aftermath-ts-sdk 1.3.12-perps.1 → 1.3.12-pools-creation-fix.1

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

@@ -1,5 +1,120 @@
 import { EventOnChain } from "../../general/types/castingTypes";
-import { BigIntAsString, Byte, IFixedAsString, ObjectId, PerpetualsAccountId, SuiAddress } from "../../types";
+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;
+};
 export type UpdatedMarketVersionEventOnChain = EventOnChain<{
     ch_id: ObjectId;
     version: BigIntAsString;
@@ -16,11 +131,13 @@ 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;
@@ -34,70 +151,56 @@ export type LiquidatedEventOnChain = EventOnChain<{
     liqee_account_id: BigIntAsString;
     liqor_account_id: BigIntAsString;
     is_liqee_long: boolean;
-    base_liquidated: IFixedAsString;
-    quote_liquidated: IFixedAsString;
-    liqee_pnl: IFixedAsString;
-    liquidation_fees: IFixedAsString;
-    force_cancel_fees: IFixedAsString;
-    insurance_fund_fees: IFixedAsString;
+    size_liquidated: BigIntAsString;
+    mark_price: IFixedAsString;
+    liqee_collateral_change_usd: IFixedAsString;
+    liqee_base_amount: IFixedAsString;
+    liqee_quote_amount: 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 CreatedSubAccountEventOnChain = EventOnChain<{
-    users: SuiAddress[];
-    account_id: PerpetualsAccountId;
-    subaccount_id: ObjectId;
-}>;
-export type SetSubAccountUsersEventOnChain = EventOnChain<{
-    users: SuiAddress[];
-    account_id: PerpetualsAccountId;
-    subaccount_id: ObjectId;
-}>;
-export type SetPositionInitialMarginRatioEventOnChain = EventOnChain<{
-    ch_id: ObjectId;
-    account_id: BigIntAsString;
-    initial_margin_ratio: IFixedAsString;
-}>;
 export type CanceledOrderEventOnChain = EventOnChain<{
     ch_id: ObjectId;
     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 PostedOrderEventOnChain = EventOnChain<{
+    ch_id: ObjectId;
+    account_id: BigIntAsString;
+    posted_base_ask: BigIntAsString;
+    posted_base_bid: BigIntAsString;
+    pending_asks: IFixedAsString;
+    pending_bids: IFixedAsString;
+}>;
+export type FilledMakerOrderEventOnChain = 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;
+    order_id: BigIntAsString;
 }>;
 export type FilledTakerOrderEventOnChain = EventOnChain<{
     ch_id: ObjectId;
     taker_account_id: BigIntAsString;
-    taker_pnl: IFixedAsString;
-    taker_fees: IFixedAsString;
+    taker_collateral: IFixedAsString;
+    collateral_change_usd: 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;
@@ -111,39 +214,6 @@ 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;

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

@@ -1,42 +1,25 @@
+import { PerpetualsAccount } from "../..";
 import { Caller } from "../../general/utils/caller";
-import { CoinType, ObjectId, PerpetualsMarketId, PerpetualsMarketParams, PerpetualsMarketState, PerpetualsOrderData, PerpetualsOrderId, PerpetualsOrderPrice, PerpetualsOrderSide, PerpetualsOrderbook, PerpetualsPosition, Timestamp, PerpetualsMarketData, ApiDataWithCursorBody, PerpetualsTradeHistoryWithCursor, CallerConfig, Percentage, SdkPerpetualsPlaceOrderPreviewInputs, PerpetualsMarket24hrStats } from "../../types";
+import { CoinType, PerpetualsMarketId, PerpetualsMarketParams, PerpetualsMarketState, PerpetualsOrderData, PerpetualsOrderId, PerpetualsOrderPrice, PerpetualsOrderSide, PerpetualsOrderbook, Timestamp, PerpetualsMarketData, ApiPerpetualsMarket24hrVolumeResponse, ApiDataWithCursorBody, PerpetualsTradeHistoryWithCursor, CallerConfig } 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);
-    getOrderbookMidPrice(): Promise<number | undefined>;
-    get24hrStats(): Promise<PerpetualsMarket24hrStats>;
+    getOrderbookPrice(): Promise<number | undefined>;
+    get24hrVolume(): Promise<ApiPerpetualsMarket24hrVolumeResponse>;
+    getPrice24hrsAgo(): Promise<number>;
     getOrderbook(): Promise<PerpetualsOrderbook>;
     getMaxOrderSizeUsd: (inputs: {
-        accountObjectId: ObjectId;
+        account: PerpetualsAccount;
         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: {
@@ -73,11 +56,5 @@ 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

@@ -19,22 +19,18 @@ class PerpetualsMarket extends caller_1.Caller {
     // =========================================================================
     //  Constructor
     // =========================================================================
-    constructor(marketData, config
-    // public readonly Provider?: AftermathApi
-    ) {
-        super(config, "perpetuals");
+    constructor(marketData, config) {
+        super(config, `perpetuals/${marketData.collateralCoinType}/markets/${marketData.objectId}`);
         this.marketData = marketData;
-        // TODO: move/add to account ?
         this.getMaxOrderSizeUsd = (inputs) => __awaiter(this, void 0, void 0, function* () {
-            const { side, price, accountObjectId, indexPrice, leverage } = inputs;
-            const maxSize = yield this.fetchApi("account/order-max-size", {
+            const { side, price, account, indexPrice, leverage } = inputs;
+            const maxSize = yield this.fetchApi("max-order-size", {
+                accountId: account.accountCap.accountId,
+                collateral: account.collateralBalance(),
                 side,
                 price,
                 leverage,
-                accountObjectId,
-                marketId: this.marketId,
             });
-            // TODO: perform calculation on endpoint ?
             return Number(maxSize) * this.lotSize() * indexPrice;
         });
         // =========================================================================
@@ -83,7 +79,7 @@ class PerpetualsMarket extends caller_1.Caller {
         };
         this.calcCollateralUsedForOrder = (inputs) => {
             const { leverage, orderData, indexPrice, collateralPrice } = inputs;
-            const imr = 1 / (leverage || 1);
+            const imr = 1 / leverage;
             // const imr = this.initialMarginRatio();
             const collateralUsd = Number(orderData.initialSize - orderData.filledSize) *
                 this.lotSize() *
@@ -106,35 +102,7 @@ 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;
@@ -143,54 +111,24 @@ class PerpetualsMarket extends caller_1.Caller {
     //  Inspections
     // =========================================================================
     // NOTE: should this be entirely removed since data already in orderbook function ?
-    getOrderbookMidPrice() {
-        return this.fetchApi("market/orderbook-price", {
-            marketId: this.marketId,
-        });
+    getOrderbookPrice() {
+        return this.fetchApi("orderbook-price");
     }
-    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];
-        });
+    get24hrVolume() {
+        return this.fetchApi("24hr-volume");
     }
-    getOrderbook() {
-        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;
-        });
+    getPrice24hrsAgo() {
+        return this.fetchApi("price-24hrs-ago");
     }
-    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);
-        });
+    getOrderbook() {
+        return this.fetchApi("orderbook");
     }
     // =========================================================================
     //  Trade History
     // =========================================================================
     getTradeHistory(inputs) {
         return __awaiter(this, void 0, void 0, function* () {
-            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];
+            return this.fetchApi(`trade-history`, inputs);
         });
     }
     // =========================================================================