@nadohq/engine-client 0.1.0-alpha.1 → 0.1.0-alpha.10

package/src/types/serverExecuteTypes.ts

@@ -1,9 +1,8 @@
 import {
-  EIP712BurnVlpValues,
-  EIP712IsolatedOrderParams,
+  EIP712BurnNlpValues,
   EIP712LinkSignerValues,
   EIP712LiquidateSubaccountValues,
-  EIP712MintVlpValues,
+  EIP712MintNlpValues,
   EIP712OrderCancellationValues,
   EIP712OrderParams,
   EIP712OrderValues,
@@ -11,27 +10,30 @@ import {
   EIP712TransferQuoteValues,
   EIP712WithdrawCollateralValues,
   SignedTx,
-} from '@nadohq/contracts';
+} from '@nadohq/shared';
 import { EngineServerOrderResponse } from './serverQueryTypes';
 
 export interface EngineServerPlaceOrderResponse {
   digest: string;
+  error: string | null;
 }
 
+export type EngineServerPlaceOrdersResponse = EngineServerPlaceOrderResponse[];
+
 export interface EngineServerCancelOrdersResponse {
   cancelled_orders: EngineServerOrderResponse[];
 }
 
 export interface EngineServerExecuteResponseDataByType {
-  burn_vlp: null;
+  burn_nlp: null;
   cancel_and_place: EngineServerPlaceOrderResponse;
   cancel_orders: EngineServerCancelOrdersResponse;
   cancel_product_orders: EngineServerCancelOrdersResponse;
   link_signer: null;
   liquidate_subaccount: null;
-  mint_vlp: null;
-  place_isolated_order: EngineServerPlaceOrderResponse;
+  mint_nlp: null;
   place_order: EngineServerPlaceOrderResponse;
+  place_orders: EngineServerPlaceOrdersResponse;
   transfer_quote: null;
   withdraw_collateral: null;
 }
@@ -71,15 +73,7 @@ export interface EngineServerPlaceOrderParams {
   signature: string;
   // Engine defaults this to true
   spot_leverage: boolean | null;
-}
-
-export interface EngineServerPlaceIsolatedOrderParams {
-  id: number | null;
-  product_id: number;
-  isolated_order: EIP712OrderValues;
-  // Bytes
-  signature: string;
-  // Engine defaults this to false
+  // For isolated orders, this specifies whether margin can be borrowed (i.e. whether the cross account can have a negative USDC balance)
   borrow_margin: boolean | null;
 }
 
@@ -104,7 +98,7 @@ type WithSpotLeverage<T> = T & {
 };
 
 export interface EngineServerExecuteRequestByType {
-  burn_vlp: SignedTx<EIP712BurnVlpValues>;
+  burn_nlp: SignedTx<EIP712BurnNlpValues>;
   cancel_and_place: EngineServiceCancelAndPlaceParams;
   cancel_orders: EngineServerCancelOrdersParams;
   cancel_product_orders: SignedTx<
@@ -115,9 +109,9 @@ export interface EngineServerExecuteRequestByType {
   >;
   link_signer: SignedTx<EIP712LinkSignerValues>;
   liquidate_subaccount: SignedTx<EIP712LiquidateSubaccountValues>;
-  mint_vlp: WithSpotLeverage<SignedTx<EIP712MintVlpValues>>;
-  place_isolated_order: EngineServerPlaceIsolatedOrderParams;
+  mint_nlp: WithSpotLeverage<SignedTx<EIP712MintNlpValues>>;
   place_order: EngineServerPlaceOrderParams;
+  place_orders: EngineServerPlaceOrderParams[];
   transfer_quote: SignedTx<EIP712TransferQuoteValues>;
   withdraw_collateral: WithSpotLeverage<
     SignedTx<EIP712WithdrawCollateralValues>
@@ -131,8 +125,3 @@ export interface EngineServerExecutePlaceOrderPayload {
   payload: EngineServerExecuteRequestByType['place_order'];
   orderParams: EIP712OrderParams;
 }
-
-export interface EngineServerExecutePlaceIsolatedOrderPayload {
-  payload: EngineServerExecuteRequestByType['place_isolated_order'];
-  orderParams: EIP712IsolatedOrderParams;
-}

package/src/types/serverQueryModelTypes.ts

@@ -6,7 +6,6 @@ export interface EngineServerHealthBreakdown {
 
 export interface EngineServerSpotBalanceData {
   amount: string;
-  last_cumulative_multiplier_x18: string;
 }
 
 export interface EngineServerPerpBalanceData {
@@ -36,6 +35,7 @@ export interface EngineServerSpotConfig {
   interest_floor_x18: string;
   interest_small_cap_x18: string;
   interest_large_cap_x18: string;
+  min_deposit_rate_x18: string;
 }
 
 export interface EngineServerSpotState {

package/src/types/serverQueryTypes.ts

@@ -1,4 +1,4 @@
-import { HealthStatus } from '@nadohq/contracts';
+import { HealthStatus } from '@nadohq/shared';
 import {
   EngineServerHealthBreakdown,
   EngineServerPerpBalance,
@@ -95,7 +95,7 @@ export interface EngineServerLinkedSignerParams {
   subaccount: string;
 }
 
-export interface EngineServerMaxMintVlpQueryParams {
+export interface EngineServerMaxMintNlpQueryParams {
   sender: string;
   // If not given, engine defaults to true (leverage/borrow enabled)
   spot_leverage: string | null;
@@ -113,10 +113,9 @@ export interface EngineServerQueryRequestByType {
   market_liquidity: EngineServerMarketLiquidityQueryParams;
   market_price: EngineServerMarketPriceQueryParams;
   market_prices: EngineServerMarketPricesQueryParams;
-  max_vlp_mintable: EngineServerMaxMintVlpQueryParams;
+  max_nlp_mintable: EngineServerMaxMintNlpQueryParams;
   max_order_size: EngineServerMaxOrderSizeQueryParams;
   max_withdrawable: EngineServerMaxWithdrawableQueryParams;
-  min_deposit_rates: Record<string, never>;
   nonces: EngineServerNoncesParams;
   order: EngineServerGetOrderQueryParams;
   orders: EngineServerOrdersQueryParams;
@@ -141,8 +140,6 @@ export type EngineServerQueryRequest<
 export interface EngineServerContractsResponse {
   chain_id: string;
   endpoint_addr: string;
-  // Index is product ID
-  book_addrs: string[];
 }
 
 // Unless in active state, engine is not fully operational
@@ -256,6 +253,7 @@ export interface EngineServerFeeRatesResponse {
   withdraw_sequencer_fees: string[];
   taker_fee_rates_x18: string[];
   maker_fee_rates_x18: string[];
+  fee_tier: number;
 }
 
 export interface EngineServerMarketPrice {
@@ -281,7 +279,7 @@ export interface EngineServerOrder {
   digest: string;
   placed_at: number;
   order_type: string;
-  margin: string | null;
+  appendix: string;
 }
 
 export type EngineServerOrderResponse = EngineServerOrder;
@@ -315,22 +313,12 @@ export interface EngineInsuranceResponse {
   insurance: string;
 }
 
-export interface EngineServerMinDepositRate {
-  product_id: number;
-  min_deposit_rate_x18: string;
-}
-
-export interface EngineServerMinDepositRatesResponse {
-  // product_id -> EngineServerMinDepositRate
-  min_deposit_rates: Record<number, EngineServerMinDepositRate>;
-}
-
 export interface EngineServerEdgeAllProductsResponse {
   // chain_id -> EngineServerAllProductsResponse
   edge_all_products: Record<number, EngineServerAllProductsResponse>;
 }
 
-export interface EngineServerMaxMintVlpResponse {
+export interface EngineServerMaxMintNlpResponse {
   max_quote_amount: string;
 }
 
@@ -346,10 +334,9 @@ export interface EngineServerQueryResponseByType {
   market_liquidity: EngineServerMarketLiquidityResponse;
   market_price: EngineServerMarketPriceResponse;
   market_prices: EngineServerMarketPricesResponse;
-  max_vlp_mintable: EngineServerMaxMintVlpResponse;
+  max_nlp_mintable: EngineServerMaxMintNlpResponse;
   max_order_size: EngineServerMaxOrderSizeResponse;
   max_withdrawable: EngineServerMaxWithdrawableResponse;
-  min_deposit_rates: EngineServerMinDepositRatesResponse;
   nonces: EngineServerNoncesResponse;
   order: EngineServerOrderResponse;
   orders: EngineServerProductOrdersResponse;

package/src/types/serverSubscriptionEventTypes.ts

@@ -1,22 +1,51 @@
-import { EngineServerPriceTickLiquidity } from './serverQueryTypes';
+import {
+  EngineServerOrder,
+  EngineServerPriceTickLiquidity,
+} from './serverQueryTypes';
 
 /**
- * Event from subscribing to a `order_update` stream.
+ * Reasons that can trigger position change events.
  */
-export interface EngineServerSubscriptionOrderUpdateEvent {
-  timestamp: string;
+export type PositionChangeReason =
+  | 'deposit_collateral'
+  | 'match_orders'
+  | 'withdraw_collateral'
+  | 'transfer_quote'
+  | 'settle_pnl'
+  | 'mint_nlp'
+  | 'burn_nlp'
+  | 'liquidate_subaccount';
+
+/**
+ * Possible reasons for order updates.
+ */
+export type OrderUpdateReason = 'cancelled' | 'filled' | 'placed';
+
+export type EngineServerSubscriptionEventType =
+  | 'trade'
+  | 'best_bid_offer'
+  | 'book_depth'
+  | 'fill'
+  | 'position_change'
+  | 'order_update'
+  | 'liquidation'
+  | 'latest_candlestick'
+  | 'funding_payment';
+
+export interface EngineServerSubscriptionBaseEvent<
+  T extends
+    EngineServerSubscriptionEventType = EngineServerSubscriptionEventType,
+> {
+  type: T;
   product_id: number;
-  digest: string;
-  amount: string;
-  reason: string;
 }
 
 /**
  * Event from subscribing to a `trade` stream.
  */
-export interface EngineServerSubscriptionTradeEvent {
+export interface EngineServerSubscriptionTradeEvent
+  extends EngineServerSubscriptionBaseEvent<'trade'> {
   timestamp: string;
-  product_id: number;
   price: string;
   taker_qty: string;
   maker_qty: string;
@@ -26,49 +55,128 @@ export interface EngineServerSubscriptionTradeEvent {
 /**
  * Event from subscribing to a `best_bid_offer` stream.
  */
-export interface EngineServerSubscriptionBestBidOfferEvent {
+export interface EngineServerSubscriptionBestBidOfferEvent
+  extends EngineServerSubscriptionBaseEvent<'best_bid_offer'> {
   timestamp: string;
-  product_id: number;
   bid_price: string;
   bid_qty: string;
   ask_price: string;
   ask_qty: string;
 }
 
+/**
+ * Event from subscribing to a `book_depth` stream.
+ */
+export interface EngineServerSubscriptionBookDepthEvent
+  extends EngineServerSubscriptionBaseEvent<'book_depth'> {
+  last_max_timestamp: string;
+  min_timestamp: string;
+  max_timestamp: string;
+  bids: EngineServerPriceTickLiquidity[];
+  asks: EngineServerPriceTickLiquidity[];
+}
+
 /**
  * Event from subscribing to a `fill` stream.
  */
-export interface EngineServerSubscriptionFillEvent {
+export interface EngineServerSubscriptionFillEvent
+  extends EngineServerSubscriptionBaseEvent<'fill'> {
   // NOTE: `id` is excluded from the response to avoid parsing issues.
   // type of `id` on the backend is `u64` which can overflow until we introduce proper parsing on the SDK.
   timestamp: string;
-  product_id: number;
   subaccount: string;
   order_digest: string;
   filled_qty: string;
   remaining_qty: string;
+  original_qty: string;
   price: string;
   is_taker: boolean;
+  is_bid: boolean;
+  fee: string;
+  submission_idx: string;
+  appendix: string;
 }
 
 /**
  * Event from subscribing to a `position_change` stream.
  */
-export interface EngineServerSubscriptionPositionChangeEvent {
+export interface EngineServerSubscriptionPositionChangeEvent
+  extends EngineServerSubscriptionBaseEvent<'position_change'> {
   timestamp: string;
-  product_id: number;
   subaccount: string;
   amount: string;
+  /** Zero for everything except perps */
   v_quote_amount: string;
+  reason: PositionChangeReason;
 }
 
 /**
- * Event from subscribing to a `book_depth` stream.
+ * Event from subscribing to an `order_update` stream.
  */
-export interface EngineServerSubscriptionBookDepthEvent {
-  min_timestamp: string;
-  max_timestamp: string;
-  product_id: number;
-  bids: EngineServerPriceTickLiquidity[];
-  asks: EngineServerPriceTickLiquidity[];
+export interface EngineServerSubscriptionOrderUpdateEvent
+  extends EngineServerSubscriptionBaseEvent<'order_update'> {
+  timestamp: string;
+  order: EngineServerOrder;
+  reason: OrderUpdateReason;
+}
+
+/**
+ * Event from subscribing to a `liquidation` stream.
+ */
+export interface EngineServerSubscriptionLiquidationEvent
+  extends EngineServerSubscriptionBaseEvent<'liquidation'> {
+  timestamp: string;
+  /** Single element for regular liquidations, two elements for spread liquidations [spotId, perpId] */
+  product_ids: number[];
+  liquidator: string;
+  liquidatee: string;
+  /** Amount liquidated (positive for long, negative for short) */
+  amount: string;
+  /** Price at which liquidation occurred */
+  price: string;
 }
+
+/**
+ * Event from subscribing to a `latest_candlestick` stream.
+ */
+export interface EngineServerSubscriptionLatestCandlestickEvent
+  extends EngineServerSubscriptionBaseEvent<'latest_candlestick'> {
+  timestamp: string;
+  granularity: number;
+  open_x18: string;
+  high_x18: string;
+  low_x18: string;
+  close_x18: string;
+  volume: string;
+}
+
+/**
+ * Event from subscribing to a `funding_payment` stream.
+ */
+export interface EngineServerSubscriptionFundingPaymentEvent
+  extends EngineServerSubscriptionBaseEvent<'funding_payment'> {
+  timestamp: string;
+  /** Funding payment amount (positive = receive, negative = pay) */
+  payment_amount: string;
+  /** Open interest at time of funding */
+  open_interest: string;
+  /** Current cumulative funding values */
+  cumulative_funding_long_x18: string;
+  cumulative_funding_short_x18: string;
+  /** Time delta over which the funding payment was calculated */
+  dt: string;
+}
+
+/**
+ * Union type for all engine server subscription events.
+ */
+export type EngineServerSubscriptionEvent =
+  | EngineServerSubscriptionTradeEvent
+  | EngineServerSubscriptionBestBidOfferEvent
+  | EngineServerSubscriptionBookDepthEvent
+  | EngineServerSubscriptionFillEvent
+  | EngineServerSubscriptionPositionChangeEvent
+  | EngineServerSubscriptionOrderUpdateEvent
+  | EngineServerSubscriptionLiquidationEvent
+  | EngineServerSubscriptionLatestCandlestickEvent
+  | EngineServerSubscriptionFundingPaymentEvent;

package/src/types/serverSubscriptionTypes.ts

@@ -1,5 +1,6 @@
 export interface EngineServerOrderUpdateStreamParams {
-  product_id: number;
+  /** when not provided, subscribes to all products */
+  product_id?: number;
   subaccount: string;
 }
 
@@ -12,12 +13,14 @@ export interface EngineServerBestBidOfferStreamParams {
 }
 
 export interface EngineServerFillStreamParams {
-  product_id: number;
+  /** when not provided, subscribes to all products */
+  product_id?: number;
   subaccount: string;
 }
 
 export interface EngineServerPositionChangeStreamParams {
-  product_id: number;
+  /** when not provided, subscribes to all products */
+  product_id?: number;
   subaccount: string;
 }
 
@@ -25,6 +28,20 @@ export interface EngineServerBookDepthStreamParams {
   product_id: number;
 }
 
+export interface EngineServerLatestCandlestickStreamParams {
+  product_id: number;
+  granularity: number;
+}
+
+export interface EngineServerLiquidationStreamParams {
+  /** when not provided, subscribes to all products */
+  product_id?: number;
+}
+
+export interface EngineServerFundingPaymentStreamParams {
+  product_id: number;
+}
+
 /**
  * Available subscription streams
  */
@@ -35,6 +52,9 @@ export interface EngineServerSubscriptionStreamParamsByType {
   fill: EngineServerFillStreamParams;
   position_change: EngineServerPositionChangeStreamParams;
   book_depth: EngineServerBookDepthStreamParams;
+  liquidation: EngineServerLiquidationStreamParams;
+  latest_candlestick: EngineServerLatestCandlestickStreamParams;
+  funding_payment: EngineServerFundingPaymentStreamParams;
 }
 
 export type EngineServerSubscriptionStreamParamsType =

package/src/utils/productEngineTypeMappers.ts

@@ -1,4 +1,4 @@
-import { ProductEngineType } from '@nadohq/contracts';
+import { ProductEngineType } from '@nadohq/shared';
 import { EngineServerProductType } from '../types';
 
 export function mapProductEngineType(

package/src/utils/queryDataMappers.ts

@@ -2,18 +2,15 @@ import {
   BalanceHealthContributions,
   calcTotalBorrowed,
   calcTotalDeposited,
-  OrderExpirationType,
+  mapValues,
   PerpMarket,
   ProductEngineType,
+  removeDecimals,
   SpotMarket,
   subaccountFromHex,
-} from '@nadohq/contracts';
-import {
-  mapValues,
-  removeDecimals,
   toBigDecimal,
-  toIntegerString,
-} from '@nadohq/utils';
+  unpackOrderAppendix,
+} from '@nadohq/shared';
 import {
   EngineMarketPrice,
   EngineOrder,
@@ -49,7 +46,7 @@ export function mapEngineServerOrder(
   const subaccount = subaccountFromHex(order.sender);
   return {
     digest: order.digest,
-    expiration: toBigDecimal(order.expiration),
+    expiration: Number(order.expiration),
     nonce: order.nonce,
     price: removeDecimals(order.price_x18),
     productId: order.product_id,
@@ -57,19 +54,8 @@ export function mapEngineServerOrder(
     subaccountName: subaccount.subaccountName,
     totalAmount: toBigDecimal(order.amount),
     unfilledAmount: toBigDecimal(order.unfilled_amount),
-    margin: order.margin ? toBigDecimal(order.margin) : null,
-    // Standardizes from hex
-    // toFixed is required as toString gives values with `e`
-    orderParams: {
-      amount: toIntegerString(order.amount),
-      expiration: toIntegerString(order.expiration),
-      nonce: order.nonce,
-      price: toIntegerString(removeDecimals(order.price_x18)),
-      subaccountOwner: subaccount.subaccountOwner,
-      subaccountName: subaccount.subaccountName,
-    },
     placementTime: order.placed_at,
-    orderType: order.order_type as OrderExpirationType,
+    appendix: unpackOrderAppendix(order.appendix),
   };
 }
 
@@ -100,6 +86,7 @@ export function mapEngineServerSpotProduct(
       ),
       interestLargeCap: removeDecimals(product.config.interest_large_cap_x18),
       interestSmallCap: removeDecimals(product.config.interest_small_cap_x18),
+      minDepositRate: removeDecimals(product.config.min_deposit_rate_x18),
       longWeightInitial: removeDecimals(product.risk.long_weight_initial_x18),
       longWeightMaintenance: removeDecimals(
         product.risk.long_weight_maintenance_x18,