@dhedge/v2-sdk 1.8.0 → 1.8.2

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@dhedge/v2-sdk",
-  "version": "1.8.0",
+  "version": "1.8.2",
   "license": "MIT",
   "description": "🛠 An SDK for building applications on top of dHEDGE V2",
   "main": "dist/index.js",

package/src/entities/pool.ts

@@ -1242,11 +1242,12 @@ export class Pool {
     changeAmount: BigNumber | string,
     options: any = null
   ): Promise<any> {
-    const tx = await this.poolLogic.execTransaction(
+    const txData = await getFuturesChangePositionTxData(
+      changeAmount,
       market,
-      getFuturesChangePositionTxData(changeAmount),
-      options
+      this
     );
+    const tx = await this.poolLogic.execTransaction(market, txData, options);
     return tx;
   }
 }

package/src/services/futures/constants.ts

@@ -1,4 +1 @@
-import { BigNumber } from "ethers";
-
-export const PRICE_IMPACT_DELTA = BigNumber.from("500000000000000000");
 export const FUTURES_TRACKING = "DHEDGE";

package/src/services/futures/trade.ts

@@ -1,15 +1,26 @@
-import { ethers } from "../..";
-import { FUTURES_TRACKING, PRICE_IMPACT_DELTA } from "./constants";
+import { Pool, ethers } from "../..";
+import { FUTURES_TRACKING } from "./constants";
 import ISynthetixFuturesMarketV2 from "../../abi/ISynthetixFuturesMarketV2.json";
 
-export function getFuturesChangePositionTxData(
-  amount: ethers.BigNumber | string
-): string {
+export async function getFuturesChangePositionTxData(
+  amount: ethers.BigNumber | string,
+  market: string,
+  pool: Pool
+): Promise<string> {
+  const futuresMarket = new ethers.Contract(
+    market,
+    ISynthetixFuturesMarketV2.abi,
+    pool.signer
+  );
+  const fillPrice = await futuresMarket.fillPrice(amount);
+  //Allows for +-0.5% price movements on the desired fill price
+  const adjustmentFactor = ethers.BigNumber.from(amount).lt(0) ? 995 : 1005;
+  const desiredFillPrice = fillPrice.price.mul(adjustmentFactor).div(1000);
   return new ethers.utils.Interface(
     ISynthetixFuturesMarketV2.abi
   ).encodeFunctionData("submitOffchainDelayedOrderWithTracking", [
     amount,
-    PRICE_IMPACT_DELTA,
+    desiredFillPrice,
     ethers.utils.formatBytes32String(FUTURES_TRACKING)
   ]);
 }

package/src/services/oneInch/protocols.ts

@@ -1,7 +1,5 @@
 import axios from "axios";
 
-const excludedProtocols = ["OPTIMISM_PMM6"]; //Clipper
-
 export async function getOneInchProtocols(chainId: number): Promise<string> {
   try {
     const response = await axios.get(
@@ -9,8 +7,9 @@ export async function getOneInchProtocols(chainId: number): Promise<string> {
     );
     const protocols = response.data.protocols.map((e: { id: string }) => e.id);
     const filteredProtocols = protocols.filter(
-      (e: string) => !excludedProtocols.includes(e)
+      (e: string) => !e.includes("PMM")
     );
+
     return `&protocols=${filteredProtocols.join(",")}`;
   } catch {
     return "";

package/src/test/futures.test.ts

@@ -29,9 +29,9 @@ describe("pool", () => {
     expect(sUSDBalanceDelta.abs().toString()).toBe(depositAmount);
   });
 
-  it("goes long ETH-PERP about 3x leverage", async () => {
-    //size 50*3/1600 (margin * leverage  / price)
-    const size = (0.09 * 1e18).toString();
+  it("goes long ETH-PERP about 2x leverage", async () => {
+    //size 50*2/2000 (margin * leverage  / price)
+    const size = (0.05 * 1e18).toString();
     const tx = await pool.changeFuturesPosition(perp, size);
     expect(tx).not.toBe(null);
   });

package/src/test/1inch.test.ts

@@ -1,54 +0,0 @@
-import { Dhedge } from "..";
-import { Dapp, Network } from "../types";
-import { TEST_POOL, USDC, WBTC } from "./constants";
-import { getTxOptions } from "./txOptions";
-
-import { wallet } from "./wallet";
-
-let dhedge: Dhedge;
-let options: any;
-
-jest.setTimeout(100000);
-
-describe("pool", () => {
-  beforeAll(async () => {
-    dhedge = new Dhedge(wallet, Network.OPTIMISM);
-    options = await getTxOptions(Network.OPTIMISM);
-  });
-
-  //   it("approves unlimited USDC on 1Inch", async () => {
-  //     let result;
-  //     const pool = await dhedge.loadPool(TEST_POOL);
-  //     try {
-  //       result = await pool.approve(
-  //         Dapp.ONEINCH,
-  //         USDC,
-  //         ethers.constants.MaxInt256,
-  //         options
-  //       );
-  //       console.log(result);
-  //     } catch (e) {
-  //       console.log(e);
-  //     }
-  //     expect(result).not.toBe(null);
-  //   });
-
-  it("trades 1 USDC into WBTC on 1Inch", async () => {
-    let result;
-    const pool = await dhedge.loadPool(TEST_POOL);
-    try {
-      result = await pool.trade(
-        Dapp.ONEINCH,
-        USDC,
-        WBTC,
-        "1000000",
-        0.5,
-        options
-      );
-      console.log(result);
-    } catch (e) {
-      console.log(e);
-    }
-    expect(result).not.toBe(null);
-  });
-});