@haneullabs/deepbook-v3 0.1.0

package/src/transactions/marginTPSL.ts

@@ -0,0 +1,296 @@
+// Copyright (c) Mysten Labs, Inc.
+// SPDX-License-Identifier: Apache-2.0
+import type { Transaction } from '@haneullabs/haneul/transactions';
+
+import type { DeepBookConfig } from '../utils/config.js';
+import type {
+	PendingLimitOrderParams,
+	PendingMarketOrderParams,
+	AddConditionalOrderParams,
+} from '../types/index.js';
+import { OrderType, SelfMatchingOptions } from '../types/index.js';
+import { MAX_TIMESTAMP, FLOAT_SCALAR } from '../utils/config.js';
+
+/**
+ * MarginTPSLContract class for managing Take Profit / Stop Loss operations.
+ */
+export class MarginTPSLContract {
+	#config: DeepBookConfig;
+
+	/**
+	 * @param {DeepBookConfig} config Configuration for MarginTPSLContract
+	 */
+	constructor(config: DeepBookConfig) {
+		this.#config = config;
+	}
+
+	// === Helper Functions ===
+
+	/**
+	 * @description Create a new condition for a conditional order
+	 * @param {string} poolKey The key to identify the pool
+	 * @param {boolean} triggerBelowPrice Whether to trigger when price is below trigger price
+	 * @param {number} triggerPrice The price at which to trigger the order
+	 * @returns A function that takes a Transaction object
+	 */
+	newCondition =
+		(poolKey: string, triggerBelowPrice: boolean, triggerPrice: number) => (tx: Transaction) => {
+			const pool = this.#config.getPool(poolKey);
+			const baseCoin = this.#config.getCoin(pool.baseCoin);
+			const quoteCoin = this.#config.getCoin(pool.quoteCoin);
+			const inputPrice = Math.round(
+				(triggerPrice * FLOAT_SCALAR * quoteCoin.scalar) / baseCoin.scalar,
+			);
+			return tx.moveCall({
+				target: `${this.#config.MARGIN_PACKAGE_ID}::tpsl::new_condition`,
+				arguments: [tx.pure.bool(triggerBelowPrice), tx.pure.u64(inputPrice)],
+			});
+		};
+
+	/**
+	 * @description Create a new pending limit order for use in conditional orders
+	 * @param {string} poolKey The key to identify the pool
+	 * @param {PendingLimitOrderParams} params Parameters for the pending limit order
+	 * @returns A function that takes a Transaction object
+	 */
+	newPendingLimitOrder =
+		(poolKey: string, params: PendingLimitOrderParams) => (tx: Transaction) => {
+			const {
+				clientOrderId,
+				orderType = OrderType.NO_RESTRICTION,
+				selfMatchingOption = SelfMatchingOptions.SELF_MATCHING_ALLOWED,
+				price,
+				quantity,
+				isBid,
+				payWithDeep = true,
+				expireTimestamp = MAX_TIMESTAMP,
+			} = params;
+			const pool = this.#config.getPool(poolKey);
+			const baseCoin = this.#config.getCoin(pool.baseCoin);
+			const quoteCoin = this.#config.getCoin(pool.quoteCoin);
+			const inputPrice = Math.round((price * FLOAT_SCALAR * quoteCoin.scalar) / baseCoin.scalar);
+			const inputQuantity = Math.round(quantity * baseCoin.scalar);
+			return tx.moveCall({
+				target: `${this.#config.MARGIN_PACKAGE_ID}::tpsl::new_pending_limit_order`,
+				arguments: [
+					tx.pure.u64(clientOrderId),
+					tx.pure.u8(orderType),
+					tx.pure.u8(selfMatchingOption),
+					tx.pure.u64(inputPrice),
+					tx.pure.u64(inputQuantity),
+					tx.pure.bool(isBid),
+					tx.pure.bool(payWithDeep),
+					tx.pure.u64(expireTimestamp),
+				],
+			});
+		};
+
+	/**
+	 * @description Create a new pending market order for use in conditional orders
+	 * @param {string} poolKey The key to identify the pool
+	 * @param {PendingMarketOrderParams} params Parameters for the pending market order
+	 * @returns A function that takes a Transaction object
+	 */
+	newPendingMarketOrder =
+		(poolKey: string, params: PendingMarketOrderParams) => (tx: Transaction) => {
+			const {
+				clientOrderId,
+				selfMatchingOption = SelfMatchingOptions.SELF_MATCHING_ALLOWED,
+				quantity,
+				isBid,
+				payWithDeep = true,
+			} = params;
+			const pool = this.#config.getPool(poolKey);
+			const baseCoin = this.#config.getCoin(pool.baseCoin);
+			const inputQuantity = Math.round(quantity * baseCoin.scalar);
+			return tx.moveCall({
+				target: `${this.#config.MARGIN_PACKAGE_ID}::tpsl::new_pending_market_order`,
+				arguments: [
+					tx.pure.u64(clientOrderId),
+					tx.pure.u8(selfMatchingOption),
+					tx.pure.u64(inputQuantity),
+					tx.pure.bool(isBid),
+					tx.pure.bool(payWithDeep),
+				],
+			});
+		};
+
+	// === Public Functions ===
+
+	/**
+	 * @description Add a conditional order (take profit or stop loss)
+	 * @param {AddConditionalOrderParams} params Parameters for adding the conditional order
+	 * @returns A function that takes a Transaction object
+	 */
+	addConditionalOrder = (params: AddConditionalOrderParams) => (tx: Transaction) => {
+		const { marginManagerKey, conditionalOrderId, triggerBelowPrice, triggerPrice, pendingOrder } =
+			params;
+		const manager = this.#config.getMarginManager(marginManagerKey);
+		const pool = this.#config.getPool(manager.poolKey);
+		const baseCoin = this.#config.getCoin(pool.baseCoin);
+		const quoteCoin = this.#config.getCoin(pool.quoteCoin);
+
+		// Create condition
+		const condition = this.newCondition(manager.poolKey, triggerBelowPrice, triggerPrice)(tx);
+
+		// Create pending order based on type
+		const isLimitOrder = 'price' in pendingOrder;
+		const pending = isLimitOrder
+			? this.newPendingLimitOrder(manager.poolKey, pendingOrder as PendingLimitOrderParams)(tx)
+			: this.newPendingMarketOrder(manager.poolKey, pendingOrder as PendingMarketOrderParams)(tx);
+
+		tx.moveCall({
+			target: `${this.#config.MARGIN_PACKAGE_ID}::margin_manager::add_conditional_order`,
+			arguments: [
+				tx.object(manager.address),
+				tx.object(pool.address),
+				tx.object(baseCoin.priceInfoObjectId!),
+				tx.object(quoteCoin.priceInfoObjectId!),
+				tx.object(this.#config.MARGIN_REGISTRY_ID),
+				tx.pure.u64(conditionalOrderId),
+				condition,
+				pending,
+				tx.object.clock(),
+			],
+			typeArguments: [baseCoin.type, quoteCoin.type],
+		});
+	};
+
+	/**
+	 * @description Cancel all conditional orders for a margin manager
+	 * @param {string} marginManagerKey The key to identify the margin manager
+	 * @returns A function that takes a Transaction object
+	 */
+	cancelAllConditionalOrders = (marginManagerKey: string) => (tx: Transaction) => {
+		const manager = this.#config.getMarginManager(marginManagerKey);
+		const pool = this.#config.getPool(manager.poolKey);
+		const baseCoin = this.#config.getCoin(pool.baseCoin);
+		const quoteCoin = this.#config.getCoin(pool.quoteCoin);
+		tx.moveCall({
+			target: `${this.#config.MARGIN_PACKAGE_ID}::margin_manager::cancel_all_conditional_orders`,
+			arguments: [tx.object(manager.address), tx.object.clock()],
+			typeArguments: [baseCoin.type, quoteCoin.type],
+		});
+	};
+
+	/**
+	 * @description Cancel a specific conditional order
+	 * @param {string} marginManagerKey The key to identify the margin manager
+	 * @param {string} conditionalOrderId The ID of the conditional order to cancel
+	 * @returns A function that takes a Transaction object
+	 */
+	cancelConditionalOrder =
+		(marginManagerKey: string, conditionalOrderId: string) => (tx: Transaction) => {
+			const manager = this.#config.getMarginManager(marginManagerKey);
+			const pool = this.#config.getPool(manager.poolKey);
+			const baseCoin = this.#config.getCoin(pool.baseCoin);
+			const quoteCoin = this.#config.getCoin(pool.quoteCoin);
+			tx.moveCall({
+				target: `${this.#config.MARGIN_PACKAGE_ID}::margin_manager::cancel_conditional_order`,
+				arguments: [tx.object(manager.address), tx.pure.u64(conditionalOrderId), tx.object.clock()],
+				typeArguments: [baseCoin.type, quoteCoin.type],
+			});
+		};
+
+	/**
+	 * @description Execute conditional orders that have been triggered
+	 * This is a permissionless function that can be called by anyone
+	 * @param {string} marginManagerKey The key to identify the margin manager
+	 * @param {number} maxOrdersToExecute Maximum number of orders to execute in this call
+	 * @returns A function that takes a Transaction object
+	 */
+	executeConditionalOrders =
+		(marginManagerKey: string, maxOrdersToExecute: number) => (tx: Transaction) => {
+			const manager = this.#config.getMarginManager(marginManagerKey);
+			const pool = this.#config.getPool(manager.poolKey);
+			const baseCoin = this.#config.getCoin(pool.baseCoin);
+			const quoteCoin = this.#config.getCoin(pool.quoteCoin);
+			return tx.moveCall({
+				target: `${this.#config.MARGIN_PACKAGE_ID}::margin_manager::execute_conditional_orders`,
+				arguments: [
+					tx.object(manager.address),
+					tx.object(pool.address),
+					tx.object(baseCoin.priceInfoObjectId!),
+					tx.object(quoteCoin.priceInfoObjectId!),
+					tx.object(this.#config.MARGIN_REGISTRY_ID),
+					tx.pure.u64(maxOrdersToExecute),
+					tx.object.clock(),
+				],
+				typeArguments: [baseCoin.type, quoteCoin.type],
+			});
+		};
+
+	// === Read-Only Functions ===
+
+	/**
+	 * @description Get all conditional order IDs for a margin manager
+	 * @param {string} poolKey The key to identify the pool
+	 * @param {string} marginManagerId The ID of the margin manager
+	 * @returns A function that takes a Transaction object
+	 */
+	conditionalOrderIds = (poolKey: string, marginManagerId: string) => (tx: Transaction) => {
+		const pool = this.#config.getPool(poolKey);
+		const baseCoin = this.#config.getCoin(pool.baseCoin);
+		const quoteCoin = this.#config.getCoin(pool.quoteCoin);
+		return tx.moveCall({
+			target: `${this.#config.MARGIN_PACKAGE_ID}::margin_manager::conditional_order_ids`,
+			arguments: [tx.object(marginManagerId)],
+			typeArguments: [baseCoin.type, quoteCoin.type],
+		});
+	};
+
+	/**
+	 * @description Get a specific conditional order by ID
+	 * @param {string} poolKey The key to identify the pool
+	 * @param {string} marginManagerId The ID of the margin manager
+	 * @param {string} conditionalOrderId The ID of the conditional order
+	 * @returns A function that takes a Transaction object
+	 */
+	conditionalOrder =
+		(poolKey: string, marginManagerId: string, conditionalOrderId: string) => (tx: Transaction) => {
+			const pool = this.#config.getPool(poolKey);
+			const baseCoin = this.#config.getCoin(pool.baseCoin);
+			const quoteCoin = this.#config.getCoin(pool.quoteCoin);
+			return tx.moveCall({
+				target: `${this.#config.MARGIN_PACKAGE_ID}::margin_manager::conditional_order`,
+				arguments: [tx.object(marginManagerId), tx.pure.u64(conditionalOrderId)],
+				typeArguments: [baseCoin.type, quoteCoin.type],
+			});
+		};
+
+	/**
+	 * @description Get the lowest trigger price for trigger_above orders
+	 * Returns constants::max_u64() if there are no trigger_above orders
+	 * @param {string} poolKey The key to identify the pool
+	 * @param {string} marginManagerId The ID of the margin manager
+	 * @returns A function that takes a Transaction object
+	 */
+	lowestTriggerAbovePrice = (poolKey: string, marginManagerId: string) => (tx: Transaction) => {
+		const pool = this.#config.getPool(poolKey);
+		const baseCoin = this.#config.getCoin(pool.baseCoin);
+		const quoteCoin = this.#config.getCoin(pool.quoteCoin);
+		return tx.moveCall({
+			target: `${this.#config.MARGIN_PACKAGE_ID}::margin_manager::lowest_trigger_above_price`,
+			arguments: [tx.object(marginManagerId)],
+			typeArguments: [baseCoin.type, quoteCoin.type],
+		});
+	};
+
+	/**
+	 * @description Get the highest trigger price for trigger_below orders
+	 * Returns 0 if there are no trigger_below orders
+	 * @param {string} poolKey The key to identify the pool
+	 * @param {string} marginManagerId The ID of the margin manager
+	 * @returns A function that takes a Transaction object
+	 */
+	highestTriggerBelowPrice = (poolKey: string, marginManagerId: string) => (tx: Transaction) => {
+		const pool = this.#config.getPool(poolKey);
+		const baseCoin = this.#config.getCoin(pool.baseCoin);
+		const quoteCoin = this.#config.getCoin(pool.quoteCoin);
+		return tx.moveCall({
+			target: `${this.#config.MARGIN_PACKAGE_ID}::margin_manager::highest_trigger_below_price`,
+			arguments: [tx.object(marginManagerId)],
+			typeArguments: [baseCoin.type, quoteCoin.type],
+		});
+	};
+}