@d8x/perpetuals-sdk 2.6.22 → 2.7.0

package/src/marketData.ts

@@ -487,6 +487,7 @@ export default class MarketData extends PerpetualDataHandler {
     const [fS2, fS3, fEma] = [indexPriceInfo.s2, indexPriceInfo.s3 ?? 0, indexPriceInfo.ema].map((x) =>
       floatToABK64x64(x)
     ) as [bigint, bigint, bigint];
+
     const proxyCalls: Multicall3.Call3Struct[] = [
       // 0: traderState
       {
@@ -502,7 +503,7 @@ export default class MarketData extends PerpetualDataHandler {
           perpId,
           floatToABK64x64(tradeAmountBC),
           [fS2, fS3],
-          indexPriceInfo.conf * 10n,
+          indexPriceInfo.conf & ((1n << 16n) - 1n),
           indexPriceInfo.predMktCLOBParams,
         ]),
       },
@@ -563,7 +564,7 @@ export default class MarketData extends PerpetualDataHandler {
           perpId,
           floatToABK64x64(tradeAmountBC),
           [floatToABK64x64(indexPriceInfo.s2), floatToABK64x64(indexPriceInfo.s3 ?? 0)],
-          indexPriceInfo.conf * 10n,
+          indexPriceInfo.conf,
           indexPriceInfo.predMktCLOBParams
         );
       }
@@ -754,14 +755,23 @@ export default class MarketData extends PerpetualDataHandler {
         b0 = b0 < 0 ? b0 : 0;
         pos0 = 0;
       }
-      traderDepositCC = getDepositAmountForLvgTrade(pos0, b0, tradeAmountBC, targetLvg, tradePrice, S3, Sm, isPredMkt);
+      traderDepositCC = getDepositAmountForLvgTrade(
+        pos0,
+        b0,
+        tradeAmountBC,
+        targetLvg,
+        tradePrice,
+        S3,
+        Sm,
+        isPredMkt ? initialMarginRate : undefined
+      );
       // fees are paid from wallet in this case
       traderDepositCC += tradingFeeCC + referralFeeCC;
     }
 
     // Contract: _executeTrade
-    let deltaCashCC = (-tradeAmountBC * (tradePrice - S2)) / S3;
-    let deltaLockedQC = tradeAmountBC * S2;
+    let deltaCashCC = 0; // (-tradeAmountBC * (tradePrice - S2)) / S3;
+    let deltaLockedQC = tradeAmountBC * tradePrice; // tradeAmountBC * S2;
     if (isClose) {
       let pnl = account.entryPrice * tradeAmountBC - deltaLockedQC;
       deltaLockedQC += pnl;
@@ -1688,7 +1698,7 @@ export default class MarketData extends PerpetualDataHandler {
       this.symbolToPerpStaticInfo,
       this.proxyContract,
       [priceInfo.s2, priceInfo.s3 ?? 0], //s2,s3
-      priceInfo.conf, //conf, no times 10n here (done when calling contract)
+      priceInfo.conf,
       priceInfo.predMktCLOBParams, //params
       overrides
     );
@@ -2044,9 +2054,9 @@ 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>();
@@ -2133,13 +2143,13 @@ 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 +2228,9 @@ 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: ReadonlyArray<PoolStaticInfo>,
+    _symbolList: ReadonlyMap<string, string>,
+    _nestedPerpetualIDs: ReadonlyArray<ReadonlyArray<number>>,
     overrides?: Overrides
   ): Promise<{ pools: Array<PoolState>; perpetuals: Array<PerpetualState> }> {
     const chunkSize = 5;
@@ -2298,7 +2308,7 @@ export default class MarketData extends PerpetualDataHandler {
    */
   protected static _poolDataToPoolState(
     _liquidityPools: Partial<PerpStorage.LiquidityPoolDataStructOutput>[],
-    _poolStaticInfos: PoolStaticInfo[]
+    _poolStaticInfos: ReadonlyArray<PoolStaticInfo>
   ): PoolState[] {
     const poolStates = _liquidityPools.map(
       (pool, k) =>
@@ -2328,7 +2338,7 @@ export default class MarketData extends PerpetualDataHandler {
   protected static _perpetualDataToPerpetualState(
     _perpetuals: any[],
     _longShortBC: [bigint, bigint][],
-    _symbolList: Map<string, string>
+    _symbolList: ReadonlyMap<string, string>
   ): PerpetualState[] {
     const perpStates = new Array<PerpetualState>();
     for (let k = 0; k < _perpetuals.length; k++) {
@@ -2370,11 +2380,11 @@ export default class MarketData extends PerpetualDataHandler {
   public static async _exchangeInfo(
     _proxyContract: Contract,
     _multicall: Multicall3,
-    _poolStaticInfos: Array<PoolStaticInfo>,
-    _symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>,
-    _perpetualIdToSymbol: Map<number, string>,
-    _nestedPerpetualIDs: Array<Array<number>>,
-    _symbolList: Map<string, string>,
+    _poolStaticInfos: ReadonlyArray<PoolStaticInfo>,
+    _symbolToPerpStaticInfo: ReadonlyMap<string, PerpetualStaticInfo>,
+    _perpetualIdToSymbol: ReadonlyMap<number, string>,
+    _nestedPerpetualIDs: ReadonlyArray<ReadonlyArray<number>>,
+    _symbolList: ReadonlyMap<string, string>,
     _priceFeedGetter: PriceFeeds,
     _oracleFactoryAddr: string,
     overrides?: Overrides
@@ -2429,11 +2439,14 @@ export default class MarketData extends PerpetualDataHandler {
       } else {
         const idxPriceS2Pair = idxPriceMap.get(MarketData.getIndexSymbol(_symbolList, info))!;
         let idxPriceS3Pair: [number, boolean] = [0, false];
-        perp.isMarketClosed = idxPriceS2Pair[1];
+        perp.isMarketClosed =
+          idxPriceS2Pair[1] ||
+          (MarketData.isPredictionMarketStatic(info) && (idxPriceS2Pair[0] == 1 || idxPriceS2Pair[0] == 2));
         if (info.S3Symbol != "" && idxPriceMap.has(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) {

package/src/perpetualDataHandler.ts

@@ -225,6 +225,7 @@ export default class PerpetualDataHandler {
       throw new Error(`failed to fetch config (${res.status}): ${res.statusText} ${this.config.configSource}`);
     }
     let symlist = await res.json();
+    console.log("fetched symbol list from source", this.config.configSource + "/symbolList.json");
     this.symbolList = new Map<string, string>(Object.entries(symlist));
   }
 
@@ -302,7 +303,7 @@ export default class PerpetualDataHandler {
     const tokenOverrides = require("./config/tokenOverrides.json") as TokenOverride[];
 
     let poolInfo = await PerpetualDataHandler.getPoolStaticInfo(this.proxyContract);
-
+    console.log({ poolInfo });
     const IERC20 = ERC20__factory.createInterface();
 
     const proxyCalls: Multicall3.Call3Struct[] = poolInfo.poolMarginTokenAddr.map((tokenAddr) => ({
@@ -323,6 +324,7 @@ export default class PerpetualDataHandler {
 
     // multicall
     const encodedResults = await this.multicall.aggregate3.staticCall(proxyCalls, overrides || {});
+    console.log({ encodedResults });
 
     // pre-allocate all pool static infos with id and margin token info
     const poolStaticInfos: PoolStaticInfo[] = [];
@@ -729,7 +731,7 @@ export default class PerpetualDataHandler {
    */
   protected static async fetchSlotsInfo(chainId: bigint | number | string) {
     let result: SlotInfo[] = [];
-    const query = `https://sports.quantena.org/slots-info/${Number(chainId)}`;
+    const query = `https://sports-v2.quantena.org/slots-info/${Number(chainId)}`;
     const res = await fetch(query);
     if (res.status == 200 && res.ok) {
       result = await res.json();
@@ -796,7 +798,10 @@ 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++) {
@@ -1327,7 +1332,7 @@ export default class PerpetualDataHandler {
       perpId,
       floatToABK64x64(tradeAmount),
       fIndexPrices as [bigint, bigint],
-      conf * 10n,
+      conf & ((1n << 16n) - 1n),
       params,
       overrides || {}
     );
@@ -1507,10 +1512,10 @@ export default class PerpetualDataHandler {
     let unpaidFunding = unpaidFundingCC;
 
     if (isPredMarket) {
-      const S2Liq = pmFindLiquidationPrice(position, S3Liq, lockedInValueQC, cashCC, tau, S2);
+      const S2Liq = pmFindLiquidationPrice(position, S3Liq, lockedInValueQC, cashCC, tau);
       let pnl = position * Sm - lockedInValueQC + unpaidFunding / S3Liq;
       // liquidation margin rate
-      const tauLiq = pmMaintenanceMarginRate(position, S2Liq, tau);
+      const tauLiq = pmMaintenanceMarginRate(position, lockedInValueQC, S2Liq, tau);
       return [S2Liq, S3Liq, tauLiq, pnl, unpaidFundingCC];
     }
     // regular perpetuals:
@@ -1579,7 +1584,7 @@ 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;
@@ -1785,7 +1790,6 @@ export default class PerpetualDataHandler {
   }
 
   private static _flagToOrderType(orderFlags: bigint, orderLimitPrice: bigint): string {
-    // TODO: check
     let flag = BigInt(orderFlags);
     let isLimit = containsFlag(flag, MASK_LIMIT_ORDER);
     let hasLimit = BigInt(orderLimitPrice) != 0n || BigInt(orderLimitPrice) != MAX_64x64;
@@ -2367,7 +2371,7 @@ 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) {

package/src/polyMktsPxFeed.ts

@@ -1,6 +1,5 @@
 import { probToPrice } from "./d8XMath";
 import type { PredMktPriceInfo, PriceFeedConfig, PriceFeedJson } from "./nodeSDKTypes";
-import { sleepForSec } from "./utils";
 
 interface PolyConfig {
   sym: string;
@@ -43,7 +42,7 @@ export default class PolyMktsPxFeed {
       }
     }
 
-    this.oracleEndpoint = this.oracleEndpoint.replace(/\/$/, "") + "/v2/updates/price/latest?encoding=base64&ids[]=";
+    this.oracleEndpoint = this.oracleEndpoint.replace(/\/$/, "") + "/v3/updates/price/latest?encoding=base64&ids[]=";
   }
 
   public isPolyMktsSym(sym: string) {
@@ -98,21 +97,21 @@ export default class PolyMktsPxFeed {
         | { price: PriceFeedJson; ema_price: PriceFeedJson; metadata: { market_closed: boolean } }
         | undefined;
 
-      const emaObj = parsed?.ema_price as PriceFeedJson | undefined;
-      const pxObj = parsed?.price as PriceFeedJson | undefined;
+      const emaObj = parsed?.ema_price;
+      const pxObj = parsed?.price;
       const marketClosed = Boolean(parsed?.metadata.market_closed);
 
       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 = {
+      const info: PredMktPriceInfo = {
         s2,
         ema,
         s2MktClosed: marketClosed || s2 == 0 || ema == 0,
-        conf: conf,
+        conf,
         predMktCLOBParams: params,
-      } as PredMktPriceInfo;
+      };
       res.push(info);
     }
     return res;

package/src/priceFeeds.ts

@@ -69,6 +69,7 @@ export default class PriceFeeds {
         throw new Error(`failed to fetch config (${res.status}): ${res.statusText} ${configSrc}`);
       }
       configs = await res.json();
+      console.log("fetched price config from source", configSrc + "/priceFeedConfig.json");
     }
     this.config = PriceFeeds._selectConfig(configs, this.priceFeedConfigNetwork);
 
@@ -257,7 +258,7 @@ export default class PriceFeeds {
       let priceObj = (await this.polyMktsPxFeed.fetchPricesForSyms([indexSymbols[0]]))[0];
       const s3map = await this.fetchFeedPrices([indexSymbols[1]]);
       const s3 = s3map.get(indexSymbols[1])!;
-      return {
+      const pxInfo: IdxPriceInfo = {
         s2: priceObj.s2,
         s3: s3[0],
         ema: priceObj.ema,
@@ -265,7 +266,8 @@ export default class PriceFeeds {
         s3MktClosed: s3[1],
         conf: priceObj.conf,
         predMktCLOBParams: priceObj.predMktCLOBParams,
-      } as IdxPriceInfo;
+      };
+      return pxInfo;
     }
     // determine relevant price feeds
     let feedSymbols = new Array<string>();
@@ -464,6 +466,20 @@ export default class PriceFeeds {
     return this.fetchFeedPrices(this.dataHandler.requiredSymbols);
   }
 
+  private _buildQuery(baseUrl: string, id: string) {
+    // odin-sports use v3 api, all else v2
+    let method = "";
+    if (baseUrl.includes("odin-sport")) {
+      method = "/v3/updates/price/latest?encoding=base64&ids[]=";
+    } else {
+      method = "/v2/updates/price/latest?encoding=base64&ids[]=";
+    }
+    // e.g.
+    // 'https://odin-sport.quantena.org/v3/updates/price/latest?encoding=base64&ids[]=0x5b622123024d99bea493662fe91bf9785b8b0decd46c65cdbeef6a0a1672b057',
+    // 'https://hermes.pyth.network/v2/updates/price/latest?encoding=base64&ids[]=0x2b89b9dc8fdf9f34709a5b106b472f0f39bb6ca9ce04b0fd7f2e971688e2e53b'
+    return baseUrl + method + id;
+  }
+
   /**
    * Get the latest prices for a given perpetual from the offchain oracle
    * networks. Uses write price feed endpoints.
@@ -487,7 +503,7 @@ export default class PriceFeeds {
       // we use the first endpoint for a given symbol even if there is another symbol with the same id
       let idx = info[0].endpointId;
       let feedId = feedIds[k];
-      queries.push(this.writeFeedEndpoints[idx] + "/v2/updates/price/latest?encoding=base64&ids[]=" + feedId);
+      queries.push(this._buildQuery(this.writeFeedEndpoints[idx], feedId));
 
       for (let j = 0; j < info.length; j++) {
         if (symbols.has(feedId)) {

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 = "2.7.00";