@d8x/perpetuals-sdk 2.1.13-alpha2 → 2.1.25-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 (163) hide show
  1. package/dist/cjs/abi/BeaconProxy.json +71 -0
  2. package/dist/cjs/abi/Maintainer.json +774 -0
  3. package/dist/cjs/abi/MockToken.json +347 -0
  4. package/dist/cjs/abi/UUPSUpgradeable.json +104 -0
  5. package/dist/cjs/abi/WeETH.json +310 -0
  6. package/dist/cjs/abi-zkevm/LimitOrderBook.json +910 -0
  7. package/dist/cjs/abi-zkevm/LimitOrderBookFactory.json +236 -0
  8. package/dist/cjs/config/priceFeedConfig.json +0 -12
  9. package/dist/cjs/contracts/BeaconProxy.d.ts +63 -0
  10. package/dist/cjs/contracts/BeaconProxy.js +3 -0
  11. package/dist/cjs/contracts/BeaconProxy.js.map +1 -0
  12. package/dist/cjs/contracts/Maintainer.d.ts +799 -0
  13. package/dist/cjs/contracts/Maintainer.js +3 -0
  14. package/dist/cjs/contracts/Maintainer.js.map +1 -0
  15. package/dist/cjs/contracts/MockToken.d.ts +263 -0
  16. package/dist/cjs/contracts/MockToken.js +3 -0
  17. package/dist/cjs/contracts/MockToken.js.map +1 -0
  18. package/dist/cjs/contracts/UUPSUpgradeable.d.ts +118 -0
  19. package/dist/cjs/contracts/UUPSUpgradeable.js +3 -0
  20. package/dist/cjs/contracts/UUPSUpgradeable.js.map +1 -0
  21. package/dist/cjs/contracts/WeETH.d.ts +503 -0
  22. package/dist/cjs/contracts/WeETH.js +3 -0
  23. package/dist/cjs/contracts/WeETH.js.map +1 -0
  24. package/dist/cjs/contracts/factories/BeaconProxy__factory.d.ts +61 -0
  25. package/dist/cjs/contracts/factories/BeaconProxy__factory.js +89 -0
  26. package/dist/cjs/contracts/factories/BeaconProxy__factory.js.map +1 -0
  27. package/dist/cjs/contracts/factories/Maintainer__factory.d.ts +609 -0
  28. package/dist/cjs/contracts/factories/Maintainer__factory.js +792 -0
  29. package/dist/cjs/contracts/factories/Maintainer__factory.js.map +1 -0
  30. package/dist/{esm/contracts/factories/PerpStorage__factory.d.ts → cjs/contracts/factories/MockToken__factory.d.ts} +128 -115
  31. package/dist/cjs/contracts/factories/MockToken__factory.js +365 -0
  32. package/dist/cjs/contracts/factories/MockToken__factory.js.map +1 -0
  33. package/dist/cjs/contracts/factories/UUPSUpgradeable__factory.d.ts +87 -0
  34. package/dist/cjs/contracts/factories/UUPSUpgradeable__factory.js +122 -0
  35. package/dist/cjs/contracts/factories/UUPSUpgradeable__factory.js.map +1 -0
  36. package/dist/cjs/contracts/factories/WeETH__factory.d.ts +545 -0
  37. package/dist/cjs/contracts/factories/WeETH__factory.js +721 -0
  38. package/dist/cjs/contracts/factories/WeETH__factory.js.map +1 -0
  39. package/dist/cjs/contracts/factories/lean0/IPerpetualManager__factory.d.ts +4136 -0
  40. package/dist/cjs/contracts/factories/lean0/IPerpetualManager__factory.js +5324 -0
  41. package/dist/cjs/contracts/factories/lean0/IPerpetualManager__factory.js.map +1 -0
  42. package/dist/cjs/contracts/factories/lean0/LimitOrderBookFactory__factory.d.ts +189 -0
  43. package/dist/cjs/contracts/factories/lean0/LimitOrderBookFactory__factory.js +254 -0
  44. package/dist/cjs/contracts/factories/lean0/LimitOrderBookFactory__factory.js.map +1 -0
  45. package/dist/cjs/contracts/factories/lean0/LimitOrderBook__factory.d.ts +715 -0
  46. package/dist/cjs/contracts/factories/lean0/LimitOrderBook__factory.js +928 -0
  47. package/dist/cjs/contracts/factories/lean0/LimitOrderBook__factory.js.map +1 -0
  48. package/dist/cjs/contracts/factories/lean0/ShareToken__factory.d.ts +344 -0
  49. package/dist/cjs/contracts/factories/lean0/ShareToken__factory.js +456 -0
  50. package/dist/cjs/contracts/factories/lean0/ShareToken__factory.js.map +1 -0
  51. package/dist/cjs/contracts/factories/lean0/index.d.ts +4 -0
  52. package/dist/cjs/contracts/factories/lean0/index.js +15 -0
  53. package/dist/cjs/contracts/factories/lean0/index.js.map +1 -0
  54. package/dist/cjs/contracts/lean0/IPerpetualManager.d.ts +2821 -0
  55. package/dist/cjs/contracts/lean0/IPerpetualManager.js +3 -0
  56. package/dist/cjs/contracts/lean0/IPerpetualManager.js.map +1 -0
  57. package/dist/cjs/contracts/lean0/LimitOrderBook.d.ts +533 -0
  58. package/dist/cjs/contracts/lean0/LimitOrderBook.js +3 -0
  59. package/dist/cjs/contracts/lean0/LimitOrderBook.js.map +1 -0
  60. package/dist/cjs/contracts/lean0/LimitOrderBookFactory.d.ts +210 -0
  61. package/dist/cjs/contracts/lean0/LimitOrderBookFactory.js +3 -0
  62. package/dist/cjs/contracts/lean0/LimitOrderBookFactory.js.map +1 -0
  63. package/dist/cjs/contracts/lean0/ShareToken.d.ts +320 -0
  64. package/dist/cjs/contracts/lean0/ShareToken.js +3 -0
  65. package/dist/cjs/contracts/lean0/ShareToken.js.map +1 -0
  66. package/dist/cjs/contracts/lean0/index.d.ts +4 -0
  67. package/dist/cjs/contracts/lean0/index.js +3 -0
  68. package/dist/cjs/contracts/lean0/index.js.map +1 -0
  69. package/dist/cjs/d8XMath.d.ts +3 -5
  70. package/dist/cjs/d8XMath.js +9 -11
  71. package/dist/cjs/d8XMath.js.map +1 -1
  72. package/dist/cjs/liquidatorTool.d.ts +2 -1
  73. package/dist/cjs/liquidatorTool.js +28 -13
  74. package/dist/cjs/liquidatorTool.js.map +1 -1
  75. package/dist/cjs/version.d.ts +1 -1
  76. package/dist/cjs/version.js +1 -1
  77. package/dist/esm/abi/BeaconProxy.json +71 -0
  78. package/dist/esm/abi/Maintainer.json +774 -0
  79. package/dist/esm/abi/MockToken.json +347 -0
  80. package/dist/esm/abi/UUPSUpgradeable.json +104 -0
  81. package/dist/esm/abi/WeETH.json +310 -0
  82. package/dist/esm/abi/lean0/IPerpetualManager.json +5306 -0
  83. package/dist/esm/abi/lean0/LimitOrderBook.json +910 -0
  84. package/dist/esm/abi/lean0/LimitOrderBookFactory.json +236 -0
  85. package/dist/esm/abi/lean0/ShareToken.json +438 -0
  86. package/dist/esm/abi-zkevm/LimitOrderBook.json +910 -0
  87. package/dist/esm/abi-zkevm/LimitOrderBookFactory.json +236 -0
  88. package/dist/esm/config/priceFeedConfig.json +0 -12
  89. package/dist/esm/contracts/BeaconProxy.d.ts +63 -0
  90. package/dist/esm/contracts/BeaconProxy.js +2 -0
  91. package/dist/esm/contracts/BeaconProxy.js.map +1 -0
  92. package/dist/esm/contracts/Maintainer.d.ts +799 -0
  93. package/dist/esm/contracts/Maintainer.js +2 -0
  94. package/dist/esm/contracts/Maintainer.js.map +1 -0
  95. package/dist/esm/contracts/MockToken.d.ts +263 -0
  96. package/dist/esm/contracts/MockToken.js +2 -0
  97. package/dist/esm/contracts/MockToken.js.map +1 -0
  98. package/dist/esm/contracts/UUPSUpgradeable.d.ts +118 -0
  99. package/dist/esm/contracts/UUPSUpgradeable.js +2 -0
  100. package/dist/esm/contracts/UUPSUpgradeable.js.map +1 -0
  101. package/dist/esm/contracts/WeETH.d.ts +503 -0
  102. package/dist/esm/contracts/WeETH.js +2 -0
  103. package/dist/esm/contracts/WeETH.js.map +1 -0
  104. package/dist/esm/contracts/factories/BeaconProxy__factory.d.ts +61 -0
  105. package/dist/esm/contracts/factories/BeaconProxy__factory.js +85 -0
  106. package/dist/esm/contracts/factories/BeaconProxy__factory.js.map +1 -0
  107. package/dist/esm/contracts/factories/Maintainer__factory.d.ts +609 -0
  108. package/dist/esm/contracts/factories/Maintainer__factory.js +788 -0
  109. package/dist/esm/contracts/factories/Maintainer__factory.js.map +1 -0
  110. package/dist/esm/contracts/factories/MockToken__factory.d.ts +273 -0
  111. package/dist/esm/contracts/factories/{PerpStorage__factory.js → MockToken__factory.js} +139 -128
  112. package/dist/esm/contracts/factories/MockToken__factory.js.map +1 -0
  113. package/dist/esm/contracts/factories/UUPSUpgradeable__factory.d.ts +87 -0
  114. package/dist/esm/contracts/factories/UUPSUpgradeable__factory.js +118 -0
  115. package/dist/esm/contracts/factories/UUPSUpgradeable__factory.js.map +1 -0
  116. package/dist/esm/contracts/factories/WeETH__factory.d.ts +545 -0
  117. package/dist/esm/contracts/factories/WeETH__factory.js +717 -0
  118. package/dist/esm/contracts/factories/WeETH__factory.js.map +1 -0
  119. package/dist/esm/contracts/factories/lean0/IPerpetualManager__factory.d.ts +4136 -0
  120. package/dist/esm/contracts/factories/lean0/IPerpetualManager__factory.js +5320 -0
  121. package/dist/esm/contracts/factories/lean0/IPerpetualManager__factory.js.map +1 -0
  122. package/dist/esm/contracts/factories/lean0/LimitOrderBookFactory__factory.d.ts +189 -0
  123. package/dist/esm/contracts/factories/lean0/LimitOrderBookFactory__factory.js +250 -0
  124. package/dist/esm/contracts/factories/lean0/LimitOrderBookFactory__factory.js.map +1 -0
  125. package/dist/esm/contracts/factories/lean0/LimitOrderBook__factory.d.ts +715 -0
  126. package/dist/esm/contracts/factories/lean0/LimitOrderBook__factory.js +924 -0
  127. package/dist/esm/contracts/factories/lean0/LimitOrderBook__factory.js.map +1 -0
  128. package/dist/esm/contracts/factories/lean0/ShareToken__factory.d.ts +344 -0
  129. package/dist/esm/contracts/factories/lean0/ShareToken__factory.js +452 -0
  130. package/dist/esm/contracts/factories/lean0/ShareToken__factory.js.map +1 -0
  131. package/dist/esm/contracts/factories/lean0/index.d.ts +4 -0
  132. package/dist/esm/contracts/factories/lean0/index.js +8 -0
  133. package/dist/esm/contracts/factories/lean0/index.js.map +1 -0
  134. package/dist/esm/contracts/lean0/IPerpetualManager.d.ts +2821 -0
  135. package/dist/esm/contracts/lean0/IPerpetualManager.js +2 -0
  136. package/dist/esm/contracts/lean0/IPerpetualManager.js.map +1 -0
  137. package/dist/esm/contracts/lean0/LimitOrderBook.d.ts +533 -0
  138. package/dist/esm/contracts/lean0/LimitOrderBook.js +2 -0
  139. package/dist/esm/contracts/lean0/LimitOrderBook.js.map +1 -0
  140. package/dist/esm/contracts/lean0/LimitOrderBookFactory.d.ts +210 -0
  141. package/dist/esm/contracts/lean0/LimitOrderBookFactory.js +2 -0
  142. package/dist/esm/contracts/lean0/LimitOrderBookFactory.js.map +1 -0
  143. package/dist/esm/contracts/lean0/ShareToken.d.ts +320 -0
  144. package/dist/esm/contracts/lean0/ShareToken.js +2 -0
  145. package/dist/esm/contracts/lean0/ShareToken.js.map +1 -0
  146. package/dist/esm/contracts/lean0/index.d.ts +4 -0
  147. package/dist/esm/contracts/lean0/index.js +2 -0
  148. package/dist/esm/contracts/lean0/index.js.map +1 -0
  149. package/dist/esm/d8XMath.d.ts +3 -5
  150. package/dist/esm/d8XMath.js +9 -11
  151. package/dist/esm/d8XMath.js.map +1 -1
  152. package/dist/esm/liquidatorTool.d.ts +2 -1
  153. package/dist/esm/liquidatorTool.js +29 -14
  154. package/dist/esm/liquidatorTool.js.map +1 -1
  155. package/dist/esm/version.d.ts +1 -1
  156. package/dist/esm/version.js +1 -1
  157. package/doc/d8x-perpetuals-sdk.md +4 -6
  158. package/package.json +1 -1
  159. package/src/config/priceFeedConfig.json +0 -12
  160. package/src/d8XMath.ts +8 -12
  161. package/src/liquidatorTool.ts +48 -15
  162. package/src/version.ts +1 -1
  163. package/dist/esm/contracts/factories/PerpStorage__factory.js.map +0 -1
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package/dist/esm/liquidatorTool.d.ts CHANGED
@@ -1,4 +1,4 @@
1
- import { ContractTransactionResponse, Overrides, Signer, TransactionResponse } from "ethers";
1
+ import { BigNumberish, ContractTransactionResponse, Overrides, Signer, TransactionResponse } from "ethers";
2
2
  import { PayableOverrides } from "./contracts/common";
3
3
  import type { NodeSDKConfig, PriceFeedSubmission } from "./nodeSDKTypes";
4
4
  import WriteAccessHandler from "./writeAccessHandler";
@@ -60,6 +60,7 @@ export default class LiquidatorTool extends WriteAccessHandler {
60
60
  liquidateTrader(symbol: string, traderAddr: string, liquidatorAddr?: string, submission?: PriceFeedSubmission, overrides?: PayableOverrides & {
61
61
  rpcURL?: string;
62
62
  splitTx?: boolean;
63
+ maxGasLimit?: BigNumberish;
63
64
  }): Promise<TransactionResponse>;
64
65
  /**
65
66
  * Check if the collateral of a trader is above the maintenance margin ("maintenance margin safe").
package/dist/esm/liquidatorTool.js CHANGED
@@ -1,4 +1,4 @@
1
- import { JsonRpcProvider } from "ethers";
1
+ import { JsonRpcProvider, } from "ethers";
2
2
  import { IPyth__factory } from "./contracts/factories";
3
3
  import { ABK64x64ToFloat, floatToABK64x64, entropy } from "./d8XMath";
4
4
  import WriteAccessHandler from "./writeAccessHandler";
@@ -94,20 +94,15 @@ export default class LiquidatorTool extends WriteAccessHandler {
94
94
  }
95
95
  let rpcURL;
96
96
  let splitTx;
97
+ let maxGasLimit;
97
98
  if (overrides) {
98
- ({ rpcURL, splitTx, ...overrides } = overrides);
99
+ ({ rpcURL, splitTx, maxGasLimit, ...overrides } = overrides);
99
100
  }
100
101
  const provider = new JsonRpcProvider(rpcURL ?? this.nodeURL, this.network, { staticNetwork: true });
101
102
  let perpID = LiquidatorTool.symbolToPerpetualId(symbol, this.symbolToPerpStaticInfo);
102
103
  if (submission == undefined) {
103
104
  submission = await this.fetchLatestFeedPriceInfo(symbol);
104
105
  }
105
- if (!overrides || overrides.gasLimit == undefined) {
106
- overrides = {
107
- gasLimit: overrides?.gasLimit ?? this.gasLimit,
108
- ...overrides,
109
- };
110
- }
111
106
  // update first
112
107
  let nonceInc = 0;
113
108
  let txData;
@@ -119,7 +114,7 @@ export default class LiquidatorTool extends WriteAccessHandler {
119
114
  const pythTx = await pyth.updatePriceFeedsIfNecessary(submission.priceFeedVaas, priceIds, submission.timestamps, {
120
115
  value: this.PRICE_UPDATE_FEE_GWEI * submission.timestamps.length,
121
116
  gasLimit: overrides?.gasLimit ?? this.gasLimit,
122
- nonce: overrides.nonce,
117
+ nonce: overrides?.nonce,
123
118
  });
124
119
  nonceInc += 1;
125
120
  // await pythTx.wait();
@@ -145,21 +140,41 @@ export default class LiquidatorTool extends WriteAccessHandler {
145
140
  ]);
146
141
  value = this.PRICE_UPDATE_FEE_GWEI * submission.timestamps.length;
147
142
  }
148
- if (!!overrides?.nonce) {
143
+ if (overrides?.nonce != undefined) {
149
144
  overrides.nonce = overrides.nonce + nonceInc;
150
145
  }
146
+ if (overrides?.gasLimit !== undefined) {
147
+ overrides.gasLimit = await overrides.gasLimit;
148
+ }
149
+ if (overrides?.gasPrice !== undefined) {
150
+ overrides.gasPrice = await overrides.gasPrice;
151
+ }
151
152
  let unsignedTx = {
152
153
  to: this.proxyAddr,
153
154
  from: this.traderAddr,
154
- nonce: overrides.nonce,
155
+ nonce: overrides?.nonce,
155
156
  data: txData,
156
157
  value: value,
157
- gasLimit: overrides.gasLimit,
158
+ gasLimit: overrides?.gasLimit,
158
159
  // gas price is populated by the provider if undefined
159
- gasPrice: overrides.gasPrice,
160
+ gasPrice: overrides?.gasPrice,
160
161
  chainId: this.chainId,
161
162
  };
162
- return await this.signer.sendTransaction(unsignedTx);
163
+ // no gas limit was specified, explicitly estimate
164
+ if (!overrides?.gasLimit) {
165
+ let gasLimit = await this.signer
166
+ .estimateGas(unsignedTx)
167
+ .then((gas) => (gas * 1500n) / 1000n)
168
+ .catch((_e) => undefined);
169
+ if (!gasLimit) {
170
+ // gas estimate failed - txn would probably revert, double check (and possibly re-throw):
171
+ overrides = { gasLimit: maxGasLimit ?? this.gasLimit, value: unsignedTx.value, ...overrides };
172
+ await this.proxyContract.liquidateByAMM.staticCall(perpID, liquidatorAddr, traderAddr, submission.priceFeedVaas, submission.timestamps, overrides);
173
+ gasLimit = BigInt(maxGasLimit ?? this.gasLimit);
174
+ }
175
+ unsignedTx.gasLimit = gasLimit;
176
+ }
177
+ return await this.signer.connect(provider).sendTransaction(unsignedTx);
163
178
  }
164
179
  /**
165
180
  * Check if the collateral of a trader is above the maintenance margin ("maintenance margin safe").
package/dist/esm/liquidatorTool.js.map CHANGED
@@ -1 +1 @@
1
- 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1
+ 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package/dist/esm/version.d.ts CHANGED
@@ -1 +1 @@
1
- export declare const D8X_SDK_VERSION = "2.1.13-alpha2";
1
+ export declare const D8X_SDK_VERSION = "2.1.25-alpha2";
package/dist/esm/version.js CHANGED
@@ -1,2 +1,2 @@
1
- export const D8X_SDK_VERSION = "2.1.13-alpha2";
1
+ export const D8X_SDK_VERSION = "2.1.25-alpha2";
2
2
  //# sourceMappingURL=version.js.map
package/doc/d8x-perpetuals-sdk.md CHANGED
@@ -156,7 +156,7 @@ on-chain</p></dd>
156
156
  * [~excessMargin(tradeAmt, currentCashCC, currentPos, currentLockedInQC, limitPrice, Sm, S3)](#module_d8xMath..excessMargin) ⇒
157
157
  * [~pmGetDepositAmtForLvgTrade(tradeAmt, targetLvg, price, S3, S2Mark)](#module_d8xMath..pmGetDepositAmtForLvgTrade) ⇒
158
158
  * [~pmExcessCashAtLvg(tradeAmt, lvg, walletBalCC, currentCashCC, currentPosition, currentLockedInValue, slippage, S2, Sm, S3, totLong, totShort)](#module_d8xMath..pmExcessCashAtLvg) ⇒
159
- * [~pmFindMaxPersonalTradeSizeAtLeverage(dir, lvg, walletBalCC, slippage, currentPosition, currentCashCC, currentLockedInValue, S2, Sm, S3, totLong, totShort, maxShort, maxLong)](#module_d8xMath..pmFindMaxPersonalTradeSizeAtLeverage) ⇒
159
+ * [~pmFindMaxPersonalTradeSizeAtLeverage(dir, lvg, walletBalCC, slippage, currentPosition, currentCashCC, currentLockedInValue, S2, Sm, S3, maxShort, maxLong)](#module_d8xMath..pmFindMaxPersonalTradeSizeAtLeverage) ⇒
160
160
  * [~pmFindMaxTradeSize(dir, currentPosition, currentCashCC, currentLockedInValue, limitPrice, Sm, S3, totLong, totShort, maxShort, maxLong)](#module_d8xMath..pmFindMaxTradeSize) ⇒
161
161
 
162
162
  <a name="module_d8xMath..ABDK29ToFloat"></a>
@@ -594,7 +594,7 @@ after a trade of size tradeAmt in prediction markets</p>
594
594
 
595
595
  <a name="module_d8xMath..pmFindMaxPersonalTradeSizeAtLeverage"></a>
596
596
 
597
- ### d8xMath~pmFindMaxPersonalTradeSizeAtLeverage(dir, lvg, walletBalCC, slippage, currentPosition, currentCashCC, currentLockedInValue, S2, Sm, S3, totLong, totShort, maxShort, maxLong) ⇒
597
+ ### d8xMath~pmFindMaxPersonalTradeSizeAtLeverage(dir, lvg, walletBalCC, slippage, currentPosition, currentCashCC, currentLockedInValue, S2, Sm, S3, maxShort, maxLong) ⇒
598
598
  <p>Find maximal trade size (short dir=-1 or long dir=1) for prediction
599
599
  markets at provided leverage and incorporating the current position
600
600
  and wallet balance.
@@ -615,10 +615,8 @@ Factors in lot size and global max short/long</p>
615
615
  | S2 | |
616
616
  | Sm | |
617
617
  | S3 | |
618
- | totLong | |
619
- | totShort | |
620
- | maxShort | |
621
- | maxLong | |
618
+ | maxShort | <p>global max short order size (sign irrelevant)</p> |
619
+ | maxLong | <p>global max long order size (positive)</p> |
622
620
 
623
621
  <a name="module_d8xMath..pmFindMaxTradeSize"></a>
624
622
 
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@d8x/perpetuals-sdk",
3
- "version": "2.1.13-alpha2",
3
+ "version": "2.1.25-alpha2",
4
4
  "description": "Node TypeScript SDK for D8X Perpetual Futures",
5
5
  "author": "D8X",
6
6
  "homepage": "https://github.com/D8-X/d8x-futures-node-sdk#readme",
package/src/config/priceFeedConfig.json CHANGED
@@ -50,12 +50,6 @@
50
50
  "type": "pyth",
51
51
  "origin": "Crypto.ETH/USD"
52
52
  },
53
- {
54
- "symbol": "MATIC-USD",
55
- "id": "0x5de33a9112c2b700b8d30b8a3402c103578ccfa2765696471cc672bd5cf6ac52",
56
- "type": "pyth",
57
- "origin": "Crypto.MATIC/USD"
58
- },
59
53
  {
60
54
  "symbol": "USD-CHF",
61
55
  "id": "0x0b1e3297e69f162877b577b0d6a47a0d63b2392bc8499e6540da4187a63e28f8",
@@ -202,12 +196,6 @@
202
196
  "type": "odin",
203
197
  "origin": "Crypto.ETH/USD"
204
198
  },
205
- {
206
- "symbol": "MATIC-USD",
207
- "id": "0x5de33a9112c2b700b8d30b8a3402c103578ccfa2765696471cc672bd5cf6ac52",
208
- "type": "odin",
209
- "origin": "Crypto.MATIC/USD"
210
- },
211
199
  {
212
200
  "symbol": "USD-CHF",
213
201
  "id": "0x0b1e3297e69f162877b577b0d6a47a0d63b2392bc8499e6540da4187a63e28f8",
package/src/d8XMath.ts CHANGED
@@ -748,10 +748,10 @@ function pmExcessCashAtLvg(
748
748
  if (tradeAmt < 0) {
749
749
  p0 = 2 - Sm; //=1-(Sm-1)
750
750
  }
751
- const feeCc = pmExchangeFee(p0, m0, tradeAmt, 1 / lvg) / S3;
751
+ const feeCc = (tradeAmt * pmExchangeFee(p0, m0, tradeAmt, 1 / lvg)) / S3;
752
752
 
753
753
  //excess cash
754
- let exc = walletBalCC - depositFromWallet - feeCc;
754
+ let exc = walletBalCC - depositFromWallet;
755
755
 
756
756
  // margin balance
757
757
  let pos = currentPosition + tradeAmt;
@@ -792,10 +792,8 @@ function pmExcessCashAtLvg(
792
792
  * @param S2
793
793
  * @param Sm
794
794
  * @param S3
795
- * @param totLong
796
- * @param totShort
797
- * @param maxShort
798
- * @param maxLong
795
+ * @param maxShort global max short order size (sign irrelevant)
796
+ * @param maxLong global max long order size (positive)
799
797
  * @returns max trade size
800
798
  */
801
799
  export function pmFindMaxPersonalTradeSizeAtLeverage(
@@ -809,8 +807,6 @@ export function pmFindMaxPersonalTradeSizeAtLeverage(
809
807
  S2: number,
810
808
  Sm: number,
811
809
  S3: number,
812
- totLong: number,
813
- totShort: number,
814
810
  maxShort: number,
815
811
  maxLong: number
816
812
  ): number {
@@ -891,10 +887,10 @@ export function pmFindMaxPersonalTradeSizeAtLeverage(
891
887
  }
892
888
  // ensure trade maximal trade sNew does not exceed
893
889
  // the contract limits
894
- if (currentPosition + sNew < maxShort) {
895
- sNew = maxShort - currentPosition;
896
- } else if (currentPosition + sNew > maxLong) {
897
- sNew = maxLong - currentPosition;
890
+ if (sNew < -Math.abs(maxShort)) {
891
+ sNew = -Math.abs(maxShort);
892
+ } else if (sNew > maxLong) {
893
+ sNew = maxLong;
898
894
  }
899
895
  // round trade size down to lot
900
896
  sNew = Math.sign(sNew) * Math.floor(Math.abs(sNew) / lot) * lot;
package/src/liquidatorTool.ts CHANGED
@@ -1,4 +1,11 @@
1
- import { ContractTransactionResponse, JsonRpcProvider, Overrides, Signer, TransactionResponse } from "ethers";
1
+ import {
2
+ BigNumberish,
3
+ ContractTransactionResponse,
4
+ JsonRpcProvider,
5
+ Overrides,
6
+ Signer,
7
+ TransactionResponse,
8
+ } from "ethers";
2
9
  import { PayableOverrides } from "./contracts/common";
3
10
  import { IPyth__factory } from "./contracts/factories";
4
11
  import { ABK64x64ToFloat, floatToABK64x64, entropy } from "./d8XMath";
@@ -98,7 +105,7 @@ export default class LiquidatorTool extends WriteAccessHandler {
98
105
  traderAddr: string,
99
106
  liquidatorAddr: string = "",
100
107
  submission?: PriceFeedSubmission,
101
- overrides?: PayableOverrides & { rpcURL?: string; splitTx?: boolean }
108
+ overrides?: PayableOverrides & { rpcURL?: string; splitTx?: boolean; maxGasLimit?: BigNumberish }
102
109
  ): Promise<TransactionResponse> {
103
110
  // this operation spends gas, so signer is required
104
111
  if (this.proxyContract == null || this.signer == null) {
@@ -110,20 +117,17 @@ export default class LiquidatorTool extends WriteAccessHandler {
110
117
  }
111
118
  let rpcURL: string | undefined;
112
119
  let splitTx: boolean | undefined;
120
+ let maxGasLimit: BigNumberish | undefined;
113
121
  if (overrides) {
114
- ({ rpcURL, splitTx, ...overrides } = overrides);
122
+ ({ rpcURL, splitTx, maxGasLimit, ...overrides } = overrides);
115
123
  }
124
+
116
125
  const provider = new JsonRpcProvider(rpcURL ?? this.nodeURL, this.network, { staticNetwork: true });
117
126
  let perpID = LiquidatorTool.symbolToPerpetualId(symbol, this.symbolToPerpStaticInfo);
118
127
  if (submission == undefined) {
119
128
  submission = await this.fetchLatestFeedPriceInfo(symbol);
120
129
  }
121
- if (!overrides || overrides.gasLimit == undefined) {
122
- overrides = {
123
- gasLimit: overrides?.gasLimit ?? this.gasLimit,
124
- ...overrides,
125
- } as PayableOverrides;
126
- }
130
+
127
131
  // update first
128
132
  let nonceInc = 0;
129
133
  let txData: string;
@@ -139,7 +143,7 @@ export default class LiquidatorTool extends WriteAccessHandler {
139
143
  {
140
144
  value: this.PRICE_UPDATE_FEE_GWEI * submission.timestamps.length,
141
145
  gasLimit: overrides?.gasLimit ?? this.gasLimit,
142
- nonce: overrides.nonce,
146
+ nonce: overrides?.nonce,
143
147
  }
144
148
  );
145
149
  nonceInc += 1;
@@ -164,21 +168,50 @@ export default class LiquidatorTool extends WriteAccessHandler {
164
168
  ]);
165
169
  value = this.PRICE_UPDATE_FEE_GWEI * submission.timestamps.length;
166
170
  }
167
- if (!!overrides?.nonce) {
171
+ if (overrides?.nonce != undefined) {
168
172
  overrides.nonce = overrides.nonce + nonceInc;
169
173
  }
174
+
175
+ if (overrides?.gasLimit !== undefined) {
176
+ overrides.gasLimit = await overrides.gasLimit;
177
+ }
178
+
179
+ if (overrides?.gasPrice !== undefined) {
180
+ overrides.gasPrice = await overrides.gasPrice;
181
+ }
170
182
  let unsignedTx = {
171
183
  to: this.proxyAddr,
172
184
  from: this.traderAddr,
173
- nonce: overrides.nonce,
185
+ nonce: overrides?.nonce,
174
186
  data: txData,
175
187
  value: value,
176
- gasLimit: overrides.gasLimit,
188
+ gasLimit: overrides?.gasLimit,
177
189
  // gas price is populated by the provider if undefined
178
- gasPrice: overrides.gasPrice,
190
+ gasPrice: overrides?.gasPrice,
179
191
  chainId: this.chainId,
180
192
  };
181
- return await this.signer.sendTransaction(unsignedTx);
193
+ // no gas limit was specified, explicitly estimate
194
+ if (!overrides?.gasLimit) {
195
+ let gasLimit = await this.signer
196
+ .estimateGas(unsignedTx)
197
+ .then((gas) => (gas * 1500n) / 1000n)
198
+ .catch((_e) => undefined);
199
+ if (!gasLimit) {
200
+ // gas estimate failed - txn would probably revert, double check (and possibly re-throw):
201
+ overrides = { gasLimit: maxGasLimit ?? this.gasLimit, value: unsignedTx.value, ...overrides };
202
+ await this.proxyContract.liquidateByAMM.staticCall(
203
+ perpID,
204
+ liquidatorAddr,
205
+ traderAddr,
206
+ submission.priceFeedVaas,
207
+ submission.timestamps,
208
+ overrides
209
+ );
210
+ gasLimit = BigInt(maxGasLimit ?? this.gasLimit);
211
+ }
212
+ unsignedTx.gasLimit = gasLimit;
213
+ }
214
+ return await this.signer.connect(provider).sendTransaction(unsignedTx);
182
215
  }
183
216
 
184
217
  /**
package/src/version.ts CHANGED
@@ -1 +1 @@
1
- export const D8X_SDK_VERSION = "2.1.13-alpha2";
1
+ export const D8X_SDK_VERSION = "2.1.25-alpha2";
package/dist/esm/contracts/factories/PerpStorage__factory.js.map DELETED
@@ -1 +0,0 @@
1
- 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