@0dotxyz/p0-ts-sdk 1.0.0 → 1.1.0-alpha.1

package/dist/{dto-farm.types-D9Q3c7Q7.d.cts → rewards.types-CaEoVXqe.d.cts}

@@ -1,6 +1,6 @@
-import { BN, BorshCoder, Provider, Program } from '@coral-xyz/anchor';
+import { BorshCoder, Provider, Program } from '@coral-xyz/anchor';
+import BN from 'bn.js';
 import { PublicKey } from '@solana/web3.js';
-import BN$1 from 'bn.js';
 
 declare const SWITCHBOARD_ONDEMANDE_PRICE_PRECISION = 18;
 interface CurrentResult {
@@ -47,7 +47,7 @@ declare function decodeSwitchboardPullFeedData(data: Buffer): PullFeedAccountDat
 
 interface LastUpdateFields {
     /** Last slot when updated */
-    slot: BN$1;
+    slot: BN;
     /** True when marked stale, false when slot updated */
     stale: number;
     /** Status of the prices used to calculate the last update */
@@ -55,8 +55,8 @@ interface LastUpdateFields {
     placeholder: Array<number>;
 }
 interface BigFractionBytesFields {
-    value: Array<BN$1>;
-    padding: Array<BN$1>;
+    value: Array<BN>;
+    padding: Array<BN>;
 }
 
 interface LastUpdateJSON {
@@ -75,7 +75,7 @@ interface BigFractionBytesJSON {
 
 interface ReserveRaw {
     /** Version of the reserve */
-    version: BN$1;
+    version: BN;
     /** Last slot when supply and rates updated */
     lastUpdate: LastUpdateFields;
     /** Lending market address */
@@ -84,20 +84,20 @@ interface ReserveRaw {
     farmDebt: PublicKey;
     /** Reserve liquidity */
     liquidity: ReserveLiquidityFields;
-    reserveLiquidityPadding: Array<BN$1>;
+    reserveLiquidityPadding: Array<BN>;
     /** Reserve collateral */
     collateral: ReserveCollateralFields;
-    reserveCollateralPadding: Array<BN$1>;
+    reserveCollateralPadding: Array<BN>;
     /** Reserve configuration values */
     config: ReserveConfigFields;
-    configPadding: Array<BN$1>;
-    borrowedAmountOutsideElevationGroup: BN$1;
+    configPadding: Array<BN>;
+    borrowedAmountOutsideElevationGroup: BN;
     /**
      * Amount of token borrowed in lamport of debt asset in the given
      * elevation group when this reserve is part of the collaterals.
      */
-    borrowedAmountsAgainstThisReserveInElevationGroups: Array<BN$1>;
-    padding: Array<BN$1>;
+    borrowedAmountsAgainstThisReserveInElevationGroups: Array<BN>;
+    padding: Array<BN>;
 }
 interface ReserveLiquidityFields {
     /** Reserve liquidity mint address */
@@ -107,49 +107,49 @@ interface ReserveLiquidityFields {
     /** Reserve liquidity fee collection address */
     feeVault: PublicKey;
     /** Reserve liquidity available */
-    availableAmount: BN$1;
+    availableAmount: BN;
     /** Reserve liquidity borrowed (scaled fraction) */
-    borrowedAmountSf: BN$1;
+    borrowedAmountSf: BN;
     /** Reserve liquidity market price in quote currency (scaled fraction) */
-    marketPriceSf: BN$1;
+    marketPriceSf: BN;
     /** Unix timestamp of the market price (from the oracle) */
-    marketPriceLastUpdatedTs: BN$1;
+    marketPriceLastUpdatedTs: BN;
     /** Reserve liquidity mint decimals */
-    mintDecimals: BN$1;
+    mintDecimals: BN;
     /**
      * Timestamp when the last refresh reserve detected that the liquidity amount is above the deposit cap. When this threshold is crossed, then redemptions (auto-deleverage) are enabled.
      * If the threshold is not crossed, then the timestamp is set to 0
      */
-    depositLimitCrossedTimestamp: BN$1;
+    depositLimitCrossedTimestamp: BN;
     /**
      * Timestamp when the last refresh reserve detected that the borrowed amount is above the borrow cap. When this threshold is crossed, then redemptions (auto-deleverage) are enabled.
      * If the threshold is not crossed, then the timestamp is set to 0
      */
-    borrowLimitCrossedTimestamp: BN$1;
+    borrowLimitCrossedTimestamp: BN;
     /** Reserve liquidity cumulative borrow rate (scaled fraction) */
     cumulativeBorrowRateBsf: BigFractionBytesFields;
     /** Reserve cumulative protocol fees (scaled fraction) */
-    accumulatedProtocolFeesSf: BN$1;
+    accumulatedProtocolFeesSf: BN;
     /** Reserve cumulative referrer fees (scaled fraction) */
-    accumulatedReferrerFeesSf: BN$1;
+    accumulatedReferrerFeesSf: BN;
     /** Reserve pending referrer fees, to be claimed in refresh_obligation by referrer or protocol (scaled fraction) */
-    pendingReferrerFeesSf: BN$1;
+    pendingReferrerFeesSf: BN;
     /** Reserve referrer fee absolute rate calculated at each refresh_reserve operation (scaled fraction) */
-    absoluteReferralRateSf: BN$1;
+    absoluteReferralRateSf: BN;
     /** Token program of the liquidity mint */
     tokenProgram: PublicKey;
-    padding2: Array<BN$1>;
-    padding3: Array<BN$1>;
+    padding2: Array<BN>;
+    padding3: Array<BN>;
 }
 interface ReserveCollateralFields {
     /** Reserve collateral mint address */
     mintPubkey: PublicKey;
     /** Reserve collateral mint supply, used for exchange rate */
-    mintTotalSupply: BN$1;
+    mintTotalSupply: BN;
     /** Reserve collateral supply address */
     supplyVault: PublicKey;
-    padding1: Array<BN$1>;
-    padding2: Array<BN$1>;
+    padding1: Array<BN>;
+    padding2: Array<BN>;
 }
 interface ReserveConfigFields {
     /** Status of the reserve Active/Obsolete/Hidden */
@@ -189,22 +189,22 @@ interface ReserveConfigFields {
      * crossed.
      * Only relevant when `autodeleverage_enabled == 1`, and must not be 0 in such case.
      */
-    deleveragingMarginCallPeriodSecs: BN$1;
+    deleveragingMarginCallPeriodSecs: BN;
     /**
      * The rate at which the deleveraging threshold decreases, in bps per day.
      * Only relevant when `autodeleverage_enabled == 1`, and must not be 0 in such case.
      */
-    deleveragingThresholdDecreaseBpsPerDay: BN$1;
+    deleveragingThresholdDecreaseBpsPerDay: BN;
     /** Program owner fees assessed, separate from gains due to interest accrual */
     fees: ReserveFeesFields;
     /** Borrow rate curve based on utilization */
     borrowRateCurve: BorrowRateCurveFields;
     /** Borrow factor in percentage - used for risk adjustment */
-    borrowFactorPct: BN$1;
+    borrowFactorPct: BN;
     /** Maximum deposit limit of liquidity in native units, u64::MAX for inf */
-    depositLimit: BN$1;
+    depositLimit: BN;
     /** Maximum amount borrowed, u64::MAX for inf, 0 to disable borrows (protected deposits) */
-    borrowLimit: BN$1;
+    borrowLimit: BN;
     /** Token id from TokenInfos struct */
     tokenInfo: TokenInfoFields$1;
     /** Deposit withdrawal caps - deposit & redeem */
@@ -229,19 +229,19 @@ interface ReserveConfigFields {
      * - u64::MAX for inf
      * - 0 to disable borrows outside elevation groups
      */
-    borrowLimitOutsideElevationGroup: BN$1;
+    borrowLimitOutsideElevationGroup: BN;
     /**
      * Defines the maximum amount (in lamports of elevation group debt asset)
      * that can be borrowed when this reserve is used as collateral.
      * - u64::MAX for inf
      * - 0 to disable borrows in this elevation group (expected value for the debt asset)
      */
-    borrowLimitAgainstThisCollateralInElevationGroup: Array<BN$1>;
+    borrowLimitAgainstThisCollateralInElevationGroup: Array<BN>;
     /**
      * The rate at which the deleveraging-related liquidation bonus increases, in bps per day.
      * Only relevant when `autodeleverage_enabled == 1`, and must not be 0 in such case.
      */
-    deleveragingBonusIncreaseBpsPerDay: BN$1;
+    deleveragingBonusIncreaseBpsPerDay: BN;
 }
 interface ReserveFeesFields {
     /**
@@ -252,12 +252,12 @@ interface ReserveFeesFields {
      * 0.01% (1 basis point) = 115292150460685
      * 0.00001% (Aave borrow fee) = 115292150461
      */
-    borrowFeeSf: BN$1;
+    borrowFeeSf: BN;
     /**
      * Fee for flash loan, expressed as scaled fraction.
      * 0.3% (Aave flash loan fee) = 0.003 * 2^60 = 3458764513820541
      */
-    flashLoanFeeSf: BN$1;
+    flashLoanFeeSf: BN;
     /** Used for allignment */
     padding: Array<number>;
 }
@@ -274,9 +274,9 @@ interface TokenInfoFields$1 {
     /** Heuristics limits of acceptable price */
     heuristic: PriceHeuristicFields;
     /** Max divergence between twap and price in bps */
-    maxTwapDivergenceBps: BN$1;
-    maxAgePriceSeconds: BN$1;
-    maxAgeTwapSeconds: BN$1;
+    maxTwapDivergenceBps: BN;
+    maxAgePriceSeconds: BN;
+    maxAgeTwapSeconds: BN;
     /** Scope price configuration */
     scopeConfiguration: ScopeConfigurationFields;
     /** Switchboard configuration */
@@ -285,15 +285,15 @@ interface TokenInfoFields$1 {
     pythConfiguration: PythConfigurationFields;
     blockPriceUsage: number;
     reserved: Array<number>;
-    padding: Array<BN$1>;
+    padding: Array<BN>;
 }
 interface PriceHeuristicFields {
     /** Lower value of acceptable price */
-    lower: BN$1;
+    lower: BN;
     /** Upper value of acceptable price */
-    upper: BN$1;
+    upper: BN;
     /** Number of decimals of the previously defined values */
-    exp: BN$1;
+    exp: BN;
 }
 interface ScopeConfigurationFields {
     /** Pubkey of the scope price feed (disabled if `null` or `default`) */
@@ -313,10 +313,10 @@ interface PythConfigurationFields {
     price: PublicKey;
 }
 interface WithdrawalCapsFields {
-    configCapacity: BN$1;
-    currentTotal: BN$1;
-    lastIntervalStartTimestamp: BN$1;
-    configIntervalLengthSeconds: BN$1;
+    configCapacity: BN;
+    currentTotal: BN;
+    lastIntervalStartTimestamp: BN;
+    configIntervalLengthSeconds: BN;
 }
 
 interface ReserveJSON {
@@ -746,7 +746,7 @@ interface ObligationOrderJSON {
 
 interface ObligationRaw {
     /** Version of the struct */
-    tag: BN$1;
+    tag: BN;
     /** Last update to collateral, liquidity, or their market values */
     lastUpdate: LastUpdateFields;
     /** Lending market address */
@@ -756,19 +756,19 @@ interface ObligationRaw {
     /** Deposited collateral for the obligation, unique by deposit reserve address */
     deposits: Array<ObligationCollateralFields>;
     /** Worst LTV for the collaterals backing the loan, represented as a percentage */
-    lowestReserveDepositLiquidationLtv: BN$1;
+    lowestReserveDepositLiquidationLtv: BN;
     /** Market value of deposits (scaled fraction) */
-    depositedValueSf: BN$1;
+    depositedValueSf: BN;
     /** Borrowed liquidity for the obligation, unique by borrow reserve address */
     borrows: Array<ObligationLiquidityFields>;
     /** Risk adjusted market value of borrows/debt (sum of price * borrowed_amount * borrow_factor) (scaled fraction) */
-    borrowFactorAdjustedDebtValueSf: BN$1;
+    borrowFactorAdjustedDebtValueSf: BN;
     /** Market value of borrows - used for max_liquidatable_borrowed_amount (scaled fraction) */
-    borrowedAssetsMarketValueSf: BN$1;
+    borrowedAssetsMarketValueSf: BN;
     /** The maximum borrow value at the weighted average loan to value ratio (scaled fraction) */
-    allowedBorrowValueSf: BN$1;
+    allowedBorrowValueSf: BN;
     /** The dangerous borrow value at the weighted average liquidation threshold (scaled fraction) */
-    unhealthyBorrowValueSf: BN$1;
+    unhealthyBorrowValueSf: BN;
     /** The asset tier of the deposits */
     depositsAssetTiers: Array<number>;
     /** The asset tier of the borrows */
@@ -793,50 +793,50 @@ interface ObligationRaw {
     /** The number of obsolete reserves the obligation has a borrow in */
     numOfObsoleteBorrowReserves: number;
     reserved: Array<number>;
-    highestBorrowFactorPct: BN$1;
+    highestBorrowFactorPct: BN;
     /**
      * A timestamp at which the risk council most-recently marked this obligation for deleveraging.
      * Zero if not currently subject to deleveraging.
      */
-    autodeleverageMarginCallStartedTimestamp: BN$1;
+    autodeleverageMarginCallStartedTimestamp: BN;
     /**
      * Owner-defined, liquidator-executed orders applicable to this obligation.
      * Typical use-cases would be a stop-loss and a take-profit (possibly co-existing).
      */
     orders: Array<ObligationOrderFields>;
-    padding3: Array<BN$1>;
+    padding3: Array<BN>;
 }
 interface ObligationCollateralFields {
     /** Reserve collateral is deposited to */
     depositReserve: PublicKey;
     /** Amount of collateral deposited */
-    depositedAmount: BN$1;
+    depositedAmount: BN;
     /** Collateral market value in quote currency (scaled fraction) */
-    marketValueSf: BN$1;
+    marketValueSf: BN;
     /**
      * Debt amount (lamport) taken against this collateral.
      * (only meaningful if this obligation is part of an elevation group, otherwise 0)
      * This is only indicative of the debt computed on the last refresh obligation.
      * If the obligation have multiple collateral this value is the same for all of them.
      */
-    borrowedAmountAgainstThisCollateralInElevationGroup: BN$1;
-    padding: Array<BN$1>;
+    borrowedAmountAgainstThisCollateralInElevationGroup: BN;
+    padding: Array<BN>;
 }
 interface ObligationLiquidityFields {
     /** Reserve liquidity is borrowed from */
     borrowReserve: PublicKey;
     /** Borrow rate used for calculating interest (big scaled fraction) */
     cumulativeBorrowRateBsf: BigFractionBytesFields;
-    padding: BN$1;
+    padding: BN;
     /** Amount of liquidity borrowed plus interest (scaled fraction) */
-    borrowedAmountSf: BN$1;
+    borrowedAmountSf: BN;
     /** Liquidity market value in quote currency (scaled fraction) */
-    marketValueSf: BN$1;
+    marketValueSf: BN;
     /** Risk adjusted liquidity market value in quote currency - DEBUG ONLY - use market_value instead */
-    borrowFactorAdjustedMarketValueSf: BN$1;
+    borrowFactorAdjustedMarketValueSf: BN;
     /** Amount of liquidity borrowed outside of an elevation group */
-    borrowedAmountOutsideElevationGroups: BN$1;
-    padding2: Array<BN$1>;
+    borrowedAmountOutsideElevationGroups: BN;
+    padding2: Array<BN>;
 }
 interface ObligationOrderFields {
     /**
@@ -852,7 +852,7 @@ interface ObligationOrderFields {
      * means that the order is active only when the BTC-SOL price is greater than `491.3` (i.e.
      * > 491.3 SOL per BTC).
      */
-    conditionThresholdSf: BN$1;
+    conditionThresholdSf: BN;
     /**
      * A configuration parameter used by the opportunity (scaled [Fraction]).
      * The exact meaning depends on the specific [Self::opportunity_type].
@@ -867,7 +867,7 @@ interface ObligationOrderFields {
      * The only allowed value in this case is [Fraction::MAX] (to emphasize that *all* debt
      * should be repaid).
      */
-    opportunityParameterSf: BN$1;
+    opportunityParameterSf: BN;
     /**
      * A *minimum* additional fraction of collateral transferred to the liquidator, in bps.
      *
@@ -920,7 +920,7 @@ interface ObligationOrderFields {
      * End padding.
      * The total size of a single instance is 8*u128 = 128 bytes.
      */
-    padding2: Array<BN$1>;
+    padding2: Array<BN>;
 }
 
 interface FarmStateRaw {
@@ -928,17 +928,17 @@ interface FarmStateRaw {
     globalConfig: PublicKey;
     token: TokenInfoFields;
     rewardInfos: Array<RewardInfoFields>;
-    numRewardTokens: BN$1;
+    numRewardTokens: BN;
     /** Data used to calculate the rewards of the user */
-    numUsers: BN$1;
+    numUsers: BN;
     /**
      * The number of token in the `farm_vault` staked (getting rewards and fees)
      * Set such as `farm_vault.amount = total_staked_amount + total_pending_amount`
      */
-    totalStakedAmount: BN$1;
+    totalStakedAmount: BN;
     farmVault: PublicKey;
     farmVaultsAuthority: PublicKey;
-    farmVaultsAuthorityBump: BN$1;
+    farmVaultsAuthorityBump: BN;
     /**
      * Only used for delegate farms
      * Set to `default()` otherwise
@@ -973,59 +973,59 @@ interface FarmStateRaw {
     /** Delay between a user unstake and the ability to withdraw his deposit. */
     withdrawalCooldownPeriod: number;
     /** Total active stake of tokens in the farm (scaled from `Decimal` representation). */
-    totalActiveStakeScaled: BN$1;
+    totalActiveStakeScaled: BN;
     /**
      * Total pending stake of tokens in the farm (scaled from `Decimal` representation).
      * (can be used by `withdraw_authority` but don't get rewards or fees)
      */
-    totalPendingStakeScaled: BN$1;
+    totalPendingStakeScaled: BN;
     /** Total pending amount of tokens in the farm */
-    totalPendingAmount: BN$1;
+    totalPendingAmount: BN;
     /** Slashed amounts from early withdrawal */
-    slashedAmountCurrent: BN$1;
-    slashedAmountCumulative: BN$1;
+    slashedAmountCurrent: BN;
+    slashedAmountCumulative: BN;
     slashedAmountSpillAddress: PublicKey;
     /** Locking stake */
-    lockingMode: BN$1;
-    lockingStartTimestamp: BN$1;
-    lockingDuration: BN$1;
-    lockingEarlyWithdrawalPenaltyBps: BN$1;
-    depositCapAmount: BN$1;
+    lockingMode: BN;
+    lockingStartTimestamp: BN;
+    lockingDuration: BN;
+    lockingEarlyWithdrawalPenaltyBps: BN;
+    depositCapAmount: BN;
     scopePrices: PublicKey;
-    scopeOraclePriceId: BN$1;
-    scopeOracleMaxAge: BN$1;
+    scopeOraclePriceId: BN;
+    scopeOracleMaxAge: BN;
     pendingFarmAdmin: PublicKey;
     strategyId: PublicKey;
     delegatedRpsAdmin: PublicKey;
     vaultId: PublicKey;
     secondDelegatedAuthority: PublicKey;
-    padding: Array<BN$1>;
+    padding: Array<BN>;
 }
 interface TokenInfoFields {
     mint: PublicKey;
-    decimals: BN$1;
+    decimals: BN;
     tokenProgram: PublicKey;
-    padding: Array<BN$1>;
+    padding: Array<BN>;
 }
 interface RewardInfoFields {
     token: TokenInfoFields;
     rewardsVault: PublicKey;
-    rewardsAvailable: BN$1;
+    rewardsAvailable: BN;
     rewardScheduleCurve: RewardScheduleCurveFields;
-    minClaimDurationSeconds: BN$1;
-    lastIssuanceTs: BN$1;
-    rewardsIssuedUnclaimed: BN$1;
-    rewardsIssuedCumulative: BN$1;
-    rewardPerShareScaled: BN$1;
-    placeholder0: BN$1;
+    minClaimDurationSeconds: BN;
+    lastIssuanceTs: BN;
+    rewardsIssuedUnclaimed: BN;
+    rewardsIssuedCumulative: BN;
+    rewardPerShareScaled: BN;
+    placeholder0: BN;
     rewardType: number;
     rewardsPerSecondDecimals: number;
     padding0: Array<number>;
-    padding1: Array<BN$1>;
+    padding1: Array<BN>;
 }
 interface RewardPerTimeUnitPointFields {
-    tsStart: BN$1;
-    rewardPerTimeUnit: BN$1;
+    tsStart: BN;
+    rewardPerTimeUnit: BN;
 }
 interface RewardScheduleCurveFields {
     /**
@@ -1161,4 +1161,445 @@ interface RewardPerTimeUnitPointJSON {
     rewardPerTimeUnit: string;
 }
 
-export { type RewardPerTimeUnitPointJSON as $, type PriceHeuristicJSON as A, type BorrowRateCurveFields as B, type CurvePointFields as C, type ScopeConfigurationJSON as D, type SwitchboardConfigurationJSON as E, type FeedResponse as F, type PythConfigurationJSON as G, type WithdrawalCapsJSON as H, type ObligationLiquidityJSON as I, type ObligationCollateralJSON as J, type ObligationOrderJSON as K, type ObligationCollateralFields as L, type ObligationLiquidityFields as M, type ObligationOrderFields as N, type ObligationRaw as O, type PullFeedAccountData as P, type LastUpdateFields as Q, type ReserveRaw as R, SWITCHBOARD_ONDEMANDE_PRICE_PRECISION as S, type TokenInfoFields$1 as T, type BigFractionBytesFields as U, type LastUpdateJSON as V, type WithdrawalCapsFields as W, type BigFractionBytesJSON as X, type RewardPerTimeUnitPointFields as Y, type RewardScheduleCurveFields as Z, type RewardScheduleCurveJSON as _, type FarmStateRaw as a, type ReserveJSON as b, type ObligationJSON as c, type FarmStateJSON as d, type RewardInfoFields as e, type CurrentResult as f, type OracleSubmission as g, type CrossbarSimulatePayload as h, getSwitchboardProgram as i, decodeSwitchboardPullFeedData as j, type ReserveLiquidityFields as k, type ReserveCollateralFields as l, type ReserveConfigFields as m, type ReserveFeesFields as n, type PriceHeuristicFields as o, type ScopeConfigurationFields as p, type SwitchboardConfigurationFields as q, type PythConfigurationFields as r, switchboardAccountCoder as s, type ReserveLiquidityJSON as t, type ReserveCollateralJSON as u, type ReserveConfigJSON as v, type ReserveFeesJSON as w, type BorrowRateCurveJSON as x, type CurvePointJSON as y, type TokenInfoJSON$1 as z };
+interface DriftUserStatsJSON {
+    /** The authority for all of a users sub accounts */
+    authority: string;
+    /** The address that referred this user */
+    referrer: string;
+    /** Stats on the fees paid by the user */
+    fees: UserFeesJSON;
+    /**
+     * The timestamp of the next epoch
+     * Epoch is used to limit referrer rewards earned in single epoch
+     */
+    nextEpochTs: string;
+    /**
+     * Rolling 30day maker volume for user
+     * precision: QUOTE_PRECISION
+     */
+    makerVolume30d: string;
+    /**
+     * Rolling 30day taker volume for user
+     * precision: QUOTE_PRECISION
+     */
+    takerVolume30d: string;
+    /**
+     * Rolling 30day filler volume for user
+     * precision: QUOTE_PRECISION
+     */
+    fillerVolume30d: string;
+    /** last time the maker volume was updated */
+    lastMakerVolume30dTs: string;
+    /** last time the taker volume was updated */
+    lastTakerVolume30dTs: string;
+    /** last time the filler volume was updated */
+    lastFillerVolume30dTs: string;
+    /** The amount of tokens staked in the quote spot markets if */
+    ifStakedQuoteAssetAmount: string;
+    /** The current number of sub accounts */
+    numberOfSubAccounts: number;
+    /**
+     * The number of sub accounts created. Can be greater than the number of sub accounts if user
+     * has deleted sub accounts
+     */
+    numberOfSubAccountsCreated: number;
+    /**
+     * Flags for referrer status:
+     * First bit (LSB): 1 if user is a referrer, 0 otherwise
+     * Second bit: 1 if user was referred, 0 otherwise
+     */
+    referrerStatus: number;
+    disableUpdatePerpBidAskTwap: boolean;
+    padding1: Array<number>;
+    /** whether the user has a FuelOverflow account */
+    fuelOverflowStatus: number;
+    /** accumulated fuel for token amounts of insurance */
+    fuelInsurance: number;
+    /** accumulated fuel for notional of deposits */
+    fuelDeposits: number;
+    /** accumulate fuel bonus for notional of borrows */
+    fuelBorrows: number;
+    /** accumulated fuel for perp open interest */
+    fuelPositions: number;
+    /** accumulate fuel bonus for taker volume */
+    fuelTaker: number;
+    /** accumulate fuel bonus for maker volume */
+    fuelMaker: number;
+    /** The amount of tokens staked in the governance spot markets if */
+    ifStakedGovTokenAmount: string;
+    /**
+     * last unix ts user stats data was used to update if fuel (u32 to save space)
+     */
+    lastFuelIfBonusUpdateTs: number;
+    padding: Array<number>;
+}
+interface UserFeesJSON {
+    /**
+     * Total taker fee paid
+     * precision: QUOTE_PRECISION
+     */
+    totalFeePaid: string;
+    /**
+     * Total maker fee rebate
+     * precision: QUOTE_PRECISION
+     */
+    totalFeeRebate: string;
+    /**
+     * Total discount from holding token
+     * precision: QUOTE_PRECISION
+     */
+    totalTokenDiscount: string;
+    /**
+     * Total discount from being referred
+     * precision: QUOTE_PRECISION
+     */
+    totalRefereeDiscount: string;
+    /**
+     * Total reward to referrer
+     * precision: QUOTE_PRECISION
+     */
+    totalReferrerReward: string;
+    /**
+     * Total reward to referrer this epoch
+     * precision: QUOTE_PRECISION
+     */
+    currentEpochReferrerReward: string;
+}
+
+interface DriftUserStats {
+    authority: PublicKey;
+    referrer: PublicKey;
+    fees: UserFeesFields;
+    nextEpochTs: BN;
+    makerVolume30d: BN;
+    takerVolume30d: BN;
+    fillerVolume30d: BN;
+    lastMakerVolume30dTs: BN;
+    lastTakerVolume30dTs: BN;
+    lastFillerVolume30dTs: BN;
+    ifStakedQuoteAssetAmount: BN;
+    numberOfSubAccounts: number;
+    numberOfSubAccountsCreated: number;
+    referrerStatus: number;
+    disableUpdatePerpBidAskTwap: boolean;
+    padding1: Array<number>;
+    fuelOverflowStatus: number;
+    fuelInsurance: number;
+    fuelDeposits: number;
+    fuelBorrows: number;
+    fuelPositions: number;
+    fuelTaker: number;
+    fuelMaker: number;
+    ifStakedGovTokenAmount: BN;
+    lastFuelIfBonusUpdateTs: number;
+    padding: Array<number>;
+}
+interface UserFeesFields {
+    totalFeePaid: BN;
+    totalFeeRebate: BN;
+    totalTokenDiscount: BN;
+    totalRefereeDiscount: BN;
+    totalReferrerReward: BN;
+    currentEpochReferrerReward: BN;
+}
+
+interface DriftSpotMarketJSON {
+    pubkey: string;
+    oracle: string;
+    mint: string;
+    decimals: number;
+    cumulativeDepositInterest: string;
+    marketIndex: number;
+    depositBalance: string;
+    borrowBalance: string;
+    cumulativeBorrowInterest: string;
+    optimalUtilization: number;
+    optimalBorrowRate: number;
+    maxBorrowRate: number;
+    minBorrowRate: number;
+    insuranceFund: {
+        totalFactor: number;
+    };
+}
+
+interface FeeStructure {
+    feeTiers: Array<FeeTier>;
+    fillerRewardStructure: OrderFillerRewardStructure;
+    referrerRewardEpochUpperBound: BN;
+    flatFillerFee: BN;
+}
+interface FeeStructureJSON {
+    feeTiers: Array<FeeTierJSON>;
+    fillerRewardStructure: OrderFillerRewardStructureJSON;
+    referrerRewardEpochUpperBound: string;
+    flatFillerFee: string;
+}
+interface FeeTier {
+    feeNumerator: number;
+    feeDenominator: number;
+    makerRebateNumerator: number;
+    makerRebateDenominator: number;
+    referrerRewardNumerator: number;
+    referrerRewardDenominator: number;
+    refereeFeeNumerator: number;
+    refereeFeeDenominator: number;
+}
+interface FeeTierJSON {
+    feeNumerator: number;
+    feeDenominator: number;
+    makerRebateNumerator: number;
+    makerRebateDenominator: number;
+    referrerRewardNumerator: number;
+    referrerRewardDenominator: number;
+    refereeFeeNumerator: number;
+    refereeFeeDenominator: number;
+}
+interface OrderFillerRewardStructure {
+    rewardNumerator: number;
+    rewardDenominator: number;
+    timeBasedRewardLowerBound: BN;
+}
+interface OrderFillerRewardStructureJSON {
+    rewardNumerator: number;
+    rewardDenominator: number;
+    timeBasedRewardLowerBound: string;
+}
+interface OracleGuardRails {
+    priceDivergence: PriceDivergenceGuardRails;
+    validity: ValidityGuardRails;
+}
+interface OracleGuardRailsJSON {
+    priceDivergence: PriceDivergenceGuardRailsJSON;
+    validity: ValidityGuardRailsJSON;
+}
+interface PriceDivergenceGuardRails {
+    markOraclePercentDivergence: BN;
+    oracleTwap5minPercentDivergence: BN;
+}
+interface PriceDivergenceGuardRailsJSON {
+    markOraclePercentDivergence: string;
+    oracleTwap5minPercentDivergence: string;
+}
+interface ValidityGuardRails {
+    slotsBeforeStaleForAmm: BN;
+    slotsBeforeStaleForMargin: BN;
+    confidenceIntervalMaxSize: BN;
+    tooVolatileRatio: BN;
+}
+interface ValidityGuardRailsJSON {
+    slotsBeforeStaleForAmm: string;
+    slotsBeforeStaleForMargin: string;
+    confidenceIntervalMaxSize: string;
+    tooVolatileRatio: string;
+}
+interface HistoricalOracleData {
+    /** precision: PRICE_PRECISION */
+    lastOraclePrice: BN;
+    /** precision: PRICE_PRECISION */
+    lastOracleConf: BN;
+    /** number of slots since last update */
+    lastOracleDelay: BN;
+    /** precision: PRICE_PRECISION */
+    lastOraclePriceTwap: BN;
+    /** precision: PRICE_PRECISION */
+    lastOraclePriceTwap5min: BN;
+    /** unix_timestamp of last snapshot */
+    lastOraclePriceTwapTs: BN;
+}
+interface HistoricalOracleDataJSON {
+    /** precision: PRICE_PRECISION */
+    lastOraclePrice: string;
+    /** precision: PRICE_PRECISION */
+    lastOracleConf: string;
+    /** number of slots since last update */
+    lastOracleDelay: string;
+    /** precision: PRICE_PRECISION */
+    lastOraclePriceTwap: string;
+    /** precision: PRICE_PRECISION */
+    lastOraclePriceTwap5min: string;
+    /** unix_timestamp of last snapshot */
+    lastOraclePriceTwapTs: string;
+}
+interface HistoricalIndexData {
+    /** precision: PRICE_PRECISION */
+    lastIndexBidPrice: BN;
+    /** precision: PRICE_PRECISION */
+    lastIndexAskPrice: BN;
+    /** precision: PRICE_PRECISION */
+    lastIndexPriceTwap: BN;
+    /** precision: PRICE_PRECISION */
+    lastIndexPriceTwap5min: BN;
+    /** unix_timestamp of last snapshot */
+    lastIndexPriceTwapTs: BN;
+}
+interface HistoricalIndexDataJSON {
+    /** precision: PRICE_PRECISION */
+    lastIndexBidPrice: string;
+    /** precision: PRICE_PRECISION */
+    lastIndexAskPrice: string;
+    /** precision: PRICE_PRECISION */
+    lastIndexPriceTwap: string;
+    /** precision: PRICE_PRECISION */
+    lastIndexPriceTwap5min: string;
+    /** unix_timestamp of last snapshot */
+    lastIndexPriceTwapTs: string;
+}
+interface PoolBalance {
+    /**
+     * To get the pool's token amount, you must multiply the scaled balance by the market's cumulative
+     * deposit interest
+     * precision: SPOT_BALANCE_PRECISION
+     */
+    scaledBalance: BN;
+    /** The spot market the pool is for */
+    marketIndex: number;
+    padding: Array<number>;
+}
+interface PoolBalanceJSON {
+    /**
+     * To get the pool's token amount, you must multiply the scaled balance by the market's cumulative
+     * deposit interest
+     * precision: SPOT_BALANCE_PRECISION
+     */
+    scaledBalance: string;
+    /** The spot market the pool is for */
+    marketIndex: number;
+    padding: Array<number>;
+}
+interface InsuranceFund {
+    vault: PublicKey;
+    totalShares: BN;
+    userShares: BN;
+    sharesBase: BN;
+    unstakingPeriod: BN;
+    lastRevenueSettleTs: BN;
+    revenueSettlePeriod: BN;
+    totalFactor: number;
+    userFactor: number;
+}
+interface InsuranceFundJSON {
+    vault: string;
+    totalShares: string;
+    userShares: string;
+    sharesBase: string;
+    unstakingPeriod: string;
+    lastRevenueSettleTs: string;
+    revenueSettlePeriod: string;
+    totalFactor: number;
+    userFactor: number;
+}
+declare enum SpotBalanceType {
+    Deposit = "Deposit",
+    Borrow = "Borrow"
+}
+interface SpotPosition {
+    /**
+     * The scaled balance of the position. To get the token amount, multiply by the cumulative deposit/borrow
+     * interest of corresponding market.
+     * precision: SPOT_BALANCE_PRECISION
+     */
+    scaledBalance: BN;
+    /**
+     * How many spot bids the user has open
+     * precision: token mint precision
+     */
+    openBids: BN;
+    /**
+     * How many spot asks the user has open
+     * precision: token mint precision
+     */
+    openAsks: BN;
+    /**
+     * The cumulative deposits/borrows a user has made into a market
+     * precision: token mint precision
+     */
+    cumulativeDeposits: BN;
+    /** The market index of the corresponding spot market */
+    marketIndex: number;
+    /** Whether the position is deposit or borrow */
+    balanceType: SpotBalanceType;
+    /** Number of open orders */
+    openOrders: number;
+    padding: Array<number>;
+}
+interface SpotPositionJSON {
+    /**
+     * The scaled balance of the position. To get the token amount, multiply by the cumulative deposit/borrow
+     * interest of corresponding market.
+     * precision: SPOT_BALANCE_PRECISION
+     */
+    scaledBalance: string;
+    /**
+     * How many spot bids the user has open
+     * precision: token mint precision
+     */
+    openBids: string;
+    /**
+     * How many spot asks the user has open
+     * precision: token mint precision
+     */
+    openAsks: string;
+    /**
+     * The cumulative deposits/borrows a user has made into a market
+     * precision: token mint precision
+     */
+    cumulativeDeposits: string;
+    /** The market index of the corresponding spot market */
+    marketIndex: number;
+    /** Whether the position is deposit or borrow */
+    balanceType: SpotBalanceType;
+    /** Number of open orders */
+    openOrders: number;
+    padding: Array<number>;
+}
+
+interface DriftSpotMarket {
+    pubkey: PublicKey;
+    oracle: PublicKey;
+    mint: PublicKey;
+    decimals: number;
+    cumulativeDepositInterest: BN;
+    marketIndex: number;
+    depositBalance: BN;
+    borrowBalance: BN;
+    cumulativeBorrowInterest: BN;
+    optimalUtilization: number;
+    optimalBorrowRate: number;
+    maxBorrowRate: number;
+    minBorrowRate: number;
+    insuranceFund: {
+        totalFactor: number;
+    };
+}
+declare enum DriftSpotBalanceType {
+    DEPOSIT = "deposit",
+    BORROW = "borrow"
+}
+declare function isSpotBalanceTypeVariant(value: DriftSpotBalanceType, variant: "deposit" | "borrow"): boolean;
+
+interface DriftUserJSON {
+    authority: string;
+    spotPositions: Array<SpotPositionJSON>;
+}
+
+interface DriftUser {
+    authority: PublicKey;
+    spotPositions: Array<SpotPosition>;
+}
+
+type DriftRewards = {
+    oracle: PublicKey;
+    marketIndex: number;
+    spotMarket: PublicKey;
+    mint: PublicKey;
+    spotPosition: SpotPosition;
+};
+type DriftRewardsJSON = {
+    oracle: string;
+    marketIndex: number;
+    spotMarket: string;
+    mint: string;
+    spotPosition: SpotPositionJSON;
+};
+
+export { type PriceHeuristicJSON as $, type ReserveLiquidityFields as A, type ReserveCollateralFields as B, type CurvePointFields as C, type DriftSpotMarket as D, type ReserveConfigFields as E, type FeedResponse as F, type ReserveFeesFields as G, type HistoricalOracleData as H, type InsuranceFund as I, type BorrowRateCurveFields as J, type PriceHeuristicFields as K, type ScopeConfigurationFields as L, type SwitchboardConfigurationFields as M, type PythConfigurationFields as N, type ObligationRaw as O, type PoolBalance as P, type ReserveLiquidityJSON as Q, type ReserveRaw as R, type SpotPosition as S, type TokenInfoFields$1 as T, type ReserveCollateralJSON as U, type ReserveConfigJSON as V, type WithdrawalCapsFields as W, type ReserveFeesJSON as X, type BorrowRateCurveJSON as Y, type CurvePointJSON as Z, type TokenInfoJSON$1 as _, type DriftRewards as a, type ScopeConfigurationJSON as a0, type SwitchboardConfigurationJSON as a1, type PythConfigurationJSON as a2, type WithdrawalCapsJSON as a3, type ObligationLiquidityJSON as a4, type ObligationCollateralJSON as a5, type ObligationOrderJSON as a6, type ObligationCollateralFields as a7, type ObligationLiquidityFields as a8, type ObligationOrderFields as a9, type LastUpdateFields as aa, type BigFractionBytesFields as ab, type LastUpdateJSON as ac, type BigFractionBytesJSON as ad, type RewardPerTimeUnitPointFields as ae, type RewardScheduleCurveFields as af, type RewardScheduleCurveJSON as ag, type RewardPerTimeUnitPointJSON as ah, type UserFeesJSON as ai, type UserFeesFields as aj, isSpotBalanceTypeVariant as ak, type FeeTier as al, type FeeTierJSON as am, type OrderFillerRewardStructure as an, type OrderFillerRewardStructureJSON as ao, type PriceDivergenceGuardRails as ap, type PriceDivergenceGuardRailsJSON as aq, type ValidityGuardRails as ar, type ValidityGuardRailsJSON as as, type HistoricalOracleDataJSON as at, type HistoricalIndexDataJSON as au, type PoolBalanceJSON as av, type InsuranceFundJSON as aw, SpotBalanceType as ax, type SpotPositionJSON as ay, type FarmStateRaw as b, type DriftUser as c, type DriftUserStats as d, type ReserveJSON as e, type ObligationJSON as f, type FarmStateJSON as g, type DriftSpotMarketJSON as h, type DriftUserJSON as i, type DriftUserStatsJSON as j, type RewardInfoFields as k, type HistoricalIndexData as l, type FeeStructureJSON as m, type OracleGuardRailsJSON as n, type FeeStructure as o, type OracleGuardRails as p, type DriftRewardsJSON as q, DriftSpotBalanceType as r, SWITCHBOARD_ONDEMANDE_PRICE_PRECISION as s, type CurrentResult as t, type OracleSubmission as u, type PullFeedAccountData as v, type CrossbarSimulatePayload as w, switchboardAccountCoder as x, getSwitchboardProgram as y, decodeSwitchboardPullFeedData as z };