@d8x/perpetuals-sdk 2.6.13 → 2.6.14

package/src/marketData.ts

@@ -2031,8 +2031,8 @@ export default class MarketData extends PerpetualDataHandler {
 
       allSym.add(MarketData.getIndexSymbol(_symbolList, sInfo));
 
-      if (sInfo!.S3Symbol != "") {
-        allSym.add(sInfo!.S3Symbol);
+      if (sInfo.S3Symbol != "") {
+        allSym.add(sInfo.S3Symbol);
       }
     }
     let allSymArr = Array.from(allSym.values());
@@ -2146,7 +2146,7 @@ export default class MarketData extends PerpetualDataHandler {
           continue;
         }
         collectedIds.push(id);
-        let S2 = floatToABK64x64(_idxPriceMap.get(MarketData.getIndexSymbol(_symbolList, info))![0]);
+        let S2 = floatToABK64x64(_idxPriceMap.get(MarketData.getIndexSymbol(_symbolList, info))![0]); // 'has(key)' checked above
         let S3 = 0n;
         if (info.S3Symbol != "" && _idxPriceMap.has(info.S3Symbol)) {
           S3 = floatToABK64x64(_idxPriceMap.get(info.S3Symbol)![0]);
@@ -2403,9 +2403,9 @@ export default class MarketData extends PerpetualDataHandler {
         const idxPriceS2Pair = idxPriceMap.get(MarketData.getIndexSymbol(_symbolList, info))!;
         let idxPriceS3Pair: [number, boolean] = [0, false];
         perp.isMarketClosed = idxPriceS2Pair[1];
-        if (info.S3Symbol != "") {
+        if (info.S3Symbol != "" && idxPriceMap.has(info.S3Symbol)) {
           idxPriceS3Pair = idxPriceMap.get(info.S3Symbol)!;
-          perp.isMarketClosed = perp.isMarketClosed || idxPriceS3Pair![1];
+          perp.isMarketClosed = perp.isMarketClosed || idxPriceS3Pair[1];
         }
         perp.indexPrice = idxPriceS2Pair[0];
         let indexS3 = 1;
@@ -2420,14 +2420,16 @@ export default class MarketData extends PerpetualDataHandler {
         let markPrice: number;
         if (idxPriceMap.has(emaKey)) {
           let ema: number;
-          let res = idxPriceMap.get(emaKey);
-          ema = res![0];
+          let res = idxPriceMap.get(emaKey)!; // checked
+          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!)!;
+        if (symbol3s && midPriceMap.has(symbol3s)) {
+          perp.midPrice = midPriceMap.get(symbol3s)!; // checked
+        }
       }
       // which pool?
       const poolId = info?.poolId ?? 1;

package/src/perpetualDataHandler.ts

@@ -202,7 +202,7 @@ 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.fetchSymbolList();
+      await this.fetchSymbolList(); // static from sync-hub
       await this._fillSymbolMaps();
     } finally {
       this.refreshLocked = false;
@@ -469,13 +469,8 @@ export default class PerpetualDataHandler {
     // the prices of price-feeds to the index price required, e.g.
     // BTC-USDC : BTC-USD / USDC-USD
     this.priceFeedGetter.initializeTriangulations(requiredPairs);
-    // ensure all feed prices can be fetched
+
     this.setRequiredSymbols();
-    try {
-      await this.priceFeedGetter.fetchFeedPrices(this.requiredSymbols);
-    } catch (e) {
-      console.log("price feeds unreachable:", e);
-    }
   }
 
   // setRequiredSymbols determines which symbols (of the form BTC-USD)
@@ -898,17 +893,17 @@ export default class PerpetualDataHandler {
         fMaintenanceMarginRate: ABDK29ToFloat(Number(orig.fMaintenanceMarginRate)), // parameter: maintenance margin
         perpetualState: PERP_STATE_STR[Number(orig.state)], // Perpetual AMM state
         eCollateralCurrency: Number(orig.eCollateralCurrency), //parameter: in what currency is the collateral held?
-        S2BaseCCY: contractSymbolToSymbol(fromBytes4(Buffer.from(orig.S2BaseCCY!.toString())), _symbolList), //base currency of S2
-        S2QuoteCCY: contractSymbolToSymbol(fromBytes4(Buffer.from(orig.S2QuoteCCY!.toString())), _symbolList), //quote currency of S2
+        S2BaseCCY: contractSymbolToSymbol(fromBytes4(Buffer.from(orig.S2BaseCCY.toString())), _symbolList), //base currency of S2
+        S2QuoteCCY: contractSymbolToSymbol(fromBytes4(Buffer.from(orig.S2QuoteCCY.toString())), _symbolList), //quote currency of S2
         incentiveSpreadBps: Number(orig.incentiveSpreadTbps) / 10, //parameter: maximum spread added to the PD
         minimalSpreadBps: Number(orig.minimalSpreadBps), //parameter: minimal half-spread between long and short perpetual price
-        S3BaseCCY: contractSymbolToSymbol(fromBytes4(Buffer.from(orig.S3BaseCCY!.toString())), _symbolList), //base currency of S3
-        S3QuoteCCY: contractSymbolToSymbol(fromBytes4(Buffer.from(orig.S3QuoteCCY!.toString())), _symbolList), //quote currency of S3
+        S3BaseCCY: contractSymbolToSymbol(fromBytes4(Buffer.from(orig.S3BaseCCY.toString())), _symbolList), //base currency of S3
+        S3QuoteCCY: contractSymbolToSymbol(fromBytes4(Buffer.from(orig.S3QuoteCCY.toString())), _symbolList), //quote currency of S3
         fSigma3: ABDK29ToFloat(Number(orig.fSigma3)), // parameter: volatility of quanto-quote pair
         fRho23: ABDK29ToFloat(Number(orig.fRho23)), // parameter: correlation of quanto/base returns
         liquidationPenaltyRateBps: Number(orig.liquidationPenaltyRateTbps) / 10, //parameter: penalty if AMM closes the position and not the trader
-        currentMarkPremiumRatePrice: ABK64x64ToFloat(BigInt(orig.currentMarkPremiumRate!.fPrice)), //relative diff to index price EMA, used for markprice.
-        currentMarkPremiumRateTime: Number(orig.currentMarkPremiumRate!.time), //relative diff to index price EMA, used for markprice.
+        currentMarkPremiumRatePrice: ABK64x64ToFloat(BigInt(orig.currentMarkPremiumRate.fPrice)), //relative diff to index price EMA, used for markprice.
+        currentMarkPremiumRateTime: Number(orig.currentMarkPremiumRate.time), //relative diff to index price EMA, used for markprice.
         premiumRatesEMA: ABK64x64ToFloat(BigInt(orig.premiumRatesEMA)), // EMA of premium rate
         fUnitAccumulatedFunding: ABK64x64ToFloat(BigInt(orig.fUnitAccumulatedFunding)), //accumulated funding in collateral currency
         fOpenInterest: ABK64x64ToFloat(BigInt(orig.fOpenInterest)), //open interest is the larger of the amount of long and short positions in base currency
@@ -931,17 +926,17 @@ export default class PerpetualDataHandler {
         fMaximalTradeSizeBumpUp: ABK64x64ToFloat(Number(orig.fMaximalTradeSizeBumpUp)), // parameter: >1, users can create a maximal position of size fMaximalTradeSizeBumpUp*fCurrentAMMExposureEMA
         iLastTargetPoolSizeTime: Number(orig.iLastTargetPoolSizeTime), //timestamp (seconds) since last update of fTargetDFSize and fTargetAMMFundSize
         fStressReturnS3: [
-          ABK64x64ToFloat(BigInt(orig.fStressReturnS3![0])),
-          ABK64x64ToFloat(BigInt(orig.fStressReturnS3![1])),
+          ABK64x64ToFloat(BigInt(orig.fStressReturnS3[0])),
+          ABK64x64ToFloat(BigInt(orig.fStressReturnS3[1])),
         ], // parameter: negative and positive stress returns for quanto-quote asset
-        fDFLambda: [ABK64x64ToFloat(BigInt(orig.fDFLambda![0])), ABK64x64ToFloat(BigInt(orig.fDFLambda![1]))], // parameter: EMA lambda for AMM and trader exposure K,k: EMA*lambda + (1-lambda)*K. 0 regular lambda, 1 if current value exceeds past
+        fDFLambda: [ABK64x64ToFloat(BigInt(orig.fDFLambda[0])), ABK64x64ToFloat(BigInt(orig.fDFLambda[1]))], // parameter: EMA lambda for AMM and trader exposure K,k: EMA*lambda + (1-lambda)*K. 0 regular lambda, 1 if current value exceeds past
         fCurrentAMMExposureEMA: [
-          ABK64x64ToFloat(BigInt(orig.fCurrentAMMExposureEMA![0])),
-          ABK64x64ToFloat(BigInt(orig.fCurrentAMMExposureEMA![1])),
+          ABK64x64ToFloat(BigInt(orig.fCurrentAMMExposureEMA[0])),
+          ABK64x64ToFloat(BigInt(orig.fCurrentAMMExposureEMA[1])),
         ], // 0: negative aggregated exposure (storing negative value), 1: positive
         fStressReturnS2: [
-          ABK64x64ToFloat(BigInt(orig.fStressReturnS2![0])),
-          ABK64x64ToFloat(BigInt(orig.fStressReturnS2![1])),
+          ABK64x64ToFloat(BigInt(orig.fStressReturnS2[0])),
+          ABK64x64ToFloat(BigInt(orig.fStressReturnS2[1])),
         ], // parameter: negative and positive stress returns for base-quote asset
       };
       if (isNaN(v.minimalSpreadBps)) {
@@ -2374,12 +2369,13 @@ export default class PerpetualDataHandler {
    * @returns Index symbol
    */
   public static getIndexSymbol(_symbolList: Map<string, string>, info: PerpetualStaticInfo) {
-    return PerpetualDataHandler.isPredictionMarketStatic(info!)
-      ? PerpetualDataHandler._getBySingleValue(_symbolList, info.S2Symbol)! +
-          "-" +
-          info!.S2Symbol.split("-")[1] +
-          ":84532"
-      : info!.S2Symbol;
+    if (PerpetualDataHandler.isPredictionMarketStatic(info)) {
+      const slot = PerpetualDataHandler._getBySingleValue(_symbolList, info.S2Symbol);
+      if (slot !== undefined) {
+        return slot + "-" + info.S2Symbol.split("-")[1] + ":84532";
+      }
+    }
+    return info.S2Symbol;
   }
 
   /**

package/src/polyMktsPxFeed.ts

@@ -89,14 +89,14 @@ export default class PolyMktsPxFeed {
       const pxObj = parsed?.price as PriceFeedJson | undefined;
       const marketClosed = Boolean(parsed?.metadata.market_closed);
 
-      const px = pxObj == undefined ? 0 : Number(pxObj.price) * Math.pow(10, pxObj.expo);
-      const ema = emaObj == undefined ? 0 : Number(emaObj.price) * Math.pow(10, emaObj.expo);
+      const s2 = pxObj == undefined || pxObj.price == "NaN" ? 0 : Number(pxObj.price) * Math.pow(10, pxObj.expo);
+      const ema = emaObj == undefined || emaObj.price == "NaN" ? 0 : Number(emaObj.price) * Math.pow(10, emaObj.expo);
       const params = emaObj?.conf == undefined ? 0n : BigInt(emaObj.conf);
       const conf = pxObj?.conf == undefined ? 0n : BigInt(pxObj.conf);
       const info = {
-        s2: px,
-        ema: ema,
-        s2MktClosed: marketClosed,
+        s2,
+        ema,
+        s2MktClosed: marketClosed || s2 == 0 || ema == 0,
         conf: conf,
         predMktCLOBParams: params,
       } as PredMktPriceInfo;

package/src/priceFeeds.ts

@@ -410,8 +410,8 @@ export default class PriceFeeds {
       if (polyPxs[k] == undefined) {
         continue;
       }
-      resultPrices.set(sym, [polyPxs[k]!.s2, polyPxs[k]!.s2MktClosed, undefined, undefined]);
-      resultPrices.set(sym + ":ema", [polyPxs[k]!.ema, polyPxs[k]!.s2MktClosed, undefined, undefined]);
+      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;
   }
@@ -421,7 +421,7 @@ export default class PriceFeeds {
     for (let k = 0; k < symbols.length; k++) {
       let sym = symbols[k];
       const feed = this.onChainPxFeeds.get(sym);
-      let price = await feed!.getPrice();
+      let price = (await feed?.getPrice()) || 0;
       prices.push(price);
     }
     return prices;
@@ -491,9 +491,9 @@ export default class PriceFeeds {
 
       for (let j = 0; j < info.length; j++) {
         if (symbols.has(feedId)) {
-          let v = symbols.get(feedId);
-          v!.push(info[j].symbol);
-          symbols.set(feedId, v!);
+          let v = symbols.get(feedId)!;
+          v.push(info[j].symbol);
+          symbols.set(feedId, v);
         } else {
           symbols.set(feedId, [info[j].symbol]);
         }
@@ -537,7 +537,7 @@ export default class PriceFeeds {
       let price = decNToFloat(BigInt(pxInfo.price), -pxInfo.expo);
       prices.push(price);
       priceFeedUpdates.push(data[k].vaas[0]);
-      let isMarketClosed = tsSecNow - pxInfo.publish_time > this.THRESHOLD_MARKET_CLOSED_SEC;
+      let isMarketClosed = pxInfo.price == 0n || tsSecNow - pxInfo.publish_time > this.THRESHOLD_MARKET_CLOSED_SEC;
       mktClosed.push(isMarketClosed);
       timestamps.push(pxInfo.publish_time);
     }
@@ -629,7 +629,12 @@ export default class PriceFeeds {
       // see also fetchPriceQuery for idx
       const idx = k % values.binary.data.length;
       vaas.push("0x" + Buffer.from(values.binary.data[idx], "base64").toString("hex"));
-      prices.push(values.parsed[k].price);
+      // check price data
+      const price = values.parsed[k].price;
+      if (price.price.toString() == "NaN") {
+        price.price = 0n;
+      }
+      prices.push(price);
     }
     return { vaas, prices };
   }

package/src/version.ts

@@ -1 +1 @@
-export const D8X_SDK_VERSION = "2.6.13";
+export const D8X_SDK_VERSION = "2.6.14";