@d8x/perpetuals-sdk 2.4.0 → 2.4.1

package/src/priceFeeds.ts

@@ -282,18 +282,36 @@ export default class PriceFeeds {
       }
     }
     // get all feed prices
-    let feedPrices = await this.fetchFeedPrices(feedSymbols);
+    const feedResponses = await this.fetchFeedPriceResponses(feedSymbols);
     // triangulate
+    let feedPrices = new Map();
+    for (const [key, value] of feedPrices) {
+      feedPrices.set(key, [value[0], value[1]]);
+    }
     let [prices, mktClosed] = this.triangulatePricesFromFeedPrices(indexSymbols, feedPrices);
-    return {
-      s2: prices[0],
-      s3: prices[1],
-      ema: prices[0],
-      s2MktClosed: mktClosed[0],
-      s3MktClosed: mktClosed[1],
-      conf: BigInt(0),
-      predMktCLOBParams: BigInt(0),
-    } as IdxPriceInfo;
+    // if low liquidity, assume base-quote is a feed
+    if (this.dataHandler.isLowLiquidityMarket(symbol)) {
+      const [, , s2Info, s2EmaInfo] = feedResponses.get(indexSymbols[0])!;
+      return {
+        s2: prices[0],
+        s3: prices[1],
+        ema: decNToFloat(s2EmaInfo?.price ?? 0n, -(s2EmaInfo?.expo ?? 1)),
+        s2MktClosed: mktClosed[0],
+        s3MktClosed: mktClosed[1],
+        conf: s2Info?.conf ?? 0n,
+        predMktCLOBParams: s2EmaInfo?.conf ?? 0n,
+      } as IdxPriceInfo;
+    } else {
+      return {
+        s2: prices[0],
+        s3: prices[1],
+        ema: prices[0],
+        s2MktClosed: mktClosed[0],
+        s3MktClosed: mktClosed[1],
+        conf: BigInt(0),
+        predMktCLOBParams: BigInt(0),
+      } as IdxPriceInfo;
+    }
   }
 
   /**
@@ -308,6 +326,17 @@ export default class PriceFeeds {
    * <symbol>:ema for each polymarket symbol that maps to the ema price
    */
   public async fetchFeedPrices(symbols?: string[]): Promise<Map<string, [number, boolean]>> {
+    const resps = await this.fetchFeedPriceResponses(symbols);
+    const result = new Map();
+    for (const [key, value] of resps) {
+      result.set(key, [value[0], value[1]]);
+    }
+    return result;
+  }
+
+  public async fetchFeedPriceResponses(
+    symbols?: string[]
+  ): Promise<Map<string, [number, boolean, PriceFeedFormat | undefined, PriceFeedFormat | undefined]>> {
     if (this.config == undefined) {
       throw Error("init() required");
     }
@@ -350,23 +379,23 @@ export default class PriceFeeds {
     }
     let onChainPromise = this.queryOnChainPxFeeds(onChainSyms);
     let polyMktsPromise = this.queryPolyMktsPxFeeds(polyMktSyms);
-    let resultPrices = new Map<string, [number, boolean]>();
+    let resultPrices = new Map<string, [number, boolean, PriceFeedFormat | undefined, PriceFeedFormat | undefined]>();
     for (let k = 0; k < queries.length; k++) {
       if (queries[k] == undefined) {
         continue;
       }
-      let [, pxInfo]: [string[], PriceFeedFormat[]] = await this.fetchPriceQuery(queries[k] + suffixes[k]);
+      const { price: pxInfo, emaPrice } = await this.fetchFullPriceQuery(queries[k] + suffixes[k]);
       let tsSecNow = Math.round(Date.now() / 1000);
       for (let j = 0; j < pxInfo.length; j++) {
         let price = decNToFloat(BigInt(pxInfo[j].price), -pxInfo[j].expo);
         let isMarketClosed = tsSecNow - pxInfo[j].publish_time > this.THRESHOLD_MARKET_CLOSED_SEC;
-        resultPrices.set(symbolsOfEndpoint[k][j], [price, isMarketClosed]);
+        resultPrices.set(symbolsOfEndpoint[k][j], [price, isMarketClosed, pxInfo[j], emaPrice[j]]);
       }
     }
     let onChPxs = await onChainPromise;
     for (let k = 0; k < onChainSyms.length; k++) {
       let sym = onChainSyms[k];
-      resultPrices.set(sym, [onChPxs[k], false]);
+      resultPrices.set(sym, [onChPxs[k], false, undefined, undefined]);
     }
     let polyPxs = await polyMktsPromise;
     for (let k = 0; k < polyPxs.length; k++) {
@@ -374,8 +403,8 @@ export default class PriceFeeds {
       if (polyPxs[k] == undefined) {
         continue;
       }
-      resultPrices.set(sym, [polyPxs[k]!.s2, polyPxs[k]!.s2MktClosed]);
-      resultPrices.set(sym + ":ema", [polyPxs[k]!.ema, polyPxs[k]!.s2MktClosed]);
+      resultPrices.set(sym, [polyPxs[k]!.s2, polyPxs[k]!.s2MktClosed, undefined, undefined]);
+      resultPrices.set(sym + ":ema", [polyPxs[k]!.ema, polyPxs[k]!.s2MktClosed, undefined, undefined]);
     }
     return resultPrices;
   }
@@ -600,9 +629,21 @@ export default class PriceFeeds {
   /**
    * Queries the REST endpoint and returns parsed price data
    * @param query query price-info from endpoint
-   * @returns vaa and price info
+   * @returns array of vaa and price info
    */
   public async fetchPriceQuery(query: string): Promise<[string[], PriceFeedFormat[]]> {
+    const fullResp = await this.fetchFullPriceQuery(query);
+    return [fullResp.updateData, fullResp.price];
+  }
+
+  /**
+   * Queries the REST endpoint and returns parsed price data
+   * @param query query price-info from endpoint
+   * @returns object with vaa and price info (both spot and ema)
+   */
+  public async fetchFullPriceQuery(
+    query: string
+  ): Promise<{ updateData: string[]; price: PriceFeedFormat[]; emaPrice: PriceFeedFormat[] }> {
     let values: PythV2LatestPriceFeed;
     const cached = this.cache.get(query);
     const tsNow = Date.now() / 1_000;
@@ -620,6 +661,7 @@ export default class PriceFeeds {
     }
     const priceFeedUpdates = new Array<string>();
     const px = new Array<PriceFeedFormat>();
+    const emaPx = new Array<PriceFeedFormat>();
     for (let k = 0; k < values.parsed.length; k++) {
       // pyth v2 only provides one compressed vaa when querying multiple prices.
       // contracts can only use separate ones. In case we get only one vaa,
@@ -627,9 +669,9 @@ export default class PriceFeeds {
       const idx = k % values.binary.data.length;
       priceFeedUpdates.push("0x" + Buffer.from(values.binary.data[idx], "base64").toString("hex"));
       px.push(values.parsed[k].price as PriceFeedFormat);
+      emaPx.push(values.parsed[k].ema_price as PriceFeedFormat);
     }
-
-    return [priceFeedUpdates, px];
+    return { updateData: priceFeedUpdates, price: px, emaPrice: emaPx };
   }
 
   /**

package/src/version.ts

@@ -1 +1 @@
-export const D8X_SDK_VERSION = "2.4.0";
+export const D8X_SDK_VERSION = "2.4.1";

package/dist/esm/contracts/factories/PerpStorage__factory.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"PerpStorage__factory.js","sourceRoot":"","sources":["../../../../src/contracts/factories/PerpStorage__factory.ts"],"names":[],"mappings":"AAAA,+CAA+C;AAC/C,oBAAoB;AACpB,oBAAoB;AAEpB,OAAO,EAAE,QAAQ,EAAU,KAAK,EAAE,MAAM,QAAQ,CAAC;AAEjD,0EAA0E;AAE1E,MAAM,IAAI,GAAG;IACX;QACE,SAAS,EAAE,KAAK;QAChB,MAAM,EAAE;YACN;gBACE,OAAO,EAAE,IAAI;gBACb,YAAY,EAAE,SAAS;gBACvB,IAAI,EAAE,oBAAoB;gBAC1B,IAAI,EAAE,SAAS;aAChB;YACD;gBACE,OAAO,EAAE,IAAI;gBACb,YAAY,EAAE,SAAS;gBACvB,IAAI,EAAE,eAAe;gBACrB,IAAI,EAAE,SAAS;aAChB;SACF;QACD,IAAI,EAAE,uBAAuB;QAC7B,IAAI,EAAE,OAAO;KACd;IACD;QACE,SAAS,EAAE,KAAK;QAChB,MAAM,EAAE;YACN;gBACE,OAAO,EAAE,IAAI;gBACb,YAAY,EAAE,SAAS;gBACvB,IAAI,EAAE,oBAAoB;gBAC1B,IAAI,EAAE,SAAS;aAChB;YACD;gBACE,OAAO,EAAE,IAAI;gBACb,YAAY,EAAE,SAAS;gBACvB,IAAI,EAAE,eAAe;gBACrB,IAAI,EAAE,SAAS;aAChB;SACF;QACD,IAAI,EAAE,uBAAuB;QAC7B,IAAI,EAAE,OAAO;KACd;IACD;QACE,SAAS,EAAE,KAAK;QAChB,MAAM,EAAE;YACN;gBACE,OAAO,EAAE,KAAK;gBACd,YAAY,EAAE,SAAS;gBACvB,IAAI,EAAE,SAAS;gBACf,IAAI,EAAE,SAAS;aAChB;SACF;QACD,IAAI,EAAE,QAAQ;QACd,IAAI,EAAE,OAAO;KACd;IACD;QACE,SAAS,EAAE,KAAK;QAChB,MAAM,EAAE;YACN;gBACE,OAAO,EAAE,KAAK;gBACd,YAAY,EAAE,SAAS;gBACvB,IAAI,EAAE,SAAS;gBACf,IAAI,EAAE,SAAS;aAChB;SACF;QACD,IAAI,EAAE,UAAU;QAChB,IAAI,EAAE,OAAO;KACd;IACD;QACE,MAAM,EAAE;YACN;gBACE,YAAY,EAAE,OAAO;gBACrB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,OAAO;aACd;YACD;gBACE,YAAY,EAAE,SAAS;gBACvB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,SAAS;aAChB;SACF;QACD,IAAI,EAAE,iBAAiB;QACvB,OAAO,EAAE;YACP;gBACE,YAAY,EAAE,QAAQ;gBACtB,IAAI,EAAE,sBAAsB;gBAC5B,IAAI,EAAE,QAAQ;aACf;YACD;gBACE,YAAY,EAAE,QAAQ;gBACtB,IAAI,EAAE,WAAW;gBACjB,IAAI,EAAE,QAAQ;aACf;SACF;QACD,eAAe,EAAE,MAAM;QACvB,IAAI,EAAE,UAAU;KACjB;IACD;QACE,MAAM,EAAE;YACN;gBACE,YAAY,EAAE,SAAS;gBACvB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,SAAS;aAChB;SACF;QACD,IAAI,EAAE,sBAAsB;QAC5B,OAAO,EAAE;YACP;gBACE,YAAY,EAAE,QAAQ;gBACtB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,QAAQ;aACf;SACF;QACD,eAAe,EAAE,MAAM;QACvB,IAAI,EAAE,UAAU;KACjB;IACD;QACE,MAAM,EAAE;YACN;gBACE,YAAY,EAAE,SAAS;gBACvB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,SAAS;aAChB;SACF;QACD,IAAI,EAAE,mBAAmB;QACzB,OAAO,EAAE;YACP;gBACE,YAAY,EAAE,SAAS;gBACvB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,SAAS;aAChB;SACF;QACD,eAAe,EAAE,MAAM;QACvB,IAAI,EAAE,UAAU;KACjB;IACD;QACE,MAAM,EAAE,EAAE;QACV,IAAI,EAAE,YAAY;QAClB,OAAO,EAAE;YACP;gBACE,YAAY,EAAE,SAAS;gBACvB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,SAAS;aAChB;SACF;QACD,eAAe,EAAE,MAAM;QACvB,IAAI,EAAE,UAAU;KACjB;IACD;QACE,MAAM,EAAE,EAAE;QACV,IAAI,EAAE,uBAAuB;QAC7B,OAAO,EAAE;YACP;gBACE,YAAY,EAAE,QAAQ;gBACtB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,QAAQ;aACf;SACF;QACD,eAAe,EAAE,MAAM;QACvB,IAAI,EAAE,UAAU;KACjB;IACD;QACE,MAAM,EAAE;YACN;gBACE,YAAY,EAAE,OAAO;gBACrB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,OAAO;aACd;SACF;QACD,IAAI,EAAE,4BAA4B;QAClC,OAAO,EAAE;YACP;gBACE,YAAY,EAAE,MAAM;gBACpB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,MAAM;aACb;SACF;QACD,eAAe,EAAE,MAAM;QACvB,IAAI,EAAE,UAAU;KACjB;IACD;QACE,MAAM,EAAE,EAAE;QACV,IAAI,EAAE,YAAY;QAClB,OAAO,EAAE;YACP;gBACE,YAAY,EAAE,SAAS;gBACvB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,SAAS;aAChB;SACF;QACD,eAAe,EAAE,MAAM;QACvB,IAAI,EAAE,UAAU;KACjB;IACD;QACE,MAAM,EAAE,EAAE;QACV,IAAI,EAAE,QAAQ;QACd,OAAO,EAAE;YACP;gBACE,YAAY,EAAE,MAAM;gBACpB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,MAAM;aACb;SACF;QACD,eAAe,EAAE,MAAM;QACvB,IAAI,EAAE,UAAU;KACjB;IACD;QACE,MAAM,EAAE;YACN;gBACE,YAAY,EAAE,QAAQ;gBACtB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,QAAQ;aACf;SACF;QACD,IAAI,EAAE,qBAAqB;QAC3B,OAAO,EAAE;YACP;gBACE,YAAY,EAAE,SAAS;gBACvB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,SAAS;aAChB;SACF;QACD,eAAe,EAAE,MAAM;QACvB,IAAI,EAAE,UAAU;KACjB;IACD;QACE,MAAM,EAAE;YACN;gBACE,YAAY,EAAE,QAAQ;gBACtB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,QAAQ;aACf;SACF;QACD,IAAI,EAAE,qBAAqB;QAC3B,OAAO,EAAE;YACP;gBACE,YAAY,EAAE,QAAQ;gBACtB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,QAAQ;aACf;SACF;QACD,eAAe,EAAE,MAAM;QACvB,IAAI,EAAE,UAAU;KACjB;IACD;QACE,MAAM,EAAE;YACN;gBACE,YAAY,EAAE,OAAO;gBACrB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,OAAO;aACd;YACD;gBACE,YAAY,EAAE,SAAS;gBACvB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,SAAS;aAChB;SACF;QACD,IAAI,EAAE,iBAAiB;QACvB,OAAO,EAAE;YACP;gBACE,YAAY,EAAE,QAAQ;gBACtB,IAAI,EAAE,sBAAsB;gBAC5B,IAAI,EAAE,QAAQ;aACf;YACD;gBACE,YAAY,EAAE,QAAQ;gBACtB,IAAI,EAAE,WAAW;gBACjB,IAAI,EAAE,QAAQ;aACf;SACF;QACD,eAAe,EAAE,MAAM;QACvB,IAAI,EAAE,UAAU;KACjB;IACD;QACE,MAAM,EAAE;YACN;gBACE,YAAY,EAAE,SAAS;gBACvB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,SAAS;aAChB;SACF;QACD,IAAI,EAAE,sBAAsB;QAC5B,OAAO,EAAE;YACP;gBACE,YAAY,EAAE,QAAQ;gBACtB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,QAAQ;aACf;SACF;QACD,eAAe,EAAE,MAAM;QACvB,IAAI,EAAE,UAAU;KACjB;IACD;QACE,MAAM,EAAE;YACN;gBACE,YAAY,EAAE,SAAS;gBACvB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,SAAS;aAChB;SACF;QACD,IAAI,EAAE,mBAAmB;QACzB,OAAO,EAAE;YACP;gBACE,YAAY,EAAE,SAAS;gBACvB,IAAI,EAAE,EAAE;gBACR,IAAI,EAAE,SAAS;aAChB;SACF;QACD,eAAe,EAAE,MAAM;QACvB,IAAI,EAAE,UAAU;KACjB;IACD;QACE,MAAM,EAAE;YACN;gBACE,YAAY,EAAE,SAAS;gBACvB,IAAI,EAAE,eAAe;gBACrB,IAAI,EAAE,SAAS;aAChB;SACF;QACD,IAAI,EAAE,oBAAoB;QAC1B,OAAO,EAAE,EAAE;QACX,eAAe,EAAE,YAAY;QAC7B,IAAI,EAAE,UAAU;KACjB;IACD;QACE,MAAM,EAAE;YACN;gBACE,YAAY,EAAE,SAAS;gBACvB,IAAI,EAAE,eAAe;gBACrB,IAAI,EAAE,SAAS;aAChB;SACF;QACD,IAAI,EAAE,oBAAoB;QAC1B,OAAO,EAAE,EAAE;QACX,eAAe,EAAE,YAAY;QAC7B,IAAI,EAAE,UAAU;KACjB;CACO,CAAC;AAEX,MAAM,OAAO,oBAAoB;IAE/B,MAAM,CAAC,eAAe;QACpB,OAAO,IAAI,KAAK,CAAC,SAAS,CAAC,IAAI,CAAyB,CAAC;IAC3D,CAAC;IACD,MAAM,CAAC,OAAO,CAAC,OAAe,EAAE,gBAAmC;QACjE,OAAO,IAAI,QAAQ,CAAC,OAAO,EAAE,IAAI,EAAE,gBAAgB,CAAgB,CAAC;IACtE,CAAC;;AANe,wBAAG,GAAG,IAAI,CAAC"}