v6.0.6-alpha

v6.0.6-alpha

constants/futures.ts

@@ -2,8 +2,8 @@ import { wei } from '@synthetixio/wei';
 
 import { FuturesOrderType } from 'queries/futures/types';
 
-export const ISOLATED_MARGIN_ORDER_TYPES: FuturesOrderType[] = ['delayed offchain', 'market'];
-export const CROSS_MARGIN_ORDER_TYPES: FuturesOrderType[] = ['market', 'limit', 'stop market'];
+export const ISOLATED_MARGIN_ORDER_TYPES: FuturesOrderType[] = ['delayedOffchain', 'market'];
+export const CROSS_MARGIN_ORDER_TYPES: FuturesOrderType[] = ['market', 'limit', 'stopMarket'];
 export const ORDER_KEEPER_ETH_DEPOSIT = wei(0.01);
 export const DEFAULT_MAX_LEVERAGE = wei(10);
 export const DEFAULT_DELAYED_LEVERAGE_CAP = wei(100);

constants/links.ts

@@ -50,7 +50,8 @@ export const EXTERNAL_LINKS = {
 		NextPriceBlogPost: 'https://docs.kwenta.io/products/futures/next-price',
 	},
 	Governance: {
-		Kips: 'https://kips.kwenta.io/all-kip/',
+		Kips:
+			'https://app.radicle.xyz/seeds/maple.radicle.garden/rad:git:hnrkq1oex148yz4zi9tm7spfnjaryyuc93yay/tree/master',
 		Vote: 'https://snapshot.org/#/kwenta.eth',
 	},
 	Competition: {

hooks/useFuturesData.ts

@@ -168,7 +168,7 @@ const useFuturesData = () => {
 		switch (orderType) {
 			case 'limit':
 				return limitOrderFee;
-			case 'stop market':
+			case 'stopMarket':
 				return stopOrderFee;
 			default:
 				return zeroBN;

queries/futures/types.ts

@@ -197,13 +197,7 @@ export type FuturesTradeInputs = {
 	orderPrice?: Wei | undefined;
 };
 
-export type FuturesOrderType =
-	| 'market'
-	| 'next price'
-	| 'stop market'
-	| 'limit'
-	| 'delayed'
-	| 'delayed offchain';
+export type FuturesOrderType = 'market' | 'stopMarket' | 'limit' | 'delayed' | 'delayedOffchain';
 
 export type SpotsFee = {
 	timestamp: string;

sdk/contracts/index.ts

@@ -11,6 +11,7 @@ import ExchangeRatesABI from './abis/ExchangeRates.json';
 import FuturesMarketDataABI from './abis/FuturesMarketData.json';
 import FuturesMarketSettingsABI from './abis/FuturesMarketSettings.json';
 import KwentaStakingRewardsABI from './abis/KwentaStakingRewards.json';
+import PerpsV2MarketABI from './abis/PerpsV2Market.json';
 import PerpsV2MarketDataABI from './abis/PerpsV2MarketData.json';
 import PerpsV2MarketSettingsABI from './abis/PerpsV2MarketSettings.json';
 import StakingRewardsABI from './abis/StakingRewards.json';
@@ -51,6 +52,9 @@ export type AllContractsMap = Record<
 	{ addresses: Partial<Record<NetworkId, string>>; Factory: ContractFactory }
 >;
 
+export const getPerpsV2MarketMulticall = (marketAddress: string) =>
+	new EthCallContract(marketAddress, PerpsV2MarketABI);
+
 export const getContractsByNetwork = (
 	networkId: NetworkId,
 	provider: ethers.providers.Provider | ethers.Signer

sdk/services/futures.ts

@@ -12,14 +12,15 @@ import { mapFuturesOrders } from 'queries/futures/utils';
 import { UNSUPPORTED_NETWORK } from 'sdk/common/errors';
 import { BPS_CONVERSION, DEFAULT_DESIRED_TIMEDELTA } from 'sdk/constants/futures';
 import { Period, PERIOD_IN_SECONDS } from 'sdk/constants/period';
-import { getContractsByNetwork } from 'sdk/contracts';
+import { getContractsByNetwork, getPerpsV2MarketMulticall } from 'sdk/contracts';
 import FuturesMarketABI from 'sdk/contracts/abis/FuturesMarket.json';
 import FuturesMarketInternal from 'sdk/contracts/FuturesMarketInternal';
 import {
 	CrossMarginBase__factory,
 	PerpsV2MarketData,
 	PerpsV2Market__factory,
 } from 'sdk/contracts/types';
+import { IPerpsV2MarketConsolidated } from 'sdk/contracts/types/PerpsV2Market';
 import { IPerpsV2MarketSettings } from 'sdk/contracts/types/PerpsV2MarketData';
 import { NetworkOverrideOptions } from 'sdk/types/common';
 import {
@@ -247,14 +248,12 @@ export default class FuturesService {
 		)) as boolean[];
 
 		// map the positions using the results
-		const positions = positionDetails
-			.map((position, ind) => {
-				const canLiquidate = canLiquidateState[ind];
-				const marketKey = futuresMarkets[ind].marketKey;
-				const asset = futuresMarkets[ind].asset;
-				return mapFuturesPosition(position, canLiquidate, asset, marketKey);
-			})
-			.filter(({ remainingMargin }) => remainingMargin.gt(0));
+		const positions = positionDetails.map((position, ind) => {
+			const canLiquidate = canLiquidateState[ind];
+			const marketKey = futuresMarkets[ind].marketKey;
+			const asset = futuresMarkets[ind].asset;
+			return mapFuturesPosition(position, canLiquidate, asset, marketKey);
+		});
 
 		return positions;
 	}
@@ -511,11 +510,23 @@ export default class FuturesService {
 
 	// Perps V2 read functions
 	public async getDelayedOrder(account: string, marketAddress: string) {
-		const market = PerpsV2Market__factory.connect(marketAddress, this.sdk.context.signer);
+		const market = PerpsV2Market__factory.connect(marketAddress, this.sdk.context.provider);
 		const order = await market.delayedOrders(account);
 		return formatDelayedOrder(account, marketAddress, order);
 	}
 
+	public async getDelayedOrders(account: string, marketAddresses: string[]) {
+		const marketContracts = marketAddresses.map(getPerpsV2MarketMulticall);
+
+		const orders = (await this.sdk.context.multicallProvider.all(
+			marketContracts.map((market) => market.delayedOrders(account))
+		)) as IPerpsV2MarketConsolidated.DelayedOrderStructOutput[];
+
+		return orders.map((order, ind) => {
+			return formatDelayedOrder(account, marketAddresses[ind], order);
+		});
+	}
+
 	public async getIsolatedTradePreview(
 		marketAddress: string,
 		orderType: OrderType,
@@ -526,7 +537,7 @@ export default class FuturesService {
 			leverageSide: PositionSide;
 		}
 	) {
-		const market = PerpsV2Market__factory.connect(marketAddress, this.sdk.context.signer);
+		const market = PerpsV2Market__factory.connect(marketAddress, this.sdk.context.provider);
 		const details = await market.postTradeDetails(
 			inputs.sizeDelta.toBN(),
 			inputs.price.toBN(),

sdk/types/futures.ts

@@ -32,7 +32,7 @@ export type FuturesMarket<T = Wei> = {
 		makerFeeOffchainDelayedOrder: T;
 		takerFeeOffchainDelayedOrder: T;
 	};
-	openInterest?: {
+	openInterest: {
 		shortPct: number;
 		longPct: number;
 		shortUSD: T;
@@ -169,13 +169,13 @@ export enum OrderType {
 export const OrderNameByType: Record<OrderType, string> = {
 	[OrderType.MARKET]: 'market',
 	[OrderType.DELAYED]: 'delayed',
-	[OrderType.DELAYED_OFFCHAIN]: 'delayed offchain',
+	[OrderType.DELAYED_OFFCHAIN]: 'delayedOffchain',
 };
 
 export const OrderTypeByName: Record<string, OrderType> = {
 	market: OrderType.MARKET,
 	delayed: OrderType.DELAYED,
-	'delayed offchain': OrderType.DELAYED_OFFCHAIN,
+	delayedOffchain: OrderType.DELAYED_OFFCHAIN,
 };
 
 export type FuturesFilledPosition<T = Wei> = {

sdk/utils/futures.ts

@@ -443,7 +443,7 @@ export const calculateCrossMarginFee = (
 	susdSize: Wei,
 	feeRates: CrossMarginSettings
 ) => {
-	if (orderType !== 'limit' && orderType !== 'stop market') return zeroBN;
+	if (orderType !== 'limit' && orderType !== 'stopMarket') return zeroBN;
 	const advancedOrderFeeRate =
 		orderType === 'limit' ? feeRates.limitOrderFee : feeRates.stopOrderFee;
 	return susdSize.mul(advancedOrderFeeRate);

sections/dashboard/FuturesMarketsTable/FuturesMarketsTable.tsx

@@ -15,9 +15,13 @@ import { DEFAULT_CRYPTO_DECIMALS } from 'constants/defaults';
 import ROUTES from 'constants/routes';
 import Connector from 'containers/Connector';
 import { getDisplayAsset } from 'sdk/utils/futures';
-import { selectFuturesType, selectMarkets, selectMarketVolumes } from 'state/futures/selectors';
+import {
+	selectFuturesType,
+	selectMarkets,
+	selectMarketVolumes,
+	selectMarkPrices,
+} from 'state/futures/selectors';
 import { useAppSelector } from 'state/hooks';
-import { selectPrices } from 'state/prices/selectors';
 import { pastRatesState } from 'store/futures';
 import { getSynthDescription, MarketKeyByAsset, FuturesMarketAsset } from 'utils/futures';
 
@@ -30,14 +34,14 @@ const FuturesMarketsTable: FC = () => {
 	const pastRates = useRecoilValue(pastRatesState);
 	const futuresVolumes = useAppSelector(selectMarketVolumes);
 	const accountType = useAppSelector(selectFuturesType);
-	const prices = useAppSelector(selectPrices);
+	const markPrices = useAppSelector(selectMarkPrices);
 
 	let data = useMemo(() => {
 		return futuresMarkets.map((market) => {
 			const description = getSynthDescription(market.asset, synthsMap, t);
 			const volume = futuresVolumes[market.marketKey]?.volume;
 			const pastPrice = pastRates.find((price) => price.synth === getDisplayAsset(market.asset));
-			const marketPrice = prices[market.asset]?.offChain ?? prices[market.asset]?.onChain ?? wei(0);
+			const marketPrice = markPrices[market.marketKey] ?? wei(0);
 
 			return {
 				asset: market.asset,
@@ -48,17 +52,17 @@ const FuturesMarketsTable: FC = () => {
 				volume: volume?.toNumber() ?? 0,
 				pastPrice: pastPrice?.price,
 				priceChange: pastPrice?.price && marketPrice.sub(pastPrice?.price).div(marketPrice),
-				fundingRate: market.currentFundingRate.div(marketPrice) ?? null,
+				fundingRate: market.currentFundingRate ?? null,
 				openInterest: market.marketSize.mul(marketPrice),
 				openInterestNative: market.marketSize,
-				longInterest: market.marketSize.add(market.marketSkew).div('2').abs().mul(marketPrice),
-				shortInterest: market.marketSize.sub(market.marketSkew).div('2').abs().mul(marketPrice),
+				longInterest: market.openInterest.longUSD,
+				shortInterest: market.openInterest.shortUSD,
 				marketSkew: market.marketSkew,
 				isSuspended: market.isSuspended,
 				marketClosureReason: market.marketClosureReason,
 			};
 		});
-	}, [synthsMap, futuresMarkets, pastRates, futuresVolumes, prices, t]);
+	}, [synthsMap, futuresMarkets, pastRates, futuresVolumes, markPrices, t]);
 
 	return (
 		<>
@@ -103,10 +107,10 @@ const FuturesMarketsTable: FC = () => {
 							{
 								Header: (
 									<TableHeader>
-										{t('dashboard.overview.futures-markets-table.oracle-price')}
+										{t('dashboard.overview.futures-markets-table.mark-price')}
 									</TableHeader>
 								),
-								accessor: 'oraclePrice',
+								accessor: 'price',
 								Cell: (cellProps: CellProps<typeof data[number]>) => {
 									const formatOptions = {
 										minDecimals: DEFAULT_CRYPTO_DECIMALS,