@d8x/perpetuals-sdk 2.6.23 → 2.7.1

package/src/marketData.ts

@@ -31,8 +31,9 @@ import {
   floatToABK64x64,
   getDepositAmountForLvgTrade,
   getMaxSignedPositionSize,
-  pmExchangeFee,
+  pmExitFee,
   pmMaxSignedOpenTradeSize,
+  pmOpenFee,
 } from "./d8XMath";
 import {
   PythMetadata,
@@ -487,6 +488,7 @@ 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 +504,7 @@ export default class MarketData extends PerpetualDataHandler {
           perpId,
           floatToABK64x64(tradeAmountBC),
           [fS2, fS3],
-          indexPriceInfo.conf * 10n,
+          indexPriceInfo.conf & ((1n << 16n) - 1n),
           indexPriceInfo.predMktCLOBParams,
         ]),
       },
@@ -563,7 +565,7 @@ 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 +756,23 @@ 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;
@@ -828,27 +839,44 @@ export default class MarketData extends PerpetualDataHandler {
 
   /**
    * Fee is relative to base-currency amount (=trade amount)
-   * @param maxMaintMgnRate maintenance margin rate param for pred mkts
-   * @param Sm Mark price
-   * @param tradeAmtBC signed trade amount
-   * @param tradeMgnRate margin rate param from perpetual
    * @returns relative exchange fee in decimals
    */
   public static exchangeFeePrdMkts(
-    maxMaintMgnRate: number,
     Sm: number,
     tradeAmtBC: number,
     traderPosBC: number,
-    tradeMgnRate: number
+    traderLockedInQC: number,
+    mu_m: number,
+    mr: number,
+    m_0: number,
+    sigt: number,
+    jump: number
   ): number {
     const isClose = Math.sign(traderPosBC) != Math.sign(tradeAmtBC);
     const isFlip =
       Math.abs(traderPosBC + tradeAmtBC) > 0.01 && Math.sign(traderPosBC + tradeAmtBC) != Math.sign(traderPosBC);
+
+    const varphiBar = tradeAmtBC > 0 ? Sm - 1 : 2 - Sm;
+    const varphi =
+      traderPosBC == 0
+        ? varphiBar
+        : traderPosBC > 0
+        ? traderLockedInQC / traderPosBC - 1
+        : 2 - traderLockedInQC / traderPosBC;
+    let fee: number;
     if (isClose && !isFlip) {
-      // 0.1cents if is close
-      return 0.001;
+      // exit fee
+      fee = pmExitFee(varphi, varphiBar, mu_m, m_0, sigt, jump);
+    } else {
+      // open fee
+      fee = pmOpenFee(varphi, varphiBar, mu_m, mr, sigt, jump);
     }
-    return pmExchangeFee(Sm - 1, maxMaintMgnRate, tradeAmtBC, tradeMgnRate);
+    if (fee < 0.001) {
+      fee = 0.001;
+    } else if (fee > 0.65535) {
+      fee = 0.65535;
+    }
+    return fee;
   }
 
   /**
@@ -991,11 +1019,10 @@ export default class MarketData extends PerpetualDataHandler {
     markPrice: number,
     collToQuoteConversion: number,
     S2: number,
-    symbolToPerpStaticInfo: ReadonlyMap<string, PerpetualStaticInfo>
+    symbolToPerpStaticInfo: Map<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;
@@ -1260,6 +1287,7 @@ export default class MarketData extends PerpetualDataHandler {
 
     let maxLong = pmMaxSignedOpenTradeSize(longOI, shortOI, indexPriceInfo.ema, true, mr, ammFunds);
     let maxShort = pmMaxSignedOpenTradeSize(longOI, shortOI, indexPriceInfo.ema, false, mr, ammFunds);
+    console.log({ maxLong, maxShort });
     if (traderPos > 0n) {
       // pos > 0, so short is closing direction
       maxShort = -Math.max(Math.abs(maxShort), ABK64x64ToFloat(traderPos));
@@ -1689,7 +1717,7 @@ 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
     );
@@ -1820,7 +1848,7 @@ export default class MarketData extends PerpetualDataHandler {
   protected static async openOrdersOnOrderBook(
     traderAddr: string,
     orderBookContract: LimitOrderBook,
-    symbolToPerpStaticInfo: ReadonlyMap<string, PerpetualStaticInfo>,
+    symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>,
     overrides?: Overrides
   ): Promise<Order[]> {
     //eliminate empty orders and map to user friendly orders
@@ -1857,7 +1885,7 @@ export default class MarketData extends PerpetualDataHandler {
     traderAddr: string,
     orderBookContracts: LimitOrderBook[],
     multicall: Multicall3,
-    symbolToPerpStaticInfo: ReadonlyMap<string, PerpetualStaticInfo>,
+    symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>,
     overrides?: Overrides
   ): Promise<{ orders: Order[][]; digests: string[][] }> {
     // eliminate empty orders and map to user friendly orders
@@ -2103,7 +2131,7 @@ export default class MarketData extends PerpetualDataHandler {
    */
   private static async _isMarketClosed(
     symbol: string,
-    _symbolToPerpStaticInfo: ReadonlyMap<string, PerpetualStaticInfo>,
+    _symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>,
     _priceFeedGetter: PriceFeeds
   ): Promise<boolean> {
     const sInfo: PerpetualStaticInfo | undefined = _symbolToPerpStaticInfo.get(symbol);
@@ -2219,7 +2247,7 @@ export default class MarketData extends PerpetualDataHandler {
   private static async _queryPoolAndPerpetualStates(
     _proxyContract: Contract,
     _multicall: Multicall3,
-    _poolStaticInfos: readonly PoolStaticInfo[],
+    _poolStaticInfos: ReadonlyArray<PoolStaticInfo>,
     _symbolList: ReadonlyMap<string, string>,
     _nestedPerpetualIDs: ReadonlyArray<ReadonlyArray<number>>,
     overrides?: Overrides
@@ -2299,7 +2327,7 @@ export default class MarketData extends PerpetualDataHandler {
    */
   protected static _poolDataToPoolState(
     _liquidityPools: Partial<PerpStorage.LiquidityPoolDataStructOutput>[],
-    _poolStaticInfos: readonly PoolStaticInfo[]
+    _poolStaticInfos: ReadonlyArray<PoolStaticInfo>
   ): PoolState[] {
     const poolStates = _liquidityPools.map(
       (pool, k) =>
@@ -2327,8 +2355,8 @@ export default class MarketData extends PerpetualDataHandler {
    * @ignore
    */
   protected static _perpetualDataToPerpetualState(
-    _perpetuals: readonly any[],
-    _longShortBC: readonly [bigint, bigint][],
+    _perpetuals: any[],
+    _longShortBC: [bigint, bigint][],
     _symbolList: ReadonlyMap<string, string>
   ): PerpetualState[] {
     const perpStates = new Array<PerpetualState>();
@@ -2371,11 +2399,11 @@ 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
@@ -2428,17 +2456,16 @@ export default class MarketData extends PerpetualDataHandler {
       ) {
         perp.isMarketClosed = true;
       } else {
-        const indexSymbol = MarketData.getIndexSymbol(_symbolList, info);
-        const idxPriceS2Pair = idxPriceMap.get(indexSymbol)!; // checked in if
+        const idxPriceS2Pair = idxPriceMap.get(MarketData.getIndexSymbol(_symbolList, info))!;
         let idxPriceS3Pair: [number, boolean] = [0, false];
         perp.isMarketClosed =
           idxPriceS2Pair[1] ||
-          (MarketData.isPredictionMarketStatic(info) &&
-            (isNaN(idxPriceS2Pair[0]) || idxPriceS2Pair[0] < 1.01 || idxPriceS2Pair[0] > 1.99));
+          (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) {
@@ -2448,7 +2475,7 @@ export default class MarketData extends PerpetualDataHandler {
         }
         perp.collToQuoteIndexPrice = indexS3;
 
-        const emaKey = indexSymbol + ":ema";
+        const emaKey = info.S2Symbol + ":ema";
         let markPrice: number;
         if (idxPriceMap.has(emaKey)) {
           let ema: number;

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[] = [];
@@ -369,29 +371,25 @@ 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.split("-").at(0) == slot.slot && Number(this.chainId) == slot.chain_id
+        (p) => p.S2Symbol == slotSymbol && Number(this.chainId) == slot.chain_id
       );
       if (perpIdx < 0) {
         // not a known perp - ignore
         continue;
       }
       // set symbol for this slot
-      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
-
+      this.symbolList.set(slot.slot, slot.contract_id);
+      perpStaticInfos[perpIdx].S2Symbol = slot.contract_id + "-USD";
       // set expiry for this symbol
-      const slotExpiry = Number(new Date(slot.expiry));
       this.indexSymbol.set(slot.slot, {
-        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,
+        indexSymbol: slot.slot + "-USD:" + slot.chain_id,
+        expiry: Number(slot.expiry),
       });
     }
 
@@ -733,7 +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();
@@ -749,8 +747,8 @@ export default class PerpetualDataHandler {
    */
   public static async getPerpetualStaticInfo(
     _proxyContract: IPerpetualManager,
-    nestedPerpetualIDs: ReadonlyArray<ReadonlyArray<number>>,
-    symbolList: ReadonlyMap<string, string>,
+    nestedPerpetualIDs: Array<Array<number>>,
+    symbolList: Map<string, string>,
     overrides?: Overrides
   ): Promise<Array<PerpetualStaticInfo>> {
     // flatten perpetual ids into chunks
@@ -834,7 +832,7 @@ export default class PerpetualDataHandler {
     fromIdx: number,
     toIdx: number,
     _proxyContract: IPerpetualManager,
-    _symbolList: ReadonlyMap<string, string>,
+    _symbolList: Map<string, string>,
     overrides?: Overrides
   ): Promise<LiquidityPoolData[]> {
     if (fromIdx < 1) {
@@ -1334,7 +1332,7 @@ export default class PerpetualDataHandler {
       perpId,
       floatToABK64x64(tradeAmount),
       fIndexPrices as [bigint, bigint],
-      conf * 10n,
+      conf & ((1n << 16n) - 1n),
       params,
       overrides || {}
     );
@@ -1486,9 +1484,9 @@ export default class PerpetualDataHandler {
    */
   protected static _calculateLiquidationPrice(
     symbol: string,
-    traderState: readonly bigint[],
+    traderState: bigint[],
     S2: number,
-    symbolToPerpStaticInfo: ReadonlyMap<string, PerpetualStaticInfo>,
+    symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>,
     isPredMarket: boolean
   ): [number, number, number, number, number] {
     const idx_availableCashCC = 2;
@@ -1514,10 +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:
@@ -1552,7 +1550,7 @@ export default class PerpetualDataHandler {
    */
   protected static symbolToPerpetualId(
     symbol: string,
-    symbolToPerpStaticInfo: ReadonlyMap<string, PerpetualStaticInfo>
+    symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>
   ): number {
     let id = symbolToPerpStaticInfo.get(symbol)?.id;
     if (id == undefined) {
@@ -1577,7 +1575,7 @@ export default class PerpetualDataHandler {
     return symbols[0] + "-" + symbols[1] + "-" + symbols[2];
   }
 
-  private static _getByValue<K>(map: ReadonlyMap<K, any>, searchValue: any, valueField: string | number) {
+  private static _getByValue(map: any, searchValue: any, valueField: any) {
     for (let [key, value] of map.entries()) {
       if (value[valueField] === searchValue) {
         return key;
@@ -1602,7 +1600,7 @@ export default class PerpetualDataHandler {
       | IPerpetualOrder.OrderStructOutput
       | IClientOrder.ClientOrderStruct
       | IClientOrder.ClientOrderStructOutput,
-    symbolToPerpInfoMap: ReadonlyMap<string, PerpetualStaticInfo>
+    symbolToPerpInfoMap: Map<string, PerpetualStaticInfo>
   ): Order {
     // find symbol of perpetual id
     const symbol = PerpetualDataHandler._getByValue(symbolToPerpInfoMap, Number(order.iPerpetualId), "id");
@@ -1664,7 +1662,7 @@ export default class PerpetualDataHandler {
   protected static toSmartContractOrder(
     order: Order,
     traderAddr: string,
-    perpStaticInfo: ReadonlyMap<string, PerpetualStaticInfo>
+    perpStaticInfo: Map<string, PerpetualStaticInfo>
   ): SmartContractOrder {
     // this revers if order is invalid
     PerpetualDataHandler.checkOrder(order, perpStaticInfo);
@@ -1756,7 +1754,7 @@ export default class PerpetualDataHandler {
   public static toClientOrder(
     order: Order,
     traderAddr: string,
-    perpStaticInfo: ReadonlyMap<string, PerpetualStaticInfo>,
+    perpStaticInfo: Map<string, PerpetualStaticInfo>,
     parentChildIds?: [string, string]
   ): ClientOrder {
     const scOrder = PerpetualDataHandler.toSmartContractOrder(order, traderAddr, perpStaticInfo);
@@ -1770,7 +1768,7 @@ export default class PerpetualDataHandler {
    */
   public static fromClientOrder(
     obOrder: IClientOrder.ClientOrderStruct | IClientOrder.ClientOrderStructOutput,
-    perpStaticInfo: ReadonlyMap<string, PerpetualStaticInfo>
+    perpStaticInfo: Map<string, PerpetualStaticInfo>
   ): Order {
     const scOrder = {
       flags: obOrder.flags,
@@ -1792,7 +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;
@@ -1856,10 +1853,7 @@ export default class PerpetualDataHandler {
     return flag;
   }
 
-  protected static _getLotSize(
-    symbol: string,
-    symbolToPerpStaticInfo: ReadonlyMap<string, PerpetualStaticInfo>
-  ): number {
+  protected static _getLotSize(symbol: string, symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>): number {
     let perpInfo: PerpetualStaticInfo | undefined = symbolToPerpStaticInfo.get(symbol);
     if (perpInfo == undefined) {
       throw new Error(`no info for perpetual ${symbol}`);
@@ -1869,7 +1863,7 @@ export default class PerpetualDataHandler {
 
   protected static _getMinimalPositionSize(
     symbol: string,
-    symbolToPerpStaticInfo: ReadonlyMap<string, PerpetualStaticInfo>
+    symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>
   ): number {
     return 10 * PerpetualDataHandler._getLotSize(symbol, symbolToPerpStaticInfo);
   }
@@ -2120,7 +2114,7 @@ export default class PerpetualDataHandler {
   protected static checkOrder(
     order: Order,
     // traderAccount: MarginAccount,
-    perpStaticInfo: ReadonlyMap<string, PerpetualStaticInfo>
+    perpStaticInfo: Map<string, PerpetualStaticInfo>
   ) {
     if (!perpStaticInfo.has(order.symbol)) {
       throw new Error(`Perpetual not found for symbol ${order.symbol}`);
@@ -2468,7 +2462,7 @@ export default class PerpetualDataHandler {
    * @returns Array of [perpetual Id, perpetual state (string)]
    */
   public static extractStatesFromStaticInfos(
-    perpInfos: ReadonlyMap<string, PerpetualStaticInfo> | readonly PerpetualStaticInfo[] | undefined
+    perpInfos: Map<string, PerpetualStaticInfo> | PerpetualStaticInfo[] | undefined
   ) {
     const states: [number, string][] = [];
     perpInfos?.forEach(({ state, id }, _keyOrIndex) => states.push([id, state]));

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);
 
@@ -232,7 +233,7 @@ export default class PriceFeeds {
         continue;
       }
       // only report ema if corresponding symbol is requested
-      const keyNoEma = key.substring(0, key.length - 4);
+      const keyNoEma = key.substring(0, key.length - 5);
       if (!symbols.includes(keyNoEma)) {
         continue;
       }
@@ -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/version.ts

@@ -1 +1 @@
-export const D8X_SDK_VERSION = "2.6.23";
+export const D8X_SDK_VERSION = "2.7.01";