@d8x/perpetuals-sdk 2.4.1 → 2.4.3

package/doc/d8x-perpetuals-sdk.md

@@ -597,7 +597,7 @@ after a trade of size tradeAmt in prediction markets</p>
 <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>
+Factors in lot size and global max short/long, factors in opening/closing position</p>
 
 **Kind**: inner method of [<code>d8xMath</code>](#module_d8xMath)  
 **Returns**: <p>max <em>signed</em> trade size</p>  
@@ -770,6 +770,7 @@ require gas-payments.</p>
     * [.getSettlementTokenDecimalsFromSymbol(symbol)](#PerpetualDataHandler+getSettlementTokenDecimalsFromSymbol) ⇒
     * [.getABI(contract)](#PerpetualDataHandler+getABI) ⇒
     * [.isPredictionMarket(symbol)](#PerpetualDataHandler+isPredictionMarket) ⇒
+    * [.isLowLiquidityMarket(symbol)](#PerpetualDataHandler+isLowLiquidityMarket) ⇒
 
 <a name="new_AccountTrade_new"></a>
 
@@ -1460,6 +1461,19 @@ main();
 | --- | --- |
 | symbol | <p>perpetual symbol of the form TRUMP24-USD-USDC</p> |
 
+<a name="PerpetualDataHandler+isLowLiquidityMarket"></a>
+
+### accountTrade.isLowLiquidityMarket(symbol) ⇒
+<p>Determines whether a given perpetual represents a low-liquidity market</p>
+
+**Kind**: instance method of [<code>AccountTrade</code>](#AccountTrade)  
+**Overrides**: [<code>isLowLiquidityMarket</code>](#PerpetualDataHandler+isLowLiquidityMarket)  
+**Returns**: <p>True if this is a low-liquidity market</p>  
+
+| Param | Description |
+| --- | --- |
+| symbol | <p>perpetual symbol of the form DIRAC-HONEY-USDC</p> |
+
 <a name="BrokerTool"></a>
 
 ## BrokerTool ⇐ [<code>WriteAccessHandler</code>](#WriteAccessHandler)
@@ -1516,6 +1530,7 @@ require gas-payments.</p>
     * [.getSettlementTokenDecimalsFromSymbol(symbol)](#PerpetualDataHandler+getSettlementTokenDecimalsFromSymbol) ⇒
     * [.getABI(contract)](#PerpetualDataHandler+getABI) ⇒
     * [.isPredictionMarket(symbol)](#PerpetualDataHandler+isPredictionMarket) ⇒
+    * [.isLowLiquidityMarket(symbol)](#PerpetualDataHandler+isLowLiquidityMarket) ⇒
 
 <a name="new_BrokerTool_new"></a>
 
@@ -2390,6 +2405,19 @@ main();
 | --- | --- |
 | symbol | <p>perpetual symbol of the form TRUMP24-USD-USDC</p> |
 
+<a name="PerpetualDataHandler+isLowLiquidityMarket"></a>
+
+### brokerTool.isLowLiquidityMarket(symbol) ⇒
+<p>Determines whether a given perpetual represents a low-liquidity market</p>
+
+**Kind**: instance method of [<code>BrokerTool</code>](#BrokerTool)  
+**Overrides**: [<code>isLowLiquidityMarket</code>](#PerpetualDataHandler+isLowLiquidityMarket)  
+**Returns**: <p>True if this is a low-liquidity market</p>  
+
+| Param | Description |
+| --- | --- |
+| symbol | <p>perpetual symbol of the form DIRAC-HONEY-USDC</p> |
+
 <a name="LiquidatorTool"></a>
 
 ## LiquidatorTool ⇐ [<code>WriteAccessHandler</code>](#WriteAccessHandler)
@@ -2438,6 +2466,7 @@ and executes smart-contract interactions that require gas-payments.</p>
     * [.getSettlementTokenDecimalsFromSymbol(symbol)](#PerpetualDataHandler+getSettlementTokenDecimalsFromSymbol) ⇒
     * [.getABI(contract)](#PerpetualDataHandler+getABI) ⇒
     * [.isPredictionMarket(symbol)](#PerpetualDataHandler+isPredictionMarket) ⇒
+    * [.isLowLiquidityMarket(symbol)](#PerpetualDataHandler+isLowLiquidityMarket) ⇒
 
 <a name="new_LiquidatorTool_new"></a>
 
@@ -3070,6 +3099,19 @@ main();
 | --- | --- |
 | symbol | <p>perpetual symbol of the form TRUMP24-USD-USDC</p> |
 
+<a name="PerpetualDataHandler+isLowLiquidityMarket"></a>
+
+### liquidatorTool.isLowLiquidityMarket(symbol) ⇒
+<p>Determines whether a given perpetual represents a low-liquidity market</p>
+
+**Kind**: instance method of [<code>LiquidatorTool</code>](#LiquidatorTool)  
+**Overrides**: [<code>isLowLiquidityMarket</code>](#PerpetualDataHandler+isLowLiquidityMarket)  
+**Returns**: <p>True if this is a low-liquidity market</p>  
+
+| Param | Description |
+| --- | --- |
+| symbol | <p>perpetual symbol of the form DIRAC-HONEY-USDC</p> |
+
 <a name="LiquidityProviderTool"></a>
 
 ## LiquidityProviderTool ⇐ [<code>WriteAccessHandler</code>](#WriteAccessHandler)
@@ -3116,6 +3158,7 @@ smart-contract interactions that require gas-payments.</p>
     * [.getSettlementTokenDecimalsFromSymbol(symbol)](#PerpetualDataHandler+getSettlementTokenDecimalsFromSymbol) ⇒
     * [.getABI(contract)](#PerpetualDataHandler+getABI) ⇒
     * [.isPredictionMarket(symbol)](#PerpetualDataHandler+isPredictionMarket) ⇒
+    * [.isLowLiquidityMarket(symbol)](#PerpetualDataHandler+isLowLiquidityMarket) ⇒
 
 <a name="new_LiquidityProviderTool_new"></a>
 
@@ -3687,6 +3730,19 @@ main();
 | --- | --- |
 | symbol | <p>perpetual symbol of the form TRUMP24-USD-USDC</p> |
 
+<a name="PerpetualDataHandler+isLowLiquidityMarket"></a>
+
+### liquidityProviderTool.isLowLiquidityMarket(symbol) ⇒
+<p>Determines whether a given perpetual represents a low-liquidity market</p>
+
+**Kind**: instance method of [<code>LiquidityProviderTool</code>](#LiquidityProviderTool)  
+**Overrides**: [<code>isLowLiquidityMarket</code>](#PerpetualDataHandler+isLowLiquidityMarket)  
+**Returns**: <p>True if this is a low-liquidity market</p>  
+
+| Param | Description |
+| --- | --- |
+| symbol | <p>perpetual symbol of the form DIRAC-HONEY-USDC</p> |
+
 <a name="MarketData"></a>
 
 ## MarketData ⇐ [<code>PerpetualDataHandler</code>](#PerpetualDataHandler)
@@ -3717,6 +3773,7 @@ No gas required for the queries here.</p>
         * [.maxOrderSizeForTrader(traderAddr, symbol)](#MarketData+maxOrderSizeForTrader) ⇒
         * [.pmMaxOrderSizeForTrader(traderAddr, symbol, overrides)](#MarketData+pmMaxOrderSizeForTrader) ⇒
         * [.getMaxShortLongTrade(perpId, currentTraderPos, overrides)](#MarketData+getMaxShortLongTrade) ⇒
+        * [.rmMaxOrderSizeForTrader(traderAddr, symbol, overrides)](#MarketData+rmMaxOrderSizeForTrader) ⇒
         * [.maxSignedPosition(side, symbol)](#MarketData+maxSignedPosition) ⇒ <code>number</code>
         * [.getOraclePrice(base, quote)](#MarketData+getOraclePrice) ⇒ <code>number</code>
         * [.getOrderStatus(symbol, orderId, overrides)](#MarketData+getOrderStatus) ⇒
@@ -3761,6 +3818,7 @@ No gas required for the queries here.</p>
         * [.getSettlementTokenDecimalsFromSymbol(symbol)](#PerpetualDataHandler+getSettlementTokenDecimalsFromSymbol) ⇒
         * [.getABI(contract)](#PerpetualDataHandler+getABI) ⇒
         * [.isPredictionMarket(symbol)](#PerpetualDataHandler+isPredictionMarket) ⇒
+        * [.isLowLiquidityMarket(symbol)](#PerpetualDataHandler+isLowLiquidityMarket) ⇒
     * _static_
         * [.exchangeFeePrdMkts(maxMaintMgnRate, Sm, tradeAmtBC, tradeMgnRate)](#MarketData.exchangeFeePrdMkts) ⇒
 
@@ -4115,9 +4173,9 @@ main();
 <a name="MarketData+maxOrderSizeForTrader"></a>
 
 ### marketData.maxOrderSizeForTrader(traderAddr, symbol) ⇒
-<p>Gets the maximal order sizes to open positions (increase size), both long and short,
+<p>Gets the maximal order sizes to open/close/flip positions, both long and short,
 considering the existing position, state of the perpetual
-Accounts for user's wallet balance.</p>
+Accounts for user's wallet balance only in rmMaxOrderSizeForTrader case.</p>
 
 **Kind**: instance method of [<code>MarketData</code>](#MarketData)  
 **Returns**: <p>Maximal buy and sell trade sizes (positive)</p>  
@@ -4147,7 +4205,7 @@ main();
 ### 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>
+balance and leverage, also correct if trader is shrinking their position)</p>
 
 **Kind**: instance method of [<code>MarketData</code>](#MarketData)  
 **Returns**: <p>buy: number; sell: number absolute</p>  
@@ -4173,6 +4231,20 @@ that has a given notional (in ABDK format) in the perpetual, ignoring the trader
 | currentTraderPos | <p>ABDK64x64 signed notional position of trader</p> |
 | overrides |  |
 
+<a name="MarketData+rmMaxOrderSizeForTrader"></a>
+
+### marketData.rmMaxOrderSizeForTrader(traderAddr, symbol, overrides) ⇒
+<p>Returns the maximal order size. Also applies to closing positions.</p>
+
+**Kind**: instance method of [<code>MarketData</code>](#MarketData)  
+**Returns**: <p>max buy and sell order size in absolute terms</p>  
+
+| Param | Description |
+| --- | --- |
+| traderAddr | <p>trader addr to get their position</p> |
+| symbol | <p>symbol we are trading</p> |
+| overrides |  |
+
 <a name="MarketData+maxSignedPosition"></a>
 
 ### marketData.maxSignedPosition(side, symbol) ⇒ <code>number</code>
@@ -4945,6 +5017,19 @@ main();
 | --- | --- |
 | symbol | <p>perpetual symbol of the form TRUMP24-USD-USDC</p> |
 
+<a name="PerpetualDataHandler+isLowLiquidityMarket"></a>
+
+### marketData.isLowLiquidityMarket(symbol) ⇒
+<p>Determines whether a given perpetual represents a low-liquidity market</p>
+
+**Kind**: instance method of [<code>MarketData</code>](#MarketData)  
+**Overrides**: [<code>isLowLiquidityMarket</code>](#PerpetualDataHandler+isLowLiquidityMarket)  
+**Returns**: <p>True if this is a low-liquidity market</p>  
+
+| Param | Description |
+| --- | --- |
+| symbol | <p>perpetual symbol of the form DIRAC-HONEY-USDC</p> |
+
 <a name="MarketData.exchangeFeePrdMkts"></a>
 
 ### MarketData.exchangeFeePrdMkts(maxMaintMgnRate, Sm, tradeAmtBC, tradeMgnRate) ⇒
@@ -5029,6 +5114,7 @@ gas-payments.</p>
     * [.getSettlementTokenDecimalsFromSymbol(symbol)](#PerpetualDataHandler+getSettlementTokenDecimalsFromSymbol) ⇒
     * [.getABI(contract)](#PerpetualDataHandler+getABI) ⇒
     * [.isPredictionMarket(symbol)](#PerpetualDataHandler+isPredictionMarket) ⇒
+    * [.isLowLiquidityMarket(symbol)](#PerpetualDataHandler+isLowLiquidityMarket) ⇒
 
 <a name="new_OrderExecutorTool_new"></a>
 
@@ -5707,6 +5793,19 @@ main();
 | --- | --- |
 | symbol | <p>perpetual symbol of the form TRUMP24-USD-USDC</p> |
 
+<a name="PerpetualDataHandler+isLowLiquidityMarket"></a>
+
+### orderExecutorTool.isLowLiquidityMarket(symbol) ⇒
+<p>Determines whether a given perpetual represents a low-liquidity market</p>
+
+**Kind**: instance method of [<code>OrderExecutorTool</code>](#OrderExecutorTool)  
+**Overrides**: [<code>isLowLiquidityMarket</code>](#PerpetualDataHandler+isLowLiquidityMarket)  
+**Returns**: <p>True if this is a low-liquidity market</p>  
+
+| Param | Description |
+| --- | --- |
+| symbol | <p>perpetual symbol of the form DIRAC-HONEY-USDC</p> |
+
 <a name="PerpetualDataHandler"></a>
 
 ## PerpetualDataHandler
@@ -5746,6 +5845,7 @@ common data and chain operations.</p>
         * [.getSettlementTokenDecimalsFromSymbol(symbol)](#PerpetualDataHandler+getSettlementTokenDecimalsFromSymbol) ⇒
         * [.getABI(contract)](#PerpetualDataHandler+getABI) ⇒
         * [.isPredictionMarket(symbol)](#PerpetualDataHandler+isPredictionMarket) ⇒
+        * [.isLowLiquidityMarket(symbol)](#PerpetualDataHandler+isLowLiquidityMarket) ⇒
     * _static_
         * [.getPerpetualStaticInfo(_proxyContract, nestedPerpetualIDs, symbolList)](#PerpetualDataHandler.getPerpetualStaticInfo) ⇒
         * [.nestedIDsToChunks(chunkSize, nestedIDs)](#PerpetualDataHandler.nestedIDsToChunks) ⇒ <code>Array.&lt;Array.&lt;number&gt;&gt;</code>
@@ -6157,6 +6257,18 @@ main();
 | --- | --- |
 | symbol | <p>perpetual symbol of the form TRUMP24-USD-USDC</p> |
 
+<a name="PerpetualDataHandler+isLowLiquidityMarket"></a>
+
+### perpetualDataHandler.isLowLiquidityMarket(symbol) ⇒
+<p>Determines whether a given perpetual represents a low-liquidity market</p>
+
+**Kind**: instance method of [<code>PerpetualDataHandler</code>](#PerpetualDataHandler)  
+**Returns**: <p>True if this is a low-liquidity market</p>  
+
+| Param | Description |
+| --- | --- |
+| symbol | <p>perpetual symbol of the form DIRAC-HONEY-USDC</p> |
+
 <a name="PerpetualDataHandler.getPerpetualStaticInfo"></a>
 
 ### PerpetualDataHandler.getPerpetualStaticInfo(_proxyContract, nestedPerpetualIDs, symbolList) ⇒
@@ -6805,6 +6917,7 @@ trader liquidations, trade executions, change of trader margin amount.</p>
         * [.triangulatePricesFromFeedPrices(symbols, feeds)](#PriceFeeds+triangulatePricesFromFeedPrices) ⇒
         * [.fetchVAAQuery(query)](#PriceFeeds+fetchVAAQuery) ⇒
         * [.fetchPriceQuery(query)](#PriceFeeds+fetchPriceQuery) ⇒
+        * [.fetchFullPriceQuery(query)](#PriceFeeds+fetchFullPriceQuery) ⇒
     * _static_
         * [.trimEndpoint(endp)](#PriceFeeds.trimEndpoint) ⇒
         * [._selectConfig(configs, network)](#PriceFeeds._selectConfig) ⇒
@@ -6972,7 +7085,19 @@ for the smart contracts</p>
 <p>Queries the REST endpoint and returns parsed price data</p>
 
 **Kind**: instance method of [<code>PriceFeeds</code>](#PriceFeeds)  
-**Returns**: <p>vaa and price info</p>  
+**Returns**: <p>array of vaa and price info</p>  
+
+| Param | Description |
+| --- | --- |
+| query | <p>query price-info from endpoint</p> |
+
+<a name="PriceFeeds+fetchFullPriceQuery"></a>
+
+### priceFeeds.fetchFullPriceQuery(query) ⇒
+<p>Queries the REST endpoint and returns parsed price data</p>
+
+**Kind**: instance method of [<code>PriceFeeds</code>](#PriceFeeds)  
+**Returns**: <p>object with vaa and price info (both spot and ema)</p>  
 
 | Param | Description |
 | --- | --- |
@@ -7184,6 +7309,7 @@ so that signatures can be handled in frontend via wallet</p>
         * [.maxOrderSizeForTrader(traderAddr, symbol)](#MarketData+maxOrderSizeForTrader) ⇒
         * [.pmMaxOrderSizeForTrader(traderAddr, symbol, overrides)](#MarketData+pmMaxOrderSizeForTrader) ⇒
         * [.getMaxShortLongTrade(perpId, currentTraderPos, overrides)](#MarketData+getMaxShortLongTrade) ⇒
+        * [.rmMaxOrderSizeForTrader(traderAddr, symbol, overrides)](#MarketData+rmMaxOrderSizeForTrader) ⇒
         * [.maxSignedPosition(side, symbol)](#MarketData+maxSignedPosition) ⇒ <code>number</code>
         * [.getOraclePrice(base, quote)](#MarketData+getOraclePrice) ⇒ <code>number</code>
         * [.getOrderStatus(symbol, orderId, overrides)](#MarketData+getOrderStatus) ⇒
@@ -7227,6 +7353,7 @@ so that signatures can be handled in frontend via wallet</p>
         * [.getSettlementTokenDecimalsFromSymbol(symbol)](#PerpetualDataHandler+getSettlementTokenDecimalsFromSymbol) ⇒
         * [.getABI(contract)](#PerpetualDataHandler+getABI) ⇒
         * [.isPredictionMarket(symbol)](#PerpetualDataHandler+isPredictionMarket) ⇒
+        * [.isLowLiquidityMarket(symbol)](#PerpetualDataHandler+isLowLiquidityMarket) ⇒
     * _static_
         * [.chainOrders(orders, ids)](#TraderInterface.chainOrders) ⇒
 
@@ -7834,9 +7961,9 @@ main();
 <a name="MarketData+maxOrderSizeForTrader"></a>
 
 ### traderInterface.maxOrderSizeForTrader(traderAddr, symbol) ⇒
-<p>Gets the maximal order sizes to open positions (increase size), both long and short,
+<p>Gets the maximal order sizes to open/close/flip positions, both long and short,
 considering the existing position, state of the perpetual
-Accounts for user's wallet balance.</p>
+Accounts for user's wallet balance only in rmMaxOrderSizeForTrader case.</p>
 
 **Kind**: instance method of [<code>TraderInterface</code>](#TraderInterface)  
 **Overrides**: [<code>maxOrderSizeForTrader</code>](#MarketData+maxOrderSizeForTrader)  
@@ -7867,7 +7994,7 @@ main();
 ### 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>
+balance and leverage, also correct if trader is shrinking their position)</p>
 
 **Kind**: instance method of [<code>TraderInterface</code>](#TraderInterface)  
 **Overrides**: [<code>pmMaxOrderSizeForTrader</code>](#MarketData+pmMaxOrderSizeForTrader)  
@@ -7895,6 +8022,21 @@ that has a given notional (in ABDK format) in the perpetual, ignoring the trader
 | currentTraderPos | <p>ABDK64x64 signed notional position of trader</p> |
 | overrides |  |
 
+<a name="MarketData+rmMaxOrderSizeForTrader"></a>
+
+### traderInterface.rmMaxOrderSizeForTrader(traderAddr, symbol, overrides) ⇒
+<p>Returns the maximal order size. Also applies to closing positions.</p>
+
+**Kind**: instance method of [<code>TraderInterface</code>](#TraderInterface)  
+**Overrides**: [<code>rmMaxOrderSizeForTrader</code>](#MarketData+rmMaxOrderSizeForTrader)  
+**Returns**: <p>max buy and sell order size in absolute terms</p>  
+
+| Param | Description |
+| --- | --- |
+| traderAddr | <p>trader addr to get their position</p> |
+| symbol | <p>symbol we are trading</p> |
+| overrides |  |
+
 <a name="MarketData+maxSignedPosition"></a>
 
 ### traderInterface.maxSignedPosition(side, symbol) ⇒ <code>number</code>
@@ -8670,6 +8812,19 @@ main();
 | --- | --- |
 | symbol | <p>perpetual symbol of the form TRUMP24-USD-USDC</p> |
 
+<a name="PerpetualDataHandler+isLowLiquidityMarket"></a>
+
+### traderInterface.isLowLiquidityMarket(symbol) ⇒
+<p>Determines whether a given perpetual represents a low-liquidity market</p>
+
+**Kind**: instance method of [<code>TraderInterface</code>](#TraderInterface)  
+**Overrides**: [<code>isLowLiquidityMarket</code>](#PerpetualDataHandler+isLowLiquidityMarket)  
+**Returns**: <p>True if this is a low-liquidity market</p>  
+
+| Param | Description |
+| --- | --- |
+| symbol | <p>perpetual symbol of the form DIRAC-HONEY-USDC</p> |
+
 <a name="TraderInterface.chainOrders"></a>
 
 ### TraderInterface.chainOrders(orders, ids) ⇒
@@ -8729,6 +8884,7 @@ require gas-payments.</p>
     * [.getSettlementTokenDecimalsFromSymbol(symbol)](#PerpetualDataHandler+getSettlementTokenDecimalsFromSymbol) ⇒
     * [.getABI(contract)](#PerpetualDataHandler+getABI) ⇒
     * [.isPredictionMarket(symbol)](#PerpetualDataHandler+isPredictionMarket) ⇒
+    * [.isLowLiquidityMarket(symbol)](#PerpetualDataHandler+isLowLiquidityMarket) ⇒
 
 <a name="new_WriteAccessHandler_new"></a>
 
@@ -9190,6 +9346,19 @@ main();
 | --- | --- |
 | symbol | <p>perpetual symbol of the form TRUMP24-USD-USDC</p> |
 
+<a name="PerpetualDataHandler+isLowLiquidityMarket"></a>
+
+### writeAccessHandler.isLowLiquidityMarket(symbol) ⇒
+<p>Determines whether a given perpetual represents a low-liquidity market</p>
+
+**Kind**: instance method of [<code>WriteAccessHandler</code>](#WriteAccessHandler)  
+**Overrides**: [<code>isLowLiquidityMarket</code>](#PerpetualDataHandler+isLowLiquidityMarket)  
+**Returns**: <p>True if this is a low-liquidity market</p>  
+
+| Param | Description |
+| --- | --- |
+| symbol | <p>perpetual symbol of the form DIRAC-HONEY-USDC</p> |
+
 <a name="default"></a>
 
 ## default ⇒

package/doc/marketData.md

@@ -28,6 +28,7 @@ No gas required for the queries here.</p>
         * [.maxOrderSizeForTrader(traderAddr, symbol)](#MarketData+maxOrderSizeForTrader) ⇒
         * [.pmMaxOrderSizeForTrader(traderAddr, symbol, overrides)](#MarketData+pmMaxOrderSizeForTrader) ⇒
         * [.getMaxShortLongTrade(perpId, currentTraderPos, overrides)](#MarketData+getMaxShortLongTrade) ⇒
+        * [.rmMaxOrderSizeForTrader(traderAddr, symbol, overrides)](#MarketData+rmMaxOrderSizeForTrader) ⇒
         * [.maxSignedPosition(side, symbol)](#MarketData+maxSignedPosition) ⇒ <code>number</code>
         * [.getOraclePrice(base, quote)](#MarketData+getOraclePrice) ⇒ <code>number</code>
         * [.getOrderStatus(symbol, orderId, overrides)](#MarketData+getOrderStatus) ⇒
@@ -398,9 +399,9 @@ main();
 <a name="MarketData+maxOrderSizeForTrader"></a>
 
 ### marketData.maxOrderSizeForTrader(traderAddr, symbol) ⇒
-<p>Gets the maximal order sizes to open positions (increase size), both long and short,
+<p>Gets the maximal order sizes to open/close/flip positions, both long and short,
 considering the existing position, state of the perpetual
-Accounts for user's wallet balance.</p>
+Accounts for user's wallet balance only in rmMaxOrderSizeForTrader case.</p>
 
 **Kind**: instance method of [<code>MarketData</code>](#MarketData)  
 **Returns**: <p>Maximal buy and sell trade sizes (positive)</p>  
@@ -430,7 +431,7 @@ main();
 ### 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>
+balance and leverage, also correct if trader is shrinking their position)</p>
 
 **Kind**: instance method of [<code>MarketData</code>](#MarketData)  
 **Returns**: <p>buy: number; sell: number absolute</p>  
@@ -456,6 +457,20 @@ that has a given notional (in ABDK format) in the perpetual, ignoring the trader
 | currentTraderPos | <p>ABDK64x64 signed notional position of trader</p> |
 | overrides |  |
 
+<a name="MarketData+rmMaxOrderSizeForTrader"></a>
+
+### marketData.rmMaxOrderSizeForTrader(traderAddr, symbol, overrides) ⇒
+<p>Returns the maximal order size. Also applies to closing positions.</p>
+
+**Kind**: instance method of [<code>MarketData</code>](#MarketData)  
+**Returns**: <p>max buy and sell order size in absolute terms</p>  
+
+| Param | Description |
+| --- | --- |
+| traderAddr | <p>trader addr to get their position</p> |
+| symbol | <p>symbol we are trading</p> |
+| overrides |  |
+
 <a name="MarketData+maxSignedPosition"></a>
 
 ### marketData.maxSignedPosition(side, symbol) ⇒ <code>number</code>

package/doc/perpetualDataHandler.md

@@ -37,6 +37,7 @@ common data and chain operations.</p>
         * [.getSettlementTokenDecimalsFromSymbol(symbol)](#PerpetualDataHandler+getSettlementTokenDecimalsFromSymbol) ⇒
         * [.getABI(contract)](#PerpetualDataHandler+getABI) ⇒
         * [.isPredictionMarket(symbol)](#PerpetualDataHandler+isPredictionMarket) ⇒
+        * [.isLowLiquidityMarket(symbol)](#PerpetualDataHandler+isLowLiquidityMarket) ⇒
     * _static_
         * [.getPerpetualStaticInfo(_proxyContract, nestedPerpetualIDs, symbolList)](#PerpetualDataHandler.getPerpetualStaticInfo) ⇒
         * [.nestedIDsToChunks(chunkSize, nestedIDs)](#PerpetualDataHandler.nestedIDsToChunks) ⇒ <code>Array.&lt;Array.&lt;number&gt;&gt;</code>
@@ -448,6 +449,18 @@ main();
 | --- | --- |
 | symbol | <p>perpetual symbol of the form TRUMP24-USD-USDC</p> |
 
+<a name="PerpetualDataHandler+isLowLiquidityMarket"></a>
+
+### perpetualDataHandler.isLowLiquidityMarket(symbol) ⇒
+<p>Determines whether a given perpetual represents a low-liquidity market</p>
+
+**Kind**: instance method of [<code>PerpetualDataHandler</code>](#PerpetualDataHandler)  
+**Returns**: <p>True if this is a low-liquidity market</p>  
+
+| Param | Description |
+| --- | --- |
+| symbol | <p>perpetual symbol of the form DIRAC-HONEY-USDC</p> |
+
 <a name="PerpetualDataHandler.getPerpetualStaticInfo"></a>
 
 ### PerpetualDataHandler.getPerpetualStaticInfo(_proxyContract, nestedPerpetualIDs, symbolList) ⇒

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@d8x/perpetuals-sdk",
-  "version": "2.4.1",
+  "version": "2.4.3",
   "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

@@ -780,7 +780,7 @@ function pmExcessCashAtLvg(
  * Find maximal *affordable* 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
+ * Factors in lot size and global max short/long, factors in opening/closing position
  * @param dir   direction of trade (-1 sell, 1 buy)
  * @param lvg   leverage of the trade
  * @param walletBalCC wallet balance of the trader (collateral currency)
@@ -884,14 +884,32 @@ export function pmFindMaxPersonalTradeSizeAtLeverage(
       sNew = -Math.random() * (Math.abs(glblMaxTrade) + currentPosition);
     }
   }
-  // ensure trade maximal trade sNew does not exceed
-  // the contract limits
-  if (sNew < -Math.abs(glblMaxTrade)) {
-    sNew = -Math.abs(glblMaxTrade);
-  } else if (sNew > glblMaxTrade) {
-    sNew = glblMaxTrade;
-  }
   // round trade size down to lot
   sNew = Math.sign(sNew) * Math.floor(Math.abs(sNew) / lot) * lot;
+  // Cases
+  // 1) trading in closing direction
+  //       |sNew| >= |currPosition| ->
+  //       - if we are flipping, global max applies
+  //       - we should at least have currPos because we can always close
+  //       max(min(|glblMaxTrade|, |sNew|), |currPos|)
+  //    note: closing positions do not add any margin. If liquidations work correctly,
+  //          the starting position is at least at maintenance margin and after reducing the
+  //          size (which only costs trading fee from the margin), the new position is (without fees)
+  //          above maintenance margin. Therefore assuming closing is always affordable
+  // 2) trading in opening dir
+  //    min(|glblMaxTrade|,|sNew|)
+
+  // 2) ensure trade maximal trade sNew does not exceed
+  // the contract limits
+  // if opening trade, adhere to glblMaxTrade
+  sNew = dir * Math.min(Math.abs(sNew), Math.abs(glblMaxTrade));
+  // 1)
+  // We are trading into closing direction.
+  // So we need to make sure that glblMaxTrade did
+  // not shrink our sNew beyond the position size (per note |sNew|>|currentPosition| when closing)
+  const isClosingDir = currentPosition != 0 && currentPosition * dir < 0;
+  if (isClosingDir) {
+    return dir * Math.max(Math.abs(sNew), Math.abs(currentPosition));
+  }
   return sNew;
 }

package/src/marketData.ts

@@ -1154,9 +1154,9 @@ export default class MarketData extends PerpetualDataHandler {
   }
 
   /**
-   * Gets the maximal order sizes to open positions (increase size), both long and short,
+   * Gets the maximal order sizes to open/close/flip positions, both long and short,
    * considering the existing position, state of the perpetual
-   * Accounts for user's wallet balance.
+   * Accounts for user's wallet balance only in rmMaxOrderSizeForTrader case.
    * @param {string} traderAddr Address of trader
    * @param {symbol} symbol Symbol of the form ETH-USD-MATIC
    * @returns Maximal buy and sell trade sizes (positive)
@@ -1183,17 +1183,17 @@ export default class MarketData extends PerpetualDataHandler {
       throw new Error("proxy contract not initialized");
     }
     if (this.isPredictionMarket(symbol)) {
-      // prediction markets
+      // prediction markets: also works for closing positions
       return this.pmMaxOrderSizeForTrader(traderAddr, symbol, overrides);
     }
-    // regular markets
+    // regular markets: also works for closing positions
     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)
+   * balance and leverage, also correct if trader is shrinking their position)
    * @param traderAddr address of trader
    * @param symbol perp symbol
    * @param overrides optional
@@ -1286,6 +1286,13 @@ export default class MarketData extends PerpetualDataHandler {
     return [maxShortOrderPerp, maxLongOrderPerp];
   }
 
+  /**
+   * Returns the maximal order size. Also applies to closing positions.
+   * @param traderAddr trader addr to get their position
+   * @param symbol symbol we are trading
+   * @param overrides
+   * @returns max buy and sell order size in absolute terms
+   */
   private async rmMaxOrderSizeForTrader(
     traderAddr: string,
     symbol: string,
@@ -1362,6 +1369,7 @@ export default class MarketData extends PerpetualDataHandler {
       poolInfo.poolSettleTokenDecimals
     );
 
+    // getMaxShortLongTrade: allows closing of existing position
     const [maxShortTrade, maxLongTrade] = await this.getMaxShortLongTrade(perpId, traderState[idxNotional], overrides);
     const curPos = (account.side == BUY_SIDE ? 1 : -1) * account.positionNotionalBaseCCY;
 

package/src/priceFeeds.ts

@@ -285,10 +285,11 @@ export default class PriceFeeds {
     const feedResponses = await this.fetchFeedPriceResponses(feedSymbols);
     // triangulate
     let feedPrices = new Map();
-    for (const [key, value] of feedPrices) {
+    for (const [key, value] of feedResponses) {
       feedPrices.set(key, [value[0], value[1]]);
     }
     let [prices, mktClosed] = this.triangulatePricesFromFeedPrices(indexSymbols, feedPrices);
+
     // if low liquidity, assume base-quote is a feed
     if (this.dataHandler.isLowLiquidityMarket(symbol)) {
       const [, , s2Info, s2EmaInfo] = feedResponses.get(indexSymbols[0])!;

package/src/version.ts

@@ -1 +1 @@
-export const D8X_SDK_VERSION = "2.4.1";
+export const D8X_SDK_VERSION = "2.4.3";

package/dist/cjs/abi/BeaconProxy.json

@@ -1,71 +0,0 @@
-[
-    {
-        "inputs": [
-            {
-                "internalType": "address",
-                "name": "beacon",
-                "type": "address"
-            },
-            {
-                "internalType": "bytes",
-                "name": "data",
-                "type": "bytes"
-            }
-        ],
-        "stateMutability": "payable",
-        "type": "constructor"
-    },
-    {
-        "anonymous": false,
-        "inputs": [
-            {
-                "indexed": false,
-                "internalType": "address",
-                "name": "previousAdmin",
-                "type": "address"
-            },
-            {
-                "indexed": false,
-                "internalType": "address",
-                "name": "newAdmin",
-                "type": "address"
-            }
-        ],
-        "name": "AdminChanged",
-        "type": "event"
-    },
-    {
-        "anonymous": false,
-        "inputs": [
-            {
-                "indexed": true,
-                "internalType": "address",
-                "name": "beacon",
-                "type": "address"
-            }
-        ],
-        "name": "BeaconUpgraded",
-        "type": "event"
-    },
-    {
-        "anonymous": false,
-        "inputs": [
-            {
-                "indexed": true,
-                "internalType": "address",
-                "name": "implementation",
-                "type": "address"
-            }
-        ],
-        "name": "Upgraded",
-        "type": "event"
-    },
-    {
-        "stateMutability": "payable",
-        "type": "fallback"
-    },
-    {
-        "stateMutability": "payable",
-        "type": "receive"
-    }
-]