@d8x/perpetuals-sdk 2.6.22 → 2.6.23

package/src/perpetualDataHandler.ts

@@ -369,25 +369,29 @@ export default class PerpetualDataHandler {
       overrides
     );
 
+    // fetch slots from api
     const slotsInfo = await PerpetualDataHandler.fetchSlotsInfo(this.chainId);
 
     // replace symbols, if any
     for (const slot of slotsInfo) {
-      const slotSymbol = slot.slot + "-USD";
       const perpIdx = perpStaticInfos.findIndex(
-        (p) => p.S2Symbol == slotSymbol && Number(this.chainId) == slot.chain_id
+        (p) => p.S2Symbol.split("-").at(0) == slot.slot && Number(this.chainId) == slot.chain_id
       );
       if (perpIdx < 0) {
         // not a known perp - ignore
         continue;
       }
       // set symbol for this slot
-      this.symbolList.set(slot.slot, slot.contract_id);
-      perpStaticInfos[perpIdx].S2Symbol = slot.contract_id + "-USD";
+      const quote = perpStaticInfos[perpIdx].S2Symbol.split("-").at(1);
+      this.symbolList.set(slot.slot, slot.contract_id); // slot e.g. SP07 now maps to NHL_..etc (w/o -quote-base suffix)
+      perpStaticInfos[perpIdx].S2Symbol = slot.contract_id + "-" + quote; // SP07-X -> NHL_...-USD
+
       // set expiry for this symbol
+      const slotExpiry = Number(new Date(slot.expiry));
       this.indexSymbol.set(slot.slot, {
-        indexSymbol: slot.slot + "-USD:" + slot.chain_id,
-        expiry: Number(slot.expiry),
+        indexSymbol: slot.slot + "-" + quote + ":" + slot.chain_id,
+        // shouldn't be here, but jic force a refetch in a minute
+        expiry: isNaN(slotExpiry) ? Date.now() / 1_000 + 60 : slotExpiry,
       });
     }
 
@@ -745,8 +749,8 @@ export default class PerpetualDataHandler {
    */
   public static async getPerpetualStaticInfo(
     _proxyContract: IPerpetualManager,
-    nestedPerpetualIDs: Array<Array<number>>,
-    symbolList: Map<string, string>,
+    nestedPerpetualIDs: ReadonlyArray<ReadonlyArray<number>>,
+    symbolList: ReadonlyMap<string, string>,
     overrides?: Overrides
   ): Promise<Array<PerpetualStaticInfo>> {
     // flatten perpetual ids into chunks
@@ -796,7 +800,10 @@ export default class PerpetualDataHandler {
    * @param {number[][]} nestedIDs The array of nested arrays to chunk.
    * @returns {number[][]} An array of subarrays, each containing `chunkSize` or fewer elements from `nestedIDs`.
    */
-  public static nestedIDsToChunks(chunkSize: number, nestedIDs: Array<Array<number>>): Array<Array<number>> {
+  public static nestedIDsToChunks(
+    chunkSize: number,
+    nestedIDs: ReadonlyArray<ReadonlyArray<number>>
+  ): Array<Array<number>> {
     const chunkIDs: number[][] = [];
     let currentChunk: number[] = [];
     for (let k = 0; k < nestedIDs.length; k++) {
@@ -827,7 +834,7 @@ export default class PerpetualDataHandler {
     fromIdx: number,
     toIdx: number,
     _proxyContract: IPerpetualManager,
-    _symbolList: Map<string, string>,
+    _symbolList: ReadonlyMap<string, string>,
     overrides?: Overrides
   ): Promise<LiquidityPoolData[]> {
     if (fromIdx < 1) {
@@ -1479,9 +1486,9 @@ export default class PerpetualDataHandler {
    */
   protected static _calculateLiquidationPrice(
     symbol: string,
-    traderState: bigint[],
+    traderState: readonly bigint[],
     S2: number,
-    symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>,
+    symbolToPerpStaticInfo: ReadonlyMap<string, PerpetualStaticInfo>,
     isPredMarket: boolean
   ): [number, number, number, number, number] {
     const idx_availableCashCC = 2;
@@ -1545,7 +1552,7 @@ export default class PerpetualDataHandler {
    */
   protected static symbolToPerpetualId(
     symbol: string,
-    symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>
+    symbolToPerpStaticInfo: ReadonlyMap<string, PerpetualStaticInfo>
   ): number {
     let id = symbolToPerpStaticInfo.get(symbol)?.id;
     if (id == undefined) {
@@ -1570,7 +1577,7 @@ export default class PerpetualDataHandler {
     return symbols[0] + "-" + symbols[1] + "-" + symbols[2];
   }
 
-  private static _getByValue(map: any, searchValue: any, valueField: any) {
+  private static _getByValue<K>(map: ReadonlyMap<K, any>, searchValue: any, valueField: string | number) {
     for (let [key, value] of map.entries()) {
       if (value[valueField] === searchValue) {
         return key;
@@ -1579,7 +1586,7 @@ export default class PerpetualDataHandler {
     return undefined;
   }
 
-  protected static _getBySingleValue(map: Map<string, string>, searchValue: string) {
+  protected static _getBySingleValue(map: ReadonlyMap<string, string>, searchValue: string) {
     for (let [key, value] of map.entries()) {
       if (searchValue.startsWith(value)) {
         return key;
@@ -1595,7 +1602,7 @@ export default class PerpetualDataHandler {
       | IPerpetualOrder.OrderStructOutput
       | IClientOrder.ClientOrderStruct
       | IClientOrder.ClientOrderStructOutput,
-    symbolToPerpInfoMap: Map<string, PerpetualStaticInfo>
+    symbolToPerpInfoMap: ReadonlyMap<string, PerpetualStaticInfo>
   ): Order {
     // find symbol of perpetual id
     const symbol = PerpetualDataHandler._getByValue(symbolToPerpInfoMap, Number(order.iPerpetualId), "id");
@@ -1657,7 +1664,7 @@ export default class PerpetualDataHandler {
   protected static toSmartContractOrder(
     order: Order,
     traderAddr: string,
-    perpStaticInfo: Map<string, PerpetualStaticInfo>
+    perpStaticInfo: ReadonlyMap<string, PerpetualStaticInfo>
   ): SmartContractOrder {
     // this revers if order is invalid
     PerpetualDataHandler.checkOrder(order, perpStaticInfo);
@@ -1749,7 +1756,7 @@ export default class PerpetualDataHandler {
   public static toClientOrder(
     order: Order,
     traderAddr: string,
-    perpStaticInfo: Map<string, PerpetualStaticInfo>,
+    perpStaticInfo: ReadonlyMap<string, PerpetualStaticInfo>,
     parentChildIds?: [string, string]
   ): ClientOrder {
     const scOrder = PerpetualDataHandler.toSmartContractOrder(order, traderAddr, perpStaticInfo);
@@ -1763,7 +1770,7 @@ export default class PerpetualDataHandler {
    */
   public static fromClientOrder(
     obOrder: IClientOrder.ClientOrderStruct | IClientOrder.ClientOrderStructOutput,
-    perpStaticInfo: Map<string, PerpetualStaticInfo>
+    perpStaticInfo: ReadonlyMap<string, PerpetualStaticInfo>
   ): Order {
     const scOrder = {
       flags: obOrder.flags,
@@ -1849,7 +1856,10 @@ export default class PerpetualDataHandler {
     return flag;
   }
 
-  protected static _getLotSize(symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>): number {
+  protected static _getLotSize(
+    symbol: string,
+    symbolToPerpStaticInfo: ReadonlyMap<string, PerpetualStaticInfo>
+  ): number {
     let perpInfo: PerpetualStaticInfo | undefined = symbolToPerpStaticInfo.get(symbol);
     if (perpInfo == undefined) {
       throw new Error(`no info for perpetual ${symbol}`);
@@ -1859,7 +1869,7 @@ export default class PerpetualDataHandler {
 
   protected static _getMinimalPositionSize(
     symbol: string,
-    symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>
+    symbolToPerpStaticInfo: ReadonlyMap<string, PerpetualStaticInfo>
   ): number {
     return 10 * PerpetualDataHandler._getLotSize(symbol, symbolToPerpStaticInfo);
   }
@@ -2110,7 +2120,7 @@ export default class PerpetualDataHandler {
   protected static checkOrder(
     order: Order,
     // traderAccount: MarginAccount,
-    perpStaticInfo: Map<string, PerpetualStaticInfo>
+    perpStaticInfo: ReadonlyMap<string, PerpetualStaticInfo>
   ) {
     if (!perpStaticInfo.has(order.symbol)) {
       throw new Error(`Perpetual not found for symbol ${order.symbol}`);
@@ -2367,7 +2377,7 @@ export default class PerpetualDataHandler {
    * @param info Perpetual static info
    * @returns Index symbol
    */
-  public static getIndexSymbol(_symbolList: Map<string, string>, info: PerpetualStaticInfo) {
+  public static getIndexSymbol(_symbolList: ReadonlyMap<string, string>, info: PerpetualStaticInfo) {
     if (PerpetualDataHandler.isPredictionMarketStatic(info)) {
       const slot = PerpetualDataHandler._getBySingleValue(_symbolList, info.S2Symbol);
       if (slot !== undefined) {
@@ -2458,7 +2468,7 @@ export default class PerpetualDataHandler {
    * @returns Array of [perpetual Id, perpetual state (string)]
    */
   public static extractStatesFromStaticInfos(
-    perpInfos: Map<string, PerpetualStaticInfo> | PerpetualStaticInfo[] | undefined
+    perpInfos: ReadonlyMap<string, PerpetualStaticInfo> | readonly PerpetualStaticInfo[] | undefined
   ) {
     const states: [number, string][] = [];
     perpInfos?.forEach(({ state, id }, _keyOrIndex) => states.push([id, state]));

package/src/priceFeeds.ts

@@ -232,7 +232,7 @@ export default class PriceFeeds {
         continue;
       }
       // only report ema if corresponding symbol is requested
-      const keyNoEma = key.substring(0, key.length - 5);
+      const keyNoEma = key.substring(0, key.length - 4);
       if (!symbols.includes(keyNoEma)) {
         continue;
       }

package/src/utils.ts

@@ -83,7 +83,7 @@ export function fromBytes4HexString(s: string): string {
  * @param {Object} mapping List of symbol and clean symbol pairs, e.g. [{symbol: "MATIC", cleanSymbol: "MATC"}, ...]
  * @returns {string} User friendly currency symbol, e.g. "MATIC"
  */
-export function contractSymbolToSymbol(s: string, mapping: Map<string, string>): string {
+export function contractSymbolToSymbol(s: string, mapping: ReadonlyMap<string, string>): string {
   let shortCCY = fromBytes4HexString(s);
   // assume CCY is already short if not in the mapping file
   let longCCY = mapping.get(shortCCY) ?? shortCCY;
@@ -96,7 +96,7 @@ export function contractSymbolToSymbol(s: string, mapping: Map<string, string>):
  * @param {Object} mapping List of symbol and clean symbol pairs, e.g. [{symbol: "MATIC", cleanSymbol: "MATC"}, ...]
  * @returns {Buffer} Buffer that can be used with smart contract to identify tokens
  */
-export function symbolToContractSymbol(s: string, mapping: Map<string, string>): Buffer {
+export function symbolToContractSymbol(s: string, mapping: ReadonlyMap<string, string>): Buffer {
   let shortCCY: string | undefined = undefined;
   for (let [k, v] of mapping) {
     if (v == s) {
@@ -114,7 +114,7 @@ export function symbolToContractSymbol(s: string, mapping: Map<string, string>):
  * @param {Object} mapping list of symbol and clean symbol pairs, e.g. [{symbol: "MATIC", cleanSymbol: "MATC"}, ...]
  * @returns {string} long format e.g. MATIC. if not found the element is ""
  */
-export function symbol4BToLongSymbol(s: string, mapping: Map<string, string>): string {
+export function symbol4BToLongSymbol(s: string, mapping: ReadonlyMap<string, string>): string {
   let ccy = s.split("-");
   let longCCY = "";
   for (let k = 0; k < ccy.length; k++) {

package/src/version.ts

@@ -1 +1 @@
-export const D8X_SDK_VERSION = "2.6.22";
+export const D8X_SDK_VERSION = "2.6.23";