@d8x/perpetuals-sdk/src/perpetualDataHandler.ts

Node TypeScript SDK for D8X Perpetual Futures

import {
  BaseContract,
  Contract,
  Interface,
  JsonRpcProvider,
  Network,
  Overrides,
  Provider,
  Signer,
  ZeroAddress,
} from "ethers";
import {
  BUY_SIDE,
  CLOSED_SIDE,
  COLLATERAL_CURRENCY_BASE,
  COLLATERAL_CURRENCY_QUOTE,
  CollaterlCCY,
  DEFAULT_CONFIG,
  MASK_CLOSE_ONLY,
  MASK_KEEP_POS_LEVERAGE,
  MASK_LIMIT_ORDER,
  MASK_LOW_LIQUIDITY_MARKET,
  MASK_MARKET_ORDER,
  MASK_PREDICTION_MARKET,
  MASK_STOP_ORDER,
  MASK_TRADFI_MARKET,
  MAX_64x64,
  MULTICALL_ADDRESS,
  ORDER_MAX_DURATION_SEC,
  ORDER_TYPE_LIMIT,
  ORDER_TYPE_MARKET,
  ORDER_TYPE_STOP_LIMIT,
  ORDER_TYPE_STOP_MARKET,
  PERP_STATE_STR,
  SELL_SIDE,
  SYMBOL_LIST,
  ZERO_ADDRESS,
  ZERO_ORDER_ID,
} from "./constants";
import {
  ERC20__factory,
  IPerpetualManager__factory,
  LimitOrderBook,
  LimitOrderBookFactory,
  LimitOrderBookFactory__factory,
  LimitOrderBook__factory,
  Multicall3,
  Multicall3__factory,
  OracleFactory__factory,
} from "./contracts";
import { IPerpetualInfo, IPerpetualManager } from "./contracts/IPerpetualManager";
import { IClientOrder, IPerpetualOrder } from "./contracts/LimitOrderBook";

import {
  ABDK29ToFloat,
  ABK64x64ToFloat,
  calculateLiquidationPriceCollateralBase,
  calculateLiquidationPriceCollateralQuanto,
  calculateLiquidationPriceCollateralQuote,
  dec18ToFloat,
  div64x64,
  floatToABK64x64,
  pmFindLiquidationPrice,
  pmMaintenanceMarginRate,
  priceToProb,
  probToPrice,
} from "./d8XMath";
import {
  IdxPriceInfo,
  LiquidityPoolData,
  SettlementCcyItem,
  SettlementConfig,
  SlotInfo,
  TokenOverride,
  TypeSafeOrder,
  type ClientOrder,
  type MarginAccount,
  type NodeSDKConfig,
  type Order,
  type PerpetualData,
  type PerpetualState,
  type PerpetualStaticInfo,
  type PoolStaticInfo,
  type PriceFeedSubmission,
  type SmartContractOrder,
} from "./nodeSDKTypes";
import PriceFeeds from "./priceFeeds";
import {
  combineFlags,
  containsFlag,
  contractSymbolToSymbol,
  fromBytes4,
  loadConfigAbis,
  sleepForSec,
  symbol4BToLongSymbol,
  to4Chars,
} from "./utils";

/**
 * Parent class for MarketData and WriteAccessHandler that handles
 * common data and chain operations.
 */
export default class PerpetualDataHandler {
  PRICE_UPDATE_FEE_GWEI = 1;
  //map symbol of the form ETH-USD-MATIC into perpetual ID and other static info
  //this is initialized in the createProxyInstance function
  protected symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>; // maps symbol of the form BTC-USD-MATIC to static info
  protected perpetualIdToSymbol: Map<number, string>; // maps unique perpetual id to symbol of the form BTC-USD-MATIC
  protected poolStaticInfos: Array<PoolStaticInfo>;
  protected symbolList: Map<string, string>; //mapping 4-digit symbol <-> long format
  protected indexSymbol: Map<string, { indexSymbol: string; expiry: number }> = new Map(); //mapping perpetual symbol to index symbol (NFL_TOR_...-USD-PUSD => NFL0-USD:84532)
  protected settlementConfig: SettlementConfig;
  public requiredSymbols: string[] = []; // array of symbols in the current perpetual deployment
  // config
  public config: NodeSDKConfig;
  //map margin token of the form MATIC or ETH or USDC into
  //the address of the margin token
  protected symbolToTokenAddrMap: Map<string, string>;
  public chainId: bigint;
  public network: Network;
  protected proxyContract: IPerpetualManager | null = null;
  protected proxyABI: Interface;
  protected proxyAddr: string;
  // oracle
  protected oraclefactoryAddr: string | undefined;
  // limit order book
  protected lobFactoryContract: LimitOrderBookFactory | null = null;
  protected lobFactoryABI: Interface;
  protected lobFactoryAddr: string | undefined;
  protected lobABI: Interface;
  // share token
  protected shareTokenABI: Interface;
  // multicall
  protected multicall: Multicall3 | null = null;
  // provider
  protected nodeURL: string;
  protected provider: Provider | null = null;
  // pyth
  protected pythAddr: string | undefined;
  protected ondemandAddr: string | undefined;

  protected signerOrProvider: Signer | Provider | null = null;
  protected priceFeedGetter: PriceFeeds;

  // pools are numbered consecutively starting at 1
  // nestedPerpetualIDs contains an array for each pool
  // each pool-array contains perpetual ids
  protected nestedPerpetualIDs: number[][];

  private refreshLocked: boolean = false;
  private refreshTs: number = 0;
  /**
   * Constructor
   * @param {NodeSDKConfig} config Configuration object, see
   * PerpetualDataHandler.readSDKConfig.
   */
  public constructor(config: NodeSDKConfig) {
    this.settlementConfig = require("./config/settlement.json") as SettlementConfig;
    this.config = config;
    this.symbolToPerpStaticInfo = new Map<string, PerpetualStaticInfo>();
    this.poolStaticInfos = new Array<PoolStaticInfo>();
    this.symbolToTokenAddrMap = new Map<string, string>();
    this.perpetualIdToSymbol = new Map<number, string>();
    this.nestedPerpetualIDs = new Array<Array<number>>();
    this.chainId = BigInt(config.chainId);
    this.network = new Network(config.name || "", this.chainId);
    this.proxyAddr = config.proxyAddr;
    this.nodeURL = config.nodeURL;
    this.proxyABI = config.proxyABI!;
    this.lobFactoryABI = config.lobFactoryABI!;
    this.lobABI = config.lobABI!;
    this.shareTokenABI = config.shareTokenABI!;
    this.symbolList = SYMBOL_LIST;
    this.priceFeedGetter = new PriceFeeds(this, config.priceFeedConfigNetwork);
  }

  protected async initContractsAndData(signerOrProvider: Signer | Provider, overrides?: Overrides) {
    let count = 0;
    while (this.refreshLocked) {
      await sleepForSec(1);
      if (count == 25) {
        throw new Error("could not obtain lock for init");
      }
      count += 1;
    }
    this.refreshLocked = true;
    try {
      this.signerOrProvider = signerOrProvider;
      // check network
      let network: Network;
      try {
        if (signerOrProvider.provider) {
          network = await signerOrProvider.provider.getNetwork();
        } else {
          throw new Error("Signer has no provider"); // TODO: check
        }
      } catch (error: any) {
        console.error(error);
        throw new Error(`Unable to connect to network.`);
      }
      if (network.chainId !== this.chainId) {
        throw new Error(`Provider: chain id ${network.chainId} does not match config (${this.chainId})`);
      }
      this.proxyContract = IPerpetualManager__factory.connect(this.proxyAddr, signerOrProvider);
      this.multicall = Multicall3__factory.connect(this.config.multicall ?? MULTICALL_ADDRESS, this.signerOrProvider);
      await this.fetchSymbolList(); // static from sync-hub
      await this._fillSymbolMaps();
    } finally {
      this.refreshLocked = false;
    }
  }

  /**
   * sets the symbollist if a remote config url is specified
   */
  private async fetchSymbolList() {
    if (this.config.configSource == "" || this.config.configSource == undefined) {
      return;
    }
    const res = await fetch(this.config.configSource + "/symbolList.json");
    if (res.status !== 200) {
      throw new Error(`failed to fetch symbolList status code: ${res.status}`);
    }
    if (!res.ok) {
      throw new Error(`failed to fetch config (${res.status}): ${res.statusText} ${this.config.configSource}`);
    }
    let symlist = await res.json();
    // console.log("fetched symbol list from source", this.config.configSource + "/symbolList.json");
    this.symbolList = new Map<string, string>(Object.entries(symlist));
  }

  /**
   * Returns the order-book contract for the symbol if found or fails
   * @param symbol symbol of the form ETH-USD-MATIC
   * @returns order book contract for the perpetual
   */
  public getOrderBookContract(symbol: string, signerOrProvider?: Signer | Provider): LimitOrderBook {
    let orderBookAddr = this.symbolToPerpStaticInfo.get(symbol)?.limitOrderBookAddr;
    if (orderBookAddr == "" || orderBookAddr == undefined) {
      throw Error(`no limit order book found for ${symbol} or no signer`);
    }
    let lobContract = LimitOrderBook__factory.connect(orderBookAddr, signerOrProvider ?? this.signerOrProvider);
    return lobContract;
  }

  /**
   * Returns the order-book contract for the symbol if found or fails
   * @param symbol symbol of the form ETH-USD-MATIC
   * @returns order book contract for the perpetual
   */
  public getOrderBookAddress(symbol: string): string | undefined {
    return this.symbolToPerpStaticInfo.get(symbol)?.limitOrderBookAddr;
  }

  /**
   * Get perpetuals for the given ids from onchain
   * @param ids perpetual ids
   * @param overrides optional
   * @returns array of PerpetualData converted into decimals
   */
  public async getPerpetuals(ids: number[], overrides?: Overrides): Promise<PerpetualData[]> {
    if (this.proxyContract == null) {
      throw new Error("proxy not defined");
    }
    await this.refreshSymbols();
    return await PerpetualDataHandler._getPerpetuals(ids, this.proxyContract, this.symbolList, overrides);
  }

  /**
   * Get liquidity pools data
   * @param fromIdx starting index (>=1)
   * @param toIdx to index (inclusive)
   * @param overrides optional
   * @returns array of LiquidityPoolData converted into decimals
   */
  public async getLiquidityPools(fromIdx: number, toIdx: number, overrides?: Overrides): Promise<LiquidityPoolData[]> {
    if (this.proxyContract == null) {
      throw new Error("proxy not defined");
    }
    await this.refreshSymbols();
    return await PerpetualDataHandler._getLiquidityPools(
      fromIdx,
      toIdx,
      this.proxyContract,
      this.symbolList,
      overrides
    );
  }

  public oracleProviders() {
    return { pyth: this.pythAddr, ondemand: this.ondemandAddr };
  }

  /**
   * Called when initializing. This function fills this.symbolToTokenAddrMap,
   * and this.nestedPerpetualIDs and this.symbolToPerpStaticInfo
   *
   */
  protected async _fillSymbolMaps(overrides?: Overrides) {
    if (this.proxyContract == null || this.multicall == null || this.signerOrProvider == null) {
      throw new Error("proxy or multicall not defined");
    }
    const tokenOverrides = require("./config/tokenOverrides.json") as TokenOverride[];

    let poolInfo = await PerpetualDataHandler.getPoolStaticInfo(this.proxyContract);

    const IERC20 = ERC20__factory.createInterface();

    const proxyCalls: Multicall3.Call3Struct[] = poolInfo.poolMarginTokenAddr.map((tokenAddr) => ({
      target: tokenAddr,
      allowFailure: false,
      callData: IERC20.encodeFunctionData("decimals"),
    }));
    proxyCalls.push({
      target: this.proxyAddr,
      allowFailure: false,
      callData: this.proxyContract.interface.encodeFunctionData("getOrderBookFactoryAddress"),
    });
    proxyCalls.push({
      target: this.proxyAddr,
      allowFailure: false,
      callData: this.proxyContract.interface.encodeFunctionData("getOracleFactory"),
    });

    // multicall
    const encodedResults = await this.multicall.aggregate3.staticCall(proxyCalls, overrides || {});

    // pre-allocate all pool static infos with id and margin token info
    const poolStaticInfos: PoolStaticInfo[] = [];
    for (let j = 0; j < poolInfo.nestedPerpetualIDs.length; j++) {
      const decimals = IERC20.decodeFunctionResult("decimals", encodedResults[j].returnData)[0] as bigint;
      let info: PoolStaticInfo = {
        poolId: j + 1,
        poolMarginSymbol: "", //fill later
        poolMarginTokenAddr: poolInfo.poolMarginTokenAddr[j],
        poolMarginTokenDecimals: Number(decimals),
        poolSettleSymbol: "", //fill later
        poolSettleTokenAddr: poolInfo.poolMarginTokenAddr[j], //correct later
        poolSettleTokenDecimals: Number(decimals), //correct later
        shareTokenAddr: poolInfo.poolShareTokenAddr[j],
        oracleFactoryAddr: poolInfo.oracleFactory,
        isRunning: poolInfo.poolShareTokenAddr[j] != ZeroAddress,
        MgnToSettleTriangulation: ["*", "1"], // correct later
      };
      poolStaticInfos.push(info);
    }
    //pyth
    const oracle = OracleFactory__factory.connect(poolInfo.oracleFactory, this.signerOrProvider);
    this.pythAddr = await oracle.pyth();
    this.ondemandAddr = await oracle.onDemandFeed();

    // order book factory
    this.lobFactoryAddr = this.proxyContract.interface.decodeFunctionResult(
      "getOrderBookFactoryAddress",
      encodedResults[encodedResults.length - 2].returnData
    )[0] as string;
    this.lobFactoryContract = LimitOrderBookFactory__factory.connect(this.lobFactoryAddr, this.signerOrProvider);

    // oracle factory
    this.oraclefactoryAddr = this.proxyContract.interface.decodeFunctionResult(
      "getOracleFactory",
      encodedResults[encodedResults.length - 1].returnData
    )[0] as string;

    // perp static infos, symbols
    let perpStaticInfos = await PerpetualDataHandler.getPerpetualStaticInfo(
      this.proxyContract,
      poolInfo.nestedPerpetualIDs,
      this.symbolList,
      overrides
    );

    const slotsInfo = await PerpetualDataHandler.fetchSlotsInfo(this.chainId);

    // replace symbols, if any
    for (const slot of slotsInfo) {
      const slotSymbol = slot.slot + "-USD";
      const perpIdx = perpStaticInfos.findIndex(
        (p) => p.S2Symbol == slotSymbol && Number(this.chainId) == slot.chain_id
      );
      if (perpIdx < 0) {
        // not a known perp - ignore
        continue;
      }
      // set symbol for this slot
      this.symbolList.set(slot.slot, slot.contract_id);
      perpStaticInfos[perpIdx].S2Symbol = slot.contract_id + "-USD";
      // set expiry for this symbol
      this.indexSymbol.set(slot.slot, {
        indexSymbol: slot.slot + "-USD:" + slot.chain_id,
        expiry: Number(slot.expiry),
      });
    }

    let requiredPairs = new Set<string>();
    this.symbolToPerpStaticInfo = new Map();
    this.nestedPerpetualIDs = poolInfo.nestedPerpetualIDs;
    this.poolStaticInfos = poolStaticInfos;

    // 1) determine pool currency based on its perpetuals
    // 2) determine which triangulations we need
    // 3) fill mapping this.symbolToPerpStaticInf
    for (const perp of perpStaticInfos) {
      const poolIdx = this.poolStaticInfos.findIndex((p) => p.poolId == perp.poolId); // need the index for later
      if (poolIdx < 0) {
        // no pool for this perp, skip
        continue;
      }
      const pool = this.poolStaticInfos[poolIdx];

      if (perp.state != "INVALID" && perp.state != "INITIALIZING") {
        // we only require price feeds to be available if the perpetual
        // is in normal state
        requiredPairs.add(PerpetualDataHandler.getIndexSymbol(this.symbolList, perp));

        if (perp.S3Symbol != "") {
          requiredPairs.add(perp.S3Symbol);
        }
      }
      let poolCCY = pool.poolMarginSymbol;

      if (poolCCY == "") {
        // check if token address has an override for its symbol
        const tokenOverride = tokenOverrides.find(
          ({ tokenAddress }) => tokenAddress.toLowerCase() === pool.poolMarginTokenAddr.toLowerCase()
        );
        if (tokenOverride) {
          poolCCY = tokenOverride.newSymbol;
        } else {
          // not overriden - infer from perp
          const [base, quote] = perp.S2Symbol.split("-");
          const base3 = perp.S3Symbol.split("-")[0];
          // we find out the pool currency by looking at all perpetuals
          // from the perpetual.
          if (perp.collateralCurrencyType == COLLATERAL_CURRENCY_BASE) {
            poolCCY = base;
          } else if (perp.collateralCurrencyType == COLLATERAL_CURRENCY_QUOTE) {
            poolCCY = quote;
          } else {
            poolCCY = base3;
          }
        }
      }
      let effectivePoolCCY = poolCCY;
      let currentSymbol3 = perp.S2Symbol + "-" + poolCCY;
      let perpInfo = this.symbolToPerpStaticInfo.get(currentSymbol3);
      let count = 0;
      while (perpInfo) {
        count++;
        // rename pool symbol
        effectivePoolCCY = `${poolCCY}${count}`;
        currentSymbol3 = perp.S2Symbol + "-" + effectivePoolCCY;
        perpInfo = this.symbolToPerpStaticInfo.get(currentSymbol3);
      }
      // set pool currency
      this.poolStaticInfos[poolIdx].poolMarginSymbol = effectivePoolCCY;
      // push pool margin token address into map
      this.symbolToTokenAddrMap.set(effectivePoolCCY, pool.poolMarginTokenAddr);
      this.symbolToPerpStaticInfo.set(currentSymbol3, perp);
    }

    // handle settlement token.
    this.initSettlementToken(perpStaticInfos);

    // fill this.perpetualIdToSymbol
    for (let [key, info] of this.symbolToPerpStaticInfo) {
      this.perpetualIdToSymbol.set(info.id, key);
    }

    // pre-calculate all triangulation paths so we can easily get from
    // the prices of price-feeds to the index price required, e.g.
    // BTC-USDC : BTC-USD / USDC-USD
    this.priceFeedGetter.initializeTriangulations(requiredPairs);

    this.setRequiredSymbols();
  }

  // setRequiredSymbols determines which symbols (of the form BTC-USD)
  // need to be available in the price sources
  private setRequiredSymbols() {
    const triang = this.priceFeedGetter.getTriangulations();
    const pairs = new Set<string>();
    for (const [key, [stringArray, _]] of triang) {
      for (const s of stringArray) {
        pairs.add(s);
      }
    }
    this.requiredSymbols = Array.from(pairs);
  }

  /**
   * Initializes settlement currency for all pools by
   * completing this.poolStaticInfos with settlement currency info
   * @param perpStaticInfos PerpetualStaticInfo array from contract call
   */
  private initSettlementToken(perpStaticInfos: PerpetualStaticInfo[]) {
    let currPoolId = -1;
    for (let j = 0; j < perpStaticInfos.length; j++) {
      const poolId = perpStaticInfos[j].poolId;
      if (poolId == currPoolId) {
        continue;
      }
      currPoolId = poolId;
      // We only assume the flag to be correct
      // in the first perpetual of the pool
      const flag = perpStaticInfos[j].perpFlags == undefined ? 0n : BigInt(perpStaticInfos[j].perpFlags.toString());
      // find settlement setting for this flag
      let s: SettlementCcyItem | undefined = undefined;
      for (let j = 0; j < this.settlementConfig.length; j++) {
        const masked = flag & BigInt(this.settlementConfig[j].perpFlags.toString());
        if (masked != 0n) {
          s = this.settlementConfig[j];
          break;
        }
      }
      if (s == undefined) {
        // no setting for given flag, settlement token = margin token
        this.poolStaticInfos[poolId - 1].poolSettleSymbol = this.poolStaticInfos[poolId - 1].poolMarginSymbol;
        this.poolStaticInfos[poolId - 1].poolSettleTokenAddr = this.poolStaticInfos[poolId - 1].poolMarginTokenAddr;
        this.poolStaticInfos[poolId - 1].poolSettleTokenDecimals =
          this.poolStaticInfos[poolId - 1].poolMarginTokenDecimals;
        this.poolStaticInfos[poolId - 1].MgnToSettleTriangulation = ["*", "1"];
      } else {
        this.poolStaticInfos[poolId - 1].poolSettleSymbol = s.settleCCY;
        this.poolStaticInfos[poolId - 1].poolSettleTokenAddr = s.settleCCYAddr;
        this.poolStaticInfos[poolId - 1].poolSettleTokenDecimals = s.settleTokenDecimals;
        this.poolStaticInfos[poolId - 1].MgnToSettleTriangulation = s.triangulation;
      }
    }
  }

  /**
   * Utility function to export mapping and re-use in other objects.
   * @ignore
   */
  public getAllMappings() {
    return {
      nestedPerpetualIDs: this.nestedPerpetualIDs,
      poolStaticInfos: this.poolStaticInfos,
      symbolToTokenAddrMap: this.symbolToTokenAddrMap,
      symbolToPerpStaticInfo: this.symbolToPerpStaticInfo,
      perpetualIdToSymbol: this.perpetualIdToSymbol,
    };
  }

  /**
   * Get pool symbol given a pool Id.
   * @param {number} poolId Pool Id.
   * @returns {symbol} Pool symbol, e.g. "USDC".
   */
  public getSymbolFromPoolId(poolId: number): string {
    return PerpetualDataHandler._getSymbolFromPoolId(poolId, this.poolStaticInfos);
  }

  /**
   * Get pool Id given a pool symbol. Pool IDs start at 1.
   * @param {string} symbol Pool symbol.
   * @returns {number} Pool Id.
   */
  public getPoolIdFromSymbol(symbol: string): number {
    return PerpetualDataHandler._getPoolIdFromSymbol(symbol, this.poolStaticInfos);
  }

  /**
   * Get perpetual Id given a perpetual symbol.
   * @param {string} symbol Perpetual symbol, e.g. "BTC-USD-MATIC".
   * @returns {number} Perpetual Id.
   */
  public getPerpIdFromSymbol(symbol: string): number {
    return PerpetualDataHandler.symbolToPerpetualId(symbol, this.symbolToPerpStaticInfo);
  }

  /**
   * Get the symbol in long format of the perpetual id
   * @param {number} perpId perpetual id
   * @returns {string} Symbol
   */
  public getSymbolFromPerpId(perpId: number): string | undefined {
    return this.perpetualIdToSymbol.get(perpId);
  }

  /**
   *
   * @param {string} sym Short symbol
   * @returns {string} Long symbol
   */
  public symbol4BToLongSymbol(sym: string): string {
    return symbol4BToLongSymbol(sym, this.symbolList);
  }

  /**
   * Get PriceFeedSubmission data required for blockchain queries that involve price data, and the corresponding
   * triangulated prices for the indices S2 and S3
   * @param symbol pool symbol of the form "ETH-USD-MATIC"
   * @returns PriceFeedSubmission and prices for S2 and S3. [S2price, 0] if S3 not defined.
   */
  public async fetchPriceSubmissionInfoForPerpetual(
    symbol: string
  ): Promise<{ submission: PriceFeedSubmission; pxS2S3: [number, number] }> {
    // fetch prices from required price-feeds (REST)
    await this.refreshSymbols();
    return await this.priceFeedGetter.fetchFeedPriceInfoAndIndicesForPerpetual(symbol);
  }

  /**
   * Get the symbols required as indices for the given perpetual
   * @param symbol of the form ETH-USD-MATIC, specifying the perpetual
   * @returns name of underlying index prices, e.g. ["MATIC-USD", ""]
   */
  public async getIndexSymbols(symbol: string): Promise<[string, string]> {
    await this.refreshSymbols();
    // get index
    let staticInfo = this.symbolToPerpStaticInfo.get(symbol);
    if (staticInfo == undefined) {
      throw new Error(`No static info for perpetual with symbol ${symbol}`);
    }
    return this.isPredictionMarket(symbol)
      ? [PerpetualDataHandler.getIndexSymbol(this.symbolList, staticInfo), staticInfo.S3Symbol]
      : [staticInfo.S2Symbol, staticInfo.S3Symbol];
  }

  /**
   * Get the latest prices for a given perpetual from the offchain oracle
   * networks
   * @param symbol perpetual symbol of the form BTC-USD-MATIC
   * @returns array of price feed updates that can be submitted to the smart contract
   * and corresponding price information
   */
  public async fetchLatestFeedPriceInfo(symbol: string): Promise<PriceFeedSubmission> {
    await this.refreshSymbols();
    return await this.priceFeedGetter.fetchLatestFeedPriceInfoForPerpetual(symbol);
  }

  /**
   * fetchCollateralToSettlementConversion returns the price which converts the collateral
   * currency into settlement currency. For example if BTC-USD-STUSD has settlement currency
   * USDC, we get
   * let px = fetchCollateralToSettlementConversion("BTC-USD-STUSD")
   * valueInUSDC = collateralInSTUSD * px
   * @param symbol either perpetual symbol of the form BTC-USD-MATIC or just collateral token
   */
  public async fetchCollateralToSettlementConversion(symbol: string): Promise<number> {
    await this.refreshSymbols();
    let j = this.getPoolStaticInfoIndexFromSymbol(symbol);
    if (this.poolStaticInfos[j].poolMarginSymbol == this.poolStaticInfos[j].poolSettleSymbol) {
      // settlement currency = collateral currency
      return 1;
    }
    const triang = this.poolStaticInfos[j].MgnToSettleTriangulation;
    let v = 1;
    for (let k = 0; k < triang.length; k = k + 2) {
      const sym = triang[k + 1];
      const pxMap = await this.priceFeedGetter.fetchFeedPrices([sym]);
      const vpxinfo = pxMap.get(sym);
      if (vpxinfo == undefined) {
        throw Error(`price ${sym} not available`);
      }
      v = triang[k] == "*" ? v * vpxinfo[0] : v / vpxinfo[0];
    }
    return v;
  }

  /**
   * Get list of required pyth price source IDs for given perpetual
   * @param symbol perpetual symbol, e.g., BTC-USD-MATIC
   * @returns list of required pyth price sources for this perpetual
   */
  public getPriceIds(symbol: string): string[] {
    let perpInfo = this.symbolToPerpStaticInfo.get(symbol);
    if (perpInfo == undefined) {
      throw Error(`Perpetual with symbol ${symbol} not found. Check symbol or use createProxyInstance().`);
    }
    return perpInfo.priceIds;
  }

  protected static _getSymbolFromPoolId(poolId: number, staticInfos: PoolStaticInfo[]): string {
    let idx = poolId - 1;
    return staticInfos[idx].poolMarginSymbol;
  }

  protected static _getPoolIdFromSymbol(symbol: string, staticInfos: PoolStaticInfo[]): number {
    let symbols = symbol.split("-");
    //in case user provided ETH-USD-MATIC instead of MATIC; or similar
    if (symbols.length == 3) {
      symbol = symbols[2];
    }
    let j = 0;
    while (j < staticInfos.length && staticInfos[j].poolMarginSymbol != symbol) {
      j++;
    }
    if (j == staticInfos.length) {
      throw new Error(`no pool found for symbol ${symbol}`);
    }
    return j + 1;
  }

  /**
   * Get ('normal'-state) perpetual symbols for a given pool
   * @param poolSymbol pool symbol such as "MATIC"
   * @returns array of perpetual symbols in this pool
   */
  public getPerpetualSymbolsInPool(poolSymbol: string): string[] {
    const j = PerpetualDataHandler._getPoolIdFromSymbol(poolSymbol, this.poolStaticInfos);
    const perpIds = this.nestedPerpetualIDs[j - 1];
    let perpSymbols = new Array<string>();
    for (let k = 0; k < perpIds.length; k++) {
      let s = this.getSymbolFromPerpId(perpIds[k]);
      if (s == undefined) {
        continue;
      }
      const staticInfo = this.symbolToPerpStaticInfo.get(s);
      if (staticInfo == undefined || staticInfo.state != "NORMAL") {
        continue;
      }
      perpSymbols.push(s!);
    }
    return perpSymbols;
  }

  public getNestedPerpetualIds(): number[][] {
    return this.nestedPerpetualIDs;
  }

  /**
   * Fetch list of {short,long} symbols from API.
   * Symbol is left unchanged if unknown.
   * @param chainId Chain id
   * @param short List of short perp symbols (<=4 chars)
   * @returns List of long perp symbols
   */
  protected static async fetchSlotsInfo(chainId: bigint | number | string) {
    let result: SlotInfo[] = [];
    const query = `https://sports-v2.quantena.org/slots-info/${Number(chainId)}`;
    const res = await fetch(query);
    if (res.status == 200 && res.ok) {
      result = await res.json();
    }
    return result;
  }
  /**
   * Collect all perpetuals static info
   * @param {ethers.Contract} _proxyContract perpetuals contract with getter
   * @param {Array<Array<number>>} nestedPerpetualIDs perpetual id-array for each pool
   * @param {Map<string, string>} symbolList mapping of symbols to convert long-format <-> blockchain-format
   * @returns array with PerpetualStaticInfo for each perpetual
   */
  public static async getPerpetualStaticInfo(
    _proxyContract: IPerpetualManager,
    nestedPerpetualIDs: Array<Array<number>>,
    symbolList: Map<string, string>,
    overrides?: Overrides
  ): Promise<Array<PerpetualStaticInfo>> {
    // flatten perpetual ids into chunks
    const chunkSize = 10;
    let ids = PerpetualDataHandler.nestedIDsToChunks(chunkSize, nestedPerpetualIDs);
    // query blockchain in chunks
    const infoArr = new Array<PerpetualStaticInfo>();
    for (let k = 0; k < ids.length; k++) {
      let perpInfos = (await _proxyContract.getPerpetualStaticInfo(
        ids[k],
        overrides || {}
      )) as IPerpetualInfo.PerpetualStaticInfoStructOutput[];

      for (let j = 0; j < perpInfos.length; j++) {
        let base = contractSymbolToSymbol(perpInfos[j].S2BaseCCY, symbolList);
        let quote = contractSymbolToSymbol(perpInfos[j].S2QuoteCCY, symbolList);
        let base3 = contractSymbolToSymbol(perpInfos[j].S3BaseCCY, symbolList);
        let quote3 = contractSymbolToSymbol(perpInfos[j].S3QuoteCCY, symbolList);
        let sym2 = base + "-" + quote;
        let sym3 = base3 == "" ? "" : base3 + "-" + quote3;
        let info: PerpetualStaticInfo = {
          id: Number(perpInfos[j].id),
          state: PERP_STATE_STR[Number(perpInfos[j].perpetualState.toString())],
          poolId: Math.floor(Number(perpInfos[j].id) / 100_000), //uint24(_iPoolId) * 100_000 + iPerpetualIndex;
          limitOrderBookAddr: perpInfos[j].limitOrderBookAddr,
          initialMarginRate: ABDK29ToFloat(perpInfos[j].fInitialMarginRate),
          maintenanceMarginRate: ABDK29ToFloat(perpInfos[j].fMaintenanceMarginRate),
          collateralCurrencyType: Number(perpInfos[j].collCurrencyType),
          S2Symbol: sym2,
          S3Symbol: sym3,
          lotSizeBC: ABK64x64ToFloat(perpInfos[j].fLotSizeBC),
          referralRebate: ABK64x64ToFloat(perpInfos[j].fReferralRebateCC),
          priceIds: perpInfos[j].priceIds,
          isPyth: perpInfos[j].isPyth,
          perpFlags: BigInt(perpInfos[j].perpFlags?.toString() ?? 0),
          fAMMTargetDD: perpInfos[j].fAMMTargetDD,
        };
        infoArr.push(info);
      }
    }
    return infoArr;
  }

  /**
   * Breaks up an array of nested arrays into chunks of a specified size.
   * @param {number} chunkSize The size of each chunk.
   * @param {number[][]} nestedIDs The array of nested arrays to chunk.
   * @returns {number[][]} An array of subarrays, each containing `chunkSize` or fewer elements from `nestedIDs`.
   */
  public static nestedIDsToChunks(
    chunkSize: number,
    nestedIDs: ReadonlyArray<ReadonlyArray<number>>
  ): Array<Array<number>> {
    const chunkIDs: number[][] = [];
    let currentChunk: number[] = [];
    for (let k = 0; k < nestedIDs.length; k++) {
      const currentPoolIds = nestedIDs[k];
      for (let j = 0; j < currentPoolIds.length; j++) {
        currentChunk.push(currentPoolIds[j]);
        if (currentChunk.length === chunkSize) {
          chunkIDs.push(currentChunk);
          currentChunk = [];
        }
      }
    }
    if (currentChunk.length > 0) {
      chunkIDs.push(currentChunk);
    }
    return chunkIDs;
  }

  /**
   * Query perpetuals
   * @param ids perpetual ids
   * @param _proxyContract proxy contract instance
   * @param _symbolList symbol mappings to convert the bytes encoded symbol name to string
   * @param overrides optional
   * @returns array of PerpetualData converted into decimals
   */
  public static async _getLiquidityPools(
    fromIdx: number,
    toIdx: number,
    _proxyContract: IPerpetualManager,
    _symbolList: Map<string, string>,
    overrides?: Overrides
  ): Promise<LiquidityPoolData[]> {
    if (fromIdx < 1) {
      throw Error("_getLiquidityPools: indices start at 1");
    }
    const rawPools = await _proxyContract.getLiquidityPools(fromIdx, toIdx, overrides || {});
    let p = new Array<LiquidityPoolData>();
    for (let k = 0; k < rawPools.length; k++) {
      let orig = rawPools[k];
      let v: LiquidityPoolData = {
        isRunning: orig.isRunning, // state
        iPerpetualCount: Number(orig.iPerpetualCount), // state
        id: Number(orig.id), // parameter: index, starts from 1
        fCeilPnLShare: ABK64x64ToFloat(BigInt(orig.fCeilPnLShare)), // parameter: cap on the share of PnL allocated to liquidity providers
        marginTokenDecimals: Number(orig.marginTokenDecimals), // parameter: decimals of margin token, inferred from token contract
        iTargetPoolSizeUpdateTime: Number(orig.iTargetPoolSizeUpdateTime), //parameter: timestamp in seconds. How often we update the pool's target size
        marginTokenAddress: orig.marginTokenAddress, //parameter: address of the margin token
        prevAnchor: Number(orig.prevAnchor), // state: keep track of timestamp since last withdrawal was initiated
        fRedemptionRate: ABK64x64ToFloat(BigInt(orig.fRedemptionRate)), // state: used for settlement in case of AMM default
        shareTokenAddress: orig.shareTokenAddress, // parameter
        fPnLparticipantsCashCC: ABK64x64ToFloat(BigInt(orig.fPnLparticipantsCashCC)), // state: addLiquidity/withdrawLiquidity + profit/loss - rebalance
        fTargetAMMFundSize: ABK64x64ToFloat(BigInt(orig.fTargetAMMFundSize)), // state: target liquidity for all perpetuals in pool (sum)
        fDefaultFundCashCC: ABK64x64ToFloat(BigInt(orig.fDefaultFundCashCC)), // state: profit/loss
        fTargetDFSize: ABK64x64ToFloat(BigInt(orig.fTargetDFSize)), // state: target default fund size for all perpetuals in pool
        fBrokerCollateralLotSize: ABK64x64ToFloat(BigInt(orig.fBrokerCollateralLotSize)), // param:how much collateral do brokers deposit when providing "1 lot" (not trading lot)
        prevTokenAmount: dec18ToFloat(BigInt(orig.prevTokenAmount)), // state
        nextTokenAmount: dec18ToFloat(BigInt(orig.nextTokenAmount)), // state
        totalSupplyShareToken: dec18ToFloat(BigInt(orig.totalSupplyShareToken)), // state
        fBrokerFundCashCC: ABK64x64ToFloat(BigInt(orig.fBrokerFundCashCC)), // state: amount of cash in broker fund
      };
      p.push(v);
    }
    return p;
  }

  /**
   * Query perpetuals
   * @param ids perpetual ids
   * @param _proxyContract proxy contract instance
   * @param _symbolList symbol mappings to convert the bytes encoded symbol name to string
   * @param overrides optional
   * @returns array of PerpetualData converted into decimals
   */
  public static async _getPerpetuals(
    ids: number[],
    _proxyContract: IPerpetualManager,
    _symbolList: Map<string, string>,
    overrides?: Overrides
  ): Promise<PerpetualData[]> {
    // TODO: can't be type safe here because proxyContract's abi is not static across chains (zkevm is the exception)
    const rawPerps = await _proxyContract.getPerpetuals(ids, overrides || {});
    let p = new Array<PerpetualData>();
    for (let k = 0; k < rawPerps.length; k++) {
      let orig = rawPerps[k];
      let v: PerpetualData = {
        poolId: Number(orig.poolId),
        id: Number(orig.id),
        fInitialMarginRate: ABDK29ToFloat(Number(orig.fInitialMarginRate)), //parameter: initial margin
        fSigma2: ABDK29ToFloat(Number(orig.fSigma2)), // parameter: volatility of base-quote pair
        iLastFundingTime: Number(orig.iLastFundingTime), //timestamp since last funding rate payment
        fDFCoverNRate: ABDK29ToFloat(Number(orig.fDFCoverNRate)), // parameter: cover-n rule for default fund. E.g., fDFCoverNRate=0.05 -> we try to cover 5% of active accounts with default fund
        fMaintenanceMarginRate: ABDK29ToFloat(Number(orig.fMaintenanceMarginRate)), // parameter: maintenance margin
        perpetualState: PERP_STATE_STR[Number(orig.state)], // Perpetual AMM state
        eCollateralCurrency: Number(orig.eCollateralCurrency), //parameter: in what currency is the collateral held?
        S2BaseCCY: contractSymbolToSymbol(fromBytes4(Buffer.from(orig.S2BaseCCY.toString())), _symbolList), //base currency of S2
        S2QuoteCCY: contractSymbolToSymbol(fromBytes4(Buffer.from(orig.S2QuoteCCY.toString())), _symbolList), //quote currency of S2
        incentiveSpreadBps: Number(orig.incentiveSpreadTbps) / 10, //parameter: maximum spread added to the PD
        minimalSpreadBps: Number(orig.minimalSpreadBps), //parameter: minimal half-spread between long and short perpetual price
        S3BaseCCY: contractSymbolToSymbol(fromBytes4(Buffer.from(orig.S3BaseCCY.toString())), _symbolList), //base currency of S3
        S3QuoteCCY: contractSymbolToSymbol(fromBytes4(Buffer.from(orig.S3QuoteCCY.toString())), _symbolList), //quote currency of S3
        fSigma3: ABDK29ToFloat(Number(orig.fSigma3)), // parameter: volatility of quanto-quote pair
        fRho23: ABDK29ToFloat(Number(orig.fRho23)), // parameter: correlation of quanto/base returns
        liquidationPenaltyRateBps: Number(orig.liquidationPenaltyRateTbps) / 10, //parameter: penalty if AMM closes the position and not the trader
        currentMarkPremiumRatePrice: ABK64x64ToFloat(BigInt(orig.currentMarkPremiumRate.fPrice)), //relative diff to index price EMA, used for markprice.
        currentMarkPremiumRateTime: Number(orig.currentMarkPremiumRate.time), //relative diff to index price EMA, used for markprice.
        premiumRatesEMA: ABK64x64ToFloat(BigInt(orig.premiumRatesEMA)), // EMA of premium rate
        fUnitAccumulatedFunding: ABK64x64ToFloat(BigInt(orig.fUnitAccumulatedFunding)), //accumulated funding in collateral currency
        fOpenInterest: ABK64x64ToFloat(BigInt(orig.fOpenInterest)), //open interest is the larger of the amount of long and short positions in base currency
        fTargetAMMFundSize: ABK64x64ToFloat(BigInt(orig.fTargetAMMFundSize)), //target liquidity pool funds to allocate to the AMM
        fCurrentTraderExposureEMA: ABK64x64ToFloat(BigInt(orig.fCurrentTraderExposureEMA)), // trade amounts (storing absolute value)
        fCurrentFundingRate: ABK64x64ToFloat(BigInt(orig.fCurrentFundingRate)), // current instantaneous funding rate
        fLotSizeBC: ABK64x64ToFloat(BigInt(orig.fLotSizeBC)), //parameter: minimal trade unit (in base currency) to avoid dust positions
        fReferralRebateCC: ABK64x64ToFloat(BigInt(orig.fReferralRebateCC)), //parameter: referall rebate in collateral currency
        fTargetDFSize: ABK64x64ToFloat(BigInt(orig.fTargetDFSize)), // target default fund size
        fkStar: ABK64x64ToFloat(BigInt(orig.fkStar)), // signed trade size that minimizes the AMM risk
        fAMMTargetDD: ABK64x64ToFloat(BigInt(orig.fAMMTargetDD)), // parameter: target distance to default (=inverse of default probability)
        perpFlags: BigInt(orig.perpFlags?.toString() ?? 0), // flags for perpetual
        fMinimalTraderExposureEMA: ABK64x64ToFloat(BigInt(orig.fMinimalTraderExposureEMA)), // parameter: minimal value for fCurrentTraderExposureEMA that we don't want to undershoot
        fMinimalAMMExposureEMA: ABK64x64ToFloat(BigInt(orig.fMinimalAMMExposureEMA)), // parameter: minimal abs value for fCurrentAMMExposureEMA that we don't want to undershoot
        fSettlementS3PriceData: ABK64x64ToFloat(BigInt(orig.fSettlementS3PriceData)), //quanto index
        fSettlementS2PriceData: ABK64x64ToFloat(BigInt(orig.fSettlementS2PriceData)), //base-quote pair. Used as last price in normal state.
        fTotalMarginBalance: ABK64x64ToFloat(BigInt(orig.fParams)), //calculated for settlement, in collateral currency
        fMarkPriceEMALambda: ABK64x64ToFloat(Number(orig.fMarkPriceEMALambda)), // parameter: Lambda parameter for EMA used in mark-price for funding rates
        fFundingRateClamp: ABK64x64ToFloat(Number(orig.fFundingRateClamp)), // parameter: funding rate clamp between which we charge 1bps
        fMaximalTradeSizeBumpUp: ABK64x64ToFloat(Number(orig.fMaximalTradeSizeBumpUp)), // parameter: >1, users can create a maximal position of size fMaximalTradeSizeBumpUp*fCurrentAMMExposureEMA
        iLastTargetPoolSizeTime: Number(orig.iLastTargetPoolSizeTime), //timestamp (seconds) since last update of fTargetDFSize and fTargetAMMFundSize
        fStressReturnS3: [
          ABK64x64ToFloat(BigInt(orig.fStressReturnS3[0])),
          ABK64x64ToFloat(BigInt(orig.fStressReturnS3[1])),
        ], // parameter: negative and positive stress returns for quanto-quote asset
        fDFLambda: [ABK64x64ToFloat(BigInt(orig.fDFLambda[0])), ABK64x64ToFloat(BigInt(orig.fDFLambda[1]))], // parameter: EMA lambda for AMM and trader exposure K,k: EMA*lambda + (1-lambda)*K. 0 regular lambda, 1 if current value exceeds past
        fCurrentAMMExposureEMA: [
          ABK64x64ToFloat(BigInt(orig.fCurrentAMMExposureEMA[0])),
          ABK64x64ToFloat(BigInt(orig.fCurrentAMMExposureEMA[1])),
        ], // 0: negative aggregated exposure (storing negative value), 1: positive
        fStressReturnS2: [
          ABK64x64ToFloat(BigInt(orig.fStressReturnS2[0])),
          ABK64x64ToFloat(BigInt(orig.fStressReturnS2[1])),
        ], // parameter: negative and positive stress returns for base-quote asset
      };
      if (isNaN(v.minimalSpreadBps)) {
        // proxies have a different name for the variable
        v.minimalSpreadBps = Number((orig as any).minimalSpreadTbps);
      }
      p.push(v);
    }
    return p;
  }

  public static async getPoolStaticInfo(
    _proxyContract: IPerpetualManager,
    overrides?: Overrides
  ): Promise<{
    nestedPerpetualIDs: Array<Array<number>>;
    poolShareTokenAddr: Array<string>;
    poolMarginTokenAddr: Array<string>;
    oracleFactory: string;
  }> {
    let idxFrom = 1;
    const len = 10;
    let lenReceived = 10;
    let nestedPerpetualIDs: Array<Array<number>> = [];
    let poolShareTokenAddr: Array<string> = [];
    let poolMarginTokenAddr: Array<string> = [];
    let oracleFactory: string = "";
    while (lenReceived == len) {
      const res = (await _proxyContract.getPoolStaticInfo(idxFrom, idxFrom + len - 1, overrides || {})) as [
        bigint[][],
        string[],
        string[],
        string
      ] & {
        _oracleFactoryAddress: string;
      };
      lenReceived = res.length;
      const nestedIds = res[0].map((ids) => ids.map((id) => Number(id)));
      nestedPerpetualIDs = nestedPerpetualIDs.concat(nestedIds);
      // TODO: this looks like a bug if num pools > 10 --- concat?
      poolShareTokenAddr = res[1];
      poolMarginTokenAddr = res[2];
      oracleFactory = res[3];
      idxFrom = idxFrom + len;
    }
    return {
      nestedPerpetualIDs: nestedPerpetualIDs,
      poolShareTokenAddr: poolShareTokenAddr,
      poolMarginTokenAddr: poolMarginTokenAddr,
      oracleFactory: oracleFactory,
    };
  }

  public static buildMarginAccountFromState(
    symbol: string,
    traderState: bigint[],
    symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>,
    pxInfo: IdxPriceInfo,
    isPredMkt: boolean
  ): MarginAccount {
    const idx_cash = 3;
    const idx_notional = 4;
    const idx_locked_in = 5;
    const idx_mark_price = 8;
    const idx_lvg = 7;
    const idx_s3 = 9;
    let isEmpty = traderState[idx_notional] == 0n;
    let cash = ABK64x64ToFloat(traderState[idx_cash]);
    let S2Liq = 0,
      S3Liq = 0,
      tau = Infinity,
      pnl = 0,
      unpaidFundingCC = 0,
      fLockedIn = BigInt(0),
      side = CLOSED_SIDE,
      entryPrice = 0;
    if (!isEmpty) {
      [S2Liq, S3Liq, tau, pnl, unpaidFundingCC] = PerpetualDataHandler._calculateLiquidationPrice(
        symbol,
        traderState,
        pxInfo.s2,
        symbolToPerpStaticInfo,
        isPredMkt
      );
      fLockedIn = traderState[idx_locked_in];
      side = traderState[idx_notional] > 0n ? BUY_SIDE : SELL_SIDE;
      entryPrice = Math.abs(ABK64x64ToFloat(div64x64(fLockedIn, traderState[idx_notional])));
    }
    let mgn: MarginAccount = {
      symbol: symbol,
      positionNotionalBaseCCY: isEmpty ? 0 : Math.abs(ABK64x64ToFloat(traderState[idx_notional])),
      side: isEmpty ? CLOSED_SIDE : side,
      entryPrice: isEmpty ? 0 : entryPrice,
      leverage: isEmpty ? 0 : ABK64x64ToFloat(traderState[idx_lvg]),
      markPrice: Math.abs(ABK64x64ToFloat(traderState[idx_mark_price])),
      unrealizedPnlQuoteCCY: isEmpty ? 0 : pnl,
      unrealizedFundingCollateralCCY: isEmpty ? 0 : unpaidFundingCC,
      collateralCC: cash,
      liquidationLvg: isEmpty ? 0 : 1 / tau,
      liquidationPrice: isEmpty ? [0, 0] : [S2Liq, S3Liq],
      collToQuoteConversion: ABK64x64ToFloat(traderState[idx_s3]),
    };
    return mgn;
  }

  public async getMarginAccount(
    traderAddr: string,
    symbol: string,
    idxPriceInfo: IdxPriceInfo,
    overrides?: Overrides
  ): Promise<MarginAccount> {
    if (this.proxyContract == null) {
      throw Error("no proxy contract initialized. Use createProxyInstance().");
    }
    await this.refreshSymbols();
    const isPred = this.isPredictionMarket(symbol);
    return PerpetualDataHandler.getMarginAccount(
      traderAddr,
      symbol,
      this.symbolToPerpStaticInfo,
      new Contract(this.proxyAddr, this.config.proxyABI!, this.provider),
      idxPriceInfo,
      isPred,
      overrides
    );
  }

  /**
   * Get trader state from the blockchain and parse into a human-readable margin account
   * @param traderAddr Trader address
   * @param symbol Perpetual symbol
   * @param symbolToPerpStaticInfo Symbol to perp static info mapping
   * @param _proxyContract Proxy contract instance
   * @param _pxInfo index price info
   * @param overrides Optional overrides for eth_call
   * @returns A Margin account
   */
  public static async getMarginAccount(
    traderAddr: string,
    symbol: string,
    symbolToPerpStaticInfo: Map<string, PerpetualStaticInfo>,
    _proxyContract: Contract,
    _pxInfo: IdxPriceInfo,
    isPredMkt: boolean,
    overrides?: Overrides
  ): Promise<MarginAccount> {
    let perpId = Number(symbol);
    if (isNaN(perpId)) {
      perpId = PerpetualDataHandler.symbolToPerpetualId(symbol, symbolToPerpStaticInfo);
    }
    let traderState = await _proxyContract.getTraderState(
      perpId,
      traderAddr,
      [_pxInfo.ema, _pxInfo.s3 ?? 0].map((x) => floatToABK64x64(x)) as [bigint, bigint],
      overrides || {}
    );
    return PerpetualDataHandler.buildMarginAccountFromState(
      symbol,
      traderState,
      symbolToPerpStaticInfo,
      _pxInfo,
      isPredMkt
    );
  }

  /**
   * All the orders in the order book for a given symbol that are currently open.
   * @param {string} symbol Symbol of the form ETH-USD-MATIC.
   * @example
   * import { OrderExecutorTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
   * async function main() {
   *   console.log(OrderExecutorTool);
   *   // setup (authentication required, PK is an environment variable with a private key)
   *   const config = PerpetualDataHandler.readSDKConfig("cardona");
   *   const pk: string = <string>process.env.PK;
   *   let orderTool = new OrderExecutorTool(config, pk);
   *   await orderTool.createProxyInstance();
   *   // get all open orders
   *   let openOrders = await orderTool.getAllOpenOrders("ETH-USD-MATIC");
   *   console.log(openOrders);
   * }
   * main();
   *
   * @returns Array with all open orders and their IDs.
   */
  public async getAllOpenOrders(symbol: string, overrides?: Overrides): Promise<[Order[], string[], string[]]> {
    const MAX_ORDERS_POLLED = 500;
    await this.refreshSymbols();
    let totalOrders = await this.numberOfOpenOrders(symbol, overrides);
    let orderBundles: [Order[], string[], string[]] = [[], [], []];
    let moreOrders = orderBundles[1].length < totalOrders;
    let startAfter = 0;
    while (orderBundles[1].length < totalOrders && moreOrders) {
      let res = await this.pollLimitOrders(symbol, MAX_ORDERS_POLLED, startAfter, overrides);
      if (res[1].length < 1) {
        break;
      }
      const curIds = new Set(orderBundles[1]);
      for (let k = 0; k < res[0].length && res[2][k] !== ZERO_ADDRESS; k++) {
        if (!curIds.has(res[1][k])) {
          orderBundles[0].push(res[0][k]);
          orderBundles[1].push(res[1][k]);
          orderBundles[2].push(res[2][k]);
        }
      }
      startAfter = orderBundles[0].length;
      moreOrders = orderBundles[1].length < totalOrders;
    }
    return orderBundles;
  }

  /**
   * Total number of limit orders for this symbol, excluding those that have been cancelled/removed.
   * @param {string} symbol Symbol of the form ETH-USD-MATIC.
   * @example
   * import { OrderExecutorTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
   * async function main() {
   *   console.log(OrderExecutorTool);
   *   // setup (authentication required, PK is an environment variable with a private key)
   *   const config = PerpetualDataHandler.readSDKConfig("cardona");
   *   const pk: string = <string>process.env.PK;
   *   let orderTool = new OrderExecutorTool(config, pk);
   *   await orderTool.createProxyInstance();
   *   // get all open orders
   *   let numberOfOrders = await orderTool.numberOfOpenOrders("ETH-USD-MATIC");
   *   console.log(numberOfOrders);
   * }
   * main();
   *
   * @returns {number} Number of open orders.
   */
  public async numberOfOpenOrders(symbol: string, overrides?: Overrides & { rpcURL?: string }): Promise<number> {
    if (this.proxyContract == null) {
      throw Error("no proxy contract initialized. Use createProxyInstance().");
    }
    let rpcURL: string | undefined;
    if (overrides) {
      ({ rpcURL, ...overrides } = overrides);
    }
    await this.refreshSymbols();
    const provider = new JsonRpcProvider(rpcURL ?? this.nodeURL, this.network, {});
    const orderBookSC = this.getOrderBookContract(symbol).connect(provider);
    let numOrders = await orderBookSC.orderCount(overrides || {});
    return Number(numOrders);
  }

  /**
   * Get a list of active conditional orders in the order book.
   * This a read-only action and does not incur in gas costs.
   * @param {string} symbol Symbol of the form ETH-USD-MATIC.
   * @param {number} numElements Maximum number of orders to poll.
   * @param {string=} startAfter Optional order ID from where to start polling. Defaults to the first order.
   * @example
   * import { OrderExecutorTool, PerpetualDataHandler } from '@d8x/perpetuals-sdk';
   * async function main() {
   *   console.log(OrderExecutorTool);
   *   // setup (authentication required, PK is an environment variable with a private key)
   *   const config = PerpetualDataHandler.readSDKConfig("cardona");
   *   const pk: string = <string>process.env.PK;
   *   let orderTool = new OrderExecutorTool(config, pk);
   *   await orderTool.createProxyInstance();
   *   // get all open orders
   *   let activeOrders = await orderTool.pollLimitOrders("ETH-USD-MATIC", 2);
   *   console.log(activeOrders);
   * }
   * ma