@dydxprotocol/v4-client-js 0.38.3 → 0.38.5

package/src/clients/composite-client.ts

@@ -1,5 +1,7 @@
 import { EncodeObject } from '@cosmjs/proto-signing';
-import { GasPrice, IndexedTx, StdFee } from '@cosmjs/stargate';
+import {
+  Account, GasPrice, IndexedTx, StdFee,
+} from '@cosmjs/stargate';
 import { BroadcastTxAsyncResponse, BroadcastTxSyncResponse } from '@cosmjs/tendermint-rpc/build/tendermint37';
 import { Order_ConditionType, Order_TimeInForce } from '@dydxprotocol/v4-proto/src/codegen/dydxprotocol/clob/order';
 import Long from 'long';
@@ -10,7 +12,13 @@ import { OrderFlags } from '../types';
 import {
   DYDX_DENOM,
   GAS_PRICE,
-  Network, OrderExecution, OrderSide, OrderTimeInForce, OrderType, SHORT_BLOCK_WINDOW,
+  Network,
+  OrderExecution,
+  OrderSide,
+  OrderTimeInForce,
+  OrderType,
+  SHORT_BLOCK_FORWARD,
+  SHORT_BLOCK_WINDOW,
 } from './constants';
 import {
   calculateQuantums,
@@ -35,6 +43,14 @@ import { ValidatorClient } from './validator-client';
 protobuf.util.Long = Long;
 protobuf.configure();
 
+export interface MarketInfo {
+  clobPairId: number;
+  atomicResolution: number;
+  stepBaseQuantums: number;
+  quantumConversionExponent: number;
+  subticksPerTick: number;
+}
+
 export class CompositeClient {
   public readonly network: Network;
   private _indexerClient: IndexerClient;
@@ -89,8 +105,16 @@ export class CompositeClient {
     zeroFee: boolean,
     gasPrice: GasPrice = GAS_PRICE,
     memo?: string,
+    account?: () => Promise<Account>,
   ): Promise<Uint8Array> {
-    return this.validatorClient.post.sign(wallet, messaging, zeroFee, gasPrice, memo);
+    return this.validatorClient.post.sign(
+      wallet,
+      messaging,
+      zeroFee,
+      gasPrice,
+      memo,
+      account,
+    );
   }
 
   /**
@@ -107,8 +131,17 @@ export class CompositeClient {
     zeroFee: boolean,
     gasPrice: GasPrice = GAS_PRICE,
     memo?: string,
+    account?: () => Promise<Account>,
   ): Promise<BroadcastTxAsyncResponse | BroadcastTxSyncResponse | IndexedTx> {
-    return this.validatorClient.post.send(wallet, messaging, zeroFee, gasPrice, memo);
+    return this.validatorClient.post.send(
+      wallet,
+      messaging,
+      zeroFee,
+      gasPrice,
+      memo,
+      undefined,
+      account,
+    );
   }
 
   /**
@@ -144,8 +177,15 @@ export class CompositeClient {
     messaging: () => Promise<EncodeObject[]>,
     gasPrice: GasPrice = GAS_PRICE,
     memo?: string,
+    account?: () => Promise<Account>,
   ): Promise<StdFee> {
-    return this.validatorClient.post.simulate(wallet, messaging, gasPrice, memo);
+    return this.validatorClient.post.simulate(
+      wallet,
+      messaging,
+      gasPrice,
+      memo,
+      account,
+    );
   }
 
   /**
@@ -155,9 +195,17 @@ export class CompositeClient {
      * at any point.
      * @returns The goodTilBlock value
      */
-  private async calculateGoodTilBlock(): Promise<number> {
-    const height = await this.validatorClient.get.latestBlockHeight();
-    return height + 3;
+
+  private async calculateGoodTilBlock(
+    orderFlags: OrderFlags,
+    currentHeight?: number,
+  ): Promise<number> {
+    if (orderFlags === OrderFlags.SHORT_TERM) {
+      const height = currentHeight ?? await this.validatorClient.get.latestBlockHeight();
+      return height + SHORT_BLOCK_FORWARD;
+    } else {
+      return Promise.resolve(0);
+    }
   }
 
   /**
@@ -247,10 +295,18 @@ export class CompositeClient {
         console.log(err);
       });
     });
+    const account: Promise<Account> = this.validatorClient.post.account(
+      subaccount.address,
+      undefined,
+    );
     return this.send(
       subaccount.wallet,
       () => msgs,
-      true);
+      true,
+      undefined,
+      undefined,
+      () => account,
+    );
   }
 
   /**
@@ -272,6 +328,12 @@ export class CompositeClient {
      * @param execution The execution of the order to place.
      * @param postOnly The postOnly of the order to place.
      * @param reduceOnly The reduceOnly of the order to place.
+     * @param triggerPrice The trigger price of conditional orders.
+     * @param marketInfo optional market information for calculating quantums and subticks.
+     *        This can be constructed from Indexer API. If set to null, additional round
+     *        trip to Indexer API will be made.
+     * @param currentHeight Current block height. This can be obtained from ValidatorClient.
+     *        If set to null, additional round trip to ValidatorClient will be made.
      *
      *
      * @throws UnexpectedClientError if a malformed response is returned with no GRPC error
@@ -292,6 +354,8 @@ export class CompositeClient {
     postOnly?: boolean,
     reduceOnly?: boolean,
     triggerPrice?: number,
+    marketInfo?: MarketInfo,
+    currentHeight?: number,
   ): Promise<BroadcastTxAsyncResponse | BroadcastTxSyncResponse | IndexedTx> {
     const msgs: Promise<EncodeObject[]> = new Promise((resolve) => {
       const msg = this.placeOrderMessage(
@@ -309,15 +373,26 @@ export class CompositeClient {
         postOnly,
         reduceOnly,
         triggerPrice,
+        marketInfo,
+        currentHeight,
       );
       msg.then((it) => resolve([it])).catch((err) => {
         console.log(err);
       });
     });
+    const orderFlags = calculateOrderFlags(type, timeInForce);
+    const account: Promise<Account> = this.validatorClient.post.account(
+      subaccount.address,
+      orderFlags,
+    );
     return this.send(
       subaccount.wallet,
       () => msgs,
-      true);
+      true,
+      undefined,
+      undefined,
+      () => account,
+    );
   }
 
   /**
@@ -360,14 +435,22 @@ export class CompositeClient {
     postOnly?: boolean,
     reduceOnly?: boolean,
     triggerPrice?: number,
+    marketInfo?: MarketInfo,
+    currentHeight?: number,
   ): Promise<EncodeObject> {
-    const marketsResponse = await this.indexerClient.markets.getPerpetualMarkets(marketId);
-    const market = marketsResponse.markets[marketId];
-    const clobPairId = market.clobPairId;
-    const atomicResolution = market.atomicResolution;
-    const stepBaseQuantums = market.stepBaseQuantums;
-    const quantumConversionExponent = market.quantumConversionExponent;
-    const subticksPerTick = market.subticksPerTick;
+    const orderFlags = calculateOrderFlags(type, timeInForce);
+
+    const result = await Promise.all([
+      this.calculateGoodTilBlock(orderFlags, currentHeight),
+      this.retrieveMarketInfo(marketId, marketInfo),
+    ],
+    );
+    const goodTilBlock = result[0];
+    const clobPairId = result[1].clobPairId;
+    const atomicResolution = result[1].atomicResolution;
+    const stepBaseQuantums = result[1].stepBaseQuantums;
+    const quantumConversionExponent = result[1].quantumConversionExponent;
+    const subticksPerTick = result[1].subticksPerTick;
     const orderSide = calculateSide(side);
     const quantums = calculateQuantums(
       size,
@@ -380,16 +463,13 @@ export class CompositeClient {
       quantumConversionExponent,
       subticksPerTick,
     );
-    const orderFlags = calculateOrderFlags(type, timeInForce);
     const orderTimeInForce = calculateTimeInForce(type, timeInForce, execution, postOnly);
-    const goodTilBlock = (orderFlags === OrderFlags.SHORT_TERM)
-      ? await this.calculateGoodTilBlock() : 0;
     let goodTilBlockTime = 0;
     if (orderFlags === OrderFlags.LONG_TERM || orderFlags === OrderFlags.CONDITIONAL) {
       if (goodTilTimeInSeconds == null) {
         throw new Error('goodTilTimeInSeconds must be set for LONG_TERM or CONDITIONAL order');
       } else {
-        goodTilBlockTime = await this.calculateGoodTilBlockTime(goodTilTimeInSeconds);
+        goodTilBlockTime = this.calculateGoodTilBlockTime(goodTilTimeInSeconds);
       }
     }
     const clientMetadata = calculateClientMetadata(type);
@@ -419,6 +499,27 @@ export class CompositeClient {
     );
   }
 
+  private async retrieveMarketInfo(marketId: string, marketInfo?:MarketInfo): Promise<MarketInfo> {
+    if (marketInfo) {
+      return Promise.resolve(marketInfo);
+    } else {
+      const marketsResponse = await this.indexerClient.markets.getPerpetualMarkets(marketId);
+      const market = marketsResponse.markets[marketId];
+      const clobPairId = market.clobPairId;
+      const atomicResolution = market.atomicResolution;
+      const stepBaseQuantums = market.stepBaseQuantums;
+      const quantumConversionExponent = market.quantumConversionExponent;
+      const subticksPerTick = market.subticksPerTick;
+      return {
+        clobPairId,
+        atomicResolution,
+        stepBaseQuantums,
+        quantumConversionExponent,
+        subticksPerTick,
+      };
+    }
+  }
+
   /**
      * @description Calculate and create the short term place order message
      *
@@ -787,7 +888,8 @@ export class CompositeClient {
     const signature = await this.sign(
       wallet,
       () => msgs,
-      true);
+      true,
+    );
 
     return Buffer.from(signature).toString('base64');
   }
@@ -812,7 +914,11 @@ export class CompositeClient {
       );
       resolve([msg]);
     });
-    const signature = await this.sign(subaccount.wallet, () => msgs, true);
+    const signature = await this.sign(
+      subaccount.wallet,
+      () => msgs,
+      true,
+    );
 
     return Buffer.from(signature).toString('base64');
   }

package/src/clients/constants.ts

@@ -125,6 +125,8 @@ export const MAX_MEMO_CHARACTERS: number = 256;
 
 export const SHORT_BLOCK_WINDOW: number = 20;
 
+export const SHORT_BLOCK_FORWARD: number = 3;
+
 // Querying
 export const PAGE_REQUEST: PageRequest = {
   key: new Uint8Array(),

package/src/clients/modules/get.ts

@@ -426,6 +426,26 @@ export class Get {
     return BridgeModule.QueryDelayedCompleteBridgeMessagesResponse.decode(data);
   }
 
+  /**
+   * @description Get all validators of a status.
+   *
+   * @returns all validators of a status.
+   */
+  async getAllValidators(
+    status: string = '',
+  ): Promise<StakingModule.QueryValidatorsResponse> {
+    const requestData = Uint8Array.from(
+      StakingModule.QueryValidatorsRequest
+        .encode({ status, pagination: PAGE_REQUEST }).finish(),
+    );
+
+    const data: Uint8Array = await this.sendQuery(
+      '/cosmos.staking.v1beta1.Query/Validators',
+      requestData,
+    );
+    return StakingModule.QueryValidatorsResponse.decode(data);
+  }
+
   private async sendQuery(requestUrl: string, requestData: Uint8Array): Promise<Uint8Array> {
     return this.stargateQueryClient.queryUnverified(requestUrl, requestData);
   }

package/src/clients/modules/post.ts

@@ -5,6 +5,7 @@ import {
   Registry,
 } from '@cosmjs/proto-signing';
 import {
+  Account,
   calculateFee,
   GasPrice,
   IndexedTx,
@@ -55,6 +56,8 @@ export class Post {
     private readonly chainId: string;
     public readonly get: Get;
 
+    private accountNumberCache: Map<string, Account> = new Map();
+
     constructor(
       get: Get,
       chainId: string,
@@ -78,10 +81,20 @@ export class Post {
       messaging: () => Promise<EncodeObject[]>,
       gasPrice: GasPrice = GAS_PRICE,
       memo?: string,
+      account?: () => Promise<Account>,
     ): Promise<StdFee> {
-      const msgs = await messaging();
-      const account = await this.get.getAccount(wallet.address!);
-      return this.simulateTransaction(wallet.pubKey!, account.sequence, msgs, gasPrice, memo);
+      const msgsPromise = messaging();
+      const accountPromise = account ? (await account()) : this.account(wallet.address!);
+      const msgsAndAccount = await Promise.all([msgsPromise, accountPromise]);
+      const msgs = msgsAndAccount[0];
+
+      return this.simulateTransaction(
+        wallet.pubKey!,
+        msgsAndAccount[1].sequence,
+        msgs,
+        gasPrice,
+        memo,
+      );
     }
 
     /**
@@ -98,9 +111,13 @@ export class Post {
       zeroFee: boolean,
       gasPrice: GasPrice = GAS_PRICE,
       memo?: string,
+      account?: () => Promise<Account>,
     ): Promise<Uint8Array> {
-      const msgs = await messaging();
-      return this.signTransaction(wallet, msgs, zeroFee, gasPrice, memo);
+      const msgsPromise = await messaging();
+      const accountPromise = account ? (await account()) : this.account(wallet.address!);
+      const msgsAndAccount = await Promise.all([msgsPromise, accountPromise]);
+      const msgs = msgsAndAccount[0];
+      return this.signTransaction(wallet, msgs, msgsAndAccount[1], zeroFee, gasPrice, memo);
     }
 
     /**
@@ -118,10 +135,16 @@ export class Post {
       gasPrice: GasPrice = GAS_PRICE,
       memo?: string,
       broadcastMode?: BroadcastMode,
+      account?: () => Promise<Account>,
     ): Promise<BroadcastTxAsyncResponse | BroadcastTxSyncResponse | IndexedTx> {
-      const msgs = await messaging();
+      const msgsPromise = messaging();
+      const accountPromise = account ? (await account()) : this.account(wallet.address!);
+      const msgsAndAccount = await Promise.all([msgsPromise, accountPromise]);
+      const msgs = msgsAndAccount[0];
+
       return this.signAndSendTransaction(
         wallet,
+        msgsAndAccount[1],
         msgs,
         zeroFee,
         gasPrice,
@@ -159,11 +182,11 @@ export class Post {
     private async signTransaction(
       wallet: LocalWallet,
       messages: EncodeObject[],
+      account: Account,
       zeroFee: boolean,
       gasPrice: GasPrice = GAS_PRICE,
       memo?: string,
     ): Promise<Uint8Array> {
-      const account = await this.get.getAccount(wallet.address!);
       // Simulate transaction if no fee is specified.
       const fee: StdFee = zeroFee ? {
         amount: [],
@@ -190,6 +213,23 @@ export class Post {
       );
     }
 
+    /**
+     * @description Retrieve an account structure for transactions.
+     * For short term orders, the sequence doesn't matter. Use cached if available.
+     * For long term and conditional orders, a round trip to validator must be made.
+     */
+    public async account(address: string, orderFlags?: OrderFlags): Promise<Account> {
+      if (orderFlags === OrderFlags.SHORT_TERM) {
+        if (this.accountNumberCache.has(address)) {
+          // For SHORT_TERM orders, the sequence doesn't matter
+          return this.accountNumberCache.get(address)!;
+        }
+      }
+      const account = await this.get.getAccount(address);
+      this.accountNumberCache.set(address, account);
+      return account;
+    }
+
     /**
      * @description Sign and send a message
      *
@@ -197,6 +237,7 @@ export class Post {
      */
     private async signAndSendTransaction(
       wallet: LocalWallet,
+      account: Account,
       messages: EncodeObject[],
       zeroFee: boolean,
       gasPrice: GasPrice = GAS_PRICE,
@@ -206,6 +247,7 @@ export class Post {
       const signedTransaction = await this.signTransaction(
         wallet,
         messages,
+        account,
         zeroFee,
         gasPrice,
         memo,
@@ -329,7 +371,16 @@ export class Post {
         );
         resolve([msg]);
       });
-      return this.send(subaccount.wallet, () => msgs, true, undefined, undefined, broadcastMode);
+      const account: Promise<Account> = this.account(subaccount.address, orderFlags);
+      return this.send(
+        subaccount.wallet,
+        () => msgs,
+        true,
+        undefined,
+        undefined,
+        broadcastMode,
+        () => account,
+      );
     }
 
     async placeOrderObject(
@@ -377,7 +428,13 @@ export class Post {
         );
         resolve([msg]);
       });
-      return this.send(subaccount.wallet, () => msgs, true, undefined, undefined, broadcastMode);
+      return this.send(
+        subaccount.wallet,
+        () => msgs,
+        true,
+        undefined,
+        undefined,
+        broadcastMode);
     }
 
     async cancelOrderObject(
@@ -415,7 +472,14 @@ export class Post {
         );
         resolve([msg]);
       });
-      return this.send(subaccount.wallet, () => msgs, false, undefined, undefined, broadcastMode);
+      return this.send(
+        subaccount.wallet,
+        () => msgs,
+        false,
+        undefined,
+        undefined,
+        broadcastMode,
+      );
     }
 
     async deposit(
@@ -433,7 +497,14 @@ export class Post {
         );
         resolve([msg]);
       });
-      return this.send(subaccount.wallet, () => msgs, false, undefined, undefined, broadcastMode);
+      return this.send(
+        subaccount.wallet,
+        () => msgs,
+        false,
+        undefined,
+        undefined,
+        broadcastMode,
+      );
     }
 
     async withdraw(
@@ -453,7 +524,14 @@ export class Post {
         );
         resolve([msg]);
       });
-      return this.send(subaccount.wallet, () => msgs, false, undefined, undefined, broadcastMode);
+      return this.send(
+        subaccount.wallet,
+        () => msgs,
+        false,
+        undefined,
+        undefined,
+        broadcastMode,
+      );
     }
 
     async sendToken(

package/src/clients/native.ts

@@ -13,7 +13,7 @@ import { UserError } from '../lib/errors';
 import { encodeJson } from '../lib/helpers';
 import { deriveHDKeyFromEthereumSignature } from '../lib/onboarding';
 import { NetworkOptimizer } from '../network_optimizer';
-import { CompositeClient } from './composite-client';
+import { CompositeClient, MarketInfo } from './composite-client';
 import {
   Network, OrderType, OrderSide, OrderTimeInForce, OrderExecution, IndexerConfig, ValidatorConfig,
 } from './constants';
@@ -224,6 +224,9 @@ export async function placeOrder(
     const reduceOnly = json.reduceOnly ?? false;
     const triggerPrice = json.triggerPrice;
 
+    const marketInfo = json.marketInfo as MarketInfo;
+    const currentHeight = json.currentHeight as number;
+
     const subaccount = new Subaccount(wallet, subaccountNumber);
     const tx = await client.placeOrder(
       subaccount,
@@ -239,6 +242,8 @@ export async function placeOrder(
       postOnly,
       reduceOnly,
       triggerPrice,
+      marketInfo,
+      currentHeight,
     );
     return encodeJson(tx);
   } catch (error) {
@@ -580,9 +585,13 @@ export async function simulateDeposit(
     );
     const msgs: EncodeObject[] = [msg];
     const encodeObjects: Promise<EncodeObject[]> = new Promise((resolve) => resolve(msgs));
-    const stdFee = await client.simulate(globalThis.wallet, () => {
-      return encodeObjects;
-    });
+
+    const stdFee = await client.simulate(
+      globalThis.wallet,
+      () => {
+        return encodeObjects;
+      },
+    );
     return JSON.stringify(stdFee);
   } catch (error) {
     return wrappedError(error);
@@ -619,9 +628,13 @@ export async function simulateWithdraw(
     );
     const msgs: EncodeObject[] = [msg];
     const encodeObjects: Promise<EncodeObject[]> = new Promise((resolve) => resolve(msgs));
-    const stdFee = await client.simulate(globalThis.wallet, () => {
-      return encodeObjects;
-    });
+
+    const stdFee = await client.simulate(
+      globalThis.wallet,
+      () => {
+        return encodeObjects;
+      },
+    );
     return encodeJson(stdFee);
   } catch (error) {
     return wrappedError(error);
@@ -662,6 +675,7 @@ export async function simulateTransferNativeToken(
     );
     const msgs: EncodeObject[] = [msg];
     const encodeObjects: Promise<EncodeObject[]> = new Promise((resolve) => resolve(msgs));
+
     const stdFee = await client.simulate(
       globalThis.wallet,
       () => {