@d8x/perpetuals-sdk 2.6.22 → 2.6.23

package/src/contracts/factories/MockUSD__factory.ts

@@ -0,0 +1,430 @@
+/* Autogenerated file. Do not edit manually. */
+/* tslint:disable */
+/* eslint-disable */
+
+import { Contract, Interface, type ContractRunner } from "ethers";
+import type { MockUSD, MockUSDInterface } from "../MockUSD";
+
+const _abi = [
+  {
+    inputs: [
+      {
+        internalType: "uint8",
+        name: "_dec",
+        type: "uint8",
+      },
+    ],
+    stateMutability: "nonpayable",
+    type: "constructor",
+  },
+  {
+    inputs: [
+      {
+        internalType: "address",
+        name: "spender",
+        type: "address",
+      },
+      {
+        internalType: "uint256",
+        name: "allowance",
+        type: "uint256",
+      },
+      {
+        internalType: "uint256",
+        name: "needed",
+        type: "uint256",
+      },
+    ],
+    name: "ERC20InsufficientAllowance",
+    type: "error",
+  },
+  {
+    inputs: [
+      {
+        internalType: "address",
+        name: "sender",
+        type: "address",
+      },
+      {
+        internalType: "uint256",
+        name: "balance",
+        type: "uint256",
+      },
+      {
+        internalType: "uint256",
+        name: "needed",
+        type: "uint256",
+      },
+    ],
+    name: "ERC20InsufficientBalance",
+    type: "error",
+  },
+  {
+    inputs: [
+      {
+        internalType: "address",
+        name: "approver",
+        type: "address",
+      },
+    ],
+    name: "ERC20InvalidApprover",
+    type: "error",
+  },
+  {
+    inputs: [
+      {
+        internalType: "address",
+        name: "receiver",
+        type: "address",
+      },
+    ],
+    name: "ERC20InvalidReceiver",
+    type: "error",
+  },
+  {
+    inputs: [
+      {
+        internalType: "address",
+        name: "sender",
+        type: "address",
+      },
+    ],
+    name: "ERC20InvalidSender",
+    type: "error",
+  },
+  {
+    inputs: [
+      {
+        internalType: "address",
+        name: "spender",
+        type: "address",
+      },
+    ],
+    name: "ERC20InvalidSpender",
+    type: "error",
+  },
+  {
+    inputs: [
+      {
+        internalType: "address",
+        name: "owner",
+        type: "address",
+      },
+    ],
+    name: "OwnableInvalidOwner",
+    type: "error",
+  },
+  {
+    inputs: [
+      {
+        internalType: "address",
+        name: "account",
+        type: "address",
+      },
+    ],
+    name: "OwnableUnauthorizedAccount",
+    type: "error",
+  },
+  {
+    anonymous: false,
+    inputs: [
+      {
+        indexed: true,
+        internalType: "address",
+        name: "owner",
+        type: "address",
+      },
+      {
+        indexed: true,
+        internalType: "address",
+        name: "spender",
+        type: "address",
+      },
+      {
+        indexed: false,
+        internalType: "uint256",
+        name: "value",
+        type: "uint256",
+      },
+    ],
+    name: "Approval",
+    type: "event",
+  },
+  {
+    anonymous: false,
+    inputs: [
+      {
+        indexed: true,
+        internalType: "address",
+        name: "previousOwner",
+        type: "address",
+      },
+      {
+        indexed: true,
+        internalType: "address",
+        name: "newOwner",
+        type: "address",
+      },
+    ],
+    name: "OwnershipTransferred",
+    type: "event",
+  },
+  {
+    anonymous: false,
+    inputs: [
+      {
+        indexed: true,
+        internalType: "address",
+        name: "from",
+        type: "address",
+      },
+      {
+        indexed: true,
+        internalType: "address",
+        name: "to",
+        type: "address",
+      },
+      {
+        indexed: false,
+        internalType: "uint256",
+        name: "value",
+        type: "uint256",
+      },
+    ],
+    name: "Transfer",
+    type: "event",
+  },
+  {
+    inputs: [
+      {
+        internalType: "address",
+        name: "owner",
+        type: "address",
+      },
+      {
+        internalType: "address",
+        name: "spender",
+        type: "address",
+      },
+    ],
+    name: "allowance",
+    outputs: [
+      {
+        internalType: "uint256",
+        name: "",
+        type: "uint256",
+      },
+    ],
+    stateMutability: "view",
+    type: "function",
+  },
+  {
+    inputs: [
+      {
+        internalType: "address",
+        name: "spender",
+        type: "address",
+      },
+      {
+        internalType: "uint256",
+        name: "value",
+        type: "uint256",
+      },
+    ],
+    name: "approve",
+    outputs: [
+      {
+        internalType: "bool",
+        name: "",
+        type: "bool",
+      },
+    ],
+    stateMutability: "nonpayable",
+    type: "function",
+  },
+  {
+    inputs: [
+      {
+        internalType: "address",
+        name: "account",
+        type: "address",
+      },
+    ],
+    name: "balanceOf",
+    outputs: [
+      {
+        internalType: "uint256",
+        name: "",
+        type: "uint256",
+      },
+    ],
+    stateMutability: "view",
+    type: "function",
+  },
+  {
+    inputs: [],
+    name: "decimals",
+    outputs: [
+      {
+        internalType: "uint8",
+        name: "",
+        type: "uint8",
+      },
+    ],
+    stateMutability: "view",
+    type: "function",
+  },
+  {
+    inputs: [
+      {
+        internalType: "address",
+        name: "_account",
+        type: "address",
+      },
+      {
+        internalType: "uint256",
+        name: "_amount",
+        type: "uint256",
+      },
+    ],
+    name: "mint",
+    outputs: [],
+    stateMutability: "nonpayable",
+    type: "function",
+  },
+  {
+    inputs: [],
+    name: "name",
+    outputs: [
+      {
+        internalType: "string",
+        name: "",
+        type: "string",
+      },
+    ],
+    stateMutability: "view",
+    type: "function",
+  },
+  {
+    inputs: [],
+    name: "owner",
+    outputs: [
+      {
+        internalType: "address",
+        name: "",
+        type: "address",
+      },
+    ],
+    stateMutability: "view",
+    type: "function",
+  },
+  {
+    inputs: [],
+    name: "renounceOwnership",
+    outputs: [],
+    stateMutability: "nonpayable",
+    type: "function",
+  },
+  {
+    inputs: [],
+    name: "symbol",
+    outputs: [
+      {
+        internalType: "string",
+        name: "",
+        type: "string",
+      },
+    ],
+    stateMutability: "view",
+    type: "function",
+  },
+  {
+    inputs: [],
+    name: "totalSupply",
+    outputs: [
+      {
+        internalType: "uint256",
+        name: "",
+        type: "uint256",
+      },
+    ],
+    stateMutability: "view",
+    type: "function",
+  },
+  {
+    inputs: [
+      {
+        internalType: "address",
+        name: "to",
+        type: "address",
+      },
+      {
+        internalType: "uint256",
+        name: "value",
+        type: "uint256",
+      },
+    ],
+    name: "transfer",
+    outputs: [
+      {
+        internalType: "bool",
+        name: "",
+        type: "bool",
+      },
+    ],
+    stateMutability: "nonpayable",
+    type: "function",
+  },
+  {
+    inputs: [
+      {
+        internalType: "address",
+        name: "from",
+        type: "address",
+      },
+      {
+        internalType: "address",
+        name: "to",
+        type: "address",
+      },
+      {
+        internalType: "uint256",
+        name: "value",
+        type: "uint256",
+      },
+    ],
+    name: "transferFrom",
+    outputs: [
+      {
+        internalType: "bool",
+        name: "",
+        type: "bool",
+      },
+    ],
+    stateMutability: "nonpayable",
+    type: "function",
+  },
+  {
+    inputs: [
+      {
+        internalType: "address",
+        name: "newOwner",
+        type: "address",
+      },
+    ],
+    name: "transferOwnership",
+    outputs: [],
+    stateMutability: "nonpayable",
+    type: "function",
+  },
+] as const;
+
+export class MockUSD__factory {
+  static readonly abi = _abi;
+  static createInterface(): MockUSDInterface {
+    return new Interface(_abi) as MockUSDInterface;
+  }
+  static connect(address: string, runner?: ContractRunner | null): MockUSD {
+    return new Contract(address, _abi, runner) as unknown as MockUSD;
+  }
+}

package/src/marketData.ts

@@ -991,10 +991,11 @@ export default class MarketData extends PerpetualDataHandler {
     markPrice: number,
     collToQuoteConversion: number,
     S2: number,
-    symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>
+    symbolToPerpStaticInfo: ReadonlyMap<string, PerpetualStaticInfo>
   ): [number, number | undefined, number] {
     let S2Liq: number, S3Liq: number | undefined;
     const staticInfo = symbolToPerpStaticInfo.get(symbol)!;
+
     let ccyType = staticInfo.collateralCurrencyType;
     const isPred = MarketData.isPredictionMarketStatic(staticInfo);
     const idx_availableCashCC = 2;
@@ -1819,7 +1820,7 @@ export default class MarketData extends PerpetualDataHandler {
   protected static async openOrdersOnOrderBook(
     traderAddr: string,
     orderBookContract: LimitOrderBook,
-    symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>,
+    symbolToPerpStaticInfo: ReadonlyMap<string, PerpetualStaticInfo>,
     overrides?: Overrides
   ): Promise<Order[]> {
     //eliminate empty orders and map to user friendly orders
@@ -1856,7 +1857,7 @@ export default class MarketData extends PerpetualDataHandler {
     traderAddr: string,
     orderBookContracts: LimitOrderBook[],
     multicall: Multicall3,
-    symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>,
+    symbolToPerpStaticInfo: ReadonlyMap<string, PerpetualStaticInfo>,
     overrides?: Overrides
   ): Promise<{ orders: Order[][]; digests: string[][] }> {
     // eliminate empty orders and map to user friendly orders
@@ -2044,9 +2045,9 @@ export default class MarketData extends PerpetualDataHandler {
    * @ignore
    */
   private static async _getAllActivePerpIndexPrices(
-    _symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>,
+    _symbolToPerpStaticInfo: ReadonlyMap<string, PerpetualStaticInfo>,
     _priceFeedGetter: PriceFeeds,
-    _symbolList: Map<string, string>
+    _symbolList: ReadonlyMap<string, string>
   ): Promise<Map<string, [number, boolean]>> {
     // get all prices from off-chain price-sources
     let allSym = new Set<string>();
@@ -2102,7 +2103,7 @@ export default class MarketData extends PerpetualDataHandler {
    */
   private static async _isMarketClosed(
     symbol: string,
-    _symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>,
+    _symbolToPerpStaticInfo: ReadonlyMap<string, PerpetualStaticInfo>,
     _priceFeedGetter: PriceFeeds
   ): Promise<boolean> {
     const sInfo: PerpetualStaticInfo | undefined = _symbolToPerpStaticInfo.get(symbol);
@@ -2133,13 +2134,13 @@ export default class MarketData extends PerpetualDataHandler {
    */
   private static async _queryMidPrices(
     _proxyContract: Contract,
-    _poolStaticInfos: Array<PoolStaticInfo>,
+    _poolStaticInfos: ReadonlyArray<PoolStaticInfo>,
     _multicall: Multicall3,
-    _nestedPerpetualIDs: Array<Array<number>>,
-    _symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>,
-    _perpetualIdToSymbol: Map<number, string>,
-    _idxPriceMap: Map<string, [number, boolean]>,
-    _symbolList: Map<string, string>,
+    _nestedPerpetualIDs: ReadonlyArray<ReadonlyArray<number>>,
+    _symbolToPerpStaticInfo: ReadonlyMap<string, PerpetualStaticInfo>,
+    _perpetualIdToSymbol: ReadonlyMap<number, string>,
+    _idxPriceMap: ReadonlyMap<string, [number, boolean]>,
+    _symbolList: ReadonlyMap<string, string>,
     overrides?: Overrides
   ): Promise<Map<string, number>> {
     // what is the maximal number of queries at once?
@@ -2218,9 +2219,9 @@ export default class MarketData extends PerpetualDataHandler {
   private static async _queryPoolAndPerpetualStates(
     _proxyContract: Contract,
     _multicall: Multicall3,
-    _poolStaticInfos: PoolStaticInfo[],
-    _symbolList: Map<string, string>,
-    _nestedPerpetualIDs: Array<Array<number>>,
+    _poolStaticInfos: readonly PoolStaticInfo[],
+    _symbolList: ReadonlyMap<string, string>,
+    _nestedPerpetualIDs: ReadonlyArray<ReadonlyArray<number>>,
     overrides?: Overrides
   ): Promise<{ pools: Array<PoolState>; perpetuals: Array<PerpetualState> }> {
     const chunkSize = 5;
@@ -2298,7 +2299,7 @@ export default class MarketData extends PerpetualDataHandler {
    */
   protected static _poolDataToPoolState(
     _liquidityPools: Partial<PerpStorage.LiquidityPoolDataStructOutput>[],
-    _poolStaticInfos: PoolStaticInfo[]
+    _poolStaticInfos: readonly PoolStaticInfo[]
   ): PoolState[] {
     const poolStates = _liquidityPools.map(
       (pool, k) =>
@@ -2326,9 +2327,9 @@ export default class MarketData extends PerpetualDataHandler {
    * @ignore
    */
   protected static _perpetualDataToPerpetualState(
-    _perpetuals: any[],
-    _longShortBC: [bigint, bigint][],
-    _symbolList: Map<string, string>
+    _perpetuals: readonly any[],
+    _longShortBC: readonly [bigint, bigint][],
+    _symbolList: ReadonlyMap<string, string>
   ): PerpetualState[] {
     const perpStates = new Array<PerpetualState>();
     for (let k = 0; k < _perpetuals.length; k++) {
@@ -2427,9 +2428,13 @@ export default class MarketData extends PerpetualDataHandler {
       ) {
         perp.isMarketClosed = true;
       } else {
-        const idxPriceS2Pair = idxPriceMap.get(MarketData.getIndexSymbol(_symbolList, info))!;
+        const indexSymbol = MarketData.getIndexSymbol(_symbolList, info);
+        const idxPriceS2Pair = idxPriceMap.get(indexSymbol)!; // checked in if
         let idxPriceS3Pair: [number, boolean] = [0, false];
-        perp.isMarketClosed = idxPriceS2Pair[1];
+        perp.isMarketClosed =
+          idxPriceS2Pair[1] ||
+          (MarketData.isPredictionMarketStatic(info) &&
+            (isNaN(idxPriceS2Pair[0]) || idxPriceS2Pair[0] < 1.01 || idxPriceS2Pair[0] > 1.99));
         if (info.S3Symbol != "" && idxPriceMap.has(info.S3Symbol)) {
           idxPriceS3Pair = idxPriceMap.get(info.S3Symbol)!;
           perp.isMarketClosed = perp.isMarketClosed || idxPriceS3Pair[1];
@@ -2443,7 +2448,7 @@ export default class MarketData extends PerpetualDataHandler {
         }
         perp.collToQuoteIndexPrice = indexS3;
 
-        const emaKey = info.S2Symbol + ":ema";
+        const emaKey = indexSymbol + ":ema";
         let markPrice: number;
         if (idxPriceMap.has(emaKey)) {
           let ema: number;