@d8x/perpetuals-sdk 2.5.17 → 2.6.0

package/src/perpetualDataHandler.ts

@@ -57,40 +57,40 @@ import {
   calculateLiquidationPriceCollateralBase,
   calculateLiquidationPriceCollateralQuanto,
   calculateLiquidationPriceCollateralQuote,
+  dec18ToFloat,
   div64x64,
   floatToABK64x64,
-  dec18ToFloat,
-  priceToProb,
-  probToPrice,
   pmFindLiquidationPrice,
   pmMaintenanceMarginRate,
+  priceToProb,
+  probToPrice,
 } from "./d8XMath";
 import {
+  IdxPriceInfo,
+  LiquidityPoolData,
+  SettlementCcyItem,
+  SettlementConfig,
   TokenOverride,
   TypeSafeOrder,
   type ClientOrder,
   type MarginAccount,
   type NodeSDKConfig,
   type Order,
+  type PerpetualData,
   type PerpetualState,
   type PerpetualStaticInfo,
   type PoolStaticInfo,
   type PriceFeedSubmission,
   type SmartContractOrder,
-  type PerpetualData,
-  LiquidityPoolData,
-  SettlementConfig,
-  SettlementCcyItem,
-  IdxPriceInfo,
 } from "./nodeSDKTypes";
 import PriceFeeds from "./priceFeeds";
 import {
   combineFlags,
   containsFlag,
   contractSymbolToSymbol,
+  fromBytes4,
   loadConfigAbis,
   symbol4BToLongSymbol,
-  fromBytes4,
   to4Chars,
 } from "./utils";
 
@@ -169,7 +169,6 @@ export default class PerpetualDataHandler {
   }
 
   protected async initContractsAndData(signerOrProvider: Signer | Provider, overrides?: Overrides) {
-    await this.fetchSymbolList();
     this.signerOrProvider = signerOrProvider;
     // check network
     let network: Network;
@@ -188,25 +187,7 @@ export default class PerpetualDataHandler {
     }
     this.proxyContract = IPerpetualManager__factory.connect(this.proxyAddr, signerOrProvider);
     this.multicall = Multicall3__factory.connect(this.config.multicall ?? MULTICALL_ADDRESS, this.signerOrProvider);
-    await this._fillSymbolMaps(overrides);
-  }
-
-  /**
-   * sets the symbollist if a remote config url is specified
-   */
-  private async fetchSymbolList() {
-    if (this.config.configSource == "" || this.config.configSource == undefined) {
-      return;
-    }
-    const res = await fetch(this.config.configSource + "/symbolList.json");
-    if (res.status !== 200) {
-      throw new Error(`failed to fetch symbolList status code: ${res.status}`);
-    }
-    if (!res.ok) {
-      throw new Error(`failed to fetch config (${res.status}): ${res.statusText} ${this.config.configSource}`);
-    }
-    let symlist = await res.json();
-    this.symbolList = new Map<string, string>(Object.entries(symlist));
+    await this._fillSymbolMaps({ ...overrides, chainId: this.chainId });
   }
 
   /**
@@ -270,7 +251,7 @@ export default class PerpetualDataHandler {
    * and this.nestedPerpetualIDs and this.symbolToPerpStaticInfo
    *
    */
-  protected async _fillSymbolMaps(overrides?: Overrides) {
+  protected async _fillSymbolMaps(overrides: Overrides & { chainId: bigint | number | string }) {
     if (this.proxyContract == null || this.multicall == null || this.signerOrProvider == null) {
       throw new Error("proxy or multicall not defined");
     }
@@ -654,6 +635,23 @@ export default class PerpetualDataHandler {
     return this.nestedPerpetualIDs;
   }
 
+  public static async fetchSymbolList(chainId: bigint | number | string, short: string[]) {
+    const endpoint = `https://sports.quantena.org/long-symbol/${Number(chainId)}?short[]=`; //BTC&short[]=GBP
+    const query = endpoint + short.join("&short[]=");
+    const res = await fetch(query);
+    if (res.status !== 200) {
+      throw new Error(`failed to fetch symbolList status code: ${res.status}`);
+    }
+    if (!res.ok) {
+      throw new Error(`failed to fetch config (${res.status}): ${res.statusText} ${query}`);
+    }
+    let t = (await res.json()) as Record<string, string>;
+    let symbolList = new Map<string, string>();
+    for (const s of short) {
+      symbolList.set(s, t[s] && t[s] !== "UNKNOWN" ? t[s] : s);
+    }
+    return symbolList;
+  }
   /**
    * Collect all perpetuals static info
    * @param {ethers.Contract} _proxyContract perpetuals contract with getter
@@ -677,6 +675,13 @@ export default class PerpetualDataHandler {
         ids[k],
         overrides || {}
       )) as IPerpetualInfo.PerpetualStaticInfoStructOutput[];
+      // get normalized symbols
+      if (overrides?.chainId !== undefined) {
+        symbolList = await this.fetchSymbolList(
+          BigInt(overrides.chainId!),
+          perpInfos.map((p) => [p.S2BaseCCY, p.S2QuoteCCY, p.S3BaseCCY, p.S3QuoteCCY]).flat()
+        );
+      }
       for (let j = 0; j < perpInfos.length; j++) {
         let base = contractSymbolToSymbol(perpInfos[j].S2BaseCCY, symbolList);
         let quote = contractSymbolToSymbol(perpInfos[j].S2QuoteCCY, symbolList);
@@ -699,7 +704,7 @@ export default class PerpetualDataHandler {
           priceIds: perpInfos[j].priceIds,
           isPyth: perpInfos[j].isPyth,
           perpFlags: BigInt(perpInfos[j].perpFlags?.toString() ?? 0),
-          fAMMTargetDD: perpInfos[j].fAMMTargetDD
+          fAMMTargetDD: perpInfos[j].fAMMTargetDD,
         };
         infoArr.push(info);
       }
@@ -2108,7 +2113,7 @@ export default class PerpetualDataHandler {
    * @param symbol perpetual symbol of the form MSTR-HONEY-BUSD
    * @returns True if this is a tradfi market
    */
-  public isTradFiMarket(symbol: string) : boolean {
+  public isTradFiMarket(symbol: string): boolean {
     let staticInfo = this.symbolToPerpStaticInfo.get(symbol);
     if (staticInfo == undefined) {
       throw new Error(`Perpetual with symbol ${symbol} not found. Check symbol or use createProxyInstance().`);
@@ -2121,44 +2126,43 @@ export default class PerpetualDataHandler {
    * @param symbol perpetual symbol of the form MSTR-HONEY-BUSD
    * @returns open time in seconds within day, close time in seconds within day
    */
-  public getMarketDayTradingOpenCloseSec(symbol: string) : { openSec: number; closeSec: number; } {
+  public getMarketDayTradingOpenCloseSec(symbol: string): { openSec: number; closeSec: number } {
     let staticInfo = this.symbolToPerpStaticInfo.get(symbol);
     if (staticInfo == undefined) {
       throw new Error(`Perpetual with symbol ${symbol} not found. Check symbol or use createProxyInstance().`);
     }
-    return PerpetualDataHandler.decodeOpenCloseSeconds(staticInfo.fAMMTargetDD)
+    return PerpetualDataHandler.decodeOpenCloseSeconds(staticInfo.fAMMTargetDD);
   }
-  
-  public getMarketDayTradingNextEvent(symbol: string) : {event: string, ts: number, tsStr: string} {
+
+  public getMarketDayTradingNextEvent(symbol: string): { event: string; ts: number; tsStr: string } {
     let staticInfo = this.symbolToPerpStaticInfo.get(symbol);
     if (staticInfo == undefined) {
       throw new Error(`Perpetual with symbol ${symbol} not found. Check symbol or use createProxyInstance().`);
     }
-    const oc = PerpetualDataHandler.decodeOpenCloseSeconds(staticInfo.fAMMTargetDD)
+    const oc = PerpetualDataHandler.decodeOpenCloseSeconds(staticInfo.fAMMTargetDD);
     const isOpen = PerpetualDataHandler.isMarketDayTime(staticInfo.fAMMTargetDD);
-    const nowSec = Math.round(Date.now()/1000);
-    const t = nowSec % 86_400;//seconds in day
-    let ts : number , evt_sec : number;
-    let evt : string;
+    const nowSec = Math.round(Date.now() / 1000);
+    const t = nowSec % 86_400; //seconds in day
+    let ts: number, evt_sec: number;
+    let evt: string;
     if (isOpen) {
-      evt = "day trading close"
+      evt = "day trading close";
       evt_sec = oc.closeSec;
     } else {
-      evt = "day trading open"
+      evt = "day trading open";
       evt_sec = oc.openSec;
     }
-    if (evt_sec>t) {
+    if (evt_sec > t) {
       //same day
-      ts = nowSec - t + evt_sec
+      ts = nowSec - t + evt_sec;
     } else {
       //next day
-      ts = 86400+nowSec - t + evt_sec
+      ts = 86400 + nowSec - t + evt_sec;
     }
-    const rfc3339 = new Date(ts*1000).toISOString();
-    return {event: evt, ts: ts, tsStr: rfc3339};
+    const rfc3339 = new Date(ts * 1000).toISOString();
+    return { event: evt, ts: ts, tsStr: rfc3339 };
   }
 
-
   /**
    * Determines whether a given perpetual represents a tradfi market
    * which has open/close times
@@ -2166,7 +2170,7 @@ export default class PerpetualDataHandler {
    * @returns True if perp has tradfi market flag set
    */
   public static isTradFiMarketStatic(staticInfo: PerpetualStaticInfo) {
-    return containsFlag(staticInfo.perpFlags, MASK_PREDICTION_MARKET);
+    return containsFlag(staticInfo.perpFlags, MASK_TRADFI_MARKET);
   }
 
   /**
@@ -2183,20 +2187,20 @@ export default class PerpetualDataHandler {
    * @param symbol perpetual symbol MSTR-USD-BUSD
    * @returns initial margin rate
    */
-  public getInitialMarginRate(symbol:string) : number {
+  public getInitialMarginRate(symbol: string): number {
     let staticInfo = this.symbolToPerpStaticInfo.get(symbol);
     if (staticInfo == undefined) {
       throw new Error(`Perpetual with symbol ${symbol} not found. Check symbol or use createProxyInstance().`);
     }
     return PerpetualDataHandler.getInitialMarginRate(staticInfo);
   }
-  
+
   /**
    * getMaintenanceMarginRate
    * @param symbol perpetual symbol MSTR-USD-BUSD
    * @returns maintenance margin rate
    */
-  public getMaintenanceMarginRate(symbol:string) : number {
+  public getMaintenanceMarginRate(symbol: string): number {
     let staticInfo = this.symbolToPerpStaticInfo.get(symbol);
     if (staticInfo == undefined) {
       throw new Error(`Perpetual with symbol ${symbol} not found. Check symbol or use createProxyInstance().`);
@@ -2207,9 +2211,9 @@ export default class PerpetualDataHandler {
   /**
    * Get initial margin rate from static data considering open/close of tradfi markets
    * @param staticInfo static info
-   * @returns initial margin rate in decimals 
-   */  
-  public static getInitialMarginRate(staticInfo: PerpetualStaticInfo) : number {
+   * @returns initial margin rate in decimals
+   */
+  public static getInitialMarginRate(staticInfo: PerpetualStaticInfo): number {
     if (!PerpetualDataHandler.isTradFiMarketStatic(staticInfo)) {
       return staticInfo.initialMarginRate;
     }
@@ -2217,15 +2221,15 @@ export default class PerpetualDataHandler {
     if (isOpen) {
       return staticInfo.initialMarginRate;
     }
-    return 0.2;//5x
+    return 0.2; //5x
   }
- 
+
   /**
    * Get maintenance margin rate from static data considering open/close of tradfi markets
    * @param staticInfo static info
-   * @returns maintenance margin rate in decimals 
+   * @returns maintenance margin rate in decimals
    */
-  public static getMaintenanceMarginRate(staticInfo: PerpetualStaticInfo) : number {
+  public static getMaintenanceMarginRate(staticInfo: PerpetualStaticInfo): number {
     if (!PerpetualDataHandler.isTradFiMarketStatic(staticInfo)) {
       return staticInfo.maintenanceMarginRate;
     }
@@ -2233,28 +2237,28 @@ export default class PerpetualDataHandler {
     if (isOpen) {
       return staticInfo.maintenanceMarginRate;
     }
-    return 0.1;//10x
+    return 0.1; //10x
   }
 
   /**
-   * Determine whether the market is in day trading, given the parameter fAMMTargetDD 
+   * Determine whether the market is in day trading, given the parameter fAMMTargetDD
    * @param fAMMTargetDD bigint that encodes market day trading times
    * @returns true if currently the market is in day trading status
    */
-  public static isMarketDayTime(fAMMTargetDD : bigint) : boolean {
-    const t = (Date.now()/1000) % 86_400;
+  public static isMarketDayTime(fAMMTargetDD: bigint): boolean {
+    const t = (Date.now() / 1000) % 86_400;
     let oc = PerpetualDataHandler.decodeOpenCloseSeconds(fAMMTargetDD);
-    const isOpen = (t > oc.openSec) != (t > oc.closeSec) != (oc.openSec > oc.closeSec);
+    const isOpen = (t > oc.openSec != t > oc.closeSec) != oc.openSec > oc.closeSec;
     return isOpen;
   }
 
   public static decodeOpenCloseSeconds(packed: bigint): { openSec: number; closeSec: number } {
-    const MASK = 0x7Fn; // 7-bit mask
+    const MASK = 0x7fn; // 7-bit mask
     const closeSlot = Number(packed & MASK);
     const openSlot = Number((packed >> 7n) & MASK);
     return {
-      openSec: openSlot * 900,  // 15 * 60
+      openSec: openSlot * 900, // 15 * 60
       closeSec: closeSlot * 900,
-    }
+    };
   }
-}
+}

package/src/version.ts

@@ -1 +1 @@
-export const D8X_SDK_VERSION = "2.5.17";
+export const D8X_SDK_VERSION = "2.6.0";