feat: dynamic leverage

Author: pp346

v4-client-js/src/clients/constants.ts

@@ -82,6 +82,7 @@ export const TYPE_URL_MSG_CANCEL_ORDER = '/dydxprotocol.clob.MsgCancelOrder';
 export const TYPE_URL_BATCH_CANCEL = '/dydxprotocol.clob.MsgBatchCancel';
 export const TYPE_URL_MSG_CREATE_CLOB_PAIR = '/dydxprotocol.clob.MsgCreateClobPair';
 export const TYPE_URL_MSG_UPDATE_CLOB_PAIR = '/dydxprotocol.clob.MsgUpdateClobPair';
+export const TYPE_URL_MSG_UPDATE_LEVERAGE = '/dydxprotocol.clob.MsgUpdateLeverage';
 
 // x/delaymsg
 export const TYPE_URL_MSG_DELAY_MESSAGE = '/dydxprotocol.delaymsg.MsgDelayMessage';

v4-client-js/src/clients/lib/registry.ts

@@ -1,13 +1,17 @@
 import { GeneratedType, Registry } from '@cosmjs/proto-signing';
 import { defaultRegistryTypes } from '@cosmjs/stargate';
-import { MsgAddAuthenticator, MsgRemoveAuthenticator } from '@dydxprotocol/v4-proto/src/codegen/dydxprotocol/accountplus/tx';
+import {
+  MsgAddAuthenticator,
+  MsgRemoveAuthenticator,
+} from '@dydxprotocol/v4-proto/src/codegen/dydxprotocol/accountplus/tx';
 import { MsgRegisterAffiliate } from '@dydxprotocol/v4-proto/src/codegen/dydxprotocol/affiliates/tx';
 import {
   MsgPlaceOrder,
   MsgCancelOrder,
   MsgCreateClobPair,
   MsgUpdateClobPair,
   MsgBatchCancel,
+  MsgUpdateLeverage,
 } from '@dydxprotocol/v4-proto/src/codegen/dydxprotocol/clob/tx';
 import { MsgDelayMessage } from '@dydxprotocol/v4-proto/src/codegen/dydxprotocol/delaymsg/tx';
 import { MsgCreateMarketPermissionless } from '@dydxprotocol/v4-proto/src/codegen/dydxprotocol/listing/tx';
@@ -41,6 +45,7 @@ import {
   TYPE_URL_MSG_CREATE_MARKET_PERMISSIONLESS,
   TYPE_URL_MSG_ADD_AUTHENTICATOR,
   TYPE_URL_MSG_REMOVE_AUTHENTICATOR,
+  TYPE_URL_MSG_UPDATE_LEVERAGE,
 } from '../constants';
 
 export const registry: ReadonlyArray<[string, GeneratedType]> = [];
@@ -52,6 +57,7 @@ export function generateRegistry(): Registry {
     [TYPE_URL_BATCH_CANCEL, MsgBatchCancel as GeneratedType],
     [TYPE_URL_MSG_CREATE_CLOB_PAIR, MsgCreateClobPair as GeneratedType],
     [TYPE_URL_MSG_UPDATE_CLOB_PAIR, MsgUpdateClobPair as GeneratedType],
+    [TYPE_URL_MSG_UPDATE_LEVERAGE, MsgUpdateLeverage as GeneratedType],
 
     // delaymsg
     [TYPE_URL_MSG_DELAY_MESSAGE, MsgDelayMessage as GeneratedType],
@@ -77,7 +83,6 @@ export function generateRegistry(): Registry {
     // affiliates
     [TYPE_URL_MSG_REGISTER_AFFILIATE, MsgRegisterAffiliate as GeneratedType],
 
-
     // authentication
     [TYPE_URL_MSG_ADD_AUTHENTICATOR, MsgAddAuthenticator as GeneratedType],
     [TYPE_URL_MSG_REMOVE_AUTHENTICATOR, MsgRemoveAuthenticator as GeneratedType],

v4-client-js/src/clients/modules/composer.ts

@@ -7,13 +7,18 @@ import {
   MsgDelegate,
   MsgUndelegate,
 } from '@dydxprotocol/v4-proto/src/codegen/cosmos/staking/v1beta1/tx';
-import { MsgAddAuthenticator, MsgRemoveAuthenticator } from '@dydxprotocol/v4-proto/src/codegen/dydxprotocol/accountplus/tx';
+import {
+  MsgAddAuthenticator,
+  MsgRemoveAuthenticator,
+} from '@dydxprotocol/v4-proto/src/codegen/dydxprotocol/accountplus/tx';
 import { MsgRegisterAffiliate } from '@dydxprotocol/v4-proto/src/codegen/dydxprotocol/affiliates/tx';
 import { ClobPair_Status } from '@dydxprotocol/v4-proto/src/codegen/dydxprotocol/clob/clob_pair';
 import {
+  LeverageEntry,
   MsgBatchCancel,
   MsgCreateClobPair,
   MsgUpdateClobPair,
+  MsgUpdateLeverage,
   OrderBatch,
 } from '@dydxprotocol/v4-proto/src/codegen/dydxprotocol/clob/tx';
 import { MsgDelayMessage } from '@dydxprotocol/v4-proto/src/codegen/dydxprotocol/delaymsg/tx';
@@ -56,6 +61,7 @@ import {
   TYPE_URL_MSG_ADD_AUTHENTICATOR,
   TYPE_URL_MSG_REMOVE_AUTHENTICATOR,
   AuthenticatorType,
+  TYPE_URL_MSG_UPDATE_LEVERAGE,
 } from '../constants';
 import { DenomConfig, ITwapParameters, IBuilderCodeParameters } from '../types';
 import {
@@ -97,7 +103,7 @@ export class Composer {
     conditionalOrderTriggerSubticks: Long = Long.fromInt(0),
     twapParameters?: ITwapParameters,
     builderCodeParameters?: IBuilderCodeParameters,
-    orderRouterAddress: string = "",
+    orderRouterAddress: string = '',
   ): EncodeObject {
     this.validateGoodTilBlockAndTime(orderFlags, goodTilBlock, goodTilBlockTime);
 
@@ -252,6 +258,27 @@ export class Composer {
     };
   }
 
+  public composeMsgUpdateLeverage(
+    address: string,
+    subaccountNumber: number,
+    entries: LeverageEntry[],
+  ): EncodeObject {
+    const subaccountId: SubaccountId = {
+      owner: address,
+      number: subaccountNumber,
+    };
+
+    const msg: MsgUpdateLeverage = {
+      subaccountId,
+      clobPairLeverage: entries,
+    };
+
+    return {
+      typeUrl: TYPE_URL_MSG_UPDATE_LEVERAGE,
+      value: msg,
+    };
+  }
+
   // ------------ x/sending ------------
   public composeMsgTransfer(
     address: string,
@@ -577,13 +604,13 @@ export class Composer {
 
     const msg: MsgCreateMarketPermissionless = {
       ticker,
-      subaccountId
+      subaccountId,
     };
 
     return {
       typeUrl: TYPE_URL_MSG_CREATE_MARKET_PERMISSIONLESS,
       value: msg,
-    }
+    };
   }
 
   // ----------- x/accountplus --------
@@ -597,27 +624,24 @@ export class Composer {
       sender: address,
       authenticatorType,
       data,
-    }
+    };
 
     return {
       typeUrl: TYPE_URL_MSG_ADD_AUTHENTICATOR,
       value: msg,
-    }
+    };
   }
 
-  public composeMsgRemoveAuthenticator(
-    address: string,
-    id: Long,
-  ): EncodeObject {
+  public composeMsgRemoveAuthenticator(address: string, id: Long): EncodeObject {
     const msg: MsgRemoveAuthenticator = {
       sender: address,
       id,
-    }
+    };
 
     return {
       typeUrl: TYPE_URL_MSG_REMOVE_AUTHENTICATOR,
       value: msg,
-    }
+    };
   }
 
   // ------------ util ------------

v4-client-js/src/clients/modules/get.ts

@@ -364,6 +364,22 @@ export class Get {
     return ClobModule.QueryEquityTierLimitConfigurationResponse.decode(data);
   }
 
+  /**
+   * @description Get user leverage settings for a given subaccount
+   * @returns User set leverage for all clob pairs
+   */
+  async getPerpetualMarketsLeverage(
+    address: string,
+    subaccountNumber: number,
+  ): Promise<ClobModule.QueryLeverageResponse> {
+    const requestData: Uint8Array = Uint8Array.from(
+      ClobModule.QueryLeverageRequest.encode({ owner: address, number: subaccountNumber }).finish(),
+    );
+
+    const data: Uint8Array = await this.sendQuery('/dydxprotocol.clob.Query/Leverage', requestData);
+    return ClobModule.QueryLeverageResponse.decode(data);
+  }
+
   /**
    *
    * @description Get all delegations from a delegator.

v4-client-js/src/clients/modules/post.ts

@@ -34,6 +34,7 @@ import {
   MsgCancelOrder,
   Order_ConditionType,
   OrderBatch,
+  LeverageEntry,
 } from './proto-includes';
 
 // Required for encoding and decoding queries that are of type Long.
@@ -628,6 +629,38 @@ export class Post {
     });
   }
 
+  async updatePerpetualMarketsLeverage(
+    subaccount: SubaccountInfo,
+    address: string,
+    entries: LeverageEntry[],
+    broadcastMode?: BroadcastMode,
+  ): Promise<BroadcastTxAsyncResponse | BroadcastTxSyncResponse | IndexedTx> {
+    const msg = await this.updatePerpetualMarketsLeverageMsg(subaccount, address, entries);
+    return this.send(
+      subaccount,
+      () => Promise.resolve([msg]),
+      false,
+      undefined,
+      undefined,
+      broadcastMode,
+    );
+  }
+
+  async updatePerpetualMarketsLeverageMsg(
+    subaccount: SubaccountInfo,
+    address: string,
+    entries: LeverageEntry[],
+  ): Promise<EncodeObject> {
+    return new Promise((resolve) => {
+      const msg = this.composer.composeMsgUpdateLeverage(
+        address,
+        subaccount.subaccountNumber,
+        entries,
+      );
+      resolve(msg);
+    });
+  }
+
   async transfer(
     subaccount: SubaccountInfo,
     recipientAddress: string,