client-aftermath-ts-sdk/dist/packages/perpetuals/perpetualsMarket.js

Client Aftermath TypeScript SDK

"use strict";
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
    return new (P || (P = Promise))(function (resolve, reject) {
        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
        step((generator = generator.apply(thisArg, _arguments || [])).next());
    });
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.PerpetualsMarket = void 0;
const __1 = require("../..");
const caller_1 = require("../../general/utils/caller");
const iFixedUtils_1 = require("../../general/utils/iFixedUtils");
const perpetuals_1 = require("./perpetuals");
const utils_1 = require("./utils");
class PerpetualsMarket extends caller_1.Caller {
    // =========================================================================
    //  Constructor
    // =========================================================================
    constructor(marketData, config) {
        super(config, `perpetuals/${marketData.collateralCoinType}/markets/${marketData.objectId}`);
        this.marketData = marketData;
        this.getMaxOrderSizeUsd = (inputs) => __awaiter(this, void 0, void 0, function* () {
            const { side, price, account, indexPrice, leverage } = inputs;
            const maxSize = yield this.fetchApi("max-order-size", {
                accountId: account.accountCap.accountId,
                collateral: account.collateralBalance(),
                side,
                price,
                leverage,
            });
            return Number(maxSize) * this.lotSize() * indexPrice;
        });
        // =========================================================================
        //  Calculations
        // =========================================================================
        this.timeUntilNextFundingMs = () => {
            return this.nextFundingTimeMs() - Date.now();
        };
        this.nextFundingTimeMs = () => {
            const fundingFrequencyMs = Number(this.marketParams.fundingFrequencyMs);
            const lastFundingIntervalNumber = Math.floor(this.marketState.fundingLastUpdateMs / fundingFrequencyMs);
            return (lastFundingIntervalNumber + 1) * fundingFrequencyMs;
        };
        // The funding rate as the difference between book and index TWAPs relative to the index price,
        // scaled by the funding period adjustment:
        // (bookTwap - indexTwap) / indexPrice * (fundingFrequency / fundingPeriod)
        //
        // To get the rate as a percentage, multiply the output by 100.
        this.estimatedFundingRate = (inputs) => {
            const { indexPrice } = inputs;
            const premiumTwap = iFixedUtils_1.IFixedUtils.numberFromIFixed(this.marketState.premiumTwap);
            const relativePremium = premiumTwap / indexPrice;
            const periodAdjustment = Number(this.marketParams.fundingFrequencyMs) /
                Number(this.marketParams.fundingPeriodMs);
            return relativePremium * periodAdjustment;
        };
        this.priceToOrderPrice = (inputs) => {
            const { price } = inputs;
            const lotSize = this.marketParams.lotSize;
            const tickSize = this.marketParams.tickSize;
            return perpetuals_1.Perpetuals.priceToOrderPrice({
                price,
                lotSize,
                tickSize,
            });
        };
        this.orderPriceToPrice = (inputs) => {
            const { orderPrice } = inputs;
            const lotSize = this.marketParams.lotSize;
            const tickSize = this.marketParams.tickSize;
            return perpetuals_1.Perpetuals.orderPriceToPrice({
                orderPrice,
                lotSize,
                tickSize,
            });
        };
        this.calcCollateralUsedForOrder = (inputs) => {
            const { leverage, orderData, indexPrice, collateralPrice } = inputs;
            const imr = 1 / leverage;
            // const imr = this.initialMarginRatio();
            const collateralUsd = Number(orderData.initialSize - orderData.filledSize) *
                this.lotSize() *
                indexPrice *
                imr;
            const collateral = collateralUsd / collateralPrice;
            return {
                collateralUsd,
                collateral,
            };
        };
        this.roundToValidPrice = (inputs) => {
            return Math.round(inputs.price / this.tickSize()) * this.tickSize();
        };
        this.roundToValidSize = (inputs) => {
            const lots = inputs.size / this.lotSize();
            return ((inputs.floor
                ? Math.floor(lots)
                : inputs.ceil
                    ? Math.ceil(lots)
                    : Math.round(lots)) * this.lotSize());
        };
        this.marketId = marketData.objectId;
        this.collateralCoinType = marketData.collateralCoinType;
        this.marketParams = marketData.marketParams;
        this.marketState = marketData.marketState;
    }
    // =========================================================================
    //  Inspections
    // =========================================================================
    // NOTE: should this be entirely removed since data already in orderbook function ?
    getOrderbookPrice() {
        return this.fetchApi("orderbook-price");
    }
    get24hrVolume() {
        return this.fetchApi("24hr-volume");
    }
    getPrice24hrsAgo() {
        return this.fetchApi("price-24hrs-ago");
    }
    getOrderbook() {
        return this.fetchApi("orderbook");
    }
    // =========================================================================
    //  Trade History
    // =========================================================================
    getTradeHistory(inputs) {
        return __awaiter(this, void 0, void 0, function* () {
            return this.fetchApi(`trade-history`, inputs);
        });
    }
    // =========================================================================
    //  Value Conversions
    // =========================================================================
    lotSize() {
        return perpetuals_1.Perpetuals.lotOrTickSizeToNumber(this.marketParams.lotSize);
    }
    tickSize() {
        return perpetuals_1.Perpetuals.lotOrTickSizeToNumber(this.marketParams.tickSize);
    }
    maxLeverage() {
        return (1 /
            __1.Casting.IFixed.numberFromIFixed(this.marketParams.marginRatioInitial));
    }
    initialMarginRatio() {
        return __1.Casting.IFixed.numberFromIFixed(this.marketParams.marginRatioInitial);
    }
    maintenanceMarginRatio() {
        return __1.Casting.IFixed.numberFromIFixed(this.marketParams.marginRatioMaintenance);
    }
    // =========================================================================
    //  Helpers
    // =========================================================================
    orderPrice(inputs) {
        const { orderId } = inputs;
        const orderPrice = utils_1.PerpetualsOrderUtils.price(orderId);
        return this.orderPriceToPrice({ orderPrice });
    }
}
exports.PerpetualsMarket = PerpetualsMarket;