@0dotxyz/p0-ts-sdk 1.1.0-alpha.1 → 1.1.0-alpha.11

package/dist/vendor.d.cts

@@ -1,8 +1,8 @@
 import * as _solana_web3_js from '@solana/web3.js';
 import { PublicKey, TransactionInstruction, Connection, Transaction, Commitment, AccountInfo, AccountMeta, Signer } from '@solana/web3.js';
 import BigNumber from 'bignumber.js';
-import { R as ReserveRaw, O as ObligationRaw, f as ObligationJSON, e as ReserveJSON, C as CurvePointFields, k as RewardInfoFields, b as FarmStateRaw, g as FarmStateJSON, H as HistoricalOracleData, l as HistoricalIndexData, P as PoolBalance, I as InsuranceFund, m as FeeStructureJSON, n as OracleGuardRailsJSON, o as FeeStructure, p as OracleGuardRails, S as SpotPosition, d as DriftUserStats, j as DriftUserStatsJSON, c as DriftUser, i as DriftUserJSON, D as DriftSpotMarket, h as DriftSpotMarketJSON, a as DriftRewards, q as DriftRewardsJSON, r as DriftSpotBalanceType } from './rewards.types-CaEoVXqe.cjs';
-export { ab as BigFractionBytesFields, ad as BigFractionBytesJSON, J as BorrowRateCurveFields, Y as BorrowRateCurveJSON, w as CrossbarSimulatePayload, t as CurrentResult, Z as CurvePointJSON, al as FeeTier, am as FeeTierJSON, F as FeedResponse, au as HistoricalIndexDataJSON, at as HistoricalOracleDataJSON, aw as InsuranceFundJSON, aa as LastUpdateFields, ac as LastUpdateJSON, a7 as ObligationCollateralFields, a5 as ObligationCollateralJSON, a8 as ObligationLiquidityFields, a4 as ObligationLiquidityJSON, a9 as ObligationOrderFields, a6 as ObligationOrderJSON, u as OracleSubmission, an as OrderFillerRewardStructure, ao as OrderFillerRewardStructureJSON, av as PoolBalanceJSON, ap as PriceDivergenceGuardRails, aq as PriceDivergenceGuardRailsJSON, K as PriceHeuristicFields, $ as PriceHeuristicJSON, v as PullFeedAccountData, N as PythConfigurationFields, a2 as PythConfigurationJSON, B as ReserveCollateralFields, U as ReserveCollateralJSON, E as ReserveConfigFields, V as ReserveConfigJSON, G as ReserveFeesFields, X as ReserveFeesJSON, A as ReserveLiquidityFields, Q as ReserveLiquidityJSON, ae as RewardPerTimeUnitPointFields, ah as RewardPerTimeUnitPointJSON, af as RewardScheduleCurveFields, ag as RewardScheduleCurveJSON, s as SWITCHBOARD_ONDEMANDE_PRICE_PRECISION, L as ScopeConfigurationFields, a0 as ScopeConfigurationJSON, ax as SpotBalanceType, ay as SpotPositionJSON, M as SwitchboardConfigurationFields, a1 as SwitchboardConfigurationJSON, T as TokenInfoFields, _ as TokenInfoJSON, aj as UserFeesFields, ai as UserFeesJSON, ar as ValidityGuardRails, as as ValidityGuardRailsJSON, W as WithdrawalCapsFields, a3 as WithdrawalCapsJSON, z as decodeSwitchboardPullFeedData, y as getSwitchboardProgram, ak as isSpotBalanceTypeVariant, x as switchboardAccountCoder } from './rewards.types-CaEoVXqe.cjs';
+import { R as ReserveRaw, O as ObligationRaw, f as ObligationJSON, e as ReserveJSON, C as CurvePointFields, l as RewardInfoFields, b as FarmStateRaw, g as FarmStateJSON, H as HistoricalOracleData, m as HistoricalIndexData, P as PoolBalance, I as InsuranceFund, n as FeeStructureJSON, o as OracleGuardRailsJSON, p as FeeStructure, q as OracleGuardRails, S as SpotPosition, d as DriftUserStats, k as DriftUserStatsJSON, c as DriftUser, i as DriftUserJSON, D as DriftSpotMarket, h as DriftSpotMarketJSON, a as DriftRewards, j as DriftRewardsJSON, r as DriftSpotBalanceType } from './rewards.types-C0f0ZwWk.cjs';
+export { ab as BigFractionBytesFields, ad as BigFractionBytesJSON, J as BorrowRateCurveFields, Y as BorrowRateCurveJSON, w as CrossbarSimulatePayload, t as CurrentResult, Z as CurvePointJSON, al as FeeTier, am as FeeTierJSON, F as FeedResponse, au as HistoricalIndexDataJSON, at as HistoricalOracleDataJSON, aw as InsuranceFundJSON, aa as LastUpdateFields, ac as LastUpdateJSON, a7 as ObligationCollateralFields, a5 as ObligationCollateralJSON, a8 as ObligationLiquidityFields, a4 as ObligationLiquidityJSON, a9 as ObligationOrderFields, a6 as ObligationOrderJSON, u as OracleSubmission, an as OrderFillerRewardStructure, ao as OrderFillerRewardStructureJSON, av as PoolBalanceJSON, ap as PriceDivergenceGuardRails, aq as PriceDivergenceGuardRailsJSON, K as PriceHeuristicFields, $ as PriceHeuristicJSON, v as PullFeedAccountData, N as PythConfigurationFields, a2 as PythConfigurationJSON, B as ReserveCollateralFields, U as ReserveCollateralJSON, E as ReserveConfigFields, V as ReserveConfigJSON, G as ReserveFeesFields, X as ReserveFeesJSON, A as ReserveLiquidityFields, Q as ReserveLiquidityJSON, ae as RewardPerTimeUnitPointFields, ah as RewardPerTimeUnitPointJSON, af as RewardScheduleCurveFields, ag as RewardScheduleCurveJSON, s as SWITCHBOARD_ONDEMANDE_PRICE_PRECISION, L as ScopeConfigurationFields, a0 as ScopeConfigurationJSON, ax as SpotBalanceType, ay as SpotPositionJSON, M as SwitchboardConfigurationFields, a1 as SwitchboardConfigurationJSON, T as TokenInfoFields, _ as TokenInfoJSON, aj as UserFeesFields, ai as UserFeesJSON, ar as ValidityGuardRails, as as ValidityGuardRailsJSON, W as WithdrawalCapsFields, a3 as WithdrawalCapsJSON, z as decodeSwitchboardPullFeedData, y as getSwitchboardProgram, ak as isSpotBalanceTypeVariant, x as switchboardAccountCoder } from './rewards.types-C0f0ZwWk.cjs';
 import { Program, BorshCoder, Address, BN as BN$1 } from '@coral-xyz/anchor';
 import Decimal from 'decimal.js';
 import * as _solana_buffer_layout from '@solana/buffer-layout';
@@ -8103,14 +8103,14 @@ declare function deriveUserState(programId: PublicKey, farmState: PublicKey, obl
  * Extracted all needed functions & constants out of their SDK
  */
 
-interface InterestRateCurvePoint {
+interface KlendInterestRateCurvePoint {
     utilization: number;
     borrowAPY: number;
     supplyAPY: number;
 }
 interface KaminoReserveCurveData {
     reserveAddress: string;
-    curvePoints: InterestRateCurvePoint[];
+    curvePoints: KlendInterestRateCurvePoint[];
 }
 /**
  * Linear interpolation between two points
@@ -8122,7 +8122,7 @@ declare const interpolateLinear: (x: number, x0: number, y0: number, x1: number,
  * @param curve - Array of [utilization, rate] points
  * @returns Borrow rate for the given utilization
  */
-declare const getBorrowRate: (currentUtilization: number, curve: [number, number][]) => number;
+declare const getKaminoBorrowRate: (currentUtilization: number, curve: [number, number][]) => number;
 /**
  * Convert APR to APY using compound interest formula
  * APY = (1 + APR/n)^n - 1, where n = SLOTS_PER_YEAR
@@ -8136,7 +8136,7 @@ declare function calculateAPYFromAPR(apr: number): number;
  * @param reserve - The Kamino reserve
  * @returns Total supply in lamports
  */
-declare function getTotalSupply(reserve: ReserveRaw): Decimal;
+declare function getKaminoTotalSupply(reserve: ReserveRaw): Decimal;
 /**
  * Calculate utilization ratio of a reserve
  * Formula: total borrowed / total supply
@@ -8162,7 +8162,7 @@ declare function calculateSlotAdjustmentFactor(reserve: ReserveRaw, recentSlotDu
  * @param recentSlotDurationMs - Recent slot duration (optional)
  * @returns Borrow rate as decimal (e.g., 0.05 = 5%)
  */
-declare function calculateEstimatedBorrowRate(reserve: ReserveRaw, recentSlotDurationMs?: number): number;
+declare function calculateKaminoEstimatedBorrowRate(reserve: ReserveRaw, recentSlotDurationMs?: number): number;
 /**
  * Calculate estimated supply rate for a reserve
  * Formula: borrow rate × utilization × (1 - protocol take rate)
@@ -8170,7 +8170,7 @@ declare function calculateEstimatedBorrowRate(reserve: ReserveRaw, recentSlotDur
  * @param recentSlotDurationMs - Recent slot duration (optional)
  * @returns Supply rate as decimal (e.g., 0.03 = 3%)
  */
-declare function calculateEstimatedSupplyRate(reserve: ReserveRaw, recentSlotDurationMs?: number): number;
+declare function calculateKaminoEstimatedSupplyRate(reserve: ReserveRaw, recentSlotDurationMs?: number): number;
 /**
  * Calculate supply APY for a reserve
  * APY includes compounding, making it higher than APR
@@ -8179,7 +8179,7 @@ declare function calculateEstimatedSupplyRate(reserve: ReserveRaw, recentSlotDur
  * @param recentSlotDurationMs - Recent slot duration (defaults to 450ms)
  * @returns Supply APY as decimal (e.g., 0.0512 = 5.12% APY)
  */
-declare function calculateSupplyAPY(reserve: ReserveRaw, recentSlotDurationMs?: number): number;
+declare function calculateKaminoSupplyAPY(reserve: ReserveRaw, recentSlotDurationMs?: number): number;
 declare function scaledSupplies(state: ReserveRaw): [Decimal, Decimal];
 /**
  * Convert raw curve points to normalized [utilization, rate] pairs
@@ -8204,7 +8204,7 @@ declare function getProtocolTakeRatePct(reserve: ReserveRaw): number;
  * @param protocolTakeRatePct - Percentage kept by depositors (1 - protocol fee)
  * @returns Array of curve points with utilization, borrow APY, and supply APY
  */
-declare function generateKaminoReserveCurve(curvePoints: CurvePointFields[], slotAdjustmentFactor: number, fixedHostInterestRate: number, protocolTakeRatePct: number): InterestRateCurvePoint[];
+declare function generateKaminoReserveCurve(curvePoints: CurvePointFields[], slotAdjustmentFactor: number, fixedHostInterestRate: number, protocolTakeRatePct: number): KlendInterestRateCurvePoint[];
 
 declare function getRewardPerTimeUnitSecond(reward: RewardInfoFields): Decimal;
 declare function getReserveRewardsApy(priceByMint: Record<string, number>, farmState: FarmStateRaw, reserveState: ReserveRaw): Promise<{
@@ -22450,25 +22450,25 @@ declare const ONE_YEAR: BN$1;
 /**
  * Calculates the spot token amount including any accumulated interest.
  */
-declare function getTokenAmount(balanceAmount: BN$1, spotMarket: DriftSpotMarket, balanceType: DriftSpotBalanceType): BN$1;
+declare function getDriftTokenAmount(balanceAmount: BN$1, spotMarket: DriftSpotMarket, balanceType: DriftSpotBalanceType): BN$1;
 /**
  * Calculates the utilization rate of a spot market
  * Utilization = borrows / deposits
  */
-declare function calculateUtilization(bank: DriftSpotMarket, delta?: BN$1): BN$1;
+declare function calculateDriftUtilization(bank: DriftSpotMarket, delta?: BN$1): BN$1;
 /**
  * Calculates the interest rate based on utilization using a piecewise curve
  */
-declare function calculateInterestRate(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
+declare function calculateDriftInterestRate(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
 /**
  * Calculates the borrow rate (APR) for a spot market
  */
-declare function calculateBorrowRate(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
+declare function calculateDriftBorrowRate(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
 /**
  * Calculates the deposit rate (APR) for a spot market
  * This is the annualized interest rate lenders earn
  */
-declare function calculateDepositRate(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
+declare function calculateDriftDepositRate(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
 /**
  * Calculates the Annual Percentage Yield (APY) for a lending/deposit position.
  *
@@ -22490,7 +22490,7 @@ declare function calculateDepositRate(bank: DriftSpotMarket, delta?: BN$1, curre
  * console.log(`Lending APY: ${apyPercent.toFixed(2)}%`);
  * ```
  */
-declare function calculateLendingAPY(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null, compoundingPeriodsPerYear?: number): BN$1;
+declare function calculateDriftLendingAPY(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null, compoundingPeriodsPerYear?: number): BN$1;
 /**
  * Calculates a simplified lending APY without compounding (essentially the APR).
  * This is faster but less accurate than calculateLendingAPY.
@@ -22500,7 +22500,7 @@ declare function calculateLendingAPY(bank: DriftSpotMarket, delta?: BN$1, curren
  * @param currentUtilization - Optional pre-calculated utilization (default: null)
  * @returns APR as a percentage scaled by PERCENTAGE_PRECISION
  */
-declare function calculateLendingAPR(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
+declare function calculateDriftLendingAPR(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
 /**
  * Calculates the borrowing APY for a borrow position.
  *
@@ -22510,7 +22510,7 @@ declare function calculateLendingAPR(bank: DriftSpotMarket, delta?: BN$1, curren
  * @param compoundingPeriodsPerYear - Number of times interest compounds per year (default: 365)
  * @returns APY as a percentage scaled by PERCENTAGE_PRECISION
  */
-declare function calculateBorrowAPY(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null, compoundingPeriodsPerYear?: number): BN$1;
+declare function calculateDriftBorrowAPY(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null, compoundingPeriodsPerYear?: number): BN$1;
 /**
  * Calculates the borrowing APR (without compounding).
  *
@@ -22519,7 +22519,35 @@ declare function calculateBorrowAPY(bank: DriftSpotMarket, delta?: BN$1, current
  * @param currentUtilization - Optional pre-calculated utilization (default: null)
  * @returns APR as a percentage scaled by PERCENTAGE_PRECISION
  */
-declare function calculateBorrowAPR(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
+declare function calculateDriftBorrowAPR(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
+/**
+ * Interest rate curve point for visualization
+ */
+interface DriftInterestRateCurvePoint {
+    utilization: number;
+    borrowAPY: number;
+    supplyAPY: number;
+}
+/**
+ * Generate complete interest rate curve for a Drift spot market
+ * Creates 101 data points from 0% to 100% utilization
+ *
+ * @param spotMarket - The Drift spot market account
+ * @returns Array of curve points with utilization, borrow APY, and supply APY
+ *
+ * @example
+ * ```typescript
+ * const spotMarket = getDriftSpotMarket(0); // USDC market
+ * const curve = generateDriftReserveCurve(spotMarket);
+ *
+ * curve.forEach(point => {
+ *   console.log(`Utilization: ${point.utilization}%`);
+ *   console.log(`Borrow APY: ${point.borrowAPY.toFixed(2)}%`);
+ *   console.log(`Supply APY: ${point.supplyAPY.toFixed(2)}%`);
+ * });
+ * ```
+ */
+declare function generateDriftReserveCurve(spotMarket: DriftSpotMarket): DriftInterestRateCurvePoint[];
 
 declare function getDriftRewards(spotMarkets: DriftSpotMarket[], userStates: {
     bankAddress: PublicKey;
@@ -23099,4 +23127,4 @@ declare const transferCheckedInstructionData: _solana_buffer_layout.Structure<Tr
  */
 declare function createTransferCheckedInstruction(source: PublicKey, mint: PublicKey, destination: PublicKey, owner: PublicKey, amount: number | bigint, decimals: number, multiSigners?: Signer[], programId?: PublicKey): TransactionInstruction;
 
-export { ACCOUNT_SIZE, ACCOUNT_TYPE_SIZE, ASSOCIATED_TOKEN_PROGRAM_ID, type Account, AccountLayout, AccountState, AccountType, type Base, type CloseAccountInstructionData, CorpAction, CurvePointFields, DEFAULT_RECENT_SLOT_DURATION_MS, DRIFT_IDL, DRIFT_PROGRAM_ID, type DriftIdlType, DriftRewards, DriftRewardsJSON, DriftSpotBalanceType, DriftSpotMarket, DriftSpotMarketJSON, type DriftSpotMarketRaw, type DriftState, type DriftStateJSON, DriftUser, DriftUserJSON, type DriftUserRaw, DriftUserStats, DriftUserStatsJSON, type Ema, ExtensionType, FARMS_PROGRAM_ID, FarmStateJSON, FarmStateRaw, FeeStructure, FeeStructureJSON, HistoricalIndexData, HistoricalOracleData, type InitializeAccountInstructionData, InsuranceFund, type InterestRateCurvePoint, KFARMS_IDL, KLEND_ACCOUNT_CODER, KLEND_IDL, KLEND_PROGRAM_ID, type KaminoReserveCurveData, type KfarmsIdlType, type KlendIdlType, LENGTH_SIZE, MAX_SLOT_DIFFERENCE, MEMO_PROGRAM_ID, MINT_SIZE, MULTISIG_SIZE, type Mint, MintLayout, type Multisig, MultisigLayout, NATIVE_MINT, ONE, ONE_HUNDRED_PCT_IN_BPS, ONE_YEAR, ObligationJSON, ObligationRaw, OracleGuardRails, OracleGuardRailsJSON, PERCENTAGE_PRECISION, PERCENTAGE_PRECISION_EXP, PoolBalance, type Price, type PriceComponent, type PriceData, PriceStatus, PriceType, REFRESH_OBLIGATION_DISCRIMINATOR, type RawAccount, type RawMint, type RawMultisig, type RefreshObligationAccounts, ReserveJSON, ReserveRaw, RewardInfoFields, SEED_BASE_REFERRER_STATE, SEED_BASE_REFERRER_TOKEN_STATE, SEED_BASE_SHORT_URL, SEED_BASE_USER_METADATA, SEED_DRIFT_SIGNER, SEED_DRIFT_STATE, SEED_FEE_RECEIVER, SEED_LENDING_MARKET_AUTH, SEED_RESERVE_COLL_MINT, SEED_RESERVE_COLL_SUPPLY, SEED_RESERVE_LIQ_SUPPLY, SEED_SPOT_MARKET, SEED_SPOT_MARKET_VAULT, SEED_USER, SEED_USER_STATE, SEED_USER_STATS, SLOTS_PER_DAY, SLOTS_PER_HOUR, SLOTS_PER_MINUTE, SLOTS_PER_SECOND, SLOTS_PER_YEAR, SPOT_MARKET_RATE_PRECISION, SPOT_MARKET_RATE_PRECISION_EXP, SPOT_MARKET_UTILIZATION_PRECISION, SPOT_MARKET_UTILIZATION_PRECISION_EXP, SinglePoolInstruction, SplAccountType, SpotPosition, type StakeAccount, type SyncNativeInstructionData, TEN, TOKEN_2022_PROGRAM_ID, TOKEN_PROGRAM_ID, TYPE_SIZE, TokenAccountNotFoundError, TokenError, TokenInstruction, TokenInvalidAccountError, TokenInvalidAccountOwnerError, TokenInvalidAccountSizeError, TokenInvalidInstructionDataError, TokenInvalidInstructionKeysError, TokenInvalidInstructionProgramError, TokenInvalidInstructionTypeError, TokenInvalidMintError, TokenInvalidOwnerError, TokenOwnerOffCurveError, TokenUnsupportedInstructionError, type TransferCheckedInstructionData, ZERO, addSigners, calculateAPYFromAPR, calculateBorrowAPR, calculateBorrowAPY, calculateBorrowRate, calculateDepositRate, calculateEstimatedBorrowRate, calculateEstimatedSupplyRate, calculateInterestRate, calculateLendingAPR, calculateLendingAPY, calculateRewardApy, calculateSlotAdjustmentFactor, calculateSupplyAPY, calculateUtilization, calculateUtilizationRatio, closeAccountInstructionData, createAccountIx, createAssociatedTokenAccountIdempotentInstruction, createAssociatedTokenAccountInstruction, createCloseAccountInstruction, createInitializeAccountInstruction, createMemoInstruction, createPoolOnrampIx, createSyncNativeInstruction, createTransferCheckedInstruction, decodeDriftSpotMarketData, decodeDriftStateData, decodeDriftUserData, decodeDriftUserStatsData, decodeFarmDataRaw, decodeKlendObligationData, decodeKlendReserveData, deriveBaseObligation, deriveDriftSigner, deriveDriftSpotMarket, deriveDriftSpotMarketVault, deriveDriftState, deriveDriftUser, deriveDriftUserStats, deriveFeeReceiver, deriveLendingMarketAuthority, deriveObligation, deriveReferrerState, deriveReferrerTokenState, deriveReserveCollateralMint, deriveReserveCollateralSupply, deriveReserveLiquiditySupply, deriveShortUrl, deriveUserMetadata, deriveUserState, driftRewardsRawToDto, driftSpotMarketRawToDto, driftStateRawToDto, driftUserRawToDto, driftUserStatsRawToDto, dtoToDriftRewardsRaw, dtoToDriftSpotMarketRaw, dtoToDriftStateRaw, dtoToDriftUserRaw, dtoToDriftUserStatsRaw, dtoToFarmRaw, dtoToObligationRaw, dtoToReserveRaw, farmRawToDto, findMplMetadataAddress, findPoolAddress, findPoolMintAddress, findPoolMintAddressByVoteAccount, findPoolMintAuthorityAddress, findPoolMplAuthorityAddress, findPoolOnRampAddress, findPoolStakeAddress, findPoolStakeAuthorityAddress, generateKaminoReserveCurve, getAccount, getAccountLen, getAllDerivedDriftAccounts, getAllDerivedKaminoAccounts, getAllRequiredMarkets, getAssociatedTokenAddressSync, getBorrowRate, getDriftRewards, getFixedHostInterestRate, getMinimumBalanceForRentExemptAccount, getMinimumBalanceForRentExemptAccountWithExtensions, getMint, getMultipleAccounts, getProtocolTakeRatePct, getReserveRewardsApy, getRewardPerTimeUnitSecond, getStakeAccount, getTokenAmount, getTotalSupply, initializeAccountInstructionData, initializeStakedPoolIxs, initializeStakedPoolTx, interpolateLinear, layout, makeRefreshObligationIx, makeRefreshReservesBatchIx, makeRefreshingIxs, makeUpdateSpotMarketCumulativeInterestIx, makeUpdateSpotMarketIx, obligationRawToDto, parsePriceData, parsePriceInfo, replenishPoolIx, reserveRawToDto, scaledSupplies, slotAdjustmentFactor, syncNativeInstructionData, transferCheckedInstructionData, truncateBorrowCurve, unpackAccount };
+export { ACCOUNT_SIZE, ACCOUNT_TYPE_SIZE, ASSOCIATED_TOKEN_PROGRAM_ID, type Account, AccountLayout, AccountState, AccountType, type Base, type CloseAccountInstructionData, CorpAction, CurvePointFields, DEFAULT_RECENT_SLOT_DURATION_MS, DRIFT_IDL, DRIFT_PROGRAM_ID, type DriftIdlType, type DriftInterestRateCurvePoint, DriftRewards, DriftRewardsJSON, DriftSpotBalanceType, DriftSpotMarket, DriftSpotMarketJSON, type DriftSpotMarketRaw, type DriftState, type DriftStateJSON, DriftUser, DriftUserJSON, type DriftUserRaw, DriftUserStats, DriftUserStatsJSON, type Ema, ExtensionType, FARMS_PROGRAM_ID, FarmStateJSON, FarmStateRaw, FeeStructure, FeeStructureJSON, HistoricalIndexData, HistoricalOracleData, type InitializeAccountInstructionData, InsuranceFund, KFARMS_IDL, KLEND_ACCOUNT_CODER, KLEND_IDL, KLEND_PROGRAM_ID, type KaminoReserveCurveData, type KfarmsIdlType, type KlendIdlType, type KlendInterestRateCurvePoint, LENGTH_SIZE, MAX_SLOT_DIFFERENCE, MEMO_PROGRAM_ID, MINT_SIZE, MULTISIG_SIZE, type Mint, MintLayout, type Multisig, MultisigLayout, NATIVE_MINT, ONE, ONE_HUNDRED_PCT_IN_BPS, ONE_YEAR, ObligationJSON, ObligationRaw, OracleGuardRails, OracleGuardRailsJSON, PERCENTAGE_PRECISION, PERCENTAGE_PRECISION_EXP, PoolBalance, type Price, type PriceComponent, type PriceData, PriceStatus, PriceType, REFRESH_OBLIGATION_DISCRIMINATOR, type RawAccount, type RawMint, type RawMultisig, type RefreshObligationAccounts, ReserveJSON, ReserveRaw, RewardInfoFields, SEED_BASE_REFERRER_STATE, SEED_BASE_REFERRER_TOKEN_STATE, SEED_BASE_SHORT_URL, SEED_BASE_USER_METADATA, SEED_DRIFT_SIGNER, SEED_DRIFT_STATE, SEED_FEE_RECEIVER, SEED_LENDING_MARKET_AUTH, SEED_RESERVE_COLL_MINT, SEED_RESERVE_COLL_SUPPLY, SEED_RESERVE_LIQ_SUPPLY, SEED_SPOT_MARKET, SEED_SPOT_MARKET_VAULT, SEED_USER, SEED_USER_STATE, SEED_USER_STATS, SLOTS_PER_DAY, SLOTS_PER_HOUR, SLOTS_PER_MINUTE, SLOTS_PER_SECOND, SLOTS_PER_YEAR, SPOT_MARKET_RATE_PRECISION, SPOT_MARKET_RATE_PRECISION_EXP, SPOT_MARKET_UTILIZATION_PRECISION, SPOT_MARKET_UTILIZATION_PRECISION_EXP, SinglePoolInstruction, SplAccountType, SpotPosition, type StakeAccount, type SyncNativeInstructionData, TEN, TOKEN_2022_PROGRAM_ID, TOKEN_PROGRAM_ID, TYPE_SIZE, TokenAccountNotFoundError, TokenError, TokenInstruction, TokenInvalidAccountError, TokenInvalidAccountOwnerError, TokenInvalidAccountSizeError, TokenInvalidInstructionDataError, TokenInvalidInstructionKeysError, TokenInvalidInstructionProgramError, TokenInvalidInstructionTypeError, TokenInvalidMintError, TokenInvalidOwnerError, TokenOwnerOffCurveError, TokenUnsupportedInstructionError, type TransferCheckedInstructionData, ZERO, addSigners, calculateAPYFromAPR, calculateDriftBorrowAPR, calculateDriftBorrowAPY, calculateDriftBorrowRate, calculateDriftDepositRate, calculateDriftInterestRate, calculateDriftLendingAPR, calculateDriftLendingAPY, calculateDriftUtilization, calculateKaminoEstimatedBorrowRate, calculateKaminoEstimatedSupplyRate, calculateKaminoSupplyAPY, calculateRewardApy, calculateSlotAdjustmentFactor, calculateUtilizationRatio, closeAccountInstructionData, createAccountIx, createAssociatedTokenAccountIdempotentInstruction, createAssociatedTokenAccountInstruction, createCloseAccountInstruction, createInitializeAccountInstruction, createMemoInstruction, createPoolOnrampIx, createSyncNativeInstruction, createTransferCheckedInstruction, decodeDriftSpotMarketData, decodeDriftStateData, decodeDriftUserData, decodeDriftUserStatsData, decodeFarmDataRaw, decodeKlendObligationData, decodeKlendReserveData, deriveBaseObligation, deriveDriftSigner, deriveDriftSpotMarket, deriveDriftSpotMarketVault, deriveDriftState, deriveDriftUser, deriveDriftUserStats, deriveFeeReceiver, deriveLendingMarketAuthority, deriveObligation, deriveReferrerState, deriveReferrerTokenState, deriveReserveCollateralMint, deriveReserveCollateralSupply, deriveReserveLiquiditySupply, deriveShortUrl, deriveUserMetadata, deriveUserState, driftRewardsRawToDto, driftSpotMarketRawToDto, driftStateRawToDto, driftUserRawToDto, driftUserStatsRawToDto, dtoToDriftRewardsRaw, dtoToDriftSpotMarketRaw, dtoToDriftStateRaw, dtoToDriftUserRaw, dtoToDriftUserStatsRaw, dtoToFarmRaw, dtoToObligationRaw, dtoToReserveRaw, farmRawToDto, findMplMetadataAddress, findPoolAddress, findPoolMintAddress, findPoolMintAddressByVoteAccount, findPoolMintAuthorityAddress, findPoolMplAuthorityAddress, findPoolOnRampAddress, findPoolStakeAddress, findPoolStakeAuthorityAddress, generateDriftReserveCurve, generateKaminoReserveCurve, getAccount, getAccountLen, getAllDerivedDriftAccounts, getAllDerivedKaminoAccounts, getAllRequiredMarkets, getAssociatedTokenAddressSync, getDriftRewards, getDriftTokenAmount, getFixedHostInterestRate, getKaminoBorrowRate, getKaminoTotalSupply, getMinimumBalanceForRentExemptAccount, getMinimumBalanceForRentExemptAccountWithExtensions, getMint, getMultipleAccounts, getProtocolTakeRatePct, getReserveRewardsApy, getRewardPerTimeUnitSecond, getStakeAccount, initializeAccountInstructionData, initializeStakedPoolIxs, initializeStakedPoolTx, interpolateLinear, layout, makeRefreshObligationIx, makeRefreshReservesBatchIx, makeRefreshingIxs, makeUpdateSpotMarketCumulativeInterestIx, makeUpdateSpotMarketIx, obligationRawToDto, parsePriceData, parsePriceInfo, replenishPoolIx, reserveRawToDto, scaledSupplies, slotAdjustmentFactor, syncNativeInstructionData, transferCheckedInstructionData, truncateBorrowCurve, unpackAccount };

package/dist/vendor.d.ts

@@ -1,8 +1,8 @@
 import * as _solana_web3_js from '@solana/web3.js';
 import { PublicKey, TransactionInstruction, Connection, Transaction, Commitment, AccountInfo, AccountMeta, Signer } from '@solana/web3.js';
 import BigNumber from 'bignumber.js';
-import { R as ReserveRaw, O as ObligationRaw, f as ObligationJSON, e as ReserveJSON, C as CurvePointFields, k as RewardInfoFields, b as FarmStateRaw, g as FarmStateJSON, H as HistoricalOracleData, l as HistoricalIndexData, P as PoolBalance, I as InsuranceFund, m as FeeStructureJSON, n as OracleGuardRailsJSON, o as FeeStructure, p as OracleGuardRails, S as SpotPosition, d as DriftUserStats, j as DriftUserStatsJSON, c as DriftUser, i as DriftUserJSON, D as DriftSpotMarket, h as DriftSpotMarketJSON, a as DriftRewards, q as DriftRewardsJSON, r as DriftSpotBalanceType } from './rewards.types-CaEoVXqe.js';
-export { ab as BigFractionBytesFields, ad as BigFractionBytesJSON, J as BorrowRateCurveFields, Y as BorrowRateCurveJSON, w as CrossbarSimulatePayload, t as CurrentResult, Z as CurvePointJSON, al as FeeTier, am as FeeTierJSON, F as FeedResponse, au as HistoricalIndexDataJSON, at as HistoricalOracleDataJSON, aw as InsuranceFundJSON, aa as LastUpdateFields, ac as LastUpdateJSON, a7 as ObligationCollateralFields, a5 as ObligationCollateralJSON, a8 as ObligationLiquidityFields, a4 as ObligationLiquidityJSON, a9 as ObligationOrderFields, a6 as ObligationOrderJSON, u as OracleSubmission, an as OrderFillerRewardStructure, ao as OrderFillerRewardStructureJSON, av as PoolBalanceJSON, ap as PriceDivergenceGuardRails, aq as PriceDivergenceGuardRailsJSON, K as PriceHeuristicFields, $ as PriceHeuristicJSON, v as PullFeedAccountData, N as PythConfigurationFields, a2 as PythConfigurationJSON, B as ReserveCollateralFields, U as ReserveCollateralJSON, E as ReserveConfigFields, V as ReserveConfigJSON, G as ReserveFeesFields, X as ReserveFeesJSON, A as ReserveLiquidityFields, Q as ReserveLiquidityJSON, ae as RewardPerTimeUnitPointFields, ah as RewardPerTimeUnitPointJSON, af as RewardScheduleCurveFields, ag as RewardScheduleCurveJSON, s as SWITCHBOARD_ONDEMANDE_PRICE_PRECISION, L as ScopeConfigurationFields, a0 as ScopeConfigurationJSON, ax as SpotBalanceType, ay as SpotPositionJSON, M as SwitchboardConfigurationFields, a1 as SwitchboardConfigurationJSON, T as TokenInfoFields, _ as TokenInfoJSON, aj as UserFeesFields, ai as UserFeesJSON, ar as ValidityGuardRails, as as ValidityGuardRailsJSON, W as WithdrawalCapsFields, a3 as WithdrawalCapsJSON, z as decodeSwitchboardPullFeedData, y as getSwitchboardProgram, ak as isSpotBalanceTypeVariant, x as switchboardAccountCoder } from './rewards.types-CaEoVXqe.js';
+import { R as ReserveRaw, O as ObligationRaw, f as ObligationJSON, e as ReserveJSON, C as CurvePointFields, l as RewardInfoFields, b as FarmStateRaw, g as FarmStateJSON, H as HistoricalOracleData, m as HistoricalIndexData, P as PoolBalance, I as InsuranceFund, n as FeeStructureJSON, o as OracleGuardRailsJSON, p as FeeStructure, q as OracleGuardRails, S as SpotPosition, d as DriftUserStats, k as DriftUserStatsJSON, c as DriftUser, i as DriftUserJSON, D as DriftSpotMarket, h as DriftSpotMarketJSON, a as DriftRewards, j as DriftRewardsJSON, r as DriftSpotBalanceType } from './rewards.types-C0f0ZwWk.js';
+export { ab as BigFractionBytesFields, ad as BigFractionBytesJSON, J as BorrowRateCurveFields, Y as BorrowRateCurveJSON, w as CrossbarSimulatePayload, t as CurrentResult, Z as CurvePointJSON, al as FeeTier, am as FeeTierJSON, F as FeedResponse, au as HistoricalIndexDataJSON, at as HistoricalOracleDataJSON, aw as InsuranceFundJSON, aa as LastUpdateFields, ac as LastUpdateJSON, a7 as ObligationCollateralFields, a5 as ObligationCollateralJSON, a8 as ObligationLiquidityFields, a4 as ObligationLiquidityJSON, a9 as ObligationOrderFields, a6 as ObligationOrderJSON, u as OracleSubmission, an as OrderFillerRewardStructure, ao as OrderFillerRewardStructureJSON, av as PoolBalanceJSON, ap as PriceDivergenceGuardRails, aq as PriceDivergenceGuardRailsJSON, K as PriceHeuristicFields, $ as PriceHeuristicJSON, v as PullFeedAccountData, N as PythConfigurationFields, a2 as PythConfigurationJSON, B as ReserveCollateralFields, U as ReserveCollateralJSON, E as ReserveConfigFields, V as ReserveConfigJSON, G as ReserveFeesFields, X as ReserveFeesJSON, A as ReserveLiquidityFields, Q as ReserveLiquidityJSON, ae as RewardPerTimeUnitPointFields, ah as RewardPerTimeUnitPointJSON, af as RewardScheduleCurveFields, ag as RewardScheduleCurveJSON, s as SWITCHBOARD_ONDEMANDE_PRICE_PRECISION, L as ScopeConfigurationFields, a0 as ScopeConfigurationJSON, ax as SpotBalanceType, ay as SpotPositionJSON, M as SwitchboardConfigurationFields, a1 as SwitchboardConfigurationJSON, T as TokenInfoFields, _ as TokenInfoJSON, aj as UserFeesFields, ai as UserFeesJSON, ar as ValidityGuardRails, as as ValidityGuardRailsJSON, W as WithdrawalCapsFields, a3 as WithdrawalCapsJSON, z as decodeSwitchboardPullFeedData, y as getSwitchboardProgram, ak as isSpotBalanceTypeVariant, x as switchboardAccountCoder } from './rewards.types-C0f0ZwWk.js';
 import { Program, BorshCoder, Address, BN as BN$1 } from '@coral-xyz/anchor';
 import Decimal from 'decimal.js';
 import * as _solana_buffer_layout from '@solana/buffer-layout';
@@ -8103,14 +8103,14 @@ declare function deriveUserState(programId: PublicKey, farmState: PublicKey, obl
  * Extracted all needed functions & constants out of their SDK
  */
 
-interface InterestRateCurvePoint {
+interface KlendInterestRateCurvePoint {
     utilization: number;
     borrowAPY: number;
     supplyAPY: number;
 }
 interface KaminoReserveCurveData {
     reserveAddress: string;
-    curvePoints: InterestRateCurvePoint[];
+    curvePoints: KlendInterestRateCurvePoint[];
 }
 /**
  * Linear interpolation between two points
@@ -8122,7 +8122,7 @@ declare const interpolateLinear: (x: number, x0: number, y0: number, x1: number,
  * @param curve - Array of [utilization, rate] points
  * @returns Borrow rate for the given utilization
  */
-declare const getBorrowRate: (currentUtilization: number, curve: [number, number][]) => number;
+declare const getKaminoBorrowRate: (currentUtilization: number, curve: [number, number][]) => number;
 /**
  * Convert APR to APY using compound interest formula
  * APY = (1 + APR/n)^n - 1, where n = SLOTS_PER_YEAR
@@ -8136,7 +8136,7 @@ declare function calculateAPYFromAPR(apr: number): number;
  * @param reserve - The Kamino reserve
  * @returns Total supply in lamports
  */
-declare function getTotalSupply(reserve: ReserveRaw): Decimal;
+declare function getKaminoTotalSupply(reserve: ReserveRaw): Decimal;
 /**
  * Calculate utilization ratio of a reserve
  * Formula: total borrowed / total supply
@@ -8162,7 +8162,7 @@ declare function calculateSlotAdjustmentFactor(reserve: ReserveRaw, recentSlotDu
  * @param recentSlotDurationMs - Recent slot duration (optional)
  * @returns Borrow rate as decimal (e.g., 0.05 = 5%)
  */
-declare function calculateEstimatedBorrowRate(reserve: ReserveRaw, recentSlotDurationMs?: number): number;
+declare function calculateKaminoEstimatedBorrowRate(reserve: ReserveRaw, recentSlotDurationMs?: number): number;
 /**
  * Calculate estimated supply rate for a reserve
  * Formula: borrow rate × utilization × (1 - protocol take rate)
@@ -8170,7 +8170,7 @@ declare function calculateEstimatedBorrowRate(reserve: ReserveRaw, recentSlotDur
  * @param recentSlotDurationMs - Recent slot duration (optional)
  * @returns Supply rate as decimal (e.g., 0.03 = 3%)
  */
-declare function calculateEstimatedSupplyRate(reserve: ReserveRaw, recentSlotDurationMs?: number): number;
+declare function calculateKaminoEstimatedSupplyRate(reserve: ReserveRaw, recentSlotDurationMs?: number): number;
 /**
  * Calculate supply APY for a reserve
  * APY includes compounding, making it higher than APR
@@ -8179,7 +8179,7 @@ declare function calculateEstimatedSupplyRate(reserve: ReserveRaw, recentSlotDur
  * @param recentSlotDurationMs - Recent slot duration (defaults to 450ms)
  * @returns Supply APY as decimal (e.g., 0.0512 = 5.12% APY)
  */
-declare function calculateSupplyAPY(reserve: ReserveRaw, recentSlotDurationMs?: number): number;
+declare function calculateKaminoSupplyAPY(reserve: ReserveRaw, recentSlotDurationMs?: number): number;
 declare function scaledSupplies(state: ReserveRaw): [Decimal, Decimal];
 /**
  * Convert raw curve points to normalized [utilization, rate] pairs
@@ -8204,7 +8204,7 @@ declare function getProtocolTakeRatePct(reserve: ReserveRaw): number;
  * @param protocolTakeRatePct - Percentage kept by depositors (1 - protocol fee)
  * @returns Array of curve points with utilization, borrow APY, and supply APY
  */
-declare function generateKaminoReserveCurve(curvePoints: CurvePointFields[], slotAdjustmentFactor: number, fixedHostInterestRate: number, protocolTakeRatePct: number): InterestRateCurvePoint[];
+declare function generateKaminoReserveCurve(curvePoints: CurvePointFields[], slotAdjustmentFactor: number, fixedHostInterestRate: number, protocolTakeRatePct: number): KlendInterestRateCurvePoint[];
 
 declare function getRewardPerTimeUnitSecond(reward: RewardInfoFields): Decimal;
 declare function getReserveRewardsApy(priceByMint: Record<string, number>, farmState: FarmStateRaw, reserveState: ReserveRaw): Promise<{
@@ -22450,25 +22450,25 @@ declare const ONE_YEAR: BN$1;
 /**
  * Calculates the spot token amount including any accumulated interest.
  */
-declare function getTokenAmount(balanceAmount: BN$1, spotMarket: DriftSpotMarket, balanceType: DriftSpotBalanceType): BN$1;
+declare function getDriftTokenAmount(balanceAmount: BN$1, spotMarket: DriftSpotMarket, balanceType: DriftSpotBalanceType): BN$1;
 /**
  * Calculates the utilization rate of a spot market
  * Utilization = borrows / deposits
  */
-declare function calculateUtilization(bank: DriftSpotMarket, delta?: BN$1): BN$1;
+declare function calculateDriftUtilization(bank: DriftSpotMarket, delta?: BN$1): BN$1;
 /**
  * Calculates the interest rate based on utilization using a piecewise curve
  */
-declare function calculateInterestRate(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
+declare function calculateDriftInterestRate(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
 /**
  * Calculates the borrow rate (APR) for a spot market
  */
-declare function calculateBorrowRate(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
+declare function calculateDriftBorrowRate(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
 /**
  * Calculates the deposit rate (APR) for a spot market
  * This is the annualized interest rate lenders earn
  */
-declare function calculateDepositRate(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
+declare function calculateDriftDepositRate(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
 /**
  * Calculates the Annual Percentage Yield (APY) for a lending/deposit position.
  *
@@ -22490,7 +22490,7 @@ declare function calculateDepositRate(bank: DriftSpotMarket, delta?: BN$1, curre
  * console.log(`Lending APY: ${apyPercent.toFixed(2)}%`);
  * ```
  */
-declare function calculateLendingAPY(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null, compoundingPeriodsPerYear?: number): BN$1;
+declare function calculateDriftLendingAPY(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null, compoundingPeriodsPerYear?: number): BN$1;
 /**
  * Calculates a simplified lending APY without compounding (essentially the APR).
  * This is faster but less accurate than calculateLendingAPY.
@@ -22500,7 +22500,7 @@ declare function calculateLendingAPY(bank: DriftSpotMarket, delta?: BN$1, curren
  * @param currentUtilization - Optional pre-calculated utilization (default: null)
  * @returns APR as a percentage scaled by PERCENTAGE_PRECISION
  */
-declare function calculateLendingAPR(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
+declare function calculateDriftLendingAPR(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
 /**
  * Calculates the borrowing APY for a borrow position.
  *
@@ -22510,7 +22510,7 @@ declare function calculateLendingAPR(bank: DriftSpotMarket, delta?: BN$1, curren
  * @param compoundingPeriodsPerYear - Number of times interest compounds per year (default: 365)
  * @returns APY as a percentage scaled by PERCENTAGE_PRECISION
  */
-declare function calculateBorrowAPY(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null, compoundingPeriodsPerYear?: number): BN$1;
+declare function calculateDriftBorrowAPY(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null, compoundingPeriodsPerYear?: number): BN$1;
 /**
  * Calculates the borrowing APR (without compounding).
  *
@@ -22519,7 +22519,35 @@ declare function calculateBorrowAPY(bank: DriftSpotMarket, delta?: BN$1, current
  * @param currentUtilization - Optional pre-calculated utilization (default: null)
  * @returns APR as a percentage scaled by PERCENTAGE_PRECISION
  */
-declare function calculateBorrowAPR(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
+declare function calculateDriftBorrowAPR(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
+/**
+ * Interest rate curve point for visualization
+ */
+interface DriftInterestRateCurvePoint {
+    utilization: number;
+    borrowAPY: number;
+    supplyAPY: number;
+}
+/**
+ * Generate complete interest rate curve for a Drift spot market
+ * Creates 101 data points from 0% to 100% utilization
+ *
+ * @param spotMarket - The Drift spot market account
+ * @returns Array of curve points with utilization, borrow APY, and supply APY
+ *
+ * @example
+ * ```typescript
+ * const spotMarket = getDriftSpotMarket(0); // USDC market
+ * const curve = generateDriftReserveCurve(spotMarket);
+ *
+ * curve.forEach(point => {
+ *   console.log(`Utilization: ${point.utilization}%`);
+ *   console.log(`Borrow APY: ${point.borrowAPY.toFixed(2)}%`);
+ *   console.log(`Supply APY: ${point.supplyAPY.toFixed(2)}%`);
+ * });
+ * ```
+ */
+declare function generateDriftReserveCurve(spotMarket: DriftSpotMarket): DriftInterestRateCurvePoint[];
 
 declare function getDriftRewards(spotMarkets: DriftSpotMarket[], userStates: {
     bankAddress: PublicKey;
@@ -23099,4 +23127,4 @@ declare const transferCheckedInstructionData: _solana_buffer_layout.Structure<Tr
  */
 declare function createTransferCheckedInstruction(source: PublicKey, mint: PublicKey, destination: PublicKey, owner: PublicKey, amount: number | bigint, decimals: number, multiSigners?: Signer[], programId?: PublicKey): TransactionInstruction;
 
-export { ACCOUNT_SIZE, ACCOUNT_TYPE_SIZE, ASSOCIATED_TOKEN_PROGRAM_ID, type Account, AccountLayout, AccountState, AccountType, type Base, type CloseAccountInstructionData, CorpAction, CurvePointFields, DEFAULT_RECENT_SLOT_DURATION_MS, DRIFT_IDL, DRIFT_PROGRAM_ID, type DriftIdlType, DriftRewards, DriftRewardsJSON, DriftSpotBalanceType, DriftSpotMarket, DriftSpotMarketJSON, type DriftSpotMarketRaw, type DriftState, type DriftStateJSON, DriftUser, DriftUserJSON, type DriftUserRaw, DriftUserStats, DriftUserStatsJSON, type Ema, ExtensionType, FARMS_PROGRAM_ID, FarmStateJSON, FarmStateRaw, FeeStructure, FeeStructureJSON, HistoricalIndexData, HistoricalOracleData, type InitializeAccountInstructionData, InsuranceFund, type InterestRateCurvePoint, KFARMS_IDL, KLEND_ACCOUNT_CODER, KLEND_IDL, KLEND_PROGRAM_ID, type KaminoReserveCurveData, type KfarmsIdlType, type KlendIdlType, LENGTH_SIZE, MAX_SLOT_DIFFERENCE, MEMO_PROGRAM_ID, MINT_SIZE, MULTISIG_SIZE, type Mint, MintLayout, type Multisig, MultisigLayout, NATIVE_MINT, ONE, ONE_HUNDRED_PCT_IN_BPS, ONE_YEAR, ObligationJSON, ObligationRaw, OracleGuardRails, OracleGuardRailsJSON, PERCENTAGE_PRECISION, PERCENTAGE_PRECISION_EXP, PoolBalance, type Price, type PriceComponent, type PriceData, PriceStatus, PriceType, REFRESH_OBLIGATION_DISCRIMINATOR, type RawAccount, type RawMint, type RawMultisig, type RefreshObligationAccounts, ReserveJSON, ReserveRaw, RewardInfoFields, SEED_BASE_REFERRER_STATE, SEED_BASE_REFERRER_TOKEN_STATE, SEED_BASE_SHORT_URL, SEED_BASE_USER_METADATA, SEED_DRIFT_SIGNER, SEED_DRIFT_STATE, SEED_FEE_RECEIVER, SEED_LENDING_MARKET_AUTH, SEED_RESERVE_COLL_MINT, SEED_RESERVE_COLL_SUPPLY, SEED_RESERVE_LIQ_SUPPLY, SEED_SPOT_MARKET, SEED_SPOT_MARKET_VAULT, SEED_USER, SEED_USER_STATE, SEED_USER_STATS, SLOTS_PER_DAY, SLOTS_PER_HOUR, SLOTS_PER_MINUTE, SLOTS_PER_SECOND, SLOTS_PER_YEAR, SPOT_MARKET_RATE_PRECISION, SPOT_MARKET_RATE_PRECISION_EXP, SPOT_MARKET_UTILIZATION_PRECISION, SPOT_MARKET_UTILIZATION_PRECISION_EXP, SinglePoolInstruction, SplAccountType, SpotPosition, type StakeAccount, type SyncNativeInstructionData, TEN, TOKEN_2022_PROGRAM_ID, TOKEN_PROGRAM_ID, TYPE_SIZE, TokenAccountNotFoundError, TokenError, TokenInstruction, TokenInvalidAccountError, TokenInvalidAccountOwnerError, TokenInvalidAccountSizeError, TokenInvalidInstructionDataError, TokenInvalidInstructionKeysError, TokenInvalidInstructionProgramError, TokenInvalidInstructionTypeError, TokenInvalidMintError, TokenInvalidOwnerError, TokenOwnerOffCurveError, TokenUnsupportedInstructionError, type TransferCheckedInstructionData, ZERO, addSigners, calculateAPYFromAPR, calculateBorrowAPR, calculateBorrowAPY, calculateBorrowRate, calculateDepositRate, calculateEstimatedBorrowRate, calculateEstimatedSupplyRate, calculateInterestRate, calculateLendingAPR, calculateLendingAPY, calculateRewardApy, calculateSlotAdjustmentFactor, calculateSupplyAPY, calculateUtilization, calculateUtilizationRatio, closeAccountInstructionData, createAccountIx, createAssociatedTokenAccountIdempotentInstruction, createAssociatedTokenAccountInstruction, createCloseAccountInstruction, createInitializeAccountInstruction, createMemoInstruction, createPoolOnrampIx, createSyncNativeInstruction, createTransferCheckedInstruction, decodeDriftSpotMarketData, decodeDriftStateData, decodeDriftUserData, decodeDriftUserStatsData, decodeFarmDataRaw, decodeKlendObligationData, decodeKlendReserveData, deriveBaseObligation, deriveDriftSigner, deriveDriftSpotMarket, deriveDriftSpotMarketVault, deriveDriftState, deriveDriftUser, deriveDriftUserStats, deriveFeeReceiver, deriveLendingMarketAuthority, deriveObligation, deriveReferrerState, deriveReferrerTokenState, deriveReserveCollateralMint, deriveReserveCollateralSupply, deriveReserveLiquiditySupply, deriveShortUrl, deriveUserMetadata, deriveUserState, driftRewardsRawToDto, driftSpotMarketRawToDto, driftStateRawToDto, driftUserRawToDto, driftUserStatsRawToDto, dtoToDriftRewardsRaw, dtoToDriftSpotMarketRaw, dtoToDriftStateRaw, dtoToDriftUserRaw, dtoToDriftUserStatsRaw, dtoToFarmRaw, dtoToObligationRaw, dtoToReserveRaw, farmRawToDto, findMplMetadataAddress, findPoolAddress, findPoolMintAddress, findPoolMintAddressByVoteAccount, findPoolMintAuthorityAddress, findPoolMplAuthorityAddress, findPoolOnRampAddress, findPoolStakeAddress, findPoolStakeAuthorityAddress, generateKaminoReserveCurve, getAccount, getAccountLen, getAllDerivedDriftAccounts, getAllDerivedKaminoAccounts, getAllRequiredMarkets, getAssociatedTokenAddressSync, getBorrowRate, getDriftRewards, getFixedHostInterestRate, getMinimumBalanceForRentExemptAccount, getMinimumBalanceForRentExemptAccountWithExtensions, getMint, getMultipleAccounts, getProtocolTakeRatePct, getReserveRewardsApy, getRewardPerTimeUnitSecond, getStakeAccount, getTokenAmount, getTotalSupply, initializeAccountInstructionData, initializeStakedPoolIxs, initializeStakedPoolTx, interpolateLinear, layout, makeRefreshObligationIx, makeRefreshReservesBatchIx, makeRefreshingIxs, makeUpdateSpotMarketCumulativeInterestIx, makeUpdateSpotMarketIx, obligationRawToDto, parsePriceData, parsePriceInfo, replenishPoolIx, reserveRawToDto, scaledSupplies, slotAdjustmentFactor, syncNativeInstructionData, transferCheckedInstructionData, truncateBorrowCurve, unpackAccount };
+export { ACCOUNT_SIZE, ACCOUNT_TYPE_SIZE, ASSOCIATED_TOKEN_PROGRAM_ID, type Account, AccountLayout, AccountState, AccountType, type Base, type CloseAccountInstructionData, CorpAction, CurvePointFields, DEFAULT_RECENT_SLOT_DURATION_MS, DRIFT_IDL, DRIFT_PROGRAM_ID, type DriftIdlType, type DriftInterestRateCurvePoint, DriftRewards, DriftRewardsJSON, DriftSpotBalanceType, DriftSpotMarket, DriftSpotMarketJSON, type DriftSpotMarketRaw, type DriftState, type DriftStateJSON, DriftUser, DriftUserJSON, type DriftUserRaw, DriftUserStats, DriftUserStatsJSON, type Ema, ExtensionType, FARMS_PROGRAM_ID, FarmStateJSON, FarmStateRaw, FeeStructure, FeeStructureJSON, HistoricalIndexData, HistoricalOracleData, type InitializeAccountInstructionData, InsuranceFund, KFARMS_IDL, KLEND_ACCOUNT_CODER, KLEND_IDL, KLEND_PROGRAM_ID, type KaminoReserveCurveData, type KfarmsIdlType, type KlendIdlType, type KlendInterestRateCurvePoint, LENGTH_SIZE, MAX_SLOT_DIFFERENCE, MEMO_PROGRAM_ID, MINT_SIZE, MULTISIG_SIZE, type Mint, MintLayout, type Multisig, MultisigLayout, NATIVE_MINT, ONE, ONE_HUNDRED_PCT_IN_BPS, ONE_YEAR, ObligationJSON, ObligationRaw, OracleGuardRails, OracleGuardRailsJSON, PERCENTAGE_PRECISION, PERCENTAGE_PRECISION_EXP, PoolBalance, type Price, type PriceComponent, type PriceData, PriceStatus, PriceType, REFRESH_OBLIGATION_DISCRIMINATOR, type RawAccount, type RawMint, type RawMultisig, type RefreshObligationAccounts, ReserveJSON, ReserveRaw, RewardInfoFields, SEED_BASE_REFERRER_STATE, SEED_BASE_REFERRER_TOKEN_STATE, SEED_BASE_SHORT_URL, SEED_BASE_USER_METADATA, SEED_DRIFT_SIGNER, SEED_DRIFT_STATE, SEED_FEE_RECEIVER, SEED_LENDING_MARKET_AUTH, SEED_RESERVE_COLL_MINT, SEED_RESERVE_COLL_SUPPLY, SEED_RESERVE_LIQ_SUPPLY, SEED_SPOT_MARKET, SEED_SPOT_MARKET_VAULT, SEED_USER, SEED_USER_STATE, SEED_USER_STATS, SLOTS_PER_DAY, SLOTS_PER_HOUR, SLOTS_PER_MINUTE, SLOTS_PER_SECOND, SLOTS_PER_YEAR, SPOT_MARKET_RATE_PRECISION, SPOT_MARKET_RATE_PRECISION_EXP, SPOT_MARKET_UTILIZATION_PRECISION, SPOT_MARKET_UTILIZATION_PRECISION_EXP, SinglePoolInstruction, SplAccountType, SpotPosition, type StakeAccount, type SyncNativeInstructionData, TEN, TOKEN_2022_PROGRAM_ID, TOKEN_PROGRAM_ID, TYPE_SIZE, TokenAccountNotFoundError, TokenError, TokenInstruction, TokenInvalidAccountError, TokenInvalidAccountOwnerError, TokenInvalidAccountSizeError, TokenInvalidInstructionDataError, TokenInvalidInstructionKeysError, TokenInvalidInstructionProgramError, TokenInvalidInstructionTypeError, TokenInvalidMintError, TokenInvalidOwnerError, TokenOwnerOffCurveError, TokenUnsupportedInstructionError, type TransferCheckedInstructionData, ZERO, addSigners, calculateAPYFromAPR, calculateDriftBorrowAPR, calculateDriftBorrowAPY, calculateDriftBorrowRate, calculateDriftDepositRate, calculateDriftInterestRate, calculateDriftLendingAPR, calculateDriftLendingAPY, calculateDriftUtilization, calculateKaminoEstimatedBorrowRate, calculateKaminoEstimatedSupplyRate, calculateKaminoSupplyAPY, calculateRewardApy, calculateSlotAdjustmentFactor, calculateUtilizationRatio, closeAccountInstructionData, createAccountIx, createAssociatedTokenAccountIdempotentInstruction, createAssociatedTokenAccountInstruction, createCloseAccountInstruction, createInitializeAccountInstruction, createMemoInstruction, createPoolOnrampIx, createSyncNativeInstruction, createTransferCheckedInstruction, decodeDriftSpotMarketData, decodeDriftStateData, decodeDriftUserData, decodeDriftUserStatsData, decodeFarmDataRaw, decodeKlendObligationData, decodeKlendReserveData, deriveBaseObligation, deriveDriftSigner, deriveDriftSpotMarket, deriveDriftSpotMarketVault, deriveDriftState, deriveDriftUser, deriveDriftUserStats, deriveFeeReceiver, deriveLendingMarketAuthority, deriveObligation, deriveReferrerState, deriveReferrerTokenState, deriveReserveCollateralMint, deriveReserveCollateralSupply, deriveReserveLiquiditySupply, deriveShortUrl, deriveUserMetadata, deriveUserState, driftRewardsRawToDto, driftSpotMarketRawToDto, driftStateRawToDto, driftUserRawToDto, driftUserStatsRawToDto, dtoToDriftRewardsRaw, dtoToDriftSpotMarketRaw, dtoToDriftStateRaw, dtoToDriftUserRaw, dtoToDriftUserStatsRaw, dtoToFarmRaw, dtoToObligationRaw, dtoToReserveRaw, farmRawToDto, findMplMetadataAddress, findPoolAddress, findPoolMintAddress, findPoolMintAddressByVoteAccount, findPoolMintAuthorityAddress, findPoolMplAuthorityAddress, findPoolOnRampAddress, findPoolStakeAddress, findPoolStakeAuthorityAddress, generateDriftReserveCurve, generateKaminoReserveCurve, getAccount, getAccountLen, getAllDerivedDriftAccounts, getAllDerivedKaminoAccounts, getAllRequiredMarkets, getAssociatedTokenAddressSync, getDriftRewards, getDriftTokenAmount, getFixedHostInterestRate, getKaminoBorrowRate, getKaminoTotalSupply, getMinimumBalanceForRentExemptAccount, getMinimumBalanceForRentExemptAccountWithExtensions, getMint, getMultipleAccounts, getProtocolTakeRatePct, getReserveRewardsApy, getRewardPerTimeUnitSecond, getStakeAccount, initializeAccountInstructionData, initializeStakedPoolIxs, initializeStakedPoolTx, interpolateLinear, layout, makeRefreshObligationIx, makeRefreshReservesBatchIx, makeRefreshingIxs, makeUpdateSpotMarketCumulativeInterestIx, makeUpdateSpotMarketIx, obligationRawToDto, parsePriceData, parsePriceInfo, replenishPoolIx, reserveRawToDto, scaledSupplies, slotAdjustmentFactor, syncNativeInstructionData, transferCheckedInstructionData, truncateBorrowCurve, unpackAccount };