@d8x/perpetuals-sdk 2.6.23 → 2.7.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/cjs/config/defaultConfig.json +2 -2
- package/dist/cjs/constants.js.map +1 -1
- package/dist/cjs/d8XMath.d.ts +42 -25
- package/dist/cjs/d8XMath.js +188 -151
- package/dist/cjs/d8XMath.js.map +1 -1
- package/dist/cjs/liquidatorTool.d.ts +1 -1
- package/dist/cjs/liquidatorTool.js +9 -9
- package/dist/cjs/liquidatorTool.js.map +1 -1
- package/dist/cjs/marketData.d.ts +6 -6
- package/dist/cjs/marketData.js +9 -12
- package/dist/cjs/marketData.js.map +1 -1
- package/dist/cjs/perpetualDataHandler.d.ts +12 -12
- package/dist/cjs/perpetualDataHandler.js +13 -14
- package/dist/cjs/perpetualDataHandler.js.map +1 -1
- package/dist/cjs/polyMktsPxFeed.js +2 -2
- package/dist/cjs/polyMktsPxFeed.js.map +1 -1
- package/dist/cjs/priceFeeds.d.ts +1 -0
- package/dist/cjs/priceFeeds.js +19 -3
- package/dist/cjs/priceFeeds.js.map +1 -1
- package/dist/cjs/version.d.ts +1 -1
- package/dist/cjs/version.js +1 -1
- package/dist/esm/config/defaultConfig.json +2 -2
- package/dist/esm/constants.js.map +1 -1
- package/dist/esm/d8XMath.d.ts +42 -25
- package/dist/esm/d8XMath.js +187 -150
- package/dist/esm/d8XMath.js.map +1 -1
- package/dist/esm/liquidatorTool.d.ts +1 -1
- package/dist/esm/liquidatorTool.js +10 -10
- package/dist/esm/liquidatorTool.js.map +1 -1
- package/dist/esm/marketData.d.ts +6 -6
- package/dist/esm/marketData.js +9 -12
- package/dist/esm/marketData.js.map +1 -1
- package/dist/esm/perpetualDataHandler.d.ts +12 -12
- package/dist/esm/perpetualDataHandler.js +13 -14
- package/dist/esm/perpetualDataHandler.js.map +1 -1
- package/dist/esm/polyMktsPxFeed.js +2 -2
- package/dist/esm/polyMktsPxFeed.js.map +1 -1
- package/dist/esm/priceFeeds.d.ts +1 -0
- package/dist/esm/priceFeeds.js +19 -3
- package/dist/esm/priceFeeds.js.map +1 -1
- package/dist/esm/version.d.ts +1 -1
- package/dist/esm/version.js +1 -1
- package/doc/d8x-perpetuals-sdk.md +116 -64
- package/package.json +1 -1
- package/src/config/defaultConfig.json +2 -2
- package/src/constants.ts +0 -1
- package/src/d8XMath.ts +210 -167
- package/src/liquidatorTool.ts +16 -10
- package/src/marketData.ts +33 -25
- package/src/perpetualDataHandler.ts +28 -34
- package/src/polyMktsPxFeed.ts +6 -7
- package/src/priceFeeds.ts +20 -4
- package/src/version.ts +1 -1
- package/dist/cjs/abi/AMMPerpLogic.json +0 -580
- package/dist/cjs/abi/BeaconProxy.json +0 -71
- package/dist/cjs/abi/IPerpetualManager copy.json +0 -5599
- package/dist/cjs/abi/IPerpetualMarginViewLogic.json +0 -286
- package/dist/cjs/abi/Maintainer.json +0 -774
- package/dist/cjs/abi/MockToken.json +0 -347
- package/dist/cjs/abi/MockUSD.json +0 -413
- package/dist/cjs/abi/UUPSUpgradeable.json +0 -104
- package/dist/cjs/abi/WeETH.json +0 -310
- package/dist/cjs/abi-zkevm/IPerpetualManager.json +0 -5366
- package/dist/cjs/abi-zkevm/LimitOrderBook.json +0 -910
- package/dist/cjs/abi-zkevm/LimitOrderBookFactory.json +0 -236
- package/dist/cjs/contracts/AMMPerpLogic.d.ts +0 -303
- package/dist/cjs/contracts/AMMPerpLogic.js +0 -3
- package/dist/cjs/contracts/AMMPerpLogic.js.map +0 -1
- package/dist/cjs/contracts/BeaconProxy.d.ts +0 -63
- package/dist/cjs/contracts/BeaconProxy.js +0 -3
- package/dist/cjs/contracts/BeaconProxy.js.map +0 -1
- package/dist/cjs/contracts/IPerpetualManagerCopy.d.ts +0 -3223
- package/dist/cjs/contracts/IPerpetualManagerCopy.js +0 -3
- package/dist/cjs/contracts/IPerpetualManagerCopy.js.map +0 -1
- package/dist/cjs/contracts/IPerpetualMarginViewLogic.d.ts +0 -183
- package/dist/cjs/contracts/IPerpetualMarginViewLogic.js +0 -3
- package/dist/cjs/contracts/IPerpetualMarginViewLogic.js.map +0 -1
- package/dist/cjs/contracts/Maintainer.d.ts +0 -799
- package/dist/cjs/contracts/Maintainer.js +0 -3
- package/dist/cjs/contracts/Maintainer.js.map +0 -1
- package/dist/cjs/contracts/MockToken.d.ts +0 -263
- package/dist/cjs/contracts/MockToken.js +0 -3
- package/dist/cjs/contracts/MockToken.js.map +0 -1
- package/dist/cjs/contracts/MockUSD.d.ts +0 -186
- package/dist/cjs/contracts/MockUSD.js +0 -3
- package/dist/cjs/contracts/MockUSD.js.map +0 -1
- package/dist/cjs/contracts/UUPSUpgradeable.d.ts +0 -118
- package/dist/cjs/contracts/UUPSUpgradeable.js +0 -3
- package/dist/cjs/contracts/UUPSUpgradeable.js.map +0 -1
- package/dist/cjs/contracts/WeETH.d.ts +0 -503
- package/dist/cjs/contracts/WeETH.js +0 -3
- package/dist/cjs/contracts/WeETH.js.map +0 -1
- package/dist/cjs/contracts/factories/AMMPerpLogic__factory.d.ts +0 -452
- package/dist/cjs/contracts/factories/AMMPerpLogic__factory.js +0 -598
- package/dist/cjs/contracts/factories/AMMPerpLogic__factory.js.map +0 -1
- package/dist/cjs/contracts/factories/BeaconProxy__factory.d.ts +0 -61
- package/dist/cjs/contracts/factories/BeaconProxy__factory.js +0 -89
- package/dist/cjs/contracts/factories/BeaconProxy__factory.js.map +0 -1
- package/dist/cjs/contracts/factories/IPerpetualManagerCopy__factory.d.ts +0 -4358
- package/dist/cjs/contracts/factories/IPerpetualManagerCopy__factory.js +0 -5617
- package/dist/cjs/contracts/factories/IPerpetualManagerCopy__factory.js.map +0 -1
- package/dist/cjs/contracts/factories/IPerpetualMarginViewLogic__factory.d.ts +0 -221
- package/dist/cjs/contracts/factories/IPerpetualMarginViewLogic__factory.js +0 -304
- package/dist/cjs/contracts/factories/IPerpetualMarginViewLogic__factory.js.map +0 -1
- package/dist/cjs/contracts/factories/Maintainer__factory.d.ts +0 -609
- package/dist/cjs/contracts/factories/Maintainer__factory.js +0 -792
- package/dist/cjs/contracts/factories/Maintainer__factory.js.map +0 -1
- package/dist/cjs/contracts/factories/MockToken__factory.d.ts +0 -273
- package/dist/cjs/contracts/factories/MockToken__factory.js +0 -365
- package/dist/cjs/contracts/factories/MockToken__factory.js.map +0 -1
- package/dist/cjs/contracts/factories/MockUSD__factory.d.ts +0 -320
- package/dist/cjs/contracts/factories/MockUSD__factory.js +0 -431
- package/dist/cjs/contracts/factories/MockUSD__factory.js.map +0 -1
- package/dist/cjs/contracts/factories/UUPSUpgradeable__factory.d.ts +0 -87
- package/dist/cjs/contracts/factories/UUPSUpgradeable__factory.js +0 -122
- package/dist/cjs/contracts/factories/UUPSUpgradeable__factory.js.map +0 -1
- package/dist/cjs/contracts/factories/WeETH__factory.d.ts +0 -545
- package/dist/cjs/contracts/factories/WeETH__factory.js +0 -721
- package/dist/cjs/contracts/factories/WeETH__factory.js.map +0 -1
- package/dist/cjs/contracts/factories/lean0/IPerpetualManager__factory.d.ts +0 -4136
- package/dist/cjs/contracts/factories/lean0/IPerpetualManager__factory.js +0 -5324
- package/dist/cjs/contracts/factories/lean0/IPerpetualManager__factory.js.map +0 -1
- package/dist/cjs/contracts/factories/lean0/LimitOrderBookFactory__factory.d.ts +0 -189
- package/dist/cjs/contracts/factories/lean0/LimitOrderBookFactory__factory.js +0 -254
- package/dist/cjs/contracts/factories/lean0/LimitOrderBookFactory__factory.js.map +0 -1
- package/dist/cjs/contracts/factories/lean0/LimitOrderBook__factory.d.ts +0 -715
- package/dist/cjs/contracts/factories/lean0/LimitOrderBook__factory.js +0 -928
- package/dist/cjs/contracts/factories/lean0/LimitOrderBook__factory.js.map +0 -1
- package/dist/cjs/contracts/factories/lean0/ShareToken__factory.d.ts +0 -344
- package/dist/cjs/contracts/factories/lean0/ShareToken__factory.js +0 -456
- package/dist/cjs/contracts/factories/lean0/ShareToken__factory.js.map +0 -1
- package/dist/cjs/contracts/factories/lean0/index.d.ts +0 -4
- package/dist/cjs/contracts/factories/lean0/index.js +0 -15
- package/dist/cjs/contracts/factories/lean0/index.js.map +0 -1
- package/dist/cjs/contracts/lean0/IPerpetualManager.d.ts +0 -2821
- package/dist/cjs/contracts/lean0/IPerpetualManager.js +0 -3
- package/dist/cjs/contracts/lean0/IPerpetualManager.js.map +0 -1
- package/dist/cjs/contracts/lean0/LimitOrderBook.d.ts +0 -533
- package/dist/cjs/contracts/lean0/LimitOrderBook.js +0 -3
- package/dist/cjs/contracts/lean0/LimitOrderBook.js.map +0 -1
- package/dist/cjs/contracts/lean0/LimitOrderBookFactory.d.ts +0 -210
- package/dist/cjs/contracts/lean0/LimitOrderBookFactory.js +0 -3
- package/dist/cjs/contracts/lean0/LimitOrderBookFactory.js.map +0 -1
- package/dist/cjs/contracts/lean0/ShareToken.d.ts +0 -320
- package/dist/cjs/contracts/lean0/ShareToken.js +0 -3
- package/dist/cjs/contracts/lean0/ShareToken.js.map +0 -1
- package/dist/cjs/contracts/lean0/index.d.ts +0 -4
- package/dist/cjs/contracts/lean0/index.js +0 -3
- package/dist/cjs/contracts/lean0/index.js.map +0 -1
- package/dist/esm/abi/AMMPerpLogic.json +0 -580
- package/dist/esm/abi/BeaconProxy.json +0 -71
- package/dist/esm/abi/IPerpetualManager copy.json +0 -5599
- package/dist/esm/abi/IPerpetualMarginViewLogic.json +0 -286
- package/dist/esm/abi/Maintainer.json +0 -774
- package/dist/esm/abi/MockToken.json +0 -347
- package/dist/esm/abi/MockUSD.json +0 -413
- package/dist/esm/abi/UUPSUpgradeable.json +0 -104
- package/dist/esm/abi/WeETH.json +0 -310
- package/dist/esm/abi/lean0/IPerpetualManager.json +0 -5306
- package/dist/esm/abi/lean0/LimitOrderBook.json +0 -910
- package/dist/esm/abi/lean0/LimitOrderBookFactory.json +0 -236
- package/dist/esm/abi/lean0/ShareToken.json +0 -438
- package/dist/esm/abi-zkevm/IPerpetualManager.json +0 -5366
- package/dist/esm/abi-zkevm/LimitOrderBook.json +0 -910
- package/dist/esm/abi-zkevm/LimitOrderBookFactory.json +0 -236
- package/dist/esm/contracts/AMMPerpLogic.d.ts +0 -303
- package/dist/esm/contracts/AMMPerpLogic.js +0 -2
- package/dist/esm/contracts/AMMPerpLogic.js.map +0 -1
- package/dist/esm/contracts/BeaconProxy.d.ts +0 -63
- package/dist/esm/contracts/BeaconProxy.js +0 -2
- package/dist/esm/contracts/BeaconProxy.js.map +0 -1
- package/dist/esm/contracts/IPerpetualManagerCopy.d.ts +0 -3223
- package/dist/esm/contracts/IPerpetualManagerCopy.js +0 -2
- package/dist/esm/contracts/IPerpetualManagerCopy.js.map +0 -1
- package/dist/esm/contracts/IPerpetualMarginViewLogic.d.ts +0 -183
- package/dist/esm/contracts/IPerpetualMarginViewLogic.js +0 -2
- package/dist/esm/contracts/IPerpetualMarginViewLogic.js.map +0 -1
- package/dist/esm/contracts/Maintainer.d.ts +0 -799
- package/dist/esm/contracts/Maintainer.js +0 -2
- package/dist/esm/contracts/Maintainer.js.map +0 -1
- package/dist/esm/contracts/MockToken.d.ts +0 -263
- package/dist/esm/contracts/MockToken.js +0 -2
- package/dist/esm/contracts/MockToken.js.map +0 -1
- package/dist/esm/contracts/MockUSD.d.ts +0 -186
- package/dist/esm/contracts/MockUSD.js +0 -2
- package/dist/esm/contracts/MockUSD.js.map +0 -1
- package/dist/esm/contracts/UUPSUpgradeable.d.ts +0 -118
- package/dist/esm/contracts/UUPSUpgradeable.js +0 -2
- package/dist/esm/contracts/UUPSUpgradeable.js.map +0 -1
- package/dist/esm/contracts/WeETH.d.ts +0 -503
- package/dist/esm/contracts/WeETH.js +0 -2
- package/dist/esm/contracts/WeETH.js.map +0 -1
- package/dist/esm/contracts/factories/AMMPerpLogic__factory.d.ts +0 -452
- package/dist/esm/contracts/factories/AMMPerpLogic__factory.js +0 -594
- package/dist/esm/contracts/factories/AMMPerpLogic__factory.js.map +0 -1
- package/dist/esm/contracts/factories/BeaconProxy__factory.d.ts +0 -61
- package/dist/esm/contracts/factories/BeaconProxy__factory.js +0 -85
- package/dist/esm/contracts/factories/BeaconProxy__factory.js.map +0 -1
- package/dist/esm/contracts/factories/IPerpetualManagerCopy__factory.d.ts +0 -4358
- package/dist/esm/contracts/factories/IPerpetualManagerCopy__factory.js +0 -5613
- package/dist/esm/contracts/factories/IPerpetualManagerCopy__factory.js.map +0 -1
- package/dist/esm/contracts/factories/IPerpetualMarginViewLogic__factory.d.ts +0 -221
- package/dist/esm/contracts/factories/IPerpetualMarginViewLogic__factory.js +0 -300
- package/dist/esm/contracts/factories/IPerpetualMarginViewLogic__factory.js.map +0 -1
- package/dist/esm/contracts/factories/Maintainer__factory.d.ts +0 -609
- package/dist/esm/contracts/factories/Maintainer__factory.js +0 -788
- package/dist/esm/contracts/factories/Maintainer__factory.js.map +0 -1
- package/dist/esm/contracts/factories/MockToken__factory.d.ts +0 -273
- package/dist/esm/contracts/factories/MockToken__factory.js +0 -361
- package/dist/esm/contracts/factories/MockToken__factory.js.map +0 -1
- package/dist/esm/contracts/factories/MockUSD__factory.d.ts +0 -320
- package/dist/esm/contracts/factories/MockUSD__factory.js +0 -427
- package/dist/esm/contracts/factories/MockUSD__factory.js.map +0 -1
- package/dist/esm/contracts/factories/UUPSUpgradeable__factory.d.ts +0 -87
- package/dist/esm/contracts/factories/UUPSUpgradeable__factory.js +0 -118
- package/dist/esm/contracts/factories/UUPSUpgradeable__factory.js.map +0 -1
- package/dist/esm/contracts/factories/WeETH__factory.d.ts +0 -545
- package/dist/esm/contracts/factories/WeETH__factory.js +0 -717
- package/dist/esm/contracts/factories/WeETH__factory.js.map +0 -1
- package/dist/esm/contracts/factories/lean0/IPerpetualManager__factory.d.ts +0 -4136
- package/dist/esm/contracts/factories/lean0/IPerpetualManager__factory.js +0 -5320
- package/dist/esm/contracts/factories/lean0/IPerpetualManager__factory.js.map +0 -1
- package/dist/esm/contracts/factories/lean0/LimitOrderBookFactory__factory.d.ts +0 -189
- package/dist/esm/contracts/factories/lean0/LimitOrderBookFactory__factory.js +0 -250
- package/dist/esm/contracts/factories/lean0/LimitOrderBookFactory__factory.js.map +0 -1
- package/dist/esm/contracts/factories/lean0/LimitOrderBook__factory.d.ts +0 -715
- package/dist/esm/contracts/factories/lean0/LimitOrderBook__factory.js +0 -924
- package/dist/esm/contracts/factories/lean0/LimitOrderBook__factory.js.map +0 -1
- package/dist/esm/contracts/factories/lean0/ShareToken__factory.d.ts +0 -344
- package/dist/esm/contracts/factories/lean0/ShareToken__factory.js +0 -452
- package/dist/esm/contracts/factories/lean0/ShareToken__factory.js.map +0 -1
- package/dist/esm/contracts/factories/lean0/index.d.ts +0 -4
- package/dist/esm/contracts/factories/lean0/index.js +0 -8
- package/dist/esm/contracts/factories/lean0/index.js.map +0 -1
- package/dist/esm/contracts/lean0/IPerpetualManager.d.ts +0 -2821
- package/dist/esm/contracts/lean0/IPerpetualManager.js +0 -2
- package/dist/esm/contracts/lean0/IPerpetualManager.js.map +0 -1
- package/dist/esm/contracts/lean0/LimitOrderBook.d.ts +0 -533
- package/dist/esm/contracts/lean0/LimitOrderBook.js +0 -2
- package/dist/esm/contracts/lean0/LimitOrderBook.js.map +0 -1
- package/dist/esm/contracts/lean0/LimitOrderBookFactory.d.ts +0 -210
- package/dist/esm/contracts/lean0/LimitOrderBookFactory.js +0 -2
- package/dist/esm/contracts/lean0/LimitOrderBookFactory.js.map +0 -1
- package/dist/esm/contracts/lean0/ShareToken.d.ts +0 -320
- package/dist/esm/contracts/lean0/ShareToken.js +0 -2
- package/dist/esm/contracts/lean0/ShareToken.js.map +0 -1
- package/dist/esm/contracts/lean0/index.d.ts +0 -4
- package/dist/esm/contracts/lean0/index.js +0 -2
- package/dist/esm/contracts/lean0/index.js.map +0 -1
- package/src/contracts/IPerpetualMarginViewLogic.ts +0 -347
- package/src/contracts/MockUSD.ts +0 -378
- package/src/contracts/factories/IPerpetualMarginViewLogic__factory.ts +0 -313
- package/src/contracts/factories/MockUSD__factory.ts +0 -430
package/dist/cjs/d8XMath.js.map
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@@ -88,7 +88,7 @@ export default class LiquidatorTool extends WriteAccessHandler {
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|
88
88
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* False means that the trader's position can be liquidated.
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89
89
|
*/
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90
90
|
isMaintenanceMarginSafe(symbol: string, traderAddr: string, indexPrices?: [number, number], overrides?: Overrides): Promise<boolean>;
|
|
91
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-
static maintenanceMarginPredMkts(maintMgnRateBase: number, pos: number, s3: number, markPx: number): number;
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91
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+
static maintenanceMarginPredMkts(maintMgnRateBase: number, pos: number, s3: number, markPx: number, ell: number): number;
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|
92
92
|
/**
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93
93
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* Total number of active accounts for this symbol, i.e. accounts with positions that are currently open.
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|
94
94
|
* @param {string} symbol Symbol of the form ETH-USD-MATIC.
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@@ -248,8 +248,10 @@ class LiquidatorTool extends writeAccessHandler_1.default {
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|
248
248
|
let threshold;
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249
249
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if (this.isPredictionMarket(symbol)) {
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250
250
|
const idx_markPrice = 8;
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251
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+
const idx_lockedInValue = 5;
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|
251
252
|
const markPrice = (0, d8XMath_1.ABK64x64ToFloat)(traderState[idx_markPrice]);
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252
|
-
|
|
253
|
+
const ell = (0, d8XMath_1.ABK64x64ToFloat)(traderState[idx_lockedInValue]);
|
|
254
|
+
threshold = LiquidatorTool.maintenanceMarginPredMkts(maintMgnRate, pos, coll2quote, markPrice, ell);
|
|
253
255
|
}
|
|
254
256
|
else {
|
|
255
257
|
const base2collateral = indexPrices[0] / coll2quote;
|
|
@@ -257,14 +259,12 @@ class LiquidatorTool extends writeAccessHandler_1.default {
|
|
|
257
259
|
}
|
|
258
260
|
return marginbalance >= threshold;
|
|
259
261
|
}
|
|
260
|
-
static maintenanceMarginPredMkts(maintMgnRateBase, pos, s3, markPx) {
|
|
261
|
-
|
|
262
|
-
|
|
263
|
-
|
|
264
|
-
|
|
265
|
-
|
|
266
|
-
const tau = maintMgnRateBase + (0.4 - maintMgnRateBase) * (0, d8XMath_1.entropy)(p);
|
|
267
|
-
return (Math.abs(pos) * p * tau) / s3;
|
|
262
|
+
static maintenanceMarginPredMkts(maintMgnRateBase, pos, s3, markPx, ell) {
|
|
263
|
+
const s = pos > 0 ? 1 : -1; // pos is
|
|
264
|
+
const R = pos == 0 ? markPx - 1 : s > 0 ? Math.abs(ell / pos) - 1 : 2 - Math.abs(ell / pos);
|
|
265
|
+
const Rm = s > 0 ? markPx - 1 : 2 - markPx;
|
|
266
|
+
const L = Math.max(0, s * (R - Rm));
|
|
267
|
+
return (Math.abs(pos) * Math.min(maintMgnRateBase + L, R)) / s3; // liquidated if E < that
|
|
268
268
|
}
|
|
269
269
|
/**
|
|
270
270
|
* Total number of active accounts for this symbol, i.e. accounts with positions that are currently open.
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"liquidatorTool.js","sourceRoot":"","sources":["../../src/liquidatorTool.ts"],"names":[],"mappings":";;;;;AAAA,mCAA+F;AAE/F,qDAAuD;AACvD,
|
|
1
|
+
{"version":3,"file":"liquidatorTool.js","sourceRoot":"","sources":["../../src/liquidatorTool.ts"],"names":[],"mappings":";;;;;AAAA,mCAA+F;AAE/F,qDAAuD;AACvD,uCAA6D;AAE7D,8EAAsD;AAEtD;;;;GAIG;AACH,MAAqB,cAAe,SAAQ,4BAAkB;IAC5D;;;;;;;;;;;;;;;;;;;OAmBG;IACH,YAAmB,MAAqB,EAAE,MAAuB;QAC/D,KAAK,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC;IACxB,CAAC;IAEM,KAAK,CAAC,aAAa,CACxB,MAAc,EACd,YAAkC,EAClC,SAAkD;QAElD,IAAI,IAAI,CAAC,aAAa,IAAI,IAAI,IAAI,IAAI,CAAC,MAAM,IAAI,IAAI,EAAE;YACrD,MAAM,KAAK,CAAC,qEAAqE,CAAC,CAAC;SACpF;QACD,IAAI,MAA0B,CAAC;QAC/B,IAAI,SAAS,EAAE;YACb,CAAC,EAAE,MAAM,EAAE,GAAG,SAAS,EAAE,GAAG,SAAS,CAAC,CAAC;SACxC;QACD,MAAM,QAAQ,GAAG,IAAI,wBAAe,CAAC,MAAM,IAAI,IAAI,CAAC,OAAO,EAAE,IAAI,CAAC,OAAO,EAAE,EAAE,aAAa,EAAE,IAAI,EAAE,CAAC,CAAC;QACpG,IAAI,MAAM,GAAG,cAAc,CAAC,mBAAmB,CAAC,MAAM,EAAE,IAAI,CAAC,sBAAsB,CAAC,CAAC;QACrF,IAAI,YAAY,IAAI,SAAS,EAAE;YAC7B,YAAY,GAAG,MAAM,IAAI,CAAC,wBAAwB,CAAC,MAAM,CAAC,CAAC;SAC5D;QACD,IAAI,CAAC,SAAS,IAAI,SAAS,CAAC,QAAQ,IAAI,SAAS,EAAE;YACjD,SAAS,GAAG;gBACV,QAAQ,EAAE,SAAS,EAAE,QAAQ,IAAI,IAAI,CAAC,QAAQ;gBAC9C,GAAG,SAAS;aACO,CAAC;SACvB;QAED,MAAM,IAAI,GAAG,0BAAc,CAAC,OAAO,CAAC,IAAI,CAAC,QAAS,EAAE,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;QACnF,MAAM,QAAQ,GAAG,IAAI,CAAC,sBAAsB,CAAC,GAAG,CAAC,MAAM,CAAE,CAAC,QAAQ,CAAC;QACnE,OAAO,MAAM,IAAI,CAAC,2BAA2B,CAAC,YAAY,CAAC,aAAa,EAAE,QAAQ,EAAE,YAAY,CAAC,UAAU,EAAE;YAC3G,KAAK,EAAE,IAAI,CAAC,cAAc,EAAE,GAAG,YAAY,CAAC,UAAU,CAAC,MAAM;YAC7D,QAAQ,EAAE,SAAS,EAAE,QAAQ,IAAI,IAAI,CAAC,QAAQ;YAC9C,KAAK,EAAE,SAAS,CAAC,KAAK;SACvB,CAAC,CAAC;IACL,CAAC;IAED;;;;;;;;;;;;;;;;;;;;;;;;OAwBG;IACI,KAAK,CAAC,eAAe,CAC1B,MAAc,EACd,UAAkB,EAClB,iBAAyB,EAAE,EAC3B,UAAgC,EAChC,SAAiG;QAEjG,mDAAmD;QACnD,IAAI,IAAI,CAAC,aAAa,IAAI,IAAI,IAAI,IAAI,CAAC,MAAM,IAAI,IAAI,EAAE;YACrD,MAAM,KAAK,CAAC,qEAAqE,CAAC,CAAC;SACpF;QACD,kDAAkD;QAClD,IAAI,cAAc,IAAI,EAAE,EAAE;YACxB,cAAc,GAAG,IAAI,CAAC,UAAU,CAAC;SAClC;QACD,IAAI,MAA0B,CAAC;QAC/B,IAAI,OAA4B,CAAC;QACjC,IAAI,WAAqC,CAAC;QAC1C,IAAI,SAAS,EAAE;YACb,CAAC,EAAE,MAAM,EAAE,OAAO,EAAE,WAAW,EAAE,GAAG,SAAS,EAAE,GAAG,SAAS,CAAC,CAAC;SAC9D;QAED,MAAM,QAAQ,GAAG,IAAI,wBAAe,CAAC,MAAM,IAAI,IAAI,CAAC,OAAO,EAAE,IAAI,CAAC,OAAO,EAAE,EAAE,aAAa,EAAE,IAAI,EAAE,CAAC,CAAC;QACpG,IAAI,MAAM,GAAG,cAAc,CAAC,mBAAmB,CAAC,MAAM,EAAE,IAAI,CAAC,sBAAsB,CAAC,CAAC;QACrF,IAAI,UAAU,IAAI,SAAS,EAAE;YAC3B,UAAU,GAAG,MAAM,IAAI,CAAC,wBAAwB,CAAC,MAAM,CAAC,CAAC;SAC1D;QAED,eAAe;QACf,IAAI,QAAQ,GAAG,CAAC,CAAC;QACjB,IAAI,MAAc,CAAC;QACnB,IAAI,KAAK,GAAG,SAAS,EAAE,KAAK,CAAC;QAC7B,IAAI,OAAO,EAAE;YACX,IAAI;gBACF,MAAM,IAAI,GAAG,0BAAc,CAAC,OAAO,CAAC,IAAI,CAAC,QAAS,EAAE,QAAQ,CAAC,CAAC,OAAO,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC;gBACnF,MAAM,QAAQ,GAAG,IAAI,CAAC,sBAAsB,CAAC,GAAG,CAAC,MAAM,CAAE,CAAC,QAAQ,CAAC;gBACnE,MAAM,MAAM,GAAG,MAAM,IAAI,CAAC,2BAA2B,CACnD,UAAU,CAAC,aAAa,EACxB,QAAQ,EACR,UAAU,CAAC,UAAU,EACrB;oBACE,KAAK,EAAE,IAAI,CAAC,cAAc,EAAE,GAAG,UAAU,CAAC,UAAU,CAAC,MAAM;oBAC3D,QAAQ,EAAE,SAAS,EAAE,QAAQ,IAAI,IAAI,CAAC,QAAQ;oBAC9C,KAAK,EAAE,SAAS,EAAE,KAAK;iBACxB,CACF,CAAC;gBACF,QAAQ,IAAI,CAAC,CAAC;gBACd,uBAAuB;aACxB;YAAC,OAAO,CAAC,EAAE;gBACV,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;aAChB;YACD,MAAM,GAAG,IAAI,CAAC,aAAa,CAAC,SAAS,CAAC,kBAAkB,CAAC,gBAAgB,EAAE;gBACzE,MAAM;gBACN,cAAc;gBACd,UAAU;gBACV,EAAE;gBACF,EAAE;aACH,CAAC,CAAC;SACJ;aAAM;YACL,MAAM,GAAG,IAAI,CAAC,aAAa,CAAC,SAAS,CAAC,kBAAkB,CAAC,gBAAgB,EAAE;gBACzE,MAAM;gBACN,cAAc;gBACd,UAAU;gBACV,UAAU,CAAC,aAAa;gBACxB,UAAU,CAAC,UAAU;aACtB,CAAC,CAAC;YACH,KAAK,GAAG,IAAI,CAAC,cAAc,EAAE,GAAG,UAAU,CAAC,UAAU,CAAC,MAAM,CAAC;SAC9D;QACD,IAAI,SAAS,EAAE,KAAK,IAAI,SAAS,EAAE;YACjC,SAAS,CAAC,KAAK,GAAG,SAAS,CAAC,KAAK,GAAG,QAAQ,CAAC;SAC9C;QAED,IAAI,UAAU,GAAG;YACf,EAAE,EAAE,IAAI,CAAC,SAAS;YAClB,IAAI,EAAE,IAAI,CAAC,UAAU;YACrB,KAAK,EAAE,SAAS,EAAE,KAAK;YACvB,IAAI,EAAE,MAAM;YACZ,KAAK,EAAE,KAAK;YACZ,QAAQ,EAAE,SAAS,EAAE,QAAQ;YAC7B,OAAO,EAAE,IAAI,CAAC,OAAO;YACrB,GAAG,IAAI,CAAC,WAAW,CAAC,SAAS,CAAC;SAC/B,CAAC;QACF,oBAAoB;QACpB,MAAM,aAAa,GAAG,MAAM,IAAI,CAAC,aAAa,CAAC,cAAc;aAC1D,UAAU,CAAC,MAAM,EAAE,cAAc,EAAE,UAAU,EAAE,UAAU,CAAC,aAAa,EAAE,UAAU,CAAC,UAAU,EAAE;YAC/F,KAAK;YACL,QAAQ,EAAE,SAAS,EAAE,QAAQ;SAC9B,CAAC;aACD,IAAI,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,IAAI,CAAC,GAAG,CAAC,IAAA,yBAAe,EAAC,OAAO,CAAC,CAAC,CAAC;aACrD,KAAK,CAAC,CAAC,CAAC,EAAE,EAAE;YACX,OAAO,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC;YACf,OAAO,CAAC,CAAC,CAAC;QACZ,CAAC,CAAC,CAAC;QACL,IAAI,aAAa,IAAI,CAAC,EAAE;YACtB,MAAM,KAAK,CAAC,kBAAkB,CAAC,CAAC;SACjC;QACD,kEAAkE;QAClE,IAAI,CAAC,SAAS,EAAE,QAAQ,EAAE;YACxB,IAAI,QAAQ,GAAG,MAAM,IAAI,CAAC,MAAM;iBAC7B,WAAW,CAAC,UAAU,CAAC;iBACvB,IAAI,CAAC,CAAC,GAAG,EAAE,EAAE,CAAC,CAAC,GAAG,GAAG,KAAK,CAAC,GAAG,KAAK,CAAC;iBACpC,KAAK,CAAC,CAAC,EAAE,EAAE,EAAE,CAAC,SAAS,CAAC,CAAC;YAC5B,IAAI,CAAC,QAAQ,EAAE;gBACb,yFAAyF;gBACzF,SAAS,GAAG,EAAE,QAAQ,EAAE,WAAW,IAAI,IAAI,CAAC,QAAQ,EAAE,KAAK,EAAE,UAAU,CAAC,KAAK,EAAE,GAAG,SAAS,EAAE,CAAC;gBAC9F,MAAM,QAAQ,GAAG,MAAM,IAAI,CAAC,aAAa,CAAC,cAAc,CAAC,UAAU,CACjE,MAAM,EACN,cAAc,EACd,UAAU,EACV,UAAU,CAAC,aAAa,EACxB,UAAU,CAAC,UAAU,EACrB,EAAE,KAAK,EAAE,CACV,CAAC;gBACF,IAAI,IAAA,yBAAe,EAAC,QAAQ,CAAC,IAAI,CAAC,EAAE;oBAClC,MAAM,KAAK,CAAC,kBAAkB,CAAC,CAAC;iBACjC;gBACD,QAAQ,GAAG,MAAM,CAAC,WAAW,IAAI,IAAI,CAAC,QAAQ,CAAC,CAAC;aACjD;YACD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|
package/dist/cjs/marketData.d.ts
CHANGED
|
@@ -273,7 +273,7 @@ export default class MarketData extends PerpetualDataHandler {
|
|
|
273
273
|
* @returns [Base index price, Collateral index price, Maintenance margin rate]
|
|
274
274
|
* @ignore
|
|
275
275
|
*/
|
|
276
|
-
protected static _getLiquidationParams(symbol: string, lockedInQC: number, signedPositionBC: number, marginCashCC: number, markPrice: number, collToQuoteConversion: number, S2: number, symbolToPerpStaticInfo:
|
|
276
|
+
protected static _getLiquidationParams(symbol: string, lockedInQC: number, signedPositionBC: number, marginCashCC: number, markPrice: number, collToQuoteConversion: number, S2: number, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>): [number, number | undefined, number];
|
|
277
277
|
/**
|
|
278
278
|
* Gets the wallet balance in the settlement currency corresponding to a given perpetual symbol.
|
|
279
279
|
* The settlement currency is usually the same as the collateral currency.
|
|
@@ -600,7 +600,7 @@ export default class MarketData extends PerpetualDataHandler {
|
|
|
600
600
|
* @returns {Order[]} Array of user friendly order struct.
|
|
601
601
|
* @ignore
|
|
602
602
|
*/
|
|
603
|
-
protected static openOrdersOnOrderBook(traderAddr: string, orderBookContract: LimitOrderBook, symbolToPerpStaticInfo:
|
|
603
|
+
protected static openOrdersOnOrderBook(traderAddr: string, orderBookContract: LimitOrderBook, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, overrides?: Overrides): Promise<Order[]>;
|
|
604
604
|
/**
|
|
605
605
|
* Query smart contract to get user orders and convert to user friendly order format.
|
|
606
606
|
* @param {string} traderAddr Address of trader.
|
|
@@ -608,7 +608,7 @@ export default class MarketData extends PerpetualDataHandler {
|
|
|
608
608
|
* @returns {Order[]} Array of user friendly order struct.
|
|
609
609
|
* @ignore
|
|
610
610
|
*/
|
|
611
|
-
protected static _openOrdersOnOrderBooks(traderAddr: string, orderBookContracts: LimitOrderBook[], multicall: Multicall3, symbolToPerpStaticInfo:
|
|
611
|
+
protected static _openOrdersOnOrderBooks(traderAddr: string, orderBookContracts: LimitOrderBook[], multicall: Multicall3, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>, overrides?: Overrides): Promise<{
|
|
612
612
|
orders: Order[][];
|
|
613
613
|
digests: string[][];
|
|
614
614
|
}>;
|
|
@@ -725,14 +725,14 @@ export default class MarketData extends PerpetualDataHandler {
|
|
|
725
725
|
* @param _poolStaticInfos
|
|
726
726
|
* @ignore
|
|
727
727
|
*/
|
|
728
|
-
protected static _poolDataToPoolState(_liquidityPools: Partial<PerpStorage.LiquidityPoolDataStructOutput>[], _poolStaticInfos:
|
|
728
|
+
protected static _poolDataToPoolState(_liquidityPools: Partial<PerpStorage.LiquidityPoolDataStructOutput>[], _poolStaticInfos: ReadonlyArray<PoolStaticInfo>): PoolState[];
|
|
729
729
|
/**
|
|
730
730
|
* Parse perpetual states obtained on-chain
|
|
731
731
|
* @param _perpetuals
|
|
732
732
|
* @param _symbolList
|
|
733
733
|
* @ignore
|
|
734
734
|
*/
|
|
735
|
-
protected static _perpetualDataToPerpetualState(_perpetuals:
|
|
735
|
+
protected static _perpetualDataToPerpetualState(_perpetuals: any[], _longShortBC: [bigint, bigint][], _symbolList: ReadonlyMap<string, string>): PerpetualState[];
|
|
736
736
|
/**
|
|
737
737
|
* Fetch on-chain exchange info
|
|
738
738
|
* @param _proxyContract
|
|
@@ -747,7 +747,7 @@ export default class MarketData extends PerpetualDataHandler {
|
|
|
747
747
|
* @param overrides
|
|
748
748
|
* @ignore
|
|
749
749
|
*/
|
|
750
|
-
static _exchangeInfo(_proxyContract: Contract, _multicall: Multicall3, _poolStaticInfos:
|
|
750
|
+
static _exchangeInfo(_proxyContract: Contract, _multicall: Multicall3, _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): Promise<ExchangeInfo>;
|
|
751
751
|
/**
|
|
752
752
|
* Get the latest on-chain price of a perpetual base index in USD.
|
|
753
753
|
* @param {string} symbol Symbol of the form ETH-USDC-MATIC.
|
package/dist/cjs/marketData.js
CHANGED
|
@@ -350,7 +350,7 @@ class MarketData extends perpetualDataHandler_1.default {
|
|
|
350
350
|
perpId,
|
|
351
351
|
(0, d8XMath_1.floatToABK64x64)(tradeAmountBC),
|
|
352
352
|
[fS2, fS3],
|
|
353
|
-
indexPriceInfo.conf
|
|
353
|
+
indexPriceInfo.conf & ((1n << 16n) - 1n),
|
|
354
354
|
indexPriceInfo.predMktCLOBParams,
|
|
355
355
|
]),
|
|
356
356
|
},
|
|
@@ -394,7 +394,7 @@ class MarketData extends perpetualDataHandler_1.default {
|
|
|
394
394
|
fPrice = this.proxyContract.interface.decodeFunctionResult("queryPerpetualPrice", encodedResults[1].returnData)[0];
|
|
395
395
|
}
|
|
396
396
|
else {
|
|
397
|
-
fPrice = await this.proxyContract.queryPerpetualPrice(perpId, (0, d8XMath_1.floatToABK64x64)(tradeAmountBC), [(0, d8XMath_1.floatToABK64x64)(indexPriceInfo.s2), (0, d8XMath_1.floatToABK64x64)(indexPriceInfo.s3 ?? 0)], indexPriceInfo.conf
|
|
397
|
+
fPrice = await this.proxyContract.queryPerpetualPrice(perpId, (0, d8XMath_1.floatToABK64x64)(tradeAmountBC), [(0, d8XMath_1.floatToABK64x64)(indexPriceInfo.s2), (0, d8XMath_1.floatToABK64x64)(indexPriceInfo.s3 ?? 0)], indexPriceInfo.conf, indexPriceInfo.predMktCLOBParams);
|
|
398
398
|
}
|
|
399
399
|
ammPrice = (0, d8XMath_1.ABK64x64ToFloat)(fPrice);
|
|
400
400
|
}
|
|
@@ -551,13 +551,13 @@ class MarketData extends perpetualDataHandler_1.default {
|
|
|
551
551
|
b0 = b0 < 0 ? b0 : 0;
|
|
552
552
|
pos0 = 0;
|
|
553
553
|
}
|
|
554
|
-
traderDepositCC = (0, d8XMath_1.getDepositAmountForLvgTrade)(pos0, b0, tradeAmountBC, targetLvg, tradePrice, S3, Sm, isPredMkt);
|
|
554
|
+
traderDepositCC = (0, d8XMath_1.getDepositAmountForLvgTrade)(pos0, b0, tradeAmountBC, targetLvg, tradePrice, S3, Sm, isPredMkt ? initialMarginRate : undefined);
|
|
555
555
|
// fees are paid from wallet in this case
|
|
556
556
|
traderDepositCC += tradingFeeCC + referralFeeCC;
|
|
557
557
|
}
|
|
558
558
|
// Contract: _executeTrade
|
|
559
|
-
let deltaCashCC = (-tradeAmountBC * (tradePrice - S2)) / S3;
|
|
560
|
-
let deltaLockedQC = tradeAmountBC * S2;
|
|
559
|
+
let deltaCashCC = 0; // (-tradeAmountBC * (tradePrice - S2)) / S3;
|
|
560
|
+
let deltaLockedQC = tradeAmountBC * tradePrice; // tradeAmountBC * S2;
|
|
561
561
|
if (isClose) {
|
|
562
562
|
let pnl = account.entryPrice * tradeAmountBC - deltaLockedQC;
|
|
563
563
|
deltaLockedQC += pnl;
|
|
@@ -1298,8 +1298,7 @@ class MarketData extends perpetualDataHandler_1.default {
|
|
|
1298
1298
|
priceInfo = await this.priceFeedGetter.fetchPricesForPerpetual(symbol);
|
|
1299
1299
|
}
|
|
1300
1300
|
return await perpetualDataHandler_1.default._queryPerpetualPrice(symbol, quantity, this.symbolToPerpStaticInfo, this.proxyContract, [priceInfo.s2, priceInfo.s3 ?? 0], //s2,s3
|
|
1301
|
-
priceInfo.conf,
|
|
1302
|
-
priceInfo.predMktCLOBParams, //params
|
|
1301
|
+
priceInfo.conf, priceInfo.predMktCLOBParams, //params
|
|
1303
1302
|
overrides);
|
|
1304
1303
|
}
|
|
1305
1304
|
/**
|
|
@@ -1876,13 +1875,11 @@ class MarketData extends perpetualDataHandler_1.default {
|
|
|
1876
1875
|
perp.isMarketClosed = true;
|
|
1877
1876
|
}
|
|
1878
1877
|
else {
|
|
1879
|
-
const
|
|
1880
|
-
const idxPriceS2Pair = idxPriceMap.get(indexSymbol); // checked in if
|
|
1878
|
+
const idxPriceS2Pair = idxPriceMap.get(MarketData.getIndexSymbol(_symbolList, info));
|
|
1881
1879
|
let idxPriceS3Pair = [0, false];
|
|
1882
1880
|
perp.isMarketClosed =
|
|
1883
1881
|
idxPriceS2Pair[1] ||
|
|
1884
|
-
(MarketData.isPredictionMarketStatic(info) &&
|
|
1885
|
-
(isNaN(idxPriceS2Pair[0]) || idxPriceS2Pair[0] < 1.01 || idxPriceS2Pair[0] > 1.99));
|
|
1882
|
+
(MarketData.isPredictionMarketStatic(info) && (idxPriceS2Pair[0] == 1 || idxPriceS2Pair[0] == 2));
|
|
1886
1883
|
if (info.S3Symbol != "" && idxPriceMap.has(info.S3Symbol)) {
|
|
1887
1884
|
idxPriceS3Pair = idxPriceMap.get(info.S3Symbol);
|
|
1888
1885
|
perp.isMarketClosed = perp.isMarketClosed || idxPriceS3Pair[1];
|
|
@@ -1896,7 +1893,7 @@ class MarketData extends perpetualDataHandler_1.default {
|
|
|
1896
1893
|
indexS3 = idxPriceS3Pair[0];
|
|
1897
1894
|
}
|
|
1898
1895
|
perp.collToQuoteIndexPrice = indexS3;
|
|
1899
|
-
const emaKey =
|
|
1896
|
+
const emaKey = info.S2Symbol + ":ema";
|
|
1900
1897
|
let markPrice;
|
|
1901
1898
|
if (idxPriceMap.has(emaKey)) {
|
|
1902
1899
|
let ema;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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