@0dotxyz/p0-ts-sdk 2.0.0-alpha.4 → 2.0.1

package/dist/vendor.d.cts

@@ -3,7 +3,7 @@ import { PublicKey, TransactionInstruction, Connection, Transaction, Commitment,
 import BigNumber from 'bignumber.js';
 import { R as ReserveRaw, d as ObligationRaw, O as ObligationJSON, b as ReserveJSON, C as CurvePointFields, l as RewardInfoFields, e as FarmStateRaw, c 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, k as DriftUserStats, i as DriftUserStatsJSON, j as DriftUser, g as DriftUserJSON, D as DriftSpotMarket, f as DriftSpotMarketJSON, a as DriftRewards, h as DriftRewardsJSON, r as DriftSpotBalanceType } from './rewards.types-2ooCYOAZ.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-2ooCYOAZ.cjs';
-import { Program, BorshCoder, Address, BN as BN$1 } from '@coral-xyz/anchor';
+import { Program, BorshCoder, Address } from '@coral-xyz/anchor';
 import Decimal from 'decimal.js';
 import * as _solana_buffer_layout from '@solana/buffer-layout';
 import { Buffer as Buffer$1 } from 'buffer';
@@ -22438,38 +22438,38 @@ declare function deriveDriftSpotMarketVault(marketIndex: number, programId?: Pub
  * - Core rate calculations (APR)
  * - APY calculations (with compounding)
  */
-declare const ZERO: BN$1;
-declare const ONE: BN$1;
-declare const TEN: BN$1;
-declare const PERCENTAGE_PRECISION_EXP: BN$1;
-declare const PERCENTAGE_PRECISION: BN$1;
-declare const SPOT_MARKET_RATE_PRECISION_EXP: BN$1;
-declare const SPOT_MARKET_RATE_PRECISION: BN$1;
-declare const SPOT_MARKET_UTILIZATION_PRECISION_EXP: BN$1;
-declare const SPOT_MARKET_UTILIZATION_PRECISION: BN$1;
-declare const ONE_YEAR: BN$1;
+declare const ZERO: BN;
+declare const ONE: BN;
+declare const TEN: BN;
+declare const PERCENTAGE_PRECISION_EXP: BN;
+declare const PERCENTAGE_PRECISION: BN;
+declare const SPOT_MARKET_RATE_PRECISION_EXP: BN;
+declare const SPOT_MARKET_RATE_PRECISION: BN;
+declare const SPOT_MARKET_UTILIZATION_PRECISION_EXP: BN;
+declare const SPOT_MARKET_UTILIZATION_PRECISION: BN;
+declare const ONE_YEAR: BN;
 /**
  * Calculates the spot token amount including any accumulated interest.
  */
-declare function getDriftTokenAmount(balanceAmount: BN$1, spotMarket: DriftSpotMarket, balanceType: DriftSpotBalanceType): BN$1;
+declare function getDriftTokenAmount(balanceAmount: BN, spotMarket: DriftSpotMarket, balanceType: DriftSpotBalanceType): BN;
 /**
  * Calculates the utilization rate of a spot market
  * Utilization = borrows / deposits
  */
-declare function calculateDriftUtilization(bank: DriftSpotMarket, delta?: BN$1): BN$1;
+declare function calculateDriftUtilization(bank: DriftSpotMarket, delta?: BN): BN;
 /**
  * Calculates the interest rate based on utilization using a piecewise curve
  */
-declare function calculateDriftInterestRate(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
+declare function calculateDriftInterestRate(bank: DriftSpotMarket, delta?: BN, currentUtilization?: BN | null): BN;
 /**
  * Calculates the borrow rate (APR) for a spot market
  */
-declare function calculateDriftBorrowRate(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
+declare function calculateDriftBorrowRate(bank: DriftSpotMarket, delta?: BN, currentUtilization?: BN | null): BN;
 /**
  * Calculates the deposit rate (APR) for a spot market
  * This is the annualized interest rate lenders earn
  */
-declare function calculateDriftDepositRate(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
+declare function calculateDriftDepositRate(bank: DriftSpotMarket, delta?: BN, currentUtilization?: BN | null): BN;
 /**
  * Calculates the Annual Percentage Yield (APY) for a lending/deposit position.
  *
@@ -22491,7 +22491,7 @@ declare function calculateDriftDepositRate(bank: DriftSpotMarket, delta?: BN$1,
  * console.log(`Lending APY: ${apyPercent.toFixed(2)}%`);
  * ```
  */
-declare function calculateDriftLendingAPY(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null, compoundingPeriodsPerYear?: number): BN$1;
+declare function calculateDriftLendingAPY(bank: DriftSpotMarket, delta?: BN, currentUtilization?: BN | null, compoundingPeriodsPerYear?: number): BN;
 /**
  * Calculates a simplified lending APY without compounding (essentially the APR).
  * This is faster but less accurate than calculateLendingAPY.
@@ -22501,7 +22501,7 @@ declare function calculateDriftLendingAPY(bank: DriftSpotMarket, delta?: BN$1, c
  * @param currentUtilization - Optional pre-calculated utilization (default: null)
  * @returns APR as a percentage scaled by PERCENTAGE_PRECISION
  */
-declare function calculateDriftLendingAPR(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
+declare function calculateDriftLendingAPR(bank: DriftSpotMarket, delta?: BN, currentUtilization?: BN | null): BN;
 /**
  * Calculates the borrowing APY for a borrow position.
  *
@@ -22511,7 +22511,7 @@ declare function calculateDriftLendingAPR(bank: DriftSpotMarket, delta?: BN$1, c
  * @param compoundingPeriodsPerYear - Number of times interest compounds per year (default: 365)
  * @returns APY as a percentage scaled by PERCENTAGE_PRECISION
  */
-declare function calculateDriftBorrowAPY(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null, compoundingPeriodsPerYear?: number): BN$1;
+declare function calculateDriftBorrowAPY(bank: DriftSpotMarket, delta?: BN, currentUtilization?: BN | null, compoundingPeriodsPerYear?: number): BN;
 /**
  * Calculates the borrowing APR (without compounding).
  *
@@ -22520,7 +22520,7 @@ declare function calculateDriftBorrowAPY(bank: DriftSpotMarket, delta?: BN$1, cu
  * @param currentUtilization - Optional pre-calculated utilization (default: null)
  * @returns APR as a percentage scaled by PERCENTAGE_PRECISION
  */
-declare function calculateDriftBorrowAPR(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
+declare function calculateDriftBorrowAPR(bank: DriftSpotMarket, delta?: BN, currentUtilization?: BN | null): BN;
 /**
  * Interest rate curve point for visualization
  */

package/dist/vendor.d.ts

@@ -3,7 +3,7 @@ import { PublicKey, TransactionInstruction, Connection, Transaction, Commitment,
 import BigNumber from 'bignumber.js';
 import { R as ReserveRaw, d as ObligationRaw, O as ObligationJSON, b as ReserveJSON, C as CurvePointFields, l as RewardInfoFields, e as FarmStateRaw, c 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, k as DriftUserStats, i as DriftUserStatsJSON, j as DriftUser, g as DriftUserJSON, D as DriftSpotMarket, f as DriftSpotMarketJSON, a as DriftRewards, h as DriftRewardsJSON, r as DriftSpotBalanceType } from './rewards.types-2ooCYOAZ.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-2ooCYOAZ.js';
-import { Program, BorshCoder, Address, BN as BN$1 } from '@coral-xyz/anchor';
+import { Program, BorshCoder, Address } from '@coral-xyz/anchor';
 import Decimal from 'decimal.js';
 import * as _solana_buffer_layout from '@solana/buffer-layout';
 import { Buffer as Buffer$1 } from 'buffer';
@@ -22438,38 +22438,38 @@ declare function deriveDriftSpotMarketVault(marketIndex: number, programId?: Pub
  * - Core rate calculations (APR)
  * - APY calculations (with compounding)
  */
-declare const ZERO: BN$1;
-declare const ONE: BN$1;
-declare const TEN: BN$1;
-declare const PERCENTAGE_PRECISION_EXP: BN$1;
-declare const PERCENTAGE_PRECISION: BN$1;
-declare const SPOT_MARKET_RATE_PRECISION_EXP: BN$1;
-declare const SPOT_MARKET_RATE_PRECISION: BN$1;
-declare const SPOT_MARKET_UTILIZATION_PRECISION_EXP: BN$1;
-declare const SPOT_MARKET_UTILIZATION_PRECISION: BN$1;
-declare const ONE_YEAR: BN$1;
+declare const ZERO: BN;
+declare const ONE: BN;
+declare const TEN: BN;
+declare const PERCENTAGE_PRECISION_EXP: BN;
+declare const PERCENTAGE_PRECISION: BN;
+declare const SPOT_MARKET_RATE_PRECISION_EXP: BN;
+declare const SPOT_MARKET_RATE_PRECISION: BN;
+declare const SPOT_MARKET_UTILIZATION_PRECISION_EXP: BN;
+declare const SPOT_MARKET_UTILIZATION_PRECISION: BN;
+declare const ONE_YEAR: BN;
 /**
  * Calculates the spot token amount including any accumulated interest.
  */
-declare function getDriftTokenAmount(balanceAmount: BN$1, spotMarket: DriftSpotMarket, balanceType: DriftSpotBalanceType): BN$1;
+declare function getDriftTokenAmount(balanceAmount: BN, spotMarket: DriftSpotMarket, balanceType: DriftSpotBalanceType): BN;
 /**
  * Calculates the utilization rate of a spot market
  * Utilization = borrows / deposits
  */
-declare function calculateDriftUtilization(bank: DriftSpotMarket, delta?: BN$1): BN$1;
+declare function calculateDriftUtilization(bank: DriftSpotMarket, delta?: BN): BN;
 /**
  * Calculates the interest rate based on utilization using a piecewise curve
  */
-declare function calculateDriftInterestRate(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
+declare function calculateDriftInterestRate(bank: DriftSpotMarket, delta?: BN, currentUtilization?: BN | null): BN;
 /**
  * Calculates the borrow rate (APR) for a spot market
  */
-declare function calculateDriftBorrowRate(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
+declare function calculateDriftBorrowRate(bank: DriftSpotMarket, delta?: BN, currentUtilization?: BN | null): BN;
 /**
  * Calculates the deposit rate (APR) for a spot market
  * This is the annualized interest rate lenders earn
  */
-declare function calculateDriftDepositRate(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
+declare function calculateDriftDepositRate(bank: DriftSpotMarket, delta?: BN, currentUtilization?: BN | null): BN;
 /**
  * Calculates the Annual Percentage Yield (APY) for a lending/deposit position.
  *
@@ -22491,7 +22491,7 @@ declare function calculateDriftDepositRate(bank: DriftSpotMarket, delta?: BN$1,
  * console.log(`Lending APY: ${apyPercent.toFixed(2)}%`);
  * ```
  */
-declare function calculateDriftLendingAPY(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null, compoundingPeriodsPerYear?: number): BN$1;
+declare function calculateDriftLendingAPY(bank: DriftSpotMarket, delta?: BN, currentUtilization?: BN | null, compoundingPeriodsPerYear?: number): BN;
 /**
  * Calculates a simplified lending APY without compounding (essentially the APR).
  * This is faster but less accurate than calculateLendingAPY.
@@ -22501,7 +22501,7 @@ declare function calculateDriftLendingAPY(bank: DriftSpotMarket, delta?: BN$1, c
  * @param currentUtilization - Optional pre-calculated utilization (default: null)
  * @returns APR as a percentage scaled by PERCENTAGE_PRECISION
  */
-declare function calculateDriftLendingAPR(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
+declare function calculateDriftLendingAPR(bank: DriftSpotMarket, delta?: BN, currentUtilization?: BN | null): BN;
 /**
  * Calculates the borrowing APY for a borrow position.
  *
@@ -22511,7 +22511,7 @@ declare function calculateDriftLendingAPR(bank: DriftSpotMarket, delta?: BN$1, c
  * @param compoundingPeriodsPerYear - Number of times interest compounds per year (default: 365)
  * @returns APY as a percentage scaled by PERCENTAGE_PRECISION
  */
-declare function calculateDriftBorrowAPY(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null, compoundingPeriodsPerYear?: number): BN$1;
+declare function calculateDriftBorrowAPY(bank: DriftSpotMarket, delta?: BN, currentUtilization?: BN | null, compoundingPeriodsPerYear?: number): BN;
 /**
  * Calculates the borrowing APR (without compounding).
  *
@@ -22520,7 +22520,7 @@ declare function calculateDriftBorrowAPY(bank: DriftSpotMarket, delta?: BN$1, cu
  * @param currentUtilization - Optional pre-calculated utilization (default: null)
  * @returns APR as a percentage scaled by PERCENTAGE_PRECISION
  */
-declare function calculateDriftBorrowAPR(bank: DriftSpotMarket, delta?: BN$1, currentUtilization?: BN$1 | null): BN$1;
+declare function calculateDriftBorrowAPR(bank: DriftSpotMarket, delta?: BN, currentUtilization?: BN | null): BN;
 /**
  * Interest rate curve point for visualization
  */

package/dist/vendor.js

@@ -1,11 +1,11 @@
 import { PublicKey, TransactionInstruction, SYSVAR_RENT_PUBKEY, SystemProgram, STAKE_CONFIG_ID, Transaction, LAMPORTS_PER_SOL, StakeProgram, SYSVAR_CLOCK_PUBKEY } from '@solana/web3.js';
 import 'bignumber.js';
 import { deserialize } from 'borsh';
-import BN2, { BN as BN$1 } from 'bn.js';
+import BN2, { BN } from 'bn.js';
 import { struct, u8, u32 } from '@solana/buffer-layout';
 import { bool, publicKey, u64 } from '@solana/buffer-layout-utils';
 import { Buffer as Buffer$1 } from 'buffer';
-import { BorshCoder, BorshAccountsCoder, BN, Program } from '@coral-xyz/anchor';
+import { BorshCoder, BorshAccountsCoder, Program } from '@coral-xyz/anchor';
 import * as borsh from '@coral-xyz/borsh';
 import { struct as struct$1, bool as bool$1, publicKey as publicKey$1, array, u64 as u64$1, u8 as u8$1, u32 as u32$1, u128 } from '@coral-xyz/borsh';
 import Decimal3 from 'decimal.js';
@@ -671,7 +671,7 @@ var SinglePoolInstruction = {
     const data = Buffer.concat([
       Buffer.from([3 /* WithdrawStake */]),
       userStakeAuthority.toBuffer(),
-      Buffer.from(new BN$1(rawAmount.toString()).toArray("le", 8))
+      Buffer.from(new BN(rawAmount.toString()).toArray("le", 8))
     ]);
     return createTransactionInstruction(
       SINGLE_POOL_PROGRAM_ID,
@@ -826,8 +826,8 @@ var createAccountIx = (from, newAccount, lamports, space, programAddress) => {
   const data = Buffer.concat([
     Buffer.from([0]),
     // Assuming the first byte is an instruction type or similar
-    Buffer.from(new BN$1(lamports).toArray("le", 8)),
-    Buffer.from(new BN$1(space).toArray("le", 8)),
+    Buffer.from(new BN(lamports).toArray("le", 8)),
+    Buffer.from(new BN(space).toArray("le", 8)),
     programAddress.toBuffer()
   ]);
   const accounts = [
@@ -27915,18 +27915,18 @@ function deriveDriftSpotMarketVault(marketIndex, programId = DRIFT_PROGRAM_ID) {
     programId
   );
 }
-var ZERO = new BN(0);
-var ONE = new BN(1);
-var TEN = new BN(10);
-var PERCENTAGE_PRECISION_EXP = new BN(6);
-var PERCENTAGE_PRECISION = new BN(10).pow(PERCENTAGE_PRECISION_EXP);
-var SPOT_MARKET_RATE_PRECISION_EXP = new BN(6);
-var SPOT_MARKET_RATE_PRECISION = new BN(10).pow(SPOT_MARKET_RATE_PRECISION_EXP);
-var SPOT_MARKET_UTILIZATION_PRECISION_EXP = new BN(6);
-var SPOT_MARKET_UTILIZATION_PRECISION = new BN(10).pow(
+var ZERO = new BN2(0);
+var ONE = new BN2(1);
+var TEN = new BN2(10);
+var PERCENTAGE_PRECISION_EXP = new BN2(6);
+var PERCENTAGE_PRECISION = new BN2(10).pow(PERCENTAGE_PRECISION_EXP);
+var SPOT_MARKET_RATE_PRECISION_EXP = new BN2(6);
+var SPOT_MARKET_RATE_PRECISION = new BN2(10).pow(SPOT_MARKET_RATE_PRECISION_EXP);
+var SPOT_MARKET_UTILIZATION_PRECISION_EXP = new BN2(6);
+var SPOT_MARKET_UTILIZATION_PRECISION = new BN2(10).pow(
   SPOT_MARKET_UTILIZATION_PRECISION_EXP
 );
-var ONE_YEAR = new BN(31536e3);
+var ONE_YEAR = new BN2(31536e3);
 function divCeil(a, b) {
   const quotient = a.div(b);
   const remainder = a.mod(b);
@@ -27936,7 +27936,7 @@ function divCeil(a, b) {
   return quotient;
 }
 function getDriftTokenAmount(balanceAmount, spotMarket, balanceType) {
-  const precisionDecrease = TEN.pow(new BN(19 - spotMarket.decimals));
+  const precisionDecrease = TEN.pow(new BN2(19 - spotMarket.decimals));
   if (isSpotBalanceTypeVariant(balanceType, "deposit")) {
     return balanceAmount.mul(spotMarket.cumulativeDepositInterest).div(precisionDecrease);
   } else {
@@ -27971,18 +27971,18 @@ function calculateDriftUtilization(bank, delta = ZERO) {
 }
 function calculateDriftInterestRate(bank, delta = ZERO, currentUtilization = null) {
   const utilization = currentUtilization || calculateDriftUtilization(bank, delta);
-  const optimalUtil = new BN(bank.optimalUtilization);
-  const optimalRate = new BN(bank.optimalBorrowRate);
-  const maxRate = new BN(bank.maxBorrowRate);
-  const minRate = new BN(bank.minBorrowRate).mul(PERCENTAGE_PRECISION.divn(200));
-  const weightsDivisor = new BN(1e3);
+  const optimalUtil = new BN2(bank.optimalUtilization);
+  const optimalRate = new BN2(bank.optimalBorrowRate);
+  const maxRate = new BN2(bank.maxBorrowRate);
+  const minRate = new BN2(bank.minBorrowRate).mul(PERCENTAGE_PRECISION.divn(200));
+  const weightsDivisor = new BN2(1e3);
   const segments = [
-    [new BN(85e4), new BN(50)],
-    [new BN(9e5), new BN(100)],
-    [new BN(95e4), new BN(150)],
-    [new BN(99e4), new BN(200)],
-    [new BN(995e3), new BN(250)],
-    [SPOT_MARKET_UTILIZATION_PRECISION, new BN(250)]
+    [new BN2(85e4), new BN2(50)],
+    [new BN2(9e5), new BN2(100)],
+    [new BN2(95e4), new BN2(150)],
+    [new BN2(99e4), new BN2(200)],
+    [new BN2(995e3), new BN2(250)],
+    [SPOT_MARKET_UTILIZATION_PRECISION, new BN2(250)]
   ];
   let rate;
   if (utilization.lte(optimalUtil)) {
@@ -28007,7 +28007,7 @@ function calculateDriftInterestRate(bank, delta = ZERO, currentUtilization = nul
       }
     }
   }
-  return BN.max(minRate, rate);
+  return BN2.max(minRate, rate);
 }
 function calculateDriftBorrowRate(bank, delta = ZERO, currentUtilization = null) {
   return calculateDriftInterestRate(bank, delta, currentUtilization);
@@ -28015,7 +28015,7 @@ function calculateDriftBorrowRate(bank, delta = ZERO, currentUtilization = null)
 function calculateDriftDepositRate(bank, delta = ZERO, currentUtilization = null) {
   const utilization = currentUtilization || calculateDriftUtilization(bank, delta);
   const borrowRate = calculateDriftBorrowRate(bank, delta, utilization);
-  const depositRate = borrowRate.mul(PERCENTAGE_PRECISION.sub(new BN(bank.insuranceFund.totalFactor))).mul(utilization).div(SPOT_MARKET_UTILIZATION_PRECISION).div(PERCENTAGE_PRECISION);
+  const depositRate = borrowRate.mul(PERCENTAGE_PRECISION.sub(new BN2(bank.insuranceFund.totalFactor))).mul(utilization).div(SPOT_MARKET_UTILIZATION_PRECISION).div(PERCENTAGE_PRECISION);
   return depositRate;
 }
 function calculateDriftLendingAPY(bank, delta = ZERO, currentUtilization = null, compoundingPeriodsPerYear = 365) {
@@ -28023,7 +28023,7 @@ function calculateDriftLendingAPY(bank, delta = ZERO, currentUtilization = null,
   if (depositRate.eq(ZERO)) {
     return ZERO;
   }
-  const CALC_PRECISION = new BN(10).pow(new BN(18));
+  const CALC_PRECISION = new BN2(10).pow(new BN2(18));
   const rateInCalcPrecisionDecimal = depositRate.mul(CALC_PRECISION).div(SPOT_MARKET_RATE_PRECISION);
   let expResult = CALC_PRECISION;
   let term = rateInCalcPrecisionDecimal;
@@ -28056,7 +28056,7 @@ function calculateDriftBorrowAPY(bank, delta = ZERO, currentUtilization = null,
   if (borrowRate.eq(ZERO)) {
     return ZERO;
   }
-  const CALC_PRECISION = new BN(10).pow(new BN(18));
+  const CALC_PRECISION = new BN2(10).pow(new BN2(18));
   const rateInCalcPrecisionDecimal = borrowRate.mul(CALC_PRECISION).div(SPOT_MARKET_RATE_PRECISION);
   let expResult = CALC_PRECISION;
   let term = rateInCalcPrecisionDecimal;
@@ -28092,7 +28092,7 @@ function calculateAPYFromAPR2(apr) {
 function generateDriftReserveCurve(spotMarket) {
   return Array.from({ length: 101 }, (_, i) => {
     const utilizationPercent = i / 100;
-    const utilizationBN = new BN(
+    const utilizationBN = new BN2(
       Math.floor(utilizationPercent * SPOT_MARKET_UTILIZATION_PRECISION.toNumber())
     );
     const borrowRateBN = calculateDriftBorrowRate(spotMarket, ZERO, utilizationBN);