@d8x/perpetuals-sdk/dist/esm/triangulator.d.ts

Node TypeScript SDK for D8X Perpetual Futures

export default class Triangulator {
    /**
     * Find all possible triangulation paths
     * @param ccyBase array of base currencies ['BTC', 'ETH', 'MATIC', ...]
     * @param ccyQuote array of quote currencies corresponding to base ['USD', 'USD', ...]
     * @param pair pair we want to calculate, e.g. BTC-USDC
     * @returns array of different paths for which multiplication leads to
     *  desired pair, e.g. [['MATIC-USD'], ['MATIC-ETH', 'ETH-USD']]
     */
    static findPath(ccyBase: string[], ccyQuote: string[], pair: string): Array<Array<string>>;
    /**
     * Calculate the triangulated price from underlying prices
     * @param triangulation triangulation of with symbol and is-inverted flag
     * @param feedIdxPrices map of symbol to price
     * @returns triangulated price (scalar), true if market closed or price unavailable
     */
    static calculateTriangulatedPrice(triangulation: [string[], boolean[]], feedIdxPrices: Map<string, [number, boolean]>): [number, boolean];
    /**
     * Finds shortest path and returns indices required and whether to divide or not
     * @example triangulate BTC-USDC:  [ [ 'BTC-USD', 'USDC-USD' ], [ false, true ] ]
     * @param ccyArr array of available indices (e.g. from websocket)
     * @param symbol symbol we are looking for (e.g. MATIC-USDC)
     * @returns shortest path with given indices, array whether we have to divide (true) or multiply
     *  to arrive at the desired price
     */
    static triangulate(ccyArr: string[], symbol: string): [string[], boolean[]];
}