aftermath-ts-sdk 1.3.23-perps.21 → 1.3.23-wc-0.1

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
-    // 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.getMaxOrderSize = (inputs) => __awaiter(this, void 0, void 0, function* () {
-            const { side, price, accountId, leverage } = inputs;
-            return this.fetchApi("account/max-order-size", {
+        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(),
                 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.fundingLastUpdateTimestamp / fundingFrequencyMs);
+            const lastFundingIntervalNumber = Math.floor(this.marketState.fundingLastUpdateMs / fundingFrequencyMs);
             return (lastFundingIntervalNumber + 1) * fundingFrequencyMs;
         };
         // The funding rate as the difference between book and index TWAPs relative to the index price,
@@ -51,20 +51,38 @@ 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 = this.marketState.premiumTwap;
+            const premiumTwap = iFixedUtils_1.IFixedUtils.numberFromIFixed(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 || 1);
+            const imr = 1 / leverage;
             // const imr = this.initialMarginRatio();
-            const collateralUsd = 
-            // NOTE: is this safe ?
-            (Number(orderData.initialSize - orderData.filledSize) /
-                __1.Casting.Fixed.fixedOneN9) *
+            const collateralUsd = Number(orderData.initialSize - orderData.filledSize) *
+                this.lotSize() *
                 indexPrice *
                 imr;
             const collateral = collateralUsd / collateralPrice;
@@ -73,27 +91,8 @@ class PerpetualsMarket extends caller_1.Caller {
                 collateral,
             };
         };
-        // =========================================================================
-        //  Helpers
-        // =========================================================================
         this.roundToValidPrice = (inputs) => {
-            const ticks = inputs.price / this.tickSize();
-            return ((inputs.floor
-                ? Math.floor(ticks)
-                : inputs.ceil
-                    ? Math.ceil(ticks)
-                    : Math.round(ticks)) * this.tickSize());
-        };
-        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);
+            return Math.round(inputs.price / this.tickSize()) * this.tickSize();
         };
         this.roundToValidSize = (inputs) => {
             const lots = inputs.size / this.lotSize();
@@ -103,37 +102,7 @@ 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;
@@ -142,59 +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,
-        });
-    }
-    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];
-        });
+    getOrderbookPrice() {
+        return this.fetchApi("orderbook-price");
     }
-    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;
-        });
+    get24hrVolume() {
+        return this.fetchApi("24hr-volume");
     }
-    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);
-        });
+    getPrice24hrsAgo() {
+        return this.fetchApi("price-24hrs-ago");
     }
-    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);
-        });
+    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);
         });
     }
     // =========================================================================
@@ -207,13 +141,22 @@ class PerpetualsMarket extends caller_1.Caller {
         return perpetuals_1.Perpetuals.lotOrTickSizeToNumber(this.marketParams.tickSize);
     }
     maxLeverage() {
-        return 1 / this.marketParams.marginRatioInitial;
+        return (1 /
+            __1.Casting.IFixed.numberFromIFixed(this.marketParams.marginRatioInitial));
     }
     initialMarginRatio() {
-        return this.marketParams.marginRatioInitial;
+        return __1.Casting.IFixed.numberFromIFixed(this.marketParams.marginRatioInitial);
     }
     maintenanceMarginRatio() {
-        return this.marketParams.marginRatioMaintenance;
+        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 });
     }
 }
 exports.PerpetualsMarket = PerpetualsMarket;