@dhedge/v2-sdk 1.8.0 → 1.8.2

package/dist/v2-sdk.esm.js

@@ -9643,8 +9643,6 @@ function _getEasySwapperTxData() {
   return _getEasySwapperTxData.apply(this, arguments);
 }
 
-var excludedProtocols = ["OPTIMISM_PMM6"]; //Clipper
-
 function getOneInchProtocols(_x) {
   return _getOneInchProtocols.apply(this, arguments);
 }
@@ -9666,7 +9664,7 @@ function _getOneInchProtocols() {
               return e.id;
             });
             filteredProtocols = protocols.filter(function (e) {
-              return !excludedProtocols.includes(e);
+              return !e.includes("PMM");
             });
             return _context.abrupt("return", "&protocols=" + filteredProtocols.join(","));
 
@@ -19145,11 +19143,38 @@ function getFuturesChangeMarginTxData(amount) {
   return new ethers.utils.Interface(ISynthetixFuturesMarketV2.abi).encodeFunctionData("transferMargin", [amount]);
 }
 
-var PRICE_IMPACT_DELTA = /*#__PURE__*/BigNumber.from("500000000000000000");
 var FUTURES_TRACKING = "DHEDGE";
 
-function getFuturesChangePositionTxData(amount) {
-  return new ethers.utils.Interface(ISynthetixFuturesMarketV2.abi).encodeFunctionData("submitOffchainDelayedOrderWithTracking", [amount, PRICE_IMPACT_DELTA, ethers.utils.formatBytes32String(FUTURES_TRACKING)]);
+function getFuturesChangePositionTxData(_x, _x2, _x3) {
+  return _getFuturesChangePositionTxData.apply(this, arguments);
+}
+
+function _getFuturesChangePositionTxData() {
+  _getFuturesChangePositionTxData = _asyncToGenerator( /*#__PURE__*/runtime_1.mark(function _callee(amount, market, pool) {
+    var futuresMarket, fillPrice, adjustmentFactor, desiredFillPrice;
+    return runtime_1.wrap(function _callee$(_context) {
+      while (1) {
+        switch (_context.prev = _context.next) {
+          case 0:
+            futuresMarket = new ethers.Contract(market, ISynthetixFuturesMarketV2.abi, pool.signer);
+            _context.next = 3;
+            return futuresMarket.fillPrice(amount);
+
+          case 3:
+            fillPrice = _context.sent;
+            //Allows for +-0.5% price movements on the desired fill price
+            adjustmentFactor = ethers.BigNumber.from(amount).lt(0) ? 995 : 1005;
+            desiredFillPrice = fillPrice.price.mul(adjustmentFactor).div(1000);
+            return _context.abrupt("return", new ethers.utils.Interface(ISynthetixFuturesMarketV2.abi).encodeFunctionData("submitOffchainDelayedOrderWithTracking", [amount, desiredFillPrice, ethers.utils.formatBytes32String(FUTURES_TRACKING)]));
+
+          case 7:
+          case "end":
+            return _context.stop();
+        }
+      }
+    }, _callee);
+  }));
+  return _getFuturesChangePositionTxData.apply(this, arguments);
 }
 
 var Pool = /*#__PURE__*/function () {
@@ -21153,7 +21178,7 @@ var Pool = /*#__PURE__*/function () {
   /*#__PURE__*/
   function () {
     var _changeFuturesPosition = /*#__PURE__*/_asyncToGenerator( /*#__PURE__*/runtime_1.mark(function _callee37(market, changeAmount, options) {
-      var tx;
+      var txData, tx;
       return runtime_1.wrap(function _callee37$(_context37) {
         while (1) {
           switch (_context37.prev = _context37.next) {
@@ -21163,13 +21188,18 @@ var Pool = /*#__PURE__*/function () {
               }
 
               _context37.next = 3;
-              return this.poolLogic.execTransaction(market, getFuturesChangePositionTxData(changeAmount), options);
+              return getFuturesChangePositionTxData(changeAmount, market, this);
 
             case 3:
+              txData = _context37.sent;
+              _context37.next = 6;
+              return this.poolLogic.execTransaction(market, txData, options);
+
+            case 6:
               tx = _context37.sent;
               return _context37.abrupt("return", tx);
 
-            case 5:
+            case 8:
             case "end":
               return _context37.stop();
           }