aftermath-ts-sdk 1.1.76 → 1.1.78
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/general/apiHelpers/transactionsApiHelpers.d.ts +8 -0
- package/dist/general/apiHelpers/transactionsApiHelpers.d.ts.map +1 -1
- package/dist/general/apiHelpers/transactionsApiHelpers.js +73 -0
- package/dist/general/providers/aftermath.d.ts +6 -0
- package/dist/general/providers/aftermath.d.ts.map +1 -1
- package/dist/general/providers/aftermath.js +8 -0
- package/dist/general/providers/aftermathApi.d.ts +2 -0
- package/dist/general/providers/aftermathApi.d.ts.map +1 -1
- package/dist/general/providers/aftermathApi.js +4 -0
- package/dist/general/types/castingTypes.d.ts +1 -0
- package/dist/general/types/castingTypes.d.ts.map +1 -1
- package/dist/general/types/configTypes.d.ts +13 -0
- package/dist/general/types/configTypes.d.ts.map +1 -1
- package/dist/general/types/generalTypes.d.ts +1 -0
- package/dist/general/types/generalTypes.d.ts.map +1 -1
- package/dist/general/utils/casting.d.ts +2 -0
- package/dist/general/utils/casting.d.ts.map +1 -1
- package/dist/general/utils/casting.js +2 -0
- package/dist/packages/dca/api/dcaApi.d.ts +44 -0
- package/dist/packages/dca/api/dcaApi.d.ts.map +1 -0
- package/dist/packages/dca/api/dcaApi.js +215 -0
- package/dist/packages/dca/api/dcaApiCasting.d.ts +11 -0
- package/dist/packages/dca/api/dcaApiCasting.d.ts.map +1 -0
- package/dist/packages/dca/api/dcaApiCasting.js +170 -0
- package/dist/packages/dca/api/dcaApiCastingTypes.d.ts +132 -0
- package/dist/packages/dca/api/dcaApiCastingTypes.d.ts.map +1 -0
- package/dist/packages/dca/api/dcaApiCastingTypes.js +2 -0
- package/dist/packages/dca/dca.d.ts +87 -0
- package/dist/packages/dca/dca.d.ts.map +1 -0
- package/dist/packages/dca/dca.js +138 -0
- package/dist/packages/dca/dcaTypes.d.ts +130 -0
- package/dist/packages/dca/dcaTypes.d.ts.map +1 -0
- package/dist/packages/dca/dcaTypes.js +2 -0
- package/dist/packages/dca/index.d.ts +2 -0
- package/dist/packages/dca/index.d.ts.map +1 -0
- package/dist/packages/dca/index.js +17 -0
- package/dist/packages/multisig/api/multisigApi.d.ts +2 -0
- package/dist/packages/multisig/api/multisigApi.d.ts.map +1 -0
- package/dist/packages/multisig/api/multisigApi.js +49 -0
- package/dist/packages/multisig/index.d.ts +2 -0
- package/dist/packages/multisig/index.d.ts.map +1 -0
- package/dist/packages/multisig/index.js +3 -0
- package/dist/packages/multisig/multisig.d.ts +2 -0
- package/dist/packages/multisig/multisig.d.ts.map +1 -0
- package/dist/packages/multisig/multisig.js +37 -0
- package/dist/packages/multisig/multisigTypes.d.ts +2 -0
- package/dist/packages/multisig/multisigTypes.d.ts.map +1 -0
- package/dist/packages/multisig/multisigTypes.js +13 -0
- package/dist/packages/perpetuals/api/perpetualsApi.d.ts +19 -14
- package/dist/packages/perpetuals/api/perpetualsApi.d.ts.map +1 -1
- package/dist/packages/perpetuals/api/perpetualsApi.js +403 -362
- package/dist/packages/perpetuals/api/perpetualsApiCasting.d.ts +1 -0
- package/dist/packages/perpetuals/api/perpetualsApiCasting.d.ts.map +1 -1
- package/dist/packages/perpetuals/api/perpetualsApiCasting.js +5 -3
- package/dist/packages/perpetuals/perpetuals.d.ts.map +1 -1
- package/dist/packages/perpetuals/perpetualsAccount.d.ts +16 -4
- package/dist/packages/perpetuals/perpetualsAccount.d.ts.map +1 -1
- package/dist/packages/perpetuals/perpetualsAccount.js +50 -22
- package/dist/packages/perpetuals/perpetualsCastingTypes.d.ts +7 -6
- package/dist/packages/perpetuals/perpetualsCastingTypes.d.ts.map +1 -1
- package/dist/packages/perpetuals/perpetualsMarket.d.ts +3 -33
- package/dist/packages/perpetuals/perpetualsMarket.d.ts.map +1 -1
- package/dist/packages/perpetuals/perpetualsMarket.js +8 -184
- package/dist/packages/perpetuals/perpetualsTypes.d.ts +69 -20
- package/dist/packages/perpetuals/perpetualsTypes.d.ts.map +1 -1
- package/dist/packages/router/api/routerApi.d.ts +0 -2
- package/dist/packages/router/api/routerApi.d.ts.map +1 -1
- package/dist/packages/router/api/routerApi.js +7 -48
- package/package.json +2 -2
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@@ -8,6 +8,7 @@ export declare class PerpetualsApiCasting {
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position: PerpetualsPositionIndexerResponse;
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collateralCoinType: CoinType;
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marketId: PerpetualsMarketId;
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leverage: number;
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}) => PerpetualsPosition;
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static accountObjectFromIndexerResponse: (response: PerpetualsAccountPositionsIndexerResponse, collateralCoinType: CoinType) => PerpetualsAccountObject;
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static marketDataFromIndexerResponse(data: PerpetualsMarketDataIndexerResponse, collateralCoinType: CoinType, baseAssetSymbol: CoinSymbol): PerpetualsMarketData;
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"perpetualsApiCasting.d.ts","sourceRoot":"","sources":["../../../../src/packages/perpetuals/api/perpetualsApiCasting.ts"],"names":[],"mappings":"AACA,OAAO,EAMN,uBAAuB,EACvB,kBAAkB,EAGlB,wBAAwB,EACxB,uBAAuB,EACvB,mBAAmB,EACnB,kBAAkB,EAClB,gBAAgB,EAEhB,qBAAqB,EACrB,qBAAqB,EACrB,mBAAmB,EACnB,mBAAmB,EACnB,sBAAsB,EACtB,uBAAuB,EACvB,eAAe,EACf,oBAAoB,EACpB,uBAAuB,EACvB,uBAAuB,EACvB,wBAAwB,EACxB,0BAA0B,EAC1B,kBAAkB,EAClB,MAAM,oBAAoB,CAAC;AAG5B,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAE,MAAM,sBAAsB,CAAC;AAE5D,OAAO,EACN,yBAAyB,EACzB,0BAA0B,EAC1B,+BAA+B,EAC/B,uBAAuB,EACvB,8BAA8B,EAC9B,4BAA4B,EAC5B,4BAA4B,EAC5B,sBAAsB,EACtB,0BAA0B,EAC1B,8BAA8B,EAC9B,6BAA6B,EAC7B,8BAA8B,EAC9B,+BAA+B,EAC/B,iCAAiC,EAGjC,yCAAyC,EACzC,iCAAiC,EACjC,mCAAmC,EACnC,MAAM,2BAA2B,CAAC;AAEnC,OAAO,EAAkB,YAAY,EAAE,aAAa,EAAE,MAAM,gBAAgB,CAAC;AAG7E,qBAAa,oBAAoB;WASlB,oBAAoB,CACjC,IAAI,EAAE,GAAG,EACT,kBAAkB,EAAE,QAAQ,EAC5B,OAAO,EAAE,aAAa,EACtB,MAAM,EAAE,YAAY,GAClB,uBAAuB;IA6B1B,OAAc,0BAA0B,WAAY;QACnD,QAAQ,EAAE,iCAAiC,CAAC;QAC5C,kBAAkB,EAAE,QAAQ,CAAC;QAC7B,QAAQ,EAAE,kBAAkB,CAAC;
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{"version":3,"file":"perpetualsApiCasting.d.ts","sourceRoot":"","sources":["../../../../src/packages/perpetuals/api/perpetualsApiCasting.ts"],"names":[],"mappings":"AACA,OAAO,EAMN,uBAAuB,EACvB,kBAAkB,EAGlB,wBAAwB,EACxB,uBAAuB,EACvB,mBAAmB,EACnB,kBAAkB,EAClB,gBAAgB,EAEhB,qBAAqB,EACrB,qBAAqB,EACrB,mBAAmB,EACnB,mBAAmB,EACnB,sBAAsB,EACtB,uBAAuB,EACvB,eAAe,EACf,oBAAoB,EACpB,uBAAuB,EACvB,uBAAuB,EACvB,wBAAwB,EACxB,0BAA0B,EAC1B,kBAAkB,EAClB,MAAM,oBAAoB,CAAC;AAG5B,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAE,MAAM,sBAAsB,CAAC;AAE5D,OAAO,EACN,yBAAyB,EACzB,0BAA0B,EAC1B,+BAA+B,EAC/B,uBAAuB,EACvB,8BAA8B,EAC9B,4BAA4B,EAC5B,4BAA4B,EAC5B,sBAAsB,EACtB,0BAA0B,EAC1B,8BAA8B,EAC9B,6BAA6B,EAC7B,8BAA8B,EAC9B,+BAA+B,EAC/B,iCAAiC,EAGjC,yCAAyC,EACzC,iCAAiC,EACjC,mCAAmC,EACnC,MAAM,2BAA2B,CAAC;AAEnC,OAAO,EAAkB,YAAY,EAAE,aAAa,EAAE,MAAM,gBAAgB,CAAC;AAG7E,qBAAa,oBAAoB;WASlB,oBAAoB,CACjC,IAAI,EAAE,GAAG,EACT,kBAAkB,EAAE,QAAQ,EAC5B,OAAO,EAAE,aAAa,EACtB,MAAM,EAAE,YAAY,GAClB,uBAAuB;IA6B1B,OAAc,0BAA0B,WAAY;QACnD,QAAQ,EAAE,iCAAiC,CAAC;QAC5C,kBAAkB,EAAE,QAAQ,CAAC;QAC7B,QAAQ,EAAE,kBAAkB,CAAC;QAC7B,QAAQ,EAAE,MAAM,CAAC;KACjB,KAAG,kBAAkB,CAmDpB;IAEF,OAAc,gCAAgC,4EAEzB,QAAQ,KAC1B,uBAAuB,CAmBxB;WAMY,6BAA6B,CAC1C,IAAI,EAAE,mCAAmC,EACzC,kBAAkB,EAAE,QAAQ,EAC5B,eAAe,EAAE,UAAU,GACzB,oBAAoB;IAevB,OAAO,CAAC,MAAM,CAAC,+BAA+B,CA0C5C;IAEF,OAAO,CAAC,MAAM,CAAC,8BAA8B,CAwB3C;IAMF,OAAc,uBAAuB,UAAW,MAAM,EAAE,KAAG,MAAM,CAK/D;IAEF,OAAc,gBAAgB,SAAU,GAAG,KAAG,mBAAmB,CAK/D;IAUF,OAAc,kCAAkC,oDAE7C,uBAAuB,CASxB;IAEF,OAAc,mCAAmC,qDAE9C,wBAAwB,CASzB;IAEF,OAAc,8BAA8B,gDAEzC,mBAAmB,CAYpB;IAEF,OAAc,mCAAmC,qDAE9C,wBAAwB,CAUzB;IAEF,OAAc,qCAAqC,uDAEhD,0BAA0B,CAU3B;IAMF,OAAc,0BAA0B,4CAErC,eAAe,CAgBhB;IAMF,OAAc,8BAA8B,gDAEzC,mBAAmB,CASpB;IAMF,OAAc,6BAA6B,+CAExC,kBAAkB,CAYnB;IAEF,OAAc,2BAA2B,6CAEtC,gBAAgB,CAgBjB;IAEF,OAAc,gCAAgC,kDAE3C,qBAAqB,CAkBtB;IAEF,OAAc,gCAAgC,kDAE3C,qBAAqB,CA+BtB;IAEF,OAAc,kCAAkC,oDAE7C,uBAAuB,CAYxB;IAMF,OAAc,kCAAkC,oDAE7C,uBAAuB,CAYxB;IAEF,OAAc,iCAAiC,mDAE5C,sBAAsB,CAYvB;CACF"}
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@@ -58,9 +58,10 @@ _a = PerpetualsApiCasting;
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// };
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// };
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PerpetualsApiCasting.positionFromIndexerReponse = (inputs) => {
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const { position, collateralCoinType, marketId } = inputs;
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const { position, collateralCoinType, marketId, leverage } = inputs;
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return {
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collateralCoinType,
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leverage,
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collateral: utils_1.Casting.IFixed.iFixedFromStringBytes(position.position.collateral),
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baseAssetAmount: utils_1.Casting.IFixed.iFixedFromStringBytes(position.position.base_asset_amount),
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quoteAssetNotionalAmount: utils_1.Casting.IFixed.iFixedFromStringBytes(position.position.quote_asset_notional_amount),
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@@ -88,9 +89,10 @@ PerpetualsApiCasting.positionFromIndexerReponse = (inputs) => {
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};
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PerpetualsApiCasting.accountObjectFromIndexerResponse = (response, collateralCoinType) => {
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return {
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positions: response.map(([marketIdAsStringBytes, position]) => _a.positionFromIndexerReponse({
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positions: response.map(([marketIdAsStringBytes, position, leverageAsStringBytes]) => _a.positionFromIndexerReponse({
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position,
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collateralCoinType,
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leverage: utils_1.Casting.IFixed.numberFromIFixed(utils_1.Casting.IFixed.iFixedFromStringBytes(leverageAsStringBytes)) || 1,
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marketId: utils_1.Casting.addressFromStringBytes(marketIdAsStringBytes),
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})),
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};
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@@ -283,7 +285,7 @@ PerpetualsApiCasting.filledMakerOrderEventFromOnChain = (eventOnChain) => {
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orderId: BigInt(fields.order_id),
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side: __1.Perpetuals.orderIdToSide(BigInt(fields.order_id)),
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size: BigInt(fields.maker_size),
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dropped: fields.
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dropped: BigInt(fields.maker_final_size) === BigInt(0),
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quoteAssetNotionalAmount: BigInt(fields.maker_quote_amount),
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asksQuantity: BigInt(fields.maker_pending_asks_quantity),
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bidsQuantity: BigInt(fields.maker_pending_bids_quantity),
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{"version":3,"file":"perpetuals.d.ts","sourceRoot":"","sources":["../../../src/packages/perpetuals/perpetuals.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,4BAA4B,CAAC;AACpD,OAAO,EACN,8BAA8B,EAC9B,UAAU,EAKV,kBAAkB,EAClB,yBAAyB,EAEzB,mBAAmB,EAEnB,QAAQ,EACR,iBAAiB,EACjB,qBAAqB,EACrB,oBAAoB,EACpB,SAAS,
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{"version":3,"file":"perpetuals.d.ts","sourceRoot":"","sources":["../../../src/packages/perpetuals/perpetuals.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,4BAA4B,CAAC;AACpD,OAAO,EACN,8BAA8B,EAC9B,UAAU,EAKV,kBAAkB,EAClB,yBAAyB,EAEzB,mBAAmB,EAEnB,QAAQ,EACR,iBAAiB,EACjB,qBAAqB,EACrB,oBAAoB,EACpB,SAAS,EAET,yCAAyC,EACzC,oBAAoB,EAGpB,MAAM,EAEN,MAAM,aAAa,CAAC;AACrB,OAAO,EAAE,gBAAgB,EAAE,MAAM,oBAAoB,CAAC;AACtD,OAAO,EAAE,iBAAiB,EAAE,MAAM,qBAAqB,CAAC;AAIxD,OAAO,EAAE,oBAAoB,EAAE,MAAM,SAAS,CAAC;AAE/C,qBAAa,UAAW,SAAQ,MAAM;aAWT,OAAO,CAAC;IANpC,gBAAuB,UAAU,8BAAwB;gBAM7B,OAAO,CAAC,wBAAY;IAQnC,aAAa,CAAC,MAAM,EAAE;QAClC,kBAAkB,EAAE,QAAQ,CAAC;KAC7B,GAAG,OAAO,CAAC,gBAAgB,EAAE,CAAC;IAUlB,SAAS,CAAC,MAAM,EAAE;QAC9B,QAAQ,EAAE,kBAAkB,CAAC;QAC7B,kBAAkB,EAAE,QAAQ,CAAC;KAC7B,GAAG,OAAO,CAAC,gBAAgB,CAAC;IAOhB,UAAU,CAAC,MAAM,EAAE;QAC/B,SAAS,EAAE,kBAAkB,EAAE,CAAC;QAChC,kBAAkB,EAAE,QAAQ,CAAC;KAC7B,GAAG,OAAO,CAAC,gBAAgB,EAAE,CAAC;IAYlB,UAAU,CAAC,MAAM,EAAE;QAC/B,UAAU,EAAE,oBAAoB,CAAC;KACjC,GAAG,OAAO,CAAC,iBAAiB,CAAC;IAQjB,kBAAkB,CAC9B,MAAM,EAAE,yBAAyB,GAAG;QACnC,kBAAkB,EAAE,QAAQ,CAAC;KAC7B,GACC,OAAO,CAAC,oBAAoB,EAAE,CAAC;IAc3B,uBAAuB,CAAC,MAAM,EAAE;QACtC,kBAAkB,EAAE,QAAQ,CAAC;QAC7B,QAAQ,EAAE,kBAAkB,CAAC;QAC7B,aAAa,EAAE,SAAS,CAAC;QACzB,WAAW,EAAE,SAAS,CAAC;QACvB,UAAU,EAAE,MAAM,CAAC;KACnB;IAiBY,kBAAkB,CAAC,MAAM,EAAE,8BAA8B;WAexD,YAAY,CAAC,MAAM,EAAE;QAClC,eAAe,EAAE,MAAM,CAAC;KACxB,GAAG,mBAAmB;WAQT,UAAU,CAAC,MAAM,EAAE;QAChC,UAAU,EAAE,qBAAqB,CAAC;KAClC,GAAG,MAAM;IAQV,OAAc,iBAAiB,WAAY;QAC1C,KAAK,EAAE,MAAM,CAAC;QACd,OAAO,EAAE,MAAM,GAAG,MAAM,CAAC;QACzB,QAAQ,EAAE,MAAM,GAAG,MAAM,CAAC;KAC1B,KAAG,oBAAoB,CAqBtB;IAEF,OAAc,iBAAiB,WAAY;QAC1C,UAAU,EAAE,oBAAoB,CAAC;QACjC,OAAO,EAAE,MAAM,GAAG,MAAM,CAAC;QACzB,QAAQ,EAAE,MAAM,GAAG,MAAM,CAAC;KAC1B,KAAG,MAAM,CAgBR;WAEY,qBAAqB,CAAC,aAAa,EAAE,MAAM,GAAG,MAAM;WAIpD,qBAAqB,CAAC,aAAa,EAAE,MAAM,GAAG,MAAM;IAIlE,OAAc,aAAa,YACjB,iBAAiB,KACxB,mBAAmB,CAIpB;WAMY,cAAc,CAAC,MAAM,EAAE;QACpC,eAAe,EAAE,MAAM,CAAC;QACxB,wBAAwB,EAAE,MAAM,CAAC;KACjC,GAAG,MAAM;CAWV"}
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import { Caller } from "../../general/utils/caller";
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import { ApiPerpetualsPreviewOrderBody, Balance, PerpetualsAccountCap, PerpetualsAccountObject, PerpetualsMarketId, PerpetualsOrderId, PerpetualsOrderSide, PerpetualsPosition, SdkPerpetualsLimitOrderInputs, SdkPerpetualsMarketOrderInputs, SdkPerpetualsSLTPOrderInputs, SuiNetwork, SuiAddress,
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import { ApiPerpetualsPreviewOrderBody, Balance, PerpetualsAccountCap, PerpetualsAccountObject, PerpetualsMarketId, PerpetualsOrderId, PerpetualsOrderSide, PerpetualsPosition, SdkPerpetualsLimitOrderInputs, SdkPerpetualsMarketOrderInputs, SdkPerpetualsSLTPOrderInputs, SuiNetwork, SuiAddress, ObjectId, PerpetualsOrderData, CoinDecimal, Percentage, ObjectVersion, ApiDataWithCursorBody, Timestamp, PerpetualsAccountCollateralChangesWithCursor, PerpetualsAccountTradesWithCursor, ApiPerpetualsSetPositionLeverageBody } from "../../types";
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import { PerpetualsMarket } from "./perpetualsMarket";
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import { Transaction } from "@mysten/sui/transactions";
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export declare class PerpetualsAccount extends Caller {
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indexPrice: number;
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collateralPrice: number;
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}): Promise<Transaction>;
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setPositionLeverage(inputs: ApiPerpetualsSetPositionLeverageBody): Promise<boolean>;
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getPositionLeverages(inputs: {
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marketIds: PerpetualsMarketId[];
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}): Promise<number[]>;
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setPositionLeverageMessageToSign(inputs: {
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marketId: PerpetualsMarketId;
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leverage: number;
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}): {
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account_id: number;
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market_id: PerpetualsMarketId;
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leverage: number;
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};
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getOrderPreview(inputs: Omit<ApiPerpetualsPreviewOrderBody, "accountId" | "collateralCoinType" | "accountCapId">, abortSignal?: AbortSignal): Promise<{
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error: string;
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} | {
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collateralChange: Balance;
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executionPrice: number;
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}>;
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getOrderDatas():
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getOrderDatas(): Promise<PerpetualsOrderData[]>;
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getCollateralHistory(inputs: ApiDataWithCursorBody<Timestamp>): Promise<PerpetualsAccountCollateralChangesWithCursor>;
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|
85
|
+
getOrderHistory(inputs: ApiDataWithCursorBody<Timestamp>): Promise<PerpetualsAccountTradesWithCursor>;
|
|
74
86
|
calcFreeCollateralForPosition: (inputs: {
|
|
75
87
|
market: PerpetualsMarket;
|
|
76
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|
indexPrice: number;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"perpetualsAccount.d.ts","sourceRoot":"","sources":["../../../src/packages/perpetuals/perpetualsAccount.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAE,MAAM,4BAA4B,CAAC;AACpD,OAAO,EAKN,6BAA6B,EAI7B,OAAO,EACP,oBAAoB,EACpB,uBAAuB,EACvB,kBAAkB,EAClB,iBAAiB,EACjB,mBAAmB,EAEnB,kBAAkB,EAClB,6BAA6B,EAC7B,8BAA8B,EAC9B,4BAA4B,EAC5B,UAAU,EAEV,UAAU,
|
|
1
|
+
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|
|
@@ -115,7 +115,8 @@ class PerpetualsAccount extends caller_1.Caller {
|
|
|
115
115
|
var _a, _b;
|
|
116
116
|
const marketId = inputs.market.marketId;
|
|
117
117
|
const position = (_b = (_a = inputs.position) !== null && _a !== void 0 ? _a : this.positionForMarketId({ marketId })) !== null && _b !== void 0 ? _b : this.emptyPosition({ marketId });
|
|
118
|
-
const marginRatioInitial =
|
|
118
|
+
const marginRatioInitial = 1 / position.leverage;
|
|
119
|
+
// const marginRatioInitial = inputs.market.initialMarginRatio();
|
|
119
120
|
const marginRatioMaintenance = iFixedUtils_1.IFixedUtils.numberFromIFixed(inputs.market.marketParams.marginRatioMaintenance);
|
|
120
121
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const baseAssetAmount = iFixedUtils_1.IFixedUtils.numberFromIFixed(position.baseAssetAmount);
|
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121
122
|
const quoteAssetAmount = iFixedUtils_1.IFixedUtils.numberFromIFixed(position.quoteAssetNotionalAmount);
|
|
@@ -206,7 +207,7 @@ class PerpetualsAccount extends caller_1.Caller {
|
|
|
206
207
|
// TODO: move conversion to helper function, since used often
|
|
207
208
|
const ordersCollateral = __1.Coin.normalizeBalance(utils_1.Helpers.sum(orderDatas
|
|
208
209
|
.filter((orderData) => orderData.marketId === market.marketId)
|
|
209
|
-
.map((orderData) => market.calcCollateralUsedForOrder(Object.assign(Object.assign({}, inputs), { orderData })).collateral)), this.collateralDecimals());
|
|
210
|
+
.map((orderData) => market.calcCollateralUsedForOrder(Object.assign(Object.assign({}, inputs), { orderData, leverage: position.leverage })).collateral)), this.collateralDecimals());
|
|
210
211
|
const fullPositionCollateralChange = utils_1.Helpers.maxBigInt(BigInt(Math.floor(Number(__1.Coin.normalizeBalance(this.calcFreeMarginUsdForPosition(inputs) *
|
|
211
212
|
collateralPrice, this.collateralDecimals()) - ordersCollateral) *
|
|
212
213
|
(1 -
|
|
@@ -242,7 +243,8 @@ class PerpetualsAccount extends caller_1.Caller {
|
|
|
242
243
|
bidsQuantity: BigInt(0),
|
|
243
244
|
pendingOrders: [],
|
|
244
245
|
makerFee: BigInt(1000000000000000000),
|
|
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|
-
takerFee: BigInt(1000000000000000000),
|
|
246
|
+
takerFee: BigInt(1000000000000000000),
|
|
247
|
+
leverage: 1,
|
|
246
248
|
};
|
|
247
249
|
};
|
|
248
250
|
}
|
|
@@ -306,6 +308,33 @@ class PerpetualsAccount extends caller_1.Caller {
|
|
|
306
308
|
// =========================================================================
|
|
307
309
|
// Inspections
|
|
308
310
|
// =========================================================================
|
|
311
|
+
setPositionLeverage(inputs) {
|
|
312
|
+
return __awaiter(this, void 0, void 0, function* () {
|
|
313
|
+
return this.fetchApi(`${this.accountCap.collateralCoinType}/accounts/${this.accountCap.accountId}/set-position-leverage`, inputs);
|
|
314
|
+
});
|
|
315
|
+
}
|
|
316
|
+
// public async getAllPositionLeverages(): Promise<
|
|
317
|
+
// {
|
|
318
|
+
// marketId: PerpetualsMarketId;
|
|
319
|
+
// leverage: number;
|
|
320
|
+
// }[]
|
|
321
|
+
// > {
|
|
322
|
+
// return this.fetchApi(
|
|
323
|
+
// `${this.accountCap.collateralCoinType}/accounts/${this.accountCap.accountId}/position-leverages`
|
|
324
|
+
// );
|
|
325
|
+
// }
|
|
326
|
+
getPositionLeverages(inputs) {
|
|
327
|
+
return __awaiter(this, void 0, void 0, function* () {
|
|
328
|
+
return this.fetchApi(`${this.accountCap.collateralCoinType}/accounts/${this.accountCap.accountId}/position-leverages/${JSON.stringify(inputs.marketIds)}`);
|
|
329
|
+
});
|
|
330
|
+
}
|
|
331
|
+
setPositionLeverageMessageToSign(inputs) {
|
|
332
|
+
return {
|
|
333
|
+
account_id: Number(this.accountCap.accountId),
|
|
334
|
+
market_id: inputs.marketId,
|
|
335
|
+
leverage: inputs.leverage,
|
|
336
|
+
};
|
|
337
|
+
}
|
|
309
338
|
getOrderPreview(inputs, abortSignal) {
|
|
310
339
|
return __awaiter(this, void 0, void 0, function* () {
|
|
311
340
|
const response = yield this.fetchApi("preview-order", Object.assign(Object.assign({}, inputs), { accountId: this.accountCap.accountId, collateralCoinType: this.accountCap.collateralCoinType }), abortSignal);
|
|
@@ -316,31 +345,30 @@ class PerpetualsAccount extends caller_1.Caller {
|
|
|
316
345
|
});
|
|
317
346
|
}
|
|
318
347
|
getOrderDatas() {
|
|
319
|
-
|
|
320
|
-
|
|
321
|
-
|
|
322
|
-
|
|
323
|
-
|
|
324
|
-
|
|
325
|
-
|
|
326
|
-
|
|
327
|
-
|
|
328
|
-
|
|
329
|
-
|
|
330
|
-
|
|
348
|
+
return __awaiter(this, void 0, void 0, function* () {
|
|
349
|
+
const orderDatas = this.account.positions.reduce((acc, position) => [
|
|
350
|
+
...acc,
|
|
351
|
+
...position.pendingOrders.map((order) => ({
|
|
352
|
+
orderId: order.orderId,
|
|
353
|
+
currentSize: order.size,
|
|
354
|
+
})),
|
|
355
|
+
], []);
|
|
356
|
+
if (orderDatas.length <= 0)
|
|
357
|
+
return [];
|
|
358
|
+
return this.fetchApi(`${this.accountCap.collateralCoinType}/accounts/${this.accountCap.accountId}/order-datas`, {
|
|
359
|
+
orderDatas,
|
|
360
|
+
accountCapId: this.accountCap.objectId,
|
|
361
|
+
});
|
|
331
362
|
});
|
|
332
363
|
}
|
|
333
|
-
|
|
334
|
-
// Events
|
|
335
|
-
// =========================================================================
|
|
336
|
-
getCollateralEvents(inputs) {
|
|
364
|
+
getCollateralHistory(inputs) {
|
|
337
365
|
return __awaiter(this, void 0, void 0, function* () {
|
|
338
|
-
return this.
|
|
366
|
+
return this.fetchApi(`${this.accountCap.collateralCoinType}/accounts/${this.accountCap.accountId}/collateral-history`, Object.assign(Object.assign({}, inputs), { accountCapId: this.accountCap.objectId }));
|
|
339
367
|
});
|
|
340
368
|
}
|
|
341
|
-
|
|
369
|
+
getOrderHistory(inputs) {
|
|
342
370
|
return __awaiter(this, void 0, void 0, function* () {
|
|
343
|
-
return this.
|
|
371
|
+
return this.fetchApi(`${this.accountCap.collateralCoinType}/accounts/${this.accountCap.accountId}/order-history`, Object.assign(Object.assign({}, inputs), { accountCapId: this.accountCap.objectId }));
|
|
344
372
|
});
|
|
345
373
|
}
|
|
346
374
|
// =========================================================================
|
|
@@ -67,7 +67,8 @@ export interface PerpetualsPositionIndexerResponse {
|
|
|
67
67
|
}
|
|
68
68
|
export type PerpetualsAccountPositionsIndexerResponse = [
|
|
69
69
|
IdAsStringBytes,
|
|
70
|
-
PerpetualsPositionIndexerResponse
|
|
70
|
+
PerpetualsPositionIndexerResponse,
|
|
71
|
+
IFixedAsStringBytes
|
|
71
72
|
][];
|
|
72
73
|
export type PerpetualsPreviewOrderIndexerResponse = {
|
|
73
74
|
position: PerpetualsPositionIndexerResponse;
|
|
@@ -140,15 +141,15 @@ export type PostedOrderEventOnChain = EventOnChain<{
|
|
|
140
141
|
export type FilledMakerOrderEventOnChain = EventOnChain<{
|
|
141
142
|
ch_id: ObjectId;
|
|
142
143
|
maker_account_id: BigIntAsString;
|
|
143
|
-
maker_collateral: IFixedAsString;
|
|
144
144
|
collateral_change_usd: IFixedAsString;
|
|
145
|
-
order_id: BigIntAsString;
|
|
146
|
-
maker_size: BigIntAsString;
|
|
147
|
-
dropped: boolean;
|
|
148
145
|
maker_base_amount: IFixedAsString;
|
|
149
|
-
|
|
146
|
+
maker_collateral: IFixedAsString;
|
|
147
|
+
maker_final_size: BigIntAsString;
|
|
150
148
|
maker_pending_asks_quantity: IFixedAsString;
|
|
151
149
|
maker_pending_bids_quantity: IFixedAsString;
|
|
150
|
+
maker_quote_amount: IFixedAsString;
|
|
151
|
+
maker_size: BigIntAsString;
|
|
152
|
+
order_id: BigIntAsString;
|
|
152
153
|
}>;
|
|
153
154
|
export type FilledTakerOrderEventOnChain = EventOnChain<{
|
|
154
155
|
ch_id: ObjectId;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"perpetualsCastingTypes.d.ts","sourceRoot":"","sources":["../../../src/packages/perpetuals/perpetualsCastingTypes.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,YAAY,EAAE,MAAM,kCAAkC,CAAC;AAChE,OAAO,EAEN,cAAc,EAEd,eAAe,EAEf,cAAc,EACd,mBAAmB,EACnB,QAAQ,EACR,kBAAkB,EAClB,UAAU,EACV,MAAM,aAAa,CAAC;AAQrB,MAAM,WAAW,mCAAmC;IACnD,sBAAsB,EAAE,cAAc,CAAC;IACvC,MAAM,EAAE;QACP,EAAE,EAAE;YACH,EAAE,EAAE,eAAe,CAAC;SACpB,CAAC;QACF,OAAO,EAAE,cAAc,CAAC;QACxB,aAAa,EAAE,0CAA0C,CAAC;QAC1D,YAAY,EAAE,yCAAyC,CAAC;KACxD,CAAC;CACF;AAGD,MAAM,WAAW,0CAA0C;IAE1D,oBAAoB,EAAE,mBAAmB,CAAC;IAE1C,wBAAwB,EAAE,mBAAmB,CAAC;IAE9C,WAAW,EAAE,eAAe,CAAC;IAC7B,iBAAiB,EAAE,eAAe,CAAC;IAEnC,oBAAoB,EAAE,cAAc,CAAC;IAarC,iBAAiB,EAAE,cAAc,CAAC;IAElC,yBAAyB,EAAE,cAAc,CAAC;IAG1C,sBAAsB,EAAE,cAAc,CAAC;IAEvC,wBAAwB,EAAE,cAAc,CAAC;IAEzC,qBAAqB,EAAE,cAAc,CAAC;IAGtC,SAAS,EAAE,mBAAmB,CAAC;IAG/B,SAAS,EAAE,mBAAmB,CAAC;IAE/B,eAAe,EAAE,mBAAmB,CAAC;IAGrC,gBAAgB,EAAE,mBAAmB,CAAC;IAEtC,kBAAkB,EAAE,mBAAmB,CAAC;IAExC,mBAAmB,EAAE,mBAAmB,CAAC;IAEzC,QAAQ,EAAE,cAAc,CAAC;IAEzB,SAAS,EAAE,cAAc,CAAC;IAG1B,qBAAqB,EAAE,cAAc,CAAC;IAEtC,kBAAkB,EAAE,cAAc,CAAC;IAEnC,gBAAgB,EAAE,cAAc,CAAC;CACjC;AAGD,MAAM,WAAW,yCAAyC;IAGzD,qBAAqB,EAAE,mBAAmB,CAAC;IAG3C,sBAAsB,EAAE,mBAAmB,CAAC;IAG5C,mBAAmB,EAAE,cAAc,CAAC;IAEpC,YAAY,EAAE,mBAAmB,CAAC;IAElC,wBAAwB,EAAE,cAAc,CAAC;IAGzC,WAAW,EAAE,mBAAmB,CAAC;IAEjC,uBAAuB,EAAE,cAAc,CAAC;IAGxC,aAAa,EAAE,mBAAmB,CAAC;IAGnC,YAAY,EAAE,mBAAmB,CAAC;CAClC;AAED,MAAM,WAAW,iCAAiC;IACjD,QAAQ,EAAE;QAET,UAAU,EAAE,mBAAmB,CAAC;QAIhC,iBAAiB,EAAE,mBAAmB,CAAC;QAGvC,2BAA2B,EAAE,mBAAmB,CAAC;QAQjD,qBAAqB,EAAE,mBAAmB,CAAC;QAQ3C,sBAAsB,EAAE,mBAAmB,CAAC;QAG5C,aAAa,EAAE,mBAAmB,CAAC;QAGnC,aAAa,EAAE,mBAAmB,CAAC;QAEnC,cAAc,EAAE,cAAc,CAAC;QAE/B,SAAS,EAAE,mBAAmB,CAAC;QAE/B,SAAS,EAAE,mBAAmB,CAAC;KAC/B,CAAC;IACF,cAAc,EAAE;QACf,IAAI,EAAE,MAAM,CACX,MAAM,EAAE,oBAAoB;QAC5B,cAAc,CACd,CAAC;QACF,IAAI,EAAE,MAAM,CACX,MAAM,EAAE,oBAAoB;QAC5B,cAAc,CACd,CAAC;KACF,CAAC;CACF;AAED,MAAM,MAAM,yCAAyC,GAAG;IACvD,eAAe;IACf,iCAAiC;
|
|
1
|
+
{"version":3,"file":"perpetualsCastingTypes.d.ts","sourceRoot":"","sources":["../../../src/packages/perpetuals/perpetualsCastingTypes.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,YAAY,EAAE,MAAM,kCAAkC,CAAC;AAChE,OAAO,EAEN,cAAc,EAEd,eAAe,EAEf,cAAc,EACd,mBAAmB,EACnB,QAAQ,EACR,kBAAkB,EAClB,UAAU,EACV,MAAM,aAAa,CAAC;AAQrB,MAAM,WAAW,mCAAmC;IACnD,sBAAsB,EAAE,cAAc,CAAC;IACvC,MAAM,EAAE;QACP,EAAE,EAAE;YACH,EAAE,EAAE,eAAe,CAAC;SACpB,CAAC;QACF,OAAO,EAAE,cAAc,CAAC;QACxB,aAAa,EAAE,0CAA0C,CAAC;QAC1D,YAAY,EAAE,yCAAyC,CAAC;KACxD,CAAC;CACF;AAGD,MAAM,WAAW,0CAA0C;IAE1D,oBAAoB,EAAE,mBAAmB,CAAC;IAE1C,wBAAwB,EAAE,mBAAmB,CAAC;IAE9C,WAAW,EAAE,eAAe,CAAC;IAC7B,iBAAiB,EAAE,eAAe,CAAC;IAEnC,oBAAoB,EAAE,cAAc,CAAC;IAarC,iBAAiB,EAAE,cAAc,CAAC;IAElC,yBAAyB,EAAE,cAAc,CAAC;IAG1C,sBAAsB,EAAE,cAAc,CAAC;IAEvC,wBAAwB,EAAE,cAAc,CAAC;IAEzC,qBAAqB,EAAE,cAAc,CAAC;IAGtC,SAAS,EAAE,mBAAmB,CAAC;IAG/B,SAAS,EAAE,mBAAmB,CAAC;IAE/B,eAAe,EAAE,mBAAmB,CAAC;IAGrC,gBAAgB,EAAE,mBAAmB,CAAC;IAEtC,kBAAkB,EAAE,mBAAmB,CAAC;IAExC,mBAAmB,EAAE,mBAAmB,CAAC;IAEzC,QAAQ,EAAE,cAAc,CAAC;IAEzB,SAAS,EAAE,cAAc,CAAC;IAG1B,qBAAqB,EAAE,cAAc,CAAC;IAEtC,kBAAkB,EAAE,cAAc,CAAC;IAEnC,gBAAgB,EAAE,cAAc,CAAC;CACjC;AAGD,MAAM,WAAW,yCAAyC;IAGzD,qBAAqB,EAAE,mBAAmB,CAAC;IAG3C,sBAAsB,EAAE,mBAAmB,CAAC;IAG5C,mBAAmB,EAAE,cAAc,CAAC;IAEpC,YAAY,EAAE,mBAAmB,CAAC;IAElC,wBAAwB,EAAE,cAAc,CAAC;IAGzC,WAAW,EAAE,mBAAmB,CAAC;IAEjC,uBAAuB,EAAE,cAAc,CAAC;IAGxC,aAAa,EAAE,mBAAmB,CAAC;IAGnC,YAAY,EAAE,mBAAmB,CAAC;CAClC;AAED,MAAM,WAAW,iCAAiC;IACjD,QAAQ,EAAE;QAET,UAAU,EAAE,mBAAmB,CAAC;QAIhC,iBAAiB,EAAE,mBAAmB,CAAC;QAGvC,2BAA2B,EAAE,mBAAmB,CAAC;QAQjD,qBAAqB,EAAE,mBAAmB,CAAC;QAQ3C,sBAAsB,EAAE,mBAAmB,CAAC;QAG5C,aAAa,EAAE,mBAAmB,CAAC;QAGnC,aAAa,EAAE,mBAAmB,CAAC;QAEnC,cAAc,EAAE,cAAc,CAAC;QAE/B,SAAS,EAAE,mBAAmB,CAAC;QAE/B,SAAS,EAAE,mBAAmB,CAAC;KAC/B,CAAC;IACF,cAAc,EAAE;QACf,IAAI,EAAE,MAAM,CACX,MAAM,EAAE,oBAAoB;QAC5B,cAAc,CACd,CAAC;QACF,IAAI,EAAE,MAAM,CACX,MAAM,EAAE,oBAAoB;QAC5B,cAAc,CACd,CAAC;KACF,CAAC;CACF;AAED,MAAM,MAAM,yCAAyC,GAAG;IACvD,eAAe;IACf,iCAAiC;IACjC,mBAAmB;CACnB,EAAE,CAAC;AAEJ,MAAM,MAAM,qCAAqC,GAAG;IACnD,QAAQ,EAAE,iCAAiC,CAAC;IAC5C,cAAc,EAAE,mBAAmB,CAAC;IACpC,gBAAgB,EAAE,mBAAmB,CAAC;IACtC,eAAe,EAAE,mBAAmB,CAAC;IACrC,WAAW,EAAE,mBAAmB,CAAC;IACjC,iBAAiB,EAAE,mBAAmB,CAAC;IACvC,cAAc,EAAE,OAAO,CAAC;IACxB,WAAW,CAAC,EAAE,mBAAmB,CAAC;CAClC,CAAC;AAKF,MAAM,MAAM,gCAAgC,GAAG,MAAM,CACpD,kBAAkB,EAClB,mCAAmC,CACnC,CAAC;AAUF,MAAM,MAAM,8BAA8B,GAAG,YAAY,CAAC;IACzD,UAAU,EAAE,cAAc,CAAC;IAC3B,UAAU,EAAE,cAAc,CAAC;CAC3B,CAAC,CAAC;AAEH,MAAM,MAAM,+BAA+B,GAAG,YAAY,CAAC;IAC1D,UAAU,EAAE,cAAc,CAAC;IAC3B,UAAU,EAAE,cAAc,CAAC;CAC3B,CAAC,CAAC;AAEH,MAAM,MAAM,+BAA+B,GAAG,YAAY,CAAC;IAC1D,KAAK,EAAE,QAAQ,CAAC;IAChB,UAAU,EAAE,cAAc,CAAC;IAC3B,UAAU,EAAE,cAAc,CAAC;IAC3B,yBAAyB,EAAE,cAAc,CAAC;CAC1C,CAAC,CAAC;AAEH,MAAM,MAAM,iCAAiC,GAAG,YAAY,CAAC;IAC5D,KAAK,EAAE,QAAQ,CAAC;IAChB,UAAU,EAAE,cAAc,CAAC;IAC3B,UAAU,EAAE,cAAc,CAAC;IAC3B,yBAAyB,EAAE,cAAc,CAAC;CAC1C,CAAC,CAAC;AAEH,MAAM,MAAM,0BAA0B,GAAG,YAAY,CAAC;IACrD,KAAK,EAAE,QAAQ,CAAC;IAChB,UAAU,EAAE,cAAc,CAAC;IAC3B,qBAAqB,EAAE,cAAc,CAAC;IACtC,qBAAqB,EAAE,cAAc,CAAC;IACtC,sBAAsB,EAAE,cAAc,CAAC;CACvC,CAAC,CAAC;AAMH,MAAM,MAAM,sBAAsB,GAAG,YAAY,CAAC;IACjD,KAAK,EAAE,QAAQ,CAAC;IAChB,gBAAgB,EAAE,cAAc,CAAC;IACjC,gBAAgB,EAAE,cAAc,CAAC;IACjC,aAAa,EAAE,OAAO,CAAC;IACvB,eAAe,EAAE,cAAc,CAAC;IAChC,UAAU,EAAE,cAAc,CAAC;IAC3B,2BAA2B,EAAE,cAAc,CAAC;IAC5C,iBAAiB,EAAE,cAAc,CAAC;IAClC,kBAAkB,EAAE,cAAc,CAAC;IACnC,QAAQ,EAAE,cAAc,CAAC;CACzB,CAAC,CAAC;AAMH,MAAM,MAAM,0BAA0B,GAAG,YAAY,CAAC;IACrD,IAAI,EAAE,UAAU,CAAC;IACjB,UAAU,EAAE,cAAc,CAAC;CAC3B,CAAC,CAAC;AAMH,MAAM,MAAM,yBAAyB,GAAG,YAAY,CAAC;IACpD,KAAK,EAAE,QAAQ,CAAC;IAChB,UAAU,EAAE,cAAc,CAAC;IAC3B,IAAI,EAAE,cAAc,CAAC;IACrB,QAAQ,EAAE,cAAc,CAAC;CACzB,CAAC,CAAC;AAEH,MAAM,MAAM,uBAAuB,GAAG,YAAY,CAAC;IAClD,KAAK,EAAE,QAAQ,CAAC;IAChB,UAAU,EAAE,cAAc,CAAC;IAC3B,eAAe,EAAE,cAAc,CAAC;IAChC,eAAe,EAAE,cAAc,CAAC;IAChC,YAAY,EAAE,cAAc,CAAC;IAC7B,YAAY,EAAE,cAAc,CAAC;CAC7B,CAAC,CAAC;AAEH,MAAM,MAAM,4BAA4B,GAAG,YAAY,CAAC;IACvD,KAAK,EAAE,QAAQ,CAAC;IAChB,gBAAgB,EAAE,cAAc,CAAC;IACjC,qBAAqB,EAAE,cAAc,CAAC;IACtC,iBAAiB,EAAE,cAAc,CAAC;IAClC,gBAAgB,EAAE,cAAc,CAAC;IACjC,gBAAgB,EAAE,cAAc,CAAC;IACjC,2BAA2B,EAAE,cAAc,CAAC;IAC5C,2BAA2B,EAAE,cAAc,CAAC;IAC5C,kBAAkB,EAAE,cAAc,CAAC;IACnC,UAAU,EAAE,cAAc,CAAC;IAC3B,QAAQ,EAAE,cAAc,CAAC;CACzB,CAAC,CAAC;AAEH,MAAM,MAAM,4BAA4B,GAAG,YAAY,CAAC;IACvD,KAAK,EAAE,QAAQ,CAAC;IAChB,gBAAgB,EAAE,cAAc,CAAC;IACjC,gBAAgB,EAAE,cAAc,CAAC;IACjC,qBAAqB,EAAE,cAAc,CAAC;IACtC,oBAAoB,EAAE,cAAc,CAAC;IACrC,qBAAqB,EAAE,cAAc,CAAC;IACtC,oBAAoB,EAAE,cAAc,CAAC;IACrC,qBAAqB,EAAE,cAAc,CAAC;IACtC,iBAAiB,EAAE,cAAc,CAAC;IAClC,kBAAkB,EAAE,cAAc,CAAC;IACnC,iBAAiB,EAAE,cAAc,CAAC;CAClC,CAAC,CAAC;AAEH,MAAM,MAAM,8BAA8B,GAAG,YAAY,CAAC;IACzD,KAAK,EAAE,QAAQ,CAAC;IAChB,UAAU,EAAE,cAAc,CAAC;IAC3B,QAAQ,EAAE,cAAc,CAAC;IACzB,UAAU,EAAE,cAAc,CAAC;CAC3B,CAAC,CAAC;AAMH,MAAM,MAAM,8BAA8B,GAAG,YAAY,CAAC;IACzD,KAAK,EAAE,QAAQ,CAAC;IAChB,WAAW,EAAE,cAAc,CAAC;IAC5B,UAAU,EAAE,cAAc,CAAC;IAC3B,YAAY,EAAE,cAAc,CAAC;IAC7B,wBAAwB,EAAE,cAAc,CAAC;CACzC,CAAC,CAAC;AAEH,MAAM,MAAM,6BAA6B,GAAG,YAAY,CAAC;IACxD,KAAK,EAAE,QAAQ,CAAC;IAChB,UAAU,EAAE,cAAc,CAAC;IAC3B,WAAW,EAAE,cAAc,CAAC;IAC5B,WAAW,EAAE,cAAc,CAAC;IAC5B,uBAAuB,EAAE,cAAc,CAAC;CACxC,CAAC,CAAC"}
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@@ -1,6 +1,6 @@
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1
1
|
import { PerpetualsAccount } from "../..";
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2
2
|
import { Caller } from "../../general/utils/caller";
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3
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-
import {
|
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3
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+
import { CoinType, PerpetualsMarketId, PerpetualsMarketParams, PerpetualsMarketState, PerpetualsOrderData, PerpetualsOrderId, PerpetualsOrderPrice, PerpetualsOrderSide, PerpetualsOrderbookState, SuiNetwork, Timestamp, PerpetualsMarketData, ApiPerpetualsMarket24hrVolumeResponse, ApiDataWithCursorBody, PerpetualsTradeHistoryWithCursor } from "../../types";
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4
4
|
export declare class PerpetualsMarket extends Caller {
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5
5
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marketData: PerpetualsMarketData;
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6
6
|
readonly network?: SuiNetwork | undefined;
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@@ -23,7 +23,7 @@ export declare class PerpetualsMarket extends Caller {
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23
23
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leverage: number;
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24
24
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price?: PerpetualsOrderPrice;
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25
25
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}) => Promise<number>;
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26
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-
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26
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+
getTradeHistory(inputs: ApiDataWithCursorBody<Timestamp>): Promise<PerpetualsTradeHistoryWithCursor>;
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27
27
|
timeUntilNextFundingMs: () => Timestamp;
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28
28
|
nextFundingTimeMs: () => Timestamp;
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29
29
|
estimatedFundingRate: (inputs: {
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@@ -35,38 +35,8 @@ export declare class PerpetualsMarket extends Caller {
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35
35
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orderPriceToPrice: (inputs: {
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36
36
|
orderPrice: PerpetualsOrderPrice;
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37
37
|
}) => number;
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38
|
-
calcOrderCollateral(inputs: {
|
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39
|
-
indexPrice: number;
|
|
40
|
-
size: bigint;
|
|
41
|
-
}): Balance;
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42
|
-
calcOptimisticMaxOrderSize: (inputs: {
|
|
43
|
-
position: PerpetualsPosition | undefined;
|
|
44
|
-
account: PerpetualsAccount;
|
|
45
|
-
indexPrice: number;
|
|
46
|
-
collateralPrice: number;
|
|
47
|
-
side: PerpetualsOrderSide;
|
|
48
|
-
}) => number;
|
|
49
|
-
calcPessimisticMaxOrderSizeUsd: (inputs: {
|
|
50
|
-
position: PerpetualsPosition | undefined;
|
|
51
|
-
freeMarginUsd: number;
|
|
52
|
-
minInitialMargin: number;
|
|
53
|
-
indexPrice: number;
|
|
54
|
-
side: PerpetualsOrderSide;
|
|
55
|
-
executionPrice: number;
|
|
56
|
-
sizeFilled: number;
|
|
57
|
-
sizePosted: number;
|
|
58
|
-
optimisticSize: number;
|
|
59
|
-
}) => Promise<number>;
|
|
60
|
-
calcCollateralRequiredForOrder: (inputs: {
|
|
61
|
-
fills: PerpetualsFilledOrderData[];
|
|
62
|
-
account: PerpetualsAccount;
|
|
63
|
-
side: PerpetualsOrderSide;
|
|
64
|
-
size: number;
|
|
65
|
-
indexPrice: number;
|
|
66
|
-
collateralPrice: number;
|
|
67
|
-
price: number | undefined;
|
|
68
|
-
}) => number;
|
|
69
38
|
calcCollateralUsedForOrder: (inputs: {
|
|
39
|
+
leverage: number;
|
|
70
40
|
orderData: PerpetualsOrderData;
|
|
71
41
|
indexPrice: number;
|
|
72
42
|
collateralPrice: number;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"perpetualsMarket.d.ts","sourceRoot":"","sources":["../../../src/packages/perpetuals/perpetualsMarket.ts"],"names":[],"mappings":"AAAA,OAAO,EAA0B,iBAAiB,EAAE,MAAM,OAAO,CAAC;AAClE,OAAO,EAAE,MAAM,EAAE,MAAM,4BAA4B,CAAC;AAGpD,OAAO,
|
|
1
|
+
{"version":3,"file":"perpetualsMarket.d.ts","sourceRoot":"","sources":["../../../src/packages/perpetuals/perpetualsMarket.ts"],"names":[],"mappings":"AAAA,OAAO,EAA0B,iBAAiB,EAAE,MAAM,OAAO,CAAC;AAClE,OAAO,EAAE,MAAM,EAAE,MAAM,4BAA4B,CAAC;AAGpD,OAAO,EAKN,QAAQ,EAKR,kBAAkB,EAClB,sBAAsB,EACtB,qBAAqB,EACrB,mBAAmB,EACnB,iBAAiB,EACjB,oBAAoB,EACpB,mBAAmB,EAEnB,wBAAwB,EAExB,UAAU,EACV,SAAS,EAET,oBAAoB,EAIpB,qCAAqC,EACrC,qBAAqB,EACrB,gCAAgC,EAChC,MAAM,aAAa,CAAC;AAIrB,qBAAa,gBAAiB,SAAQ,MAAM;IAenC,UAAU,EAAE,oBAAoB;aACvB,OAAO,CAAC;IAXzB,SAAgB,QAAQ,EAAE,kBAAkB,CAAC;IAC7C,SAAgB,kBAAkB,EAAE,QAAQ,CAAC;IAC7C,SAAgB,YAAY,EAAE,sBAAsB,CAAC;IACrD,SAAgB,WAAW,EAAE,qBAAqB,CAAC;gBAO3C,UAAU,EAAE,oBAAoB,EACvB,OAAO,CAAC,wBAAY;IAgB9B,iBAAiB;IAIjB,aAAa,IAAI,OAAO,CAAC,qCAAqC,CAAC;IAM/D,gBAAgB;IAIhB,iBAAiB,CAAC,MAAM,EAAE;QAChC,cAAc,EAAE,MAAM,CAAC;QACvB,eAAe,EAAE,MAAM,CAAC;KACxB;IAWM,kBAAkB,WAAkB;QAC1C,OAAO,EAAE,iBAAiB,CAAC;QAC3B,UAAU,EAAE,MAAM,CAAC;QACnB,IAAI,EAAE,mBAAmB,CAAC;QAC1B,QAAQ,EAAE,MAAM,CAAC;QACjB,KAAK,CAAC,EAAE,oBAAoB,CAAC;KAC7B,KAAG,QAAQ,MAAM,CAAC,CAajB;IAMW,eAAe,CAAC,MAAM,EAAE,qBAAqB,CAAC,SAAS,CAAC;IAW9D,sBAAsB,QAAO,SAAS,CAE3C;IAEK,iBAAiB,QAAO,SAAS,CAMtC;IAOK,oBAAoB,WAAY;QAAE,UAAU,EAAE,MAAM,CAAA;KAAE,KAAG,MAAM,CAWpE;IAEK,iBAAiB,WAAY;QACnC,KAAK,EAAE,MAAM,CAAC;KACd,KAAG,oBAAoB,CAStB;IAEK,iBAAiB,WAAY;QACnC,UAAU,EAAE,oBAAoB,CAAC;KACjC,KAAG,MAAM,CASR;IAEK,0BAA0B,WAAY;QAC5C,QAAQ,EAAE,MAAM,CAAC;QACjB,SAAS,EAAE,mBAAmB,CAAC;QAC/B,UAAU,EAAE,MAAM,CAAC;QACnB,eAAe,EAAE,MAAM,CAAC;KACxB;oBACY,MAAM;uBACH,MAAM;MAkBpB;IAMK,OAAO;IAIP,QAAQ;IAIR,WAAW;IASX,kBAAkB;IAUlB,UAAU,CAAC,MAAM,EAAE;QAAE,OAAO,EAAE,iBAAiB,CAAA;KAAE,GAAG,MAAM;IAM1D,iBAAiB,WAAY;QAAE,KAAK,EAAE,MAAM,CAAA;KAAE,YAEnD;IAEK,gBAAgB,WAAY;QAAE,IAAI,EAAE,MAAM,CAAC;QAAC,KAAK,CAAC,EAAE,OAAO,CAAA;KAAE,YAMlE;IAuBF,OAAO,CAAC,qBAAqB;CA8E7B"}
|
|
@@ -13,7 +13,6 @@ exports.PerpetualsMarket = void 0;
|
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const __1 = require("../..");
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const caller_1 = require("../../general/utils/caller");
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const iFixedUtils_1 = require("../../general/utils/iFixedUtils");
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const types_1 = require("../../types");
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const perpetuals_1 = require("./perpetuals");
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const utils_1 = require("./utils");
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class PerpetualsMarket extends caller_1.Caller {
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@@ -79,181 +78,10 @@ class PerpetualsMarket extends caller_1.Caller {
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tickSize,
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});
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};
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this.calcOptimisticMaxOrderSize = (inputs) => {
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const { position, indexPrice, side, account, collateralPrice } = inputs;
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const imr = this.initialMarginRatio();
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const isReversing = position
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? Boolean(side ^ perpetuals_1.Perpetuals.positionSide(position))
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: false;
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const freeMarginUsd = account.calcFreeMarginUsdForPosition(Object.assign(Object.assign({}, inputs), { market: this })) +
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account.collateral() * collateralPrice;
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let maxSize = freeMarginUsd / (indexPrice * imr);
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if (isReversing && position && position.baseAssetAmount > BigInt(0)) {
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const currentSizeNum = __1.Casting.IFixed.numberFromIFixed(position.baseAssetAmount) * 2;
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const bidsQuantityNum = __1.Casting.IFixed.numberFromIFixed(position.bidsQuantity);
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const asksQuantityNum = __1.Casting.IFixed.numberFromIFixed(position.asksQuantity);
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maxSize += Math.max(Math.abs(currentSizeNum + bidsQuantityNum), Math.abs(currentSizeNum - asksQuantityNum));
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}
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return maxSize;
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};
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this.calcPessimisticMaxOrderSizeUsd = (inputs) => __awaiter(this, void 0, void 0, function* () {
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const { indexPrice, side, position, executionPrice, freeMarginUsd, minInitialMargin, sizeFilled, sizePosted, optimisticSize, } = inputs;
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const percentFilled = Math.min(sizeFilled / (sizeFilled + sizePosted), 1);
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const marginRatioInitial = this.initialMarginRatio();
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const takerFee = __1.Casting.IFixed.numberFromIFixed(this.marketParams.takerFee);
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const isReversing = position
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? Boolean(side ^ perpetuals_1.Perpetuals.positionSide(position))
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: false;
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const slippage = percentFilled === 0
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? 0
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: Math.max((side === types_1.PerpetualsOrderSide.Bid
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? executionPrice - indexPrice
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: indexPrice - executionPrice) / indexPrice, 0);
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const marginOfError = 0.005;
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const safetyScalar = Math.min(1 - slippage, 1 - marginOfError);
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let maxSize = 0;
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if (isReversing && position && position.baseAssetAmount !== BigInt(0)) {
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maxSize += Math.abs(__1.Casting.IFixed.numberFromIFixed(position.baseAssetAmount));
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// Size that can be placed to close the position
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const { marginDelta, reqDelta, sizeFilled, sizePosted } = this.simulateClosePosition({
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position,
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indexPrice,
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executionPrice,
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size: optimisticSize,
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percentFilled,
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});
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const newPercentFilled = sizeFilled / (sizeFilled + sizePosted);
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const margin = freeMarginUsd + minInitialMargin + marginDelta;
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const imr = minInitialMargin + reqDelta;
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// Size that adds margin requirement
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maxSize +=
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((margin - imr) * safetyScalar) /
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(indexPrice * marginRatioInitial +
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(executionPrice * takerFee + slippage * indexPrice) *
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newPercentFilled);
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}
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else {
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maxSize =
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(freeMarginUsd * safetyScalar) /
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(indexPrice * marginRatioInitial +
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(executionPrice * takerFee + slippage * indexPrice) *
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percentFilled);
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}
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// accounts for any minor price fluctatuations or possible rounding errors
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return (this.roundToValidSize({ size: maxSize, floor: true }) * indexPrice);
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});
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this.calcCollateralRequiredForOrder = (inputs) => {
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const { account, size, fills, side, price, indexPrice, collateralPrice, } = inputs;
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const position = account.positionForMarketId({
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marketId: this.marketId,
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});
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const positionSize = position
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? Math.abs(__1.Casting.IFixed.numberFromIFixed(position.baseAssetAmount))
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: 0;
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const isOpeningOrIncreasingPosition = !position ||
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!positionSize ||
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perpetuals_1.Perpetuals.positionSide(position) === side;
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let sizeRemaining = Math.abs(size);
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let fillsRemaining = __1.Helpers.deepCopy(fills.map((fill) => (Object.assign(Object.assign({}, fill), { size: Math.abs(fill.size) }))));
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let sizeFilled = 0;
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let sizeFilledUsd = 0;
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let sizeFilledForReversing = 0;
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let sizeFilledForReversingUsd = 0;
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while (sizeRemaining > 0 && fillsRemaining.length > 0) {
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const fill = fillsRemaining[0];
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if (price !== undefined &&
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(side === types_1.PerpetualsOrderSide.Bid
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? price < fill.price
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: price > fill.price))
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break;
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let sizeToFill;
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if (!isOpeningOrIncreasingPosition && sizeFilled >= positionSize) {
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sizeToFill = Math.min(sizeRemaining, fill.size);
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sizeFilledForReversing += sizeToFill;
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sizeFilledForReversingUsd += sizeToFill * fill.price;
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}
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else {
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sizeToFill = Math.min(sizeRemaining, fill.size, isOpeningOrIncreasingPosition
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? Number.MAX_VALUE
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: positionSize - sizeFilled);
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sizeFilled += sizeToFill;
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sizeFilledUsd += sizeToFill * fill.price;
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}
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sizeRemaining -= sizeToFill;
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fillsRemaining[0].size -= sizeToFill;
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if (fillsRemaining[0].size <= 0) {
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fillsRemaining = [...fillsRemaining.slice(1)];
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}
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}
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const imr = this.initialMarginRatio();
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const sizePosted = sizeRemaining;
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const executionPrice = sizeFilled ? sizeFilledUsd / sizeFilled : 0;
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const collateralForUnrealizedPnl = (sizeFilled *
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Math.max(0, side === types_1.PerpetualsOrderSide.Bid
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? executionPrice - indexPrice
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: indexPrice - executionPrice)) /
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collateralPrice;
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const collateralForFilled = (sizeFilled * executionPrice * imr) / collateralPrice;
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const collateralForPosted = (sizePosted * indexPrice * imr) / collateralPrice;
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const marginOfError = 0.1;
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let collateralRequired;
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if (isOpeningOrIncreasingPosition) {
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// opening/increasing position
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collateralRequired =
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(1 + marginOfError) *
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(collateralForFilled +
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collateralForPosted +
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collateralForUnrealizedPnl);
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}
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else if (sizeFilled === positionSize &&
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sizeFilledForReversing === 0) {
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// closing position
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// TODO: make this match account close position tx inputs calc
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return 0;
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}
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else if (sizeFilledForReversing > 0) {
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// reversing position
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// TODO: use correct calculations
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// const executionPriceForReversing = sizeFilledForReversing
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// ? sizeFilledForReversingUsd / sizeFilledForReversing
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// : 0;
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// const collateralForFilledForReversing =
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// (sizeFilledForReversing * executionPriceForReversing * imr) /
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// collateralPrice;
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// collateralRequired =
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// (1 + marginOfError) *
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// (collateralForFilledForReversing + collateralForPosted);
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const executionPriceForReversing = sizeFilledForReversing
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? sizeFilledForReversingUsd / sizeFilledForReversing
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: 0;
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const collateralForFilledForReversing = (sizeFilledForReversing * executionPriceForReversing * imr) /
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collateralPrice;
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const collateralForUnrealizedPnlForReversing = (sizeFilledForReversing *
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Math.max(0, side === types_1.PerpetualsOrderSide.Bid
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? executionPriceForReversing - indexPrice
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: indexPrice - executionPriceForReversing)) /
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235
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collateralPrice;
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236
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// const positionFreeMargin =
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237
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// account.calcFreeMarginUsdForPosition({
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238
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// ...inputs,
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239
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// market: this,
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240
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// }) * collateralPrice;
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241
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const collateralChange = collateralForPosted +
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242
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(collateralForFilledForReversing +
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243
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// - positionFreeMargin
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collateralForUnrealizedPnlForReversing);
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245
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return ((1 + marginOfError * (collateralChange > 0 ? 1 : -1)) *
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collateralChange);
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247
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}
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248
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else {
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249
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// reducing position
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250
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return 0;
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251
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}
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252
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return Math.min(collateralRequired, account.collateral());
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253
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};
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254
81
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this.calcCollateralUsedForOrder = (inputs) => {
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255
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const { orderData, indexPrice, collateralPrice } = inputs;
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256
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const imr =
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82
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+
const { leverage, orderData, indexPrice, collateralPrice } = inputs;
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83
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+
const imr = 1 / leverage;
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84
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+
// const imr = this.initialMarginRatio();
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257
85
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const collateralUsd = Number(orderData.initialSize - orderData.filledSize) *
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258
86
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this.lotSize() *
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259
87
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indexPrice *
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@@ -293,18 +121,13 @@ class PerpetualsMarket extends caller_1.Caller {
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293
121
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return this.fetchApi("orderbook-state", Object.assign(Object.assign({}, inputs), { lotSize: this.lotSize(), tickSize: this.tickSize() }));
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294
122
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}
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295
123
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// =========================================================================
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296
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-
//
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124
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+
// Trade History
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297
125
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// =========================================================================
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298
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-
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126
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+
getTradeHistory(inputs) {
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299
127
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return __awaiter(this, void 0, void 0, function* () {
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300
|
-
return this.
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128
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+
return this.fetchApi(`trade-history`, inputs);
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301
129
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});
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302
130
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}
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303
|
-
calcOrderCollateral(inputs) {
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304
|
-
const { indexPrice, size } = inputs;
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305
|
-
const imr = this.initialMarginRatio();
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306
|
-
return BigInt(Math.floor(Number(size) * this.lotSize() * indexPrice * imr));
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307
|
-
}
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308
131
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// =========================================================================
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309
132
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// Value Conversions
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310
133
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// =========================================================================
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@@ -350,7 +173,8 @@ class PerpetualsMarket extends caller_1.Caller {
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350
173
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// }
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351
174
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simulateClosePosition(inputs) {
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352
175
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const { position, indexPrice, executionPrice, size, percentFilled } = inputs;
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353
|
-
const imr =
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176
|
+
const imr = 1 / position.leverage;
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177
|
+
// const imr = this.initialMarginRatio();
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354
178
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const takerFee = __1.Casting.IFixed.numberFromIFixed(this.marketParams.takerFee);
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355
179
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const positionSizeNum = __1.Casting.IFixed.numberFromIFixed(position.baseAssetAmount);
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356
180
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const positionBidsNum = __1.Casting.IFixed.numberFromIFixed(position.bidsQuantity);
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