PerpMarket | @blockworks-foundation/mango-v4

Hierarchy

PerpMarket

Index

Constructors

constructor

Accessors

Methods

Constructors

constructor

new PerpMarket(publicKey: PublicKey, group: PublicKey, settleTokenIndex: TokenIndex, perpMarketIndex: PerpMarketIndex, groupInsuranceFund: boolean, baseDecimals: number, name: number[], bids: PublicKey, asks: PublicKey, eventQueue: PublicKey, oracle: PublicKey, oracleConfig: OracleConfigDto, stablePriceModel: StablePriceModel, quoteLotSize: BN, baseLotSize: BN, maintBaseAssetWeight: I80F48Dto, initBaseAssetWeight: I80F48Dto, maintBaseLiabWeight: I80F48Dto, initBaseLiabWeight: I80F48Dto, openInterest: BN, seqNum: BN, registrationTime: BN, minFunding: I80F48Dto, maxFunding: I80F48Dto, impactQuantity: BN, longFunding: I80F48Dto, shortFunding: I80F48Dto, fundingLastUpdated: BN, baseLiquidationFee: I80F48Dto, makerFee: I80F48Dto, takerFee: I80F48Dto, feesAccrued: I80F48Dto, feesSettled: I80F48Dto, feePenalty: number, settleFeeFlat: number, settleFeeAmountThreshold: number, settleFeeFractionLowHealth: number, settlePnlLimitFactor: number, settlePnlLimitWindowSizeTs: BN, reduceOnly: boolean, forceClose: boolean, maintOverallAssetWeight: I80F48Dto, initOverallAssetWeight: I80F48Dto, positivePnlLiquidationFee: I80F48Dto): PerpMarket

- Defined in accounts/perp.ts:164
Parameters
- publicKey: PublicKey
- group: PublicKey
- settleTokenIndex: TokenIndex
- perpMarketIndex: PerpMarketIndex
- groupInsuranceFund: boolean
- baseDecimals: number
- name: number[]
- bids: PublicKey
- asks: PublicKey
- eventQueue: PublicKey
- oracle: PublicKey
- oracleConfig: OracleConfigDto
- stablePriceModel: StablePriceModel
- quoteLotSize: BN
- baseLotSize: BN
- maintBaseAssetWeight: I80F48Dto
- initBaseAssetWeight: I80F48Dto
- maintBaseLiabWeight: I80F48Dto
- initBaseLiabWeight: I80F48Dto
- openInterest: BN
- seqNum: BN
- registrationTime: BN
- minFunding: I80F48Dto
- maxFunding: I80F48Dto
- impactQuantity: BN
- longFunding: I80F48Dto
- shortFunding: I80F48Dto
- fundingLastUpdated: BN
- baseLiquidationFee: I80F48Dto
- makerFee: I80F48Dto
- takerFee: I80F48Dto
- feesAccrued: I80F48Dto
- feesSettled: I80F48Dto
- feePenalty: number
- settleFeeFlat: number
- settleFeeAmountThreshold: number
- settleFeeFractionLowHealth: number
- settlePnlLimitFactor: number
- settlePnlLimitWindowSizeTs: BN
- reduceOnly: boolean
- forceClose: boolean
- maintOverallAssetWeight: I80F48Dto
- initOverallAssetWeight: I80F48Dto
- positivePnlLiquidationFee: I80F48Dto
Returns PerpMarket

Properties

_asks

_asks: BookSide

_bids

_bids: BookSide

_oracleLastUpdatedSlot

_oracleLastUpdatedSlot: number

_oracleProvider

_oracleProvider: OracleProvider

_price

_price: I80F48

_uiPrice

_uiPrice: number

asks

asks: PublicKey

baseDecimals

baseDecimals: number

baseLiquidationFee

baseLiquidationFee: I80F48

baseLotSize

baseLotSize: BN

Private baseLotsToUiConverter

baseLotsToUiConverter: number

bids

bids: PublicKey

eventQueue

eventQueue: PublicKey

feePenalty

feePenalty: number

feesAccrued

feesAccrued: I80F48

feesSettled

feesSettled: I80F48

forceClose

forceClose: boolean

fundingLastUpdated

fundingLastUpdated: BN

group

group: PublicKey

groupInsuranceFund

groupInsuranceFund: boolean

impactQuantity

impactQuantity: BN

initBaseAssetWeight

initBaseAssetWeight: I80F48

initBaseLiabWeight

initBaseLiabWeight: I80F48

initOverallAssetWeight

initOverallAssetWeight: I80F48

longFunding

longFunding: I80F48

maintBaseAssetWeight

maintBaseAssetWeight: I80F48

maintBaseLiabWeight

maintBaseLiabWeight: I80F48

maintOverallAssetWeight

maintOverallAssetWeight: I80F48

makerFee

makerFee: I80F48

maxFunding

maxFunding: I80F48

minFunding

minFunding: I80F48

name

name: string

openInterest

openInterest: BN

oracle

oracle: PublicKey

oracleConfig

oracleConfig: OracleConfig

perpMarketIndex

perpMarketIndex: PerpMarketIndex

positivePnlLiquidationFee

positivePnlLiquidationFee: I80F48

Private priceLotsToUiConverter

priceLotsToUiConverter: number

publicKey

publicKey: PublicKey

quoteLotSize

quoteLotSize: BN

Private quoteLotsToUiConverter

quoteLotsToUiConverter: number

reduceOnly

reduceOnly: boolean

registrationTime

registrationTime: BN

seqNum

seqNum: BN

settleFeeAmountThreshold

settleFeeAmountThreshold: number

settleFeeFlat

settleFeeFlat: number

settleFeeFractionLowHealth

settleFeeFractionLowHealth: number

settlePnlLimitFactor

settlePnlLimitFactor: number

settlePnlLimitWindowSizeTs

settlePnlLimitWindowSizeTs: BN

settleTokenIndex

settleTokenIndex: TokenIndex

shortFunding

shortFunding: I80F48

stablePriceModel

stablePriceModel: StablePriceModel

takerFee

takerFee: I80F48

Accessors

minOrderSize

get minOrderSize(): number

- Defined in accounts/perp.ts:283
Returns number

oracleLastUpdatedSlot

get oracleLastUpdatedSlot(): number

- Defined in accounts/perp.ts:265
Returns number

oracleProvider

get oracleProvider(): OracleProvider

- Defined in accounts/perp.ts:274
Returns OracleProvider

price

get price(): I80F48

- Defined in accounts/perp.ts:247
Returns I80F48

tickSize

get tickSize(): number

- Defined in accounts/perp.ts:287
Returns number

uiPrice

get uiPrice(): number

- Defined in accounts/perp.ts:256
Returns number

Methods

baseLotsToUi

baseLotsToUi(quantity: BN): number

- Defined in accounts/perp.ts:447
Parameters
- quantity: BN
Returns number

getInstantaneousFundingRate

getInstantaneousFundingRate(bids: BookSide, asks: BookSide): number

- Defined in accounts/perp.ts:385
Parameters
- bids: BookSide
- asks: BookSide
Returns number
returns instantaneous funding rate

getInstantaneousFundingRateUi

getInstantaneousFundingRateUi(bids: BookSide, asks: BookSide): number

- Defined in accounts/perp.ts:421
Returns instantaneous funding rate for the day. How is it actually applied - funding is continously applied on every interaction to a perp position. The rate is further multiplied by the time elapsed since it was last applied (capped to max. 1hr).

Parameters
- bids: BookSide
- asks: BookSide
Returns number
returns instantaneous funding rate in % form

getSettlePnlCandidates

getSettlePnlCandidates(client: MangoClient, group: Group, direction: "negative" | "positive", count?: number): Promise<{ account: MangoAccount; settleablePnl: I80F48 }[]>

- Defined in accounts/perp.ts:467
Returns a list of (upto count) accounts, and the pnl that is settle'able on this perp market, the list is sorted ascending for 'negative' direction and descending for 'positive' direction.

NOTE: keep in sync with perp_pnl.rs:fetch_top

TODO: replace with a more performant offchain service call

Parameters
- client: MangoClient
- group: Group
- direction: "negative" | "positive"
- count: number = 2
Returns Promise<{ account: MangoAccount; settleablePnl: I80F48 }[]>

insidePriceLimit

insidePriceLimit(side: PerpOrderSide, orderPrice: number): boolean

- Defined in accounts/perp.ts:291
Parameters
- side: PerpOrderSide
- orderPrice: number
Returns boolean

loadAsks

loadAsks(client: MangoClient, forceReload?: boolean): Promise<BookSide>

- Defined in accounts/perp.ts:300
Parameters
- client: MangoClient
- forceReload: boolean = false
Returns Promise<BookSide>

loadBids

loadBids(client: MangoClient, forceReload?: boolean): Promise<BookSide>

- Defined in accounts/perp.ts:311
Parameters
- client: MangoClient
- forceReload: boolean = false
Returns Promise<BookSide>

loadEventQueue

loadEventQueue(client: MangoClient): Promise<PerpEventQueue>

- Defined in accounts/perp.ts:322
Parameters
- client: MangoClient
Returns Promise<PerpEventQueue>

loadFills

loadFills(client: MangoClient, lastSeqNum?: BN): Promise<FillEvent[]>

- Defined in accounts/perp.ts:329
Parameters
- client: MangoClient
- lastSeqNum: BN = ...
Returns Promise<FillEvent[]>

logOb

logOb(client: MangoClient): Promise<string>

- Defined in accounts/perp.ts:352
Parameters
- client: MangoClient
Returns Promise<string>

parseFillEvent

parseFillEvent(event: any): ParsedFillEvent

- Defined in accounts/perp.ts:340
Parameters
- event: any
Returns ParsedFillEvent

priceLotsToUi

priceLotsToUi(price: BN): number

- Defined in accounts/perp.ts:439
Parameters
- price: BN
Returns number

priceNativeToUi

priceNativeToUi(price: number): number

- Defined in accounts/perp.ts:443
Parameters
- price: number
Returns number

quoteLotsToUi

quoteLotsToUi(quantity: BN): number

- Defined in accounts/perp.ts:451
Parameters
- quantity: BN
Returns number

toString

toString(): string

- Defined in accounts/perp.ts:544
Returns string

uiBaseToLots

uiBaseToLots(quantity: number): BN

- Defined in accounts/perp.ts:431
Parameters
- quantity: number
Returns BN

uiPriceToLots

uiPriceToLots(price: number): BN

- Defined in accounts/perp.ts:425
Parameters
- price: number
Returns BN

uiQuoteToLots

uiQuoteToLots(uiQuote: number): BN

- Defined in accounts/perp.ts:435
Parameters
- uiQuote: number
Returns BN

Static from

from(publicKey: PublicKey, obj: { asks: PublicKey; baseDecimals: number; baseLiquidationFee: I80F48Dto; baseLotSize: BN; bids: PublicKey; eventQueue: PublicKey; feePenalty: number; feesAccrued: I80F48Dto; feesSettled: I80F48Dto; forceClose: number; fundingLastUpdated: BN; group: PublicKey; groupInsuranceFund: number; impactQuantity: BN; initBaseAssetWeight: I80F48Dto; initBaseLiabWeight: I80F48Dto; initOverallAssetWeight: I80F48Dto; longFunding: I80F48Dto; maintBaseAssetWeight: I80F48Dto; maintBaseLiabWeight: I80F48Dto; maintOverallAssetWeight: I80F48Dto; makerFee: I80F48Dto; maxFunding: I80F48Dto; minFunding: I80F48Dto; name: number[]; openInterest: BN; oracle: PublicKey; oracleConfig: OracleConfigDto; perpMarketIndex: number; positivePnlLiquidationFee: I80F48Dto; quoteLotSize: BN; reduceOnly: number; registrationTime: BN; seqNum: BN; settleFeeAmountThreshold: number; settleFeeFlat: number; settleFeeFractionLowHealth: number; settlePnlLimitFactor: number; settlePnlLimitWindowSizeTs: BN; settleTokenIndex: number; shortFunding: I80F48Dto; stablePriceModel: StablePriceModel; takerFee: I80F48Dto }): PerpMarket

- Defined in accounts/perp.ts:68
Parameters
- publicKey: PublicKey
- obj: { asks: PublicKey; baseDecimals: number; baseLiquidationFee: I80F48Dto; baseLotSize: BN; bids: PublicKey; eventQueue: PublicKey; feePenalty: number; feesAccrued: I80F48Dto; feesSettled: I80F48Dto; forceClose: number; fundingLastUpdated: BN; group: PublicKey; groupInsuranceFund: number; impactQuantity: BN; initBaseAssetWeight: I80F48Dto; initBaseLiabWeight: I80F48Dto; initOverallAssetWeight: I80F48Dto; longFunding: I80F48Dto; maintBaseAssetWeight: I80F48Dto; maintBaseLiabWeight: I80F48Dto; maintOverallAssetWeight: I80F48Dto; makerFee: I80F48Dto; maxFunding: I80F48Dto; minFunding: I80F48Dto; name: number[]; openInterest: BN; oracle: PublicKey; oracleConfig: OracleConfigDto; perpMarketIndex: number; positivePnlLiquidationFee: I80F48Dto; quoteLotSize: BN; reduceOnly: number; registrationTime: BN; seqNum: BN; settleFeeAmountThreshold: number; settleFeeFlat: number; settleFeeFractionLowHealth: number; settlePnlLimitFactor: number; settlePnlLimitWindowSizeTs: BN; settleTokenIndex: number; shortFunding: I80F48Dto; stablePriceModel: StablePriceModel; takerFee: I80F48Dto }
  - asks: PublicKey
  - baseDecimals: number
  - baseLiquidationFee: I80F48Dto
  - baseLotSize: BN
  - bids: PublicKey
  - eventQueue: PublicKey
  - feePenalty: number
  - feesAccrued: I80F48Dto
  - feesSettled: I80F48Dto
  - forceClose: number
  - fundingLastUpdated: BN
  - group: PublicKey
  - groupInsuranceFund: number
  - impactQuantity: BN
  - initBaseAssetWeight: I80F48Dto
  - initBaseLiabWeight: I80F48Dto
  - initOverallAssetWeight: I80F48Dto
  - longFunding: I80F48Dto
  - maintBaseAssetWeight: I80F48Dto
  - maintBaseLiabWeight: I80F48Dto
  - maintOverallAssetWeight: I80F48Dto
  - makerFee: I80F48Dto
  - maxFunding: I80F48Dto
  - minFunding: I80F48Dto
  - name: number[]
  - openInterest: BN
  - oracle: PublicKey
  - oracleConfig: OracleConfigDto
  - perpMarketIndex: number
  - positivePnlLiquidationFee: I80F48Dto
  - quoteLotSize: BN
  - reduceOnly: number
  - registrationTime: BN
  - seqNum: BN
  - settleFeeAmountThreshold: number
  - settleFeeFlat: number
  - settleFeeFractionLowHealth: number
  - settlePnlLimitFactor: number
  - settlePnlLimitWindowSizeTs: BN
  - settleTokenIndex: number
  - shortFunding: I80F48Dto
  - stablePriceModel: StablePriceModel
  - takerFee: I80F48Dto
Returns PerpMarket

Hierarchy

Index

Constructors

Properties

Accessors

Methods

Constructors

constructor

Parameters

publicKey: PublicKey

group: PublicKey

settleTokenIndex: TokenIndex

perpMarketIndex: PerpMarketIndex

groupInsuranceFund: boolean

baseDecimals: number

name: number[]

bids: PublicKey

asks: PublicKey

eventQueue: PublicKey

oracle: PublicKey

oracleConfig: OracleConfigDto

stablePriceModel: StablePriceModel

quoteLotSize: BN

baseLotSize: BN

maintBaseAssetWeight: I80F48Dto

initBaseAssetWeight: I80F48Dto

maintBaseLiabWeight: I80F48Dto

initBaseLiabWeight: I80F48Dto

openInterest: BN

seqNum: BN

registrationTime: BN

minFunding: I80F48Dto

maxFunding: I80F48Dto

impactQuantity: BN

longFunding: I80F48Dto

shortFunding: I80F48Dto

fundingLastUpdated: BN

baseLiquidationFee: I80F48Dto

makerFee: I80F48Dto

takerFee: I80F48Dto

feesAccrued: I80F48Dto

feesSettled: I80F48Dto

feePenalty: number

settleFeeFlat: number

settleFeeAmountThreshold: number

settleFeeFractionLowHealth: number

settlePnlLimitFactor: number

settlePnlLimitWindowSizeTs: BN

reduceOnly: boolean

forceClose: boolean

maintOverallAssetWeight: I80F48Dto

initOverallAssetWeight: I80F48Dto

positivePnlLiquidationFee: I80F48Dto

Returns PerpMarket

Properties

_asks

_bids

_oracleLastUpdatedSlot

_oracleProvider

_price

_uiPrice

asks

baseDecimals

baseLiquidationFee

baseLotSize

Private baseLotsToUiConverter

bids

eventQueue

feePenalty

feesAccrued

feesSettled

forceClose

fundingLastUpdated

group

groupInsuranceFund

impactQuantity

initBaseAssetWeight

initBaseLiabWeight

initOverallAssetWeight

longFunding