = Sm - 1;
@@ -645,13 +645,11 @@ function pmExcessCashAtLvg(tradeAmt, lvg, walletBalCC, currentCashCC, currentPos
  * @param S2
  * @param Sm
  * @param S3
- * @param totLong
- * @param totShort
- * @param maxShort
- * @param maxLong
+ * @param maxShort global max short order size (sign irrelevant)
+ * @param maxLong global max long order size (positive)
  * @returns max trade size
  */
-export function pmFindMaxPersonalTradeSizeAtLeverage(dir, lvg, walletBalCC, slippage, currentPosition, currentCashCC, currentLockedInValue, S2, Sm, S3, totLong, totShort, maxShort, maxLong) {
+export function pmFindMaxPersonalTradeSizeAtLeverage(dir, lvg, walletBalCC, slippage, currentPosition, currentCashCC, currentLockedInValue, S2, Sm, S3, maxShort, maxLong) {
     if (dir < 0) {
         dir = -1;
     }
@@ -697,11 +695,11 @@ export function pmFindMaxPersonalTradeSizeAtLeverage(dir, lvg, walletBalCC, slip
     }
     // ensure trade maximal trade sNew does not exceed
     // the contract limits
-    if (currentPosition + sNew < maxShort) {
-        sNew = maxShort - currentPosition;
+    if (sNew < -Math.abs(maxShort)) {
+        sNew = -Math.abs(maxShort);
     }
-    else if (currentPosition + sNew > maxLong) {
-        sNew = maxLong - currentPosition;
+    else if (sNew > maxLong) {
+        sNew = maxLong;
     }
     // round trade size down to lot
     sNew = Math.sign(sNew) * Math.floor(Math.abs(sNew) / lot) * lot;

package/dist/esm/d8XMath.js.map CHANGED Viewed

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

	@@ -1 +1 @@
1	- export declare const D8X_SDK_VERSION = "2.1.13-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 = "2.1.13-alpha2";
+export const D8X_SDK_VERSION = "2.1.24-alpha2";
 //# sourceMappingURL=version.js.map

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

@@ -156,7 +156,7 @@ on-chain</p></dd>
     * [~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>
@@ -594,7 +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.
@@ -615,10 +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>

package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "@d8x/perpetuals-sdk",
-  "version": "2.1.13-alpha2",
+  "version": "2.1.24-alpha2",
   "description": "Node TypeScript SDK for D8X Perpetual Futures",
   "author": "D8X",
   "homepage": "https://github.com/D8-X/d8x-futures-node-sdk#readme",

package/src/d8XMath.ts CHANGED Viewed

@@ -748,10 +748,10 @@ function pmExcessCashAtLvg(
   if (tradeAmt < 0) {
     p0 = 2 - Sm; //=1-(Sm-1)
   }
-  const feeCc = pmExchangeFee(p0, m0, tradeAmt, 1 / lvg) / S3;
+  const feeCc = (tradeAmt * pmExchangeFee(p0, m0, tradeAmt, 1 / lvg)) / S3;
   //excess cash
-  let exc = walletBalCC - depositFromWallet - feeCc;
+  let exc = walletBalCC - depositFromWallet;
   // margin balance
   let pos = currentPosition + tradeAmt;
@@ -792,10 +792,8 @@ function pmExcessCashAtLvg(
  * @param S2
  * @param Sm
  * @param S3
- * @param totLong
- * @param totShort
- * @param maxShort
- * @param maxLong
+ * @param maxShort global max short order size (sign irrelevant)
+ * @param maxLong global max long order size (positive)
  * @returns max trade size
  */
 export function pmFindMaxPersonalTradeSizeAtLeverage(
@@ -809,8 +807,6 @@ export function pmFindMaxPersonalTradeSizeAtLeverage(
   S2: number,
   Sm: number,
   S3: number,
-  totLong: number,
-  totShort: number,
   maxShort: number,
   maxLong: number
 ): number {
@@ -891,10 +887,10 @@ export function pmFindMaxPersonalTradeSizeAtLeverage(
   }
   // ensure trade maximal trade sNew does not exceed
   // the contract limits
-  if (currentPosition + sNew < maxShort) {
-    sNew = maxShort - currentPosition;
-  } else if (currentPosition + sNew > maxLong) {
-    sNew = maxLong - currentPosition;
+  if (sNew < -Math.abs(maxShort)) {
+    sNew = -Math.abs(maxShort);
+  } else if (sNew > maxLong) {
+    sNew = maxLong;
   }
   // round trade size down to lot
   sNew = Math.sign(sNew) * Math.floor(Math.abs(sNew) / lot) * lot;

package/src/liquidatorTool.ts CHANGED Viewed

@@ -1,4 +1,11 @@
-import { ContractTransactionResponse, JsonRpcProvider, Overrides, Signer, TransactionResponse } from "ethers";
+import {
+  BigNumberish,
+  ContractTransactionResponse,
+  JsonRpcProvider,
+  Overrides,
+  Signer,
+  TransactionResponse,
+} from "ethers";
 import { PayableOverrides } from "./contracts/common";
 import { IPyth__factory } from "./contracts/factories";
 import { ABK64x64ToFloat, floatToABK64x64, entropy } from "./d8XMath";
@@ -98,7 +105,7 @@ export default class LiquidatorTool extends WriteAccessHandler {
     traderAddr: string,
     liquidatorAddr: string = "",
     submission?: PriceFeedSubmission,
-    overrides?: PayableOverrides & { rpcURL?: string; splitTx?: boolean }
+    overrides?: PayableOverrides & { rpcURL?: string; splitTx?: boolean; maxGasLimit?: BigNumberish }
   ): Promise<TransactionResponse> {
     // this operation spends gas, so signer is required
     if (this.proxyContract == null || this.signer == null) {
@@ -110,20 +117,17 @@ export default class LiquidatorTool extends WriteAccessHandler {
     }
     let rpcURL: string | undefined;
     let splitTx: boolean | undefined;
+    let maxGasLimit: BigNumberish | undefined;
     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,
-      } as PayableOverrides;
-    }
     // update first
     let nonceInc = 0;
     let txData: string;
@@ -139,7 +143,7 @@ export default class LiquidatorTool extends WriteAccessHandler {
           {
             value: this.PRICE_UPDATE_FEE_GWEI * submission.timestamps.length,
             gasLimit: overrides?.gasLimit ?? this.gasLimit,
-            nonce: overrides.nonce,
+            nonce: overrides?.nonce,
           }
         );
         nonceInc += 1;
@@ -164,21 +168,50 @@ 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);
   }
   /**

package/src/version.ts CHANGED Viewed

	@@ -1 +1 @@
1	- export const D8X_SDK_VERSION = "2.1.13-alpha2";
1	+ export const D8X_SDK_VERSION = "2.1.24-alpha2";