aftermath-ts-sdk 1.3.23-perps.25 → 1.3.23-perps.27

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

@@ -1,17 +1,138 @@
 import { Caller } from "../../general/utils/caller";
 import { CoinType, PerpetualsMarketId, PerpetualsMarketParams, PerpetualsMarketState, PerpetualsOrderData, PerpetualsOrderSide, PerpetualsOrderbook, PerpetualsPosition, Timestamp, PerpetualsMarketData, ApiDataWithCursorBody, PerpetualsTradeHistoryWithCursor, CallerConfig, Percentage, PerpetualsMarket24hrStats, SdkPerpetualsPlaceLimitOrderPreviewInputs, SdkPerpetualsPlaceMarketOrderPreviewInputs, PerpetualsAccountId } from "../../types";
+/**
+ * High-level wrapper around a single perpetuals market.
+ *
+ * This class provides:
+ *
+ * - Lightweight accessors for immutable market properties:
+ *   - `marketId`, `indexPrice`, `collateralPrice`, `collateralCoinType`
+ *   - `marketParams`, `marketState`
+ * - Read endpoints for:
+ *   - Orderbook snapshots
+ *   - 24h stats and trade history
+ *   - Market prices and derived funding metrics
+ * - Helpers for:
+ *   - Order sizing (max size, lot/tick rounding)
+ *   - Margin and collateral calculations
+ *   - Constructing an “empty” position for a market
+ *
+ * Typical usage:
+ *
+ * ```ts
+ * const perps = new Perpetuals(config);
+ * const markets = await perps.getMarkets({ marketIds: ["0x..."] });
+ * const btcPerp = new PerpetualsMarket(markets[0], config);
+ *
+ * const ob = await btcPerp.getOrderbook();
+ * const stats = await btcPerp.get24hrStats();
+ * const prices = await btcPerp.getPrices();
+ * ```
+ */
 export declare class PerpetualsMarket extends Caller {
     marketData: PerpetualsMarketData;
+    /** Unique identifier for this perpetuals market (object ID on chain). */
     readonly marketId: PerpetualsMarketId;
+    /**
+     * Current oracle/index price for the market's underlying asset, quoted in
+     * the index unit (typically USD).
+     */
     readonly indexPrice: number;
+    /**
+     * Current price of the collateral asset in USD (or the platform's base
+     * pricing unit).
+     */
     readonly collateralPrice: number;
+    /** Sui type of the collateral coin (e.g. `"0x2::sui::SUI"`). */
     readonly collateralCoinType: CoinType;
+    /** Static market configuration parameters (lot size, tick size, margins, etc.). */
     readonly marketParams: PerpetualsMarketParams;
+    /** Dynamic market state (funding rates, open interest, etc.). */
     readonly marketState: PerpetualsMarketState;
+    /**
+     * Create a new {@link PerpetualsMarket} wrapper from raw market data.
+     *
+     * @param marketData - Snapshot of market configuration and state.
+     * @param config - Optional {@link CallerConfig} (network, base URL, etc.).
+     */
     constructor(marketData: PerpetualsMarketData, config?: CallerConfig);
-    getOrderbookMidPrice(): Promise<number | undefined>;
+    /**
+     * Fetch the mid price for this market’s orderbook.
+     *
+     * This is a convenience endpoint that returns only:
+     *
+     * - `midPrice`: The midpoint between best bid and best ask, or `undefined`
+     *   if the orderbook is empty or malformed.
+     *
+     * @returns A promise resolving to `{ midPrice }`.
+     *
+     * @example
+     * ```ts
+     * const { midPrice } = await market.getOrderbookMidPrice();
+     * ```
+     */
+    getOrderbookMidPrice(): Promise<{
+        midPrice: number | undefined;
+    }>;
+    /**
+     * Fetch the 24-hour statistics for this specific market.
+     *
+     * Under the hood, this calls {@link Perpetuals.getMarkets24hrStats} and
+     * returns the first (and only) entry for this market.
+     *
+     * @returns {@link PerpetualsMarket24hrStats} with volume, high/low, and other metrics.
+     *
+     * @example
+     * ```ts
+     * const stats = await market.get24hrStats();
+     * console.log(stats.volumeUsd, stats.priceChangePct);
+     * ```
+     */
     get24hrStats(): Promise<PerpetualsMarket24hrStats>;
+    /**
+     * Fetch the full orderbook snapshot for this market.
+     *
+     * Currently implemented via the generic `markets` endpoint with:
+     * - `marketIds: [this.marketId]`
+     * - `withOrderbook: true`
+     *
+     * @returns {@link PerpetualsOrderbook} for this market.
+     *
+     * @example
+     * ```ts
+     * const ob = await market.getOrderbook();
+     * console.log(ob.bids[0], ob.asks[0]);
+     * ```
+     */
     getOrderbook(): Promise<PerpetualsOrderbook>;
+    /**
+     * Compute the maximum order size that can be placed by a given account
+     * in this market, under optional leverage and price assumptions.
+     *
+     * This is useful for frontends to:
+     * - Drive "max" buttons.
+     * - Validate order inputs against risk limits.
+     *
+     * **Note:** This lives on the `account` namespace since it depends on
+     * account state.
+     *
+     * @param inputs.accountId - Perpetuals account ID.
+     * @param inputs.side - Order side (Bid/Ask).
+     * @param inputs.leverage - Optional leverage to assume (defaults to account-level).
+     * @param inputs.price - Optional limit price; if omitted, a default or index-based
+     *   assumption may be used by the backend.
+     *
+     * @returns An object containing `maxOrderSize` (as `bigint` in base units).
+     *
+     * @example
+     * ```ts
+     * const { maxOrderSize } = await market.getMaxOrderSize({
+     *   accountId,
+     *   side: PerpetualsOrderSide.Bid,
+     *   leverage: 5,
+     * });
+     * ```
+     */
     getMaxOrderSize: (inputs: {
         accountId: PerpetualsAccountId;
         side: PerpetualsOrderSide;
@@ -20,10 +141,32 @@ export declare class PerpetualsMarket extends Caller {
     }) => Promise<{
         maxOrderSize: bigint;
     }>;
+    /**
+     * Market-level preview of placing a market order.
+     *
+     * Unlike the account-specific preview on {@link PerpetualsAccount},
+     * this version:
+     * - Calls `account/previews/place-market-order`.
+     * - Explicitly sets `accountId: undefined`, allowing the backend to use
+     *   generic or hypothetical assumptions about account state.
+     *
+     * @param inputs - See {@link SdkPerpetualsPlaceMarketOrderPreviewInputs}.
+     * @param abortSignal - Optional `AbortSignal` to cancel the HTTP request.
+     *
+     * @returns Either:
+     * - `{ error }`, or
+     * - A preview with:
+     *   - `updatedPosition`
+     *   - `priceSlippage` / `percentSlippage`
+     *   - `filledSize` / `filledSizeUsd`
+     *   - `postedSize` / `postedSizeUsd`
+     *   - `collateralChange`
+     *   - `executionPrice`
+     */
     getPlaceMarketOrderPreview(inputs: SdkPerpetualsPlaceMarketOrderPreviewInputs, abortSignal?: AbortSignal): Promise<{
         error: string;
     } | {
-        positionAfterOrder: PerpetualsPosition;
+        updatedPosition: PerpetualsPosition;
         priceSlippage: number;
         percentSlippage: Percentage;
         filledSize: number;
@@ -33,10 +176,24 @@ export declare class PerpetualsMarket extends Caller {
         collateralChange: number;
         executionPrice: number;
     }>;
+    /**
+     * Market-level preview of placing a limit order.
+     *
+     * Similar to {@link getPlaceMarketOrderPreview}, this uses:
+     * - `account/previews/place-limit-order`
+     * - `accountId: undefined`
+     *
+     * @param inputs - See {@link SdkPerpetualsPlaceLimitOrderPreviewInputs}.
+     * @param abortSignal - Optional `AbortSignal` to cancel the request.
+     *
+     * @returns Either:
+     * - `{ error }`, or
+     * - A preview object with post-order position, slippage, and collateral changes.
+     */
     getPlaceLimitOrderPreview(inputs: SdkPerpetualsPlaceLimitOrderPreviewInputs, abortSignal?: AbortSignal): Promise<{
         error: string;
     } | {
-        positionAfterOrder: PerpetualsPosition;
+        updatedPosition: PerpetualsPosition;
         priceSlippage: number;
         percentSlippage: Percentage;
         filledSize: number;
@@ -46,14 +203,98 @@ export declare class PerpetualsMarket extends Caller {
         collateralChange: number;
         executionPrice: number;
     }>;
+    /**
+     * Fetch paginated trade history for this market.
+     *
+     * This returns *market-level* trade history (not account-specific), useful
+     * for charting, recent trades lists, etc.
+     *
+     * @param inputs.cursor - Optional pagination cursor.
+     * @param inputs.limit - Optional number of trades per page.
+     *
+     * @returns {@link PerpetualsTradeHistoryWithCursor} including a list of
+     *   trades and a `nextCursor`.
+     *
+     * @example
+     * ```ts
+     * const result = await market.getTradeHistory({ limit: 100 });
+     * console.log(result.trades.length, result.nextCursor);
+     * ```
+     */
     getTradeHistory(inputs: ApiDataWithCursorBody<Timestamp>): Promise<PerpetualsTradeHistoryWithCursor>;
+    /**
+     * Fetch the current base and collateral prices for this market.
+     *
+     * Internally calls {@link Perpetuals.getPrices} and returns the first
+     * element corresponding to `this.marketId`.
+     *
+     * @returns `{ basePrice, collateralPrice }` for this market.
+     *
+     * @example
+     * ```ts
+     * const { basePrice, collateralPrice } = await market.getPrices();
+     * ```
+     */
     getPrices(): Promise<{
         basePrice: number;
         collateralPrice: number;
     }>;
+    /**
+     * Compute the remaining time until the next funding event, in milliseconds.
+     *
+     * - If the on-chain `nextFundingTimestampMs` exceeds `Number.MAX_SAFE_INTEGER`,
+     *   this uses `Number.MAX_SAFE_INTEGER` as a cap via {@link nextFundingTimeMs}.
+     *
+     * @returns `nextFundingTimeMs() - Date.now()`.
+     */
     timeUntilNextFundingMs: () => Timestamp;
+    /**
+     * Get the scheduled timestamp for the next funding event, in milliseconds.
+     *
+     * - If `nextFundingTimestampMs` doesn't fit in JS `number` safely
+     *   (i.e. `> Number.MAX_SAFE_INTEGER`), this method returns
+     *   `Number.MAX_SAFE_INTEGER` as a safeguard.
+     *
+     * @returns Next funding timestamp (ms) as a JS `number`.
+     */
     nextFundingTimeMs: () => Timestamp;
+    /**
+     * Estimated funding rate per period for this market.
+     *
+     * Conceptually defined as:
+     *
+     * ```text
+     * (bookTwap - indexTwap) / indexPrice * (fundingFrequency / fundingPeriod)
+     * ```
+     *
+     * but here it's read directly from `marketData.estimatedFundingRate`.
+     *
+     * @returns Estimated funding rate as a fraction (e.g. 0.01 = 1%).
+     */
     estimatedFundingRate: () => Percentage;
+    /**
+     * Calculate the collateral required to support an order given leverage
+     * and prices.
+     *
+     * The formula is (in USD):
+     *
+     * ```text
+     * remainingSizeBase * indexPrice * initialMarginRatio
+     * ```
+     *
+     * where:
+     * - `remainingSizeBase` = `(initialSize - filledSize) / fixedOneN9`
+     * - `initialMarginRatio` = `1 / leverage` (or 1 if leverage is falsy).
+     *
+     * @param inputs.leverage - Target leverage for the order.
+     * @param inputs.orderData - Order data containing `initialSize` and `filledSize`.
+     * @param inputs.indexPrice - Current index price of the underlying.
+     * @param inputs.collateralPrice - Price of the collateral asset in USD.
+     *
+     * @returns Object with:
+     * - `collateralUsd`: required collateral in USD.
+     * - `collateral`: required collateral in collateral coins.
+     */
     calcCollateralUsedForOrder: (inputs: {
         leverage: number;
         orderData: PerpetualsOrderData;
@@ -63,31 +304,124 @@ export declare class PerpetualsMarket extends Caller {
         collateral: number;
         collateralUsd: number;
     };
+    /**
+     * Get the base asset lot size for this market as a `number`.
+     *
+     * Order sizes must be a multiple of this lot size.
+     *
+     * @returns Lot size in base asset units.
+     */
     lotSize(): number;
+    /**
+     * Get the minimal price tick for this market as a `number`.
+     *
+     * Limit prices must be a multiple of this tick size.
+     *
+     * @returns Tick size in quote units (e.g. USD).
+     */
     tickSize(): number;
+    /**
+     * Get the maximum theoretical leverage for this market, computed as:
+     *
+     * ```ts
+     * 1 / marginRatioInitial
+     * ```
+     *
+     * @returns Maximum leverage value for opening positions.
+     */
     maxLeverage(): number;
+    /**
+     * Get the initial margin ratio for this market.
+     *
+     * This is the minimum margin required when opening a position.
+     *
+     * @returns Initial margin ratio as a fraction (e.g. 0.05 = 20x).
+     */
     initialMarginRatio(): number;
+    /**
+     * Get the maintenance margin ratio for this market.
+     *
+     * Falling below this ratio may result in liquidation.
+     *
+     * @returns Maintenance margin ratio as a fraction.
+     */
     maintenanceMarginRatio(): number;
+    /**
+     * Round a price to the nearest valid tick for this market.
+     *
+     * @param inputs.price - Raw price to round.
+     * @param inputs.floor - If `true`, always round down to the previous tick.
+     * @param inputs.ceil - If `true`, always round up to the next tick.
+     *
+     * If neither `floor` nor `ceil` are set, this uses `Math.round`.
+     *
+     * @returns Price snapped to a valid tick.
+     *
+     * @example
+     * ```ts
+     * const validPrice = market.roundToValidPrice({ price: 27123.45 });
+     * ```
+     */
     roundToValidPrice: (inputs: {
         price: number;
         floor?: boolean;
         ceil?: boolean;
     }) => number;
+    /**
+     * Round a price to the nearest valid tick for this market, expressed as
+     * a `bigint` scaled by `Fixed.fixedOneN9`.
+     *
+     * This is useful when you need the on-chain representation directly.
+     *
+     * @param inputs.price - Raw price as a JS number.
+     * @param inputs.floor - If `true`, always round down.
+     * @param inputs.ceil - If `true`, always round up.
+     *
+     * @returns Price scaled by `1e9` and snapped to a valid tick as a `bigint`.
+     */
     roundToValidPriceBigInt: (inputs: {
         price: number;
         floor?: boolean;
         ceil?: boolean;
     }) => bigint;
+    /**
+     * Round a base-asset size to the nearest valid lot size for this market.
+     *
+     * @param inputs.size - Raw size in base asset units.
+     * @param inputs.floor - If `true`, always round down.
+     * @param inputs.ceil - If `true`, always round up.
+     *
+     * @returns Size snapped to a valid lot boundary.
+     */
     roundToValidSize: (inputs: {
         size: number;
         floor?: boolean;
         ceil?: boolean;
     }) => number;
+    /**
+     * Round a base-asset size to the nearest valid lot size for this market,
+     * as a scaled `bigint` (`Fixed.fixedOneN9`).
+     *
+     * @param inputs.size - Raw size in base units.
+     * @param inputs.floor - If `true`, always round down.
+     * @param inputs.ceil - If `true`, always round up.
+     *
+     * @returns Size scaled by `1e9` and snapped to valid lot as a `bigint`.
+     */
     roundToValidSizeBigInt: (inputs: {
         size: number;
         floor?: boolean;
         ceil?: boolean;
     }) => bigint;
+    /**
+     * Construct an "empty" position object for this market.
+     *
+     * This is useful for UI and calculations when an account has no open
+     * position but you still want a full {@link PerpetualsPosition}-shaped
+     * object with defaulted values.
+     *
+     * @returns A zeroed-out {@link PerpetualsPosition} for `this.marketId`.
+     */
     emptyPosition: () => PerpetualsPosition;
 }
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package/dist/packages/perpetuals/perpetualsMarket.d.ts.map

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