aftermath-ts-sdk 1.3.1 → 1.3.12-perps.1

package/dist/packages/perpetuals/perpetualsCastingTypes.d.ts

@@ -1,120 +1,5 @@
 import { EventOnChain } from "../../general/types/castingTypes";
-import { BigIntAsString, CoinSymbol, IdAsStringBytes, IFixedAsString, IFixedAsStringBytes, ObjectId, PerpetualsMarketId, PerpetualsOrderIdAsString, SuiAddress } from "../../types";
-export interface PerpetualsMarketDataIndexerResponse {
-    pkg_id: IdAsStringBytes;
-    initial_shared_version: BigIntAsString;
-    object: {
-        id: {
-            id: IdAsStringBytes;
-        };
-        version: BigIntAsString;
-        market_params: PerpetualsMarketParamsFieldsIndexerReponse;
-        market_state: PerpetualsMarketStateFieldsIndexerReponse;
-    };
-}
-export interface PerpetualsOrderbookIndexerResponse {
-    asks: Record<PerpetualsOrderIdAsString, {
-        account_id: BigIntAsString;
-        size: BigIntAsString;
-    }>;
-    bids: Record<PerpetualsOrderIdAsString, {
-        account_id: BigIntAsString;
-        size: BigIntAsString;
-    }>;
-    asks_size: BigIntAsString;
-    bids_size: BigIntAsString;
-}
-export interface PerpetualsMarketParamsFieldsIndexerReponse {
-    margin_ratio_initial: IFixedAsStringBytes;
-    margin_ratio_maintenance: IFixedAsStringBytes;
-    base_pfs_id: IdAsStringBytes;
-    collateral_pfs_id: IdAsStringBytes;
-    funding_frequency_ms: BigIntAsString;
-    funding_period_ms: BigIntAsString;
-    premium_twap_frequency_ms: BigIntAsString;
-    premium_twap_period_ms: BigIntAsString;
-    spread_twap_frequency_ms: BigIntAsString;
-    spread_twap_period_ms: BigIntAsString;
-    maker_fee: IFixedAsStringBytes;
-    taker_fee: IFixedAsStringBytes;
-    liquidation_fee: IFixedAsStringBytes;
-    force_cancel_fee: IFixedAsStringBytes;
-    insurance_fund_fee: IFixedAsStringBytes;
-    min_order_usd_value: IFixedAsStringBytes;
-    lot_size: BigIntAsString;
-    tick_size: BigIntAsString;
-    liquidation_tolerance: BigIntAsString;
-    max_pending_orders: BigIntAsString;
-    oracle_tolerance: BigIntAsString;
-}
-export interface PerpetualsMarketStateFieldsIndexerReponse {
-    cum_funding_rate_long: IFixedAsStringBytes;
-    cum_funding_rate_short: IFixedAsStringBytes;
-    funding_last_upd_ms: BigIntAsString;
-    premium_twap: IFixedAsStringBytes;
-    premium_twap_last_upd_ms: BigIntAsString;
-    spread_twap: IFixedAsStringBytes;
-    spread_twap_last_upd_ms: BigIntAsString;
-    open_interest: IFixedAsStringBytes;
-    fees_accrued: IFixedAsStringBytes;
-}
-export interface PerpetualsPositionIndexerResponse {
-    position: {
-        collateral: IFixedAsStringBytes;
-        base_asset_amount: IFixedAsStringBytes;
-        quote_asset_notional_amount: IFixedAsStringBytes;
-        cum_funding_rate_long: IFixedAsStringBytes;
-        cum_funding_rate_short: IFixedAsStringBytes;
-        asks_quantity: IFixedAsStringBytes;
-        bids_quantity: IFixedAsStringBytes;
-        pending_orders: BigIntAsString;
-        maker_fee: IFixedAsStringBytes;
-        taker_fee: IFixedAsStringBytes;
-    };
-    pending_orders: {
-        bids: Record<string, // PerpetualsOrderId
-        BigIntAsString>;
-        asks: Record<string, // PerpetualsOrderId
-        BigIntAsString>;
-    };
-}
-export type PerpetualsAccountPositionsIndexerResponse = [
-    IdAsStringBytes,
-    PerpetualsPositionIndexerResponse,
-    IFixedAsStringBytes
-][];
-export type PerpetualsPreviewOrderIndexerResponse = {
-    position: PerpetualsPositionIndexerResponse;
-    price_slippage: IFixedAsStringBytes;
-    percent_slippage: IFixedAsStringBytes;
-    execution_price: IFixedAsStringBytes;
-    size_filled: IFixedAsStringBytes;
-    collateral_change: IFixedAsStringBytes;
-    position_found: boolean;
-    size_posted?: IFixedAsStringBytes;
-} | {
-    error: string;
-};
-export type PerpetualsPreviewCancelOrdersIndexerResponse = {
-    position: PerpetualsPositionIndexerResponse;
-    collateral_change: IFixedAsStringBytes;
-} | {
-    error: string;
-};
-export type PerpetualsPreviewReduceOrdersIndexerResponse = {
-    position: PerpetualsPositionIndexerResponse;
-    collateral_change: IFixedAsStringBytes;
-} | {
-    error: string;
-};
-export type PerpetualsMarketsIndexerResponse = Record<PerpetualsMarketId, [
-    PerpetualsMarketDataIndexerResponse,
-    CoinSymbol
-]>;
-export type PerpetualsMarketIndexerResponse = {
-    ch: [PerpetualsMarketDataIndexerResponse, CoinSymbol];
-    orderbook: PerpetualsOrderbookIndexerResponse;
-};
+import { BigIntAsString, Byte, IFixedAsString, ObjectId, PerpetualsAccountId, SuiAddress } from "../../types";
 export type UpdatedMarketVersionEventOnChain = EventOnChain<{
     ch_id: ObjectId;
     version: BigIntAsString;
@@ -131,13 +16,11 @@ export type AllocatedCollateralEventOnChain = EventOnChain<{
     ch_id: ObjectId;
     account_id: BigIntAsString;
     collateral: BigIntAsString;
-    position_collateral_after: IFixedAsString;
 }>;
 export type DeallocatedCollateralEventOnChain = EventOnChain<{
     ch_id: ObjectId;
     account_id: BigIntAsString;
     collateral: BigIntAsString;
-    position_collateral_after: IFixedAsString;
 }>;
 export type SettledFundingEventOnChain = EventOnChain<{
     ch_id: ObjectId;
@@ -151,56 +34,70 @@ export type LiquidatedEventOnChain = EventOnChain<{
     liqee_account_id: BigIntAsString;
     liqor_account_id: BigIntAsString;
     is_liqee_long: boolean;
-    size_liquidated: BigIntAsString;
-    mark_price: IFixedAsString;
-    liqee_collateral_change_usd: IFixedAsString;
-    liqee_base_amount: IFixedAsString;
-    liqee_quote_amount: IFixedAsString;
+    base_liquidated: IFixedAsString;
+    quote_liquidated: IFixedAsString;
+    liqee_pnl: IFixedAsString;
+    liquidation_fees: IFixedAsString;
+    force_cancel_fees: IFixedAsString;
+    insurance_fund_fees: IFixedAsString;
     bad_debt: IFixedAsString;
 }>;
+export type PerformedLiquidationEventOnChain = EventOnChain<{
+    ch_id: ObjectId;
+    liqee_account_id: BigIntAsString;
+    liqor_account_id: BigIntAsString;
+    is_liqee_long: boolean;
+    base_liquidated: IFixedAsString;
+    quote_liquidated: IFixedAsString;
+    liqor_pnl: IFixedAsString;
+    liqor_fees: IFixedAsString;
+}>;
 export type CreatedAccountEventOnChain = EventOnChain<{
     user: SuiAddress;
     account_id: BigIntAsString;
 }>;
-export type CanceledOrderEventOnChain = EventOnChain<{
-    ch_id: ObjectId;
-    account_id: BigIntAsString;
-    size: BigIntAsString;
-    order_id: BigIntAsString;
+export type CreatedSubAccountEventOnChain = EventOnChain<{
+    users: SuiAddress[];
+    account_id: PerpetualsAccountId;
+    subaccount_id: ObjectId;
+}>;
+export type SetSubAccountUsersEventOnChain = EventOnChain<{
+    users: SuiAddress[];
+    account_id: PerpetualsAccountId;
+    subaccount_id: ObjectId;
 }>;
-export type PostedOrderEventOnChain = EventOnChain<{
+export type SetPositionInitialMarginRatioEventOnChain = EventOnChain<{
     ch_id: ObjectId;
     account_id: BigIntAsString;
-    posted_base_ask: BigIntAsString;
-    posted_base_bid: BigIntAsString;
-    pending_asks: IFixedAsString;
-    pending_bids: IFixedAsString;
+    initial_margin_ratio: IFixedAsString;
 }>;
-export type FilledMakerOrderEventOnChain = EventOnChain<{
+export type CanceledOrderEventOnChain = EventOnChain<{
     ch_id: ObjectId;
-    maker_account_id: BigIntAsString;
-    collateral_change_usd: IFixedAsString;
-    maker_base_amount: IFixedAsString;
-    maker_collateral: IFixedAsString;
-    maker_final_size: BigIntAsString;
-    maker_pending_asks_quantity: IFixedAsString;
-    maker_pending_bids_quantity: IFixedAsString;
-    maker_quote_amount: IFixedAsString;
-    maker_size: BigIntAsString;
+    account_id: BigIntAsString;
+    size: BigIntAsString;
     order_id: BigIntAsString;
 }>;
+export type FilledMakerOrdersEventOnChain = EventOnChain<{
+    events: {
+        ch_id: ObjectId;
+        maker_account_id: BigIntAsString;
+        taker_account_id: BigIntAsString;
+        fees: IFixedAsString;
+        filled_size: BigIntAsString;
+        order_id: BigIntAsString;
+        pnl: IFixedAsString;
+        remaining_size: BigIntAsString;
+    }[];
+}>;
 export type FilledTakerOrderEventOnChain = EventOnChain<{
     ch_id: ObjectId;
     taker_account_id: BigIntAsString;
-    taker_collateral: IFixedAsString;
-    collateral_change_usd: IFixedAsString;
+    taker_pnl: IFixedAsString;
+    taker_fees: IFixedAsString;
     base_asset_delta_ask: IFixedAsString;
     quote_asset_delta_ask: IFixedAsString;
     base_asset_delta_bid: IFixedAsString;
     quote_asset_delta_bid: IFixedAsString;
-    taker_base_amount: IFixedAsString;
-    taker_quote_amount: IFixedAsString;
-    liquidated_volume: IFixedAsString;
 }>;
 export type PostedOrderReceiptEventOnChain = EventOnChain<{
     ch_id: ObjectId;
@@ -214,6 +111,39 @@ export type ReducedOrderEventOnChain = EventOnChain<{
     size_change: BigIntAsString;
     order_id: BigIntAsString;
 }>;
+export type CreatedStopOrderTicketEventOnChain = EventOnChain<{
+    ticket_id: ObjectId;
+    account_id: BigIntAsString;
+    subaccount_id: BigIntAsString | undefined;
+    executors: SuiAddress[];
+    gas: BigIntAsString;
+    stop_order_type: BigIntAsString;
+    encrypted_details: Byte[];
+}>;
+export type ExecutedStopOrderTicketEventOnChain = EventOnChain<{
+    ticket_id: ObjectId;
+    account_id: BigIntAsString;
+    executor: SuiAddress;
+}>;
+export type DeletedStopOrderTicketEventOnChain = EventOnChain<{
+    ticket_id: ObjectId;
+    account_id: BigIntAsString;
+    subaccount_id: ObjectId | undefined;
+    executor: SuiAddress;
+}>;
+export type EditedStopOrderTicketDetailsEventOnChain = EventOnChain<{
+    ticket_id: ObjectId;
+    account_id: BigIntAsString;
+    subaccount_id: ObjectId | undefined;
+    stop_order_type: BigIntAsString;
+    encrypted_details: Byte[];
+}>;
+export type EditedStopOrderTicketExecutorEventOnChain = EventOnChain<{
+    ticket_id: ObjectId;
+    account_id: BigIntAsString;
+    subaccount_id: ObjectId | undefined;
+    executors: SuiAddress[];
+}>;
 export type UpdatedPremiumTwapEventOnChain = EventOnChain<{
     ch_id: ObjectId;
     index_price: IFixedAsString;

package/dist/packages/perpetuals/perpetualsCastingTypes.d.ts.map

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package/dist/packages/perpetuals/perpetualsMarket.d.ts

@@ -1,25 +1,42 @@
-import { PerpetualsAccount } from "../..";
 import { Caller } from "../../general/utils/caller";
-import { CoinType, PerpetualsMarketId, PerpetualsMarketParams, PerpetualsMarketState, PerpetualsOrderData, PerpetualsOrderId, PerpetualsOrderPrice, PerpetualsOrderSide, PerpetualsOrderbook, Timestamp, PerpetualsMarketData, ApiPerpetualsMarket24hrVolumeResponse, ApiDataWithCursorBody, PerpetualsTradeHistoryWithCursor, CallerConfig } from "../../types";
+import { CoinType, ObjectId, PerpetualsMarketId, PerpetualsMarketParams, PerpetualsMarketState, PerpetualsOrderData, PerpetualsOrderId, PerpetualsOrderPrice, PerpetualsOrderSide, PerpetualsOrderbook, PerpetualsPosition, Timestamp, PerpetualsMarketData, ApiDataWithCursorBody, PerpetualsTradeHistoryWithCursor, CallerConfig, Percentage, SdkPerpetualsPlaceOrderPreviewInputs, PerpetualsMarket24hrStats } from "../../types";
 export declare class PerpetualsMarket extends Caller {
     marketData: PerpetualsMarketData;
     readonly marketId: PerpetualsMarketId;
+    readonly indexPrice: number;
+    readonly collateralPrice: number;
     readonly collateralCoinType: CoinType;
     readonly marketParams: PerpetualsMarketParams;
     readonly marketState: PerpetualsMarketState;
     constructor(marketData: PerpetualsMarketData, config?: CallerConfig);
-    getOrderbookPrice(): Promise<number | undefined>;
-    get24hrVolume(): Promise<ApiPerpetualsMarket24hrVolumeResponse>;
-    getPrice24hrsAgo(): Promise<number>;
+    getOrderbookMidPrice(): Promise<number | undefined>;
+    get24hrStats(): Promise<PerpetualsMarket24hrStats>;
     getOrderbook(): Promise<PerpetualsOrderbook>;
     getMaxOrderSizeUsd: (inputs: {
-        account: PerpetualsAccount;
+        accountObjectId: ObjectId;
         indexPrice: number;
         side: PerpetualsOrderSide;
         leverage: number;
         price?: PerpetualsOrderPrice;
     }) => Promise<number>;
+    getPlaceOrderPreview(inputs: SdkPerpetualsPlaceOrderPreviewInputs, abortSignal?: AbortSignal): Promise<{
+        error: string;
+    } | {
+        positionAfterOrder: PerpetualsPosition;
+        priceSlippage: number;
+        percentSlippage: Percentage;
+        filledSize: number;
+        filledSizeUsd: number;
+        postedSize: number;
+        postedSizeUsd: number;
+        collateralChange: number;
+        executionPrice: number;
+    }>;
     getTradeHistory(inputs: ApiDataWithCursorBody<Timestamp>): Promise<PerpetualsTradeHistoryWithCursor>;
+    getPrices(): Promise<{
+        basePrice: number;
+        collateralPrice: number;
+    }>;
     timeUntilNextFundingMs: () => Timestamp;
     nextFundingTimeMs: () => Timestamp;
     estimatedFundingRate: (inputs: {
@@ -56,5 +73,11 @@ export declare class PerpetualsMarket extends Caller {
         floor?: boolean;
         ceil?: boolean;
     }) => number;
+    roundToValidSizeBigInt: (inputs: {
+        size: number;
+        floor?: boolean;
+        ceil?: boolean;
+    }) => bigint;
+    emptyPosition: () => PerpetualsPosition;
 }
 //# sourceMappingURL=perpetualsMarket.d.ts.map

package/dist/packages/perpetuals/perpetualsMarket.d.ts.map

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package/dist/packages/perpetuals/perpetualsMarket.js

@@ -19,18 +19,22 @@ class PerpetualsMarket extends caller_1.Caller {
     // =========================================================================
     //  Constructor
     // =========================================================================
-    constructor(marketData, config) {
-        super(config, `perpetuals/${marketData.collateralCoinType}/markets/${marketData.objectId}`);
+    constructor(marketData, config
+    // public readonly Provider?: AftermathApi
+    ) {
+        super(config, "perpetuals");
         this.marketData = marketData;
+        // TODO: move/add to account ?
         this.getMaxOrderSizeUsd = (inputs) => __awaiter(this, void 0, void 0, function* () {
-            const { side, price, account, indexPrice, leverage } = inputs;
-            const maxSize = yield this.fetchApi("max-order-size", {
-                accountId: account.accountCap.accountId,
-                collateral: account.collateralBalance(),
+            const { side, price, accountObjectId, indexPrice, leverage } = inputs;
+            const maxSize = yield this.fetchApi("account/order-max-size", {
                 side,
                 price,
                 leverage,
+                accountObjectId,
+                marketId: this.marketId,
             });
+            // TODO: perform calculation on endpoint ?
             return Number(maxSize) * this.lotSize() * indexPrice;
         });
         // =========================================================================
@@ -79,7 +83,7 @@ class PerpetualsMarket extends caller_1.Caller {
         };
         this.calcCollateralUsedForOrder = (inputs) => {
             const { leverage, orderData, indexPrice, collateralPrice } = inputs;
-            const imr = 1 / leverage;
+            const imr = 1 / (leverage || 1);
             // const imr = this.initialMarginRatio();
             const collateralUsd = Number(orderData.initialSize - orderData.filledSize) *
                 this.lotSize() *
@@ -102,7 +106,35 @@ class PerpetualsMarket extends caller_1.Caller {
                     ? Math.ceil(lots)
                     : Math.round(lots)) * this.lotSize());
         };
+        this.roundToValidSizeBigInt = (inputs) => {
+            const sizeLots = Number(inputs.size * __1.Casting.Fixed.fixedOneN9);
+            // TODO: make sure this calc is safe
+            return (BigInt(inputs.floor
+                ? Math.floor(sizeLots)
+                : inputs.ceil
+                    ? Math.ceil(sizeLots)
+                    : Math.round(sizeLots)) / this.marketParams.lotSize);
+        };
+        this.emptyPosition = () => {
+            return {
+                marketId: this.marketId,
+                collateralCoinType: this.marketData.collateralCoinType,
+                collateral: BigInt(0),
+                baseAssetAmount: BigInt(0),
+                quoteAssetNotionalAmount: BigInt(0),
+                cumFundingRateLong: this.marketData.marketState.cumFundingRateLong,
+                cumFundingRateShort: this.marketData.marketState.cumFundingRateShort,
+                asksQuantity: BigInt(0),
+                bidsQuantity: BigInt(0),
+                pendingOrders: [],
+                makerFee: BigInt(1000000000000000000), // 100%
+                takerFee: BigInt(1000000000000000000), // 100%
+                leverage: 1,
+            };
+        };
         this.marketId = marketData.objectId;
+        this.indexPrice = marketData.indexPrice;
+        this.collateralPrice = marketData.collateralPrice;
         this.collateralCoinType = marketData.collateralCoinType;
         this.marketParams = marketData.marketParams;
         this.marketState = marketData.marketState;
@@ -111,24 +143,54 @@ class PerpetualsMarket extends caller_1.Caller {
     //  Inspections
     // =========================================================================
     // NOTE: should this be entirely removed since data already in orderbook function ?
-    getOrderbookPrice() {
-        return this.fetchApi("orderbook-price");
-    }
-    get24hrVolume() {
-        return this.fetchApi("24hr-volume");
+    getOrderbookMidPrice() {
+        return this.fetchApi("market/orderbook-price", {
+            marketId: this.marketId,
+        });
     }
-    getPrice24hrsAgo() {
-        return this.fetchApi("price-24hrs-ago");
+    get24hrStats() {
+        return __awaiter(this, void 0, void 0, function* () {
+            const stats = yield new perpetuals_1.Perpetuals(this.config).getMarkets24hrStats({
+                marketIds: [this.marketId],
+            });
+            return stats[0];
+        });
     }
     getOrderbook() {
-        return this.fetchApi("orderbook");
+        return __awaiter(this, void 0, void 0, function* () {
+            // TODO: create own endpoint for just orderbook
+            // return this.fetchApi<PerpetualsOrderbook>("market/orderbook");
+            const marketDatas = yield this.fetchApi("markets", {
+                marketIds: [this.marketId],
+                collateralCoinType: this.collateralCoinType,
+                withOrderbook: true,
+            });
+            return marketDatas[0].orderbook;
+        });
+    }
+    getPlaceOrderPreview(inputs, abortSignal) {
+        return __awaiter(this, void 0, void 0, function* () {
+            return this.fetchApi("previews/place-order", Object.assign(Object.assign({}, inputs), { collateralCoinType: this.collateralCoinType, accountObjectId: undefined }), abortSignal);
+        });
     }
     // =========================================================================
     //  Trade History
     // =========================================================================
     getTradeHistory(inputs) {
         return __awaiter(this, void 0, void 0, function* () {
-            return this.fetchApi(`trade-history`, inputs);
+            return this.fetchApi("market/trade-history", Object.assign(Object.assign({}, inputs), { marketId: this.marketId }));
+        });
+    }
+    // =========================================================================
+    //  Prices
+    // =========================================================================
+    getPrices() {
+        return __awaiter(this, void 0, void 0, function* () {
+            return (yield new perpetuals_1.Perpetuals(this.config
+            // this.Provider
+            ).getPrices({
+                marketIds: [this.marketId],
+            }))[0];
         });
     }
     // =========================================================================