aftermath-ts-sdk 1.3.23-cleanup → 1.3.23-perps.2

package/dist/packages/perpetuals/perpetualsMarket.js

@@ -12,26 +12,26 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.PerpetualsMarket = void 0;
 const __1 = require("../..");
 const caller_1 = require("../../general/utils/caller");
-const iFixedUtils_1 = require("../../general/utils/iFixedUtils");
 const perpetuals_1 = require("./perpetuals");
-const utils_1 = require("./utils");
 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;
-        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(),
+        // TODO: move/add to account ?
+        this.getMaxOrderSize = (inputs) => __awaiter(this, void 0, void 0, function* () {
+            const { side, price, accountId, leverage } = inputs;
+            return this.fetchApi("account/max-order-size", {
                 side,
                 price,
                 leverage,
+                accountId,
+                marketId: this.marketId,
             });
-            return Number(maxSize) * this.lotSize() * indexPrice;
         });
         // =========================================================================
         //  Calculations
@@ -41,7 +41,7 @@ class PerpetualsMarket extends caller_1.Caller {
         };
         this.nextFundingTimeMs = () => {
             const fundingFrequencyMs = Number(this.marketParams.fundingFrequencyMs);
-            const lastFundingIntervalNumber = Math.floor(this.marketState.fundingLastUpdateMs / fundingFrequencyMs);
+            const lastFundingIntervalNumber = Math.floor(this.marketState.fundingLastUpdateTimestamp / fundingFrequencyMs);
             return (lastFundingIntervalNumber + 1) * fundingFrequencyMs;
         };
         // The funding rate as the difference between book and index TWAPs relative to the index price,
@@ -51,38 +51,20 @@ class PerpetualsMarket extends caller_1.Caller {
         // To get the rate as a percentage, multiply the output by 100.
         this.estimatedFundingRate = (inputs) => {
             const { indexPrice } = inputs;
-            const premiumTwap = iFixedUtils_1.IFixedUtils.numberFromIFixed(this.marketState.premiumTwap);
+            const premiumTwap = this.marketState.premiumTwap;
             const relativePremium = premiumTwap / indexPrice;
             const periodAdjustment = Number(this.marketParams.fundingFrequencyMs) /
                 Number(this.marketParams.fundingPeriodMs);
             return relativePremium * periodAdjustment;
         };
-        this.priceToOrderPrice = (inputs) => {
-            const { price } = inputs;
-            const lotSize = this.marketParams.lotSize;
-            const tickSize = this.marketParams.tickSize;
-            return perpetuals_1.Perpetuals.priceToOrderPrice({
-                price,
-                lotSize,
-                tickSize,
-            });
-        };
-        this.orderPriceToPrice = (inputs) => {
-            const { orderPrice } = inputs;
-            const lotSize = this.marketParams.lotSize;
-            const tickSize = this.marketParams.tickSize;
-            return perpetuals_1.Perpetuals.orderPriceToPrice({
-                orderPrice,
-                lotSize,
-                tickSize,
-            });
-        };
         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() *
+            const collateralUsd = 
+            // NOTE: is this safe ?
+            (Number(orderData.initialSize - orderData.filledSize) /
+                __1.Casting.Fixed.fixedOneN9) *
                 indexPrice *
                 imr;
             const collateral = collateralUsd / collateralPrice;
@@ -91,8 +73,27 @@ class PerpetualsMarket extends caller_1.Caller {
                 collateral,
             };
         };
+        // =========================================================================
+        //  Helpers
+        // =========================================================================
         this.roundToValidPrice = (inputs) => {
-            return Math.round(inputs.price / this.tickSize()) * this.tickSize();
+            const ticks = inputs.price / this.tickSize();
+            return ((inputs.floor
+                ? Math.floor(ticks)
+                : inputs.ceil
+                    ? Math.ceil(ticks)
+                    : Math.round(ticks)) * this.lotSize());
+        };
+        this.roundToValidPriceBigInt = (inputs) => {
+            const scaledPrice = Number(inputs.price * __1.Casting.Fixed.fixedOneN9);
+            // TODO: make sure this calc is safe
+            return ((BigInt(inputs.floor
+                ? Math.floor(scaledPrice)
+                : inputs.ceil
+                    ? Math.ceil(scaledPrice)
+                    : Math.round(scaledPrice)) /
+                this.marketParams.tickSize) *
+                this.marketParams.tickSize);
         };
         this.roundToValidSize = (inputs) => {
             const lots = inputs.size / this.lotSize();
@@ -102,7 +103,37 @@ class PerpetualsMarket extends caller_1.Caller {
                     ? Math.ceil(lots)
                     : Math.round(lots)) * this.lotSize());
         };
+        this.roundToValidSizeBigInt = (inputs) => {
+            const scaledSize = Number(inputs.size * __1.Casting.Fixed.fixedOneN9);
+            // TODO: make sure this calc is safe
+            return ((BigInt(inputs.floor
+                ? Math.floor(scaledSize)
+                : inputs.ceil
+                    ? Math.ceil(scaledSize)
+                    : Math.round(scaledSize)) /
+                this.marketParams.lotSize) *
+                this.marketParams.lotSize);
+        };
+        this.emptyPosition = () => {
+            return {
+                marketId: this.marketId,
+                collateralCoinType: this.marketData.collateralCoinType,
+                collateral: 0,
+                baseAssetAmount: 0,
+                quoteAssetNotionalAmount: 0,
+                cumFundingRateLong: this.marketData.marketState.cumFundingRateLong,
+                cumFundingRateShort: this.marketData.marketState.cumFundingRateShort,
+                asksQuantity: 0,
+                bidsQuantity: 0,
+                pendingOrders: [],
+                makerFee: 1, // 100%
+                takerFee: 1, // 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 +142,59 @@ 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;
+        });
+    }
+    getPlaceMarketOrderPreview(inputs, abortSignal) {
+        return __awaiter(this, void 0, void 0, function* () {
+            return this.fetchApi("previews/place-market-order", Object.assign(Object.assign({}, inputs), { collateralCoinType: this.collateralCoinType, accountId: undefined }), abortSignal);
+        });
+    }
+    getPlaceLimitOrderPreview(inputs, abortSignal) {
+        return __awaiter(this, void 0, void 0, function* () {
+            return this.fetchApi("previews/place-limit-order", Object.assign(Object.assign({}, inputs), { collateralCoinType: this.collateralCoinType, accountId: 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];
         });
     }
     // =========================================================================
@@ -141,22 +207,13 @@ class PerpetualsMarket extends caller_1.Caller {
         return perpetuals_1.Perpetuals.lotOrTickSizeToNumber(this.marketParams.tickSize);
     }
     maxLeverage() {
-        return (1 /
-            __1.Casting.IFixed.numberFromIFixed(this.marketParams.marginRatioInitial));
+        return 1 / this.marketParams.marginRatioInitial;
     }
     initialMarginRatio() {
-        return __1.Casting.IFixed.numberFromIFixed(this.marketParams.marginRatioInitial);
+        return this.marketParams.marginRatioInitial;
     }
     maintenanceMarginRatio() {
-        return __1.Casting.IFixed.numberFromIFixed(this.marketParams.marginRatioMaintenance);
-    }
-    // =========================================================================
-    //  Helpers
-    // =========================================================================
-    orderPrice(inputs) {
-        const { orderId } = inputs;
-        const orderPrice = utils_1.PerpetualsOrderUtils.price(orderId);
-        return this.orderPriceToPrice({ orderPrice });
+        return this.marketParams.marginRatioMaintenance;
     }
 }
 exports.PerpetualsMarket = PerpetualsMarket;