Class: Semibook

The Semibook is a data structure for maintaining a cache of an offer list for one side (asks or bids) of a market.

While offer lists on-chain for a market A-B are symmetric (the offer lists are the same for the market B-A), a Semibook depends on the market:

• Prices are in terms of quote tokens per base token
• Volumes are in terms of base tokens

Hierarchy

• StateLogSubscriber<State, BookSubscriptionEvent>

  ↳ Semibook

Implements

• Iterable<Offer>

Properties

DEFAULT_TARGET_NUMBER_OF_TICKS

▪ Static Readonly DEFAULT_TARGET_NUMBER_OF_TICKS: 50

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:220

---

DEFAULT_CHUNK_SIZE

▪ Static Readonly DEFAULT_CHUNK_SIZE: 50

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:221

---

ba

• Readonly ba: BA

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:223

---

market

• Readonly market: Market

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:224

---

tickPriceHelper

• Readonly tickPriceHelper: TickPriceHelper

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:225

---

options

• Readonly options: ResolvedOptions

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:226

---

tradeManagement

• tradeManagement: Trade

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:232

---

optionsIdentifier

• optionsIdentifier: string

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:234

---

olKey

• olKey: OLKeyStruct

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:235

---

initializedAt

• Optional initializedAt: BlockWithoutParentHash

Inherited from

StateLogSubscriber.initializedAt

Defined in

@mangrovedao/reliable-event-subscriber/dist/logSubscriber.d.ts:14

---

lastSeenEventBlock

• Optional lastSeenEventBlock: BlockWithoutParentHash

Inherited from

StateLogSubscriber.lastSeenEventBlock

Defined in

@mangrovedao/reliable-event-subscriber/dist/logSubscriber.d.ts:15

---

cacheLock

• Protected cacheLock: Mutex

Inherited from

StateLogSubscriber.cacheLock

Defined in

@mangrovedao/reliable-event-subscriber/dist/stateLogSubscriber.d.ts:12

Methods

connect

▸ connect(market, ba, eventListener, options): Promise<Semibook>

Parameters

Name	Type
market	Market
ba	BA
eventListener	EventListener
options	Options

Returns

Promise<Semibook>

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:237

---

copy

▸ copy(state): State

Parameters

Name	Type
state	State

Returns

State

Overrides

StateLogSubscriber.copy

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:268

---

addEventListener

▸ addEventListener(listener): void

Parameters

Name	Type
listener	EventListener

Returns

void

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:316

---

removeEventListener

▸ removeEventListener(listener): void

Parameters

Name	Type
listener	EventListener

Returns

void

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:320

---

requestOfferListPrefix

▸ requestOfferListPrefix(options): Promise<Offer[]>

Parameters

Name	Type
options	Options

Returns

Promise<Offer[]>

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:324

---

offerInfo

▸ offerInfo(offerId): Promise<Offer>

Returns struct containing offer details in the current offer list

Parameters

Name	Type
offerId	number

Returns

Promise<Offer>

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:344

---

config

▸ config(): LocalConfig

Return config local to a semibook. Notes: Amounts are converted to human readable numbers. density is converted to public token units per gas used fee remains in basis points of the token being bought

Returns

LocalConfig

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:374

---

permit

▸ permit(data): Promise<ContractTransaction>

Sign permit data for buying outbound_tkn with spender's inbound_tkn See mangrove.ts.

Parameters

Name	Type
data	Omit<SimplePermitData, "outbound_tkn" | "inbound_tkn">

Returns

Promise<ContractTransaction>

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:396

---

size

▸ size(): number

Returns the number of offers in the cache.

Returns

number

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:407

---

getBestInCache

▸ getBestInCache(): undefined | number

Returns the id of the best offer in the cache

Returns

undefined | number

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:413

---

getBest

▸ getBest(): Promise<undefined | Offer>

Returns the best offer if any

Returns

Promise<undefined | Offer>

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:419

---

[iterator]

▸ [iterator](): CacheIterator

Returns an iterator over the offers in the cache.

Returns

CacheIterator

Implementation of

Iterable.[iterator]

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:443

---

iter

▸ iter(): CacheIterator

Convenience method for getting an iterator without having to call [Symbol.iterator]().

Returns

CacheIterator

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:454

---

estimateVolume

▸ estimateVolume(params): Promise<VolumeEstimate>

Volume estimator.

if you say estimateVolume({given:100,to:"buy"}),

it will give you an estimate of how much quote token you would have to spend to get 100 base tokens.

if you say estimateVolume({given:10,to:"sell"}),

it will given you an estimate of how much base tokens you'd have to buy in order to spend 10 quote tokens.

if you add a limitPrice field, only offers with that price or better will be considered.

So for instance, if you say {given:10,to:"sell",limitPrice:"2"}, estimateVolume will return the volume you will be able to receive if selling up to 10 quote at a max. price of 2 quote/base, i.e. a min. "price" of 1/2 = 0.5 base/quote.

The returned remainingFillVolume is how much of the given token that cannot be traded due to insufficient volume on the book / price becoming bad.

Parameters

Name	Type
params	VolumeParams

Returns

Promise<VolumeEstimate>

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:480

---

simulateMarketOrder

▸ simulateMarketOrder(maxTick, fillVolume, fillWants): Promise<{ totalGot: Big ; totalGave: Big ; feePaid: Big ; fillVolume: Big ; maxTickMatched?: number ; gas: BigNumber }>

Reproduces the logic of Mangrove's generalMarketOrder function faithfully with the exception of:

• the overflow protections due to bounds on input sizes.
• offers are assumed not to fail.

Parameters

Name	Type
maxTick	number
fillVolume	Big
fillWants	boolean

Returns

Promise<{ totalGot: Big ; totalGave: Big ; feePaid: Big ; fillVolume: Big ; maxTickMatched?: number ; gas: BigNumber }>

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:513

---

isPriceBetter

▸ isPriceBetter(price, referencePrice): boolean

Returns true if price is better than referencePrice; Otherwise, false is returned.

Parameters

Name	Type
price	undefined | BigSource
referencePrice	undefined | BigSource

Returns

boolean

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:671

---

isPriceWorse

▸ isPriceWorse(price, referencePrice): boolean

Returns true if price is worse than referencePrice; Otherwise, false is returned.

Parameters

Name	Type
price	undefined | BigSource
referencePrice	undefined | BigSource

Returns

boolean

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:680

---

getMinimumVolume

▸ getMinimumVolume(gasreq): Big

Determines the minimum volume required to stay above density limit for the given gasreq (with a minimum of 1 unit of outbound, since 0 gives is not allowed).

Parameters

Name	Type	Description
gasreq	number	The gas requirement for the offer.

Returns

Big

The minimum volume required to stay above density limit.

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:691

---

getMaxGasReq

▸ getMaxGasReq(): Promise<undefined | number>

Returns

Promise<undefined | number>

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:701

---

stateInitialize

▸ stateInitialize(block): Promise<ErrorOrState<State>>

Parameters

Name	Type
block	BlockWithoutParentHash

Returns

Promise<ErrorOrState<State>>

Overrides

StateLogSubscriber.stateInitialize

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:873

---

stateHandleLog

▸ stateHandleLog(state, log, event?): State

Parameters

Name	Type
state	State
log	Log
event?	BookSubscriptionEvent

Returns

State

Overrides

StateLogSubscriber.stateHandleLog

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:922

---

rawLocalConfigToLocalConfig

▸ rawLocalConfigToLocalConfig(local): LocalConfigFull

Parameters

Name	Type
local	LocalUnpackedStructOutput

Returns

LocalConfigFull

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:1363

---

rawLocalConfigToLocalConfig

▸ rawLocalConfigToLocalConfig(local, outboundDecimals): LocalConfigFull

Parameters

Name	Type
local	LocalUnpackedStructOutput
outboundDecimals	number

Returns

LocalConfigFull

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:1370

---

rawOfferSlimToOfferSlim

▸ rawOfferSlimToOfferSlim(raw): OfferSlim

Parameters

Name	Type
raw	RawOfferSlim

Returns

OfferSlim

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:1389

---

rawIdToId

▸ rawIdToId(rawId): undefined | number

Parameters

Name	Type
rawId	BigNumber

Returns

undefined | number

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:1412

---

idToRawId

▸ idToRawId(id): BigNumber

Parameters

Name	Type
id	undefined | number

Returns

BigNumber

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:1417

---

getIsVolumeDesiredForAsks

▸ getIsVolumeDesiredForAsks(opts): boolean

Parameters

Name	Type
opts	BookOptions

Returns

boolean

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:1454

---

getIsVolumeDesiredForBids

▸ getIsVolumeDesiredForBids(opts): boolean

Parameters

Name	Type
opts	BookOptions

Returns

boolean

Defined in

@mangrovedao/mangrove.js/src/semibook.ts:1465

---

checkIfLastSeenEventBlockExists

▸ checkIfLastSeenEventBlockExists(): void

Returns

void

Inherited from

StateLogSubscriber.checkIfLastSeenEventBlockExists

Defined in

@mangrovedao/reliable-event-subscriber/dist/stateLogSubscriber.d.ts:16

---

getLatestState

▸ getLatestState(): State

Returns

State

Inherited from

StateLogSubscriber.getLatestState

Defined in

@mangrovedao/reliable-event-subscriber/dist/stateLogSubscriber.d.ts:17

---

initialize

▸ initialize(wantedBlock): Promise<InitializeErrorOrBlock>

Parameters

Name	Type
wantedBlock	BlockWithoutParentHash

Returns

Promise<InitializeErrorOrBlock>

Inherited from

StateLogSubscriber.initialize

Defined in

@mangrovedao/reliable-event-subscriber/dist/stateLogSubscriber.d.ts:18

---

handleLog

▸ handleLog(log, event?): Promise<void>

handle received log by creating new cached state if we found a block that is newer than our cache. Then let implementation stateHandleLog modify the state.

Parameters

Name	Type
log	Log
event?	BookSubscriptionEvent

Returns

Promise<void>

Inherited from

StateLogSubscriber.handleLog

Defined in

@mangrovedao/reliable-event-subscriber/dist/stateLogSubscriber.d.ts:27

---

rollback

▸ rollback(block): void

Parameters

Name	Type
block	Block

Returns

void

Inherited from

StateLogSubscriber.rollback

Defined in

@mangrovedao/reliable-event-subscriber/dist/stateLogSubscriber.d.ts:28