@dhedge/v2-sdk 1.8.1 → 1.8.2

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@dhedge/v2-sdk",
-  "version": "1.8.1",
+  "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/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);
   });