@strkfarm/sdk 2.0.0-dev.29 → 2.0.0-dev.30

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@strkfarm/sdk",
-  "version": "2.0.0-dev.29",
+  "version": "2.0.0-dev.30",
   "description": "STRKFarm TS SDK (Meant for our internal use, but feel free to use it)",
   "typings": "dist/index.d.ts",
   "types": "dist/index.d.ts",

package/src/modules/ExtendedWrapperSDk/types.ts

@@ -256,6 +256,7 @@ export interface CreateOrderRequest {
   price: string;
   side: OrderSide;
   post_only?: boolean;
+  reduce_only?: boolean;
   previous_order_id?: number;
   external_id?: string;
   time_in_force?: TimeInForce;

package/src/modules/ExtendedWrapperSDk/wrapper.ts

@@ -3,6 +3,7 @@
  * Provides a clean interface to interact with the Extended Exchange trading API
  */
 
+import BigNumber from "bignumber.js";
 import {
   CreateOrderRequest,
   WithdrawRequest,
@@ -26,12 +27,88 @@ import {
   UpdateLeverageRequest,
 } from "./types";
 
+type ExtendedTradingRules = {
+  minOrderSize: BigNumber;
+  qtyStep: BigNumber;
+  priceStep: BigNumber;
+};
+
+function asRecord(v: unknown): Record<string, unknown> | null {
+  return v !== null && typeof v === "object" && !Array.isArray(v)
+    ? (v as Record<string, unknown>)
+    : null;
+}
+
+function pickTradingConfig(row: Record<string, unknown>): Record<string, unknown> | null {
+  const tc = row.trading_config ?? row.tradingConfig;
+  return asRecord(tc);
+}
+
+function readTcString(
+  tc: Record<string, unknown>,
+  snake: string,
+  camel: string,
+): string | undefined {
+  const v = tc[snake] ?? tc[camel];
+  if (v === undefined || v === null) return undefined;
+  return String(v).trim();
+}
+
+function tradingRulesFromMarketRow(
+  marketName: string,
+  row: unknown,
+): ExtendedTradingRules {
+  const r = asRecord(row);
+  if (!r) {
+    throw new Error(`ExtendedWrapper: invalid market payload for ${marketName}`);
+  }
+  const tc = pickTradingConfig(r);
+  if (!tc) {
+    throw new Error(`ExtendedWrapper: missing tradingConfig for market ${marketName}`);
+  }
+  const minS = readTcString(tc, "min_order_size", "minOrderSize");
+  const qtyStep = readTcString(tc, "min_order_size_change", "minOrderSizeChange");
+  const pxStep = readTcString(tc, "min_price_change", "minPriceChange");
+  if (!minS || !qtyStep || !pxStep) {
+    throw new Error(`ExtendedWrapper: incomplete tradingConfig for market ${marketName}`);
+  }
+  const minOrderSize = new BigNumber(minS);
+  const qty = new BigNumber(qtyStep);
+  const px = new BigNumber(pxStep);
+  if (!minOrderSize.isFinite() || minOrderSize.lte(0)) {
+    throw new Error(`ExtendedWrapper: invalid minOrderSize for ${marketName}`);
+  }
+  if (!qty.isFinite() || qty.lte(0)) {
+    throw new Error(`ExtendedWrapper: invalid minOrderSizeChange for ${marketName}`);
+  }
+  if (!px.isFinite() || px.lte(0)) {
+    throw new Error(`ExtendedWrapper: invalid minPriceChange for ${marketName}`);
+  }
+  return { minOrderSize, qtyStep: qty, priceStep: px };
+}
+
+function roundToStepBn(value: BigNumber, step: BigNumber): BigNumber {
+  if (step.lte(0)) return value;
+  return value.div(step).round(0, BigNumber.ROUND_HALF_UP).times(step);
+}
+
+function formatBnForApi(bn: BigNumber, step: BigNumber): string {
+  const dp = Math.max(step.decimalPlaces() ?? 0, bn.decimalPlaces() ?? 0, 0);
+  return Number(bn.toFixed(Math.min(80, dp))).toString();
+}
+
 export class ExtendedWrapper {
   private readUrl: string;
   private writeUrl: string;
   private apiKey?: string;
   private timeout: number;
   private retries: number;
+  /** Per-market rules from GET /markets (tradingConfig); retained for process lifetime (no TTL). */
+  private marketTradingRulesCache = new Map<string, ExtendedTradingRules>();
+  private marketTradingRulesInflight = new Map<
+    string,
+    Promise<ExtendedTradingRules>
+  >();
 
   constructor(config: ExtendedWrapperConfig) {
     this.apiKey = config.apiKey;
@@ -126,15 +203,80 @@ export class ExtendedWrapper {
     throw lastError || new Error("Request failed after all retries");
   }
 
+  private async resolveTradingRules(
+    marketName: string,
+  ): Promise<ExtendedTradingRules> {
+    const cached = this.marketTradingRulesCache.get(marketName);
+    if (cached) return cached;
+    const existing = this.marketTradingRulesInflight.get(marketName);
+    if (existing) return existing;
+    const inflight = (async () => {
+      const res = await this.getMarkets(marketName);
+      if (res.status !== "OK") {
+        throw new Error(
+          `ExtendedWrapper: getMarkets failed for ${marketName}: ${res.message}`,
+        );
+      }
+      const rows = res.data;
+      if (!Array.isArray(rows) || rows.length === 0) {
+        throw new Error(
+          `ExtendedWrapper: empty markets response for ${marketName}`,
+        );
+      }
+      const row = rows.find((m) => asRecord(m)?.name === marketName);
+      if (!row) {
+        throw new Error(
+          `ExtendedWrapper: market ${marketName} not found in markets list`,
+        );
+      }
+      const rules = tradingRulesFromMarketRow(marketName, row);
+      this.marketTradingRulesCache.set(marketName, rules);
+      return rules;
+    })();
+    this.marketTradingRulesInflight.set(marketName, inflight);
+    void inflight.finally(() => {
+      if (this.marketTradingRulesInflight.get(marketName) === inflight) {
+        this.marketTradingRulesInflight.delete(marketName);
+      }
+    });
+    return inflight;
+  }
+
   /**
    * Create a new order on Extended Exchange
    */
   async createOrder(
     request: CreateOrderRequest,
   ): Promise<ExtendedApiResponse<PlacedOrder>> {
+    const rules = await this.resolveTradingRules(request.market_name);
+    const amountBn = new BigNumber(String(request.amount).trim());
+    const priceBn = new BigNumber(String(request.price).trim());
+    if (!amountBn.isFinite() || amountBn.lte(0)) {
+      throw new Error(`ExtendedWrapper: invalid order amount=${request.amount}`);
+    }
+    if (!priceBn.isFinite() || priceBn.lte(0)) {
+      throw new Error(`ExtendedWrapper: invalid order price=${request.price}`);
+    }
+    if (amountBn.lt(rules.minOrderSize)) {
+      throw new Error(
+        `ExtendedWrapper: order amount ${request.amount} is below minOrderSize ${rules.minOrderSize.toFixed()} for ${request.market_name}`,
+      );
+    }
+    const adjAmount = roundToStepBn(amountBn, rules.qtyStep);
+    const adjPrice = roundToStepBn(priceBn, rules.priceStep);
+    if (adjAmount.lt(rules.minOrderSize)) {
+      throw new Error(
+        `ExtendedWrapper: amount after tick rounding ${formatBnForApi(adjAmount, rules.qtyStep)} is below minOrderSize ${rules.minOrderSize.toFixed()} (${request.market_name})`,
+      );
+    }
+    const payload: CreateOrderRequest = {
+      ...request,
+      amount: formatBnForApi(adjAmount, rules.qtyStep),
+      price: formatBnForApi(adjPrice, rules.priceStep),
+    };
     return this.makeRequest<PlacedOrder>("/api/v1/orders", false, {
       method: "POST",
-      body: JSON.stringify(request),
+      body: JSON.stringify(payload),
     });
   }
 
@@ -323,11 +465,11 @@ export class ExtendedWrapper {
     amount: string,
     price: string,
     options: {
-      postOnly?: boolean;
-      reduceOnly?: boolean;
-      previousOrderId?: number;
-      externalId?: string;
-      timeInForce?: TimeInForce;
+      post_only?: boolean;
+      reduce_only?: boolean;
+      previous_order_id?: number;
+      external_id?: string;
+      time_in_force?: TimeInForce;
     } = {},
   ): Promise<ExtendedApiResponse<PlacedOrder>> {
     return this.createOrder({
@@ -356,11 +498,11 @@ export class ExtendedWrapper {
     amount: string,
     price: string,
     options: {
-      postOnly?: boolean;
-      reduceOnly?: boolean;
-      previousOrderId?: number;
-      externalId?: string;
-      timeInForce?: TimeInForce;
+      post_only?: boolean;
+      reduce_only?: boolean;
+      previous_order_id?: number;
+      external_id?: string;
+      time_in_force?: TimeInForce;
     } = {},
   ): Promise<ExtendedApiResponse<PlacedOrder>> {
     return this.createOrder({

package/src/modules/ekubo-quoter.ts

@@ -46,6 +46,8 @@ export class EkuboQuoter {
       const url = this.ENDPOINT.replace("{{AMOUNT}}", amount.toWei()).replace("{{TOKEN_FROM_ADDRESS}}", fromToken).replace("{{TOKEN_TO_ADDRESS}}", toToken);
       logger.verbose(`EkuboQuoter::_callQuoterApi url: ${url}`);
       const quote = await axios.get(url);
+      // console.log('quote', quote.data);
+      // console.log('')
       return quote.data as EkuboQuote;
     } catch (error: any) {
       logger.error(`EkuboQuoter::_callQuoterApi error: ${error.message}`);

package/src/strategies/universal-adapters/extended-adapter.ts

@@ -519,14 +519,15 @@ export class ExtendedAdapter extends BaseAdapter<
         logger.error("error initializing client");
         return null;
       }
-      const setLeverage = await this.setLeverage(
-        leverage,
-        this.config.extendedMarketName,
-      );
-      if (!setLeverage) {
-        logger.error("error depositing or setting leverage");
-        return null;
-      }
+      // todo, instead get levgerage and log errors if not ideal lever already
+      // const setLeverage = await this.setLeverage(
+      //   leverage,
+      //   this.config.extendedMarketName,
+      // );
+      // if (!setLeverage) {
+      //   logger.error("error depositing or setting leverage");
+      //   return null;
+      // }
       const { ask, bid } = await this.fetchOrderBookFromExtended();
       if (
         !ask ||
@@ -705,14 +706,14 @@ export class ExtendedAdapter extends BaseAdapter<
       const result =
         side === OrderSide.SELL
           ? await client.createSellOrder(marketName, amount, price, {
-            postOnly: false,
-            reduceOnly: false,
-            timeInForce: TimeInForce.IOC,
+            post_only: false,
+            reduce_only: false,
+            time_in_force: TimeInForce.IOC,
           })
           : await client.createBuyOrder(marketName, amount, price, {
-            postOnly: false,
-            reduceOnly: true,
-            timeInForce: TimeInForce.IOC,
+            post_only: false,
+            reduce_only: true,
+            time_in_force: TimeInForce.IOC,
           });
       if (result.data.id) {
         const position_id = result.data.id.toString();

package/src/strategies/universal-adapters/vesu-adapter.ts

@@ -648,7 +648,7 @@ export class VesuAdapter extends CacheClass {
       throw new Error('LTV is 0');
     }
     this.setCache(CACHE_KEY, ltv, 300000); // ttl: 5min
-    return this.getCache<number>(CACHE_KEY) as number;
+    return ltv;
   }
 
   async getPositions(config: IConfig, blockNumber: BlockIdentifier = 'latest'): Promise<VaultPosition[]> {
@@ -752,6 +752,9 @@ export class VesuAdapter extends CacheClass {
       debtPrice = (await pricer.getPrice(this.config.debt.priceProxySymbol || this.config.debt.symbol)).price;
     }
     logger.verbose(`VesuAdapter::getAssetPrices collateralPrice: ${collateralPrice}, debtPrice: ${debtPrice}`);
+    if (isNaN(collateralPrice) || isNaN(debtPrice) || collateralPrice == 0 || debtPrice == 0) {
+      throw new Error(`VesuAdapter::getAssetPrices collateralPrice: ${collateralPrice}, debtPrice: ${debtPrice}`);
+    }
     return {
       collateralTokenAmount,
       collateralUSDAmount,

package/src/strategies/universal-adapters/vesu-multiply-adapter.ts

@@ -196,25 +196,34 @@ export class VesuMultiplyAdapter extends BaseAdapter<
   }
 
   private _buildZeroAmountSwapsWithWeights(
-    quote: { splits: any[] },
+    quote: EkuboQuote,
     token: TokenInfo,
     reverseRoutes = false,
   ): { swaps: Swap[]; weights: Web3Number[] } {
     const swaps: Swap[] = quote.splits.map((split) => {
-      const routeNodes = split.route.map((_route: any) => ({
-        pool_key: {
-          token0: ContractAddr.from(_route.pool_key.token0),
-          token1: ContractAddr.from(_route.pool_key.token1),
-          fee: _route.pool_key.fee,
-          tick_spacing: _route.pool_key.tick_spacing.toString(),
-          extension: _route.pool_key.extension,
-        },
-        sqrt_ratio_limit: Web3Number.fromWei(_route.sqrt_ratio_limit, 18),
-        skip_ahead: Web3Number.fromWei(_route.skip_ahead, 0),
-      }));
-      if (reverseRoutes) {
-        routeNodes.reverse();
-      }
+      let sellToken = token.address;
+      const routeNodes = split.route.map((_route: any) => {
+        // switch to other for next route.
+        let isSellToken0 = sellToken.eqString(_route.pool_key.token0);
+        isSellToken0 = reverseRoutes ? !isSellToken0 : isSellToken0;
+        sellToken = isSellToken0 ? ContractAddr.from(_route.pool_key.token1) : ContractAddr.from(_route.pool_key.token0);
+
+        return {
+          pool_key: {
+            token0: ContractAddr.from(_route.pool_key.token0),
+            token1: ContractAddr.from(_route.pool_key.token1),
+            fee: _route.pool_key.fee,
+            tick_spacing: _route.pool_key.tick_spacing.toString(),
+            extension: _route.pool_key.extension,
+          },
+          sqrt_ratio_limit: isSellToken0 ? Web3Number.fromWei(MIN_SQRT_RATIO_LIMIT.toString(), 18) : Web3Number.fromWei(MAX_SQRT_RATIO_LIMIT.toString(), 18),
+          skip_ahead: Web3Number.fromWei(_route.skip_ahead, 0),
+        }
+      });
+      // incorrect logic, hence commented. Ekubo already returns routes in correct order.
+      // if (reverseRoutes) {
+      //   routeNodes.reverse();
+      // }
       return {
         route: routeNodes,
         token_amount: {
@@ -684,7 +693,7 @@ export class VesuMultiplyAdapter extends BaseAdapter<
       dexPrice
     );
 
-    logger.verbose(
+    logger.info(
       `${VesuMultiplyAdapter.name}::_getIncreaseCalldata debtAmount: ${debtAmount}, addedCollateral: ${addedCollateral}`
     );
     let leverSwap: Swap[] = [];
@@ -738,7 +747,7 @@ export class VesuMultiplyAdapter extends BaseAdapter<
           await new Promise((resolve) => setTimeout(resolve, 10000));
         } else {
           throw new Error(
-            `VesuMultiplyAdapter: Price impact too high (${swapQuote.price_impact}), skipping swap`
+            `VesuMultiplyAdapter: Price impact too high (${swapQuote.price_impact}), skipping swap, debtAmount=${debtAmount.toNumber()}, collateralPrice=${collateralPrice}, debtPrice=${debtPrice}`
           );
         }
       } catch (error) {

package/src/strategies/vesu-extended-strategy/services/executionService.ts

@@ -1082,14 +1082,14 @@ export class ExecutionService {
       }
 
       // set extended leverage
-      const setLevResult = await this._config.extendedAdapter.setLeverage(calculateExtendedLevergae().toString(), this._config.extendedAdapter.config.extendedMarketName);
-      if (!setLevResult) {
-        logger.error(
-          `${this._tag}::_executeCoordinatedCase failed to set leverage`,
-        );
-        results.push(this._failureResult(extendedRoute));
-        return results;
-      }
+      // const setLevResult = await this._config.extendedAdapter.setLeverage(calculateExtendedLevergae().toString(), this._config.extendedAdapter.config.extendedMarketName);
+      // if (!setLevResult) {
+      //   logger.error(
+      //     `${this._tag}::_executeCoordinatedCase failed to set leverage`,
+      //   );
+      //   results.push(this._failureResult(extendedRoute));
+      //   return results;
+      // }
 
       const isIncrease = ExecutionService.INCREASE_EXPOSURE_ROUTES.has(
         extendedRoute.type,
@@ -1116,8 +1116,9 @@ export class ExecutionService {
         onChainCalls = callArrays.flat();
       } catch (err) {
         logger.error(
-          `${this._tag}::_executeCoordinatedCase on-chain call construction failed: ${err}`,
+          `${this._tag}::_executeCoordinatedCase on-chain call construction failed:`,
         );
+        console.error(err);
         await this._emitEvent(ExecutionEventType.FAILURE, {
           routeSummary: `coordinated on-chain build for case "${caseEntry.case.id}"`,
           error: `${err}`,
@@ -1207,7 +1208,7 @@ export class ExecutionService {
       const timeoutMs =
         this._config.extendedFillTimeoutMs ?? DEFAULT_EXTENDED_FILL_TIMEOUT_MS;
       const extResult = await this._executeExtendedLimitOrderWithRecovery(
-        btcAmount,
+        Math.abs(btcAmount),
         executionPrice,
         side,
         {
@@ -1873,7 +1874,7 @@ export class ExecutionService {
       return this._failureResult(route);
     }
     const closeResult = await this._executeExtendedLimitOrderWithRecovery(
-      positionToClose.toNumber(),
+      Math.abs(positionToClose.toNumber()),
       midPrice,
       OrderSide.BUY,
     );
@@ -1894,7 +1895,7 @@ export class ExecutionService {
     );
     // todo need to ensure this one passes for sure
     const reopenResult = await this._executeExtendedLimitOrderWithRecovery(
-      positionToClose.toNumber(),
+      Math.abs(positionToClose.toNumber()),
       midPrice,
       OrderSide.SELL,
     );
@@ -1957,7 +1958,7 @@ export class ExecutionService {
       return this._failureResult(route);
     }
     const result = await this._executeExtendedLimitOrderWithRecovery(
-      route.amount.toNumber(),
+      Math.abs(route.amount.toNumber()),
       midPrice,
       OrderSide.SELL,
     );
@@ -2013,7 +2014,7 @@ export class ExecutionService {
       return this._failureResult(route);
     }
     const result = await this._executeExtendedLimitOrderWithRecovery(
-      route.amount.toNumber(),
+      Math.abs(route.amount.toNumber()),
       midPrice,
       OrderSide.BUY,
     );