extended-typescript-sdk 0.0.7 → 0.8.1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (255) hide show
  1. package/dist/cjs/config.d.ts +2 -2
  2. package/dist/cjs/config.js +1 -1
  3. package/dist/cjs/index.d.ts +3 -1
  4. package/dist/cjs/index.d.ts.map +1 -1
  5. package/dist/cjs/index.js +12 -3
  6. package/dist/cjs/index.js.map +1 -1
  7. package/dist/cjs/perpetual/amounts.d.ts.map +1 -1
  8. package/dist/cjs/perpetual/amounts.js +1 -8
  9. package/dist/cjs/perpetual/amounts.js.map +1 -1
  10. package/dist/cjs/perpetual/assets.d.ts +1 -1
  11. package/dist/cjs/perpetual/assets.d.ts.map +1 -1
  12. package/dist/cjs/perpetual/assets.js +2 -3
  13. package/dist/cjs/perpetual/assets.js.map +1 -1
  14. package/dist/cjs/perpetual/crypto/signer.d.ts +2 -0
  15. package/dist/cjs/perpetual/crypto/signer.d.ts.map +1 -1
  16. package/dist/cjs/perpetual/crypto/signer.js +11 -1
  17. package/dist/cjs/perpetual/crypto/signer.js.map +1 -1
  18. package/dist/cjs/perpetual/order-object-settlement.d.ts +2 -1
  19. package/dist/cjs/perpetual/order-object-settlement.d.ts.map +1 -1
  20. package/dist/cjs/perpetual/order-object-settlement.js +3 -1
  21. package/dist/cjs/perpetual/order-object-settlement.js.map +1 -1
  22. package/dist/cjs/perpetual/order-object.d.ts.map +1 -1
  23. package/dist/cjs/perpetual/order-object.js +14 -2
  24. package/dist/cjs/perpetual/order-object.js.map +1 -1
  25. package/dist/cjs/perpetual/orderbook.d.ts +48 -0
  26. package/dist/cjs/perpetual/orderbook.d.ts.map +1 -0
  27. package/dist/cjs/perpetual/orderbook.js +266 -0
  28. package/dist/cjs/perpetual/orderbook.js.map +1 -0
  29. package/dist/cjs/perpetual/orders.d.ts +4 -2
  30. package/dist/cjs/perpetual/orders.d.ts.map +1 -1
  31. package/dist/cjs/perpetual/orders.js +3 -1
  32. package/dist/cjs/perpetual/orders.js.map +1 -1
  33. package/dist/cjs/perpetual/simple-client/blocking-trading-client.d.ts +59 -0
  34. package/dist/cjs/perpetual/simple-client/blocking-trading-client.d.ts.map +1 -0
  35. package/dist/cjs/perpetual/simple-client/blocking-trading-client.js +198 -0
  36. package/dist/cjs/perpetual/simple-client/blocking-trading-client.js.map +1 -0
  37. package/dist/config.d.ts +11 -0
  38. package/dist/config.d.ts.map +1 -0
  39. package/dist/config.js +15 -0
  40. package/dist/config.js.map +1 -0
  41. package/dist/errors.d.ts +25 -0
  42. package/dist/errors.d.ts.map +1 -0
  43. package/dist/errors.js +45 -0
  44. package/dist/errors.js.map +1 -0
  45. package/dist/esm/config.d.ts +2 -2
  46. package/dist/esm/config.js +1 -1
  47. package/dist/esm/index.d.ts +3 -1
  48. package/dist/esm/index.d.ts.map +1 -1
  49. package/dist/esm/index.js +4 -1
  50. package/dist/esm/index.js.map +1 -1
  51. package/dist/esm/perpetual/amounts.d.ts.map +1 -1
  52. package/dist/esm/perpetual/amounts.js +1 -8
  53. package/dist/esm/perpetual/amounts.js.map +1 -1
  54. package/dist/esm/perpetual/assets.d.ts +1 -1
  55. package/dist/esm/perpetual/assets.d.ts.map +1 -1
  56. package/dist/esm/perpetual/assets.js +2 -3
  57. package/dist/esm/perpetual/assets.js.map +1 -1
  58. package/dist/esm/perpetual/crypto/signer.d.ts +2 -0
  59. package/dist/esm/perpetual/crypto/signer.d.ts.map +1 -1
  60. package/dist/esm/perpetual/crypto/signer.js +10 -1
  61. package/dist/esm/perpetual/crypto/signer.js.map +1 -1
  62. package/dist/esm/perpetual/order-object-settlement.d.ts +2 -1
  63. package/dist/esm/perpetual/order-object-settlement.d.ts.map +1 -1
  64. package/dist/esm/perpetual/order-object-settlement.js +3 -1
  65. package/dist/esm/perpetual/order-object-settlement.js.map +1 -1
  66. package/dist/esm/perpetual/order-object.d.ts.map +1 -1
  67. package/dist/esm/perpetual/order-object.js +14 -2
  68. package/dist/esm/perpetual/order-object.js.map +1 -1
  69. package/dist/esm/perpetual/orderbook.d.ts +48 -0
  70. package/dist/esm/perpetual/orderbook.d.ts.map +1 -0
  71. package/dist/esm/perpetual/orderbook.js +257 -0
  72. package/dist/esm/perpetual/orderbook.js.map +1 -0
  73. package/dist/esm/perpetual/orders.d.ts +4 -2
  74. package/dist/esm/perpetual/orders.d.ts.map +1 -1
  75. package/dist/esm/perpetual/orders.js +3 -1
  76. package/dist/esm/perpetual/orders.js.map +1 -1
  77. package/dist/esm/perpetual/simple-client/blocking-trading-client.d.ts +59 -0
  78. package/dist/esm/perpetual/simple-client/blocking-trading-client.d.ts.map +1 -0
  79. package/dist/esm/perpetual/simple-client/blocking-trading-client.js +192 -0
  80. package/dist/esm/perpetual/simple-client/blocking-trading-client.js.map +1 -0
  81. package/dist/index.d.ts +42 -0
  82. package/dist/index.d.ts.map +1 -0
  83. package/dist/index.js +155 -0
  84. package/dist/index.js.map +1 -0
  85. package/dist/perpetual/accounts.d.ts +147 -0
  86. package/dist/perpetual/accounts.d.ts.map +1 -0
  87. package/dist/perpetual/accounts.js +236 -0
  88. package/dist/perpetual/accounts.js.map +1 -0
  89. package/dist/perpetual/amounts.d.ts +41 -0
  90. package/dist/perpetual/amounts.d.ts.map +1 -0
  91. package/dist/perpetual/amounts.js +79 -0
  92. package/dist/perpetual/amounts.js.map +1 -0
  93. package/dist/perpetual/assets.d.ts +74 -0
  94. package/dist/perpetual/assets.d.ts.map +1 -0
  95. package/dist/perpetual/assets.js +119 -0
  96. package/dist/perpetual/assets.js.map +1 -0
  97. package/dist/perpetual/bridges.d.ts +29 -0
  98. package/dist/perpetual/bridges.d.ts.map +1 -0
  99. package/dist/perpetual/bridges.js +45 -0
  100. package/dist/perpetual/bridges.js.map +1 -0
  101. package/dist/perpetual/candles.d.ts +26 -0
  102. package/dist/perpetual/candles.d.ts.map +1 -0
  103. package/dist/perpetual/candles.js +29 -0
  104. package/dist/perpetual/candles.js.map +1 -0
  105. package/dist/perpetual/clients.d.ts +15 -0
  106. package/dist/perpetual/clients.d.ts.map +1 -0
  107. package/dist/perpetual/clients.js +25 -0
  108. package/dist/perpetual/clients.js.map +1 -0
  109. package/dist/perpetual/configuration.d.ts +39 -0
  110. package/dist/perpetual/configuration.d.ts.map +1 -0
  111. package/dist/perpetual/configuration.js +61 -0
  112. package/dist/perpetual/configuration.js.map +1 -0
  113. package/dist/perpetual/crypto/signer.d.ts +166 -0
  114. package/dist/perpetual/crypto/signer.d.ts.map +1 -0
  115. package/dist/perpetual/crypto/signer.js +342 -0
  116. package/dist/perpetual/crypto/signer.js.map +1 -0
  117. package/dist/perpetual/custom-signer.d.ts +51 -0
  118. package/dist/perpetual/custom-signer.d.ts.map +1 -0
  119. package/dist/perpetual/custom-signer.js +18 -0
  120. package/dist/perpetual/custom-signer.js.map +1 -0
  121. package/dist/perpetual/fees.d.ts +20 -0
  122. package/dist/perpetual/fees.d.ts.map +1 -0
  123. package/dist/perpetual/fees.js +35 -0
  124. package/dist/perpetual/fees.js.map +1 -0
  125. package/dist/perpetual/funding-rates.d.ts +15 -0
  126. package/dist/perpetual/funding-rates.d.ts.map +1 -0
  127. package/dist/perpetual/funding-rates.js +23 -0
  128. package/dist/perpetual/funding-rates.js.map +1 -0
  129. package/dist/perpetual/markets.d.ts +83 -0
  130. package/dist/perpetual/markets.d.ts.map +1 -0
  131. package/dist/perpetual/markets.js +124 -0
  132. package/dist/perpetual/markets.js.map +1 -0
  133. package/dist/perpetual/order-object-settlement.d.ts +44 -0
  134. package/dist/perpetual/order-object-settlement.d.ts.map +1 -0
  135. package/dist/perpetual/order-object-settlement.js +123 -0
  136. package/dist/perpetual/order-object-settlement.js.map +1 -0
  137. package/dist/perpetual/order-object.d.ts +38 -0
  138. package/dist/perpetual/order-object.d.ts.map +1 -0
  139. package/dist/perpetual/order-object.js +102 -0
  140. package/dist/perpetual/order-object.js.map +1 -0
  141. package/dist/perpetual/orderbook.d.ts +48 -0
  142. package/dist/perpetual/orderbook.d.ts.map +1 -0
  143. package/dist/perpetual/orderbook.js +265 -0
  144. package/dist/perpetual/orderbook.js.map +1 -0
  145. package/dist/perpetual/orderbooks.d.ts +23 -0
  146. package/dist/perpetual/orderbooks.d.ts.map +1 -0
  147. package/dist/perpetual/orderbooks.js +36 -0
  148. package/dist/perpetual/orderbooks.js.map +1 -0
  149. package/dist/perpetual/orders.d.ts +209 -0
  150. package/dist/perpetual/orders.d.ts.map +1 -0
  151. package/dist/perpetual/orders.js +268 -0
  152. package/dist/perpetual/orders.js.map +1 -0
  153. package/dist/perpetual/positions.d.ts +80 -0
  154. package/dist/perpetual/positions.d.ts.map +1 -0
  155. package/dist/perpetual/positions.js +94 -0
  156. package/dist/perpetual/positions.js.map +1 -0
  157. package/dist/perpetual/simple-client/blocking-trading-client.d.ts +59 -0
  158. package/dist/perpetual/simple-client/blocking-trading-client.d.ts.map +1 -0
  159. package/dist/perpetual/simple-client/blocking-trading-client.js +197 -0
  160. package/dist/perpetual/simple-client/blocking-trading-client.js.map +1 -0
  161. package/dist/perpetual/stream-client/perpetual-stream-connection.d.ts +47 -0
  162. package/dist/perpetual/stream-client/perpetual-stream-connection.d.ts.map +1 -0
  163. package/dist/perpetual/stream-client/perpetual-stream-connection.js +125 -0
  164. package/dist/perpetual/stream-client/perpetual-stream-connection.js.map +1 -0
  165. package/dist/perpetual/stream-client/stream-client.d.ts +62 -0
  166. package/dist/perpetual/stream-client/stream-client.d.ts.map +1 -0
  167. package/dist/perpetual/stream-client/stream-client.js +107 -0
  168. package/dist/perpetual/stream-client/stream-client.js.map +1 -0
  169. package/dist/perpetual/trades.d.ts +44 -0
  170. package/dist/perpetual/trades.d.ts.map +1 -0
  171. package/dist/perpetual/trades.js +48 -0
  172. package/dist/perpetual/trades.js.map +1 -0
  173. package/dist/perpetual/trading-client/account-module.d.ts +192 -0
  174. package/dist/perpetual/trading-client/account-module.d.ts.map +1 -0
  175. package/dist/perpetual/trading-client/account-module.js +359 -0
  176. package/dist/perpetual/trading-client/account-module.js.map +1 -0
  177. package/dist/perpetual/trading-client/base-module.d.ts +27 -0
  178. package/dist/perpetual/trading-client/base-module.d.ts.map +1 -0
  179. package/dist/perpetual/trading-client/base-module.js +49 -0
  180. package/dist/perpetual/trading-client/base-module.js.map +1 -0
  181. package/dist/perpetual/trading-client/info-module.d.ts +24 -0
  182. package/dist/perpetual/trading-client/info-module.d.ts.map +1 -0
  183. package/dist/perpetual/trading-client/info-module.js +33 -0
  184. package/dist/perpetual/trading-client/info-module.js.map +1 -0
  185. package/dist/perpetual/trading-client/markets-information-module.d.ts +53 -0
  186. package/dist/perpetual/trading-client/markets-information-module.d.ts.map +1 -0
  187. package/dist/perpetual/trading-client/markets-information-module.js +106 -0
  188. package/dist/perpetual/trading-client/markets-information-module.js.map +1 -0
  189. package/dist/perpetual/trading-client/order-management-module.d.ts +40 -0
  190. package/dist/perpetual/trading-client/order-management-module.d.ts.map +1 -0
  191. package/dist/perpetual/trading-client/order-management-module.js +71 -0
  192. package/dist/perpetual/trading-client/order-management-module.js.map +1 -0
  193. package/dist/perpetual/trading-client/testnet-module.d.ts +27 -0
  194. package/dist/perpetual/trading-client/testnet-module.d.ts.map +1 -0
  195. package/dist/perpetual/trading-client/testnet-module.js +45 -0
  196. package/dist/perpetual/trading-client/testnet-module.js.map +1 -0
  197. package/dist/perpetual/trading-client/trading-client.d.ts +75 -0
  198. package/dist/perpetual/trading-client/trading-client.d.ts.map +1 -0
  199. package/dist/perpetual/trading-client/trading-client.js +115 -0
  200. package/dist/perpetual/trading-client/trading-client.js.map +1 -0
  201. package/dist/perpetual/transfer-object.d.ts +12 -0
  202. package/dist/perpetual/transfer-object.d.ts.map +1 -0
  203. package/dist/perpetual/transfer-object.js +57 -0
  204. package/dist/perpetual/transfer-object.js.map +1 -0
  205. package/dist/perpetual/transfers.d.ts +54 -0
  206. package/dist/perpetual/transfers.d.ts.map +1 -0
  207. package/dist/perpetual/transfers.js +90 -0
  208. package/dist/perpetual/transfers.js.map +1 -0
  209. package/dist/perpetual/user-client/onboarding.d.ts +101 -0
  210. package/dist/perpetual/user-client/onboarding.d.ts.map +1 -0
  211. package/dist/perpetual/user-client/onboarding.js +247 -0
  212. package/dist/perpetual/user-client/onboarding.js.map +1 -0
  213. package/dist/perpetual/user-client/user-client.d.ts +45 -0
  214. package/dist/perpetual/user-client/user-client.d.ts.map +1 -0
  215. package/dist/perpetual/user-client/user-client.js +185 -0
  216. package/dist/perpetual/user-client/user-client.js.map +1 -0
  217. package/dist/perpetual/withdrawal-object.d.ts +12 -0
  218. package/dist/perpetual/withdrawal-object.d.ts.map +1 -0
  219. package/dist/perpetual/withdrawal-object.js +51 -0
  220. package/dist/perpetual/withdrawal-object.js.map +1 -0
  221. package/dist/perpetual/withdrawals.d.ts +40 -0
  222. package/dist/perpetual/withdrawals.d.ts.map +1 -0
  223. package/dist/perpetual/withdrawals.js +65 -0
  224. package/dist/perpetual/withdrawals.js.map +1 -0
  225. package/dist/utils/date.d.ts +13 -0
  226. package/dist/utils/date.d.ts.map +1 -0
  227. package/dist/utils/date.js +21 -0
  228. package/dist/utils/date.js.map +1 -0
  229. package/dist/utils/env.d.ts +50 -0
  230. package/dist/utils/env.d.ts.map +1 -0
  231. package/dist/utils/env.js +157 -0
  232. package/dist/utils/env.js.map +1 -0
  233. package/dist/utils/http.d.ts +98 -0
  234. package/dist/utils/http.d.ts.map +1 -0
  235. package/dist/utils/http.js +290 -0
  236. package/dist/utils/http.js.map +1 -0
  237. package/dist/utils/model.d.ts +35 -0
  238. package/dist/utils/model.d.ts.map +1 -0
  239. package/dist/utils/model.js +86 -0
  240. package/dist/utils/model.js.map +1 -0
  241. package/dist/utils/nonce.d.ts +9 -0
  242. package/dist/utils/nonce.d.ts.map +1 -0
  243. package/dist/utils/nonce.js +14 -0
  244. package/dist/utils/nonce.js.map +1 -0
  245. package/dist/utils/string.d.ts +10 -0
  246. package/dist/utils/string.d.ts.map +1 -0
  247. package/dist/utils/string.js +20 -0
  248. package/dist/utils/string.js.map +1 -0
  249. package/package.json +91 -91
  250. package/wasm/stark_crypto_wasm.d-web.ts +34 -26
  251. package/wasm/stark_crypto_wasm.d.ts +34 -26
  252. package/wasm/stark_crypto_wasm.js +113 -111
  253. package/wasm/stark_crypto_wasm_bg-web.js +101 -108
  254. package/wasm/stark_crypto_wasm_bg-web.wasm +0 -0
  255. package/wasm/stark_crypto_wasm_bg.wasm +0 -0
@@ -0,0 +1,15 @@
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+ /**
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+ * Funding rate models
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+ */
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+ import Decimal from 'decimal.js';
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+ import { X10BaseModel } from '../utils/model';
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+ /**
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+ * Funding rate model
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+ */
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+ export declare class FundingRateModel extends X10BaseModel {
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+ market: string;
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+ fundingRate: Decimal;
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+ timestamp: number;
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+ constructor(market: string, fundingRate: Decimal, timestamp: number);
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+ }
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+ //# sourceMappingURL=funding-rates.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"funding-rates.d.ts","sourceRoot":"","sources":["../../src/perpetual/funding-rates.ts"],"names":[],"mappings":"AAAA;;GAEG;AAEH,OAAO,OAAO,MAAM,YAAY,CAAC;AACjC,OAAO,EAAE,YAAY,EAAE,MAAM,gBAAgB,CAAC;AAE9C;;GAEG;AACH,qBAAa,gBAAiB,SAAQ,YAAY;IAChD,MAAM,EAAE,MAAM,CAAC;IACf,WAAW,EAAE,OAAO,CAAC;IACrB,SAAS,EAAE,MAAM,CAAC;gBAEN,MAAM,EAAE,MAAM,EAAE,WAAW,EAAE,OAAO,EAAE,SAAS,EAAE,MAAM;CAMpE"}
@@ -0,0 +1,23 @@
1
+ "use strict";
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+ /**
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+ * Funding rate models
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+ */
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+ Object.defineProperty(exports, "__esModule", { value: true });
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+ exports.FundingRateModel = void 0;
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+ const model_1 = require("../utils/model");
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+ /**
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+ * Funding rate model
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+ */
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+ class FundingRateModel extends model_1.X10BaseModel {
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+ market;
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+ fundingRate;
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+ timestamp;
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+ constructor(market, fundingRate, timestamp) {
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+ super();
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+ this.market = market;
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+ this.fundingRate = fundingRate;
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+ this.timestamp = timestamp;
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+ }
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+ }
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+ exports.FundingRateModel = FundingRateModel;
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+ //# sourceMappingURL=funding-rates.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"funding-rates.js","sourceRoot":"","sources":["../../src/perpetual/funding-rates.ts"],"names":[],"mappings":";AAAA;;GAEG;;;AAGH,0CAA8C;AAE9C;;GAEG;AACH,MAAa,gBAAiB,SAAQ,oBAAY;IAChD,MAAM,CAAS;IACf,WAAW,CAAU;IACrB,SAAS,CAAS;IAElB,YAAY,MAAc,EAAE,WAAoB,EAAE,SAAiB;QACjE,KAAK,EAAE,CAAC;QACR,IAAI,CAAC,MAAM,GAAG,MAAM,CAAC;QACrB,IAAI,CAAC,WAAW,GAAG,WAAW,CAAC;QAC/B,IAAI,CAAC,SAAS,GAAG,SAAS,CAAC;IAC7B,CAAC;CACF;AAXD,4CAWC"}
@@ -0,0 +1,83 @@
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+ /**
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+ * Market models
3
+ */
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+ import Decimal from 'decimal.js';
5
+ import { X10BaseModel } from '../utils/model';
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+ import { Asset } from './assets';
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+ /**
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+ * Risk factor config
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+ */
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+ export declare class RiskFactorConfig extends X10BaseModel {
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+ upperBound: Decimal;
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+ riskFactor: Decimal;
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+ get maxLeverage(): Decimal;
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+ }
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+ /**
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+ * Market stats model
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+ */
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+ export declare class MarketStatsModel extends X10BaseModel {
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+ dailyVolume: Decimal;
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+ dailyVolumeBase: Decimal;
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+ dailyPriceChange: Decimal;
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+ dailyLow: Decimal;
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+ dailyHigh: Decimal;
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+ lastPrice: Decimal;
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+ askPrice: Decimal;
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+ bidPrice: Decimal;
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+ markPrice: Decimal;
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+ indexPrice: Decimal;
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+ fundingRate: Decimal;
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+ nextFundingRate: number;
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+ openInterest: Decimal;
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+ openInterestBase: Decimal;
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+ }
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+ /**
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+ * Trading config model
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+ */
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+ export declare class TradingConfigModel extends X10BaseModel {
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+ minOrderSize: Decimal;
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+ minOrderSizeChange: Decimal;
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+ minPriceChange: Decimal;
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+ maxMarketOrderValue: Decimal;
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+ maxLimitOrderValue: Decimal;
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+ maxPositionValue: Decimal;
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+ maxLeverage: Decimal;
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+ maxNumOrders: number;
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+ limitPriceCap: Decimal;
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+ limitPriceFloor: Decimal;
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+ riskFactorConfig: RiskFactorConfig[];
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+ get pricePrecision(): number;
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+ get quantityPrecision(): number;
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+ maxLeverageForPositionValue(positionValue: Decimal): Decimal;
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+ maxPositionValueForLeverage(leverage: Decimal): Decimal;
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+ roundOrderSize(orderSize: Decimal, roundingMode?: Decimal.Rounding): Decimal;
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+ calculateOrderSizeFromValue(orderValue: Decimal, orderPrice: Decimal, roundingMode?: Decimal.Rounding): Decimal;
55
+ roundPrice(price: Decimal, roundingMode?: Decimal.Rounding): Decimal;
56
+ }
57
+ /**
58
+ * L2 config model
59
+ */
60
+ export declare class L2ConfigModel extends X10BaseModel {
61
+ type: string;
62
+ collateralId: string;
63
+ collateralResolution: number;
64
+ syntheticId: string;
65
+ syntheticResolution: number;
66
+ }
67
+ /**
68
+ * Market model
69
+ */
70
+ export declare class MarketModel extends X10BaseModel {
71
+ name: string;
72
+ assetName: string;
73
+ assetPrecision: number;
74
+ collateralAssetName: string;
75
+ collateralAssetPrecision: number;
76
+ active: boolean;
77
+ marketStats: MarketStatsModel;
78
+ tradingConfig: TradingConfigModel;
79
+ l2Config: L2ConfigModel;
80
+ get syntheticAsset(): Asset;
81
+ get collateralAsset(): Asset;
82
+ }
83
+ //# sourceMappingURL=markets.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"markets.d.ts","sourceRoot":"","sources":["../../src/perpetual/markets.ts"],"names":[],"mappings":"AAAA;;GAEG;AAEH,OAAO,OAAO,MAAM,YAAY,CAAC;AACjC,OAAO,EAAE,YAAY,EAAE,MAAM,gBAAgB,CAAC;AAC9C,OAAO,EAAE,KAAK,EAAE,MAAM,UAAU,CAAC;AAEjC;;GAEG;AACH,qBAAa,gBAAiB,SAAQ,YAAY;IAChD,UAAU,EAAE,OAAO,CAAC;IACpB,UAAU,EAAE,OAAO,CAAC;IAEpB,IAAI,WAAW,IAAI,OAAO,CAEzB;CACF;AAED;;GAEG;AACH,qBAAa,gBAAiB,SAAQ,YAAY;IAChD,WAAW,EAAE,OAAO,CAAC;IACrB,eAAe,EAAE,OAAO,CAAC;IACzB,gBAAgB,EAAE,OAAO,CAAC;IAC1B,QAAQ,EAAE,OAAO,CAAC;IAClB,SAAS,EAAE,OAAO,CAAC;IACnB,SAAS,EAAE,OAAO,CAAC;IACnB,QAAQ,EAAE,OAAO,CAAC;IAClB,QAAQ,EAAE,OAAO,CAAC;IAClB,SAAS,EAAE,OAAO,CAAC;IACnB,UAAU,EAAE,OAAO,CAAC;IACpB,WAAW,EAAE,OAAO,CAAC;IACrB,eAAe,EAAE,MAAM,CAAC;IACxB,YAAY,EAAE,OAAO,CAAC;IACtB,gBAAgB,EAAE,OAAO,CAAC;CAC3B;AAED;;GAEG;AACH,qBAAa,kBAAmB,SAAQ,YAAY;IAClD,YAAY,EAAE,OAAO,CAAC;IACtB,kBAAkB,EAAE,OAAO,CAAC;IAC5B,cAAc,EAAE,OAAO,CAAC;IACxB,mBAAmB,EAAE,OAAO,CAAC;IAC7B,kBAAkB,EAAE,OAAO,CAAC;IAC5B,gBAAgB,EAAE,OAAO,CAAC;IAC1B,WAAW,EAAE,OAAO,CAAC;IACrB,YAAY,EAAE,MAAM,CAAC;IACrB,aAAa,EAAE,OAAO,CAAC;IACvB,eAAe,EAAE,OAAO,CAAC;IACzB,gBAAgB,EAAE,gBAAgB,EAAE,CAAC;IAErC,IAAI,cAAc,IAAI,MAAM,CAE3B;IAED,IAAI,iBAAiB,IAAI,MAAM,CAE9B;IAED,2BAA2B,CAAC,aAAa,EAAE,OAAO,GAAG,OAAO;IAO5D,2BAA2B,CAAC,QAAQ,EAAE,OAAO,GAAG,OAAO;IAOvD,cAAc,CAAC,SAAS,EAAE,OAAO,EAAE,YAAY,GAAE,OAAO,CAAC,QAA2B,GAAG,OAAO;IAQ9F,2BAA2B,CACzB,UAAU,EAAE,OAAO,EACnB,UAAU,EAAE,OAAO,EACnB,YAAY,GAAE,OAAO,CAAC,QAA2B,GAChD,OAAO;IAQV,UAAU,CAAC,KAAK,EAAE,OAAO,EAAE,YAAY,GAAE,OAAO,CAAC,QAA2B,GAAG,OAAO;CAGvF;AAED;;GAEG;AACH,qBAAa,aAAc,SAAQ,YAAY;IAC7C,IAAI,EAAE,MAAM,CAAC;IACb,YAAY,EAAE,MAAM,CAAC;IACrB,oBAAoB,EAAE,MAAM,CAAC;IAC7B,WAAW,EAAE,MAAM,CAAC;IACpB,mBAAmB,EAAE,MAAM,CAAC;CAC7B;AAED;;GAEG;AACH,qBAAa,WAAY,SAAQ,YAAY;IAC3C,IAAI,EAAE,MAAM,CAAC;IACb,SAAS,EAAE,MAAM,CAAC;IAClB,cAAc,EAAE,MAAM,CAAC;IACvB,mBAAmB,EAAE,MAAM,CAAC;IAC5B,wBAAwB,EAAE,MAAM,CAAC;IACjC,MAAM,EAAE,OAAO,CAAC;IAChB,WAAW,EAAE,gBAAgB,CAAC;IAC9B,aAAa,EAAE,kBAAkB,CAAC;IAClC,QAAQ,EAAE,aAAa,CAAC;IAExB,IAAI,cAAc,IAAI,KAAK,CAY1B;IAED,IAAI,eAAe,IAAI,KAAK,CAY3B;CACF"}
@@ -0,0 +1,124 @@
1
+ "use strict";
2
+ /**
3
+ * Market models
4
+ */
5
+ var __importDefault = (this && this.__importDefault) || function (mod) {
6
+ return (mod && mod.__esModule) ? mod : { "default": mod };
7
+ };
8
+ Object.defineProperty(exports, "__esModule", { value: true });
9
+ exports.MarketModel = exports.L2ConfigModel = exports.TradingConfigModel = exports.MarketStatsModel = exports.RiskFactorConfig = void 0;
10
+ const decimal_js_1 = __importDefault(require("decimal.js"));
11
+ const model_1 = require("../utils/model");
12
+ const assets_1 = require("./assets");
13
+ /**
14
+ * Risk factor config
15
+ */
16
+ class RiskFactorConfig extends model_1.X10BaseModel {
17
+ upperBound;
18
+ riskFactor;
19
+ get maxLeverage() {
20
+ return new decimal_js_1.default(1).div(this.riskFactor).toDecimalPlaces(2);
21
+ }
22
+ }
23
+ exports.RiskFactorConfig = RiskFactorConfig;
24
+ /**
25
+ * Market stats model
26
+ */
27
+ class MarketStatsModel extends model_1.X10BaseModel {
28
+ dailyVolume;
29
+ dailyVolumeBase;
30
+ dailyPriceChange;
31
+ dailyLow;
32
+ dailyHigh;
33
+ lastPrice;
34
+ askPrice;
35
+ bidPrice;
36
+ markPrice;
37
+ indexPrice;
38
+ fundingRate;
39
+ nextFundingRate;
40
+ openInterest;
41
+ openInterestBase;
42
+ }
43
+ exports.MarketStatsModel = MarketStatsModel;
44
+ /**
45
+ * Trading config model
46
+ */
47
+ class TradingConfigModel extends model_1.X10BaseModel {
48
+ minOrderSize;
49
+ minOrderSizeChange;
50
+ minPriceChange;
51
+ maxMarketOrderValue;
52
+ maxLimitOrderValue;
53
+ maxPositionValue;
54
+ maxLeverage;
55
+ maxNumOrders;
56
+ limitPriceCap;
57
+ limitPriceFloor;
58
+ riskFactorConfig;
59
+ get pricePrecision() {
60
+ return Math.abs(Math.ceil(Math.log10(this.minPriceChange.toNumber())));
61
+ }
62
+ get quantityPrecision() {
63
+ return Math.abs(Math.ceil(Math.log10(this.minOrderSizeChange.toNumber())));
64
+ }
65
+ maxLeverageForPositionValue(positionValue) {
66
+ const filtered = this.riskFactorConfig.filter((x) => x.upperBound.gte(positionValue));
67
+ return filtered.length > 0 ? filtered[0].maxLeverage : new decimal_js_1.default(0);
68
+ }
69
+ maxPositionValueForLeverage(leverage) {
70
+ const filtered = this.riskFactorConfig.filter((x) => x.maxLeverage.gte(leverage));
71
+ return filtered.length > 0 ? filtered[filtered.length - 1].upperBound : new decimal_js_1.default(0);
72
+ }
73
+ roundOrderSize(orderSize, roundingMode = decimal_js_1.default.ROUND_UP) {
74
+ const rounded = orderSize
75
+ .div(this.minOrderSizeChange)
76
+ .toDecimalPlaces(0, roundingMode)
77
+ .mul(this.minOrderSizeChange);
78
+ return rounded;
79
+ }
80
+ calculateOrderSizeFromValue(orderValue, orderPrice, roundingMode = decimal_js_1.default.ROUND_UP) {
81
+ const orderSize = orderValue.div(orderPrice);
82
+ if (orderSize.gt(0)) {
83
+ return this.roundOrderSize(orderSize, roundingMode);
84
+ }
85
+ return new decimal_js_1.default(0);
86
+ }
87
+ roundPrice(price, roundingMode = decimal_js_1.default.ROUND_UP) {
88
+ return price.toDecimalPlaces(this.pricePrecision, roundingMode);
89
+ }
90
+ }
91
+ exports.TradingConfigModel = TradingConfigModel;
92
+ /**
93
+ * L2 config model
94
+ */
95
+ class L2ConfigModel extends model_1.X10BaseModel {
96
+ type;
97
+ collateralId;
98
+ collateralResolution;
99
+ syntheticId;
100
+ syntheticResolution;
101
+ }
102
+ exports.L2ConfigModel = L2ConfigModel;
103
+ /**
104
+ * Market model
105
+ */
106
+ class MarketModel extends model_1.X10BaseModel {
107
+ name;
108
+ assetName;
109
+ assetPrecision;
110
+ collateralAssetName;
111
+ collateralAssetPrecision;
112
+ active;
113
+ marketStats;
114
+ tradingConfig;
115
+ l2Config;
116
+ get syntheticAsset() {
117
+ return new assets_1.Asset(1, this.assetName, this.assetPrecision, this.active, false, this.l2Config.syntheticId, this.l2Config.syntheticResolution, '', 0);
118
+ }
119
+ get collateralAsset() {
120
+ return new assets_1.Asset(2, this.collateralAssetName, this.collateralAssetPrecision, this.active, true, this.l2Config.collateralId, this.l2Config.collateralResolution, '', 0);
121
+ }
122
+ }
123
+ exports.MarketModel = MarketModel;
124
+ //# sourceMappingURL=markets.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"markets.js","sourceRoot":"","sources":["../../src/perpetual/markets.ts"],"names":[],"mappings":";AAAA;;GAEG;;;;;;AAEH,4DAAiC;AACjC,0CAA8C;AAC9C,qCAAiC;AAEjC;;GAEG;AACH,MAAa,gBAAiB,SAAQ,oBAAY;IAChD,UAAU,CAAU;IACpB,UAAU,CAAU;IAEpB,IAAI,WAAW;QACb,OAAO,IAAI,oBAAO,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,IAAI,CAAC,UAAU,CAAC,CAAC,eAAe,CAAC,CAAC,CAAC,CAAC;IAChE,CAAC;CACF;AAPD,4CAOC;AAED;;GAEG;AACH,MAAa,gBAAiB,SAAQ,oBAAY;IAChD,WAAW,CAAU;IACrB,eAAe,CAAU;IACzB,gBAAgB,CAAU;IAC1B,QAAQ,CAAU;IAClB,SAAS,CAAU;IACnB,SAAS,CAAU;IACnB,QAAQ,CAAU;IAClB,QAAQ,CAAU;IAClB,SAAS,CAAU;IACnB,UAAU,CAAU;IACpB,WAAW,CAAU;IACrB,eAAe,CAAS;IACxB,YAAY,CAAU;IACtB,gBAAgB,CAAU;CAC3B;AAfD,4CAeC;AAED;;GAEG;AACH,MAAa,kBAAmB,SAAQ,oBAAY;IAClD,YAAY,CAAU;IACtB,kBAAkB,CAAU;IAC5B,cAAc,CAAU;IACxB,mBAAmB,CAAU;IAC7B,kBAAkB,CAAU;IAC5B,gBAAgB,CAAU;IAC1B,WAAW,CAAU;IACrB,YAAY,CAAS;IACrB,aAAa,CAAU;IACvB,eAAe,CAAU;IACzB,gBAAgB,CAAqB;IAErC,IAAI,cAAc;QAChB,OAAO,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,cAAc,CAAC,QAAQ,EAAE,CAAC,CAAC,CAAC,CAAC;IACzE,CAAC;IAED,IAAI,iBAAiB;QACnB,OAAO,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,IAAI,CAAC,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,kBAAkB,CAAC,QAAQ,EAAE,CAAC,CAAC,CAAC,CAAC;IAC7E,CAAC;IAED,2BAA2B,CAAC,aAAsB;QAChD,MAAM,QAAQ,GAAG,IAAI,CAAC,gBAAgB,CAAC,MAAM,CAC3C,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,UAAU,CAAC,GAAG,CAAC,aAAa,CAAC,CACvC,CAAC;QACF,OAAO,QAAQ,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC,CAAC,WAAW,CAAC,CAAC,CAAC,IAAI,oBAAO,CAAC,CAAC,CAAC,CAAC;IACxE,CAAC;IAED,2BAA2B,CAAC,QAAiB;QAC3C,MAAM,QAAQ,GAAG,IAAI,CAAC,gBAAgB,CAAC,MAAM,CAC3C,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,WAAW,CAAC,GAAG,CAAC,QAAQ,CAAC,CACnC,CAAC;QACF,OAAO,QAAQ,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,CAAC,QAAQ,CAAC,QAAQ,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC,UAAU,CAAC,CAAC,CAAC,IAAI,oBAAO,CAAC,CAAC,CAAC,CAAC;IACzF,CAAC;IAED,cAAc,CAAC,SAAkB,EAAE,eAAiC,oBAAO,CAAC,QAAQ;QAClF,MAAM,OAAO,GAAG,SAAS;aACtB,GAAG,CAAC,IAAI,CAAC,kBAAkB,CAAC;aAC5B,eAAe,CAAC,CAAC,EAAE,YAAY,CAAC;aAChC,GAAG,CAAC,IAAI,CAAC,kBAAkB,CAAC,CAAC;QAChC,OAAO,OAAO,CAAC;IACjB,CAAC;IAED,2BAA2B,CACzB,UAAmB,EACnB,UAAmB,EACnB,eAAiC,oBAAO,CAAC,QAAQ;QAEjD,MAAM,SAAS,GAAG,UAAU,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;QAC7C,IAAI,SAAS,CAAC,EAAE,CAAC,CAAC,CAAC,EAAE,CAAC;YACpB,OAAO,IAAI,CAAC,cAAc,CAAC,SAAS,EAAE,YAAY,CAAC,CAAC;QACtD,CAAC;QACD,OAAO,IAAI,oBAAO,CAAC,CAAC,CAAC,CAAC;IACxB,CAAC;IAED,UAAU,CAAC,KAAc,EAAE,eAAiC,oBAAO,CAAC,QAAQ;QAC1E,OAAO,KAAK,CAAC,eAAe,CAAC,IAAI,CAAC,cAAc,EAAE,YAAY,CAAC,CAAC;IAClE,CAAC;CACF;AA1DD,gDA0DC;AAED;;GAEG;AACH,MAAa,aAAc,SAAQ,oBAAY;IAC7C,IAAI,CAAS;IACb,YAAY,CAAS;IACrB,oBAAoB,CAAS;IAC7B,WAAW,CAAS;IACpB,mBAAmB,CAAS;CAC7B;AAND,sCAMC;AAED;;GAEG;AACH,MAAa,WAAY,SAAQ,oBAAY;IAC3C,IAAI,CAAS;IACb,SAAS,CAAS;IAClB,cAAc,CAAS;IACvB,mBAAmB,CAAS;IAC5B,wBAAwB,CAAS;IACjC,MAAM,CAAU;IAChB,WAAW,CAAmB;IAC9B,aAAa,CAAqB;IAClC,QAAQ,CAAgB;IAExB,IAAI,cAAc;QAChB,OAAO,IAAI,cAAK,CACd,CAAC,EACD,IAAI,CAAC,SAAS,EACd,IAAI,CAAC,cAAc,EACnB,IAAI,CAAC,MAAM,EACX,KAAK,EACL,IAAI,CAAC,QAAQ,CAAC,WAAW,EACzB,IAAI,CAAC,QAAQ,CAAC,mBAAmB,EACjC,EAAE,EACF,CAAC,CACF,CAAC;IACJ,CAAC;IAED,IAAI,eAAe;QACjB,OAAO,IAAI,cAAK,CACd,CAAC,EACD,IAAI,CAAC,mBAAmB,EACxB,IAAI,CAAC,wBAAwB,EAC7B,IAAI,CAAC,MAAM,EACX,IAAI,EACJ,IAAI,CAAC,QAAQ,CAAC,YAAY,EAC1B,IAAI,CAAC,QAAQ,CAAC,oBAAoB,EAClC,EAAE,EACF,CAAC,CACF,CAAC;IACJ,CAAC;CACF;AAtCD,kCAsCC"}
@@ -0,0 +1,44 @@
1
+ /**
2
+ * Order settlement and hashing logic
3
+ */
4
+ import Decimal from 'decimal.js';
5
+ import { MarketModel } from './markets';
6
+ import { TradingFeeModel } from './fees';
7
+ import { StarknetDomain } from './configuration';
8
+ import { OrderSide, StarkSettlementModel, StarkDebuggingOrderAmountsModel } from './orders';
9
+ import { HumanReadableAmount, StarkAmount } from './amounts';
10
+ /**
11
+ * Order settlement data
12
+ */
13
+ export declare class OrderSettlementData {
14
+ syntheticAmountHuman: HumanReadableAmount;
15
+ orderHash: bigint;
16
+ settlement: StarkSettlementModel;
17
+ debuggingAmounts: StarkDebuggingOrderAmountsModel;
18
+ constructor(syntheticAmountHuman: HumanReadableAmount, orderHash: bigint, settlement: StarkSettlementModel, debuggingAmounts: StarkDebuggingOrderAmountsModel);
19
+ }
20
+ /**
21
+ * Settlement data context
22
+ */
23
+ export declare class SettlementDataCtx {
24
+ market: MarketModel;
25
+ fees: TradingFeeModel;
26
+ builderFee?: Decimal;
27
+ builderId?: number;
28
+ nonce: number;
29
+ collateralPositionId: number;
30
+ expireTime: Date;
31
+ signer: (msgHash: bigint) => Promise<[bigint, bigint]>;
32
+ publicKey: bigint;
33
+ starknetDomain: StarknetDomain;
34
+ constructor(market: MarketModel, fees: TradingFeeModel, nonce: number, collateralPositionId: number, expireTime: Date, signer: (msgHash: bigint) => Promise<[bigint, bigint]>, publicKey: bigint, starknetDomain: StarknetDomain, builderFee?: Decimal, builderId?: number);
35
+ }
36
+ /**
37
+ * Hash an order
38
+ */
39
+ export declare function hashOrder(amountSynthetic: StarkAmount, amountCollateral: StarkAmount, maxFee: StarkAmount, nonce: number, positionId: number, expirationTimestamp: Date, publicKey: bigint, starknetDomain: StarknetDomain): bigint;
40
+ /**
41
+ * Create order settlement data
42
+ */
43
+ export declare function createOrderSettlementData(side: OrderSide, syntheticAmount: Decimal, price: Decimal, ctx: SettlementDataCtx): Promise<OrderSettlementData>;
44
+ //# sourceMappingURL=order-object-settlement.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"order-object-settlement.d.ts","sourceRoot":"","sources":["../../src/perpetual/order-object-settlement.ts"],"names":[],"mappings":"AAAA;;GAEG;AAEH,OAAO,OAAO,MAAM,YAAY,CAAC;AACjC,OAAO,EAAE,WAAW,EAAE,MAAM,WAAW,CAAC;AACxC,OAAO,EAAE,eAAe,EAAE,MAAM,QAAQ,CAAC;AACzC,OAAO,EAAE,cAAc,EAAE,MAAM,iBAAiB,CAAC;AACjD,OAAO,EAAE,SAAS,EAAE,oBAAoB,EAAE,+BAA+B,EAAE,MAAM,UAAU,CAAC;AAE5F,OAAO,EAAE,mBAAmB,EAAE,WAAW,EAAqE,MAAM,WAAW,CAAC;AAIhI;;GAEG;AACH,qBAAa,mBAAmB;IAC9B,oBAAoB,EAAE,mBAAmB,CAAC;IAC1C,SAAS,EAAE,MAAM,CAAC;IAClB,UAAU,EAAE,oBAAoB,CAAC;IACjC,gBAAgB,EAAE,+BAA+B,CAAC;gBAGhD,oBAAoB,EAAE,mBAAmB,EACzC,SAAS,EAAE,MAAM,EACjB,UAAU,EAAE,oBAAoB,EAChC,gBAAgB,EAAE,+BAA+B;CAOpD;AAED;;GAEG;AACH,qBAAa,iBAAiB;IAC5B,MAAM,EAAE,WAAW,CAAC;IACpB,IAAI,EAAE,eAAe,CAAC;IACtB,UAAU,CAAC,EAAE,OAAO,CAAC;IACrB,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,KAAK,EAAE,MAAM,CAAC;IACd,oBAAoB,EAAE,MAAM,CAAC;IAC7B,UAAU,EAAE,IAAI,CAAC;IACjB,MAAM,EAAE,CAAC,OAAO,EAAE,MAAM,KAAK,OAAO,CAAC,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC,CAAC;IACvD,SAAS,EAAE,MAAM,CAAC;IAClB,cAAc,EAAE,cAAc,CAAC;gBAG7B,MAAM,EAAE,WAAW,EACnB,IAAI,EAAE,eAAe,EACrB,KAAK,EAAE,MAAM,EACb,oBAAoB,EAAE,MAAM,EAC5B,UAAU,EAAE,IAAI,EAChB,MAAM,EAAE,CAAC,OAAO,EAAE,MAAM,KAAK,OAAO,CAAC,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC,EACtD,SAAS,EAAE,MAAM,EACjB,cAAc,EAAE,cAAc,EAC9B,UAAU,CAAC,EAAE,OAAO,EACpB,SAAS,CAAC,EAAE,MAAM;CAarB;AAWD;;GAEG;AACH,wBAAgB,SAAS,CACvB,eAAe,EAAE,WAAW,EAC5B,gBAAgB,EAAE,WAAW,EAC7B,MAAM,EAAE,WAAW,EACnB,KAAK,EAAE,MAAM,EACb,UAAU,EAAE,MAAM,EAClB,mBAAmB,EAAE,IAAI,EACzB,SAAS,EAAE,MAAM,EACjB,cAAc,EAAE,cAAc,GAC7B,MAAM,CA4BR;AAED;;GAEG;AACH,wBAAsB,yBAAyB,CAC7C,IAAI,EAAE,SAAS,EACf,eAAe,EAAE,OAAO,EACxB,KAAK,EAAE,OAAO,EACd,GAAG,EAAE,iBAAiB,GACrB,OAAO,CAAC,mBAAmB,CAAC,CAyD9B"}
@@ -0,0 +1,123 @@
1
+ "use strict";
2
+ /**
3
+ * Order settlement and hashing logic
4
+ */
5
+ var __importDefault = (this && this.__importDefault) || function (mod) {
6
+ return (mod && mod.__esModule) ? mod : { "default": mod };
7
+ };
8
+ Object.defineProperty(exports, "__esModule", { value: true });
9
+ exports.SettlementDataCtx = exports.OrderSettlementData = void 0;
10
+ exports.hashOrder = hashOrder;
11
+ exports.createOrderSettlementData = createOrderSettlementData;
12
+ const decimal_js_1 = __importDefault(require("decimal.js"));
13
+ const orders_1 = require("./orders");
14
+ const model_1 = require("../utils/model");
15
+ const amounts_1 = require("./amounts");
16
+ const signer_1 = require("./crypto/signer");
17
+ /**
18
+ * Order settlement data
19
+ */
20
+ class OrderSettlementData {
21
+ syntheticAmountHuman;
22
+ orderHash;
23
+ settlement;
24
+ debuggingAmounts;
25
+ constructor(syntheticAmountHuman, orderHash, settlement, debuggingAmounts) {
26
+ this.syntheticAmountHuman = syntheticAmountHuman;
27
+ this.orderHash = orderHash;
28
+ this.settlement = settlement;
29
+ this.debuggingAmounts = debuggingAmounts;
30
+ }
31
+ }
32
+ exports.OrderSettlementData = OrderSettlementData;
33
+ /**
34
+ * Settlement data context
35
+ */
36
+ class SettlementDataCtx {
37
+ market;
38
+ fees;
39
+ builderFee;
40
+ builderId;
41
+ nonce;
42
+ collateralPositionId;
43
+ expireTime;
44
+ signer;
45
+ publicKey;
46
+ starknetDomain;
47
+ constructor(market, fees, nonce, collateralPositionId, expireTime, signer, publicKey, starknetDomain, builderFee, builderId) {
48
+ this.market = market;
49
+ this.fees = fees;
50
+ this.builderFee = builderFee;
51
+ this.builderId = builderId;
52
+ this.nonce = nonce;
53
+ this.collateralPositionId = collateralPositionId;
54
+ this.expireTime = expireTime;
55
+ this.signer = signer;
56
+ this.publicKey = publicKey;
57
+ this.starknetDomain = starknetDomain;
58
+ }
59
+ }
60
+ exports.SettlementDataCtx = SettlementDataCtx;
61
+ /**
62
+ * Calculate settlement expiration (add 14 days buffer)
63
+ */
64
+ function calcSettlementExpiration(expirationTimestamp) {
65
+ const expireTimeWithBuffer = new Date(expirationTimestamp);
66
+ expireTimeWithBuffer.setDate(expireTimeWithBuffer.getDate() + 14);
67
+ return Math.ceil(expireTimeWithBuffer.getTime() / 1000);
68
+ }
69
+ /**
70
+ * Hash an order
71
+ */
72
+ function hashOrder(amountSynthetic, amountCollateral, maxFee, nonce, positionId, expirationTimestamp, publicKey, starknetDomain) {
73
+ const syntheticAsset = amountSynthetic.asset;
74
+ const collateralAsset = amountCollateral.asset;
75
+ const baseAssetId = syntheticAsset.settlementExternalId.startsWith('0x')
76
+ ? syntheticAsset.settlementExternalId
77
+ : '0x' + syntheticAsset.settlementExternalId;
78
+ const quoteAssetId = collateralAsset.settlementExternalId.startsWith('0x')
79
+ ? collateralAsset.settlementExternalId
80
+ : '0x' + collateralAsset.settlementExternalId;
81
+ return (0, signer_1.getOrderMsgHash)({
82
+ positionId,
83
+ baseAssetId,
84
+ baseAmount: amountSynthetic.value.toString(),
85
+ quoteAssetId,
86
+ quoteAmount: amountCollateral.value.toString(),
87
+ feeAmount: maxFee.value.toString(),
88
+ feeAssetId: quoteAssetId,
89
+ expiration: calcSettlementExpiration(expirationTimestamp),
90
+ salt: nonce,
91
+ userPublicKey: '0x' + publicKey.toString(16),
92
+ domainName: starknetDomain.name,
93
+ domainVersion: starknetDomain.version,
94
+ domainChainId: starknetDomain.chainId,
95
+ domainRevision: starknetDomain.revision,
96
+ });
97
+ }
98
+ /**
99
+ * Create order settlement data
100
+ */
101
+ async function createOrderSettlementData(side, syntheticAmount, price, ctx) {
102
+ const isBuyingSynthetic = side === orders_1.OrderSide.BUY;
103
+ const roundingContext = isBuyingSynthetic ? amounts_1.ROUNDING_BUY_CONTEXT : amounts_1.ROUNDING_SELL_CONTEXT;
104
+ const syntheticAmountHuman = new amounts_1.HumanReadableAmount(syntheticAmount, ctx.market.syntheticAsset);
105
+ const collateralAmountHuman = new amounts_1.HumanReadableAmount(syntheticAmount.mul(price), ctx.market.collateralAsset);
106
+ const totalFee = ctx.fees.takerFeeRate.plus(ctx.builderFee || new decimal_js_1.default(0));
107
+ const feeAmountHuman = new amounts_1.HumanReadableAmount(totalFee.mul(collateralAmountHuman.value), ctx.market.collateralAsset);
108
+ let starkCollateralAmount = collateralAmountHuman.toStarkAmount(roundingContext);
109
+ let starkSyntheticAmount = syntheticAmountHuman.toStarkAmount(roundingContext);
110
+ const starkFeeAmount = feeAmountHuman.toStarkAmount(amounts_1.ROUNDING_FEE_CONTEXT);
111
+ if (isBuyingSynthetic) {
112
+ starkCollateralAmount = starkCollateralAmount.negate();
113
+ }
114
+ else {
115
+ starkSyntheticAmount = starkSyntheticAmount.negate();
116
+ }
117
+ const debuggingAmounts = new orders_1.StarkDebuggingOrderAmountsModel(new decimal_js_1.default(starkCollateralAmount.value), new decimal_js_1.default(starkFeeAmount.value), new decimal_js_1.default(starkSyntheticAmount.value));
118
+ const orderHash = hashOrder(starkSyntheticAmount, starkCollateralAmount, starkFeeAmount, ctx.nonce, ctx.collateralPositionId, ctx.expireTime, ctx.publicKey, ctx.starknetDomain);
119
+ const [orderSignatureR, orderSignatureS] = await ctx.signer(orderHash);
120
+ const settlement = new orders_1.StarkSettlementModel(new model_1.SettlementSignatureModel('0x' + orderSignatureR.toString(16), '0x' + orderSignatureS.toString(16)), '0x' + ctx.publicKey.toString(16), new decimal_js_1.default(ctx.collateralPositionId));
121
+ return new OrderSettlementData(syntheticAmountHuman, orderHash, settlement, debuggingAmounts);
122
+ }
123
+ //# sourceMappingURL=order-object-settlement.js.map
@@ -0,0 +1 @@
1
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@@ -0,0 +1,38 @@
1
+ /**
2
+ * Order object creation
3
+ */
4
+ import Decimal from 'decimal.js';
5
+ import { StarkPerpetualAccount } from './accounts';
6
+ import { MarketModel } from './markets';
7
+ import { StarknetDomain } from './configuration';
8
+ import { OrderSide, OrderTpslType, OrderTriggerPriceType, OrderPriceType, SelfTradeProtectionLevel, TimeInForce, OrderType, NewOrderModel } from './orders';
9
+ /**
10
+ * Order TPSL trigger parameter
11
+ */
12
+ export declare class OrderTpslTriggerParam {
13
+ triggerPrice: Decimal;
14
+ triggerPriceType: OrderTriggerPriceType;
15
+ price: Decimal;
16
+ priceType: OrderPriceType;
17
+ constructor(triggerPrice: Decimal, triggerPriceType: OrderTriggerPriceType, price: Decimal, priceType: OrderPriceType);
18
+ }
19
+ /**
20
+ * Create an order object to be placed on the exchange
21
+ */
22
+ export declare function createOrderObject(account: StarkPerpetualAccount, market: MarketModel, amountOfSynthetic: Decimal, price: Decimal, side: OrderSide, starknetDomain: StarknetDomain, options?: {
23
+ orderType?: OrderType;
24
+ postOnly?: boolean;
25
+ previousOrderExternalId?: string;
26
+ expireTime?: Date;
27
+ orderExternalId?: string;
28
+ timeInForce?: TimeInForce;
29
+ selfTradeProtectionLevel?: SelfTradeProtectionLevel;
30
+ nonce?: number;
31
+ builderFee?: Decimal;
32
+ builderId?: number;
33
+ reduceOnly?: boolean;
34
+ tpSlType?: OrderTpslType;
35
+ takeProfit?: OrderTpslTriggerParam;
36
+ stopLoss?: OrderTpslTriggerParam;
37
+ }): Promise<NewOrderModel>;
38
+ //# sourceMappingURL=order-object.d.ts.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"order-object.d.ts","sourceRoot":"","sources":["../../src/perpetual/order-object.ts"],"names":[],"mappings":"AAAA;;GAEG;AAEH,OAAO,OAAO,MAAM,YAAY,CAAC;AACjC,OAAO,EAAE,qBAAqB,EAAE,MAAM,YAAY,CAAC;AACnD,OAAO,EAAE,WAAW,EAAE,MAAM,WAAW,CAAC;AACxC,OAAO,EAAE,cAAc,EAAE,MAAM,iBAAiB,CAAC;AACjD,OAAO,EACL,SAAS,EACT,aAAa,EACb,qBAAqB,EACrB,cAAc,EACd,wBAAwB,EACxB,WAAW,EACX,SAAS,EACT,aAAa,EAGd,MAAM,UAAU,CAAC;AAWlB;;GAEG;AACH,qBAAa,qBAAqB;IAChC,YAAY,EAAE,OAAO,CAAC;IACtB,gBAAgB,EAAE,qBAAqB,CAAC;IACxC,KAAK,EAAE,OAAO,CAAC;IACf,SAAS,EAAE,cAAc,CAAC;gBAGxB,YAAY,EAAE,OAAO,EACrB,gBAAgB,EAAE,qBAAqB,EACvC,KAAK,EAAE,OAAO,EACd,SAAS,EAAE,cAAc;CAO5B;AAsCD;;GAEG;AACH,wBAAsB,iBAAiB,CACrC,OAAO,EAAE,qBAAqB,EAC9B,MAAM,EAAE,WAAW,EACnB,iBAAiB,EAAE,OAAO,EAC1B,KAAK,EAAE,OAAO,EACd,IAAI,EAAE,SAAS,EACf,cAAc,EAAE,cAAc,EAC9B,OAAO,GAAE;IACP,SAAS,CAAC,EAAE,SAAS,CAAC;IACtB,QAAQ,CAAC,EAAE,OAAO,CAAC;IACnB,uBAAuB,CAAC,EAAE,MAAM,CAAC;IACjC,UAAU,CAAC,EAAE,IAAI,CAAC;IAClB,eAAe,CAAC,EAAE,MAAM,CAAC;IACzB,WAAW,CAAC,EAAE,WAAW,CAAC;IAC1B,wBAAwB,CAAC,EAAE,wBAAwB,CAAC;IACpD,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,UAAU,CAAC,EAAE,OAAO,CAAC;IACrB,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,UAAU,CAAC,EAAE,OAAO,CAAC;IACrB,QAAQ,CAAC,EAAE,aAAa,CAAC;IACzB,UAAU,CAAC,EAAE,qBAAqB,CAAC;IACnC,QAAQ,CAAC,EAAE,qBAAqB,CAAC;CAC7B,GACL,OAAO,CAAC,aAAa,CAAC,CAwHxB"}
@@ -0,0 +1,102 @@
1
+ "use strict";
2
+ /**
3
+ * Order object creation
4
+ */
5
+ var __importDefault = (this && this.__importDefault) || function (mod) {
6
+ return (mod && mod.__esModule) ? mod : { "default": mod };
7
+ };
8
+ Object.defineProperty(exports, "__esModule", { value: true });
9
+ exports.OrderTpslTriggerParam = void 0;
10
+ exports.createOrderObject = createOrderObject;
11
+ const decimal_js_1 = __importDefault(require("decimal.js"));
12
+ const orders_1 = require("./orders");
13
+ const order_object_settlement_1 = require("./order-object-settlement");
14
+ const signer_1 = require("./crypto/signer");
15
+ const nonce_1 = require("../utils/nonce");
16
+ const date_1 = require("../utils/date");
17
+ const fees_1 = require("./fees");
18
+ /**
19
+ * Order TPSL trigger parameter
20
+ */
21
+ class OrderTpslTriggerParam {
22
+ triggerPrice;
23
+ triggerPriceType;
24
+ price;
25
+ priceType;
26
+ constructor(triggerPrice, triggerPriceType, price, priceType) {
27
+ this.triggerPrice = triggerPrice;
28
+ this.triggerPriceType = triggerPriceType;
29
+ this.price = price;
30
+ this.priceType = priceType;
31
+ }
32
+ }
33
+ exports.OrderTpslTriggerParam = OrderTpslTriggerParam;
34
+ /**
35
+ * Get opposite order side
36
+ */
37
+ function getOppositeSide(side) {
38
+ return side === orders_1.OrderSide.BUY ? orders_1.OrderSide.SELL : orders_1.OrderSide.BUY;
39
+ }
40
+ function normalizeSelfTradeProtectionLevel(level) {
41
+ if (level === 'NONE') {
42
+ return orders_1.SelfTradeProtectionLevel.DISABLED;
43
+ }
44
+ if (level === 'MARKET') {
45
+ return orders_1.SelfTradeProtectionLevel.CLIENT;
46
+ }
47
+ return level;
48
+ }
49
+ /**
50
+ * Create order TPSL trigger model
51
+ */
52
+ function createOrderTpslTriggerModel(triggerParam, settlementData) {
53
+ return new orders_1.CreateOrderTpslTriggerModel(triggerParam.triggerPrice, triggerParam.triggerPriceType, triggerParam.price, triggerParam.priceType, settlementData.settlement, settlementData.debuggingAmounts);
54
+ }
55
+ /**
56
+ * Create an order object to be placed on the exchange
57
+ */
58
+ async function createOrderObject(account, market, amountOfSynthetic, price, side, starknetDomain, options = {}) {
59
+ const { orderType = orders_1.OrderType.LIMIT, postOnly = false, previousOrderExternalId, expireTime, orderExternalId, timeInForce = orders_1.TimeInForce.GTT, selfTradeProtectionLevel = orders_1.SelfTradeProtectionLevel.ACCOUNT, nonce, builderFee, builderId, reduceOnly = false, tpSlType, takeProfit, stopLoss, } = options;
60
+ let finalExpireTime = expireTime;
61
+ if (!finalExpireTime) {
62
+ finalExpireTime = new Date((0, date_1.utcNow)());
63
+ finalExpireTime.setHours(finalExpireTime.getHours() + 1);
64
+ }
65
+ // Validate side
66
+ if (side !== orders_1.OrderSide.BUY && side !== orders_1.OrderSide.SELL) {
67
+ throw new Error(`Unexpected order side value: ${side}`);
68
+ }
69
+ // Validate time in force
70
+ if (timeInForce === orders_1.TimeInForce.FOK) {
71
+ throw new Error(`Unexpected time in force value: ${timeInForce}`);
72
+ }
73
+ // Validate TPSL
74
+ if (tpSlType === orders_1.OrderTpslType.POSITION) {
75
+ throw new Error('`POSITION` TPSL type is not supported yet');
76
+ }
77
+ if ((takeProfit && takeProfit.priceType === orders_1.OrderPriceType.MARKET) ||
78
+ (stopLoss && stopLoss.priceType === orders_1.OrderPriceType.MARKET)) {
79
+ throw new Error('TPSL `MARKET` price type is not supported yet');
80
+ }
81
+ const finalNonce = nonce || (0, nonce_1.generateNonce)();
82
+ const finalBuilderId = builderId ?? Number(BigInt(signer_1.DEFAULT_BUILDER_CODE_HEX));
83
+ const normalizedSelfTradeProtectionLevel = normalizeSelfTradeProtectionLevel(selfTradeProtectionLevel);
84
+ const fees = account.getTradingFee().get(market.name) || fees_1.DEFAULT_FEES;
85
+ const feeRate = fees.takerFeeRate;
86
+ const settlementDataCtx = new order_object_settlement_1.SettlementDataCtx(market, fees, finalNonce, account.getVault(), finalExpireTime, (msgHash) => account.sign(msgHash), account.getPublicKey(), starknetDomain, builderFee, finalBuilderId);
87
+ const settlementData = await (0, order_object_settlement_1.createOrderSettlementData)(side, amountOfSynthetic, price, settlementDataCtx);
88
+ let tpTriggerModel;
89
+ if (takeProfit) {
90
+ const tpSettlementData = await (0, order_object_settlement_1.createOrderSettlementData)(getOppositeSide(side), amountOfSynthetic, takeProfit.price, settlementDataCtx);
91
+ tpTriggerModel = createOrderTpslTriggerModel(takeProfit, tpSettlementData);
92
+ }
93
+ let slTriggerModel;
94
+ if (stopLoss) {
95
+ const slSettlementData = await (0, order_object_settlement_1.createOrderSettlementData)(getOppositeSide(side), amountOfSynthetic, stopLoss.price, settlementDataCtx);
96
+ slTriggerModel = createOrderTpslTriggerModel(stopLoss, slSettlementData);
97
+ }
98
+ const orderId = orderExternalId || settlementData.orderHash.toString();
99
+ const order = new orders_1.NewOrderModel(orderId, market.name, orderType, side, settlementData.syntheticAmountHuman.value, price, postOnly, timeInForce, (0, date_1.toEpochMillis)(finalExpireTime), feeRate, normalizedSelfTradeProtectionLevel, new decimal_js_1.default(finalNonce), settlementData.settlement, settlementData.debuggingAmounts, reduceOnly, previousOrderExternalId, tpSlType, tpTriggerModel, slTriggerModel, builderFee, finalBuilderId);
100
+ return order;
101
+ }
102
+ //# sourceMappingURL=order-object.js.map
@@ -0,0 +1 @@
1
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@@ -0,0 +1,48 @@
1
+ import Decimal from 'decimal.js';
2
+ import { EndpointConfig } from './configuration';
3
+ export declare class OrderBookEntry {
4
+ price: Decimal;
5
+ amount: Decimal;
6
+ constructor(price: Decimal, amount: Decimal);
7
+ }
8
+ export declare class ImpactDetails {
9
+ price: Decimal;
10
+ amount: Decimal;
11
+ constructor(price: Decimal, amount: Decimal);
12
+ }
13
+ export declare class OrderBook {
14
+ private streamClient;
15
+ private marketName;
16
+ private depth?;
17
+ private task?;
18
+ private stopped;
19
+ private bidPrices;
20
+ private askPrices;
21
+ private bestAskChangeCallback?;
22
+ private bestBidChangeCallback?;
23
+ static create(endpointConfig: EndpointConfig, marketName: string, options?: {
24
+ bestAskChangeCallback?: (entry: OrderBookEntry | null) => Promise<void>;
25
+ bestBidChangeCallback?: (entry: OrderBookEntry | null) => Promise<void>;
26
+ start?: boolean;
27
+ depth?: number;
28
+ }): Promise<OrderBook>;
29
+ constructor(endpointConfig: EndpointConfig, marketName: string, options?: {
30
+ bestAskChangeCallback?: (entry: OrderBookEntry | null) => Promise<void>;
31
+ bestBidChangeCallback?: (entry: OrderBookEntry | null) => Promise<void>;
32
+ depth?: number;
33
+ });
34
+ startOrderbook(): Promise<void>;
35
+ stopOrderbook(): void;
36
+ private loop;
37
+ private updateOrderbook;
38
+ private initOrderbook;
39
+ private applyDelta;
40
+ private bestBidChanged;
41
+ private bestAskChanged;
42
+ bestBid(): OrderBookEntry | null;
43
+ bestAsk(): OrderBookEntry | null;
44
+ calculatePriceImpactNotional(notional: Decimal, side: 'BUY' | 'SELL'): ImpactDetails | null;
45
+ calculatePriceImpactQty(qty: Decimal, side: 'BUY' | 'SELL'): ImpactDetails | null;
46
+ close(): Promise<void>;
47
+ }
48
+ //# sourceMappingURL=orderbook.d.ts.map