npm - @d8x/perpetuals-sdk - Versions diffs - 2.1.28-alpha2 → 2.1.29-alpha2 - Mend

@d8x/perpetuals-sdk 2.1.28-alpha2 → 2.1.29-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/constants.d.ts +0 -1
package/dist/cjs/constants.js +4 -3
package/dist/cjs/constants.js.map +1 -1
package/dist/cjs/d8XMath.d.ts +0 -18
package/dist/cjs/d8XMath.js +1 -70
package/dist/cjs/d8XMath.js.map +1 -1
package/dist/cjs/marketData.d.ts +10 -1
package/dist/cjs/marketData.js +15 -35
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/constants.d.ts +0 -1
package/dist/esm/constants.js +3 -2
package/dist/esm/constants.js.map +1 -1
package/dist/esm/d8XMath.d.ts +0 -18
package/dist/esm/d8XMath.js +0 -68
package/dist/esm/d8XMath.js.map +1 -1
package/dist/esm/marketData.d.ts +10 -1
package/dist/esm/marketData.js +16 -36
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 +52 -43
package/doc/marketData.md +18 -1
package/package.json +1 -1
package/src/constants.ts +3 -2
package/src/d8XMath.ts +0 -77
package/src/marketData.ts +15 -63
package/src/version.ts +1 -1

package/dist/esm/marketData.js CHANGED Viewed

@@ -1,7 +1,7 @@
 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, IPerpetualManager__factory, Multicall3__factory, } from "./contracts";
-import { ABK64x64ToFloat, dec18ToFloat, decNToFloat, floatToABK64x64, getDepositAmountForLvgTrade, getMaxSignedPositionSize, pmExchangeFee, pmFindMaxTradeSize, } from "./d8XMath";
+import { ABK64x64ToFloat, dec18ToFloat, decNToFloat, floatToABK64x64, getDepositAmountForLvgTrade, getMaxSignedPositionSize, pmExchangeFee, } from "./d8XMath";
 import PerpetualDataHandler from "./perpetualDataHandler";
 import { contractSymbolToSymbol, toBytes4 } from "./utils";
 /**
@@ -877,7 +877,7 @@ export default class MarketData extends PerpetualDataHandler {
      * Accounts for user's wallet balance.
      * @param {string} traderAddr Address of trader
      * @param {symbol} symbol Symbol of the form ETH-USD-MATIC
-     * @returns Maximal trade sizes
+     * @returns Maximal buy and sell trade sizes (positive)
      * @example
      * import { MarketData, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
      * async function main() {
@@ -903,15 +903,22 @@ export default class MarketData extends PerpetualDataHandler {
         // regular markets
         return this.rmMaxOrderSizeForTrader(traderAddr, symbol, overrides);
     }
+    /**
+     * pmMaxOrderSizeForTrader returns the max order size for the
+     * trader that is possible from AMM perspective (agnostic about wallet
+     * balance and leverage)
+     * @param traderAddr address of trader
+     * @param symbol perp symbol
+     * @param overrides optional
+     * @returns buy: number; sell: number absolute
+     */
     async pmMaxOrderSizeForTrader(traderAddr, symbol, overrides) {
         if (!this.proxyContract || !this.multicall) {
             throw new Error("proxy contract not initialized");
         }
-        const IERC20 = new Interface(ERC20_ABI);
         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 ?? 0, indexPriceInfo.ema].map((x) => floatToABK64x64(x));
+        const [fS3, fEma] = [indexPriceInfo.s3 ?? 0, indexPriceInfo.ema].map((x) => floatToABK64x64(x));
         const proxyCalls = [
             // 0: traderState
             {
@@ -919,46 +926,19 @@ export default class MarketData extends PerpetualDataHandler {
                 allowFailure: false,
                 callData: this.proxyContract.interface.encodeFunctionData("getTraderState", [perpId, traderAddr, [fEma, fS3]]),
             },
-            // 1: wallet balance
-            {
-                target: poolInfo.poolSettleTokenAddr,
-                allowFailure: false,
-                callData: IERC20.encodeFunctionData("balanceOf", [traderAddr]),
-            },
-            // 2: amm state
-            {
-                target: this.proxyContract.target,
-                allowFailure: false,
-                callData: this.proxyContract.interface.encodeFunctionData("getAMMState", [perpId, [fS2, fS3]]),
-            },
         ];
         // multicall
         const encodedResults = await this.multicall.aggregate3.staticCall(proxyCalls, overrides || {});
         const traderState = this.proxyContract.interface.decodeFunctionResult("getTraderState", encodedResults[0].returnData)[0];
-        const walletBalance = decNToFloat(IERC20.decodeFunctionResult("balanceOf", encodedResults[1].returnData)[0], poolInfo.poolSettleTokenDecimals);
-        const ammState = this.proxyContract.interface.decodeFunctionResult("getAMMState", encodedResults[2].returnData)[0];
         const account = MarketData.buildMarginAccountFromState(symbol, traderState, this.symbolToPerpStaticInfo, indexPriceInfo, true //isPredMkt
         );
-        const openInterestBC = ABK64x64ToFloat(ammState[11]);
-        const net = -ABK64x64ToFloat(ammState[1]);
-        let totLong, totShort;
-        if (net < 0) {
-            totLong = openInterestBC;
-            totShort = openInterestBC - Math.abs(net);
-        }
-        else {
-            totLong = openInterestBC - net;
-            totShort = openInterestBC;
-        }
         let currentPositionBC = (account.side == BUY_SIDE ? 1 : -1) * account.positionNotionalBaseCCY;
-        const Sm = ABK64x64ToFloat(traderState[8]);
-        // settlement token must be equal to collateral token for walletBalance to be correct
-        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, maxShortPosPerp, maxLongPosPerp);
-        const maxLong = pmFindMaxTradeSize(1, currentPositionBC, availCashCC, account.entryPrice * currentPositionBC, Sm, Sm, indexPriceInfo.s3 ?? 0, maxShortPosPerp, maxLongPosPerp);
-        return { buy: maxLong, sell: maxShort };
+        // max trade size from position; return positive value
+        const maxLongTrade = Math.abs(maxLongPosPerp - currentPositionBC);
+        const maxShortTrade = Math.abs(maxShortPosPerp - currentPositionBC);
+        return { buy: maxLongTrade, sell: maxShortTrade };
     }
     /**
      * Returns the maximal allowed short pos and long pos (signed) for a trader

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

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

	@@ -1 +1 @@
1	- export declare const D8X_SDK_VERSION = "2.1.28-alpha2";
1	+ export declare const D8X_SDK_VERSION = "2.1.29-alpha2";

package/dist/esm/version.js CHANGED Viewed

@@ -1,2 +1,2 @@
-export const D8X_SDK_VERSION = "2.1.28-alpha2";
+export const D8X_SDK_VERSION = "2.1.29-alpha2";
 //# sourceMappingURL=version.js.map

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

@@ -156,8 +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, maxShort, maxLong)](#module_d8xMath..pmFindMaxPersonalTradeSizeAtLeverage) ⇒
-    * [~pmFindMaxTradeSize(dir, currentPosition, currentCashCC, currentLockedInValue, limitPrice, Sm, S3, totLong, totShort, maxShort, maxLong)](#module_d8xMath..pmFindMaxTradeSize) ⇒
+    * [~pmFindMaxPersonalTradeSizeAtLeverage(dir, lvg, walletBalCC, slippage, currentPosition, currentCashCC, currentLockedInValue, S2, Sm, S3, glblMaxTrade)](#module_d8xMath..pmFindMaxPersonalTradeSizeAtLeverage) ⇒
 <a name="module_d8xMath..ABDK29ToFloat"></a>
@@ -594,53 +593,28 @@ 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, maxShort, maxLong) ⇒
-<p>Find maximal trade size (short dir=-1 or long dir=1) for prediction
+### d8xMath~pmFindMaxPersonalTradeSizeAtLeverage(dir, lvg, walletBalCC, slippage, currentPosition, currentCashCC, currentLockedInValue, S2, Sm, S3, glblMaxTrade) ⇒
+<p>Find maximal <em>affordable</em> trade size (short dir=-1 or long dir=1) for prediction
 markets at provided leverage and incorporating the current position
 and wallet balance.
 Factors in lot size and global max short/long</p>
 **Kind**: inner method of [<code>d8xMath</code>](#module_d8xMath)
-**Returns**: <p>max trade size</p>
+**Returns**: <p>max <em>signed</em> trade size</p>
 | Param | Description |
 | --- | --- |
-| dir |  |
-| lvg |  |
-| walletBalCC |  |
-| slippage | <p>slippage percent</p> |
-| currentPosition |  |
-| currentCashCC |  |
-| currentLockedInValue |  |
-| S2 |  |
-| Sm |  |
-| S3 |  |
-| 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>
-### d8xMath~pmFindMaxTradeSize(dir, currentPosition, currentCashCC, currentLockedInValue, limitPrice, Sm, S3, totLong, totShort, maxShort, maxLong) ⇒
-<p>Find maximal trade size (short dir=-1 or long dir=1) for prediction
-markets at maximal leverage and incorporating the current position.
-Agnostic about wallet balance.</p>
-**Kind**: inner method of [<code>d8xMath</code>](#module_d8xMath)
-**Returns**: <p>signed max trade size</p>
-| Param |
-| --- |
-| dir |
-| currentPosition |
-| currentCashCC |
-| currentLockedInValue |
-| limitPrice |
-| Sm |
-| S3 |
-| totLong |
-| totShort |
-| maxShort |
-| maxLong |
+| dir | <p>direction of trade (-1 sell, 1 buy)</p> |
+| lvg | <p>leverage of the trade</p> |
+| walletBalCC | <p>wallet balance of the trader (collateral currency)</p> |
+| slippage | <p>slippage percent used to estimate a traded price</p> |
+| currentPosition | <p>position in base currency of the trader</p> |
+| currentCashCC | <p>this is the cash available net of unpaid funding (often called available cash)</p> |
+| currentLockedInValue | <p>average entry price * signed position size in base currency, in margin account</p> |
+| S2 | <p>current index price of the form 1+p (regardless whether short or long)</p> |
+| Sm | <p>current mark price (not just the mark price index but including the ema-premium from the contract)</p> |
+| S3 | <p>current collateral to quote index price</p> |
+| glblMaxTrade | <p>global max short or long order size that we retreive, e.g., from position risk (sign irrelevant) based on  long: (<em>ℓ+n) * (1-p) - m (1-p) s = F → n = (F+m</em>(1-p)<em>s)/(1-p)-ℓ</em> short: (s+n)<em>p - m p <em>ℓ</em> = F →n = (F+m</em>p**ℓ*)/p-s</p> |
 <a name="module_utils"></a>
@@ -3741,6 +3715,7 @@ No gas required for the queries here.</p>
         * [.getShareTokenPrice(symbolOrId)](#MarketData+getShareTokenPrice) ⇒ <code>number</code>
         * [.getParticipationValue(address, symbolOrId)](#MarketData+getParticipationValue) ⇒
         * [.maxOrderSizeForTrader(traderAddr, symbol)](#MarketData+maxOrderSizeForTrader) ⇒
+        * [.pmMaxOrderSizeForTrader(traderAddr, symbol, overrides)](#MarketData+pmMaxOrderSizeForTrader) ⇒
         * [.getMaxShortLongPos(perpId, currentTraderPos, overrides)](#MarketData+getMaxShortLongPos) ⇒
         * [.maxSignedPosition(side, symbol)](#MarketData+maxSignedPosition) ⇒ <code>number</code>
         * [.getOraclePrice(base, quote)](#MarketData+getOraclePrice) ⇒ <code>number</code>
@@ -4145,7 +4120,7 @@ considering the existing position, state of the perpetual
 Accounts for user's wallet balance.</p>
 **Kind**: instance method of [<code>MarketData</code>](#MarketData)
-**Returns**: <p>Maximal trade sizes</p>
+**Returns**: <p>Maximal buy and sell trade sizes (positive)</p>
 | Param | Type | Description |
 | --- | --- | --- |
@@ -4167,6 +4142,22 @@ async function main() {
 }
 main();
 ```
+<a name="MarketData+pmMaxOrderSizeForTrader"></a>
+### marketData.pmMaxOrderSizeForTrader(traderAddr, symbol, overrides) ⇒
+<p>pmMaxOrderSizeForTrader returns the max order size for the
+trader that is possible from AMM perspective (agnostic about wallet
+balance and leverage)</p>
+**Kind**: instance method of [<code>MarketData</code>](#MarketData)
+**Returns**: <p>buy: number; sell: number absolute</p>
+| Param | Description |
+| --- | --- |
+| traderAddr | <p>address of trader</p> |
+| symbol | <p>perp symbol</p> |
+| overrides | <p>optional</p> |
 <a name="MarketData+getMaxShortLongPos"></a>
 ### marketData.getMaxShortLongPos(perpId, currentTraderPos, overrides) ⇒
@@ -7191,6 +7182,7 @@ so that signatures can be handled in frontend via wallet</p>
         * [.getShareTokenPrice(symbolOrId)](#MarketData+getShareTokenPrice) ⇒ <code>number</code>
         * [.getParticipationValue(address, symbolOrId)](#MarketData+getParticipationValue) ⇒
         * [.maxOrderSizeForTrader(traderAddr, symbol)](#MarketData+maxOrderSizeForTrader) ⇒
+        * [.pmMaxOrderSizeForTrader(traderAddr, symbol, overrides)](#MarketData+pmMaxOrderSizeForTrader) ⇒
         * [.getMaxShortLongPos(perpId, currentTraderPos, overrides)](#MarketData+getMaxShortLongPos) ⇒
         * [.maxSignedPosition(side, symbol)](#MarketData+maxSignedPosition) ⇒ <code>number</code>
         * [.getOraclePrice(base, quote)](#MarketData+getOraclePrice) ⇒ <code>number</code>
@@ -7848,7 +7840,7 @@ Accounts for user's wallet balance.</p>
 **Kind**: instance method of [<code>TraderInterface</code>](#TraderInterface)
 **Overrides**: [<code>maxOrderSizeForTrader</code>](#MarketData+maxOrderSizeForTrader)
-**Returns**: <p>Maximal trade sizes</p>
+**Returns**: <p>Maximal buy and sell trade sizes (positive)</p>
 | Param | Type | Description |
 | --- | --- | --- |
@@ -7870,6 +7862,23 @@ async function main() {
 }
 main();
 ```
+<a name="MarketData+pmMaxOrderSizeForTrader"></a>
+### traderInterface.pmMaxOrderSizeForTrader(traderAddr, symbol, overrides) ⇒
+<p>pmMaxOrderSizeForTrader returns the max order size for the
+trader that is possible from AMM perspective (agnostic about wallet
+balance and leverage)</p>
+**Kind**: instance method of [<code>TraderInterface</code>](#TraderInterface)
+**Overrides**: [<code>pmMaxOrderSizeForTrader</code>](#MarketData+pmMaxOrderSizeForTrader)
+**Returns**: <p>buy: number; sell: number absolute</p>
+| Param | Description |
+| --- | --- |
+| traderAddr | <p>address of trader</p> |
+| symbol | <p>perp symbol</p> |
+| overrides | <p>optional</p> |
 <a name="MarketData+getMaxShortLongPos"></a>
 ### traderInterface.getMaxShortLongPos(perpId, currentTraderPos, overrides) ⇒

package/doc/marketData.md CHANGED Viewed

@@ -26,6 +26,7 @@ No gas required for the queries here.</p>
         * [.getShareTokenPrice(symbolOrId)](#MarketData+getShareTokenPrice) ⇒ <code>number</code>
         * [.getParticipationValue(address, symbolOrId)](#MarketData+getParticipationValue) ⇒
         * [.maxOrderSizeForTrader(traderAddr, symbol)](#MarketData+maxOrderSizeForTrader) ⇒
+        * [.pmMaxOrderSizeForTrader(traderAddr, symbol, overrides)](#MarketData+pmMaxOrderSizeForTrader) ⇒
         * [.getMaxShortLongPos(perpId, currentTraderPos, overrides)](#MarketData+getMaxShortLongPos) ⇒
         * [.maxSignedPosition(side, symbol)](#MarketData+maxSignedPosition) ⇒ <code>number</code>
         * [.getOraclePrice(base, quote)](#MarketData+getOraclePrice) ⇒ <code>number</code>
@@ -402,7 +403,7 @@ considering the existing position, state of the perpetual
 Accounts for user's wallet balance.</p>
 **Kind**: instance method of [<code>MarketData</code>](#MarketData)
-**Returns**: <p>Maximal trade sizes</p>
+**Returns**: <p>Maximal buy and sell trade sizes (positive)</p>
 | Param | Type | Description |
 | --- | --- | --- |
@@ -424,6 +425,22 @@ async function main() {
 }
 main();
 ```
+<a name="MarketData+pmMaxOrderSizeForTrader"></a>
+### marketData.pmMaxOrderSizeForTrader(traderAddr, symbol, overrides) ⇒
+<p>pmMaxOrderSizeForTrader returns the max order size for the
+trader that is possible from AMM perspective (agnostic about wallet
+balance and leverage)</p>
+**Kind**: instance method of [<code>MarketData</code>](#MarketData)
+**Returns**: <p>buy: number; sell: number absolute</p>
+| Param | Description |
+| --- | --- |
+| traderAddr | <p>address of trader</p> |
+| symbol | <p>perp symbol</p> |
+| overrides | <p>optional</p> |
 <a name="MarketData+getMaxShortLongPos"></a>
 ### marketData.getMaxShortLongPos(perpId, currentTraderPos, overrides) ⇒

package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "@d8x/perpetuals-sdk",
-  "version": "2.1.28-alpha2",
+  "version": "2.1.29-alpha2",
   "description": "Node TypeScript SDK for D8X Perpetual Futures",
   "author": "D8X",
   "homepage": "https://github.com/D8-X/d8x-futures-node-sdk#readme",

package/src/constants.ts CHANGED Viewed

@@ -4,7 +4,7 @@ import { NodeSDKConfig } from "./nodeSDKTypes";
 export const ERC20_ABI = require("./abi/ERC20.json");
 export const MOCK_TOKEN_SWAP_ABI = require("./abi/MockTokenSwap.json");
 export const PROXY_ABI = require("./abi/IPerpetualManager.json");
-export const PROXY_ZKEVM_ABI = require("./abi-zkevm/IPerpetualManager.json");
+//export const PROXY_ZKEVM_ABI = require("./abi-zkevm/IPerpetualManager.json");
 export const LOB_FACTORY_ABI = require("./abi/LimitOrderBookFactory.json");
 export const LOB_ABI = require("./abi/LimitOrderBook.json");
 export const SHARE_TOKEN_ABI = require("./abi/ShareToken.json");
@@ -58,7 +58,8 @@ export const DEFAULT_CONFIG_TESTNET_NAME = "testnet";
 let defaultConfigs = require("./config/defaultConfig.json") as NodeSDKConfig[];
 defaultConfigs.map((config) => {
-  config.proxyABI = config.proxyABILocation.includes("abi-zkevm") ? PROXY_ZKEVM_ABI : PROXY_ABI;
+  //config.proxyABI = config.proxyABILocation.includes("abi-zkevm") ? PROXY_ZKEVM_ABI : PROXY_ABI;
+  config.proxyABI = PROXY_ABI;
   config.lobABI = LOB_ABI;
   config.lobFactoryABI = LOB_FACTORY_ABI;
   config.shareTokenABI = SHARE_TOKEN_ABI;