aftermath-ts-sdk/dist/packages/perpetuals/api/perpetualsApiCasting.js

Aftermath TypeScript SDK

"use strict";
var _a;
Object.defineProperty(exports, "__esModule", { value: true });
exports.PerpetualsApiCasting = void 0;
const perpetualsTypes_1 = require("../perpetualsTypes");
const utils_1 = require("../../../general/utils");
const __1 = require("../..");
const fixedUtils_1 = require("../../../general/utils/fixedUtils");
const bcs_1 = require("@mysten/sui/bcs");
// TODO: handle 0xs and leading 0s everywhere
class PerpetualsApiCasting {
    // =========================================================================
    //  Objects
    // =========================================================================
    // =========================================================================
    //  Account
    // =========================================================================
    static rawAccountCapFromRaw(data, collateralCoinType, version, digest) {
        return {
            collateralCoinType,
            objectId: utils_1.Helpers.addLeadingZeroesToType(data.id),
            objectType: data.objectType, // use Helpers.addLeadingZeroesToType ?
            objectVersion: version,
            objectDigest: digest,
            accountId: BigInt(data.accountId),
            collateral: BigInt(data.collateral.value),
        };
    }
    // =========================================================================
    //  Clearing House
    // =========================================================================
    static marketDataFromIndexerResponse(data, collateralCoinType, baseAssetSymbol) {
        return {
            packageId: utils_1.Casting.addressFromStringBytes(data.pkg_id),
            objectId: utils_1.Casting.addressFromStringBytes(data.object.id.id),
            initialSharedVersion: Number(data.initial_shared_version),
            collateralCoinType,
            marketParams: this.marketParamsFromIndexerResponse(data.object.market_params, baseAssetSymbol),
            marketState: this.marketStateFromIndexerResponse(data.object.market_state),
        };
    }
    // =========================================================================
    //  Orderbook
    // =========================================================================
    static orderbookFromIndexerResponse(data, lotSize, tickSize) {
        const partialOrderbook = {
            asks: Object.entries(data.asks).reduce((acc, [orderId, order]) => (Object.assign(Object.assign({}, acc), { [orderId]: {
                    accountId: BigInt(order.account_id),
                    size: Number(order.size) *
                        __1.Perpetuals.lotOrTickSizeToNumber(lotSize),
                    price: __1.Perpetuals.orderPriceToPrice({
                        orderPrice: __1.Perpetuals.OrderUtils.price(BigInt(orderId)),
                        lotSize,
                        tickSize,
                    }),
                } })), {}),
            bids: Object.entries(data.bids).reduce((acc, [orderId, order]) => (Object.assign(Object.assign({}, acc), { [orderId]: {
                    accountId: BigInt(order.account_id),
                    size: Number(order.size) *
                        __1.Perpetuals.lotOrTickSizeToNumber(lotSize),
                    price: __1.Perpetuals.orderPriceToPrice({
                        orderPrice: __1.Perpetuals.OrderUtils.price(BigInt(orderId)),
                        lotSize,
                        tickSize,
                    }),
                } })), {}),
            asksTotalSize: Number(data.asks_size) *
                __1.Perpetuals.lotOrTickSizeToNumber(lotSize),
            bidsTotalSize: Number(data.bids_size) *
                __1.Perpetuals.lotOrTickSizeToNumber(lotSize),
        };
        const bids = Object.values(partialOrderbook.bids);
        const asks = Object.values(partialOrderbook.asks);
        const bestBidPrice = bids.length <= 0
            ? undefined
            : Math.max(...bids.map((order) => order.price));
        const bestAskPrice = asks.length <= 0
            ? undefined
            : Math.min(...asks.map((order) => order.price));
        const midPrice = bestBidPrice === undefined || bestAskPrice === undefined
            ? undefined
            : (bestBidPrice + bestAskPrice) / 2;
        return Object.assign(Object.assign({}, partialOrderbook), { bestBidPrice,
            bestAskPrice,
            midPrice });
    }
}
exports.PerpetualsApiCasting = PerpetualsApiCasting;
_a = PerpetualsApiCasting;
// public static partialPositionFromRaw = (
// 	data: any
// ): Omit<PerpetualsPosition, "collateralCoinType" | "marketId"> => {
// 	return {
// 		collateral: BigInt(data.collateral),
// 		baseAssetAmount: BigInt(data.baseAssetAmount),
// 		quoteAssetNotionalAmount: BigInt(data.quoteAssetNotionalAmount),
// 		cumFundingRateLong: BigInt(data.cumFundingRateLong),
// 		cumFundingRateShort: BigInt(data.cumFundingRateShort),
// 		asksQuantity: BigInt(data.asksQuantity),
// 		bidsQuantity: BigInt(data.bidsQuantity),
// 		pendingOrders: BigInt(data.pendingOrders),
// 		makerFee: BigInt(data.makerFee),
// 		takerFee: BigInt(data.takerFee),
// 	};
// };
PerpetualsApiCasting.positionFromIndexerReponse = (inputs) => {
    const { position, collateralCoinType, marketId, leverage } = inputs;
    return {
        collateralCoinType,
        leverage,
        collateral: utils_1.Casting.IFixed.iFixedFromStringBytes(position.position.collateral),
        baseAssetAmount: utils_1.Casting.IFixed.iFixedFromStringBytes(position.position.base_asset_amount),
        quoteAssetNotionalAmount: utils_1.Casting.IFixed.iFixedFromStringBytes(position.position.quote_asset_notional_amount),
        cumFundingRateLong: utils_1.Casting.IFixed.iFixedFromStringBytes(position.position.cum_funding_rate_long),
        cumFundingRateShort: utils_1.Casting.IFixed.iFixedFromStringBytes(position.position.cum_funding_rate_short),
        asksQuantity: utils_1.Casting.IFixed.iFixedFromStringBytes(position.position.asks_quantity),
        bidsQuantity: utils_1.Casting.IFixed.iFixedFromStringBytes(position.position.bids_quantity),
        marketId: utils_1.Helpers.addLeadingZeroesToType(marketId),
        // NOTE: do we want to store all pending order data here as well ?
        pendingOrders: [
            ...Object.entries(position.pending_orders.bids).map(([orderId, size]) => ({
                size: BigInt(size),
                orderId: BigInt(orderId),
                side: perpetualsTypes_1.PerpetualsOrderSide.Bid,
            })),
            ...Object.entries(position.pending_orders.asks).map(([orderId, size]) => ({
                size: BigInt(size),
                orderId: BigInt(orderId),
                side: perpetualsTypes_1.PerpetualsOrderSide.Ask,
            })),
        ],
        makerFee: utils_1.Casting.IFixed.iFixedFromStringBytes(position.position.maker_fee),
        takerFee: utils_1.Casting.IFixed.iFixedFromStringBytes(position.position.taker_fee),
    };
};
PerpetualsApiCasting.accountObjectFromIndexerResponse = (response, collateralCoinType) => {
    return {
        positions: response.map(([marketIdAsStringBytes, position, leverageAsStringBytes]) => _a.positionFromIndexerReponse({
            position,
            collateralCoinType,
            leverage: utils_1.Casting.IFixed.numberFromIFixed(utils_1.Casting.IFixed.iFixedFromStringBytes(leverageAsStringBytes)) || 1,
            marketId: utils_1.Casting.addressFromStringBytes(marketIdAsStringBytes),
        })),
    };
};
PerpetualsApiCasting.marketParamsFromIndexerResponse = (data, baseAssetSymbol) => {
    return {
        baseAssetSymbol,
        basePriceFeedId: utils_1.Casting.addressFromStringBytes(data.base_pfs_id),
        collateralPriceFeedId: utils_1.Casting.addressFromStringBytes(data.collateral_pfs_id),
        marginRatioInitial: utils_1.Casting.IFixed.iFixedFromStringBytes(data.margin_ratio_initial),
        marginRatioMaintenance: utils_1.Casting.IFixed.iFixedFromStringBytes(data.margin_ratio_maintenance),
        fundingFrequencyMs: BigInt(data.funding_frequency_ms),
        fundingPeriodMs: BigInt(data.funding_period_ms),
        premiumTwapFrequencyMs: BigInt(data.premium_twap_frequency_ms),
        premiumTwapPeriodMs: BigInt(data.premium_twap_period_ms),
        spreadTwapFrequencyMs: BigInt(data.spread_twap_frequency_ms),
        spreadTwapPeriodMs: BigInt(data.spread_twap_period_ms),
        makerFee: utils_1.Casting.IFixed.iFixedFromStringBytes(data.maker_fee),
        takerFee: utils_1.Casting.IFixed.iFixedFromStringBytes(data.taker_fee),
        liquidationFee: utils_1.Casting.IFixed.iFixedFromStringBytes(data.liquidation_fee),
        forceCancelFee: utils_1.Casting.IFixed.iFixedFromStringBytes(data.force_cancel_fee),
        insuranceFundFee: utils_1.Casting.IFixed.iFixedFromStringBytes(data.insurance_fund_fee),
        lotSize: BigInt(data.lot_size),
        tickSize: BigInt(data.tick_size),
        liquidationTolerance: BigInt(data.liquidation_tolerance),
        maxPendingOrders: BigInt(data.max_pending_orders),
        minOrderUsdValue: utils_1.Casting.IFixed.iFixedFromStringBytes(data.min_order_usd_value),
        oracleTolerance: BigInt(data.oracle_tolerance),
    };
};
PerpetualsApiCasting.marketStateFromIndexerResponse = (data) => {
    return {
        cumFundingRateLong: utils_1.Casting.IFixed.iFixedFromStringBytes(data.cum_funding_rate_long),
        cumFundingRateShort: utils_1.Casting.IFixed.iFixedFromStringBytes(data.cum_funding_rate_short),
        fundingLastUpdateMs: Number(data.funding_last_upd_ms),
        premiumTwap: utils_1.Casting.IFixed.iFixedFromStringBytes(data.premium_twap),
        premiumTwapLastUpdateMs: Number(data.premium_twap_last_upd_ms),
        spreadTwap: utils_1.Casting.IFixed.iFixedFromStringBytes(data.spread_twap),
        spreadTwapLastUpdateMs: Number(data.spread_twap_last_upd_ms),
        openInterest: utils_1.Casting.IFixed.iFixedFromStringBytes(data.open_interest),
        feesAccrued: utils_1.Casting.IFixed.iFixedFromStringBytes(data.fees_accrued),
    };
};
PerpetualsApiCasting.orderbookPriceFromBytes = (bytes) => {
    const unwrapped = bcs_1.bcs.option(bcs_1.bcs.u256()).parse(new Uint8Array(bytes));
    return fixedUtils_1.FixedUtils.directCast(unwrapped != null ? BigInt(unwrapped) : BigInt(0));
};
PerpetualsApiCasting.orderInfoFromRaw = (data) => {
    return {
        price: BigInt(data.price),
        size: BigInt(data.size),
    };
};
// =========================================================================
//  Events
// =========================================================================
// =========================================================================
//  Updated Version
// =========================================================================
PerpetualsApiCasting.UpdatedMarketVersionEventFromOnChain = (eventOnChain) => {
    const fields = eventOnChain.parsedJson;
    return {
        marketId: utils_1.Helpers.addLeadingZeroesToType(fields.ch_id),
        version: BigInt(fields.version),
        timestamp: eventOnChain.timestampMs,
        txnDigest: eventOnChain.id.txDigest,
        type: eventOnChain.type,
    };
};
// =========================================================================
//  Collateral
// =========================================================================
PerpetualsApiCasting.withdrewCollateralEventFromOnChain = (eventOnChain) => {
    const fields = eventOnChain.parsedJson;
    return {
        accountId: BigInt(fields.account_id),
        collateralDelta: BigInt(fields.collateral),
        timestamp: eventOnChain.timestampMs,
        txnDigest: eventOnChain.id.txDigest,
        type: eventOnChain.type,
    };
};
PerpetualsApiCasting.depositedCollateralEventFromOnChain = (eventOnChain) => {
    const fields = eventOnChain.parsedJson;
    return {
        accountId: BigInt(fields.account_id),
        collateralDelta: BigInt(fields.collateral),
        timestamp: eventOnChain.timestampMs,
        txnDigest: eventOnChain.id.txDigest,
        type: eventOnChain.type,
    };
};
PerpetualsApiCasting.settledFundingEventFromOnChain = (eventOnChain) => {
    const fields = eventOnChain.parsedJson;
    return {
        accountId: BigInt(fields.account_id),
        collateralDeltaUsd: BigInt(fields.collateral_change_usd),
        marketId: utils_1.Helpers.addLeadingZeroesToType(fields.ch_id),
        marketFundingRateLong: BigInt(fields.mkt_funding_rate_long),
        marketFundingRateShort: BigInt(fields.mkt_funding_rate_short),
        timestamp: eventOnChain.timestampMs,
        txnDigest: eventOnChain.id.txDigest,
        type: eventOnChain.type,
    };
};
PerpetualsApiCasting.allocatedCollateralEventFromOnChain = (eventOnChain) => {
    const fields = eventOnChain.parsedJson;
    return {
        accountId: BigInt(fields.account_id),
        collateralDelta: BigInt(fields.collateral),
        positionCollateralAfter: BigInt(fields.position_collateral_after),
        timestamp: eventOnChain.timestampMs,
        txnDigest: eventOnChain.id.txDigest,
        type: eventOnChain.type,
    };
};
PerpetualsApiCasting.deallocatedCollateralEventFromOnChain = (eventOnChain) => {
    const fields = eventOnChain.parsedJson;
    return {
        accountId: BigInt(fields.account_id),
        collateralDelta: BigInt(fields.collateral),
        positionCollateralAfter: BigInt(fields.position_collateral_after),
        timestamp: eventOnChain.timestampMs,
        txnDigest: eventOnChain.id.txDigest,
        type: eventOnChain.type,
    };
};
// =========================================================================
//  Liquidation
// =========================================================================
PerpetualsApiCasting.liquidatedEventFromOnChain = (eventOnChain) => {
    const fields = eventOnChain.parsedJson;
    return {
        accountId: BigInt(fields.liqee_account_id),
        collateralDeltaUsd: BigInt(fields.liqee_collateral_change_usd),
        liqorAccountId: BigInt(fields.liqor_account_id),
        marketId: utils_1.Helpers.addLeadingZeroesToType(fields.ch_id),
        markPrice: BigInt(fields.mark_price),
        size: BigInt(fields.size_liquidated),
        side: fields.is_liqee_long
            ? perpetualsTypes_1.PerpetualsOrderSide.Bid
            : perpetualsTypes_1.PerpetualsOrderSide.Ask,
        timestamp: eventOnChain.timestampMs,
        txnDigest: eventOnChain.id.txDigest,
        type: eventOnChain.type,
    };
};
// =========================================================================
//  Account
// =========================================================================
PerpetualsApiCasting.createdAccountEventFromOnChain = (eventOnChain) => {
    const fields = eventOnChain.parsedJson;
    return {
        user: utils_1.Helpers.addLeadingZeroesToType(fields.user),
        accountId: BigInt(fields.account_id),
        timestamp: eventOnChain.timestampMs,
        txnDigest: eventOnChain.id.txDigest,
        type: eventOnChain.type,
    };
};
// =========================================================================
//  Order
// =========================================================================
PerpetualsApiCasting.canceledOrderEventFromOnChain = (eventOnChain) => {
    const fields = eventOnChain.parsedJson;
    return {
        accountId: BigInt(fields.account_id),
        marketId: utils_1.Helpers.addLeadingZeroesToType(fields.ch_id),
        side: __1.Perpetuals.orderIdToSide(BigInt(fields.order_id)),
        size: BigInt(fields.size),
        orderId: BigInt(fields.order_id),
        timestamp: eventOnChain.timestampMs,
        txnDigest: eventOnChain.id.txDigest,
        type: eventOnChain.type,
    };
};
PerpetualsApiCasting.postedOrderEventFromOnChain = (eventOnChain) => {
    const fields = eventOnChain.parsedJson;
    return {
        accountId: BigInt(fields.account_id),
        marketId: utils_1.Helpers.addLeadingZeroesToType(fields.ch_id),
        side: BigInt(fields.posted_base_ask) > BigInt(fields.posted_base_bid)
            ? perpetualsTypes_1.PerpetualsOrderSide.Ask
            : perpetualsTypes_1.PerpetualsOrderSide.Bid,
        size: BigInt(fields.posted_base_ask + fields.posted_base_bid),
        asksQuantity: BigInt(fields.pending_asks),
        bidsQuantity: BigInt(fields.pending_bids),
        timestamp: eventOnChain.timestampMs,
        txnDigest: eventOnChain.id.txDigest,
        type: eventOnChain.type,
    };
};
PerpetualsApiCasting.filledMakerOrderEventFromOnChain = (eventOnChain) => {
    const fields = eventOnChain.parsedJson;
    return {
        baseAssetAmount: BigInt(fields.maker_base_amount),
        accountId: BigInt(fields.maker_account_id),
        collateralDeltaUsd: BigInt(fields.collateral_change_usd),
        marketId: utils_1.Helpers.addLeadingZeroesToType(fields.ch_id),
        orderId: BigInt(fields.order_id),
        side: __1.Perpetuals.orderIdToSide(BigInt(fields.order_id)),
        size: BigInt(fields.maker_size),
        dropped: BigInt(fields.maker_final_size) === BigInt(0),
        quoteAssetNotionalAmount: BigInt(fields.maker_quote_amount),
        asksQuantity: BigInt(fields.maker_pending_asks_quantity),
        bidsQuantity: BigInt(fields.maker_pending_bids_quantity),
        timestamp: eventOnChain.timestampMs,
        txnDigest: eventOnChain.id.txDigest,
        type: eventOnChain.type,
    };
};
PerpetualsApiCasting.filledTakerOrderEventFromOnChain = (eventOnChain) => {
    const fields = eventOnChain.parsedJson;
    const baseAssetDelta = utils_1.Casting.IFixed.iFixedFromNumber(utils_1.Casting.IFixed.numberFromIFixed(BigInt(fields.base_asset_delta_bid)) -
        utils_1.Casting.IFixed.numberFromIFixed(BigInt(fields.base_asset_delta_ask)));
    return {
        baseAssetDelta,
        accountId: BigInt(fields.taker_account_id),
        collateralDeltaUsd: BigInt(fields.collateral_change_usd),
        marketId: utils_1.Helpers.addLeadingZeroesToType(fields.ch_id),
        baseAssetAmount: BigInt(fields.taker_base_amount),
        quoteAssetNotionalAmount: BigInt(fields.taker_quote_amount),
        side: __1.Perpetuals.positionSide({ baseAssetAmount: baseAssetDelta }),
        quoteAssetDelta: utils_1.Casting.IFixed.iFixedFromNumber(utils_1.Casting.IFixed.numberFromIFixed(BigInt(fields.quote_asset_delta_bid)) -
            utils_1.Casting.IFixed.numberFromIFixed(BigInt(fields.quote_asset_delta_ask))),
        liquidatedVolume: BigInt(fields.liquidated_volume),
        timestamp: eventOnChain.timestampMs,
        txnDigest: eventOnChain.id.txDigest,
        type: eventOnChain.type,
    };
};
PerpetualsApiCasting.postedOrderReceiptEventFromOnChain = (eventOnChain) => {
    const fields = eventOnChain.parsedJson;
    return {
        accountId: BigInt(fields.account_id),
        marketId: utils_1.Helpers.addLeadingZeroesToType(fields.ch_id),
        size: BigInt(fields.order_size),
        orderId: BigInt(fields.order_id),
        side: __1.Perpetuals.orderIdToSide(BigInt(fields.order_id)),
        timestamp: eventOnChain.timestampMs,
        txnDigest: eventOnChain.id.txDigest,
        type: eventOnChain.type,
    };
};
PerpetualsApiCasting.reducedOrderEventFromOnChain = (eventOnChain) => {
    const fields = eventOnChain.parsedJson;
    return {
        accountId: BigInt(fields.account_id),
        marketId: utils_1.Helpers.addLeadingZeroesToType(fields.ch_id),
        sizeChange: BigInt(fields.size_change),
        orderId: BigInt(fields.order_id),
        timestamp: eventOnChain.timestampMs,
        txnDigest: eventOnChain.id.txDigest,
        type: eventOnChain.type,
    };
};
// =========================================================================
//  Twap
// =========================================================================
PerpetualsApiCasting.updatedPremiumTwapEventFromOnChain = (eventOnChain) => {
    const fields = eventOnChain.parsedJson;
    return {
        marketId: utils_1.Helpers.addLeadingZeroesToType(fields.ch_id),
        indexPrice: BigInt(fields.index_price),
        bookPrice: BigInt(fields.book_price),
        premiumTwap: BigInt(fields.premium_twap),
        premiumTwapLastUpdateMs: Number(fields.premium_twap_last_upd_ms),
        timestamp: eventOnChain.timestampMs,
        txnDigest: eventOnChain.id.txDigest,
        type: eventOnChain.type,
    };
};
PerpetualsApiCasting.updatedSpreadTwapEventFromOnChain = (eventOnChain) => {
    const fields = eventOnChain.parsedJson;
    return {
        marketId: utils_1.Helpers.addLeadingZeroesToType(fields.ch_id),
        bookPrice: BigInt(fields.book_price),
        indexPrice: BigInt(fields.index_price),
        spreadTwap: BigInt(fields.spread_twap),
        spreadTwapLastUpdateMs: Number(fields.spread_twap_last_upd_ms),
        timestamp: eventOnChain.timestampMs,
        txnDigest: eventOnChain.id.txDigest,
        type: eventOnChain.type,
    };
};
// =========================================================================
//  Funding
// =========================================================================
PerpetualsApiCasting.updatedFundingEventFromOnChain = (eventOnChain) => {
    const fields = eventOnChain.parsedJson;
    return {
        marketId: utils_1.Helpers.addLeadingZeroesToType(fields.ch_id),
        cumFundingRateLong: BigInt(fields.cum_funding_rate_long),
        cumFundingRateShort: BigInt(fields.cum_funding_rate_short),
        fundingLastUpdateMs: Number(fields.funding_last_upd_ms),
        timestamp: eventOnChain.timestampMs,
        txnDigest: eventOnChain.id.txDigest,
        type: eventOnChain.type,
    };
};