New Case Study:See how Anthropic automated 95% of dependency reviews with Socket.Learn More →
Socket
Sign inDemoInstall
Socket
Sign inDemoInstall

@rholabs/rho-sdk

Package Overview
Dependencies
Maintainers
5
Versions
49
Alerts
File Explorer

Advanced tools

License
Socket logo

Install Socket

Detect and block malicious and high-risk dependencies

Install

@rholabs/rho-sdk - npm Package Compare versions

Comparing version 0.2.8 to 0.2.9

.prettierignore
.prettierrc

45

.eslintrc.js
module.exports = {
"env": {
"browser": true,
"es2021": true,
"node": true
},
"extends": "standard-with-typescript",
"overrides": [
{
"env": {
"node": true
},
"files": [
".eslintrc.{js,cjs}"
],
"parserOptions": {
"sourceType": "script"
}
}
],
"parserOptions": {
"ecmaVersion": "latest",
"sourceType": "module"
},
"rules": {
env: {
browser: true,
es2021: true,
node: true
},
extends: 'standard-with-typescript',
overrides: [
{
env: {
node: true
},
files: ['.eslintrc.{js,cjs}'],
parserOptions: {
sourceType: 'script'
}
}
],
parserOptions: {
ecmaVersion: 'latest',
sourceType: 'module'
},
rules: {}
}

7

babel.config.js
module.exports = {
presets: [
['@babel/preset-env', {targets: {node: 'current'}}],
'@babel/preset-typescript',
],
};
presets: [['@babel/preset-env', { targets: { node: 'current' } }], '@babel/preset-typescript']
}

145

lib/types.d.ts

@@ -191,11 +191,39 @@ import { BrowserProvider, JsonRpcSigner, JsonRpcProvider, TransactionReceipt, Wallet } from "ethers";

}
export interface TradeQuoteParams extends OraclePackagesParams {
export interface UserPaginationParams extends PaginationParams {
userAddress: string;
}
export interface UserOracleParams extends OraclePackagesParams {
userAddress: string;
}
export interface UserOraclePaginationParams extends UserOracleParams, PaginationParams {
}
export interface OraclePaginationParams extends OraclePackagesParams, PaginationParams {
}
export interface MarketOracleParams extends OraclePackagesParams {
marketId: string;
}
export interface MarketUserOracleParams extends UserOracleParams, MarketOracleParams {
}
export interface MarketFutureOracleParams extends OraclePackagesParams {
marketId: string;
futureId: string;
}
export interface MarketFutureOraclePaginationParams extends MarketFutureOracleParams, PaginationParams {
}
export interface FutureMarketUserOracleParams extends MarketUserOracleParams {
futureId: string;
}
export interface TradeQuoteParams extends FutureMarketUserOracleParams {
notional: bigint;
participant: string;
}
export interface ExecuteTradeParams extends OraclePackagesParams {
marketId: string;
futureId: string;
export interface LiquidityPositionQuoteParams extends TradeQuoteParams {
operation: LiquidityOperation;
lowerBound: string;
upperBound: string;
}
export interface LiquidatePositionParams extends MarketUserOracleParams {
futureIds: string[];
positionsPercentage: string[];
}
export interface ExecuteTradeParams extends MarketFutureOracleParams {
riskDirection: RiskDirection;

@@ -208,10 +236,7 @@ notional: bigint;

}
export interface DepositParams extends OraclePackagesParams {
marketId: string;
recipient: string;
export interface DepositParams extends MarketUserOracleParams {
amount: BigInt;
settleMaturedPositions?: boolean;
}
export interface WithdrawParams extends OraclePackagesParams {
marketId: string;
export interface WithdrawParams extends MarketOracleParams {
amount: bigint;

@@ -221,5 +246,3 @@ unwrapNativeToken?: boolean;

}
export interface ProvideLiquidityParams extends OraclePackagesParams {
marketId: string;
futureId: string;
export interface LiquidityOperationParams extends MarketFutureOracleParams {
notional: BigInt;

@@ -232,67 +255,5 @@ collateral: string;

}
export interface RemoveLiquidityParams extends OraclePackagesParams {
marketId: string;
futureId: string;
notional: BigInt;
collateral: BigInt;
lowerBound: string;
upperBound: string;
deadline?: number;
export interface TransferPositionsOwnershipParams extends MarketUserOracleParams {
settleMaturedPositions?: boolean;
}
export interface LiquidityPositionQuoteParams extends OraclePackagesParams {
marketId: string;
futureId: string;
notional: bigint;
participant: string;
operation: LiquidityOperation;
lowerBound: string;
upperBound: string;
}
export interface QuoteTransferOwnershipParams extends OraclePackagesParams {
marketId: string;
ownerAddress: string;
}
export interface TransferPositionsOwnershipParams extends OraclePackagesParams {
marketId: string;
ownerAddress: string;
settleMaturedPositions?: boolean;
}
export interface PersistIndexAtMaturityParams extends OraclePackagesParams {
marketId: string;
futureId: string;
}
export interface LiquidatePositionParams extends OraclePackagesParams {
marketId: string;
futureIds: string[];
positionsPercentage: string[];
ownerAddress: string;
}
export interface IsProvisionsCancellableParams extends OraclePackagesParams {
marketId: string;
makerAddress: string;
}
export interface CancelProvisionsParams extends OraclePackagesParams {
marketId: string;
makerAddress: string;
}
export interface IsLiquidatableParams extends OraclePackagesParams {
marketId: string;
participant: string;
}
export interface PoolLiquidityDistributionParams extends OraclePackagesParams, PaginationParams {
marketId: string;
futureId: string;
}
export interface MarginDetailsParams extends OraclePackagesParams {
marketId: string;
userAddress: string;
}
export interface MarketPortfolioParams extends OraclePackagesParams {
marketId: string;
userAddress: string;
}
export interface PortfolioParams extends OraclePackagesParams, PaginationParams {
userAddress: string;
}
export interface OracleRecord {

@@ -357,28 +318,28 @@ oraclePackage: OraclePackage;

getMarketsOraclePackages(): Promise<MarketOraclePackages[]>;
getOraclePackage(marketId: string): Promise<import("typings").OraclePackage>;
getOraclePackage(marketId: string): Promise<OraclePackage | undefined>;
getPortfolioOraclePackages(userAddress: string): Promise<MarketOraclePackages[]>;
getBalanceOf(contractAddress: string, userAddress: string): Promise<bigint>;
getAllowance(contractAddress: string, userAddress: string, spenderAddress: string): Promise<bigint>;
setAllowance(erc20ContractAddress: string, spenderAddress: string, amount: bigint): Promise<TransactionReceipt>;
setAllowance(contractAddress: string, spenderAddress: string, amount: bigint): Promise<TransactionReceipt>;
getActiveMarketIds(params?: PaginationParams): Promise<string[]>;
getPortfolioMarketIds(userAddress: string, offset?: number, limit?: number): Promise<any>;
getActiveMarkets(params?: OraclePackagesParams & PaginationParams): Promise<MarketInfo[]>;
getPortfolio(params: PortfolioParams): Promise<MarketPortfolio[]>;
getMarketPortfolio(params: MarketPortfolioParams): Promise<MarketPortfolio>;
getMarginDetails(params: MarginDetailsParams): Promise<MarginState>;
getWithdrawableMargin(params: MarginDetailsParams): Promise<bigint>;
getPoolLiquidityDistribution(params: PoolLiquidityDistributionParams): Promise<LiquidityDistribution>;
isLiquidatable(params: IsLiquidatableParams): Promise<boolean>;
isProvisionCancellable(params: IsProvisionsCancellableParams): Promise<boolean>;
cancelProvisions(params: CancelProvisionsParams): Promise<TransactionReceipt>;
getPortfolioMarketIds(params: UserPaginationParams): Promise<string[]>;
getActiveMarkets(params?: OraclePaginationParams): Promise<MarketInfo[]>;
getPortfolio(params: UserOraclePaginationParams): Promise<MarketPortfolio[]>;
getMarketPortfolio(params: MarketUserOracleParams): Promise<MarketPortfolio>;
getMarginDetails(params: MarketUserOracleParams): Promise<MarginState>;
getWithdrawableMargin(params: MarketUserOracleParams): Promise<bigint>;
getPoolLiquidityDistribution(params: MarketFutureOraclePaginationParams): Promise<LiquidityDistribution>;
isLiquidatable(params: MarketUserOracleParams): Promise<boolean>;
isProvisionCancellable(params: MarketUserOracleParams): Promise<boolean>;
cancelProvisions(params: MarketUserOracleParams): Promise<TransactionReceipt>;
getTradeQuote(params: TradeQuoteParams): Promise<TradeQuote>;
getLiquidityProvisionQuote(params: LiquidityPositionQuoteParams): Promise<LiquidityQuote>;
liquidatePosition(params: LiquidatePositionParams): Promise<TransactionReceipt>;
persistIndexAtMaturity(params: PersistIndexAtMaturityParams): Promise<TransactionReceipt>;
persistIndexAtMaturity(params: MarketFutureOracleParams): Promise<TransactionReceipt>;
executeTrade(params: ExecuteTradeParams): Promise<TransactionReceipt>;
deposit(params: DepositParams): Promise<TransactionReceipt>;
withdraw(params: WithdrawParams): Promise<TransactionReceipt>;
provideLiquidity(params: ProvideLiquidityParams): Promise<boolean>;
removeLiquidity(params: RemoveLiquidityParams): Promise<TransactionReceipt>;
quoteTransferOwnership(params: QuoteTransferOwnershipParams): Promise<{
provideLiquidity(params: LiquidityOperationParams): Promise<TransactionReceipt>;
removeLiquidity(params: LiquidityOperationParams): Promise<TransactionReceipt>;
quoteTransferOwnership(params: MarketUserOracleParams): Promise<{
transferAmount: number;

@@ -385,0 +346,0 @@ depositAmount: number;

5

package.json
{
"name": "@rholabs/rho-sdk",
"version": "0.2.8",
"version": "0.2.9",
"description": "Rho Protocol SDK",

@@ -20,3 +20,4 @@ "source": "src/index.ts",

"test_subgraph": "yarn build && jest subgraph-api.test.ts --no-cache",
"prepack": "yarn build"
"prepack": "yarn build",
"format": "prettier --write ."
},

@@ -23,0 +24,0 @@ "release": {

57

README.md
# Rho Protocol SDK
## Installation
```shell

@@ -11,2 +12,3 @@ npm install @rholabs/rho-sdk

Create Rho SDK with testnet configuration:
```shell

@@ -26,5 +28,5 @@ import RhoSDK from '@rholabs/rho-sdk';

routerAddress?: string
viewAddress?: string;
viewAddress?: string
quoterAddress?: string
rpcUrl?: string;
rpcUrl?: string
oracleServiceUrl?: string

@@ -46,2 +48,3 @@ privateKey?: string

**Parameters**
1. `offset` - `Number` (optional)

@@ -54,3 +57,3 @@ 2. `limit` - `Number` (optional)

- - - -
---

@@ -64,2 +67,3 @@ ```shell

**Parameters**
1. `oraclePackages` - `OraclePackages[]` (optional)

@@ -73,3 +77,3 @@ 2. `offset` - `Number` (optional)

- - - -
---

@@ -83,2 +87,3 @@ ```shell

**Parameters**
1. `userAddress` - `String`

@@ -93,3 +98,3 @@ 2. `oraclePackages` - `OraclePackages[]` (optional)

- - - -
---

@@ -103,2 +108,3 @@ ```shell

**Parameters**
1. `marketId` - `String`

@@ -114,3 +120,3 @@ 2. `futureId` - `String`

- - - -
---

@@ -124,2 +130,3 @@ ```shell

**Parameters**
1. `marketId` - `String`

@@ -138,3 +145,3 @@ 2. `futureId` - `String`

- - - -
---

@@ -148,2 +155,3 @@ ```shell

**Parameters**
1. `marketId` - `String`

@@ -155,3 +163,3 @@ 2. `futureId` - `String`

6. `collateral` - `BigInt`
7. `deadline` - `Number` (optional, Date.now() + 5 * 60 * 1000)
7. `deadline` - `Number` (optional, Date.now() + 5 _ 60 _ 1000)
8. `settleMaturedPositions` - `Boolean` (optional, true)

@@ -164,3 +172,3 @@ 9. `oraclePackages` - `OraclePackages[]` (optional)

- - - -
---

@@ -174,2 +182,3 @@ ```shell

**Parameters**
1. `marketId` - `String`

@@ -185,5 +194,4 @@ 2. `recipientAddress` - `String`

- - - -
---
```shell

@@ -196,2 +204,3 @@ withdraw({ marketId, amount, settleMaturedPositions?, oraclePackages? })

**Parameters**
1. `marketId` - `String`

@@ -206,3 +215,3 @@ 2. `amount` - `BigInt`

- - - -
---

@@ -216,2 +225,3 @@ ```shell

**Parameters**
1. `marketId` - `String`

@@ -223,3 +233,3 @@ 2. `futureId` - `String`

6. `upperBound` - `String`
7. `deadline` - `Number` (optional, Date.now() + 5 * 60 * 1000)
7. `deadline` - `Number` (optional, Date.now() + 5 _ 60 _ 1000)
8. `settleMaturedPositions` - `Boolean` (optional, true)

@@ -232,3 +242,3 @@ 9. `oraclePackages` - `OraclePackages[]` (optional)

- - - -
---

@@ -242,2 +252,3 @@ ```shell

**Parameters**
1. `marketId` - `String`

@@ -250,3 +261,3 @@ 2. `futureId` - `String`

7. `deadline` - `Number`
8. `settleMaturedPositions` - `Boolean` (optional, Date.now() + 5 * 60 * 1000)
8. `settleMaturedPositions` - `Boolean` (optional, Date.now() + 5 _ 60 _ 1000)
9. `oraclePackages` - `OraclePackages[]` (optional)

@@ -258,3 +269,3 @@

- - - -
---

@@ -264,2 +275,3 @@ ## Using in browser / Node.Js

### Basic configuration (read only)
```shell

@@ -272,2 +284,3 @@ import RhoSDK from '@rholabs/rho-sdk';

### Node.JS
```shell

@@ -283,2 +296,3 @@ import RhoSDK from '@rholabs/rho-sdk';

### Using with Metamask
```

@@ -302,2 +316,3 @@ if (window.ethereum) {

```
and run the tests:

@@ -310,2 +325,3 @@

### Publishing
```

@@ -315,10 +331,13 @@ npm login

1) Bump version in package.json
2) Build package
1. Bump version in package.json
2. Build package
```
yarn build
```
3) Publish
3. Publish
```
npm publish --access public
```

7

src/abi/index.ts

@@ -6,7 +6,2 @@ import RouterABI from './Router.json'

export {
RouterABI,
ViewABI,
QuoterABI,
ERC20ABI
}
export { RouterABI, ViewABI, QuoterABI, ERC20ABI }

12

src/api/oracle/index.ts
import axios from 'axios'
import {OraclePackage} from "../../typings";
import { OraclePackage } from '../../typings'

@@ -17,3 +17,3 @@ export interface OracleRecord {

export class OracleAPI {
private readonly config: OracleAPIConfig;
private readonly config: OracleAPIConfig
constructor(config: OracleAPIConfig) {

@@ -24,5 +24,3 @@ this.config = config

public async getRates() {
const { data } = await axios.get<OracleRecord[]>(
`${this.config.oracleServiceUrl}/records`
)
const { data } = await axios.get<OracleRecord[]>(`${this.config.oracleServiceUrl}/records`)
return data

@@ -32,7 +30,5 @@ }

public async getMarketRate(marketId: string) {
const { data } = await axios.get<OracleRecord>(
`${this.config.oracleServiceUrl}/record/${marketId}`
)
const { data } = await axios.get<OracleRecord>(`${this.config.oracleServiceUrl}/record/${marketId}`)
return data
}
}

56

src/api/subgraph/index.ts
import axios from 'axios'
import {buildWhereQuery} from "./utils";
import { buildWhereQuery } from './utils'

@@ -39,3 +39,3 @@ export interface SubgraphAPIConfig {

export class SubgraphAPI {
private readonly config: SubgraphAPIConfig;
private readonly config: SubgraphAPIConfig
constructor(config: SubgraphAPIConfig) {

@@ -50,3 +50,5 @@ this.config = config

query {
trades (first: ${limit}, skip: ${offset}, where: ${buildWhereQuery(filter)} orderBy: blockNumber, orderDirection: desc) {
trades (first: ${limit}, skip: ${offset}, where: ${buildWhereQuery(
filter
)} orderBy: blockNumber, orderDirection: desc) {
id

@@ -68,14 +70,11 @@ marketId

}
`;
`
const { data } = await axios.post(
this.config.apiUrl,
{
query,
},
);
const { data } = await axios.post(this.config.apiUrl, {
query
})
if(data && data.errors && typeof data.errors === 'object') {
if (data && data.errors && typeof data.errors === 'object') {
const [error] = data.errors
if(error && error.message) {
if (error && error.message) {
throw new Error(error.message)

@@ -85,21 +84,20 @@ }

const tradeEvents = data.data.trades
.map((trade: any) => {
const data = {
...trade,
notional: BigInt(trade.notional),
openInterest: BigInt(trade.openInterest),
direction: trade.tradeInfo_direction,
tradeRate: BigInt(trade.tradeInfo_tradeRate),
protocolFee: BigInt(trade.tradeInfo_protocolFee),
lpFee: BigInt(trade.tradeInfo_lpFee)
}
const tradeEvents = data.data.trades.map((trade: any) => {
const data = {
...trade,
notional: BigInt(trade.notional),
openInterest: BigInt(trade.openInterest),
direction: trade.tradeInfo_direction,
tradeRate: BigInt(trade.tradeInfo_tradeRate),
protocolFee: BigInt(trade.tradeInfo_protocolFee),
lpFee: BigInt(trade.tradeInfo_lpFee)
}
delete data.tradeInfo_direction
delete data.tradeInfo_tradeRate
delete data.tradeInfo_protocolFee
delete data.tradeInfo_lpFee
delete data.tradeInfo_direction
delete data.tradeInfo_tradeRate
delete data.tradeInfo_protocolFee
delete data.tradeInfo_lpFee
return data
})
return data
})

@@ -106,0 +104,0 @@ return tradeEvents

29

src/api/subgraph/utils.ts

@@ -1,2 +0,2 @@

import {EventsFilter} from "./index";
import { EventsFilter } from './index'

@@ -7,21 +7,18 @@ export const buildWhereQuery = (filter: EventsFilter) => {

if(filter.marketIds) {
whereAnd.push({marketId_in: filter.marketIds})
if (filter.marketIds) {
whereAnd.push({ marketId_in: filter.marketIds })
}
if(filter.futureIds) {
whereAnd.push({futureId_in: filter.futureIds})
if (filter.futureIds) {
whereAnd.push({ futureId_in: filter.futureIds })
}
if(filter.timestampFrom) {
whereAnd.push({blockTimestamp_gte: filter.timestampFrom})
if (filter.timestampFrom) {
whereAnd.push({ blockTimestamp_gte: filter.timestampFrom })
}
if(filter.timestampTo) {
whereAnd.push({blockTimestamp_lte: filter.timestampTo})
if (filter.timestampTo) {
whereAnd.push({ blockTimestamp_lte: filter.timestampTo })
}
if(filter.userAddress) {
where.or = [
{ "owner": filter.userAddress },
{ "initiator": filter.userAddress }
]
if(Object.keys(whereAnd).length > 0) {
if (filter.userAddress) {
where.or = [{ owner: filter.userAddress }, { initiator: filter.userAddress }]
if (Object.keys(whereAnd).length > 0) {
where.and = whereAnd

@@ -32,3 +29,3 @@ }

}
return JSON.stringify(where).replace(/"([^(")"]+)":/g,"$1:");
return JSON.stringify(where).replace(/"([^(")"]+)":/g, '$1:')
}

6

src/config.ts

@@ -1,2 +0,2 @@

import {RhoSDKConfig, RhoSDKParams} from "./sdk-typings";
import { RhoSDKConfig, RhoSDKParams } from './sdk-typings'

@@ -30,3 +30,3 @@ export const MainnetConfig: RhoSDKConfig = {

if(params.network === 'testnet') {
if (params.network === 'testnet') {
baseConfig = TestnetConfig

@@ -37,4 +37,4 @@ }

...params,
...baseConfig,
...baseConfig
}
}

268

src/index.ts

@@ -1,5 +0,5 @@

import {RouterABI, ViewABI, QuoterABI, ERC20ABI} from './abi'
import {parseConfig} from "./config";
import { RouterABI, ViewABI, QuoterABI, ERC20ABI } from './abi'
import { parseConfig } from './config'
import {
LiquidityDistribution, LiquidityOperation,
LiquidityDistribution,
LiquidityQuote,

@@ -9,16 +9,14 @@ MarginState,

MarketOraclePackages,
MarketPortfolio, RiskDirection,
MarketPortfolio,
OraclePackage,
TradeQuote
} from "./typings";
} from './typings'
import {
CancelProvisionsParams,
DepositParams,
ExecuteTradeParams, IsLiquidatableParams, IsProvisionsCancellableParams, LiquidatePositionParams,
LiquidityPositionQuoteParams, MarginDetailsParams, MarketPortfolioParams,
OraclePackagesParams,
ExecuteTradeParams,
LiquidatePositionParams,
LiquidityPositionQuoteParams,
MarketUserOracleParams,
PaginationParams,
PersistIndexAtMaturityParams, PoolLiquidityDistributionParams, PortfolioParams,
ProvideLiquidityParams,
QuoteTransferOwnershipParams,
RemoveLiquidityParams,
MarketFutureOraclePaginationParams,
RhoSDKConfig,

@@ -29,13 +27,10 @@ RhoSDKParams,

WithdrawParams,
UserOraclePaginationParams,
OraclePaginationParams,
UserPaginationParams,
MarketFutureOracleParams,
LiquidityOperationParams
} from './sdk-typings'
import { OracleAPI } from "./api/oracle";
import {
BrowserProvider,
Contract,
ethers,
JsonRpcProvider,
JsonRpcSigner,
TransactionReceipt,
Wallet
} from "ethers";
import { OracleAPI } from './api/oracle'
import { BrowserProvider, Contract, ethers, JsonRpcProvider, JsonRpcSigner, TransactionReceipt, Wallet } from 'ethers'

@@ -54,3 +49,3 @@ const defaultLimit = 100

public readonly provider: JsonRpcProvider | BrowserProvider
public oracleAPI: OracleAPI;
public oracleAPI: OracleAPI

@@ -61,3 +56,3 @@ constructor(_config?: RhoSDKParams) {

if(config.provider) {
if (config.provider) {
this.provider = config.provider

@@ -68,9 +63,9 @@ } else {

if(config.privateKey) {
if (config.privateKey) {
this.signer = new ethers.Wallet(config.privateKey, this.provider)
} else if(config.signer) {
} else if (config.signer) {
this.signer = config.signer
}
if(this.signer) {
if (this.signer) {
this.router = new ethers.Contract(config.routerAddress, RouterABI, this.signer)

@@ -87,3 +82,3 @@ this.setSignerAddress(this.signer.address)

oracleServiceUrl: config.oracleServiceUrl
});
})
}

@@ -101,3 +96,3 @@

public getBalance(address: string) {
public async getBalance(address: string): Promise<bigint> {
return this.provider.getBalance(address)

@@ -108,7 +103,7 @@ }

const marketIds = await this.getActiveMarketIds()
const packages = []
for(let i = 0; i < marketIds.length; i++) {
const packages: MarketOraclePackages[] = []
for (let i = 0; i < marketIds.length; i++) {
const marketId = marketIds[i]
const oraclePackage = await this.getOraclePackage(marketId)
if(oraclePackage) {
if (oraclePackage) {
packages.push({

@@ -123,3 +118,3 @@ marketId,

public async getOraclePackage(marketId: string) {
public async getOraclePackage(marketId: string): Promise<OraclePackage | undefined> {
const rate = await this.oracleAPI.getMarketRate(marketId)

@@ -130,8 +125,8 @@ return rate.oraclePackage

public async getPortfolioOraclePackages(userAddress: string): Promise<MarketOraclePackages[]> {
const marketIds = await this.getPortfolioMarketIds(userAddress)
const packages = []
for(let i = 0; i < marketIds.length; i++) {
const marketIds = await this.getPortfolioMarketIds({ userAddress })
const packages: MarketOraclePackages[] = []
for (let i = 0; i < marketIds.length; i++) {
const marketId = marketIds[i]
const oraclePackage = await this.getOraclePackage(marketId)
if(oraclePackage) {
if (oraclePackage) {
packages.push({

@@ -147,20 +142,8 @@ marketId,

public async getBalanceOf(contractAddress: string, userAddress: string): Promise<bigint> {
const erc20Contract = new ethers.Contract(
contractAddress,
ERC20ABI,
this.provider
)
const erc20Contract = new ethers.Contract(contractAddress, ERC20ABI, this.provider)
return await erc20Contract.balanceOf(userAddress)
}
public async getAllowance(
contractAddress: string,
userAddress: string,
spenderAddress: string
): Promise<bigint> {
const erc20Contract = new ethers.Contract(
contractAddress,
ERC20ABI,
this.provider
)
public async getAllowance(contractAddress: string, userAddress: string, spenderAddress: string): Promise<bigint> {
const erc20Contract = new ethers.Contract(contractAddress, ERC20ABI, this.provider)
return await erc20Contract.allowance(userAddress, spenderAddress)

@@ -170,77 +153,64 @@ }

public async setAllowance(
erc20ContractAddress: string,
contractAddress: string,
spenderAddress: string,
amount: bigint,
amount: bigint
): Promise<TransactionReceipt> {
const erc20Contract = new ethers.Contract(
erc20ContractAddress,
ERC20ABI,
this.signer
)
return await erc20Contract.approve(spenderAddress, amount);
const erc20Contract = new ethers.Contract(contractAddress, ERC20ABI, this.signer)
return await erc20Contract.approve(spenderAddress, amount)
}
public getActiveMarketIds(params: PaginationParams = {}): Promise<string[]> {
public async getActiveMarketIds(params: PaginationParams = {}): Promise<string[]> {
const { offset = 0, limit = defaultLimit } = params
return this.view.allActiveMarketsIds(offset, limit)
return await this.view.allActiveMarketsIds(offset, limit)
}
public getPortfolioMarketIds(userAddress: string, offset = 0, limit = 100) {
return this.view.portfolioMarketIds(userAddress, offset, limit)
public async getPortfolioMarketIds(params: UserPaginationParams): Promise<string[]> {
const { offset = 0, limit = defaultLimit } = params
return await this.view.portfolioMarketIds(params.userAddress, offset, limit)
}
public async getActiveMarkets(
params: OraclePackagesParams & PaginationParams = {}
): Promise<MarketInfo[]> {
public async getActiveMarkets(params: OraclePaginationParams = {}): Promise<MarketInfo[]> {
const { offset = 0, limit = defaultLimit } = params
const packages = params.oraclePackages || await this.getMarketsOraclePackages()
const packages = params.oraclePackages || (await this.getMarketsOraclePackages())
return await this.view.activeMarketsInfo(offset, limit, packages)
}
public async getPortfolio(
params: PortfolioParams
): Promise<MarketPortfolio[]> {
public async getPortfolio(params: UserOraclePaginationParams): Promise<MarketPortfolio[]> {
const { userAddress, offset = 0, limit = defaultLimit } = params
const oraclePackages = params.oraclePackages || await this.getPortfolioOraclePackages(userAddress)
const oraclePackages = params.oraclePackages || (await this.getPortfolioOraclePackages(userAddress))
return await this.view.portfolio(
userAddress,
offset,
limit,
oraclePackages
)
return await this.view.portfolio(userAddress, offset, limit, oraclePackages)
}
async getMarketPortfolio(params: MarketPortfolioParams): Promise<MarketPortfolio> {
const oraclePackages = params.oraclePackages
|| [await this.getOraclePackage(params.marketId)]
public async getMarketPortfolio(params: MarketUserOracleParams): Promise<MarketPortfolio> {
const oraclePackages = params.oraclePackages || [await this.getOraclePackage(params.marketId)]
return await this.view.marketPortfolio(params.marketId, params.userAddress, oraclePackages)
}
public async getMarginDetails(params: MarginDetailsParams): Promise<MarginState> {
public async getMarginDetails(params: MarketUserOracleParams): Promise<MarginState> {
const { marketId, userAddress } = params
const oraclePackages = params.oraclePackages
|| [await this.getOraclePackage(marketId)]
const oraclePackages = params.oraclePackages || [await this.getOraclePackage(marketId)]
return await this.view.marginDetails(marketId, userAddress, oraclePackages)
return this.view.marginDetails(marketId, userAddress, oraclePackages)
}
public async getWithdrawableMargin(params: MarginDetailsParams): Promise<bigint> {
public async getWithdrawableMargin(params: MarketUserOracleParams): Promise<bigint> {
const { marketId, userAddress } = params
const oraclePackages = params.oraclePackages
|| [await this.getOraclePackage(marketId)]
const oraclePackages = params.oraclePackages || [await this.getOraclePackage(marketId)]
return await this.view.withdrawableMargin(marketId, userAddress, oraclePackages)
return await this.view.withdrawableMargin(marketId, userAddress, oraclePackages)
}
public async getPoolLiquidityDistribution(params: PoolLiquidityDistributionParams): Promise<LiquidityDistribution> {
const { marketId, futureId, offset = 0, limit = 500 } = params
public async getPoolLiquidityDistribution(
params: MarketFutureOraclePaginationParams
): Promise<LiquidityDistribution> {
const { marketId, futureId, offset = 0, limit = defaultLimit } = params
const oraclePackages = params.oraclePackages
|| [await this.getOraclePackage(marketId)]
const data = await this.view.poolLiquidityDistribution(
futureId, oraclePackages, offset, limit
const oraclePackages = params.oraclePackages || [await this.getOraclePackage(marketId)]
const [provisionDistribution, currentFutureRate, intervalLiquidity] = await this.view.poolLiquidityDistribution(
futureId,
oraclePackages,
offset,
limit
)
const [ provisionDistribution, currentFutureRate, intervalLiquidity ] = Object.values(data) as any

@@ -254,16 +224,16 @@ return {

public async isLiquidatable(params: IsLiquidatableParams): Promise<boolean> {
const { marketId, participant } = params
public async isLiquidatable(params: MarketUserOracleParams): Promise<boolean> {
const { marketId, userAddress } = params
const oraclePackages = params.oraclePackages || [await this.getOraclePackage(marketId)]
return await this.quoter.isLiquidatable(marketId, participant, oraclePackages)
return await this.quoter.isLiquidatable(marketId, userAddress, oraclePackages)
}
public async isProvisionCancellable(params: IsProvisionsCancellableParams): Promise<boolean> {
public async isProvisionCancellable(params: MarketUserOracleParams): Promise<boolean> {
const oraclePackages = params.oraclePackages || [await this.getOraclePackage(params.marketId)]
return await this.quoter.isProvisionCancellable(params.marketId, params.makerAddress, oraclePackages)
return await this.quoter.isProvisionCancellable(params.marketId, params.userAddress, oraclePackages)
}
public async cancelProvisions(params: CancelProvisionsParams): Promise<TransactionReceipt> {
public async cancelProvisions(params: MarketUserOracleParams): Promise<TransactionReceipt> {
const oraclePackages = params.oraclePackages || [await this.getOraclePackage(params.marketId)]
return await this.router.cancelProvisions(params.marketId, params.makerAddress, oraclePackages)
return await this.router.cancelProvisions(params.marketId, params.userAddress, oraclePackages)
}

@@ -273,5 +243,3 @@

const oraclePackages = params.oraclePackages || [await this.getOraclePackage(params.marketId)]
return await this.quoter.quoteTrade(
params.futureId, params.notional, params.participant, oraclePackages
)
return await this.quoter.quoteTrade(params.futureId, params.notional, params.userAddress, oraclePackages)
}

@@ -281,6 +249,6 @@

const oraclePackages = params.oraclePackages || [await this.getOraclePackage(params.marketId)]
return await this.quoter.quoteLiquidityProvision(
return await this.quoter.quoteLiquidityProvision(
params.futureId,
params.notional,
params.participant,
params.userAddress,
params.operation,

@@ -295,30 +263,17 @@ params.lowerBound,

public async liquidatePosition(params: LiquidatePositionParams): Promise<TransactionReceipt> {
const { marketId, futureIds, positionsPercentage, ownerAddress } = params
const { marketId, futureIds, positionsPercentage, userAddress } = params
const oraclePackages = params.oraclePackages || [await this.getOraclePackage(marketId)]
return await this.router.liquidatePosition(
marketId,
futureIds,
positionsPercentage,
ownerAddress,
oraclePackages,
);
return await this.router.liquidatePosition(marketId, futureIds, positionsPercentage, userAddress, oraclePackages)
}
public async persistIndexAtMaturity(params: PersistIndexAtMaturityParams): Promise<TransactionReceipt> {
public async persistIndexAtMaturity(params: MarketFutureOracleParams): Promise<TransactionReceipt> {
const { marketId, futureId } = params
const oraclePackages = params.oraclePackages || [await this.getOraclePackage(marketId)]
return await this.router.persistIndexAtMaturity(
futureId, oraclePackages
);
return await this.router.persistIndexAtMaturity(futureId, oraclePackages)
}
public async executeTrade(params: ExecuteTradeParams): Promise<TransactionReceipt> {
const {
marketId,
deadline = Date.now() + 5 * 60 * 1000,
settleMaturedPositions = true
} = params
const { marketId, deadline = Date.now() + 5 * 60 * 1000, settleMaturedPositions = true } = params
const oraclePackages = params.oraclePackages || [await this.getOraclePackage(marketId)]
// @ts-ignore
return await this.router.executeTrade(

@@ -333,42 +288,21 @@ params.futureId,

oraclePackages
);
)
}
public async deposit(params: DepositParams): Promise<TransactionReceipt> {
const {
marketId, recipient, amount, settleMaturedPositions = true
} = params
const { marketId, userAddress, amount, settleMaturedPositions = true } = params
const oraclePackages = params.oraclePackages || [await this.getOraclePackage(marketId)]
return await this.router.deposit(
marketId,
recipient,
amount,
settleMaturedPositions,
oraclePackages
);
return await this.router.deposit(marketId, userAddress, amount, settleMaturedPositions, oraclePackages)
}
public async withdraw(params: WithdrawParams): Promise<TransactionReceipt> {
const {
marketId,
amount,
unwrapNativeToken = false,
settleMaturedPositions = true
} = params
const { marketId, amount, unwrapNativeToken = false, settleMaturedPositions = true } = params
const oraclePackages = params.oraclePackages || [await this.getOraclePackage(marketId)]
return await this.router.withdraw(
marketId,
unwrapNativeToken,
amount,
settleMaturedPositions,
oraclePackages
);
return await this.router.withdraw(marketId, unwrapNativeToken, amount, settleMaturedPositions, oraclePackages)
}
public async provideLiquidity(params: ProvideLiquidityParams): Promise<boolean> {
const {
marketId, deadline = Date.now() + 5 * 60 * 1000, settleMaturedPositions = true
} = params
public async provideLiquidity(params: LiquidityOperationParams): Promise<TransactionReceipt> {
const { marketId, deadline = Date.now() + 5 * 60 * 1000, settleMaturedPositions = true } = params
const oraclePackages = params.oraclePackages || [await this.getOraclePackage(marketId)]

@@ -385,9 +319,7 @@

oraclePackages
);
)
}
public async removeLiquidity(params: RemoveLiquidityParams): Promise<TransactionReceipt> {
const {
marketId, deadline = Date.now() + 5 * 60 * 1000, settleMaturedPositions = true
} = params
public async removeLiquidity(params: LiquidityOperationParams): Promise<TransactionReceipt> {
const { marketId, deadline = Date.now() + 5 * 60 * 1000, settleMaturedPositions = true } = params
const oraclePackages = params.oraclePackages || [await this.getOraclePackage(marketId)]

@@ -404,11 +336,11 @@

oraclePackages
);
)
}
public async quoteTransferOwnership(params: QuoteTransferOwnershipParams): Promise<{ transferAmount: number, depositAmount: number }> {
public async quoteTransferOwnership(
params: MarketUserOracleParams
): Promise<{ transferAmount: number; depositAmount: number }> {
const { marketId } = params
const oraclePackages = params.oraclePackages || [await this.getOraclePackage(marketId)]
return await this.quoter.quoteTransferOwnership(
marketId, params.ownerAddress, oraclePackages
)
return await this.quoter.quoteTransferOwnership(marketId, params.userAddress, oraclePackages)
}

@@ -422,6 +354,6 @@

params.marketId,
params.ownerAddress,
params.userAddress,
settleMaturedPositions,
oraclePackages
);
)
}

@@ -428,0 +360,0 @@ }

143

src/sdk-typings.ts

@@ -1,3 +0,3 @@

import {BrowserProvider, JsonRpcSigner, JsonRpcProvider} from "ethers";
import {LiquidityOperation, MarketOraclePackages, RiskDirection} from "./typings";
import { BrowserProvider, JsonRpcSigner, JsonRpcProvider } from 'ethers'
import { LiquidityOperation, MarketOraclePackages, RiskDirection } from './typings'

@@ -9,5 +9,5 @@ export type RhoSDKNetwork = 'mainnet' | 'testnet' | 'custom'

routerAddress?: string
viewAddress?: string;
viewAddress?: string
quoterAddress?: string
rpcUrl?: string;
rpcUrl?: string
oracleServiceUrl?: string

@@ -21,5 +21,5 @@ privateKey?: string

routerAddress: string
viewAddress: string;
viewAddress: string
quoterAddress: string
rpcUrl: string;
rpcUrl: string
oracleServiceUrl: string

@@ -37,121 +37,76 @@ }

export interface TradeQuoteParams extends OraclePackagesParams {
marketId: string,
futureId: string,
notional: bigint,
participant: string
export interface UserPaginationParams extends PaginationParams {
userAddress: string
}
export interface ExecuteTradeParams extends OraclePackagesParams {
marketId: string
futureId: string,
riskDirection: RiskDirection,
notional: bigint,
futureRateLimit: bigint,
depositAmount: bigint,
deadline?: number,
settleMaturedPositions?: boolean
export interface UserOracleParams extends OraclePackagesParams {
userAddress: string
}
export interface DepositParams extends OraclePackagesParams {
marketId: string
recipient: string
amount: BigInt
settleMaturedPositions?: boolean
}
export interface UserOraclePaginationParams extends UserOracleParams, PaginationParams {}
export interface WithdrawParams extends OraclePackagesParams {
marketId: string;
amount: bigint;
unwrapNativeToken?: boolean;
settleMaturedPositions?: boolean;
}
export interface OraclePaginationParams extends OraclePackagesParams, PaginationParams {}
export interface ProvideLiquidityParams extends OraclePackagesParams {
export interface MarketOracleParams extends OraclePackagesParams {
marketId: string
futureId: string
notional: BigInt
collateral: string,
lowerBound: string
upperBound: string
deadline?: number
settleMaturedPositions?: boolean
}
export interface RemoveLiquidityParams extends OraclePackagesParams {
export interface MarketUserOracleParams extends UserOracleParams, MarketOracleParams {}
export interface MarketFutureOracleParams extends OraclePackagesParams {
marketId: string
futureId: string
notional: BigInt
collateral: BigInt,
lowerBound: string
upperBound: string
deadline?: number
settleMaturedPositions?: boolean
}
export interface LiquidityPositionQuoteParams extends OraclePackagesParams {
marketId: string;
futureId: string;
notional: bigint;
participant: string;
operation: LiquidityOperation;
lowerBound: string;
upperBound: string;
}
export interface MarketFutureOraclePaginationParams extends MarketFutureOracleParams, PaginationParams {}
export interface QuoteTransferOwnershipParams extends OraclePackagesParams {
marketId: string,
ownerAddress: string,
export interface FutureMarketUserOracleParams extends MarketUserOracleParams {
futureId: string
}
export interface TransferPositionsOwnershipParams extends OraclePackagesParams {
marketId: string
ownerAddress: string,
settleMaturedPositions?: boolean
export interface TradeQuoteParams extends FutureMarketUserOracleParams {
notional: bigint
}
export interface PersistIndexAtMaturityParams extends OraclePackagesParams {
marketId: string
futureId: string
export interface LiquidityPositionQuoteParams extends TradeQuoteParams {
operation: LiquidityOperation
lowerBound: string
upperBound: string
}
export interface LiquidatePositionParams extends OraclePackagesParams {
marketId: string
export interface LiquidatePositionParams extends MarketUserOracleParams {
futureIds: string[]
positionsPercentage: string[]
ownerAddress: string
}
export interface IsProvisionsCancellableParams extends OraclePackagesParams {
marketId: string,
makerAddress: string
export interface ExecuteTradeParams extends MarketFutureOracleParams {
riskDirection: RiskDirection
notional: bigint
futureRateLimit: bigint
depositAmount: bigint
deadline?: number
settleMaturedPositions?: boolean
}
export interface CancelProvisionsParams extends OraclePackagesParams {
marketId: string
makerAddress: string
export interface DepositParams extends MarketUserOracleParams {
amount: BigInt
settleMaturedPositions?: boolean
}
export interface IsLiquidatableParams extends OraclePackagesParams {
marketId: string;
participant: string;
export interface WithdrawParams extends MarketOracleParams {
amount: bigint
unwrapNativeToken?: boolean
settleMaturedPositions?: boolean
}
export interface PoolLiquidityDistributionParams extends OraclePackagesParams, PaginationParams {
marketId: string;
futureId: string;
export interface LiquidityOperationParams extends MarketFutureOracleParams {
notional: BigInt
collateral: string
lowerBound: string
upperBound: string
deadline?: number
settleMaturedPositions?: boolean
}
export interface MarginDetailsParams extends OraclePackagesParams {
marketId: string;
userAddress: string;
export interface TransferPositionsOwnershipParams extends MarketUserOracleParams {
settleMaturedPositions?: boolean
}
export interface MarketPortfolioParams extends OraclePackagesParams {
marketId: string;
userAddress: string;
}
export interface PortfolioParams extends OraclePackagesParams, PaginationParams {
userAddress: string;
}

46

src/typings.ts

@@ -71,3 +71,3 @@ export interface ProvisionDistribution {

export interface FixedAndFloatTokensPair {
fixedTokenAmount: bigint,
fixedTokenAmount: bigint
floatTokenAmount: bigint

@@ -77,11 +77,11 @@ }

export interface TradeInfo {
notional: bigint;
notional: bigint
direction: RiskDirection
tokensPair: FixedAndFloatTokensPair;
marketRateBefore: bigint;
marketRateAfter: bigint;
tradeRate: bigint;
tokensPair: FixedAndFloatTokensPair
marketRateBefore: bigint
marketRateAfter: bigint
tradeRate: bigint
lpFee: bigint
protocolFee: bigint
floatIndex: bigint;
floatIndex: bigint
}

@@ -91,7 +91,7 @@

tradeInfo: TradeInfo
totalFutureOpenPositionNotional: bigint;
totalFutureOpenPositionDv01: bigint;
newMargin: Margin;
newMarginThreshold: bigint;
tradeNotionalDv01: bigint;
totalFutureOpenPositionNotional: bigint
totalFutureOpenPositionDv01: bigint
newMargin: Margin
newMarginThreshold: bigint
tradeNotionalDv01: bigint
}

@@ -104,3 +104,3 @@

exceededRateImpactLimitForReceiver: boolean
payerQuote: OneDirectionTradeQuote,
payerQuote: OneDirectionTradeQuote
receiverQuote: OneDirectionTradeQuote

@@ -122,8 +122,8 @@ marketPortfolio: MarketPortfolio

export interface MarginState {
margin: Margin;
initialMarginThreshold: bigint;
liquidationMarginThreshold: bigint;
lpMarginThreshold: bigint;
dv01: bigint;
riskDirection: RiskDirection
margin: Margin
initialMarginThreshold: bigint
liquidationMarginThreshold: bigint
lpMarginThreshold: bigint
dv01: bigint
riskDirection: RiskDirection
}

@@ -168,6 +168,6 @@

export interface OraclePackage {
indexValue: string;
marketId: string;
signature: string;
timestamp: number;
indexValue: string
marketId: string
signature: string
timestamp: number
}

@@ -174,0 +174,0 @@

2

src/utils.ts

@@ -1,2 +0,2 @@

import {Margin, ProfitAndLoss} from "./typings";
import { Margin, ProfitAndLoss } from './typings'

@@ -3,0 +3,0 @@ export const profitAndLossTotal = (input: ProfitAndLoss) => {

451

tests/index.test.ts
import * as dotenv from 'dotenv'
import {describe, expect, test} from '@jest/globals';
import RhoSDK from "../src/index";
import {LiquidityOperation, MarketInfo, RiskDirection} from "../src";
import {marginTotal} from "../src/utils";
import { describe, expect, test } from '@jest/globals'
import RhoSDK, { LiquidityOperation, RiskDirection } from '../src/index'
import { MarketInfo } from '../src'
import { marginTotal } from '../src/utils'

@@ -12,3 +12,3 @@ dotenv.config()

const waitTimeout = 10000
let sdk: RhoSDK;
let sdk: RhoSDK
let markets: MarketInfo[] = []

@@ -24,217 +24,294 @@

describe('Common methods', () => {
test('getBalance', async () => {
const balance = await sdk.getBalance(testAddress)
expect(balance).toBeGreaterThanOrEqual(0n)
}, waitTimeout);
test(
'getBalance',
async () => {
const balance = await sdk.getBalance(testAddress)
expect(balance).toBeGreaterThanOrEqual(0n)
},
waitTimeout
)
})
describe('ERC20 methods', () => {
test('getBalanceOf', async () => {
const balance = await sdk.getBalanceOf(markets[0].descriptor.underlying, testAddress)
expect(balance).toBeGreaterThanOrEqual(0n)
}, waitTimeout);
test(
'getBalanceOf',
async () => {
const balance = await sdk.getBalanceOf(markets[0].descriptor.underlying, testAddress)
expect(balance).toBeGreaterThanOrEqual(0n)
},
waitTimeout
)
test('getAllowance', async () => {
const allowance = await sdk.getAllowance(
markets[0].descriptor.underlying,
testAddress,
testAddress
)
expect(allowance).toBeGreaterThanOrEqual(0n)
}, waitTimeout);
test(
'getAllowance',
async () => {
const allowance = await sdk.getAllowance(markets[0].descriptor.underlying, testAddress, testAddress)
expect(allowance).toBeGreaterThanOrEqual(0n)
},
waitTimeout
)
test('setAllowance', async () => {
const erc20Address = markets[0].descriptor.underlying
const balance = await sdk.getBalanceOf(
erc20Address,
testAddress,
)
const result = await sdk.setAllowance(erc20Address, testAddress, balance)
expect(result.hash).toMatch('0x')
}, waitTimeout);
test(
'setAllowance',
async () => {
const erc20Address = markets[0].descriptor.underlying
const balance = await sdk.getBalanceOf(erc20Address, testAddress)
const result = await sdk.setAllowance(erc20Address, testAddress, balance)
expect(result.hash).toMatch('0x')
},
waitTimeout
)
})
describe('Oracle service data', () => {
test('getOraclePackage', async () => {
const marketId = markets[0].descriptor.id
const oraclePackage = await sdk.getOraclePackage(marketId)
expect(oraclePackage.marketId).toBe(marketId)
expect(typeof oraclePackage.timestamp).toBe("number")
expect(+oraclePackage.indexValue).toBeGreaterThan(0)
}, waitTimeout);
test(
'getOraclePackage',
async () => {
const marketId = markets[0].descriptor.id
const oraclePackage = await sdk.getOraclePackage(marketId)
expect(oraclePackage).toBeDefined()
if (oraclePackage) {
expect(oraclePackage.marketId).toBeDefined()
expect(oraclePackage.marketId).toBe(marketId)
expect(typeof oraclePackage.timestamp).toBe('number')
expect(+oraclePackage.indexValue).toBeGreaterThan(0)
}
},
waitTimeout
)
})
describe('View methods', () => {
test('getActiveMarketIds', async () => {
const marketIds = await sdk.getActiveMarketIds()
expect(marketIds.length).toBeGreaterThan(0)
}, waitTimeout);
test(
'getActiveMarketIds',
async () => {
const marketIds = await sdk.getActiveMarketIds()
expect(marketIds.length).toBeGreaterThan(0)
},
waitTimeout
)
test('getPortfolioMarketIds', async () => {
const marketIds = await sdk.getPortfolioMarketIds(testAddress, 0, 10)
expect(marketIds.length).toBeGreaterThanOrEqual(0)
}, waitTimeout);
test(
'getPortfolioMarketIds',
async () => {
const marketIds = await sdk.getPortfolioMarketIds({ userAddress: testAddress, offset: 0, limit: 10 })
expect(marketIds.length).toBeGreaterThanOrEqual(0)
},
waitTimeout
)
test('getMarkets', async () => {
expect(markets.length).toBeGreaterThan(0)
}, waitTimeout);
test(
'getMarkets',
async () => {
expect(markets.length).toBeGreaterThan(0)
},
waitTimeout
)
test('getPortfolio', async () => {
const portfolio = await sdk.getPortfolio({
userAddress: testAddress
})
expect(portfolio.length).toBeGreaterThanOrEqual(0)
}, waitTimeout);
test(
'getPortfolio',
async () => {
const portfolio = await sdk.getPortfolio({
userAddress: testAddress
})
expect(portfolio.length).toBeGreaterThanOrEqual(0)
},
waitTimeout
)
test('getMarketPortfolio', async () => {
const portfolio = await sdk.getPortfolio({
userAddress: testAddress
})
const marketId = portfolio[0].descriptor.id
const marketPortfolio = await sdk.getMarketPortfolio({
marketId,
userAddress: testAddress
})
expect(marketPortfolio.descriptor.id).toBe(marketId)
}, waitTimeout);
test(
'getMarketPortfolio',
async () => {
const portfolio = await sdk.getPortfolio({
userAddress: testAddress
})
const marketId = portfolio[0].descriptor.id
const marketPortfolio = await sdk.getMarketPortfolio({
marketId,
userAddress: testAddress
})
expect(marketPortfolio.descriptor.id).toBe(marketId)
},
waitTimeout
)
test('getMarginDetails', async () => {
const margin = await sdk.getMarginDetails({
marketId: markets[0].descriptor.id,
userAddress: testAddress
})
expect(margin.initialMarginThreshold).toBeGreaterThanOrEqual(0n)
}, waitTimeout);
test(
'getMarginDetails',
async () => {
const margin = await sdk.getMarginDetails({
marketId: markets[0].descriptor.id,
userAddress: testAddress
})
expect(margin.initialMarginThreshold).toBeGreaterThanOrEqual(0n)
},
waitTimeout
)
test('getWithdrawableMargin', async () => {
const margin = await sdk.getWithdrawableMargin({
marketId: markets[0].descriptor.id,
userAddress: testAddress
})
expect(margin).toBeGreaterThanOrEqual(0n)
}, waitTimeout);
test(
'getWithdrawableMargin',
async () => {
const margin = await sdk.getWithdrawableMargin({
marketId: markets[0].descriptor.id,
userAddress: testAddress
})
expect(margin).toBeGreaterThanOrEqual(0n)
},
waitTimeout
)
test('getLiquidityDistribution', async () => {
const liquidityDistribution = await sdk.getPoolLiquidityDistribution({
marketId: markets[0].descriptor.id,
futureId: markets[0].futures[0].id
})
expect(liquidityDistribution.intervalLiquidity.length).toBeGreaterThan(0)
expect(liquidityDistribution.provisionDistribution.total).toBeGreaterThan(0n)
expect(liquidityDistribution.currentFutureRate).toBeGreaterThan(-100n)
}, waitTimeout);
test(
'getLiquidityDistribution',
async () => {
const liquidityDistribution = await sdk.getPoolLiquidityDistribution({
marketId: markets[0].descriptor.id,
futureId: markets[0].futures[0].id
})
expect(liquidityDistribution.intervalLiquidity.length).toBeGreaterThan(0)
expect(liquidityDistribution.provisionDistribution.total).toBeGreaterThan(0n)
expect(liquidityDistribution.currentFutureRate).toBeGreaterThan(-100n)
},
waitTimeout
)
test('isLiquidatable', async () => {
const [market] = markets;
const [future] = market.futures
const isLiquidatable = await sdk.isLiquidatable({
marketId: market.descriptor.id,
participant: testAddress
})
expect(isLiquidatable).toBe(false)
}, waitTimeout);
test(
'isLiquidatable',
async () => {
const [market] = markets
const [future] = market.futures
const isLiquidatable = await sdk.isLiquidatable({
marketId: market.descriptor.id,
userAddress: testAddress
})
expect(isLiquidatable).toBe(false)
},
waitTimeout
)
test('isProvisionCancellable', async () => {
const [market] = markets;
const [future] = market.futures
const isProvisionCancellable = await sdk.isProvisionCancellable({
marketId: market.descriptor.id,
makerAddress: testAddress
})
expect(isProvisionCancellable).toBe(false)
}, waitTimeout);
});
test(
'isProvisionCancellable',
async () => {
const [market] = markets
const [future] = market.futures
const isProvisionCancellable = await sdk.isProvisionCancellable({
marketId: market.descriptor.id,
userAddress: testAddress
})
expect(isProvisionCancellable).toBe(false)
},
waitTimeout
)
})
describe('Quote methods', () => {
test('getTradeQuote', async () => {
const [market] = markets;
const [future] = market.futures
test(
'getTradeQuote',
async () => {
const [market] = markets
const [future] = market.futures
const quote = await sdk.getTradeQuote({
marketId: market.descriptor.id,
futureId: future.id,
participant: testAddress,
notional: 100n * 10n**market.descriptor.underlyingDecimals
})
expect(quote.insufficientLiquidityForPayer).toBe(false)
expect(quote.insufficientLiquidityForReceiver).toBe(false)
expect(quote.receiverQuote.newMargin.collateral).toBeGreaterThanOrEqual(0n)
}, waitTimeout);
const quote = await sdk.getTradeQuote({
marketId: market.descriptor.id,
futureId: future.id,
userAddress: testAddress,
notional: 100n * 10n ** market.descriptor.underlyingDecimals
})
expect(quote.insufficientLiquidityForPayer).toBe(false)
expect(quote.insufficientLiquidityForReceiver).toBe(false)
expect(quote.receiverQuote.newMargin.collateral).toBeGreaterThanOrEqual(0n)
},
waitTimeout
)
test('getLiquidityProvisionQuote', async () => {
const [market] = markets;
const [future] = market.futures
test(
'getLiquidityProvisionQuote',
async () => {
const [market] = markets
const [future] = market.futures
const quote = await sdk.getLiquidityProvisionQuote({
marketId: market.descriptor.id,
futureId: future.id,
participant: testAddress,
operation: LiquidityOperation.PROVIDE,
notional: 1n * 10n**market.descriptor.underlyingDecimals,
lowerBound: (10 ** 16).toString(),
upperBound: (5 * 10 ** 16).toString(),
})
expect(quote.totalFutureProvisionPayerDv01).toBeGreaterThanOrEqual(0n)
}, waitTimeout);
});
const quote = await sdk.getLiquidityProvisionQuote({
marketId: market.descriptor.id,
futureId: future.id,
userAddress: testAddress,
operation: LiquidityOperation.PROVIDE,
notional: 1n * 10n ** market.descriptor.underlyingDecimals,
lowerBound: (10 ** 16).toString(),
upperBound: (5 * 10 ** 16).toString()
})
expect(quote.totalFutureProvisionPayerDv01).toBeGreaterThanOrEqual(0n)
},
waitTimeout
)
})
describe('Router', () => {
test('executeTrade', async () => {
const [market] = markets;
const [future] = market.futures
test(
'executeTrade',
async () => {
const [market] = markets
const [future] = market.futures
const marketId = market.descriptor.id
const futureId = future.id
const notional = 1n * 10n**market.descriptor.underlyingDecimals
const marketId = market.descriptor.id
const futureId = future.id
const notional = 1n * 10n ** market.descriptor.underlyingDecimals
const tradeQuote = await sdk.getTradeQuote({
marketId: market.descriptor.id,
futureId: future.id,
participant: testAddress,
notional
})
const selectedQuote = tradeQuote.receiverQuote
const futureRateLimit = selectedQuote.tradeInfo.tradeRate + BigInt(0.1 * 10**16)*BigInt(-1)
let depositAmount = selectedQuote.newMarginThreshold - marginTotal(selectedQuote.newMargin)
if(depositAmount < 0n) {
depositAmount = 0n
}
const trade = await sdk.executeTrade({
marketId,
futureId,
riskDirection: RiskDirection.RECEIVER,
notional,
futureRateLimit,
depositAmount
})
expect(typeof trade.hash).toBe('string')
expect(trade.hash.length).toBeGreaterThan(0)
}, waitTimeout);
const tradeQuote = await sdk.getTradeQuote({
marketId: market.descriptor.id,
futureId: future.id,
userAddress: testAddress,
notional
})
const selectedQuote = tradeQuote.receiverQuote
const futureRateLimit = selectedQuote.tradeInfo.tradeRate + BigInt(0.1 * 10 ** 16) * BigInt(-1)
let depositAmount = selectedQuote.newMarginThreshold - marginTotal(selectedQuote.newMargin)
if (depositAmount < 0n) {
depositAmount = 0n
}
const trade = await sdk.executeTrade({
marketId,
futureId,
riskDirection: RiskDirection.RECEIVER,
notional,
futureRateLimit,
depositAmount
})
expect(typeof trade.hash).toBe('string')
expect(trade.hash.length).toBeGreaterThan(0)
},
waitTimeout
)
test('deposit', async () => {
const marketId = markets[0].descriptor.id
const tx = await sdk.deposit({
marketId,
recipient: sdk.signerAddress,
amount: 100n
})
expect(tx.hash).toMatch('0x')
}, waitTimeout);
test('withdraw', async () => {
const marketId = markets[0].descriptor.id
const marginState = await sdk.getMarginDetails({
marketId,
userAddress: testAddress
})
const delta = marginState.margin.collateral - marginState.lpMarginThreshold
if(delta > 0) {
const tx = await sdk.withdraw({
test(
'deposit',
async () => {
const marketId = markets[0].descriptor.id
const tx = await sdk.deposit({
marketId,
userAddress: sdk.signerAddress,
amount: 100n
})
expect(tx.hash).toMatch('0x')
}
}, waitTimeout);
});
},
waitTimeout
)
test(
'withdraw',
async () => {
const marketId = markets[0].descriptor.id
const marginState = await sdk.getMarginDetails({
marketId,
userAddress: testAddress
})
const delta = marginState.margin.collateral - marginState.lpMarginThreshold
if (delta > 0) {
const tx = await sdk.withdraw({
marketId,
amount: 100n
})
expect(tx.hash).toMatch('0x')
}
},
waitTimeout
)
})

38

tests/subgraph-api.test.ts

@@ -1,6 +0,6 @@

import {describe, expect, test} from '@jest/globals';
import { SubgraphAPI } from "../src";
import { describe, expect, test } from '@jest/globals'
import { SubgraphAPI } from '../src'
const apiUrl = 'https://api.studio.thegraph.com/query/47283/rho-testnet/v0.0.4'
let api: SubgraphAPI;
let api: SubgraphAPI
const waitTimeout = 5000

@@ -13,15 +13,23 @@

describe('Subgraph API', () => {
test('getTrades', async () => {
const events = await api.getTrades()
expect(events.length).toBeGreaterThan(0)
expect(events[0].id).toMatch('0x')
}, waitTimeout);
test(
'getTrades',
async () => {
const events = await api.getTrades()
expect(events.length).toBeGreaterThan(0)
expect(events[0].id).toMatch('0x')
},
waitTimeout
)
test('getTrades (limit = 10)', async () => {
const events = await api.getTrades({ limit: 10 })
expect(events.length).toBe(10)
expect(typeof events[0].id).toBe('string')
expect(typeof events[0].direction).toBe('number')
expect(typeof events[0].notional).toBe('bigint')
}, waitTimeout);
test(
'getTrades (limit = 10)',
async () => {
const events = await api.getTrades({ limit: 10 })
expect(events.length).toBe(10)
expect(typeof events[0].id).toBe('string')
expect(typeof events[0].direction).toBe('number')
expect(typeof events[0].notional).toBe('bigint')
},
waitTimeout
)
})
lib/index.js.map

Sorry, the diff of this file is not supported yet

lib/main.js

Sorry, the diff of this file is too big to display

lib/main.js.map

Sorry, the diff of this file is not supported yet

lib/module.js

Sorry, the diff of this file is too big to display

lib/module.js.map

Sorry, the diff of this file is not supported yet

lib/types.d.ts.map

Sorry, the diff of this file is not supported yet

SocketSocket SOC 2 Logo

Product

  • Package Alerts
  • Integrations
  • Docs
  • Pricing
  • FAQ
  • Roadmap
  • Changelog

About

Packages

npm

Go

Maven

PyPI

Rubygems

Stay in touch

Get open source security insights delivered straight into your inbox.

  • Terms
  • Privacy
  • Security

Made with ⚡️ by Socket Inc