@drift-labs/common 1.0.0 → 1.0.2

package/lib/drift/utils/orderParams.js

@@ -73,7 +73,7 @@ const getTriggerCondition = (direction, tpOrSl) => {
 /**
  * Builds proper order parameters for non-market orders using the same logic as the UI
  */
-function buildNonMarketOrderParams({ marketIndex, marketType, direction, baseAssetAmount, orderConfig, reduceOnly = false, postOnly = sdk_1.PostOnlyParams.NONE, }) {
+function buildNonMarketOrderParams({ marketIndex, marketType, direction, baseAssetAmount, orderConfig, reduceOnly = false, postOnly = sdk_1.PostOnlyParams.NONE, userOrderId = 0, }) {
     const orderType = orderConfig.orderType;
     // Build order params based on order type using SDK functions
     if (orderType === 'limit') {
@@ -88,6 +88,7 @@ function buildNonMarketOrderParams({ marketIndex, marketType, direction, baseAss
             price: orderConfig.limitPrice,
             reduceOnly,
             postOnly,
+            userOrderId,
         });
     }
     if (orderType === 'takeProfit' || orderType === 'stopLoss') {
@@ -106,6 +107,8 @@ function buildNonMarketOrderParams({ marketIndex, marketType, direction, baseAss
                 price: orderConfig.limitPrice,
                 triggerCondition,
                 reduceOnly,
+                postOnly,
+                userOrderId,
             });
         }
         else {
@@ -118,6 +121,8 @@ function buildNonMarketOrderParams({ marketIndex, marketType, direction, baseAss
                 price: orderConfig.limitPrice,
                 triggerCondition,
                 reduceOnly,
+                postOnly,
+                userOrderId,
             });
         }
     }
@@ -132,6 +137,9 @@ function buildNonMarketOrderParams({ marketIndex, marketType, direction, baseAss
             baseAssetAmount,
             price: sdk_1.ZERO,
             oraclePriceOffset: orderConfig.oraclePriceOffset.toNumber(),
+            userOrderId,
+            postOnly,
+            reduceOnly,
         });
     }
     throw new Error(`Unsupported order type: ${orderType}`);

package/lib/drift/utils/orderParams.js.map

@@ -1 +1 @@
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{\n\tBN,\n\tMarketType,\n\tPositionDirection,\n\tPostOnlyParams,\n\tOptionalOrderParams,\n\tgetLimitOrderParams,\n\tgetTriggerMarketOrderParams,\n\tgetTriggerLimitOrderParams,\n\tOrderTriggerCondition,\n\tZERO,\n} from '@drift-labs/sdk';\nimport { ENUM_UTILS } from '../../utils';\nimport { OptionalTriggerOrderParams } from '../base/actions/trade/openPerpOrder/openSwiftOrder';\n\n/**\n * Converts amount and assetType to base asset amount\n * @param amount - The amount to convert\n * @param assetType - 'base' or 'quote'\n * @param limitPrice - Required when assetType is 'quote' for conversion\n * @returns Base asset amount\n */\nexport function convertToBaseAssetAmount(\n\tamount: BN,\n\tassetType: 'base' | 'quote',\n\tlimitPrice?: BN\n): BN {\n\tif (assetType === 'quote') {\n\t\tif (!limitPrice || limitPrice.isZero()) {\n\t\t\tthrow new Error(\n\t\t\t\t'When using quote asset type, limitPrice is required for conversion to base amount'\n\t\t\t);\n\t\t}\n\t\t// Convert quote amount to base amount: quoteAmount / price = baseAmount\n\t\t// Using PRICE_PRECISION as the limit price is in price precision\n\t\tconst PRICE_PRECISION = new BN(10).pow(new BN(6));\n\t\treturn amount.mul(PRICE_PRECISION).div(limitPrice);\n\t} else {\n\t\t// Base amount, use directly\n\t\treturn amount;\n\t}\n}\n\n/**\n * Resolves amount parameters from either new (amount + assetType) or legacy (baseAssetAmount) approach\n */\nexport function resolveBaseAssetAmount(params: {\n\tamount?: BN;\n\tassetType?: 'base' | 'quote';\n\tbaseAssetAmount?: BN;\n\tlimitPrice?: BN;\n}): BN {\n\tconst { amount, assetType, baseAssetAmount, limitPrice } = params;\n\n\tif (amount && assetType) {\n\t\t// New approach: convert if needed\n\t\treturn convertToBaseAssetAmount(amount, assetType, limitPrice);\n\t} else if (baseAssetAmount) {\n\t\t// Legacy approach\n\t\treturn baseAssetAmount;\n\t} else {\n\t\tthrow new Error(\n\t\t\t'Either (amount + assetType) or baseAssetAmount must be provided'\n\t\t);\n\t}\n}\n\nexport type NonMarketOrderType =\n\t| 'limit'\n\t| 'takeProfit'\n\t| 'stopLoss'\n\t| 'oracleLimit';\n\nexport interface NonMarketOrderParamsConfig {\n\tmarketIndex: number;\n\tmarketType: MarketType;\n\tdirection: PositionDirection;\n\tbaseAssetAmount: BN;\n\treduceOnly?: boolean;\n\tpostOnly?: PostOnlyParams;\n\torderConfig:\n\t\t| {\n\t\t\t\torderType: Extract<NonMarketOrderType, 'limit'>;\n\t\t\t\tlimitPrice: BN;\n\t\t\t\tdisableSwift?: boolean;\n\t\t\t\tbracketOrders?: {\n\t\t\t\t\ttakeProfit?: OptionalTriggerOrderParams;\n\t\t\t\t\tstopLoss?: OptionalTriggerOrderParams;\n\t\t\t\t};\n\t\t  }\n\t\t| {\n\t\t\t\torderType: Extract<NonMarketOrderType, 'takeProfit' | 'stopLoss'>;\n\t\t\t\ttriggerPrice: BN;\n\t\t\t\tlimitPrice?: BN;\n\t\t  }\n\t\t| {\n\t\t\t\torderType: Extract<NonMarketOrderType, 'oracleLimit'>;\n\t\t\t\toraclePriceOffset: BN;\n\t\t  };\n}\n\n/**\n * Determine trigger condition based on direction\n * For stop orders: ABOVE when long, BELOW when short\n * For take profit orders: BELOW when long, ABOVE when short\n */\nconst getTriggerCondition = (\n\tdirection: PositionDirection,\n\ttpOrSl: 'takeProfit' | 'stopLoss'\n) => {\n\tconst isTakeProfit = tpOrSl === 'takeProfit';\n\tconst isLong = ENUM_UTILS.match(direction, PositionDirection.LONG);\n\n\tif (isTakeProfit) {\n\t\tif (isLong) {\n\t\t\treturn OrderTriggerCondition.BELOW;\n\t\t} else {\n\t\t\treturn OrderTriggerCondition.ABOVE;\n\t\t}\n\t} else {\n\t\t// Stop loss\n\t\tif (isLong) {\n\t\t\treturn OrderTriggerCondition.ABOVE;\n\t\t} else {\n\t\t\treturn OrderTriggerCondition.BELOW;\n\t\t}\n\t}\n};\n\n/**\n * Builds proper order parameters for non-market orders using the same logic as the UI\n */\nexport function buildNonMarketOrderParams({\n\tmarketIndex,\n\tmarketType,\n\tdirection,\n\tbaseAssetAmount,\n\torderConfig,\n\treduceOnly = false,\n\tpostOnly = PostOnlyParams.NONE,\n}: NonMarketOrderParamsConfig): OptionalOrderParams {\n\tconst orderType = orderConfig.orderType;\n\n\t// Build order params based on order type using SDK functions\n\tif (orderType === 'limit') {\n\t\tif (!orderConfig.limitPrice) {\n\t\t\tthrow new Error('LIMIT orders require limitPrice');\n\t\t}\n\n\t\treturn getLimitOrderParams({\n\t\t\tmarketIndex,\n\t\t\tmarketType,\n\t\t\tdirection,\n\t\t\tbaseAssetAmount,\n\t\t\tprice: orderConfig.limitPrice,\n\t\t\treduceOnly,\n\t\t\tpostOnly,\n\t\t});\n\t}\n\n\tif (orderType === 'takeProfit' || orderType === 'stopLoss') {\n\t\tif (!orderConfig.triggerPrice) {\n\t\t\tthrow new Error('TRIGGER_MARKET orders require triggerPrice');\n\t\t}\n\n\t\tconst triggerCondition = getTriggerCondition(direction, orderType);\n\t\tconst hasLimitPrice = !!orderConfig.limitPrice;\n\n\t\tif (hasLimitPrice) {\n\t\t\treturn getTriggerLimitOrderParams({\n\t\t\t\tmarketIndex,\n\t\t\t\tmarketType,\n\t\t\t\tdirection,\n\t\t\t\tbaseAssetAmount,\n\t\t\t\ttriggerPrice: orderConfig.triggerPrice,\n\t\t\t\tprice: orderConfig.limitPrice,\n\t\t\t\ttriggerCondition,\n\t\t\t\treduceOnly,\n\t\t\t});\n\t\t} else {\n\t\t\treturn getTriggerMarketOrderParams({\n\t\t\t\tmarketIndex,\n\t\t\t\tmarketType,\n\t\t\t\tdirection,\n\t\t\t\tbaseAssetAmount,\n\t\t\t\ttriggerPrice: orderConfig.triggerPrice,\n\t\t\t\tprice: orderConfig.limitPrice,\n\t\t\t\ttriggerCondition,\n\t\t\t\treduceOnly,\n\t\t\t});\n\t\t}\n\t}\n\n\tif (orderType === 'oracleLimit') {\n\t\tif (!orderConfig.oraclePriceOffset) {\n\t\t\tthrow new Error('ORACLE orders require oraclePriceOffset');\n\t\t}\n\n\t\treturn getLimitOrderParams({\n\t\t\tmarketIndex,\n\t\t\tmarketType,\n\t\t\tdirection,\n\t\t\tbaseAssetAmount,\n\t\t\tprice: ZERO,\n\t\t\toraclePriceOffset: orderConfig.oraclePriceOffset.toNumber(),\n\t\t});\n\t}\n\n\tthrow new Error(`Unsupported order type: ${orderType}`);\n}\n"]}
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The amount to convert\n * @param assetType - 'base' or 'quote'\n * @param limitPrice - Required when assetType is 'quote' for conversion\n * @returns Base asset amount\n */\nexport function convertToBaseAssetAmount(\n\tamount: BN,\n\tassetType: 'base' | 'quote',\n\tlimitPrice?: BN\n): BN {\n\tif (assetType === 'quote') {\n\t\tif (!limitPrice || limitPrice.isZero()) {\n\t\t\tthrow new Error(\n\t\t\t\t'When using quote asset type, limitPrice is required for conversion to base amount'\n\t\t\t);\n\t\t}\n\t\t// Convert quote amount to base amount: quoteAmount / price = baseAmount\n\t\t// Using PRICE_PRECISION as the limit price is in price precision\n\t\tconst PRICE_PRECISION = new BN(10).pow(new BN(6));\n\t\treturn amount.mul(PRICE_PRECISION).div(limitPrice);\n\t} else {\n\t\t// Base amount, use directly\n\t\treturn amount;\n\t}\n}\n\n/**\n * Resolves amount parameters from either new (amount + assetType) or legacy (baseAssetAmount) approach\n */\nexport function resolveBaseAssetAmount(params: {\n\tamount?: BN;\n\tassetType?: 'base' | 'quote';\n\tbaseAssetAmount?: BN;\n\tlimitPrice?: BN;\n}): BN {\n\tconst { amount, assetType, baseAssetAmount, limitPrice } = params;\n\n\tif (amount && assetType) {\n\t\t// New approach: convert if needed\n\t\treturn convertToBaseAssetAmount(amount, assetType, limitPrice);\n\t} else if (baseAssetAmount) {\n\t\t// Legacy approach\n\t\treturn baseAssetAmount;\n\t} else {\n\t\tthrow new Error(\n\t\t\t'Either (amount + assetType) or baseAssetAmount must be provided'\n\t\t);\n\t}\n}\n\n/**\n * Determine trigger condition based on direction\n * For stop orders: ABOVE when long, BELOW when short\n * For take profit orders: BELOW when long, ABOVE when short\n */\nconst getTriggerCondition = (\n\tdirection: PositionDirection,\n\ttpOrSl: 'takeProfit' | 'stopLoss'\n) => {\n\tconst isTakeProfit = tpOrSl === 'takeProfit';\n\tconst isLong = ENUM_UTILS.match(direction, PositionDirection.LONG);\n\n\tif (isTakeProfit) {\n\t\tif (isLong) {\n\t\t\treturn OrderTriggerCondition.BELOW;\n\t\t} else {\n\t\t\treturn OrderTriggerCondition.ABOVE;\n\t\t}\n\t} else {\n\t\t// Stop loss\n\t\tif (isLong) {\n\t\t\treturn OrderTriggerCondition.ABOVE;\n\t\t} else {\n\t\t\treturn OrderTriggerCondition.BELOW;\n\t\t}\n\t}\n};\n\n/**\n * Builds proper order parameters for non-market orders using the same logic as the UI\n */\nexport function buildNonMarketOrderParams({\n\tmarketIndex,\n\tmarketType,\n\tdirection,\n\tbaseAssetAmount,\n\torderConfig,\n\treduceOnly = false,\n\tpostOnly = PostOnlyParams.NONE,\n\tuserOrderId = 0,\n}: NonMarketOrderParamsConfig): OptionalOrderParams {\n\tconst orderType = orderConfig.orderType;\n\n\t// Build order params based on order type using SDK functions\n\tif (orderType === 'limit') {\n\t\tif (!orderConfig.limitPrice) {\n\t\t\tthrow new Error('LIMIT orders require limitPrice');\n\t\t}\n\n\t\treturn getLimitOrderParams({\n\t\t\tmarketIndex,\n\t\t\tmarketType,\n\t\t\tdirection,\n\t\t\tbaseAssetAmount,\n\t\t\tprice: orderConfig.limitPrice,\n\t\t\treduceOnly,\n\t\t\tpostOnly,\n\t\t\tuserOrderId,\n\t\t});\n\t}\n\n\tif (orderType === 'takeProfit' || orderType === 'stopLoss') {\n\t\tif (!orderConfig.triggerPrice) {\n\t\t\tthrow new Error('TRIGGER_MARKET orders require triggerPrice');\n\t\t}\n\n\t\tconst triggerCondition = getTriggerCondition(direction, orderType);\n\t\tconst hasLimitPrice = !!orderConfig.limitPrice;\n\n\t\tif (hasLimitPrice) {\n\t\t\treturn getTriggerLimitOrderParams({\n\t\t\t\tmarketIndex,\n\t\t\t\tmarketType,\n\t\t\t\tdirection,\n\t\t\t\tbaseAssetAmount,\n\t\t\t\ttriggerPrice: orderConfig.triggerPrice,\n\t\t\t\tprice: orderConfig.limitPrice!,\n\t\t\t\ttriggerCondition,\n\t\t\t\treduceOnly,\n\t\t\t\tpostOnly,\n\t\t\t\tuserOrderId,\n\t\t\t});\n\t\t} else {\n\t\t\treturn getTriggerMarketOrderParams({\n\t\t\t\tmarketIndex,\n\t\t\t\tmarketType,\n\t\t\t\tdirection,\n\t\t\t\tbaseAssetAmount,\n\t\t\t\ttriggerPrice: orderConfig.triggerPrice,\n\t\t\t\tprice: orderConfig.limitPrice,\n\t\t\t\ttriggerCondition,\n\t\t\t\treduceOnly,\n\t\t\t\tpostOnly,\n\t\t\t\tuserOrderId,\n\t\t\t});\n\t\t}\n\t}\n\n\tif (orderType === 'oracleLimit') {\n\t\tif (!orderConfig.oraclePriceOffset) {\n\t\t\tthrow new Error('ORACLE orders require oraclePriceOffset');\n\t\t}\n\n\t\treturn getLimitOrderParams({\n\t\t\tmarketIndex,\n\t\t\tmarketType,\n\t\t\tdirection,\n\t\t\tbaseAssetAmount,\n\t\t\tprice: ZERO,\n\t\t\toraclePriceOffset: orderConfig.oraclePriceOffset.toNumber(),\n\t\t\tuserOrderId,\n\t\t\tpostOnly,\n\t\t\treduceOnly,\n\t\t});\n\t}\n\n\tthrow new Error(`Unsupported order type: ${orderType}`);\n}\n"]}

package/lib/index.d.ts

@@ -21,6 +21,8 @@ export * from './utils/SharedInterval';
 export * from './utils/Stopwatch';
 export * from './utils/priority-fees';
 export * from './utils/superstake';
+export * from './utils/fetch';
+export * from './utils/priceImpact';
 export * from './utils/dlob-server/DlobServerWebsocketUtils';
 export * from './common-ui-utils/settings/settings';
 export * from './utils/priority-fees';

package/lib/index.js

@@ -41,6 +41,8 @@ __exportStar(require("./utils/SharedInterval"), exports);
 __exportStar(require("./utils/Stopwatch"), exports);
 __exportStar(require("./utils/priority-fees"), exports);
 __exportStar(require("./utils/superstake"), exports);
+__exportStar(require("./utils/fetch"), exports);
+__exportStar(require("./utils/priceImpact"), exports);
 __exportStar(require("./utils/dlob-server/DlobServerWebsocketUtils"), exports);
 __exportStar(require("./common-ui-utils/settings/settings"), exports);
 __exportStar(require("./utils/priority-fees"), exports);

package/lib/index.js.map

@@ -1 +1 @@
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+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;;;;AAAA,2CAAyB;AACzB,mDAAiC;AACjC,0CAAwB;AACxB,yDAAuC;AACvC,0CAAwB;AACxB,gDAA8B;AAC9B,oDAAkC;AAClC,sDAAoC;AACpC,yDAAuC;AACvC,uDAAqC;AACrC,gEAA8C;AAC9C,qDAAmC;AACnC,gDAA8B;AAC9B,+CAA6B;AAC7B,iDAA+B;AAC/B,yDAAuC;AACvC,oDAAkC;AAClC,8CAA4B;AAC5B,wEAAsD;AACtD,yDAAuC;AACvC,oDAAkC;AAClC,wDAAsC;AACtC,qDAAmC;AACnC,gDAA8B;AAC9B,sDAAoC;AACpC,+EAA6D;AAC7D,sEAAoD;AACpD,wDAAsC;AACtC,oDAAkC;AAClC,yDAAuC;AACvC,2DAAyC;AACzC,wDAAsC;AACtC,mDAAiC;AACjC,+DAA6C;AAC7C,sDAAoC;AACpC,6DAA2C;AAC3C,mEAAiD;AACjD,0DAAwC;AACxC,+CAA6B;AAC7B,uDAAqC;AACrC,iDAA+B;AAC/B,0CAAwB;AAExB,0BAA0B;AAC1B,gHAA4E;AAEnE,sBAFF,iCAAW,CAEE;AADpB,gHAA4E;AACtD,sBADf,iCAAW,CACe;AAEjC,kGAAqE;AAC5D,sBADF,0BAAW,CACE","sourcesContent":["export * from './Config';\nexport * from './chartConstants';\nexport * from './types';\nexport * from './EnvironmentConstants';\nexport * from './utils';\nexport * from './utils/index';\nexport * from './utils/s3Buckets';\nexport * from './serializableTypes';\nexport * from './utils/candles/Candle';\nexport * from './utils/featureFlags';\nexport * from './utils/WalletConnectionState';\nexport * from './utils/rpcLatency';\nexport * from './utils/token';\nexport * from './utils/math';\nexport * from './utils/logger';\nexport * from './utils/equalityChecks';\nexport * from './common-ui-utils';\nexport * from './constants';\nexport * from './actions/actionHelpers/actionHelpers';\nexport * from './utils/SharedInterval';\nexport * from './utils/Stopwatch';\nexport * from './utils/priority-fees';\nexport * from './utils/superstake';\nexport * from './utils/fetch';\nexport * from './utils/priceImpact';\nexport * from './utils/dlob-server/DlobServerWebsocketUtils';\nexport * from './common-ui-utils/settings/settings';\nexport * from './utils/priority-fees';\nexport * from './utils/orderbook';\nexport * from './clients/candleClient';\nexport * from './clients/marketDataFeed';\nexport * from './clients/swiftClient';\nexport * from './clients/tvFeed';\nexport * from './utils/pollingSequenceGuard';\nexport * from './utils/driftEvents';\nexport * from './utils/MultiplexWebSocket';\nexport * from './utils/SlotBasedResultValidator';\nexport * from './utils/CircularBuffers';\nexport * from './utils/rxjs';\nexport * from './utils/priorityFees';\nexport * from './utils/NumLib';\nexport * from './drift';\n\n// External Program Errors\nimport JupV4Errors from './constants/autogenerated/jup-v4-error-codes.json';\nimport JupV6Errors from './constants/autogenerated/jup-v6-error-codes.json';\nexport { JupV4Errors, JupV6Errors };\n\nimport DriftErrors from './constants/autogenerated/driftErrors.json';\nexport { DriftErrors };\n"]}

package/lib/types/user.d.ts

@@ -32,6 +32,7 @@ export type OpenPosition = {
     pnlIsClaimable: boolean;
     remainderBaseAmount?: number;
     lpDeriskPrice?: BN;
+    maxMarginRatio: number;
 };
 export type BankBalanceUI = SpotPosition & {
     accountId: number;

package/lib/types/user.js.map

@@ -1 +1 @@
-{"version":3,"file":"user.js","sourceRoot":"","sources":["../../src/types/user.ts"],"names":[],"mappings":"","sourcesContent":["import { BN, PublicKey, SpotPosition } from '@drift-labs/sdk';\n\nexport type OpenPosition = {\n\tmarketIndex: number;\n\tmarketSymbol: string;\n\tdirection: 'short' | 'long';\n\tnotional: BN;\n\tbaseSize: BN;\n\tentryPrice: BN;\n\texitPrice: BN;\n\tliqPrice: BN;\n\tpnlVsOracle: BN;\n\tpnlVsMark: BN;\n\tquoteAssetNotionalAmount: BN;\n\tquoteEntryAmount: BN;\n\tquoteBreakEvenAmount: BN;\n\tunrealizedFundingPnl: BN;\n\tfeesAndFundingPnl: BN;\n\tlastCumulativeFundingRate: BN;\n\topenOrders: number;\n\t/**\n\t * This is the unsettled pnl that is claimable. Naming is a bit confusing here.\n\t */\n\tunsettledPnl: BN;\n\tunsettledFundingPnl: BN;\n\t/**\n\t * This is the total of unsettled pnl and unsettled funding.\n\t */\n\ttotalUnrealizedPnl: BN;\n\tcostBasis: BN;\n\trealizedPnl: BN;\n\tlpShares: BN;\n\tpnlIsClaimable: boolean;\n\tremainderBaseAmount?: number; // LP only\n\tlpDeriskPrice?: BN; //LP only\n};\n\nexport type BankBalanceUI = SpotPosition & {\n\taccountId: number;\n\taccountName: string;\n\taccountAuthority: PublicKey;\n};\n"]}
+{"version":3,"file":"user.js","sourceRoot":"","sources":["../../src/types/user.ts"],"names":[],"mappings":"","sourcesContent":["import { BN, PublicKey, SpotPosition } from '@drift-labs/sdk';\n\nexport type OpenPosition = {\n\tmarketIndex: number;\n\tmarketSymbol: string;\n\tdirection: 'short' | 'long';\n\tnotional: BN;\n\tbaseSize: BN;\n\tentryPrice: BN;\n\texitPrice: BN;\n\tliqPrice: BN;\n\tpnlVsOracle: BN;\n\tpnlVsMark: BN;\n\tquoteAssetNotionalAmount: BN;\n\tquoteEntryAmount: BN;\n\tquoteBreakEvenAmount: BN;\n\tunrealizedFundingPnl: BN;\n\tfeesAndFundingPnl: BN;\n\tlastCumulativeFundingRate: BN;\n\topenOrders: number;\n\t/**\n\t * This is the unsettled pnl that is claimable. Naming is a bit confusing here.\n\t */\n\tunsettledPnl: BN;\n\tunsettledFundingPnl: BN;\n\t/**\n\t * This is the total of unsettled pnl and unsettled funding.\n\t */\n\ttotalUnrealizedPnl: BN;\n\tcostBasis: BN;\n\trealizedPnl: BN;\n\tlpShares: BN;\n\tpnlIsClaimable: boolean;\n\tremainderBaseAmount?: number; // LP only\n\tlpDeriskPrice?: BN; //LP only\n\tmaxMarginRatio: number;\n};\n\nexport type BankBalanceUI = SpotPosition & {\n\taccountId: number;\n\taccountName: string;\n\taccountAuthority: PublicKey;\n};\n"]}

package/lib/utils/fetch.d.ts

@@ -0,0 +1 @@
+export declare const encodeQueryParams: (params: Record<string, string | undefined>) => string;

package/lib/utils/fetch.js

@@ -0,0 +1,11 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.encodeQueryParams = void 0;
+const encodeQueryParams = (params) => {
+    return Object.entries(params)
+        .filter(([_, value]) => value !== undefined)
+        .map(([key, value]) => `${encodeURIComponent(key)}=${encodeURIComponent(value)}`)
+        .join('&');
+};
+exports.encodeQueryParams = encodeQueryParams;
+//# sourceMappingURL=fetch.js.map

package/lib/utils/fetch.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"fetch.js","sourceRoot":"","sources":["../../src/utils/fetch.ts"],"names":[],"mappings":";;;AAAO,MAAM,iBAAiB,GAAG,CAChC,MAA0C,EACjC,EAAE;IACX,OAAO,MAAM,CAAC,OAAO,CAAC,MAAM,CAAC;SAC3B,MAAM,CAAC,CAAC,CAAC,CAAC,EAAE,KAAK,CAAC,EAAE,EAAE,CAAC,KAAK,KAAK,SAAS,CAAC;SAC3C,GAAG,CACH,CAAC,CAAC,GAAG,EAAE,KAAK,CAAC,EAAE,EAAE,CAChB,GAAG,kBAAkB,CAAC,GAAG,CAAC,IAAI,kBAAkB,CAAC,KAAM,CAAC,EAAE,CAC3D;SACA,IAAI,CAAC,GAAG,CAAC,CAAC;AACb,CAAC,CAAC;AAVW,QAAA,iBAAiB,qBAU5B","sourcesContent":["export const encodeQueryParams = (\n\tparams: Record<string, string | undefined>\n): string => {\n\treturn Object.entries(params)\n\t\t.filter(([_, value]) => value !== undefined)\n\t\t.map(\n\t\t\t([key, value]) =>\n\t\t\t\t`${encodeURIComponent(key)}=${encodeURIComponent(value!)}`\n\t\t)\n\t\t.join('&');\n};\n"]}

package/lib/utils/orderbook/index.d.ts

@@ -1,4 +1,5 @@
 import { MarketType, OraclePriceData, L2OrderBook, BN, MMOraclePriceData } from '@drift-labs/sdk';
+import { MarketId } from '../../types';
 export interface L2WithOracle extends L2OrderBook {
     oracleData: OraclePriceData;
     markPrice: BN;
@@ -63,3 +64,20 @@ export type LiquidityType = 'vamm' | 'dlob' | 'serum' | 'phoenix' | 'openbook';
  * @returns
  */
 export declare const deserializeL2Response: (serializedOrderbook: RawL2Output) => L2WithOracleAndMarketData;
+export declare const convertToL2OrderBook: (l2Data: L2WithOracleAndMarketData[]) => L2OrderBook;
+export interface DynamicSlippageConfig {
+    dynamicSlippageMin?: number;
+    dynamicSlippageMax?: number;
+    dynamicBaseSlippageMajor?: number;
+    dynamicBaseSlippageNonMajor?: number;
+    dynamicSlippageMultiplierMajor?: number;
+    dynamicSlippageMultiplierNonMajor?: number;
+}
+export declare const calculateDynamicSlippageFromL2: ({ l2Data, marketId, startPrice, worstPrice, oraclePrice, dynamicSlippageConfig, }: {
+    l2Data: L2OrderBook;
+    marketId: MarketId;
+    startPrice: BN;
+    worstPrice: BN;
+    oraclePrice?: BN;
+    dynamicSlippageConfig?: DynamicSlippageConfig;
+}) => number;

package/lib/utils/orderbook/index.js

@@ -1,7 +1,8 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.deserializeL2Response = void 0;
+exports.calculateDynamicSlippageFromL2 = exports.convertToL2OrderBook = exports.deserializeL2Response = void 0;
 const sdk_1 = require("@drift-labs/sdk");
+const math_1 = require("../math");
 /**
  * Helper function to deserialize the response from the dlob server. (See https://drift-labs.github.io/v2-teacher/#get-l2-l3)
  * @param serializedOrderbook
@@ -77,4 +78,70 @@ const deserializeL2Response = (serializedOrderbook) => {
     };
 };
 exports.deserializeL2Response = deserializeL2Response;
+const convertToL2OrderBook = (l2Data) => {
+    // Find the market data - there should be one entry for our market
+    const marketData = l2Data[0];
+    if (!marketData) {
+        throw new Error('No L2 data available for market');
+    }
+    // L2WithOracleAndMarketData extends L2OrderBook, so we can use it directly
+    return {
+        asks: marketData.asks,
+        bids: marketData.bids,
+        slot: marketData.slot,
+    };
+};
+exports.convertToL2OrderBook = convertToL2OrderBook;
+const DEFAULT_DYNAMIC_SLIPPAGE_CONFIG = {
+    dynamicSlippageMin: 0.05,
+    dynamicSlippageMax: 5,
+    dynamicBaseSlippageMajor: 0,
+    dynamicBaseSlippageNonMajor: 0.5,
+    dynamicSlippageMultiplierMajor: 1.02,
+    dynamicSlippageMultiplierNonMajor: 1.2,
+};
+const calculateDynamicSlippageFromL2 = ({ l2Data, marketId, startPrice, worstPrice, oraclePrice, dynamicSlippageConfig, }) => {
+    var _a, _b, _c, _d;
+    const dynamicSlippageConfigToUse = dynamicSlippageConfig
+        ? { ...DEFAULT_DYNAMIC_SLIPPAGE_CONFIG, ...dynamicSlippageConfig }
+        : DEFAULT_DYNAMIC_SLIPPAGE_CONFIG;
+    // Calculate spread information from L2 data using the oracle price
+    const spreadBidAskMark = math_1.COMMON_MATH.calculateSpreadBidAskMark(l2Data, oraclePrice);
+    const bestAskNum = ((_b = (_a = spreadBidAskMark.bestAskPrice) === null || _a === void 0 ? void 0 : _a.toNumber) === null || _b === void 0 ? void 0 : _b.call(_a)) || 0;
+    const bestBidNum = ((_d = (_c = spreadBidAskMark.bestBidPrice) === null || _c === void 0 ? void 0 : _c.toNumber) === null || _d === void 0 ? void 0 : _d.call(_c)) || 0;
+    const spreadPctFromL2 = sdk_1.BigNum.from(spreadBidAskMark.spreadPct, sdk_1.PERCENTAGE_PRECISION_EXP).toNum();
+    // Calculate spread percentage
+    const spreadPct = spreadPctFromL2 ||
+        (Math.abs(bestAskNum - bestBidNum) / ((bestAskNum + bestBidNum) / 2)) * 100;
+    // Default to 0.5% if we get invalid spread info
+    if (isNaN(spreadPct) || spreadPct <= 0) {
+        return 0.5;
+    }
+    // Apply a buffer based on the tier of the contract
+    // Currently no buffer for SOL/BTC/ETH perp and a +10% buffer for other markets
+    const isMajor = marketId.isPerp && marketId.marketIndex < 3;
+    const spreadBaseSlippage = spreadPct / 2;
+    const baseSlippage = isMajor
+        ? dynamicSlippageConfigToUse.dynamicBaseSlippageMajor
+        : dynamicSlippageConfigToUse.dynamicBaseSlippageNonMajor;
+    let dynamicSlippage = baseSlippage + spreadBaseSlippage;
+    // Use halfway to worst price as size adjusted slippage
+    if (startPrice && worstPrice) {
+        const sizeAdjustedSlippage = (startPrice.sub(worstPrice).abs().toNumber() /
+            sdk_1.BN.max(startPrice, worstPrice).toNumber() /
+            2) *
+            100;
+        dynamicSlippage = Math.max(dynamicSlippage, sizeAdjustedSlippage);
+    }
+    // Apply multiplier from env var
+    const multiplier = isMajor
+        ? dynamicSlippageConfigToUse.dynamicSlippageMultiplierMajor
+        : dynamicSlippageConfigToUse.dynamicSlippageMultiplierNonMajor;
+    dynamicSlippage = dynamicSlippage * multiplier;
+    // Enforce .05% minimum, 5% maximum, can change these in env vars
+    const finalSlippage = Math.min(Math.max(dynamicSlippage, dynamicSlippageConfigToUse.dynamicSlippageMin), dynamicSlippageConfigToUse.dynamicSlippageMax);
+    // Round to avoid floating point precision issues, preserving 6 decimal places
+    return Math.round(finalSlippage * 1000000) / 1000000;
+};
+exports.calculateDynamicSlippageFromL2 = calculateDynamicSlippageFromL2;
 //# sourceMappingURL=index.js.map

package/lib/utils/orderbook/index.js.map

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(See https://drift-labs.github.io/v2-teacher/#get-l2-l3)\n * @param serializedOrderbook\n * @returns\n */\nexport const deserializeL2Response = (\n\tserializedOrderbook: RawL2Output\n): L2WithOracleAndMarketData => {\n\treturn {\n\t\tasks: serializedOrderbook.asks.map((ask) => ({\n\t\t\tprice: new BN(ask.price),\n\t\t\tsize: new BN(ask.size),\n\t\t\tsources: Object.entries(ask.sources).reduce((previous, [key, val]) => {\n\t\t\t\treturn {\n\t\t\t\t\t...previous,\n\t\t\t\t\t[key]: new BN(val),\n\t\t\t\t};\n\t\t\t}, {}),\n\t\t})),\n\t\tbids: serializedOrderbook.bids.map((bid) => ({\n\t\t\tprice: new BN(bid.price),\n\t\t\tsize: new BN(bid.size),\n\t\t\tsources: Object.entries(bid.sources).reduce((previous, [key, val]) => {\n\t\t\t\treturn {\n\t\t\t\t\t...previous,\n\t\t\t\t\t[key]: new BN(val),\n\t\t\t\t};\n\t\t\t}, {}),\n\t\t})),\n\t\toracleData: {\n\t\t\tprice: serializedOrderbook.oracleData.price\n\t\t\t\t? new BN(serializedOrderbook.oracleData.price)\n\t\t\t\t: undefined,\n\t\t\tslot: serializedOrderbook.oracleData.slot\n\t\t\t\t? new BN(serializedOrderbook.oracleData.slot)\n\t\t\t\t: undefined,\n\t\t\tconfidence: serializedOrderbook.oracleData.confidence\n\t\t\t\t? new BN(serializedOrderbook.oracleData.confidence)\n\t\t\t\t: undefined,\n\t\t\thasSufficientNumberOfDataPoints:\n\t\t\t\tserializedOrderbook.oracleData.hasSufficientNumberOfDataPoints,\n\t\t\ttwap: serializedOrderbook.oracleData.twap\n\t\t\t\t? new BN(serializedOrderbook.oracleData.twap)\n\t\t\t\t: undefined,\n\t\t\ttwapConfidence: serializedOrderbook.oracleData.twapConfidence\n\t\t\t\t? new BN(serializedOrderbook.oracleData.twapConfidence)\n\t\t\t\t: undefined,\n\t\t\tmaxPrice: serializedOrderbook.oracleData.maxPrice\n\t\t\t\t? new BN(serializedOrderbook.oracleData.maxPrice)\n\t\t\t\t: undefined,\n\t\t},\n\t\tmmOracleData: {\n\t\t\tprice: serializedOrderbook.mmOracleData?.price\n\t\t\t\t? new BN(serializedOrderbook.mmOracleData.price)\n\t\t\t\t: undefined,\n\t\t\tslot: serializedOrderbook.mmOracleData?.slot\n\t\t\t\t? new BN(serializedOrderbook.mmOracleData.slot)\n\t\t\t\t: undefined,\n\t\t\tconfidence: serializedOrderbook.mmOracleData?.confidence\n\t\t\t\t? new BN(serializedOrderbook.mmOracleData.confidence)\n\t\t\t\t: undefined,\n\t\t\thasSufficientNumberOfDataPoints:\n\t\t\t\tserializedOrderbook.mmOracleData?.hasSufficientNumberOfDataPoints,\n\t\t\tisMMOracleActive:\n\t\t\t\tserializedOrderbook.mmOracleData?.isMMOracleActive ?? false,\n\t\t},\n\t\tslot: serializedOrderbook.slot,\n\t\tmarketSlot: serializedOrderbook.marketSlot,\n\t\tmarketType: serializedOrderbook.marketType,\n\t\tmarketIndex: serializedOrderbook.marketIndex,\n\t\tmarketName: serializedOrderbook.marketName,\n\t\tmarkPrice: new BN(serializedOrderbook.markPrice),\n\t\tbestBidPrice: new BN(serializedOrderbook.bestBidPrice),\n\t\tbestAskPrice: new BN(serializedOrderbook.bestAskPrice),\n\t\tspreadPct: new BN(serializedOrderbook.spreadPct),\n\t\tspreadQuote: new BN(serializedOrderbook.spreadQuote),\n\t};\n};\n"]}
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{\n\tMarketType,\n\tOraclePriceData,\n\tL2OrderBook,\n\tBN,\n\tMMOraclePriceData,\n\tBigNum,\n\tPERCENTAGE_PRECISION_EXP,\n} from '@drift-labs/sdk';\nimport { MarketId } from '../../types';\nimport { COMMON_MATH } from '../math';\n\nexport interface L2WithOracle extends L2OrderBook {\n\toracleData: OraclePriceData;\n\tmarkPrice: BN;\n\tbestBidPrice: BN;\n\tbestAskPrice: BN;\n\tspreadPct: BN;\n\tspreadQuote: BN;\n\tmmOracleData?: MMOraclePriceData;\n}\n\nexport interface L2WithOracleAndMarketData extends L2WithOracle {\n\tmarketSlot: number;\n\tmarketIndex: number;\n\tmarketName: string;\n\tmarketType?: MarketType;\n}\n\nexport type RawL2Output = {\n\tmarketIndex: number;\n\tmarketType: MarketType;\n\tmarketName: string;\n\tmarketSlot: number;\n\tasks: {\n\t\tprice: string;\n\t\tsize: string;\n\t\tsources: {\n\t\t\t[key: string]: string;\n\t\t};\n\t}[];\n\tbids: {\n\t\tprice: string;\n\t\tsize: string;\n\t\tsources: {\n\t\t\t[key: string]: string;\n\t\t};\n\t}[];\n\toracleData: {\n\t\tprice: string;\n\t\tslot: string;\n\t\tconfidence: string;\n\t\thasSufficientNumberOfDataPoints: boolean;\n\t\ttwap?: string;\n\t\ttwapConfidence?: string;\n\t\tmaxPrice?: string;\n\t};\n\tmmOracleData?: {\n\t\tprice: string;\n\t\tslot: string;\n\t\tconfidence: string;\n\t\thasSufficientNumberOfDataPoints: boolean;\n\t\tisMMOracleActive: boolean;\n\t};\n\tmarkPrice: string;\n\tbestBidPrice: string;\n\tbestAskPrice: string;\n\tspreadPct: string;\n\tspreadQuote: string;\n\tslot?: number;\n};\n\nexport type LiquidityType = 'vamm' | 'dlob' | 'serum' | 'phoenix' | 'openbook';\n\n/**\n * Helper function to deserialize the response from the dlob server. (See https://drift-labs.github.io/v2-teacher/#get-l2-l3)\n * @param serializedOrderbook\n * @returns\n */\nexport const deserializeL2Response = (\n\tserializedOrderbook: RawL2Output\n): L2WithOracleAndMarketData => {\n\treturn {\n\t\tasks: serializedOrderbook.asks.map((ask) => ({\n\t\t\tprice: new BN(ask.price),\n\t\t\tsize: new BN(ask.size),\n\t\t\tsources: Object.entries(ask.sources).reduce((previous, [key, val]) => {\n\t\t\t\treturn {\n\t\t\t\t\t...previous,\n\t\t\t\t\t[key]: new BN(val),\n\t\t\t\t};\n\t\t\t}, {}),\n\t\t})),\n\t\tbids: serializedOrderbook.bids.map((bid) => ({\n\t\t\tprice: new BN(bid.price),\n\t\t\tsize: new BN(bid.size),\n\t\t\tsources: Object.entries(bid.sources).reduce((previous, [key, val]) => {\n\t\t\t\treturn {\n\t\t\t\t\t...previous,\n\t\t\t\t\t[key]: new BN(val),\n\t\t\t\t};\n\t\t\t}, {}),\n\t\t})),\n\t\toracleData: {\n\t\t\tprice: serializedOrderbook.oracleData.price\n\t\t\t\t? new BN(serializedOrderbook.oracleData.price)\n\t\t\t\t: undefined,\n\t\t\tslot: serializedOrderbook.oracleData.slot\n\t\t\t\t? new BN(serializedOrderbook.oracleData.slot)\n\t\t\t\t: undefined,\n\t\t\tconfidence: serializedOrderbook.oracleData.confidence\n\t\t\t\t? new BN(serializedOrderbook.oracleData.confidence)\n\t\t\t\t: undefined,\n\t\t\thasSufficientNumberOfDataPoints:\n\t\t\t\tserializedOrderbook.oracleData.hasSufficientNumberOfDataPoints,\n\t\t\ttwap: serializedOrderbook.oracleData.twap\n\t\t\t\t? new BN(serializedOrderbook.oracleData.twap)\n\t\t\t\t: undefined,\n\t\t\ttwapConfidence: serializedOrderbook.oracleData.twapConfidence\n\t\t\t\t? new BN(serializedOrderbook.oracleData.twapConfidence)\n\t\t\t\t: undefined,\n\t\t\tmaxPrice: serializedOrderbook.oracleData.maxPrice\n\t\t\t\t? new BN(serializedOrderbook.oracleData.maxPrice)\n\t\t\t\t: undefined,\n\t\t},\n\t\tmmOracleData: {\n\t\t\tprice: serializedOrderbook.mmOracleData?.price\n\t\t\t\t? new BN(serializedOrderbook.mmOracleData.price)\n\t\t\t\t: undefined,\n\t\t\tslot: serializedOrderbook.mmOracleData?.slot\n\t\t\t\t? new BN(serializedOrderbook.mmOracleData.slot)\n\t\t\t\t: undefined,\n\t\t\tconfidence: serializedOrderbook.mmOracleData?.confidence\n\t\t\t\t? new BN(serializedOrderbook.mmOracleData.confidence)\n\t\t\t\t: undefined,\n\t\t\thasSufficientNumberOfDataPoints:\n\t\t\t\tserializedOrderbook.mmOracleData?.hasSufficientNumberOfDataPoints,\n\t\t\tisMMOracleActive:\n\t\t\t\tserializedOrderbook.mmOracleData?.isMMOracleActive ?? false,\n\t\t},\n\t\tslot: serializedOrderbook.slot,\n\t\tmarketSlot: serializedOrderbook.marketSlot,\n\t\tmarketType: serializedOrderbook.marketType,\n\t\tmarketIndex: serializedOrderbook.marketIndex,\n\t\tmarketName: serializedOrderbook.marketName,\n\t\tmarkPrice: new BN(serializedOrderbook.markPrice),\n\t\tbestBidPrice: new BN(serializedOrderbook.bestBidPrice),\n\t\tbestAskPrice: new BN(serializedOrderbook.bestAskPrice),\n\t\tspreadPct: new BN(serializedOrderbook.spreadPct),\n\t\tspreadQuote: new BN(serializedOrderbook.spreadQuote),\n\t};\n};\n\nexport const convertToL2OrderBook = (\n\tl2Data: L2WithOracleAndMarketData[]\n): L2OrderBook => {\n\t// Find the market data - there should be one entry for our market\n\tconst marketData = l2Data[0];\n\n\tif (!marketData) {\n\t\tthrow new Error('No L2 data available for market');\n\t}\n\n\t// L2WithOracleAndMarketData extends L2OrderBook, so we can use it directly\n\treturn {\n\t\tasks: marketData.asks,\n\t\tbids: marketData.bids,\n\t\tslot: marketData.slot,\n\t};\n};\n\nexport interface DynamicSlippageConfig {\n\tdynamicSlippageMin?: number;\n\tdynamicSlippageMax?: number;\n\tdynamicBaseSlippageMajor?: number;\n\tdynamicBaseSlippageNonMajor?: number;\n\tdynamicSlippageMultiplierMajor?: number;\n\tdynamicSlippageMultiplierNonMajor?: number;\n}\n\nconst DEFAULT_DYNAMIC_SLIPPAGE_CONFIG: DynamicSlippageConfig = {\n\tdynamicSlippageMin: 0.05,\n\tdynamicSlippageMax: 5,\n\tdynamicBaseSlippageMajor: 0,\n\tdynamicBaseSlippageNonMajor: 0.5,\n\tdynamicSlippageMultiplierMajor: 1.02,\n\tdynamicSlippageMultiplierNonMajor: 1.2,\n};\n\nexport const calculateDynamicSlippageFromL2 = ({\n\tl2Data,\n\tmarketId,\n\tstartPrice,\n\tworstPrice,\n\toraclePrice,\n\tdynamicSlippageConfig,\n}: {\n\tl2Data: L2OrderBook;\n\tmarketId: MarketId;\n\tstartPrice: BN;\n\tworstPrice: BN;\n\toraclePrice?: BN;\n\tdynamicSlippageConfig?: DynamicSlippageConfig;\n}): number => {\n\tconst dynamicSlippageConfigToUse = dynamicSlippageConfig\n\t\t? { ...DEFAULT_DYNAMIC_SLIPPAGE_CONFIG, ...dynamicSlippageConfig }\n\t\t: DEFAULT_DYNAMIC_SLIPPAGE_CONFIG;\n\n\t// Calculate spread information from L2 data using the oracle price\n\tconst spreadBidAskMark = COMMON_MATH.calculateSpreadBidAskMark(\n\t\tl2Data,\n\t\toraclePrice\n\t);\n\n\tconst bestAskNum = spreadBidAskMark.bestAskPrice?.toNumber?.() || 0;\n\tconst bestBidNum = spreadBidAskMark.bestBidPrice?.toNumber?.() || 0;\n\n\tconst spreadPctFromL2 = BigNum.from(\n\t\tspreadBidAskMark.spreadPct,\n\t\tPERCENTAGE_PRECISION_EXP\n\t).toNum();\n\n\t// Calculate spread percentage\n\tconst spreadPct =\n\t\tspreadPctFromL2 ||\n\t\t(Math.abs(bestAskNum - bestBidNum) / ((bestAskNum + bestBidNum) / 2)) * 100;\n\n\t// Default to 0.5% if we get invalid spread info\n\tif (isNaN(spreadPct) || spreadPct <= 0) {\n\t\treturn 0.5;\n\t}\n\n\t// Apply a buffer based on the tier of the contract\n\t// Currently no buffer for SOL/BTC/ETH perp and a +10% buffer for other markets\n\tconst isMajor = marketId.isPerp && marketId.marketIndex < 3;\n\n\tconst spreadBaseSlippage = spreadPct / 2;\n\n\tconst baseSlippage = isMajor\n\t\t? dynamicSlippageConfigToUse.dynamicBaseSlippageMajor\n\t\t: dynamicSlippageConfigToUse.dynamicBaseSlippageNonMajor;\n\tlet dynamicSlippage = baseSlippage + spreadBaseSlippage;\n\n\t// Use halfway to worst price as size adjusted slippage\n\tif (startPrice && worstPrice) {\n\t\tconst sizeAdjustedSlippage =\n\t\t\t(startPrice.sub(worstPrice).abs().toNumber() /\n\t\t\t\tBN.max(startPrice, worstPrice).toNumber() /\n\t\t\t\t2) *\n\t\t\t100;\n\n\t\tdynamicSlippage = Math.max(dynamicSlippage, sizeAdjustedSlippage);\n\t}\n\n\t// Apply multiplier from env var\n\tconst multiplier = isMajor\n\t\t? dynamicSlippageConfigToUse.dynamicSlippageMultiplierMajor\n\t\t: dynamicSlippageConfigToUse.dynamicSlippageMultiplierNonMajor;\n\n\tdynamicSlippage = dynamicSlippage * multiplier;\n\n\t// Enforce .05% minimum, 5% maximum, can change these in env vars\n\tconst finalSlippage = Math.min(\n\t\tMath.max(dynamicSlippage, dynamicSlippageConfigToUse.dynamicSlippageMin),\n\t\tdynamicSlippageConfigToUse.dynamicSlippageMax\n\t);\n\n\t// Round to avoid floating point precision issues, preserving 6 decimal places\n\treturn Math.round(finalSlippage * 1000000) / 1000000;\n};\n"]}

package/lib/utils/priceImpact.d.ts

@@ -0,0 +1,14 @@
+import { BN, L2OrderBook, PositionDirection } from '@drift-labs/sdk';
+import { MarketId } from '../types/MarketId';
+/**
+ * Calculates the price impact of an order, based on an L2
+ */
+export declare const calculatePriceImpactFromL2: (marketId: MarketId, direction: PositionDirection, baseAmount: BN, l2Data: L2OrderBook, _oraclePrice?: BN) => {
+    entryPrice: BN;
+    priceImpact: BN;
+    baseAvailable: BN;
+    bestPrice: BN;
+    worstPrice: BN;
+    exceedsLiquidity: boolean;
+    showPriceEstimateOracleDivergenceWarning: boolean;
+};

package/lib/utils/priceImpact.js

@@ -0,0 +1,71 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.calculatePriceImpactFromL2 = void 0;
+const sdk_1 = require("@drift-labs/sdk");
+const UIMarket_1 = require("../types/UIMarket");
+const _1 = require(".");
+/**
+ * Calculates the price impact of an order, based on an L2
+ */
+const calculatePriceImpactFromL2 = (marketId, direction, baseAmount, l2Data, _oraclePrice) => {
+    var _a, _b, _c;
+    let [entryPrice, priceImpact, baseFilled, bestPrice, worstPrice] = [
+        sdk_1.ZERO,
+        sdk_1.ZERO,
+        sdk_1.ZERO,
+        sdk_1.ZERO,
+        sdk_1.ZERO,
+    ];
+    let exceedsLiquidity = false;
+    try {
+        if (marketId.isPerp) {
+            const entryResult = (0, sdk_1.calculateEstimatedEntryPriceWithL2)('base', // leadSide
+            baseAmount, direction, sdk_1.BASE_PRECISION, l2Data);
+            entryPrice = (entryResult === null || entryResult === void 0 ? void 0 : entryResult.entryPrice) || sdk_1.ZERO;
+            priceImpact = (entryResult === null || entryResult === void 0 ? void 0 : entryResult.priceImpact) || sdk_1.ZERO;
+            baseFilled = (entryResult === null || entryResult === void 0 ? void 0 : entryResult.baseFilled) || sdk_1.ZERO;
+            bestPrice = (entryResult === null || entryResult === void 0 ? void 0 : entryResult.bestPrice) || sdk_1.ZERO;
+            worstPrice = (entryResult === null || entryResult === void 0 ? void 0 : entryResult.worstPrice) || sdk_1.ZERO;
+        }
+        else {
+            const precisionExp = ((_a = UIMarket_1.UIMarket.spotMarkets[marketId.marketIndex]) === null || _a === void 0 ? void 0 : _a.precisionExp) ||
+                sdk_1.BASE_PRECISION_EXP;
+            const entryResult = (0, sdk_1.calculateEstimatedEntryPriceWithL2)('base', // leadSide
+            baseAmount, direction, precisionExp, l2Data);
+            entryPrice = (entryResult === null || entryResult === void 0 ? void 0 : entryResult.entryPrice) || sdk_1.ZERO;
+            priceImpact = (entryResult === null || entryResult === void 0 ? void 0 : entryResult.priceImpact) || sdk_1.ZERO;
+            baseFilled = (entryResult === null || entryResult === void 0 ? void 0 : entryResult.baseFilled) || sdk_1.ZERO;
+            bestPrice = (entryResult === null || entryResult === void 0 ? void 0 : entryResult.bestPrice) || sdk_1.ZERO;
+            worstPrice = (entryResult === null || entryResult === void 0 ? void 0 : entryResult.worstPrice) || sdk_1.ZERO;
+        }
+        // Check if we exceeded available liquidity
+        if (baseFilled.lt(baseAmount)) {
+            exceedsLiquidity = true;
+        }
+    }
+    catch (e) {
+        // SDK function may throw error if no liquidity, use fallback values
+        console.warn('Error calculating price impact from L2:', e);
+        // Use best bid/ask as fallback
+        const bestBid = (_b = l2Data.bids) === null || _b === void 0 ? void 0 : _b[0];
+        const bestAsk = (_c = l2Data.asks) === null || _c === void 0 ? void 0 : _c[0];
+        if (bestBid && bestAsk) {
+            const isLong = _1.ENUM_UTILS.match(direction, sdk_1.PositionDirection.LONG);
+            entryPrice = isLong ? bestAsk.price : bestBid.price;
+            bestPrice = isLong ? bestAsk.price : bestBid.price;
+            worstPrice = isLong ? bestAsk.price : bestBid.price;
+            baseFilled = isLong ? bestAsk.size : bestBid.size;
+        }
+    }
+    return {
+        entryPrice,
+        priceImpact,
+        baseAvailable: baseFilled,
+        bestPrice,
+        worstPrice,
+        exceedsLiquidity,
+        showPriceEstimateOracleDivergenceWarning: false, // Will be calculated by the caller
+    };
+};
+exports.calculatePriceImpactFromL2 = calculatePriceImpactFromL2;
+//# sourceMappingURL=priceImpact.js.map

package/lib/utils/priceImpact.js.map

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{\n\tBN,\n\tZERO,\n\tL2OrderBook,\n\tPositionDirection,\n\tBASE_PRECISION,\n\tcalculateEstimatedEntryPriceWithL2,\n\tBASE_PRECISION_EXP,\n} from '@drift-labs/sdk';\nimport { UIMarket } from '../types/UIMarket';\nimport { MarketId } from '../types/MarketId';\nimport { ENUM_UTILS } from '.';\n\n/**\n * Calculates the price impact of an order, based on an L2\n */\nexport const calculatePriceImpactFromL2 = (\n\tmarketId: MarketId,\n\tdirection: PositionDirection,\n\tbaseAmount: BN,\n\tl2Data: L2OrderBook,\n\t_oraclePrice?: BN\n): {\n\tentryPrice: BN;\n\tpriceImpact: BN;\n\tbaseAvailable: BN;\n\tbestPrice: BN;\n\tworstPrice: BN;\n\texceedsLiquidity: boolean;\n\tshowPriceEstimateOracleDivergenceWarning: boolean;\n} => {\n\tlet [entryPrice, priceImpact, baseFilled, bestPrice, worstPrice] = [\n\t\tZERO,\n\t\tZERO,\n\t\tZERO,\n\t\tZERO,\n\t\tZERO,\n\t];\n\tlet exceedsLiquidity = false;\n\n\ttry {\n\t\tif (marketId.isPerp) {\n\t\t\tconst entryResult = calculateEstimatedEntryPriceWithL2(\n\t\t\t\t'base', // leadSide\n\t\t\t\tbaseAmount,\n\t\t\t\tdirection,\n\t\t\t\tBASE_PRECISION,\n\t\t\t\tl2Data\n\t\t\t);\n\n\t\t\tentryPrice = entryResult?.entryPrice || ZERO;\n\t\t\tpriceImpact = entryResult?.priceImpact || ZERO;\n\t\t\tbaseFilled = entryResult?.baseFilled || ZERO;\n\t\t\tbestPrice = entryResult?.bestPrice || ZERO;\n\t\t\tworstPrice = entryResult?.worstPrice || ZERO;\n\t\t} else {\n\t\t\tconst precisionExp =\n\t\t\t\tUIMarket.spotMarkets[marketId.marketIndex]?.precisionExp ||\n\t\t\t\tBASE_PRECISION_EXP;\n\n\t\t\tconst entryResult = calculateEstimatedEntryPriceWithL2(\n\t\t\t\t'base', // leadSide\n\t\t\t\tbaseAmount,\n\t\t\t\tdirection,\n\t\t\t\tprecisionExp,\n\t\t\t\tl2Data\n\t\t\t);\n\n\t\t\tentryPrice = entryResult?.entryPrice || ZERO;\n\t\t\tpriceImpact = entryResult?.priceImpact || ZERO;\n\t\t\tbaseFilled = entryResult?.baseFilled || ZERO;\n\t\t\tbestPrice = entryResult?.bestPrice || ZERO;\n\t\t\tworstPrice = entryResult?.worstPrice || ZERO;\n\t\t}\n\n\t\t// Check if we exceeded available liquidity\n\t\tif (baseFilled.lt(baseAmount)) {\n\t\t\texceedsLiquidity = true;\n\t\t}\n\t} catch (e) {\n\t\t// SDK function may throw error if no liquidity, use fallback values\n\t\tconsole.warn('Error calculating price impact from L2:', e);\n\n\t\t// Use best bid/ask as fallback\n\t\tconst bestBid = l2Data.bids?.[0];\n\t\tconst bestAsk = l2Data.asks?.[0];\n\n\t\tif (bestBid && bestAsk) {\n\t\t\tconst isLong = ENUM_UTILS.match(direction, PositionDirection.LONG);\n\t\t\tentryPrice = isLong ? bestAsk.price : bestBid.price;\n\t\t\tbestPrice = isLong ? bestAsk.price : bestBid.price;\n\t\t\tworstPrice = isLong ? bestAsk.price : bestBid.price;\n\t\t\tbaseFilled = isLong ? bestAsk.size : bestBid.size;\n\t\t}\n\t}\n\n\treturn {\n\t\tentryPrice,\n\t\tpriceImpact,\n\t\tbaseAvailable: baseFilled,\n\t\tbestPrice,\n\t\tworstPrice,\n\t\texceedsLiquidity,\n\t\tshowPriceEstimateOracleDivergenceWarning: false, // Will be calculated by the caller\n\t};\n};\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/common",
-	"version": "1.0.0",
+	"version": "1.0.2",
 	"description": "Common functions for Drift",
 	"main": "./lib/index.js",
 	"types": "./lib/index.d.ts",

package/lib/drift/base/actions/spot/borrow.d.ts

@@ -1 +0,0 @@
-export declare const createBorrowIx: () => Promise<void>;

package/lib/drift/base/actions/spot/borrow.js

@@ -1,8 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.createBorrowIx = void 0;
-const createBorrowIx = async () => {
-    // TODO:
-};
-exports.createBorrowIx = createBorrowIx;
-//# sourceMappingURL=borrow.js.map

package/lib/drift/base/actions/spot/borrow.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"borrow.js","sourceRoot":"","sources":["../../../../../src/drift/base/actions/spot/borrow.ts"],"names":[],"mappings":";;;AAAO,MAAM,cAAc,GAAG,KAAK,IAAI,EAAE;IACxC,QAAQ;AACT,CAAC,CAAC;AAFW,QAAA,cAAc,kBAEzB","sourcesContent":["export const createBorrowIx = async () => {\n\t// TODO:\n};\n"]}