@d8x/perpetuals-sdk 2.7.1 → 2.7.3

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/d8XMath.ts

@@ -656,6 +656,49 @@ export function pmOpenFee(varphi: number, varphiBar: number, mu_m: number, m_0:
   return fee;
 }
 
+function firstNonZeroNum(numDec: bigint) {
+  let pos = 0n;
+  let temp = numDec;
+  while (temp > 0n) {
+    temp /= 10n;
+    pos++;
+  }
+  return pos;
+}
+
+function decodeUint24Float(num: number | bigint) {
+  const n = BigInt(num);
+
+  const sgnE = n >> 23n;
+  const val = (n >> 3n) & ((1n << 20n) - 1n);
+  const exponent = n & ((1n << 3n) - 1n);
+
+  let v = BigInt.asIntN(128, val * 2n ** 64n);
+
+  let exponent1 = firstNonZeroNum(val);
+  if (exponent1 > 0n) exponent1--;
+
+  if (sgnE == 1n) {
+    v = (v * 2n ** 64n) / 10n ** exponent;
+  } else {
+    v = (v * 10n ** exponent) / 2n ** 64n;
+  }
+  return ABK64x64ToFloat(v);
+}
+
+export function extractLvgFeeParams(conf: bigint) {
+  // static replication of _checkOracleStatus and _extractLvgFeeParams
+  const param = BigInt.asIntN(64, conf >> 16n); //  int64(conf >> 16);
+  const enc = BigInt.asUintN(64, BigInt.asUintN(128, param)); // uint64(uint128(_param));
+  const j = BigInt.asUintN(64, enc >> 44n); // uint64 j = enc >> 44; //top 4 bits
+  const st = BigInt.asUintN(64, enc & ((BigInt.asUintN(64, 1n) << 44n) - 1n)); // uint64 st = enc & ((uint64(1) << 44) - 1); // low 44 bits are sigt (padded 24-bit)
+  const jump = ABK64x64ToFloat(BigInt.asUintN(128, BigInt.asIntN(64, j)) * BigInt.asIntN(128, 922337203685477580n)); // jump = int128(int64(j)) * int128(922337203685477580); // times 0.05 in ABDK
+
+  const sigt = decodeUint24Float(BigInt.asUintN(24, st & ((1n << 24n) - 1n))); // uint24(st & ((1 << 24) - 1));
+
+  return { jump, sigt };
+}
+
 //sigt = sigma*sqrt(t)
 function calcKappa(varphi: number, varphiLiq: number, sigt: number): number {
   const p = 1 - varphi;
@@ -1060,9 +1103,7 @@ export function pmMaxSignedOpenTradeSize(
     // closed
     return 0;
   }
-  const counterPos = isBuy ? -short : long;
-  const m = pmMaintenanceMarginRate(counterPos, counterPos * sm, sm, mr);
   let p = !isBuy ? sm - 1 : 2 - sm;
   p = p < 0.01 ? 0.01 : p > 0.99 ? 0.99 : p; // same cap as contract
-  return isBuy ? (ammFundsQC + m * p * short) / p - long : -(ammFundsQC + m * p * long) / p + short;
+  return isBuy ? (ammFundsQC + mr * short) / p - long : -(ammFundsQC + mr * long) / p + short;
 }

package/src/marketData.ts

@@ -28,6 +28,7 @@ import {
   ABK64x64ToFloat,
   dec18ToFloat,
   decNToFloat,
+  extractLvgFeeParams,
   floatToABK64x64,
   getDepositAmountForLvgTrade,
   getMaxSignedPositionSize,
@@ -849,8 +850,7 @@ export default class MarketData extends PerpetualDataHandler {
     mu_m: number,
     mr: number,
     m_0: number,
-    sigt: number,
-    jump: number
+    conf: bigint
   ): number {
     const isClose = Math.sign(traderPosBC) != Math.sign(tradeAmtBC);
     const isFlip =
@@ -864,6 +864,7 @@ export default class MarketData extends PerpetualDataHandler {
         ? traderLockedInQC / traderPosBC - 1
         : 2 - traderLockedInQC / traderPosBC;
     let fee: number;
+    const { jump, sigt } = extractLvgFeeParams(conf);
     if (isClose && !isFlip) {
       // exit fee
       fee = pmExitFee(varphi, varphiBar, mu_m, m_0, sigt, jump);
@@ -1287,7 +1288,7 @@ 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));

package/src/perpetualDataHandler.ts

@@ -225,7 +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");
+    // console.log("fetched symbol list from source", this.config.configSource + "/symbolList.json");
     this.symbolList = new Map<string, string>(Object.entries(symlist));
   }
 
@@ -303,7 +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) => ({
@@ -324,7 +324,6 @@ 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[] = [];

package/src/priceFeeds.ts

@@ -69,7 +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");
+      // console.log("fetched price config from source", configSrc + "/priceFeedConfig.json");
     }
     this.config = PriceFeeds._selectConfig(configs, this.priceFeedConfigNetwork);
 

package/src/version.ts

@@ -1 +1 @@
-export const D8X_SDK_VERSION = "2.7.01";
+export const D8X_SDK_VERSION = "2.7.3";

package/dist/cjs/main.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/cjs/main.js

@@ -1,15 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const perpetuals_sdk_1 = require("@d8x/perpetuals-sdk");
-async function main() {
-    console.log(perpetuals_sdk_1.MarketData);
-    // setup
-    const config = perpetuals_sdk_1.PerpetualDataHandler.readSDKConfig("zkevm");
-    let mktData = new perpetuals_sdk_1.MarketData(config);
-    await mktData.createProxyInstance();
-    // Get all open orders for a trader/symbol
-    let opOrder = await mktData.openOrders("0xe5a5a989b920d22323b915c36c5db8ac38b4ebd7", "BTC-USDC-USDC");
-    console.log(opOrder);
-}
-main();
-//# sourceMappingURL=main.js.map

package/dist/cjs/main.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"main.js","sourceRoot":"","sources":["../../src/main.ts"],"names":[],"mappings":";;AAAA,wDAAuE;AACvE,KAAK,UAAU,IAAI;IACjB,OAAO,CAAC,GAAG,CAAC,2BAAU,CAAC,CAAC;IACxB,QAAQ;IACR,MAAM,MAAM,GAAG,qCAAoB,CAAC,aAAa,CAAC,OAAO,CAAC,CAAC;IAC3D,IAAI,OAAO,GAAG,IAAI,2BAAU,CAAC,MAAM,CAAC,CAAC;IACrC,MAAM,OAAO,CAAC,mBAAmB,EAAE,CAAC;IACpC,0CAA0C;IAC1C,IAAI,OAAO,GAAG,MAAM,OAAO,CAAC,UAAU,CAAC,4CAA4C,EAAE,eAAe,CAAC,CAAC;IACtG,OAAO,CAAC,GAAG,CAAC,OAAO,CAAC,CAAC;AACvB,CAAC;AACD,IAAI,EAAE,CAAC"}

package/dist/esm/main.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/esm/main.js

@@ -1,13 +0,0 @@
-import { MarketData, PerpetualDataHandler } from "@d8x/perpetuals-sdk";
-async function main() {
-    console.log(MarketData);
-    // setup
-    const config = PerpetualDataHandler.readSDKConfig("zkevm");
-    let mktData = new MarketData(config);
-    await mktData.createProxyInstance();
-    // Get all open orders for a trader/symbol
-    let opOrder = await mktData.openOrders("0xe5a5a989b920d22323b915c36c5db8ac38b4ebd7", "BTC-USDC-USDC");
-    console.log(opOrder);
-}
-main();
-//# sourceMappingURL=main.js.map

package/dist/esm/main.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"main.js","sourceRoot":"","sources":["../../src/main.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,oBAAoB,EAAE,MAAM,qBAAqB,CAAC;AACvE,KAAK,UAAU,IAAI;IACjB,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IACxB,QAAQ;IACR,MAAM,MAAM,GAAG,oBAAoB,CAAC,aAAa,CAAC,OAAO,CAAC,CAAC;IAC3D,IAAI,OAAO,GAAG,IAAI,UAAU,CAAC,MAAM,CAAC,CAAC;IACrC,MAAM,OAAO,CAAC,mBAAmB,EAAE,CAAC;IACpC,0CAA0C;IAC1C,IAAI,OAAO,GAAG,MAAM,OAAO,CAAC,UAAU,CAAC,4CAA4C,EAAE,eAAe,CAAC,CAAC;IACtG,OAAO,CAAC,GAAG,CAAC,OAAO,CAAC,CAAC;AACvB,CAAC;AACD,IAAI,EAAE,CAAC"}

package/dist/esm/main2.d.ts

@@ -1 +0,0 @@
-export {};

package/dist/esm/main2.js

@@ -1,18 +0,0 @@
-import { MarketData, PerpetualDataHandler } from "@d8x/perpetuals-sdk";
-async function main() {
-    console.log(MarketData);
-    // setup
-    const config = PerpetualDataHandler.readSDKConfig("zkevm");
-    let mktData = new MarketData(config);
-    await mktData.createProxyInstance();
-    // Get exchange info
-    let info = await mktData.exchangeInfo();
-    console.log(info);
-    const pools = info.pools;
-    pools.forEach((pool, index) => {
-        console.log(`Perpetuals in pool ${index} (${pool.poolSymbol}):`);
-        console.log(pool.perpetuals);
-    });
-}
-main();
-//# sourceMappingURL=main2.js.map

package/dist/esm/main2.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"main2.js","sourceRoot":"","sources":["../../src/main2.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,oBAAoB,EAAE,MAAM,qBAAqB,CAAC;AACvE,KAAK,UAAU,IAAI;IACjB,OAAO,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;IACxB,QAAQ;IACR,MAAM,MAAM,GAAG,oBAAoB,CAAC,aAAa,CAAC,OAAO,CAAC,CAAC;IAC3D,IAAI,OAAO,GAAG,IAAI,UAAU,CAAC,MAAM,CAAC,CAAC;IACrC,MAAM,OAAO,CAAC,mBAAmB,EAAE,CAAC;IACpC,oBAAoB;IACpB,IAAI,IAAI,GAAG,MAAM,OAAO,CAAC,YAAY,EAAE,CAAC;IACxC,OAAO,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;IAElB,MAAM,KAAK,GAAG,IAAI,CAAC,KAAK,CAAC;IAEzB,KAAK,CAAC,OAAO,CAAC,CAAC,IAAI,EAAE,KAAK,EAAE,EAAE;QAC5B,OAAO,CAAC,GAAG,CAAC,sBAAsB,KAAK,KAAK,IAAI,CAAC,UAAU,IAAI,CAAC,CAAC;QACjE,OAAO,CAAC,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC,CAAC;IAC/B,CAAC,CAAC,CAAC;AACL,CAAC;AACD,IAAI,EAAE,CAAC"}