aftermath-ts-sdk 1.3.26-perps.13 → 1.3.27

package/dist/packages/perpetuals/perpetualsMarket.js

@@ -12,155 +12,77 @@ 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");
-/**
- * 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 order 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 market = markets[0];
- *
- * const { orderbook } = await market.getOrderbook();
- * const stats = await market.get24hrStats();
- * const { basePrice, collateralPrice } = await market.getPrices();
- * ```
- */
+const utils_1 = require("./utils");
 class PerpetualsMarket extends caller_1.Caller {
     // =========================================================================
     //  Constructor
     // =========================================================================
-    /**
-     * 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.).
-     * @param Provider - Optional shared {@link AftermathApi} provider instance.
-     *
-     * @remarks
-     * This class extends {@link Caller} with the `"perpetuals"` route prefix, meaning
-     * all HTTP requests resolve under `/perpetuals/...`.
-     */
-    constructor(marketData, config, Provider) {
-        super(config, "perpetuals");
+    constructor(marketData, config) {
+        super(config, `perpetuals/${marketData.collateralCoinType}/markets/${marketData.objectId}`);
         this.marketData = marketData;
-        this.Provider = Provider;
-        /**
-         * Compute the maximum order size that can be placed by a given account
-         * in this market, under optional leverage and price assumptions.
-         *
-         * This is a common frontend helper for:
-         * - "max size" buttons
-         * - input validation against risk limits
-         *
-         * **Note:** This is routed through the `account` namespace because it depends on
-         * the account's collateral and positions.
-         *
-         * @param inputs.accountId - Perpetuals account ID.
-         * @param inputs.side - Order side (Bid/Ask).
-         * @param inputs.leverage - Optional assumed leverage.
-         * @param inputs.price - Optional assumed price (e.g. for limit orders).
-         *
-         * @returns `{ maxOrderSize }` in base units (scaled integer as `bigint`).
-         *
-         * @example
-         * ```ts
-         * const { maxOrderSize } = await market.getMaxOrderSize({
-         *   accountId: 123n,
-         *   side: PerpetualsOrderSide.Bid,
-         *   leverage: 5,
-         * });
-         * ```
-         */
-        // TODO: move/add to account ?
-        this.getMaxOrderSize = (inputs) => __awaiter(this, void 0, void 0, function* () {
-            return this.fetchApi("account/max-order-size", Object.assign(Object.assign({}, inputs), { marketId: this.marketId }));
+        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,
+            });
+            return Number(maxSize) * this.lotSize() * indexPrice;
         });
         // =========================================================================
-        //  Funding / Timing
+        //  Calculations
         // =========================================================================
-        /**
-         * Compute the remaining time until the next funding event, in milliseconds.
-         *
-         * @returns `nextFundingTimeMs() - Date.now()`.
-         *
-         * @remarks
-         * If the next funding timestamp does not fit safely into a JS `number`,
-         * {@link nextFundingTimeMs} returns `Number.MAX_SAFE_INTEGER`, and the
-         * difference may be very large.
-         */
         this.timeUntilNextFundingMs = () => {
             return this.nextFundingTimeMs() - Date.now();
         };
-        /**
-         * Get the scheduled timestamp for the next funding event, in milliseconds.
-         *
-         * Safety behavior:
-         * - If `marketData.nextFundingTimestampMs` exceeds `Number.MAX_SAFE_INTEGER`,
-         *   this returns `Number.MAX_SAFE_INTEGER`.
-         *
-         * @returns Next funding timestamp (ms) as a JS `number`.
-         */
         this.nextFundingTimeMs = () => {
-            return this.marketData.nextFundingTimestampMs >
-                BigInt(Number.MAX_SAFE_INTEGER)
-                ? Number.MAX_SAFE_INTEGER
-                : Number(this.marketData.nextFundingTimestampMs);
+            const fundingFrequencyMs = Number(this.marketParams.fundingFrequencyMs);
+            const lastFundingIntervalNumber = Math.floor(this.marketState.fundingLastUpdateMs / fundingFrequencyMs);
+            return (lastFundingIntervalNumber + 1) * fundingFrequencyMs;
         };
-        /**
-         * Estimated funding rate per period for this market.
-         *
-         * This is read directly from `marketData.estimatedFundingRate`.
-         *
-         * @returns Estimated funding rate as a fraction (e.g. `0.01` = 1%).
-         */
-        this.estimatedFundingRate = () => {
-            return this.marketData.estimatedFundingRate;
+        // The funding rate as the difference between book and index TWAPs relative to the index price,
+        // scaled by the funding period adjustment:
+        // (bookTwap - indexTwap) / indexPrice * (fundingFrequency / fundingPeriod)
+        //
+        // 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 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,
+            });
         };
-        // =========================================================================
-        //  Margin / Collateral Calculations
-        // =========================================================================
-        /**
-         * Calculate the collateral required to support an order given leverage and prices.
-         *
-         * The computed collateral is based on the *remaining* unfilled size:
-         * `remaining = initialSize - filledSize`.
-         *
-         * USD requirement:
-         * ```text
-         * remainingBase * indexPrice * initialMarginRatio
-         * ```
-         * where `initialMarginRatio = 1 / leverage` (or 1 if leverage is falsy).
-         *
-         * @param inputs.leverage - Target leverage for the order (>= 1).
-         * @param inputs.orderData - Order data containing `initialSize` and `filledSize`.
-         * @param inputs.indexPrice - Index/oracle price of the base asset.
-         * @param inputs.collateralPrice - Price of the collateral asset.
-         *
-         * @returns Object with:
-         * - `collateralUsd`: required collateral in USD
-         * - `collateral`: required collateral in collateral coin units
-         */
         this.calcCollateralUsedForOrder = (inputs) => {
             const { leverage, orderData, indexPrice, collateralPrice } = inputs;
-            const imr = 1 / (leverage || 1);
-            const collateralUsd = (Number(orderData.currentSize) / __1.Casting.Fixed.fixedOneN9) *
+            const imr = 1 / leverage;
+            // const imr = this.initialMarginRatio();
+            const collateralUsd = Number(orderData.initialSize - orderData.filledSize) *
+                this.lotSize() *
                 indexPrice *
                 imr;
             const collateral = collateralUsd / collateralPrice;
@@ -169,64 +91,9 @@ class PerpetualsMarket extends caller_1.Caller {
                 collateral,
             };
         };
-        // =========================================================================
-        //  Helpers
-        // =========================================================================
-        /**
-         * Round a price to the nearest valid tick for this market.
-         *
-         * Rounding mode:
-         * - `floor: true` => round down
-         * - `ceil: true`  => round up
-         * - neither       => nearest tick (`Math.round`)
-         *
-         * @param inputs.price - Raw price to round.
-         * @param inputs.floor - Force floor rounding.
-         * @param inputs.ceil - Force ceil rounding.
-         * @returns Price snapped to the market tick size.
-         */
         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());
+            return Math.round(inputs.price / this.tickSize()) * this.tickSize();
         };
-        /**
-         * Round a price to the nearest valid tick as a fixed-point `bigint` (1e9 precision).
-         *
-         * This is helpful when you need the on-chain representation directly
-         * (e.g. order price fields stored in 9-decimal fixed).
-         *
-         * @param inputs.price - Raw price as a JS number.
-         * @param inputs.floor - Force floor rounding.
-         * @param inputs.ceil - Force ceil rounding.
-         * @returns Tick-snapped price scaled by `1e9`.
-         */
-        this.roundToValidPriceBigInt = (inputs) => {
-            const scaledPrice = Number(inputs.price * __1.Casting.Fixed.fixedOneN9);
-            return ((BigInt(inputs.floor
-                ? Math.floor(scaledPrice)
-                : inputs.ceil
-                    ? Math.ceil(scaledPrice)
-                    : Math.round(scaledPrice)) /
-                this.marketParams.tickSize) *
-                this.marketParams.tickSize);
-        };
-        /**
-         * Round a base-asset size to the nearest valid lot size for this market.
-         *
-         * Rounding mode:
-         * - `floor: true` => round down
-         * - `ceil: true`  => round up
-         * - neither       => nearest lot (`Math.round`)
-         *
-         * @param inputs.size - Raw size in base asset units.
-         * @param inputs.floor - Force floor rounding.
-         * @param inputs.ceil - Force ceil rounding.
-         * @returns Size snapped to the market lot size.
-         */
         this.roundToValidSize = (inputs) => {
             const lots = inputs.size / this.lotSize();
             return ((inputs.floor
@@ -235,59 +102,7 @@ class PerpetualsMarket extends caller_1.Caller {
                     ? Math.ceil(lots)
                     : Math.round(lots)) * this.lotSize());
         };
-        /**
-         * Round a base-asset size to the nearest valid lot as a fixed-point `bigint` (1e9 precision).
-         *
-         * @param inputs.size - Raw base size as a JS number.
-         * @param inputs.floor - Force floor rounding.
-         * @param inputs.ceil - Force ceil rounding.
-         * @returns Lot-snapped size scaled by `1e9`.
-         */
-        this.roundToValidSizeBigInt = (inputs) => {
-            const scaledSize = Number(inputs.size * __1.Casting.Fixed.fixedOneN9);
-            return ((BigInt(inputs.floor
-                ? Math.floor(scaledSize)
-                : inputs.ceil
-                    ? Math.ceil(scaledSize)
-                    : Math.round(scaledSize)) /
-                this.marketParams.lotSize) *
-                this.marketParams.lotSize);
-        };
-        /**
-         * Construct an "empty" position object for this market.
-         *
-         * Useful when an account has no open position but downstream UI/calculations
-         * expect a {@link PerpetualsPosition}-shaped object.
-         *
-         * @returns A zeroed-out {@link PerpetualsPosition} for `this.marketId`.
-         */
-        this.emptyPosition = () => {
-            return {
-                marketId: this.marketId,
-                collateral: 0,
-                collateralUsd: 0,
-                baseAssetAmount: 0,
-                quoteAssetNotionalAmount: 0,
-                cumFundingRateLong: this.marketData.marketState.cumFundingRateLong,
-                cumFundingRateShort: this.marketData.marketState.cumFundingRateShort,
-                asksQuantity: 0,
-                bidsQuantity: 0,
-                pendingOrders: [],
-                makerFee: 1, // 100% (placeholder default)
-                takerFee: 1, // 100% (placeholder default)
-                leverage: 1,
-                entryPrice: 0,
-                freeCollateral: 0,
-                freeMarginUsd: 0,
-                liquidationPrice: 0,
-                marginRatio: 1,
-                unrealizedFundingsUsd: 0,
-                unrealizedPnlUsd: 0,
-            };
-        };
         this.marketId = marketData.objectId;
-        this.indexPrice = marketData.indexPrice;
-        this.collateralPrice = marketData.collateralPrice;
         this.collateralCoinType = marketData.collateralCoinType;
         this.marketParams = marketData.marketParams;
         this.marketState = marketData.marketState;
@@ -295,201 +110,53 @@ class PerpetualsMarket extends caller_1.Caller {
     // =========================================================================
     //  Inspections
     // =========================================================================
-    /**
-     * Fetch the mid price for this market’s orderbook.
-     *
-     * This is a convenience endpoint that returns only:
-     * - `midPrice`: midpoint between best bid and best ask, or `undefined`
-     *   if the orderbook is empty or unavailable.
-     *
-     * @returns `{ midPrice }`.
-     *
-     * @example
-     * ```ts
-     * const { midPrice } = await market.getOrderbookMidPrice();
-     * ```
-     */
     // NOTE: should this be entirely removed since data already in orderbook function ?
-    getOrderbookMidPrice() {
-        return this.fetchApi("market/orderbook-price", {
-            marketId: this.marketId,
-        });
-    }
-    /**
-     * Fetch the 24-hour statistics for this specific market.
-     *
-     * Under the hood, this calls {@link Perpetuals.getMarkets24hrStats} and
-     * returns the first (and only) entry.
-     *
-     * @returns {@link PerpetualsMarket24hrStats}.
-     *
-     * @remarks
-     * This method creates a new {@link Perpetuals} instance using `this.config`.
-     * If you need shared Provider behavior, prefer calling `perps.getMarkets24hrStats`
-     * directly with the same Provider you initialized.
-     */
-    get24hrStats() {
-        return __awaiter(this, void 0, void 0, function* () {
-            const res = yield new perpetuals_1.Perpetuals(this.config).getMarkets24hrStats({
-                marketIds: [this.marketId],
-            });
-            return res.marketsStats[0];
-        });
+    getOrderbookPrice() {
+        return this.fetchApi("orderbook-price");
     }
-    /**
-     * Fetch the full orderbook snapshot for this market.
-     *
-     * @returns Object containing `orderbook`.
-     *
-     * @example
-     * ```ts
-     * const { orderbook } = await market.getOrderbook();
-     * console.log(orderbook.bids[0], orderbook.asks[0]);
-     * ```
-     */
-    // TODO: move to `Perpetuals` class ?
-    getOrderbook() {
-        return __awaiter(this, void 0, void 0, function* () {
-            const { orderbooks } = yield this.fetchApi("markets/orderbooks", {
-                marketIds: [this.marketId],
-            });
-            return {
-                orderbook: orderbooks[0].orderbook,
-            };
-        });
+    get24hrVolume() {
+        return this.fetchApi("24hr-volume");
     }
-    /**
-     * Market-level preview of placing a market order.
-     *
-     * Unlike {@link PerpetualsAccount.getPlaceMarketOrderPreview}, this version:
-     * - Calls `account/previews/place-market-order`
-     * - Explicitly sets `accountId: undefined`, allowing a “generic” preview that
-     *   doesn’t rely on a specific account’s on-chain positions/collateral.
-     *
-     * @param inputs - {@link SdkPerpetualsPlaceMarketOrderPreviewInputs}.
-     * @param abortSignal - Optional abort signal to cancel the request.
-     *
-     * @returns Either `{ error }` or a preview containing the simulated updated position,
-     * slippage, filled/posted sizes, collateral change, and execution price.
-     */
-    getPlaceMarketOrderPreview(inputs, abortSignal) {
-        return __awaiter(this, void 0, void 0, function* () {
-            return this.fetchApi("account/previews/place-market-order", Object.assign(Object.assign({}, inputs), { accountId: undefined }), abortSignal);
-        });
+    getPrice24hrsAgo() {
+        return this.fetchApi("price-24hrs-ago");
     }
-    /**
-     * Market-level preview of placing a limit order.
-     *
-     * Similar to {@link getPlaceMarketOrderPreview}, this uses:
-     * - `account/previews/place-limit-order`
-     * - `accountId: undefined`
-     *
-     * @param inputs - {@link SdkPerpetualsPlaceLimitOrderPreviewInputs}.
-     * @param abortSignal - Optional abort signal to cancel the request.
-     *
-     * @returns Either `{ error }` or a preview describing the simulated post-order state.
-     */
-    getPlaceLimitOrderPreview(inputs, abortSignal) {
-        return __awaiter(this, void 0, void 0, function* () {
-            return this.fetchApi("account/previews/place-limit-order", Object.assign(Object.assign({}, inputs), { accountId: undefined }), abortSignal);
-        });
-    }
-    // =========================================================================
-    //  Order History
-    // =========================================================================
-    /**
-     * Fetch paginated order history for this market.
-     *
-     * This is market-wide (public) history, not scoped to any account.
-     *
-     * @param inputs.beforeTimestampCursor - Optional pagination cursor.
-     * @param inputs.limit - Optional page size.
-     *
-     * @returns {@link ApiPerpetualsMarketOrderHistoryResponse} containing:
-     * - `orders`
-     * - `nextBeforeTimestampCursor`
-     */
-    getOrderHistory(inputs) {
-        return __awaiter(this, void 0, void 0, function* () {
-            return this.fetchApi("market/order-history", Object.assign(Object.assign({}, inputs), { marketId: this.marketId }));
-        });
+    getOrderbook() {
+        return this.fetchApi("orderbook");
     }
     // =========================================================================
-    //  Prices
+    //  Trade History
     // =========================================================================
-    /**
-     * Fetch the current base and collateral prices for this market.
-     *
-     * Internally calls {@link Perpetuals.getPrices} and returns the first result.
-     *
-     * @returns `{ basePrice, collateralPrice }`.
-     *
-     * @remarks
-     * This method instantiates a new {@link Perpetuals} client using `this.config`.
-     * If you rely on a shared Provider, call `perps.getPrices(...)` directly instead.
-     */
-    getPrices() {
+    getTradeHistory(inputs) {
         return __awaiter(this, void 0, void 0, function* () {
-            return (yield new perpetuals_1.Perpetuals(this.config).getPrices({
-                marketIds: [this.marketId],
-            })).marketsPrices[0];
+            return this.fetchApi(`trade-history`, inputs);
         });
     }
     // =========================================================================
     //  Value Conversions
     // =========================================================================
-    /**
-     * Get the base-asset lot size for this market as a `number`.
-     *
-     * Order sizes must be multiples of this lot size.
-     *
-     * @returns Lot size in base asset units.
-     */
     lotSize() {
         return perpetuals_1.Perpetuals.lotOrTickSizeToNumber(this.marketParams.lotSize);
     }
-    /**
-     * Get the minimal price tick size for this market as a `number`.
-     *
-     * Limit prices must be multiples of this tick size.
-     *
-     * @returns Tick size in quote units (e.g. USD).
-     */
     tickSize() {
         return perpetuals_1.Perpetuals.lotOrTickSizeToNumber(this.marketParams.tickSize);
     }
-    /**
-     * Get the maximum theoretical leverage for this market.
-     *
-     * Computed as:
-     * ```ts
-     * 1 / marginRatioInitial
-     * ```
-     *
-     * @returns Maximum leverage.
-     */
     maxLeverage() {
-        return 1 / this.marketParams.marginRatioInitial;
+        return (1 /
+            __1.Casting.IFixed.numberFromIFixed(this.marketParams.marginRatioInitial));
     }
-    /**
-     * 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() {
-        return this.marketParams.marginRatioInitial;
+        return __1.Casting.IFixed.numberFromIFixed(this.marketParams.marginRatioInitial);
     }
-    /**
-     * Get the maintenance margin ratio for this market.
-     *
-     * Falling below this ratio may trigger liquidation.
-     *
-     * @returns Maintenance margin ratio as a fraction.
-     */
     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;