@nadohq/engine-client 0.1.0-alpha.3 → 0.1.0-alpha.30

package/src/types/serverSubscriptionEventTypes.ts

@@ -1,22 +1,48 @@
 import { 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 +52,133 @@ 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;
+  /**
+   * True if the position change was for an isolated position
+   */
+  isolated: boolean;
 }
 
 /**
- * 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;
+  digest: string;
+  amount: string;
+  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

@@ -2,24 +2,24 @@ 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,
+  EngineNlpLockedBalance,
   EngineOrder,
   EnginePriceTickLiquidity,
   EngineServerIsolatedPositionsResponse,
   EngineServerMarketPrice,
+  EngineServerNlpLockedBalancesResponse,
+  EngineServerNlpPoolInfoResponse,
   EngineServerOrderResponse,
   EngineServerPerpProduct,
   EngineServerPriceTickLiquidity,
@@ -30,6 +30,8 @@ import {
   EngineSymbol,
   EngineSymbolsResponse,
   GetEngineIsolatedPositionsResponse,
+  GetEngineNlpLockedBalancesResponse,
+  GetEngineNlpPoolInfoResponse,
   GetEngineSubaccountSummaryResponse,
 } from '../types';
 import { mapEngineServerProductType } from './productEngineTypeMappers';
@@ -49,7 +51,7 @@ 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 +59,8 @@ 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 +91,7 @@ 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,
@@ -301,3 +293,41 @@ export function mapEngineMarketPrice(
     productId: baseResponse.product_id,
   };
 }
+
+export function mapEngineServerNlpLockedBalances(
+  baseResponse: EngineServerNlpLockedBalancesResponse,
+): GetEngineNlpLockedBalancesResponse {
+  const lockedBalances: EngineNlpLockedBalance[] =
+    baseResponse.locked_balances.map((lockedBalance) => ({
+      productId: lockedBalance.balance.product_id,
+      balance: toBigDecimal(lockedBalance.balance.balance.amount),
+      unlockedAt: lockedBalance.unlocked_at,
+    }));
+
+  return {
+    lockedBalances,
+    balanceLocked: {
+      productId: baseResponse.balance_locked.product_id,
+      balance: toBigDecimal(baseResponse.balance_locked.balance.amount),
+    },
+    balanceUnlocked: {
+      productId: baseResponse.balance_unlocked.product_id,
+      balance: toBigDecimal(baseResponse.balance_unlocked.balance.amount),
+    },
+  };
+}
+
+export function mapEngineServerNlpPoolInfo(
+  baseResponse: EngineServerNlpPoolInfoResponse,
+): GetEngineNlpPoolInfoResponse {
+  return {
+    nlpPools: baseResponse.nlp_pools.map((pool) => ({
+      poolId: pool.pool_id,
+      subaccountHex: pool.subaccount,
+      ownerAddress: pool.owner,
+      balanceWeight: removeDecimals(pool.balance_weight_x18),
+      subaccountInfo: mapSubaccountSummary(pool.subaccount_info),
+      openOrders: pool.open_orders.map(mapEngineServerOrder),
+    })),
+  };
+}