@d8x/perpetuals-sdk 2.4.4 → 2.4.6

package/dist/esm/marketData.js

@@ -1,4 +1,4 @@
-import { Contract, formatUnits, Interface, JsonRpcProvider } from "ethers";
+import { Contract, formatUnits, Interface, JsonRpcProvider, hexlify } 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, } from "./d8XMath";
@@ -1100,7 +1100,9 @@ export default class MarketData extends PerpetualDataHandler {
         if (!this.proxyContract) {
             throw Error("no proxy contract initialized. Use createProxyInstance().");
         }
-        return await this.proxyContract.getOraclePrice([toBytes4(base), toBytes4(quote)], overrides || {});
+        const baseBytes = hexlify(Uint8Array.from(toBytes4(base)));
+        const quoteBytes = hexlify(Uint8Array.from(toBytes4(quote)));
+        return await this.proxyContract.getOraclePrice([baseBytes, quoteBytes], overrides || {});
     }
     /**
      * Get the status of an order given a symbol and order Id
@@ -1509,17 +1511,20 @@ export default class MarketData extends PerpetualDataHandler {
         return 5 - rank4;
     }
     /**
-     * Get all off-chain prices
+     * Get all off-chain prices for normal perps
      * @param _symbolToPerpStaticInfo mapping: PerpetualStaticInfo for each perpetual
      * @param _priceFeedGetter priceFeed class from which we can get offchain price data
      * @returns mapping of symbol-pair (e.g. BTC-USD) to price/isMarketClosed
      * @ignore
      */
-    static async _getAllIndexPrices(_symbolToPerpStaticInfo, _priceFeedGetter) {
+    static async _getAllActivePerpIndexPrices(_symbolToPerpStaticInfo, _priceFeedGetter) {
         // get all prices from off-chain price-sources
         let allSym = new Set();
         for (let perpSymbol of _symbolToPerpStaticInfo.keys()) {
             let sInfo = _symbolToPerpStaticInfo.get(perpSymbol);
+            if (sInfo?.state == "INVALID" || sInfo?.state == "INITIALIZING") {
+                continue;
+            }
             allSym.add(sInfo.S2Symbol);
             if (sInfo.S3Symbol != "") {
                 allSym.add(sInfo.S3Symbol);
@@ -1593,9 +1598,11 @@ export default class MarketData extends PerpetualDataHandler {
         // prepare calls
         const proxyCalls = [];
         let midPriceMap = new Map();
+        const collectedPerpIds = [];
         for (let k = 0; k < perpetualIDChunks.length; k++) {
             let indexPrices = [];
             // collect/order all index prices
+            const collectedIds = [];
             for (let j = 0; j < perpetualIDChunks[k].length; j++) {
                 let id = perpetualIDChunks[k][j];
                 const poolId = Math.floor(id / 100000);
@@ -1604,6 +1611,10 @@ export default class MarketData extends PerpetualDataHandler {
                 }
                 let symbol3s = _perpetualIdToSymbol.get(id);
                 let info = _symbolToPerpStaticInfo.get(symbol3s);
+                if (info?.state == "INVALID" || info?.state == "INITIALIZING") {
+                    continue;
+                }
+                collectedIds.push(id);
                 let S2 = floatToABK64x64(_idxPriceMap.get(info.S2Symbol)[0]);
                 let S3 = 0n;
                 if (info.S3Symbol != "") {
@@ -1612,21 +1623,24 @@ export default class MarketData extends PerpetualDataHandler {
                 indexPrices.push(S2);
                 indexPrices.push(S3);
             }
+            collectedPerpIds.push(collectedIds);
             proxyCalls.push({
                 target: _proxyContract.target,
                 allowFailure: false,
-                callData: _proxyContract.interface.encodeFunctionData("queryMidPrices", [perpetualIDChunks[k], indexPrices]),
+                callData: _proxyContract.interface.encodeFunctionData("queryMidPrices", [collectedIds, indexPrices]),
             });
         }
         // multicall
         const encodedResults = await _multicall.aggregate3.staticCall(proxyCalls, overrides || {});
         // apply results
-        for (let k = 0; k < perpetualIDChunks.length; k++) {
+        for (let k = 0; k < collectedPerpIds.length; k++) {
             let fMidPrice = _proxyContract.interface.decodeFunctionResult("queryMidPrices", encodedResults[k].returnData)[0];
             for (let j = 0; j < fMidPrice.length; j++) {
-                let id = perpetualIDChunks[k][j];
+                let id = collectedPerpIds[k][j];
                 let symbol3s = _perpetualIdToSymbol.get(id);
-                midPriceMap.set(symbol3s, ABK64x64ToFloat(fMidPrice[j]));
+                if (symbol3s != undefined) {
+                    midPriceMap.set(symbol3s, ABK64x64ToFloat(fMidPrice[j]));
+                }
             }
         }
         return midPriceMap;
@@ -1767,7 +1781,7 @@ export default class MarketData extends PerpetualDataHandler {
             proxyAddr: _proxyContract.target.toString(),
         };
         // get all prices from off-chain price-sources: no RPC calls
-        let idxPriceMap = await MarketData._getAllIndexPrices(_symbolToPerpStaticInfo, _priceFeedGetter);
+        let idxPriceMap = await MarketData._getAllActivePerpIndexPrices(_symbolToPerpStaticInfo, _priceFeedGetter);
         // query mid-prices from on-chain conditional on the off-chain prices
         let midPriceMap = await MarketData._queryMidPrices(_proxyContract, _poolStaticInfos, _multicall, _nestedPerpetualIDs, _symbolToPerpStaticInfo, _perpetualIdToSymbol, idxPriceMap, overrides);
         const { pools: poolStateInfos, perpetuals: perpStateInfos } = await MarketData._queryPoolAndPerpetualStates(_proxyContract, _multicall, _poolStaticInfos, _symbolList, _nestedPerpetualIDs, overrides);
@@ -1775,35 +1789,40 @@ export default class MarketData extends PerpetualDataHandler {
         for (const perp of perpStateInfos) {
             let symbol3s = _perpetualIdToSymbol.get(perp.id);
             let info = _symbolToPerpStaticInfo.get(symbol3s);
-            const idxPriceS2Pair = idxPriceMap.get(info.S2Symbol);
-            let idxPriceS3Pair = [0, false];
-            perp.isMarketClosed = idxPriceS2Pair[1];
-            if (info.S3Symbol != "") {
-                idxPriceS3Pair = idxPriceMap.get(info.S3Symbol);
-                perp.isMarketClosed = perp.isMarketClosed || idxPriceS3Pair[1];
-            }
-            perp.indexPrice = idxPriceS2Pair[0];
-            let indexS3 = 1;
-            if (info.collateralCurrencyType == COLLATERAL_CURRENCY_BASE) {
-                indexS3 = idxPriceS2Pair[0];
-            }
-            else if (info.collateralCurrencyType == COLLATERAL_CURRENCY_QUANTO) {
-                indexS3 = idxPriceS3Pair[0];
-            }
-            perp.collToQuoteIndexPrice = indexS3;
-            const emaKey = info.S2Symbol + ":ema";
-            let markPrice;
-            if (idxPriceMap.has(emaKey)) {
-                let ema;
-                let res = idxPriceMap.get(emaKey);
-                ema = res[0];
-                markPrice = Math.min(Math.max(ema + perp.markPremium, 1), 2);
+            if (info?.state == "INVALID" || info?.state == "INITIALIZING") {
+                perp.isMarketClosed = true;
             }
             else {
-                markPrice = perp.indexPrice * (1 + perp.markPremium);
+                const idxPriceS2Pair = idxPriceMap.get(info.S2Symbol);
+                let idxPriceS3Pair = [0, false];
+                perp.isMarketClosed = idxPriceS2Pair[1];
+                if (info.S3Symbol != "") {
+                    idxPriceS3Pair = idxPriceMap.get(info.S3Symbol);
+                    perp.isMarketClosed = perp.isMarketClosed || idxPriceS3Pair[1];
+                }
+                perp.indexPrice = idxPriceS2Pair[0];
+                let indexS3 = 1;
+                if (info.collateralCurrencyType == COLLATERAL_CURRENCY_BASE) {
+                    indexS3 = idxPriceS2Pair[0];
+                }
+                else if (info.collateralCurrencyType == COLLATERAL_CURRENCY_QUANTO) {
+                    indexS3 = idxPriceS3Pair[0];
+                }
+                perp.collToQuoteIndexPrice = indexS3;
+                const emaKey = info.S2Symbol + ":ema";
+                let markPrice;
+                if (idxPriceMap.has(emaKey)) {
+                    let ema;
+                    let res = idxPriceMap.get(emaKey);
+                    ema = res[0];
+                    markPrice = Math.min(Math.max(ema + perp.markPremium, 1), 2);
+                }
+                else {
+                    markPrice = perp.indexPrice * (1 + perp.markPremium);
+                }
+                perp.markPrice = markPrice;
+                perp.midPrice = midPriceMap.get(symbol3s);
             }
-            perp.markPrice = markPrice;
-            perp.midPrice = midPriceMap.get(symbol3s);
             // which pool?
             const poolId = info.poolId;
             poolStateInfos[poolId - 1].perpetuals.push(perp);

package/dist/esm/marketData.js.map

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package/dist/esm/nodeSDKTypes.d.ts

@@ -262,7 +262,7 @@ export interface PriceFeedConfig {
     endpoints: PriceFeedEndpoints;
 }
 export interface PriceFeedEndpointsItem {
-    type: string | "odin" | "pyth" | "onchain" | "polymarket";
+    type: string | "odin" | "pyth" | "onchain" | "v2" | "v3" | "low-liq" | "polymarket";
     endpoints: string[];
     writeEndpoints?: string[];
 }

package/dist/esm/nodeSDKTypes.js.map

@@ -1 +1 @@
-{"version":3,"file":"nodeSDKTypes.js","sourceRoot":"","sources":["../../src/nodeSDKTypes.ts"],"names":[],"mappings":"AA+fA,kBAAkB;AAClB,MAAM,CAAC,MAAM,cAAc,GAAG;IAC5B,IAAI,EAAE,iBAAiB;CACxB,CAAC;AACF,MAAM,CAAC,MAAM,aAAa,GAAG;IAC3B,+CAA+C;IAC/C,mFAAmF;IACnF,OAAO,EAAE;QACP,EAAE,IAAI,EAAE,MAAM,EAAE,IAAI,EAAE,QAAQ,EAAE;QAChC,EAAE,IAAI,EAAE,cAAc,EAAE,IAAI,EAAE,SAAS,EAAE;QACzC,EAAE,IAAI,EAAE,eAAe,EAAE,IAAI,EAAE,QAAQ,EAAE;QACzC,EAAE,IAAI,EAAE,WAAW,EAAE,IAAI,EAAE,SAAS,EAAE;KACvC;IACD,+CAA+C;IAC/C,uFAAuF;IACvF,WAAW,EAAE;QACX,EAAE,IAAI,EAAE,YAAY,EAAE,IAAI,EAAE,SAAS,EAAE;QACvC,EAAE,IAAI,EAAE,aAAa,EAAE,IAAI,EAAE,SAAS,EAAE;QACxC,EAAE,IAAI,EAAE,eAAe,EAAE,IAAI,EAAE,QAAQ,EAAE;QACzC,EAAE,IAAI,EAAE,WAAW,EAAE,IAAI,EAAE,SAAS,EAAE;KACvC;IACD,uFAAuF;IACvF,aAAa,EAAE;QACb,EAAE,IAAI,EAAE,MAAM,EAAE,IAAI,EAAE,QAAQ,EAAE;QAChC,EAAE,IAAI,EAAE,YAAY,EAAE,IAAI,EAAE,SAAS,EAAE;QACvC,EAAE,IAAI,EAAE,WAAW,EAAE,IAAI,EAAE,SAAS,EAAE;KACvC;CACF,CAAC"}
+{"version":3,"file":"nodeSDKTypes.js","sourceRoot":"","sources":["../../src/nodeSDKTypes.ts"],"names":[],"mappings":"AAggBA,kBAAkB;AAClB,MAAM,CAAC,MAAM,cAAc,GAAG;IAC5B,IAAI,EAAE,iBAAiB;CACxB,CAAC;AACF,MAAM,CAAC,MAAM,aAAa,GAAG;IAC3B,+CAA+C;IAC/C,mFAAmF;IACnF,OAAO,EAAE;QACP,EAAE,IAAI,EAAE,MAAM,EAAE,IAAI,EAAE,QAAQ,EAAE;QAChC,EAAE,IAAI,EAAE,cAAc,EAAE,IAAI,EAAE,SAAS,EAAE;QACzC,EAAE,IAAI,EAAE,eAAe,EAAE,IAAI,EAAE,QAAQ,EAAE;QACzC,EAAE,IAAI,EAAE,WAAW,EAAE,IAAI,EAAE,SAAS,EAAE;KACvC;IACD,+CAA+C;IAC/C,uFAAuF;IACvF,WAAW,EAAE;QACX,EAAE,IAAI,EAAE,YAAY,EAAE,IAAI,EAAE,SAAS,EAAE;QACvC,EAAE,IAAI,EAAE,aAAa,EAAE,IAAI,EAAE,SAAS,EAAE;QACxC,EAAE,IAAI,EAAE,eAAe,EAAE,IAAI,EAAE,QAAQ,EAAE;QACzC,EAAE,IAAI,EAAE,WAAW,EAAE,IAAI,EAAE,SAAS,EAAE;KACvC;IACD,uFAAuF;IACvF,aAAa,EAAE;QACb,EAAE,IAAI,EAAE,MAAM,EAAE,IAAI,EAAE,QAAQ,EAAE;QAChC,EAAE,IAAI,EAAE,YAAY,EAAE,IAAI,EAAE,SAAS,EAAE;QACvC,EAAE,IAAI,EAAE,WAAW,EAAE,IAAI,EAAE,SAAS,EAAE;KACvC;CACF,CAAC"}

package/dist/esm/perpetualDataHandler.d.ts

@@ -15,6 +15,7 @@ export default class PerpetualDataHandler {
     protected poolStaticInfos: Array<PoolStaticInfo>;
     protected symbolList: Map<string, string>;
     protected settlementConfig: SettlementConfig;
+    requiredSymbols: string[];
     config: NodeSDKConfig;
     protected symbolToTokenAddrMap: Map<string, string>;
     chainId: bigint;
@@ -79,6 +80,7 @@ export default class PerpetualDataHandler {
      *
      */
     protected _fillSymbolMaps(overrides?: Overrides): Promise<void>;
+    private setRequiredSymbols;
     /**
      * Initializes settlement currency for all pools by
      * completing this.poolStaticInfos with settlement currency info

package/dist/esm/perpetualDataHandler.js

@@ -16,6 +16,7 @@ export default class PerpetualDataHandler {
      */
     constructor(config) {
         this.PRICE_UPDATE_FEE_GWEI = 1;
+        this.requiredSymbols = []; // array of symbols in the current perpetual deployment
         this.proxyContract = null;
         // limit order book
         this.lobFactoryContract = null;
@@ -194,9 +195,13 @@ export default class PerpetualDataHandler {
         // 3) fill mapping this.symbolToPerpStaticInf
         for (let j = 0; j < perpStaticInfos.length; j++) {
             const perp = perpStaticInfos[j];
-            requiredPairs.add(perp.S2Symbol);
-            if (perp.S3Symbol != "") {
-                requiredPairs.add(perp.S3Symbol);
+            if (perp.state != "INVALID" && perp.state != "INITIALIZING") {
+                // we only require price feeds to be available if the perpetual
+                // is in normal state
+                requiredPairs.add(perp.S2Symbol);
+                if (perp.S3Symbol != "") {
+                    requiredPairs.add(perp.S3Symbol);
+                }
             }
             let poolCCY = this.poolStaticInfos[perp.poolId - 1].poolMarginSymbol;
             if (poolCCY == "") {
@@ -246,12 +251,25 @@ export default class PerpetualDataHandler {
         // BTC-USDC : BTC-USD / USDC-USD
         this.priceFeedGetter.initializeTriangulations(requiredPairs);
         // ensure all feed prices can be fetched
-        await this.priceFeedGetter.fetchFeedPrices();
+        this.setRequiredSymbols();
+        await this.priceFeedGetter.fetchFeedPrices(this.requiredSymbols);
         // fill this.perpetualIdToSymbol
         for (let [key, info] of this.symbolToPerpStaticInfo) {
             this.perpetualIdToSymbol.set(info.id, key);
         }
     }
+    // setRequiredSymbols determines which symbols (of the form BTC-USD)
+    // need to be available in the price sources
+    setRequiredSymbols() {
+        const triang = this.priceFeedGetter.getTriangulations();
+        const pairs = new Set();
+        for (const [key, [stringArray, _]] of triang) {
+            for (const s of stringArray) {
+                pairs.add(s);
+            }
+        }
+        this.requiredSymbols = Array.from(pairs);
+    }
     /**
      * Initializes settlement currency for all pools by
      * completing this.poolStaticInfos with settlement currency info
@@ -1165,7 +1183,7 @@ export default class PerpetualDataHandler {
             deadline: Number(order.iDeadline),
             executionTimestamp: Number(order.executionTimestamp),
             submittedTimestamp: "submittedTimestamp" in order ? Number(order.submittedTimestamp) : undefined,
-            parentChildOrderIds: "parentChildDigest1" && "parentChildDigest2" in order
+            parentChildOrderIds: "parentChildDigest1" in order && "parentChildDigest2" in order
                 ? [order.parentChildDigest1.toString(), order.parentChildDigest2.toString()]
                 : undefined,
         };