@synfutures/oyster-sdk
v0.2.23
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SynFutures V3 SDK
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SynFutures V3 SDK
SDK for SynFutures V3
💻 Getting Started
npm:
npm install @synfutures/oyster-sdk
yarn:
yarn add @synfutures/oyster-sdk
📝 Environment Variables Requirement
This package depends on the more fundamental package @derivation-tech/web3-core
. Therefore, some environment variables need to be provided as required during runtime. Please refer to here.
👀 Note
- Before carrying out operations like trade, place, etc., please check the user's allowance for
Gate
. - When interacting with
Gate
(such as deposit, withdraw), the precision of the token is its own precision. However, when interacting withInstrument
, the precision of the token is fixed at 18.
ABIs
The SDK provides ABIs of several important contracts to facilitate your interaction with SynFuturesV3. You can obtain them in the following ways:
- Extract the original JSON files directly from the SDK. The paths are as follows:
/oyster-sdk/src/abis/CexMarket.json
/oyster-sdk/src/abis/Config.json
/oyster-sdk/src/abis/DexV2Market.json
/oyster-sdk/src/abis/Gate.json
/oyster-sdk/src/abis/Instrument.json
/oyster-sdk/src/abis/Observer.json
- Use them directly from the SDK
import { INSTRUMENT_ABI } from '@synfutures/oyster-sdk';
import { Contract } from 'ethers';
// Print the ABI of the Instrument contract
console.info(JSON.stringify(INSTRUMENT_ABI, null, 2));
// Use INSTRUMENT_ABI directly from the SDK
new Contract(address, INSTRUMENT_ABI, signerOrProvider);
Examples
- Query instruments and pairs information
- Query accout information
- Deposit to
Gate
- Withdraw from
Gate
- Trade
- Adjust position, withdraw half of the available margin
- Place order
- Batch place orders
- Bulk cancel order
- Add liquidity
- Add asymmetric liquidity
- Remove liquidity
- Query user operation history
- Query pair kline chart data
- Query pair depth chart data
- Query pair funding rate data
- Query user single pair info
- Get Volume Chart
- Query Account Portfolio Info
- Query Account Range History
- Query Asset Transfer History
- Query Deposit Withdraw History
- Estimate Earning APY
- Query market info
- Direct trade interface
- Direct place interface
- Direct add interface
- Direct remove interface
- Direct cancel interface
- Update pair
- Settle trader
- Parse tx
- Restrictions on add, trade and place
- Query subgraph using referral code as filter
Prerequisites
To successfully run the blew examples:
- Please put BLAST_RPC=https://rpc.ankr.com/blast into the .env file where you run your command.
- Also set your private key ALICE_PRIVATE_KEY=your_own_private_key if you want to send transactions.
- Or you can set your provider and wallet directly in the code.
const sdk = SynFuturesV3.getInstance('blast');
sdk.setProvider(new ethers.providers.JsonRpcProvider('https://rpc.ankr.com/blast'));
const keystore = readFileSync('keystore.json', 'utf-8');
const signer1 = ethers.Wallet.fromEncryptedJsonSync(keystore, 'password');
const signer2 = ethers.Wallet.fromMnemonic(
'test test test test test test test test test test test test',
"m/44'/60'/0'/0/1",
);
const signer3 = new ethers.Wallet('private key');
Query instruments and pairs information
import { ethers } from 'ethers';
import { InstrumentCondition, SynFuturesV3 } from '@synfutures/oyster-sdk';
async function main() {
const sdk = SynFuturesV3.getInstance('blast');
const instruments = await sdk.getAllInstruments();
for (const instrument of instruments) {
// only show instruments spot price in NORMAL condition
if (instrument.state.condition === InstrumentCondition.NORMAL) {
console.log(instrument.info.symbol, ethers.utils.formatEther(instrument.spotPrice));
}
// show all pairs symbol, mark price and fair price
for (const [expiry, pair] of instrument.pairs) {
console.log(
pair.symbol,
expiry,
ethers.utils.formatEther(pair.markPrice),
ethers.utils.formatEther(pair.fairPriceWad),
);
}
}
}
// ts-node src/demo.ts
main().catch(console.error);
Query accout information
import { ethers } from 'ethers';
import { SynFuturesV3, PERP_EXPIRY } from '@synfutures/oyster-sdk';
async function main() {
const sdk = SynFuturesV3.getInstance('blast');
// get signer address
const signer = process.argv[2];
const instruments = await sdk.getAllInstruments();
function getInstrumentBySymbol(symbol: string) {
const instrument = instruments.find((i) => i.info.symbol === symbol);
if (!instrument) {
throw new Error('unknown symbol: ' + symbol);
}
return instrument;
}
const instrument = getInstrumentBySymbol('BTC-USDB-PYTH');
// get user account
const account = await sdk.getPairLevelAccount(signer, instrument.info.addr, PERP_EXPIRY);
console.log(
`Position balance: ${ethers.utils.formatUnits(account.position.balance)}, size: ${ethers.utils.formatUnits(
account.position.size,
)}, entryNotional: ${ethers.utils.formatUnits(
account.position.entryNotional,
)}, entrySocialLossIndex: ${ethers.utils.formatUnits(
account.position.entrySocialLossIndex,
)}, entryFundingIndex: ${ethers.utils.formatUnits(account.position.entryFundingIndex, 18)}`,
);
for (const order of account.orders) {
console.log(
`Order id: ${order.oid}, size: ${ethers.utils.formatUnits(
order.size,
18,
)}, balance: ${ethers.utils.formatUnits(order.balance, 18)}, tick: ${order.tick}, nonce: ${order.nonce}`,
);
}
for (const range of account.ranges) {
console.log(
`Range id: ${range.rid}, size: ${ethers.utils.formatUnits(range.balance, 18)}, from: ${
range.tickLower
}, to: ${range.tickLower}`,
);
}
}
// ts-node src/demo.ts 0xYOUR_ACCOUNT_ADDRESS_HERE
main().catch(console.error);
Deposit to Gate
import { ethers } from 'ethers';
import { SynFuturesV3 } from '@synfutures/oyster-sdk';
async function main() {
const sdk = SynFuturesV3.getInstance('blast');
// get your own signer
const signer = new ethers.Wallet(process.env.ALICE_PRIVATE_KEY as string, sdk.ctx.provider);
// get USDB token info
const usdb = await sdk.ctx.getTokenInfo('USDB');
// approve
await sdk.ctx.erc20.approveIfNeeded(
signer,
usdb.address,
sdk.config.contractAddress.gate,
ethers.constants.MaxUint256,
);
// deposit
await sdk.deposit(signer, usdb.address, ethers.utils.parseUnits('10', usdb.decimals));
console.log('Deposit 10 USDB to gate');
}
main().catch(console.error);
Withdraw from Gate
import { SynFuturesV3 } from '@synfutures/oyster-sdk';
import { ethers } from 'ethers';
async function main() {
const sdk = SynFuturesV3.getInstance('blast');
// get your own signer
const signer = new ethers.Wallet(process.env.ALICE_PRIVATE_KEY as string, sdk.ctx.provider);
// 1. withdraw USDB
// get USDB token info
const usdb = await sdk.ctx.getTokenInfo('USDB');
await sdk.withdraw(signer, usdb.address, ethers.utils.parseUnits('10', usdb.decimals));
console.log('Withdraw 10 USDB from the gate');
// 2. withdraw WETH
await sdk.withdraw(
signer,
sdk.ctx.wrappedNative.address,
ethers.utils.parseUnits('0.01', await sdk.ctx.wrappedNative.decimals()),
);
// 3. withdraw all WETH to ETH
await sdk.withdraw(
signer,
NATIVE_TOKEN_ADDRESS,
await sdk.contracts.gate.reserveOf(sdk.ctx.wrappedNative.address, signer.address),
);
}
main().catch(console.error);
Trade
import { ethers } from 'ethers';
import { SynFuturesV3, PERP_EXPIRY, Side } from '@synfutures/oyster-sdk';
async function main() {
const sdk = SynFuturesV3.getInstance('blast');
await sdk.init();
// get your own signer
const signer = new ethers.Wallet(process.env.ALICE_PRIVATE_KEY as string, sdk.ctx.provider);
const instruments = await sdk.getAllInstruments();
function getInstrumentBySymbol(symbol: string) {
const instrument = instruments.find((i) => i.info.symbol === symbol);
if (!instrument) {
throw new Error('unknown symbol: ' + symbol);
}
return instrument;
}
const instrument = getInstrumentBySymbol('BTC-USDB-PYTH');
const pair = instrument.pairs.get(PERP_EXPIRY)!;
// inquire quotation and how much BTC is equivalent to 500 USDB
const { baseAmount, quotation } = await sdk.inquireByQuote(pair, Side.LONG, ethers.utils.parseUnits('500', 18));
// update cache for signer
await sdk.syncVaultCacheWithAllQuotes(await signer.getAddress());
// simulate result
const {
tradePrice, // average trade price in quote token
estimatedTradeValue, // traded value in quote token, i.e. entryNotional
minTradeValue, // if no existing position, return a minimum trade value related to instrument imr
tradingFee, // trading fee in quote token, excluding stability fee
stabilityFee, // stability fee in quote token for pushing the fair price away from mark
margin, // required margin in quote token
leverageWad, // leverage in WAD format
priceImpactWad, // price impact = (postFair - preFair) / preFair, represented in WAD format
realized, // realized pnl, funding and social loss counted
simulationMainPosition, // main position after trade
marginToDepositWad, // if current margin is not enough, margin to deposit in WAD format
limitTick, // average price limit represented in tick, if trade price is out of limit price, tx will revert
exceedMaxLeverage, // return true if leverage exceeds max leverage
} = sdk.simulateTrade(
await sdk.getPairLevelAccount(await signer.getAddress(), instrument.info.addr, PERP_EXPIRY),
quotation,
Side.LONG,
baseAmount,
undefined, // we want to estimate the required margin, so pass in undefined here
ethers.utils.parseUnits('4', 18), // leverage, precision is 18
100, // slippage, 100 means 100 / 10000 = 1%
);
// trade
await sdk.intuitiveTrade(
signer,
pair,
Side.LONG,
baseAmount,
margin, // required margin
tradePrice,
100, // slippage, 100 means 100 / 10000 = 1%
Math.floor(Date.now() / 1000) + 300, // deadline, set to 5 minutes later
);
// use referral code
// NOTICE: channel code must be 6 bytes long
const channel = '8test8';
const getReferralCode = (channel: string): string => {
return '\xff\xff' + channel; // 0xffff means you are sending tx using SDK and private key
};
await sdk.intuitiveTrade(
signer,
pair,
Side.LONG,
baseAmount,
margin, // required margin
tradePrice,
100, // slippage, 100 means 100 / 10000 = 1%
Math.floor(Date.now() / 1000) + 300, // deadline, set to 5 minutes later,
{}, // here is overrides, you can pass in custom overrides for gas price and limit
getReferralCode(channel),
);
console.log(
`Open a long position of ${ethers.utils.formatEther(
baseAmount,
)} BTC(≈ 500 USDB) with ${ethers.utils.formatUnits(margin, 18)} USDB and ${ethers.utils.formatUnits(
leverageWad,
)} leverage`,
);
}
main().catch(console.error);
Adjust position, withdraw half of the available margin
import { ethers } from 'ethers';
import { SynFuturesV3, PERP_EXPIRY } from '@synfutures/oyster-sdk';
async function main() {
const sdk = SynFuturesV3.getInstance('blast');
await sdk.init();
// get your own signer
const signer = new ethers.Wallet(process.env.ALICE_PRIVATE_KEY as string, sdk.ctx.provider);
const instruments = await sdk.getAllInstruments();
function getInstrumentBySymbol(symbol: string) {
const instrument = instruments.find((i) => i.info.symbol === symbol);
if (!instrument) {
throw new Error('unknown symbol: ' + symbol);
}
return instrument;
}
const instrument = getInstrumentBySymbol('BTC-USDB-PYTH');
const pair = instrument.pairs.get(PERP_EXPIRY)!;
const account = await sdk.getPairLevelAccount(await signer.getAddress(), instrument.info.addr, PERP_EXPIRY);
// calculate the maximum amount of margin that can be withdrawn
const available = account.position.getMaxWithdrawableMargin();
await sdk.adjustMargin(
signer,
pair,
false, // we try to withdraw the margin, so pass false here, otherwise pass true
available.div(2), // withdraw half of the available margin
Math.floor(Date.now() / 1000) + 300, // deadline, set to 5 minutes later
);
console.log(`Withdraw ${ethers.utils.formatUnits(available.div(2), 18)} USDB margin`);
}
main().catch(console.error);
Place order
import { ethers } from 'ethers';
import { SynFuturesV3, PERP_EXPIRY, Side, TickMath } from '@synfutures/oyster-sdk';
async function main() {
const sdk = SynFuturesV3.getInstance('blast');
await sdk.init();
// get your own signer
const signer = new ethers.Wallet(process.env.ALICE_PRIVATE_KEY as string, sdk.ctx.provider);
const instruments = await sdk.getAllInstruments();
function getInstrumentBySymbol(symbol: string) {
const instrument = instruments.find((i) => i.info.symbol === symbol);
if (!instrument) {
throw new Error('unknown symbol: ' + symbol);
}
return instrument;
}
const instrument = getInstrumentBySymbol('BTC-USDB-PYTH');
const pair = instrument.pairs.get(PERP_EXPIRY)!;
// update cache for signer
await sdk.syncVaultCacheWithAllQuotes(await signer.getAddress());
// we try to place a short order,
// so the price of the order must be higher than the fair price
// NOTICE: tick must be aligned with PEARL_SPACING, i.e. ORDER_SPACING
// order spacing is 5, so the tick must be divisible by 5
const targetTick = alignTick(pair.amm.tick + 100, PEARL_SPACING);
// simulate result
const result = sdk.simulateOrder(
await sdk.getPairLevelAccount(await signer.getAddress(), instrument.info.addr, PERP_EXPIRY),
targetTick,
ethers.utils.parseEther('0.2'),
Side.SHORT,
ethers.utils.parseUnits('4', 18),
);
// place order
await sdk.limitOrder(
signer,
pair,
targetTick,
ethers.utils.parseEther('0.2'),
result.balance,
Side.SHORT,
Math.floor(Date.now() / 1000) + 300, // deadline, set to 5 minutes later
);
// use referral code
// NOTICE: channel code must be 6 bytes long
const channel = '8test8';
const getReferralCode = (channel: string): string => {
return '\xff\xff' + channel; // 0xffff means you are sending tx using SDK and private key
};
await sdk.limitOrder(
signer,
pair,
targetTick,
ethers.utils.parseEther('0.2'),
result.balance,
Side.SHORT,
Math.floor(Date.now() / 1000) + 300, // deadline, set to 5 minutes later
{}, // here is overrides, you can pass in custom overrides for gas price and limit
getReferralCode(channel),
);
console.log(
`Place a 4 leveraged limit order of 0.2 BTC at ${ethers.utils.formatUnits(
TickMath.getWadAtTick(targetTick),
18,
)}`,
);
}
main().catch(console.error);
Batch place orders
export async function demoBatchPlace(): Promise<void> {
const sdk = SynFuturesV3.getInstance('Blast');
await sdk.init();
// get your own signer
const signer = new ethers.Wallet(process.env.ALICE_PRIVATE_KEY as string, sdk.ctx.provider);
const instruments = await sdk.getAllInstruments();
function getInstrumentBySymbol(symbol: string) {
const instrument = instruments.find((i) => i.info.symbol === symbol);
if (!instrument) {
throw new Error('unknown symbol: ' + symbol);
}
return instrument;
}
const instrument = getInstrumentBySymbol('BTC-USDB-PYTH');
const account = await sdk.getPairLevelAccount(await signer.getAddress(), instrument.info.addr, PERP_EXPIRY);
await sdk.syncVaultCacheWithAllQuotes(account.traderAddr);
const pair = instrument.getPairModel(PERP_EXPIRY)!;
const ticks = Array.from({ length: 9 }, (_, i) =>
alignTick(pair.amm.tick + PEARL_SPACING * (i + 1), PEARL_SPACING),
);
const ratios = [1111, 1111, 1111, 1111, 1111, 1111, 1111, 1111, 1112]; // ratios must add up to 10000
const leverage = ethers.utils.parseEther('5');
const size = ethers.utils.parseEther('1');
const res = sdk.simulateBatchPlace(account, ticks, ratios, size, Side.SHORT, leverage);
for (const order of res.orders) {
console.log(
formatUnits(order.baseSize, 18),
formatUnits(wmul(order.baseSize, sqrtX96ToWad(pair.amm.sqrtPX96)), 18),
formatUnits(wdiv(wmul(order.baseSize, sqrtX96ToWad(pair.amm.sqrtPX96)), order.balance), 18),
formatUnits(order.balance, 18),
formatUnits(order.minFeeRebate, 18),
);
}
console.log(
formatUnits(
res.orders.reduce((acc, order) => acc.add(order.balance), ethers.BigNumber.from(0)),
18,
),
);
console.log(formatUnits(res.marginToDepositWad, 18));
console.log(formatUnits(res.minOrderValue, 18));
// to simulate batch place with frontend input, use simulateBatchOrder interface
const lowerTick = TickMath.getTickAtPWad(pair.fairPriceWad.mul(10050).div(10000));
const upperTick = TickMath.getTickAtPWad(pair.fairPriceWad.mul(10150).div(10000));
const orderCount = 9;
const res2 = sdk.simulateBatchOrder(
account,
lowerTick,
upperTick,
orderCount,
BatchOrderSizeDistribution.FLAT,
size,
Side.SHORT,
leverage,
);
for (const order of res2.orders) {
console.log(
order.tick,
formatUnits(TickMath.getWadAtTick(order.tick), 18),
order.ratio,
formatUnits(order.baseSize, 18),
formatUnits(wmul(order.baseSize, sqrtX96ToWad(pair.amm.sqrtPX96)), 18),
formatUnits(wdiv(wmul(order.baseSize, sqrtX96ToWad(pair.amm.sqrtPX96)), order.balance), 18),
formatUnits(order.balance, 18),
formatUnits(order.minFeeRebate, 18),
);
}
console.log(
formatUnits(
res2.orders.reduce((acc, order) => acc.add(order.balance), ethers.BigNumber.from(0)),
18,
),
);
console.log(formatUnits(res2.marginToDepositWad, 18));
console.log(formatUnits(res2.minOrderValue, 18));
await sdk.batchPlace(signer, instrument.info.addr, {
expiry: PERP_EXPIRY,
ticks,
ratios,
size,
leverage,
deadline: now() + 300, // deadline, set to 5 minutes from now
});
}
demoBatchPlace().catch(console.error);
Bulk Cancel order
import { SynFuturesV3, PERP_EXPIRY } from '@synfutures/oyster-sdk';
import { ethers } from 'ethers';
async function main() {
const sdk = SynFuturesV3.getInstance('blast');
await sdk.init();
// get your own signer
const signer = new ethers.Wallet(process.env.ALICE_PRIVATE_KEY as string, sdk.ctx.provider);
const instruments = await sdk.getAllInstruments();
function getInstrumentBySymbol(symbol: string) {
const instrument = instruments.find((i) => i.info.symbol === symbol);
if (!instrument) {
throw new Error('unknown symbol: ' + symbol);
}
return instrument;
}
const instrument = getInstrumentBySymbol('BTC-USDB-PYTH');
const account = await sdk.getPairLevelAccount(await signer.getAddress(), instrument.info.addr, PERP_EXPIRY);
// cancel all orders
// NOTICE: the order amount must be [1, 8], otherwise an error will be thrown
await sdk.batchCancelOrder(signer, account, account.orders, Math.floor(Date.now() / 1000) + 300);
console.log('Cancel all orders:', account.orders.map((order) => order.oid).join(','));
}
main().catch(console.error);
Add liquidity
import { ethers } from 'ethers';
import { SynFuturesV3, PERP_EXPIRY, TickMath } from '@synfutures/oyster-sdk';
async function main() {
const sdk = SynFuturesV3.getInstance('blast');
await sdk.init();
// get your own signer
const signer = new ethers.Wallet(process.env.ALICE_PRIVATE_KEY as string, sdk.ctx.provider);
const instruments = await sdk.getAllInstruments();
function getInstrumentBySymbol(symbol: string) {
const instrument = instruments.find((i) => i.info.symbol === symbol);
if (!instrument) {
throw new Error('unknown symbol: ' + symbol);
}
return instrument;
}
const instrument = getInstrumentBySymbol('BTC-USDB-PYTH');
// update cache for signer
await sdk.syncVaultCacheWithAllQuotes(await signer.getAddress());
// margin to add liquidity
const margin = ethers.utils.parseUnits('1000', 18);
const {
tickDelta, // tick range to add, calculated based on alphaWad
liquidity, // amount of liquidity to add
// NOTICE: range lower tick and upper tick are aligned with RANGE_SPACING, but normally you are taken care of and don't have to deal with range spacing yourself
upperPrice, // range upper price, alinged with RANGE_SPACING
lowerPrice, // range lower price, aligned with RANGE_SPACING
lowerPosition, // new net position if get removed at lower price
lowerLeverageWad, // new leverage if get removed at lower price
upperPosition, // new net position if get removed at upper price
upperLeverageWad, // new leverage if get removed at upper price
sqrtStrikeLowerPX96, // tx would revert if fair price is lower than this, calculated with slippage
sqrtStrikeUpperPX96, // tx would revert if fair price is higher than this
marginToDepositWad, // if gate reserve is not enough to cover the margin, you need to deposit this amount
minMargin, // margin required
minEffectiveQuoteAmount, // minimum quote needed to add liquidity based on instrument imr and quote token setting
equivalentAlpha, // actual alpha, slightly different from input alpha
} = await sdk.simulateAddLiquidity(
await signer.getAddress(),
{
marketType: instrument.marketType,
baseSymbol: instrument.info.base.symbol,
quoteSymbol: instrument.info.quote.symbol,
},
PERP_EXPIRY,
ethers.utils.parseUnits('1.8', 18), // alpha, liquidity range factor, 1.8 means [1/1.8, 1.8]x current price
margin,
100, // // slippage, 100 means 100 / 10000 = 1%
);
await sdk.addLiquidity(
signer,
{
marketType: instrument.marketType,
baseSymbol: instrument.info.base.symbol,
quoteSymbol: instrument.info.quote.symbol,
},
PERP_EXPIRY,
tickDelta,
margin,
sqrtStrikeLowerPX96,
sqrtStrikeUpperPX96,
Math.floor(Date.now() / 1000) + 300, // deadline, set to 5 minutes later
);
// use referral code
// NOTICE: channel code must be 6 bytes long
const channel = '8test8';
const getReferralCode = (channel: string): string => {
return '\xff\xff' + channel; // 0xffff means you are sending tx using SDK and private key
};
await sdk.addLiquidity(
signer,
{
marketType: instrument.marketType,
baseSymbol: instrument.info.base.symbol,
quoteSymbol: instrument.info.quote.symbol,
},
PERP_EXPIRY,
tickDelta,
margin,
sqrtStrikeLowerPX96,
sqrtStrikeUpperPX96,
Math.floor(Date.now() / 1000) + 300, // deadline, set to 5 minutes later
{}, // here is overrides, you can pass in custom overrides for gas price and limit
getReferralCode(channel),
);
console.log(
`Add 1000 USDB liquidity from tick ${TickMath.getTickAtSqrtRatio(
sqrtStrikeLowerPX96,
)} to tick ${TickMath.getTickAtSqrtRatio(sqrtStrikeUpperPX96)}`,
);
}
main().catch(console.error);
Add asymmetric liquidity
export async function demoAddAsymmetricLiquidity(): Promise<void> {
const sdk = SynFuturesV3.getInstance('Blast');
await sdk.init();
// get your own signer
const signer = new ethers.Wallet(process.env.ALICE_PRIVATE_KEY as string, sdk.ctx.provider);
const instruments = await sdk.getAllInstruments();
function getInstrumentBySymbol(symbol: string) {
const instrument = instruments.find((i) => i.info.symbol === symbol);
if (!instrument) {
throw new Error('unknown symbol: ' + symbol);
}
return instrument;
}
const instrument = getInstrumentBySymbol('BTC-USDB-PYTH');
// update cache for signer
await sdk.syncVaultCacheWithAllQuotes(await signer.getAddress());
// margin to add liquidity
const margin = ethers.utils.parseUnits('1000', 18);
// return value almost same as simulateAddLiquidity, tickDelta => tickDeltaLower and tickDeltaUpper
const res = await sdk.simulateAddLiquidityWithAsymmetricRange(
await signer.getAddress(),
{
marketType: instrument.marketType,
baseSymbol: instrument.info.base.symbol,
quoteSymbol: instrument.info.quote.symbol,
},
PERP_EXPIRY,
ethers.utils.parseUnits('1.8', 18), // alpha lower, liquidity range factor, currPx / 1.8
ethers.utils.parseUnits('2', 18), // alpha upper, liquidity range factor, currPx * 2
margin,
100, // // slippage, 100 means 100 / 10000 = 1%
);
await sdk.addLiquidityWithAsymmetricRange(
signer,
{
marketType: instrument.marketType,
baseSymbol: instrument.info.base.symbol,
quoteSymbol: instrument.info.quote.symbol,
},
PERP_EXPIRY,
res.tickDeltaLower,
res.tickDeltaUpper,
margin,
res.sqrtStrikeLowerPX96,
res.sqrtStrikeUpperPX96,
now() + 300, // deadline, set to 5 minutes from now
);
// use referral code
// NOTICE: channel code must be 6 bytes long
const channel = '8test8';
const getReferralCode = (channel: string): string => {
return '\xff\xff' + channel; // 0xffff means you are sending tx using SDK and private key
};
await sdk.addLiquidityWithAsymmetricRange(
signer,
{
marketType: instrument.marketType,
baseSymbol: instrument.info.base.symbol,
quoteSymbol: instrument.info.quote.symbol,
},
PERP_EXPIRY,
res.tickDeltaLower,
res.tickDeltaUpper,
margin,
res.sqrtStrikeLowerPX96,
res.sqrtStrikeUpperPX96,
now() + 300, // deadline, set to 5 minutes from now
{}, // here is overrides, you can pass in custom overrides for gas price and limit
getReferralCode(channel),
);
}
Remove liquidity
import { ethers } from 'ethers';
import { SynFuturesV3, PERP_EXPIRY } from '@synfutures/oyster-sdk';
async function main() {
const sdk = SynFuturesV3.getInstance('blast');
await sdk.init();
// get your own signer
const signer = new ethers.Wallet(process.env.ALICE_PRIVATE_KEY as string, sdk.ctx.provider);
const instruments = await sdk.getAllInstruments();
function getInstrumentBySymbol(symbol: string) {
const instrument = instruments.find((i) => i.info.symbol === symbol);
if (!instrument) {
throw new Error('unknown symbol: ' + symbol);
}
return instrument;
}
const instrument = getInstrumentBySymbol('BTC-USDB-PYTH');
// update cache for signer
await sdk.syncVaultCacheWithAllQuotes(await signer.getAddress());
// get user account
const account = await sdk.getPairLevelAccount(await signer.getAddress(), instrument.info.addr, PERP_EXPIRY);
const range = account.ranges[0];
const result = sdk.simulateRemoveLiquidity(account, range, 100);
await sdk.removeLiquidity(
signer,
instrument.pairs.get(PERP_EXPIRY)!,
await signer.getAddress(),
range,
result.sqrtStrikeLowerPX96,
result.sqrtStrikeUpperPX96,
Math.floor(Date.now() / 1000) + 300, // deadline, set to 5 minutes later
);
console.log(
`Remove ${ethers.utils.formatUnits(range.balance, 18)} USDB liquidity from tick ${range.tickLower} to tick ${
range.tickUpper
}`,
);
}
main().catch(console.error);
Get Volume Chart
import { PERP_EXPIRY, SynFuturesV3, VolumeChartDataProvider } from '@synfutures/oyster-sdk';
async function main() {
function now() {
return Math.floor(Date.now() / 1000);
}
function getInstrumentBySymbol(symbol: string) {
const instrument = instruments.find((i) => i.info.symbol === symbol);
if (!instrument) {
throw new Error('unknown symbol: ' + symbol);
}
return instrument;
}
const sdk = SynFuturesV3.getInstance('blast');
const instruments = await sdk.getAllInstruments();
const instrument = getInstrumentBySymbol('BTC-USDB-PYTH');
const dataProvider = new VolumeChartDataProvider(sdk.ctx.chainId);
const volumeChartData = await dataProvider.getVolumeData(instrument.info.addr, PERP_EXPIRY, 0, now());
for (const data of volumeChartData) {
console.log('timestamp:', data.timestamp, 'baseVolume:', data.baseVolume, 'quoteVolume:', data.quoteVolume);
}
}
main().catch(console.error);
Query Account Portfolio Info
import { SynFuturesV3, PERP_EXPIRY, InstrumentLevelAccountModel, sqrtX96ToWad, TickMath, ZERO } from '@synfutures/oyster-sdk';
import { formatEther } from 'ethers/lib/utils';
import { ethers } from 'ethers';
async function main() {
const sdk = SynFuturesV3.getInstance('blast');
await sdk.initInstruments();
const accAddr = '0xYOUR_ACCOUNT_ADDRESS_HERE';
await sdk.syncVaultCacheWithAllQuotes(accAddr);
console.log('print balance in gate contract');
for (const symbol of Object.keys(sdk.config.quotesParam)) {
const tokenInfo = await sdk.ctx.getTokenInfo(symbol);
const tokenBalanceInVault = await sdk.getCachedVaultBalance(tokenInfo.address, accAddr);
console.log(
`Token ${symbol} balance in vault: ${ethers.utils.formatUnits(tokenBalanceInVault, tokenInfo.decimals)}`,
);
}
const allInstrumentLevelAccount: InstrumentLevelAccountModel[] = await sdk.getInstrumentLevelAccounts(accAddr);
for (const instrumentLevelAccount of allInstrumentLevelAccount) {
for (const [, pairLevelAccountModel] of instrumentLevelAccount.portfolios) {
if (pairLevelAccountModel.ranges.length > 0) {
console.log('print ranges for pair:', pairLevelAccountModel.rootPair.symbol);
for (const range of pairLevelAccountModel.ranges) {
console.log('range:', range.tickLower, range.tickUpper, 'enterPrice', formatEther(sqrtX96ToWad(range.sqrtEntryPX96)), 'fees Earned', formatEther(range.feeEarned), 'value locked', formatEther(range.valueLocked);
console.log('lowerPrice', formatEther(TickMath.getWadAtTick(range.tickLower)), 'upperPrice', formatEther(TickMath.getWadAtTick(range.tickUpper)));
console.log('lowerLiquidationPrice', formatEther(range.lowerPositionModelIfRemove.liquidationPrice), 'upperLiquidationPrice', formatEther(range.upperPositionModelIfRemove.liquidationPrice));
}
}
if (pairLevelAccountModel.position.size !== ZERO) {
console.log('print position for pair:', pairLevelAccountModel.rootPair.symbol);
console.log('position size:', formatEther(pairLevelAccountModel.position.size), 'side:', pairLevelAccountModel.position.side, 'leverage:', formatEther(pairLevelAccountModel.position.leverageWad),
'position value', formatEther(pairLevelAccountModel.position.getEquity()), 'margin', formatEther(pairLevelAccountModel.position.balance), 'maxWithdrawableMargin', formatEther(pairLevelAccountModel.position.getMaxWithdrawableMargin()));
console.log('unrealized Pnl', formatEther(pairLevelAccountModel.position.unrealizedPnl));
console.log('unrealized Funding', formatEther(pairLevelAccountModel.position.unrealizedFundingFee));
console.log('liquidate price', formatEther(pairLevelAccountModel.position.liquidationPrice));
}
if (pairLevelAccountModel.orders.length > 0) {
console.log('print orders for pair:', pairLevelAccountModel.rootPair.symbol);
for (const order of pairLevelAccountModel.orders) {
console.log('order price:', order.limitPrice, 'size:', formatEther(order.size), 'taken', formatEther(order.taken), 'margin:', formatEther(order.balance), 'leverage:', formatEther(order.leverageWad), 'side:', order.side);
}
}
}
}
}
main().catch(console.error);
Query Account Range History
import { SynFuturesV3, TickMath, formatExpiry } from '@synfutures/oyster-sdk';
import { formatEther } from 'ethers/lib/utils';
async function main() {
const sdk = SynFuturesV3.getInstance('blast');
const accAddr = '0xYOUR_ACCOUNT_ADDRESS_HERE';
function now() {
return Math.floor(Date.now() / 1000);
}
// get user range history
const userFundingHistory = await sdk.subgraph.getTransactionEvents({
eventNames: ['Add', 'Remove'],
traders: [accAddr],
// instrumentAddr: instrument.info.addr, // optional
// expiry: pair.amm.expiry, // optional
// to get all history, just ignore startTs and endTs
startTs: now() - 3600 * 24 * 30, // 30 days ago, get 1 month history
endTs: now(),
});
// print user range history
for (const event of userFundingHistory) {
console.log(
'instrumentAddress',
event.address,
'expiry',
formatExpiry(parseInt(event.args.expiry)),
'event:',
event.name,
'timestamp:',
event.timestamp,
'tickLowerPrice',
formatEther(TickMath.getWadAtTick(parseInt(event.args.tickLower))),
'tickUpperPrice',
formatEther(TickMath.getWadAtTick(parseInt(event.args.tickUpper))),
);
}
}
main().catch(console.error);
Query Asset Transfer History
import { SynFuturesV3, TickMath, formatExpiry } from '@synfutures/oyster-sdk';
import { formatUnits } from 'ethers/lib/utils';
async function main() {
const sdk = SynFuturesV3.getInstance('blast');
const accAddr = '0xYOUR_ACCOUNT_ADDRESS_HERE';
function now() {
return Math.floor(Date.now() / 1000);
}
// get user transfer history
const userTransferHistory = await sdk.subgraph.getTransactionEvents({
eventNames: ['Gather', 'Scatter'],
traders: [accAddr],
// instrumentAddr: instrument.info.addr, // optional
// expiry: pair.amm.expiry, // optional
// to get all history, just ignore startTs and endTs
startTs: now() - 3600 * 24 * 30, // 30 days ago, get 1 month history
endTs: now(),
});
// print user transfer history
for (const event of userTransferHistory) {
console.log(
'instrumentAddress',
event.address,
'expiry',
formatExpiry(parseInt(event.args.expiry)),
'event:',
event.name,
'timestamp:',
event.timestamp,
);
const quoteAddr = event.args.quote;
const tokenInfo = await sdk.ctx.getTokenInfo(quoteAddr);
console.log(
'Type',
event.name === 'Gather' ? 'Transfer In' : 'Transfer Out',
'Token',
tokenInfo.symbol,
'amount',
formatUnits(event.args.quantity, tokenInfo.decimals),
);
}
}
main().catch(console.error);
Query Deposit Withdraw History
import { NATIVE_TOKEN_ADDRESS, SynFuturesV3, TickMath, formatExpiry } from '@synfutures/oyster-sdk';
import { formatUnits } from 'ethers/lib/utils';
async function main() {
const sdk = SynFuturesV3.getInstance('blast');
const accAddr = '0xYOUR_ACCOUNT_ADDRESS_HERE';
function now() {
return Math.floor(Date.now() / 1000);
}
// get user transfer history
const userDWHistory = await sdk.subgraph.getTransactionEvents({
eventNames: ['Deposit', 'Withdraw'],
traders: [accAddr],
// instrumentAddr: instrument.info.addr, // optional
// expiry: pair.amm.expiry, // optional
// to get all history, just ignore startTs and endTs
startTs: now() - 3600 * 24 * 30, // 30 days ago, get 1 month history
endTs: now(),
});
// print user transfer history
for (const event of userDWHistory) {
console.log('event:', event.name, 'timestamp:', event.timestamp);
const quoteAddr = event.args.quote;
const tokenInfo =
quoteAddr.toLowerCase() === NATIVE_TOKEN_ADDRESS.toLowerCase()
? await sdk.ctx.wrappedNativeToken
: await sdk.ctx.getTokenInfo(quoteAddr);
console.log('Token', tokenInfo.symbol, 'amount', formatUnits(event.args.quantity, tokenInfo.decimals));
}
}
main().catch(console.error);
Estimate Earning APY
import { SynFuturesV3, PERP_EXPIRY } from '@synfutures/oyster-sdk';
import { parseEther } from 'ethers/lib/utils';
async function main() {
function getInstrumentBySymbol(symbol: string) {
const instrument = instruments.find((i) => i.info.symbol === symbol);
if (!instrument) {
throw new Error('unknown symbol: ' + symbol);
}
return instrument;
}
const sdk = SynFuturesV3.getInstance('blast');
const instruments = await sdk.getAllInstruments();
const instrument = getInstrumentBySymbol('BTC-USDB-PYTH');
const pair = instrument.pairs.get(PERP_EXPIRY)!;
// alpha means the width of the range -> 1.5 means [1/1.5, 1.5]x current price
const alpha = '1.5';
// compute APY need pairs data
const pairDatas = await sdk.subgraph.getPairsData();
// get the pair data for the instrument
const pairData = pairDatas.find(
(pd) => pd.instrumentAddr.toLowerCase() === instrument.info.addr.toLowerCase() && pd.expiry === PERP_EXPIRY,
);
//can estimate the apy
const fee_24hrs = pairData!.poolFee24h;
const apy = sdk.estimateAPY(pair, fee_24hrs, parseEther(alpha));
console.log('estimated apy:', apy);
}
main().catch(console.error);
Query user operation history
import { SynFuturesV3 } from '@synfutures/oyster-sdk';
async function main() {
const sdk = SynFuturesV3.getInstance('blast');
await sdk.init();
// get signer address
const signer = process.argv[2];
console.log(
'Account history:',
await sdk.subgraph.getVirtualTrades({
traders: [signer],
}),
);
}
main().catch(console.error);
Query pair kline
/* eslint-disable @typescript-eslint/no-non-null-assertion */
import { CHAIN_ID, now } from '@derivation-tech/web3-core';
import { parseEther } from 'ethers/lib/utils';
import { PERP_EXPIRY } from './constants';
import { IKlineDataProvider, KlineDataProvider, KlineInterval } from './chart/kline';
import { SynFuturesV3 } from './synfuturesV3Core';
export async function demoKline(): Promise<void> {
const synfV3 = SynFuturesV3.getInstance('Blast');
const allInstruments = await synfV3.getAllInstruments();
const instrument = allInstruments.find((i) => i.info.symbol.includes('BTC-USDB'))!;
const klineProvider: IKlineDataProvider = new KlineDataProvider(CHAIN_ID.BLAST);
// enum KlineInterval {
// MINUTE = '1m',
// FIVE_MINUTE = '5m',
// FIFTEEN_MINUTE = '15m',
// THIRTY_MINUTE = '30m',
// HOUR = '1h',
// FOUR_HOUR = '4h',
// WEEK = '1w',
// DAY = '1d',
// }
const klineData = await klineProvider.getKlineData(
instrument.info.addr,
PERP_EXPIRY,
KlineInterval.HOUR,
0, // start time
now(), // end time, use now() to get the latest timestamp in seconds
parseEther('0.01'), // filter out trade value less 0.1 quote token
);
console.log(klineData);
}
demoKline().catch(console.error);
Query pair depth
/* eslint-disable @typescript-eslint/no-non-null-assertion */
import { CHAIN_ID } from '@derivation-tech/web3-core';
import { parseEther } from 'ethers/lib/utils';
import { PERP_EXPIRY } from './constants';
import { SynFuturesV3 } from './synfuturesV3Core';
import { DepthChartDataProvider } from './chart/depth';
export async function demoDepth(): Promise<void> {
const synfV3 = SynFuturesV3.getInstance('Blast');
const allInstruments = await synfV3.getAllInstruments();
const instrument = allInstruments.find((i) => i.info.symbol.includes('BTC-USDB'))!;
const depthProvider = new DepthChartDataProvider(CHAIN_ID.BLAST);
const pair = instrument.state.pairStates.get(PERP_EXPIRY)!;
// get depth chart data from subgraph
const depth1 = await depthProvider.getDepthData(
instrument.info.addr,
PERP_EXPIRY,
pair.amm.liquidity,
pair.amm.sqrtPX96,
instrument.setting.initialMarginRatio,
);
console.log(depth1);
const IMR_STEP_RATIO_MAP = {
100: [5, 10, 15],
300: [5, 15, 35],
500: [5, 25, 50],
1000: [5, 50, 100],
};
// get default range depth chart data from Observer contract's onchain query
const depth2 = await depthProvider.getDepthDataFromObserver(
synfV3.contracts.observer,
instrument.info.addr,
PERP_EXPIRY,
IMR_STEP_RATIO_MAP[instrument.setting.initialMarginRatio as keyof typeof IMR_STEP_RATIO_MAP][1],
);
console.log(depth2);
// get full range depth chart data from Observer
const depth3 = await depthProvider.getDepthRangeDataFromObserver(
synfV3.contracts.observer,
instrument.info.addr,
PERP_EXPIRY,
IMR_STEP_RATIO_MAP[instrument.setting.initialMarginRatio as keyof typeof IMR_STEP_RATIO_MAP][1],
);
console.log(depth3);
// get custom price range depth chart data from Observer
const depth4 = await depthProvider.getDepthRangeDataFromObserver(
synfV3.contracts.observer,
instrument.info.addr,
PERP_EXPIRY,
IMR_STEP_RATIO_MAP[instrument.setting.initialMarginRatio as keyof typeof IMR_STEP_RATIO_MAP][1],
false, // set to true when pair's price is inverted, e.g., pair is USDB-WETH-PYTH-PERP, but the price is shown as WETH-USDB
parseEther('50000'), // lower price in WAD
parseEther('70000'), // upper price in WAD
);
console.log(depth4);
// get order book data, (price, size, size sum)
const orderBook: {
left: { price: number; size: number; sizeSum: number }[];
right: { price: number; size: number; sizeSum: number }[];
} = {
left: [],
right: [],
};
for (const data of depth3.left) {
orderBook.left.push({
price: data.price,
size: data.base,
sizeSum:
orderBook.left.length === 0 ? data.base : orderBook.left[orderBook.left.length - 1].sizeSum + data.base,
});
}
for (const data of depth3.right) {
orderBook.right.push({
price: data.price,
size: data.base,
sizeSum:
orderBook.right.length === 0
? data.base
: orderBook.right[orderBook.right.length - 1].sizeSum + data.base,
});
}
console.log(orderBook);
}
demoDepth().catch(console.error);
Query pair funding rate
/* eslint-disable @typescript-eslint/no-non-null-assertion */
import { formatWad, fromWad } from '@derivation-tech/web3-core';
import { PERP_EXPIRY } from './constants';
import { SynFuturesV3 } from './synfuturesV3Core';
import { FundingChartDataProvider, FundingChartInterval } from './chart/funding';
import { wdiv } from './math';
import { BigNumber } from 'ethers';
export async function demoFundingRate(): Promise<void> {
const synfV3 = SynFuturesV3.getInstance('blast');
const allInstruments = await synfV3.getAllInstruments();
const instrument = allInstruments.find((i) => i.info.symbol.includes('BTC-USDB'))!;
console.log(instrument.info.symbol);
const pair = instrument.getPairModel(PERP_EXPIRY)!;
console.log(pair.amm.status);
const fundingProvider = new FundingChartDataProvider(synfV3);
// get last hour funding rate
const lastHourFundingRate = await fundingProvider.getLastHourFundingRate(pair);
console.log(
`last hour funding rate: ${fromWad(lastHourFundingRate.longFundingRate)}, ${fromWad(
lastHourFundingRate.shortFundingRate,
)}`,
);
// get history funding rate chart data
console.log(`history one hour funding rate: `);
const oneHourFundingRate = await fundingProvider.getFundingRateData(FundingChartInterval.HOUR, pair);
console.log(oneHourFundingRate.length);
for (const rate of oneHourFundingRate) {
console.log(rate.timestamp, formatWad(rate.longFundingRate), formatWad(rate.shortFundingRate));
}
console.log(`history eight hour funding rate: `);
const eightHourFundingRate = await fundingProvider.getFundingRateData(FundingChartInterval.EIGHT_HOUR, pair);
console.log(eightHourFundingRate.length);
for (const rate of eightHourFundingRate) {
console.log(rate.timestamp, formatWad(rate.longFundingRate), formatWad(rate.shortFundingRate));
}
// get estimated projected funding rate
const fair = pair.fairPriceWad;
const mark = pair.markPrice;
const projectedFundingRate = wdiv(fair.sub(mark), mark).div(24);
const longPayShort = fair.gt(mark);
let projectedLongFundingRate: BigNumber;
let projectedShortFundingRate: BigNumber;
if (longPayShort) {
projectedLongFundingRate = projectedFundingRate.mul(-1);
projectedShortFundingRate = projectedFundingRate.mul(pair.amm.totalLong).div(pair.amm.totalShort);
} else {
projectedShortFundingRate = projectedFundingRate;
projectedLongFundingRate = projectedFundingRate.mul(pair.amm.totalShort).div(pair.amm.totalLong).mul(-1);
}
console.log(
`projected one hour funding rate is for long: ${fromWad(projectedLongFundingRate)}, for short: ${fromWad(
projectedShortFundingRate,
)}`,
);
}
demoFundingRate().catch(console.error);
Query user single pair info
/* eslint-disable @typescript-eslint/no-non-null-assertion */
import { now } from '@derivation-tech/web3-core';
import { PERP_EXPIRY } from './constants';
import { SynFuturesV3 } from './synfuturesV3Core';
export async function demoUserPairInfo(): Promise<void> {
const synfV3 = SynFuturesV3.getInstance('blast');
const allInstruments = await synfV3.getAllInstruments();
const instrument = allInstruments.find((i) => i.info.symbol.includes('BTC-USDB'))!;
console.log(instrument.info.symbol);
const pair = instrument.getPairModel(PERP_EXPIRY)!;
const trader = ''; // TODO: fill in the trader address
// get user trade history
const userTradeHistory = await synfV3.subgraph.getVirtualTrades({
traders: [trader],
instrumentAddr: instrument.info.addr,
expiry: pair.amm.expiry,
// to get all history, just ignore startTs and endTs
startTs: now() - 3600 * 24 * 30, // 30 days ago, get 1 month history
endTs: now(),
});
console.log(userTradeHistory);
// get user order history
const userOrderHistory = await synfV3.subgraph.getUserOrders({
traders: [trader],
instrumentAddr: instrument.info.addr,
expiry: pair.amm.expiry,
// to get all history, just ignore startTs and endTs
startTs: now() - 3600 * 24 * 30, // 30 days ago, get 1 month history
endTs: now(),
});
console.log(userOrderHistory);
// get user funding history
const userFundingHistory = await synfV3.subgraph.getTransactionEvents({
eventNames: ['FundingFee'],
traders: [trader],
instrumentAddr: instrument.info.addr,
expiry: pair.amm.expiry,
// to get all history, just ignore startTs and endTs
startTs: now() - 3600 * 24 * 30, // 30 days ago, get 1 month history
endTs: now(),
});
console.log(userFundingHistory);
// get user position
const userAccount = await synfV3.getPairLevelAccount(trader, instrument.info.addr, pair.amm.expiry);
console.log(userAccount.getMainPosition());
console.log(userAccount.orders);
}
demoUserPairInfo().catch(console.error);
Query market info
/* eslint-disable @typescript-eslint/no-non-null-assertion */
import { formatWad } from '@derivation-tech/web3-core';
import { SynFuturesV3 } from './synfuturesV3Core';
import { wmul } from './math';
export async function demoMarketInfoPage(): Promise<void> {
const synfV3 = SynFuturesV3.getInstance('blast');
const allInstruments = await synfV3.getAllInstruments();
const allPairsData = await synfV3.subgraph.getPairsData();
for (const pairData of allPairsData) {
const pair = allInstruments
.find((i) => i.info.addr.toLowerCase() === pairData.instrumentAddr.toLowerCase())!
.getPairModel(pairData.expiry)!;
console.log(
`${pair.symbol}, ${formatWad(pair.fairPriceWad)}, ${formatWad(pairData.priceChange24h)}, ${formatWad(
pairData.high24h,
)}, ${formatWad(pairData.low24h)}, ${formatWad(pairData.volume24h)}, ${formatWad(
wmul(pair.amm.openInterests, pair.fairPriceWad), // represented in quote token, need to convert to dollar value
)}`,
);
}
}
demoMarketInfoPage().catch(console.error);
Direct trade interface
/* eslint-disable @typescript-eslint/no-non-null-assertion */
import { ethers } from 'ethers';
import { INT24_MAX, INT24_MIN, NULL_DDL, PERP_EXPIRY } from './constants';
import { SynFuturesV3 } from './synfuturesV3Core';
import { Side } from './types';
import { parseEther } from 'ethers/lib/utils';
import { ZERO } from '@derivation-tech/web3-core';
export async function demoTrade(): Promise<void> {
const synfV3 = SynFuturesV3.getInstance('blast');
const allInstruments = await synfV3.getAllInstruments();
const instrument = allInstruments.find((i) => i.info.symbol.includes('BTC-USDB'))!;
const pair = instrument.getPairModel(PERP_EXPIRY);
// get your own signer
const signer = new ethers.Wallet(process.env.ALICE_PRIVATE_KEY as string, synfV3.ctx.provider);
// want to open a long position with 1 BTC, inquire the quotation first
const side = Side.LONG;
const size = parseEther('0.1');
await synfV3.syncVaultCacheWithAllQuotes(signer.address); // get signer's account
const account = await synfV3.getPairLevelAccount(signer.address, instrument.info.addr, pair.amm.expiry);
const { quotation } = await synfV3.inquireByBase(pair, side, size);
// margin and leverage are optional
// 1. undefined margin, margin will be calculated based on leverage
// 2. undefined leverage, leverage will be calculated based on margin
// 3. both undefined, leverage will be calculated based on new size and equity
const { margin } = synfV3.simulateTrade(
account,
quotation,
side,
size,
undefined,
parseEther('4'), // leverage in WAD format
100, // slippage in bps, 100 bps = 1%
);
await synfV3.trade(signer, instrument.info.addr, {
expiry: pair.amm.expiry,
size,
amount: margin,
// if the traded average price exceeds the limit price represented in tick format, trade would revert
// say I want to long btc with 1 btc, and I don't want average trade price to exceed 60k, then set limitTick to
// TickMath.getTickAtPWad(parseEther('60000'))
limitTick: size.gt(ZERO) ? INT24_MAX : INT24_MIN,
deadline: NULL_DDL, // set tx deadline, if desire 10 minutes ddl, use now() + 10 * 60
});
// use referral code
// NOTICE: channel code must be 6 bytes long
const channel = '8test8';
const getReferralCode = (channel: string): string => {
return '\xff\xff' + channel; // 0xffff means you are sending tx using SDK and private key
};
await synfV3.trade(
signer,
instrument.info.addr,
{
expiry: pair.amm.expiry,
size,
amount: margin,
// if the traded average price exceeds the limit price represented in tick format, trade would revert
// say I want to long btc with 1 btc, and I don't want average trade price to exceed 60k, then set limitTick to
// TickMath.getTickAtPWad(parseEther('60000'))
limitTick: size.gt(ZERO) ? INT24_MAX : INT24_MIN,
deadline: NULL_DDL, // set tx deadline, if desire 10 minutes ddl, use now() + 10 * 60
},
{}, // here is overrides, you can pass in custom overrides for gas price and limit
getReferralCode(channel),
);
}
demoTrade().catch(console.error);
Direct place interface
/* eslint-disable @typescript-eslint/no-non-null-assertion */
import { ethers } from 'ethers';
import { PEARL_SPACING, PERP_EXPIRY } from './constants';
import { SynFuturesV3 } from './synfuturesV3Core';
import { Side } from './types';
import { parseEther } from 'ethers/lib/utils';
import { formatWad, now } from '@derivation-tech/web3-core';
import { alignTick } from './common';
import { TickMath } from './math';
export async function demoPlace(): Promise<void> {
const synfV3 = SynFuturesV3.getInstance('blast');
const allInstruments = await synfV3.getAllInstruments();
const instrument = allInstruments.find((i) => i.info.symbol.includes('BTC-USDB'))!;
const pair = instrument.getPairModel(PERP_EXPIRY);
// get your own signer
const signer = new ethers.Wallet(process.env.ALICE_PRIVATE_KEY as string, synfV3.ctx.provider);
// say you want to place an short limit order of size 1 BTC at price 5% higher from current fair price with 10x leverage
// order cannot be placed too far from mark price, which is 2 * imr, and order cannot be too trivial
// to get minOrderValue
const minOrderValue = instrument.minOrderValue;
console.log(formatWad(minOrderValue));
const size = parseEther('1').mul(-1);
const leverage = parseEther('10');
const placePrice = pair.fairPriceWad.mul(105).div(100);
const tick = alignTick(TickMath.getTickAtPWad(placePrice), PEARL_SPACING); // tick needs to be aligned with pearl spacing
await synfV3.syncVaultCacheWithAllQuotes(signer.address);
const account = await synfV3.getPairLevelAccount(signer.address, instrument.info.addr, PERP_EXPIRY);
const { balance: margin } = synfV3.simulateOrder(account, tick, size, Side.SHORT, leverage);
await synfV3.place(signer, instrument.info.addr, {
expiry: pair.amm.expiry,
tick, // the price you want to place your order in tick format
size: size,
amount: margin,
deadline: now() + 10 * 60,
});
// use referral code
// NOTICE: channel code must be 6 bytes long
const channel = '8test8';
const getReferralCode = (channel: string): string => {
return '\xff\xff' + channel; // 0xffff means you are sending tx using SDK and private key
};
await synfV3.place(
signer,
instrument.info.addr,
{
expiry: pair.amm.expiry,
tick, // the price you want to place your order in tick format
size: size,
amount: margin,
deadline: now() + 10 * 60,
},
{}, // here is overrides, you can pass in custom overrides for gas price and limit
getReferralCode(channel),
);
}
demoPlace().catch(console.error);
Direct add liquidity interface
/* eslint-disable @typescript-eslint/no-non-null-assertion */
import { ethers } from 'ethers';
import { NULL_DDL, PERP_EXPIRY, RATIO_BASE } from './constants';
import { SynFuturesV3 } from './synfuturesV3Core';
import { parseEther } from 'ethers/lib/utils';
import { formatWad, fromWad } from '@derivation-tech/web3-core';
import { tickDeltaToAlphaWad } from './common';
import { TICK_DELTA_MAX } from './math';
export async function demoAdd(): Promise<void> {
const synfV3 = SynFuturesV3.getInstance('blast');
const allInstruments = await synfV3.getAllInstruments();
const instrument = allInstruments.find((i) => i.info.symbol.includes('BTC-USDB'))!;
const pair = instrument.getPairModel(PERP_EXPIRY);
// get your own signer
const signer = new ethers.Wallet(process.env.ALICE_PRIVATE_KEY as string, synfV3.ctx.provider);
const margin = parseEther('1000'); // margin to add liquidity, has to be larger than minRangeValue
console.log(formatWad(instrument.minRangeValue));
// alphaWad has to be larger than (1 + imr) and less than maxAlphaWad which is round [1/5, 5]x
const minAlphaWad = parseEther(((RATIO_BASE + instrument.setting.initialMarginRatio) / RATIO_BASE).toString());
const maxAlphaWad = tickDeltaToAlphaWad(TICK_DELTA_MAX);
console.log(fromWad(minAlphaWad), fromWad(maxAlphaWad));
const alphaWad = parseEther('1.8'); // liquidity range factor, 1.8 means [1/1.8, 1.8]x current price
await synfV3.syncVaultCacheWithAllQuotes(signer.address);
const rangeSimulation = await synfV3.simulateAddLiquidity(
signer.address,
{
marketType: instrument.marketType,
baseSymbol: instrument.info.base.symbol,
quoteSymbol: instrument.info.quote.symbol,
},
pair.amm.expiry,
alphaWad,
margin,
100, // slippage, 100 means 100 / 10000 = 1%
);
// limit tick is calculated based on sqrtStrikeLowerPX96 and sqrtStrikeUpperPX96, which are calculated based on slippage
const limitTicks = synfV3.encodeLimitTicks(
rangeSimulation.sqrtStrikeLowerPX96,
rangeSimulation.sqrtStrikeUpperPX96,
);
await synfV3.add(signer, instrument.info.addr, {
expiry: pair.amm.expiry,
// can use tickDelta larger than calcMinTickDelta(imr) and smaller than TICK_DELTA_MAX
tickDelta: rangeSimulation.tickDelta,
amount: margin,
limitTicks,
deadline: NULL_DDL,
});
// use referral code
// NOTICE: channel code must be 6 bytes long
const channel = '8test8';
const getReferralCode = (channel: string): string => {
return '\xff\xff' + channel; // 0xffff means you are sending tx using SDK and private key
};
await synfV3.add(
signer,
instrument.info.addr,
{
expiry: pair.amm.expiry,
// can use tickDelta larger than calcMinTickDelta(imr) and smaller than TICK_DELTA_MAX
tickDelta: rangeSimulation.tickDelta,
amount: margin,
limitTicks,
deadline: NULL_DDL,
},
{}, // here is overrides, you can pass in custom overrides for gas price and limit
getReferralCode(channel),
);
}
demoAdd().catch(console.error);
Direct remove liquidity interface
almost the same with removeLiquidity
interface
/* eslint-disable @typescript-eslint/no-non-null-assertion */
import { ethers } from 'ethers';
import { PERP_EXPIRY } from './constants';
import { SynFuturesV3 } from './synfuturesV3Core';
import { now } from '@derivation-tech/web3-core';
export async function demoRemove(): Promise<void> {
const synfV3 = SynFuturesV3.getInstance('blast');
const allInstruments = await synfV3.getAllInstruments();
const instrument = allInstruments.find((i) => i.info.symbol.includes('BTC-USDB'))!;
const pair = instrument.getPairModel(PERP_EXPIRY);
// get your own signer
const signer = new ethers.Wallet(process.env.ALICE_PRIVATE_KEY as string, synfV3.ctx.provider);
await synfV3.syncVaultCacheWithAllQuotes(signer.address);
const account = await synfV3.getPairLevelAccount(signer.address, instrument.info.addr, pair.amm.expiry);
const range = account.ranges[0];
const result = synfV3.simulateRemoveLiquidity(account, range, 100);
await synfV3.remove(signer, instrument.info.addr, {
expiry: pair.amm.expiry,
target: signer.address,
tickLower: range.tickLower,
tickUpper: range.tickUpper,
limitTicks: synfV3.encodeLimitTicks(result.sqrtStrikeLowerPX96, result.sqrtStrikeUpperPX96), // calculated based on slippage
deadline: now() + 60,
});
}
demoRemove().catch(console.error);
Direct cancel order interface
/* eslint-disable @typescript-eslint/no-non-null-assertion */
import { ethers } from 'ethers';
import { PERP_EXPIRY } from './constants';
import { SynFuturesV3 } from './synfuturesV3Core';
import { now } from '@derivation-tech/web3-core';
export async function demoCancel(): Promise<void> {
const synfV3 = SynFuturesV3.getInstance('blast');
const allInstruments = await synfV3.getAllInstruments();
const instrument = allInstruments.find((i) => i.info.symbol.includes('BTC-USDB'))!;
const pair = instrument.getPairModel(PERP_EXPIRY);
// get your own signer
const signer = new ethers.Wallet(process.env.ALICE_PRIVATE_KEY as string, synfV3.ctx.provider);
await synfV3.syncVaultCacheWithAllQuotes(signer.address);
const account = await synfV3.getPairLevelAccount(signer.address, instrument.info.addr, pair.amm.expiry);
await synfV3.cancel(signer, instrument.info.addr, {
expiry: pair.amm.expiry,
tick: account.orders[0].tick, // the price of the order you want to cancel in tick format
deadline: now() + 60,
});
}
demoCancel().catch(console.error);
Update pair
/* eslint-disable @typescript-eslint/no-non-null-assertion */
import { ethers } from 'ethers';
import { PERP_EXPIRY } from './constants';
import { SynFuturesV3 } from './synfuturesV3Core';
export async function demoUpdate(): Promise<void> {
const synfV3 = SynFuturesV3.getInstance('blast');
const allInstruments = await synfV3.getAllInstruments();
const instrument = allInstruments.find((i) => i.info.symbol.includes('BTC-USDB'))!;
const pair = instrument.getPairModel(PERP_EXPIRY);
// get your own signer
const signer = new ethers.Wallet(process.env.ALICE_PRIVATE_KEY as string, synfV3.ctx.provider);
await synfV3.update(signer, instrument.info.addr, pair.amm.expiry);
}
demoUpdate().catch(console.error);
Settle User
/* eslint-disable @typescript-eslint/no-non-null-assertion */
import { ethers } from 'ethers';
import { PERP_EXPIRY } from './constants';
import { SynFuturesV3 } from './synfuturesV3Core';
export async function demoSettle(): Promise<void> {
const synfV3 = SynFuturesV3.getInstance('blast');
const allInstruments = await synfV3.getAllInstruments();
const instrument = allInstruments.find((i) => i.info.symbol.includes('BTC-USDB'))!;
const pair = instrument.getPairModel(PERP_EXPIRY);
// get your own signer
const signer = new ethers.Wallet(process.env.ALICE_PRIVATE_KEY as string, synfV3.ctx.provider);