Merge branch 'main' into feat/OP-5062-new-referral-system

# Conflicts:
#	package-lock.json
#	package.json

package.json

@@ -1,7 +1,7 @@
 {
   "$schema": "https://json.schemastore.org/package",
   "name": "@electra.finance/sdk",
-  "version": "0.2.7-rc7",
+  "version": "0.2.7",
   "description": "Electra finance SDK",
   "main": "./lib/index.cjs",
   "module": "./lib/index.js",

src/constants/positionStatuses.ts

@@ -1,6 +1,10 @@
-const positionStatuses = [
-  'SHORT',
+export const positionSides = [
   'LONG',
+  'SHORT'
+] as const
+
+const positionStatuses = [
+  ...positionSides,
   'CLOSING',
   'LIQUIDATION',
   'ZERO',

src/crypt/signCancelOrder.ts

@@ -1,12 +1,9 @@
-import type { TypedDataSigner } from '@ethersproject/abstract-signer';
 import { ethers } from 'ethers';
 import CANCEL_ORDER_TYPES from '../constants/cancelOrderTypes.js';
 import type { CancelOrderRequest, SignedCancelOrderRequest, SupportedChainId } from '../types.js';
 import getDomainData from './getDomainData.js';
 import signCancelOrderPersonal from './signCancelOrderPersonal.js';
 
-type SignerWithTypedDataSign = ethers.Signer & TypedDataSigner;
-
 const signCancelOrder = async (
   senderAddress: string,
   id: string,
@@ -21,13 +18,11 @@ const signCancelOrder = async (
     isPersonalSign: usePersonalSign,
     isFromDelegate,
   };
-  // eslint-disable-next-line @typescript-eslint/consistent-type-assertions
-  const typedDataSigner = signer as SignerWithTypedDataSign;
 
   const signature = usePersonalSign
     ? await signCancelOrderPersonal(cancelOrderRequest, signer)
   // https://docs.ethers.io/v5/api/signer/#Signer-signTypedData
-    : await typedDataSigner.signTypedData(
+    : await signer.signTypedData(
       getDomainData(chainId),
       CANCEL_ORDER_TYPES,
       cancelOrderRequest,

src/crypt/signCrossMarginCFDOrder.ts

@@ -1,16 +1,13 @@
-import type { TypedDataSigner } from '@ethersproject/abstract-signer';
 import { BigNumber } from 'bignumber.js';
 import { ethers } from 'ethers';
-import { DEFAULT_EXPIRATION, INTERNAL_PROTOCOL_PRECISION } from '../constants/index.js';
+import { DEFAULT_EXPIRATION, INTERNAL_PROTOCOL_PRECISION } from '../constants';
 import type { CrossMarginCFDOrder, SignedCrossMarginCFDOrder, SupportedChainId } from '../types.js';
 import normalizeNumber from '../utils/normalizeNumber.js';
 import getDomainData from './getDomainData.js';
 import { CROSS_MARGIN_CFD_ORDER_TYPES } from '../constants/cfdOrderTypes.js';
 import signCrossMarginCFDOrderPersonal from './signCrossMarginCFDOrderPersonal.js';
 import hashCrossMarginCFDOrder from './hashCrossMarginCFDOrder.js';
 
-type SignerWithTypedDataSign = ethers.Signer & TypedDataSigner;
-
 export const signCrossMarginCFDOrder = async (
   instrumentIndex: number,
   side: 'BUY' | 'SELL',
@@ -23,6 +20,7 @@ export const signCrossMarginCFDOrder = async (
   signer: ethers.Signer,
   chainId: SupportedChainId,
   stopPrice: BigNumber.Value | undefined,
+  leverage: string | undefined,
   isFromDelegate?: boolean,
 ) => {
   const nonce = Date.now();
@@ -52,15 +50,16 @@ export const signCrossMarginCFDOrder = async (
     stopPrice: stopPrice !== undefined
       ? new BigNumber(stopPrice).toNumber()
       : undefined,
+    leverage: leverage !== undefined
+      ? leverage
+      : undefined,
     isPersonalSign: usePersonalSign,
     isFromDelegate,
   };
 
-  // eslint-disable-next-line @typescript-eslint/consistent-type-assertions
-  const typedDataSigner = signer as SignerWithTypedDataSign;
   const signature = usePersonalSign
     ? await signCrossMarginCFDOrderPersonal(order, signer)
-    : await typedDataSigner.signTypedData(
+    : await signer.signTypedData(
       getDomainData(chainId),
       CROSS_MARGIN_CFD_ORDER_TYPES,
       order,

src/crypt/signIsolatedMarginCFDOrder.ts

@@ -1,4 +1,3 @@
-import type { TypedDataSigner } from '@ethersproject/abstract-signer';
 import { BigNumber } from 'bignumber.js';
 import { ethers } from 'ethers';
 import { DEFAULT_EXPIRATION, INTERNAL_PROTOCOL_PRECISION } from '../constants/index.js';
@@ -13,8 +12,6 @@ import signIsolatedMarginCFDOrderPersonal from './signIsolatedMarginCFDOrderPers
 import hashIsolatedMarginCFDOrder from './hashIsolatedMarginCFDOrder.js';
 import { ISOLATED_MARGIN_CFD_ORDER_TYPES } from '../constants/cfdOrderTypes.js';
 
-type SignerWithTypedDataSign = ethers.Signer & TypedDataSigner;
-
 export const signIsolatedMarginCFDOrder = async (
   instrumentAddress: string,
   side: 'BUY' | 'SELL',
@@ -61,11 +58,9 @@ export const signIsolatedMarginCFDOrder = async (
     isFromDelegate,
   };
 
-  // eslint-disable-next-line @typescript-eslint/consistent-type-assertions
-  const typedDataSigner = signer as SignerWithTypedDataSign;
   const signature = usePersonalSign
     ? await signIsolatedMarginCFDOrderPersonal(order, signer)
-    : await typedDataSigner.signTypedData(
+    : await signer.signTypedData(
       getDomainData(chainId),
       ISOLATED_MARGIN_CFD_ORDER_TYPES,
       order,

src/services/Aggregator/index.ts

@@ -2,7 +2,7 @@ import { z } from 'zod';
 import exchangeInfoSchema from './schemas/exchangeInfoSchema.js';
 import cancelOrderSchema from './schemas/cancelOrderSchema.js';
 import errorSchema from './schemas/errorSchema.js';
-import { AggregatorWS } from './ws/index.js';
+import { AggregatorWS } from './ws';
 import type {
   BasicAuthCredentials, IsolatedCFDOrder, SignedCancelOrderRequest, SignedCrossMarginCFDOrder, SignedOrder
 } from '../../types.js';
@@ -272,6 +272,7 @@ class Aggregator {
     );
   };
 }
+
 export * as schemas from './schemas/index.js';
 export * as ws from './ws/index.js';
 export { Aggregator };

src/services/Aggregator/ws/MessageType.ts

@@ -10,6 +10,7 @@ const MessageType = {
   CFD_ADDRESS_UPDATE: 'auf',
   ISOLATED_CFD_ADDRESS_UPDATE: 'iauf',
   FUTURES_TRADE_INFO_UPDATE: 'fti',
+  FUTURES_TRADES_STREAM_UPDATE: 'ftsu',
   UNSUBSCRIPTION_DONE: 'ud',
 } as const;
 

src/services/Aggregator/ws/SubscriptionType.ts

@@ -7,6 +7,7 @@ const SubscriptionType = {
   CFD_ADDRESS_UPDATES_SUBSCRIBE: 'ausf',
   ISOLATED_CFD_ADDRESS_UPDATES_SUBSCRIBE: 'iausf',
   FUTURES_TRADE_INFO_SUBSCRIBE: 'fts',
+  FUTURES_TRADES_STREAM_SUBSCRIBE: 'ftss'
 } as const;
 
 export default SubscriptionType;

src/services/Aggregator/ws/UnsubscriptionType.ts

@@ -1,4 +1,5 @@
 const UnsubscriptionType = {
   ASSET_PAIRS_CONFIG_UPDATES_UNSUBSCRIBE: 'apcu',
+  FUTURES_TRADES_STREAM_UNSUBSCRIBE: 'ftsu'
 } as const;
 export default UnsubscriptionType;

src/services/Aggregator/ws/index.ts

@@ -6,12 +6,12 @@ import {
   pingPongMessageSchema, initMessageSchema,
   errorSchema, orderBookSchema,
   assetPairsConfigSchema, addressUpdateSchema,
-  isolatedAddressUpdateSchema
+  isolatedAddressUpdateSchema, futuresTradesStreamSchema
 } from './schemas/index.js';
 import UnsubscriptionType from './UnsubscriptionType.js';
 import type {
   AssetPairUpdate, OrderbookItem, Balance, CFDBalance,
-  FuturesTradeInfo, Json, BasicAuthCredentials, IsolatedCFDBalance,
+  FuturesTradeInfo, Json, BasicAuthCredentials, IsolatedCFDBalance, FuturesTradesStream,
 } from '../../../types.js';
 import unsubscriptionDoneSchema from './schemas/unsubscriptionDoneSchema.js';
 import assetPairConfigSchema from './schemas/assetPairConfigSchema.js';
@@ -42,6 +42,7 @@ const messageSchema = z.union([
   assetPairConfigSchema,
   orderBookSchema,
   futuresTradeInfoSchema,
+  futuresTradesStreamSchema,
   errorSchema,
   unsubscriptionDoneSchema,
 ]);
@@ -88,6 +89,10 @@ type FuturesTradeInfoSubscription = {
   errorCb?: (message: string) => void
 }
 
+type FuturesTradesStreamSubscription = {
+  callback: (futuresTrades: FuturesTradesStream) => void
+}
+
 type IsolatedAddressUpdateUpdate = {
   kind: 'update'
   balances: Partial<
@@ -187,6 +192,7 @@ type Subscription = {
   [SubscriptionType.ASSET_PAIRS_CONFIG_UPDATES_SUBSCRIBE]: PairsConfigSubscription
   [SubscriptionType.ASSET_PAIR_CONFIG_UPDATES_SUBSCRIBE]: PairConfigSubscription
   [SubscriptionType.FUTURES_TRADE_INFO_SUBSCRIBE]: FuturesTradeInfoSubscription
+  [SubscriptionType.FUTURES_TRADES_STREAM_SUBSCRIBE]: FuturesTradesStreamSubscription
 }
 
 const exclusiveSubscriptions = [
@@ -280,6 +286,7 @@ class AggregatorWS {
   }
 
   private hearbeatIntervalId: NodeJS.Timer | undefined;
+
   private setupHeartbeat() {
     const heartbeat = () => {
       if (this.isAlive) {
@@ -318,7 +325,7 @@ class AggregatorWS {
       if ('payload' in subscription) {
         if (typeof subscription.payload === 'string') {
           subRequest['S'] = subscription.payload;
-        } else { // SwapInfoSubscriptionPayload | FuturesTradeInfoPayload
+        } else { // SwapInfoSubscriptionPayload | FuturesTradeInfoPayload | FuturesTradesStreamSubscription
           subRequest['S'] = {
             d: id,
             ...subscription.payload,
@@ -428,6 +435,7 @@ class AggregatorWS {
       // is swap info subscription (contains hyphen)
       delete this.subscriptions[SubscriptionType.ASSET_PAIR_CONFIG_UPDATES_SUBSCRIBE]?.[newestSubId];
       delete this.subscriptions[SubscriptionType.FUTURES_TRADE_INFO_SUBSCRIBE]?.[newestSubId];
+      delete this.subscriptions[SubscriptionType.FUTURES_TRADES_STREAM_SUBSCRIBE]?.[newestSubId];
       // !!! swap info subscription is uuid that contains hyphen
     } else if (isOrderBooksSubscription(newestSubId)) { // is pair name(AGGREGATED_ORDER_BOOK_UPDATE)
       const aobSubscriptions = this.subscriptions[SubscriptionType.AGGREGATED_ORDER_BOOK_UPDATES_SUBSCRIBE];
@@ -578,6 +586,24 @@ class AggregatorWS {
             minAmount: json.ma,
           });
           break;
+        case MessageType.FUTURES_TRADES_STREAM_UPDATE:
+          this.subscriptions[SubscriptionType.FUTURES_TRADES_STREAM_SUBSCRIBE]?.[json.id]?.callback(
+            {
+              timestamp: json._,
+              sender: json.S,
+              id: json.id,
+              instrument: json.i,
+              side: json.s,
+              amount: json.a,
+              leverage: json.l,
+              price: json.p,
+              txHash: json.h,
+              network: json.n,
+              realizedPnL: json.rpnl,
+              roi: json.r,
+            }
+          );
+          break;
         case MessageType.INITIALIZATION:
           this.onInit?.();
           break;

src/services/Aggregator/ws/schemas/addressUpdateSchema.ts

@@ -52,6 +52,8 @@ export const orderUpdateSchema = z.object({
   t: z.number(), // update time
   E: z.enum(executionTypes).optional(), // execution type
   C: z.string().optional(), // trigger condition
+  lv: z.number().optional(), // leverage
+  roi: z.number().optional(), // ROI%
   rpnl: z.number().optional(), // realized PnL
   sltp: z.enum(['STOP_LOSS', 'TAKE_PROFIT']).optional(), // side
   c: subOrderSchema.array(), // sub orders (content)
@@ -67,6 +69,8 @@ export const orderUpdateSchema = z.object({
     liquidated: o.l,
     executionType: o.E,
     triggerCondition: o.C,
+    leverage: o.lv,
+    roi: o.roi,
     realizedPnL: o.rpnl,
     sltp: o.sltp,
     subOrders: getTransformedSubOrders(o.c),
@@ -90,6 +94,8 @@ export const fullOrderSchema = z.object({
   ro: z.boolean().optional(), // reversed order
   T: z.number(), // creation time / unix timestamp
   t: z.number(), // update time
+  lv: z.number().optional(), // leverage
+  roi: z.number().optional(), // ROI%
   c: subOrderSchema.array(), // sub orders (content)
 
   // CFD only
@@ -120,6 +126,8 @@ export const fullOrderSchema = z.object({
   stopPrice: o.L,
   liquidated: o.l,
   realizedPnL: o.rpnl,
+  leverage: o.lv,
+  roi: o.roi,
   subOrders: getTransformedSubOrders(o.c),
 }));
 

src/services/Aggregator/ws/schemas/futuresTradesStreamSchema.ts

@@ -0,0 +1,21 @@
+import { z } from 'zod';
+import MessageType from '../MessageType.js';
+import { positionSides } from '../../../../constants/positionStatuses';
+import { networkCodes } from '../../../../constants';
+// import addressSchema from '../../../../addressSchema';
+
+export const futuresTradesStreamSchema = z.object({
+  T: z.literal(MessageType.FUTURES_TRADES_STREAM_UPDATE), // futures trades stream update
+  _: z.number(), // timestamp
+  S: z.string(), // sender // TODO: change to addressSchema
+  id: z.string(), // request id
+  i: z.string(), // instrument
+  s: z.enum(positionSides), // trade side (LONG/SHORT)
+  a: z.string(), // trade amount
+  l: z.string(), // leverage
+  p: z.string(), // price
+  h: z.string(), // transaction hash
+  n: z.enum(networkCodes), // network
+  rpnl: z.string().optional(), // realized PnL, optional
+  r: z.string().optional(), // ROI in %, optional
+});

src/services/Aggregator/ws/schemas/index.ts

@@ -8,5 +8,6 @@ export { default as pingPongMessageSchema } from './pingPongMessageSchema.js';
 export { default as balancesSchema } from './balancesSchema.js';
 export { default as cfdBalancesSchema } from './cfdBalancesSchema.js';
 export { default as isolatedCFDBalancesSchema } from './isolatedCFDBalancesSchema.js';
+export { futuresTradesStreamSchema } from './futuresTradesStreamSchema';
 
 export * from './orderBookSchema.js';

src/types.ts

@@ -2,7 +2,9 @@
 import type { BigNumber } from 'bignumber.js';
 import type subOrderStatuses from './constants/subOrderStatuses.js';
 import type positionStatuses from './constants/positionStatuses.js';
-import type { knownEnvs } from './config/schemas/index.js';
+import type { positionSides } from './constants/positionStatuses.js';
+import type { knownEnvs } from './config/schemas';
+import type { networkCodes } from './constants';
 
 export type DeepPartial<T> = T extends object ? {
   [P in keyof T]?: DeepPartial<T[P]>;
@@ -32,6 +34,7 @@ export type Balance = {
   allowance: string
 }
 
+export type PositionSide = typeof positionSides[number];
 export type PositionStatus = typeof positionStatuses[number];
 
 type StatesByInstrument = {
@@ -118,6 +121,7 @@ type BaseFuturesOrder = {
   expiration: number // uint64
   buySide: 0 | 1 // uint8, 1=buy, 0=sell
   stopPrice?: number | undefined // uint64
+  leverage?: string | undefined // string
   isPersonalSign: boolean // bool
   isFromDelegate?: boolean | undefined // bool
 }
@@ -186,6 +190,8 @@ export enum SupportedChainId {
   // BROKEN = '0',
 }
 
+export type NetworkShortName = typeof networkCodes[number];
+
 const balanceTypes = ['exchange', 'wallet'] as const;
 
 export type Source = typeof balanceTypes[number];
@@ -249,6 +255,21 @@ export type FuturesTradeInfo = {
   minAmount: number
 }
 
+export type FuturesTradesStream = {
+  timestamp: number
+  sender: string
+  id: string
+  instrument: string
+  side: PositionSide
+  amount: string
+  leverage: string
+  price: string
+  txHash: string
+  network: NetworkShortName
+  realizedPnL: string | undefined
+  roi: string | undefined
+}
+
 export enum HistoryTransactionStatus {
   PENDING = 'Pending',
   DONE = 'Done',