@drift-labs/common 1.0.0

package/lib/drift/base/details/user/marginInfo.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"marginInfo.js","sourceRoot":"","sources":["../../../../../src/drift/base/details/user/marginInfo.ts"],"names":[],"mappings":";;;AAAA,yCAUyB;AACzB,qDAA+D;AAC/D,6CAAwD;AA6BjD,MAAM,oBAAoB,GAAG,CACnC,WAAwB,EACxB,IAAU,EACV,cAA4C,EACxB,EAAE;IACtB,MAAM,WAAW,GAAG,IAAI,CAAC,cAAc,EAAE,CAAC;IAC1C,MAAM,iBAAiB,GAAG,IAAI,CAAC,gBAAgB,CAAC,IAAI,CAAC,CAAC,CAAC,2FAA2F;IAClJ,MAAM,wBAAwB,GAAG,IAAI,CAAC,uBAAuB,EAAE,CAAC;IAChE,MAAM,kBAAkB,GAAG,IAAI,CAAC,kBAAkB,EAAE,CAAC;IACrD,MAAM,sBAAsB,GAAG,IAAI,CAAC,kBAAkB,CAAC,aAAa,CAAC,CAAC;IACtE,MAAM,iBAAiB,GAAG,IAAI,CAAC,iBAAiB,EAAE,CAAC;IACnD,MAAM,qBAAqB,GAAG,IAAI,CAAC,iBAAiB,CAAC,aAAa,CAAC,CAAC;IACpE,MAAM,UAAU,GAAG,IAAI,CAAC,2BAA2B,EAAE,CAAC;IACtD,MAAM,cAAc,GAAG,IAAI,CAAC,+BAA+B,EAAE,CAAC;IAC9D,MAAM,YAAY,GAAG,IAAI,CAAC,WAAW,EAAE,CAAC;IAExC,IAAI,eAAe,GAAG,IAAI,CAAC,cAAc,EAAE,CAAC;IAC5C,0FAA0F;IAC1F,IAAI,eAAe,CAAC,EAAE,CAAC,IAAI,QAAE,CAAC,MAAM,CAAC,gBAAgB,CAAC,CAAC;QACtD,eAAe,GAAG,UAAI,CAAC;IAExB,MAAM,qBAAqB,GAAG,WAAW,CAAC,oBAAoB,CAC7D,kCAAsB,CACtB,CAAC;IACF,MAAM,iBAAiB,GAAG,IAAI;SAC5B,sBAAsB,EAAE;SACxB,MAAM,CAAC,CAAC,GAAG,EAAE,QAAQ,EAAE,EAAE;QACzB,MAAM,UAAU,GAAG,WAAW,CAAC,oBAAoB,CAAC,QAAQ,CAAC,WAAW,CAAC,CAAC;QAC1E,MAAM,WAAW,GAAG,cAAc,CACjC,gBAAQ,CAAC,gBAAgB,CAAC,QAAQ,CAAC,WAAW,CAAC,CAAC,GAAG,CACnD,CAAC;QACF,MAAM,oBAAoB,GAAG,IAAA,2BAAqB,EACjD,UAAU,EACV,qBAAqB,EACrB,QAAQ,EACR;YACC,KAAK,EAAE,WAAW;SAClB,CACD,CAAC;QACF,OAAO,GAAG,CAAC,GAAG,CAAC,oBAAoB,CAAC,CAAC;IACtC,CAAC,EAAE,UAAI,CAAC,CAAC;IAEV,OAAO;QACN,WAAW,EAAE,YAAM,CAAC,IAAI,CAAC,WAAW,EAAE,yBAAmB,CAAC;QAC1D,iBAAiB,EAAE,YAAM,CAAC,IAAI,CAAC,iBAAiB,EAAE,yBAAmB,CAAC;QACtE,wBAAwB,EAAE,YAAM,CAAC,IAAI,CACpC,wBAAwB,EACxB,yBAAmB,CACnB;QACD,iBAAiB,EAAE,YAAM,CAAC,IAAI,CAAC,iBAAiB,EAAE,yBAAmB,CAAC;QACtE,kBAAkB,EAAE,YAAM,CAAC,IAAI,CAAC,kBAAkB,EAAE,yBAAmB,CAAC;QACxE,sBAAsB,EAAE,YAAM,CAAC,IAAI,CAClC,sBAAsB,EACtB,yBAAmB,CACnB;QACD,iBAAiB,EAAE,YAAM,CAAC,IAAI,CAAC,iBAAiB,EAAE,yBAAmB,CAAC;QACtE,qBAAqB,EAAE,YAAM,CAAC,IAAI,CACjC,qBAAqB,EACrB,yBAAmB,CACnB;QACD,QAAQ,EAAE,YAAM,CAAC,IAAI,CAAC,YAAY,EAAE,UAAI,CAAC,CAAC,KAAK,EAAE;QACjD,cAAc,EAAE,YAAM,CAAC,IAAI,CAAC,cAAc,EAAE,yBAAmB,CAAC;QAChE,UAAU,EAAE,YAAM,CAAC,IAAI,CAAC,UAAU,EAAE,yBAAmB,CAAC;QACxD,cAAc,EAAE,YAAM,CAAC,IAAI,CAAC,eAAe,EAAE,SAAG,CAAC,CAAC,KAAK,EAAE;KACzD,CAAC;AACH,CAAC,CAAC;AAjEW,QAAA,oBAAoB,wBAiE/B","sourcesContent":["import {\n\tQUOTE_PRECISION_EXP,\n\tBN,\n\tBigNum,\n\tUser,\n\tZERO,\n\tFOUR,\n\tTWO,\n\tDriftClient,\n\tcalculateClaimablePnl,\n} from '@drift-labs/sdk';\nimport { USDC_SPOT_MARKET_INDEX } from '../../../../constants';\nimport { MarketId, MarketKey } from '../../../../types';\n\nexport type AccountMarginInfo = {\n\t/** Net USD value of the account, including spot balances and unsettled P&L from perp positions. */\n\tnetUsdValue: BigNum;\n\t/** Total unsettled P&L from perp positions. Includes position P&L and funding P&L. */\n\ttotalUnsettledPnl: BigNum;\n\t/** Total unsettled funding P&L from perp positions. */\n\ttotalUnsettledFundingPnL: BigNum;\n\t/** Total claimable P&L from the P&L pool for perp positions. */\n\ttotalClaimablePnl: BigNum;\n\t/** Total initial margin in the account. Includes weighted values of spot balances and unsettled P&L from perp positions. */\n\ttotalInitialMargin: BigNum;\n\t/** Total maintenance margin in the account. Includes weighted values of spot balances and unsettled P&L from perp positions. */\n\ttotalMaintenanceMargin: BigNum;\n\t/** Free initial margin in the account, used to open new positions. */\n\tfreeInitialMargin: BigNum;\n\t/** Free maintenance margin in the account, used to avoid liquidations. */\n\tfreeMaintenanceMargin: BigNum;\n\t/** Current leverage multiplier of the account. */\n\tleverage: number;\n\t/** Initial margin required to open a new position. */\n\tinitialReq: BigNum;\n\t/** Maintenance margin required to avoid liquidations. */\n\tmaintenanceReq: BigNum;\n\t/** Margin ratio of the account. */\n\tmarginRatioPct: number;\n};\n\nexport const getAccountMarginInfo = (\n\tdriftClient: DriftClient,\n\tuser: User,\n\tgetOraclePrice: (marketKey: MarketKey) => BN\n): AccountMarginInfo => {\n\tconst netUsdValue = user.getNetUsdValue();\n\tconst totalUnsettledPnl = user.getUnrealizedPNL(true); // method from SDK is inappropriately named, totalUnsettledPnl is the right definition here\n\tconst totalUnsettledFundingPnL = user.getUnrealizedFundingPNL();\n\tconst totalInitialMargin = user.getTotalCollateral();\n\tconst totalMaintenanceMargin = user.getTotalCollateral('Maintenance');\n\tconst freeInitialMargin = user.getFreeCollateral();\n\tconst freeMaintenanceMargin = user.getFreeCollateral('Maintenance');\n\tconst initialReq = user.getInitialMarginRequirement();\n\tconst maintenanceReq = user.getMaintenanceMarginRequirement();\n\tconst userLeverage = user.getLeverage();\n\n\tlet userMarginRatio = user.getMarginRatio();\n\t// weird to display massive fraction when really it just means that their position is zero\n\tif (userMarginRatio.eq(new BN(Number.MAX_SAFE_INTEGER)))\n\t\tuserMarginRatio = ZERO;\n\n\tconst usdcSpotMarketAccount = driftClient.getSpotMarketAccount(\n\t\tUSDC_SPOT_MARKET_INDEX\n\t);\n\tconst totalClaimablePnl = user\n\t\t.getActivePerpPositions()\n\t\t.reduce((acc, position) => {\n\t\t\tconst perpMarket = driftClient.getPerpMarketAccount(position.marketIndex);\n\t\t\tconst oraclePrice = getOraclePrice(\n\t\t\t\tMarketId.createPerpMarket(position.marketIndex).key\n\t\t\t);\n\t\t\tconst positionClaimablePnl = calculateClaimablePnl(\n\t\t\t\tperpMarket,\n\t\t\t\tusdcSpotMarketAccount,\n\t\t\t\tposition,\n\t\t\t\t{\n\t\t\t\t\tprice: oraclePrice,\n\t\t\t\t}\n\t\t\t);\n\t\t\treturn acc.add(positionClaimablePnl);\n\t\t}, ZERO);\n\n\treturn {\n\t\tnetUsdValue: BigNum.from(netUsdValue, QUOTE_PRECISION_EXP),\n\t\ttotalUnsettledPnl: BigNum.from(totalUnsettledPnl, QUOTE_PRECISION_EXP),\n\t\ttotalUnsettledFundingPnL: BigNum.from(\n\t\t\ttotalUnsettledFundingPnL,\n\t\t\tQUOTE_PRECISION_EXP\n\t\t),\n\t\ttotalClaimablePnl: BigNum.from(totalClaimablePnl, QUOTE_PRECISION_EXP),\n\t\ttotalInitialMargin: BigNum.from(totalInitialMargin, QUOTE_PRECISION_EXP),\n\t\ttotalMaintenanceMargin: BigNum.from(\n\t\t\ttotalMaintenanceMargin,\n\t\t\tQUOTE_PRECISION_EXP\n\t\t),\n\t\tfreeInitialMargin: BigNum.from(freeInitialMargin, QUOTE_PRECISION_EXP),\n\t\tfreeMaintenanceMargin: BigNum.from(\n\t\t\tfreeMaintenanceMargin,\n\t\t\tQUOTE_PRECISION_EXP\n\t\t),\n\t\tleverage: BigNum.from(userLeverage, FOUR).toNum(),\n\t\tmaintenanceReq: BigNum.from(maintenanceReq, QUOTE_PRECISION_EXP),\n\t\tinitialReq: BigNum.from(initialReq, QUOTE_PRECISION_EXP),\n\t\tmarginRatioPct: BigNum.from(userMarginRatio, TWO).toNum(),\n\t};\n};\n"]}

package/lib/drift/base/details/user/orders.d.ts

@@ -0,0 +1,3 @@
+import { Order } from '@drift-labs/sdk';
+import { UISerializableOrder } from '../../../../serializableTypes';
+export declare const getOrderDetails: (order: Order) => UISerializableOrder;

package/lib/drift/base/details/user/orders.js

@@ -0,0 +1,11 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getOrderDetails = void 0;
+const serializableTypes_1 = require("../../../../serializableTypes");
+const getOrderDetails = (order) => {
+    const serializedOrder = serializableTypes_1.Serializer.Serialize.Order(order);
+    const deserializedOrder = serializableTypes_1.Serializer.Deserialize.UIOrder(serializedOrder);
+    return deserializedOrder;
+};
+exports.getOrderDetails = getOrderDetails;
+//# sourceMappingURL=orders.js.map

package/lib/drift/base/details/user/orders.js.map

@@ -0,0 +1 @@
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package/lib/drift/base/details/user/positions.d.ts

@@ -0,0 +1,70 @@
+import { BN, BigNum, DriftClient, PerpPosition, PositionDirection, User } from '@drift-labs/sdk';
+/**
+ * Comprehensive position information derived from a PerpPosition at a specific reference price.
+ * This interface contains all the key metrics needed for position display and analysis.
+ */
+export interface PriceBasedPositionInfo {
+    /**
+     * Position PnL in notional terms based on the reference price.
+     * This does NOT include funding PnL - only the price-based profit/loss.
+     */
+    positionNotionalPnl: BigNum;
+    /**
+     * Position PnL as a percentage.
+     * For prediction markets: calculated based on price movement relative to entry.
+     * For regular markets: calculated as (PnL / quote entry amount) * account leverage.
+     */
+    positionPnlPercentage: number;
+}
+/**
+ * Derives the user-understandable position display information from a User's PerpPosition and the reference price.
+ * The reference price can be the mark price or the oracle price.
+ *
+ * @param driftClient - The DriftClient instance.
+ * @param user - The User instance.
+ * @param perpPosition - The PerpPosition instance.
+ * @param referencePrice - The reference price. This can be the mark price or the oracle price.
+ * @param accountLeverage - The account leverage.
+ *
+ * @returns The PositionDisplayInfo object. Note that position pnl does not include funding pnl.
+ */
+export declare const getPriceBasedPositionInfo: (driftClient: DriftClient, perpPosition: PerpPosition, referencePrice: BN, accountLeverage?: number) => PriceBasedPositionInfo;
+export type PerpPositionInfo = {
+    marketIndex: number;
+    /** Absolute base size of the position. */
+    baseSize: BigNum;
+    /** Notional value of the position based on oracle price */
+    notionalSize: BigNum;
+    /** Direction of the position */
+    direction: PositionDirection;
+    /** Position entry price.*/
+    entryPrice: BigNum;
+    /**
+     * Price at which the position would be liquidated.
+     * Returns zero if liquidation price cannot be calculated.
+     */
+    liquidationPrice: BigNum;
+    /**
+     * Cumulative funding and fees PnL for this position.
+     * This is separate from positionNotionalPnl to allow granular PnL breakdown.
+     */
+    feesAndFundingPnl: BigNum;
+    /** Position P&L information based on the oracle price and the mark price as reference prices. This does not include fees and funding PnL. */
+    positionPnl: {
+        oracleBased: PriceBasedPositionInfo;
+        markBased: PriceBasedPositionInfo;
+    };
+    /** The quote amount that was used to enter the position. */
+    costBasis: BigNum;
+    /** The quote amount that the position needs to be at, to breakeven. This is net of fees and funding, hence why it is different from quoteEntryAmount. */
+    quoteBreakEvenAmount: BigNum;
+    /** This is the total of unsettled pnl and unsettled funding. */
+    totalUnsettledPnl: BigNum;
+    /** This is the total of unsettled pnl and unsettled funding that is claimable from the P&L pool. */
+    totalClaimablePnl: BigNum;
+    /** This is the unsettled funding pnl. */
+    unsettledFundingPnl: BigNum;
+    /** This is the total of settled pnl and settled funding. */
+    totalSettledPnl: BigNum;
+};
+export declare const getPositionInfo: (driftClient: DriftClient, user: User, perpPosition: PerpPosition, oraclePrice: BN, markPrice: BN) => PerpPositionInfo;

package/lib/drift/base/details/user/positions.js

@@ -0,0 +1,146 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getPositionInfo = exports.getPriceBasedPositionInfo = void 0;
+const sdk_1 = require("@drift-labs/sdk");
+const trading_1 = require("../../../../common-ui-utils/trading");
+const utils_1 = require("../../../../utils");
+const constants_1 = require("../../../../constants");
+/**
+ * Derives the user-understandable position display information from a User's PerpPosition and the reference price.
+ * The reference price can be the mark price or the oracle price.
+ *
+ * @param driftClient - The DriftClient instance.
+ * @param user - The User instance.
+ * @param perpPosition - The PerpPosition instance.
+ * @param referencePrice - The reference price. This can be the mark price or the oracle price.
+ * @param accountLeverage - The account leverage.
+ *
+ * @returns The PositionDisplayInfo object. Note that position pnl does not include funding pnl.
+ */
+const getPriceBasedPositionInfo = (driftClient, perpPosition, referencePrice, accountLeverage) => {
+    const { marketIndex } = perpPosition;
+    const perpMarket = driftClient.getPerpMarketAccount(marketIndex);
+    const referencePriceBigNum = sdk_1.BigNum.from(referencePrice, sdk_1.PRICE_PRECISION_EXP);
+    // Base Size
+    const baseSize = perpPosition.baseAssetAmount;
+    const baseSizeBigNum = sdk_1.BigNum.from(baseSize.abs(), sdk_1.BASE_PRECISION_EXP);
+    // Entry Price
+    const entryPriceBN = (0, sdk_1.calculateEntryPrice)(perpPosition);
+    const entryPriceBigNum = sdk_1.BigNum.from(entryPriceBN, sdk_1.PRICE_PRECISION_EXP);
+    const isShortPosition = baseSize.isNeg();
+    // Market and prediction market detection
+    const isPredictionMarket = utils_1.ENUM_UTILS.match(perpMarket.contractType, sdk_1.ContractType.PREDICTION);
+    // Price calculations
+    // Handle prediction market resolution prices
+    if (isPredictionMarket) {
+        const isResolved = utils_1.ENUM_UTILS.match(perpMarket === null || perpMarket === void 0 ? void 0 : perpMarket.status, sdk_1.MarketStatus.SETTLEMENT) ||
+            utils_1.ENUM_UTILS.match(perpMarket === null || perpMarket === void 0 ? void 0 : perpMarket.status, sdk_1.MarketStatus.DELISTED);
+        if (isResolved) {
+            const resolvedToNo = perpMarket.expiryPrice.lte(sdk_1.ZERO.add(perpMarket.amm.orderTickSize));
+            const price = resolvedToNo
+                ? sdk_1.ZERO.mul(sdk_1.PRICE_PRECISION)
+                : sdk_1.ONE.mul(sdk_1.PRICE_PRECISION);
+            referencePrice = price;
+        }
+    }
+    // position pnl
+    const positionNotionalPnlBN = trading_1.TRADING_UTILS.calculatePotentialProfit({
+        currentPositionSize: baseSizeBigNum,
+        currentPositionDirection: isShortPosition
+            ? sdk_1.PositionDirection.SHORT
+            : sdk_1.PositionDirection.LONG,
+        currentPositionEntryPrice: sdk_1.BigNum.from(entryPriceBN, sdk_1.PRICE_PRECISION_EXP),
+        tradeDirection: isShortPosition
+            ? sdk_1.PositionDirection.LONG
+            : sdk_1.PositionDirection.SHORT,
+        exitBaseSize: baseSizeBigNum,
+        exitPrice: referencePriceBigNum,
+        takerFeeBps: 0,
+    }).estimatedProfit.shiftTo(sdk_1.QUOTE_PRECISION_EXP).val;
+    const positionNotionalPnlBigNum = sdk_1.BigNum.from(positionNotionalPnlBN, sdk_1.QUOTE_PRECISION_EXP);
+    // Determine if this is a sell-side prediction market for price adjustment
+    const isSellPredictionMarket = isPredictionMarket && isShortPosition;
+    // Apply prediction market price adjustment for display
+    const markPriceToUseForPredictionMarket = isSellPredictionMarket
+        ? constants_1.MAX_PREDICTION_PRICE_BIG_NUM.sub(referencePriceBigNum).val
+        : referencePrice;
+    const positionPnlPercentage = isPredictionMarket
+        ? sdk_1.BigNum.from(markPriceToUseForPredictionMarket, sdk_1.PRICE_PRECISION_EXP)
+            .sub(entryPriceBigNum)
+            .mul(sdk_1.PRICE_PRECISION)
+            .div(entryPriceBN)
+            .toNum() *
+            100 *
+            (isShortPosition ? -1 : 1)
+        : accountLeverage
+            ? (() => {
+                const quoteAmount = perpPosition.quoteEntryAmount.abs();
+                if (quoteAmount.eq(sdk_1.ZERO))
+                    return 0;
+                const pnlPct = positionNotionalPnlBigNum.val
+                    .mul(new sdk_1.BN(10000))
+                    .div(quoteAmount)
+                    .toNumber() / 1000000;
+                return pnlPct * (accountLeverage || 1);
+            })()
+            : 0;
+    return {
+        positionNotionalPnl: positionNotionalPnlBigNum,
+        positionPnlPercentage,
+    };
+};
+exports.getPriceBasedPositionInfo = getPriceBasedPositionInfo;
+const getPositionInfo = (driftClient, user, perpPosition, oraclePrice, markPrice) => {
+    const { marketIndex } = perpPosition;
+    const baseSize = perpPosition.baseAssetAmount;
+    const baseSizeBigNum = sdk_1.BigNum.from(baseSize.abs(), sdk_1.BASE_PRECISION_EXP);
+    const notionalSizeBigNum = sdk_1.BigNum.from(user
+        .getPerpPositionValue(perpPosition.marketIndex, {
+        price: oraclePrice,
+    })
+        .abs(), sdk_1.QUOTE_PRECISION_EXP);
+    const positionDirection = baseSize.isNeg()
+        ? sdk_1.PositionDirection.SHORT
+        : sdk_1.PositionDirection.LONG;
+    const entryPrice = (0, sdk_1.calculateEntryPrice)(perpPosition);
+    const entryPriceBigNum = sdk_1.BigNum.from(entryPrice, sdk_1.PRICE_PRECISION_EXP);
+    const liqPrice = user.liquidationPrice(marketIndex);
+    const liqPriceBigNum = sdk_1.BigNum.from(liqPrice, sdk_1.PRICE_PRECISION_EXP);
+    const perpMarket = driftClient.getPerpMarketAccount(marketIndex);
+    const feesAndFundingPnlBigNum = sdk_1.BigNum.from((0, sdk_1.calculateFeesAndFundingPnl)(perpMarket, perpPosition), sdk_1.QUOTE_PRECISION_EXP);
+    const accountLeverage = user.getLeverage().toNumber();
+    const oracleBasedPositionInfo = (0, exports.getPriceBasedPositionInfo)(driftClient, perpPosition, oraclePrice, accountLeverage);
+    const markBasedPositionInfo = (0, exports.getPriceBasedPositionInfo)(driftClient, perpPosition, markPrice, accountLeverage);
+    const quoteEntryAmountBigNum = sdk_1.BigNum.from(perpPosition.quoteEntryAmount, sdk_1.QUOTE_PRECISION_EXP);
+    const quoteBreakEvenAmountBigNum = sdk_1.BigNum.from(perpPosition.quoteBreakEvenAmount, sdk_1.QUOTE_PRECISION_EXP);
+    const totalUnrealizedPnlBigNum = sdk_1.BigNum.from((0, sdk_1.calculatePositionPNL)(perpMarket, perpPosition, true, {
+        price: oraclePrice,
+    }), sdk_1.QUOTE_PRECISION_EXP);
+    const usdcSpotMarketAccount = driftClient.getSpotMarketAccount(constants_1.USDC_SPOT_MARKET_INDEX);
+    const totalClaimablePnlBigNum = sdk_1.BigNum.from((0, sdk_1.calculateClaimablePnl)(perpMarket, usdcSpotMarketAccount, perpPosition, {
+        price: oraclePrice,
+    }), sdk_1.QUOTE_PRECISION_EXP);
+    const unsettledFundingPnlBigNum = sdk_1.BigNum.from((0, sdk_1.calculateUnsettledFundingPnl)(perpMarket, perpPosition), sdk_1.QUOTE_PRECISION_EXP);
+    const totalSettledPnlBigNum = sdk_1.BigNum.from(perpPosition.settledPnl, sdk_1.QUOTE_PRECISION_EXP);
+    return {
+        marketIndex,
+        baseSize: baseSizeBigNum,
+        notionalSize: notionalSizeBigNum,
+        direction: positionDirection,
+        entryPrice: entryPriceBigNum,
+        liquidationPrice: liqPriceBigNum,
+        feesAndFundingPnl: feesAndFundingPnlBigNum,
+        positionPnl: {
+            oracleBased: oracleBasedPositionInfo,
+            markBased: markBasedPositionInfo,
+        },
+        costBasis: quoteEntryAmountBigNum,
+        quoteBreakEvenAmount: quoteBreakEvenAmountBigNum,
+        unsettledFundingPnl: unsettledFundingPnlBigNum,
+        totalUnsettledPnl: totalUnrealizedPnlBigNum,
+        totalClaimablePnl: totalClaimablePnlBigNum,
+        totalSettledPnl: totalSettledPnlBigNum,
+    };
+};
+exports.getPositionInfo = getPositionInfo;
+//# sourceMappingURL=positions.js.map

package/lib/drift/base/details/user/positions.js.map

@@ -0,0 +1 @@
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{\n\tBASE_PRECISION_EXP,\n\tBN,\n\tBigNum,\n\tContractType,\n\tDriftClient,\n\tMarketStatus,\n\tONE,\n\tPRICE_PRECISION,\n\tPRICE_PRECISION_EXP,\n\tPerpPosition,\n\tPositionDirection,\n\tQUOTE_PRECISION_EXP,\n\tUser,\n\tZERO,\n\tcalculateClaimablePnl,\n\tcalculateEntryPrice,\n\tcalculateFeesAndFundingPnl,\n\tcalculatePositionPNL,\n\tcalculateUnsettledFundingPnl,\n} from '@drift-labs/sdk';\nimport { TRADING_UTILS } from '../../../../common-ui-utils/trading';\nimport { ENUM_UTILS } from '../../../../utils';\nimport {\n\tMAX_PREDICTION_PRICE_BIG_NUM,\n\tUSDC_SPOT_MARKET_INDEX,\n} from '../../../../constants';\n\n/**\n * Comprehensive position information derived from a PerpPosition at a specific reference price.\n * This interface contains all the key metrics needed for position display and analysis.\n */\nexport interface PriceBasedPositionInfo {\n\t/**\n\t * Position PnL in notional terms based on the reference price.\n\t * This does NOT include funding PnL - only the price-based profit/loss.\n\t */\n\tpositionNotionalPnl: BigNum;\n\n\t/**\n\t * Position PnL as a percentage.\n\t * For prediction markets: calculated based on price movement relative to entry.\n\t * For regular markets: calculated as (PnL / quote entry amount) * account leverage.\n\t */\n\tpositionPnlPercentage: number;\n}\n\n/**\n * Derives the user-understandable position display information from a User's PerpPosition and the reference price.\n * The reference price can be the mark price or the oracle price.\n *\n * @param driftClient - The DriftClient instance.\n * @param user - The User instance.\n * @param perpPosition - The PerpPosition instance.\n * @param referencePrice - The reference price. This can be the mark price or the oracle price.\n * @param accountLeverage - The account leverage.\n *\n * @returns The PositionDisplayInfo object. Note that position pnl does not include funding pnl.\n */\nexport const getPriceBasedPositionInfo = (\n\tdriftClient: DriftClient,\n\tperpPosition: PerpPosition,\n\treferencePrice: BN,\n\taccountLeverage?: number\n): PriceBasedPositionInfo => {\n\tconst { marketIndex } = perpPosition;\n\tconst perpMarket = driftClient.getPerpMarketAccount(marketIndex);\n\tconst referencePriceBigNum = BigNum.from(referencePrice, PRICE_PRECISION_EXP);\n\n\t// Base Size\n\tconst baseSize = perpPosition.baseAssetAmount;\n\tconst baseSizeBigNum = BigNum.from(baseSize.abs(), BASE_PRECISION_EXP);\n\n\t// Entry Price\n\tconst entryPriceBN = calculateEntryPrice(perpPosition);\n\tconst entryPriceBigNum = BigNum.from(entryPriceBN, PRICE_PRECISION_EXP);\n\n\tconst isShortPosition = baseSize.isNeg();\n\n\t// Market and prediction market detection\n\tconst isPredictionMarket = ENUM_UTILS.match(\n\t\tperpMarket.contractType,\n\t\tContractType.PREDICTION\n\t);\n\n\t// Price calculations\n\t// Handle prediction market resolution prices\n\tif (isPredictionMarket) {\n\t\tconst isResolved =\n\t\t\tENUM_UTILS.match(perpMarket?.status, MarketStatus.SETTLEMENT) ||\n\t\t\tENUM_UTILS.match(perpMarket?.status, MarketStatus.DELISTED);\n\n\t\tif (isResolved) {\n\t\t\tconst resolvedToNo = perpMarket.expiryPrice.lte(\n\t\t\t\tZERO.add(perpMarket.amm.orderTickSize)\n\t\t\t);\n\n\t\t\tconst price = resolvedToNo\n\t\t\t\t? ZERO.mul(PRICE_PRECISION)\n\t\t\t\t: ONE.mul(PRICE_PRECISION);\n\n\t\t\treferencePrice = price;\n\t\t}\n\t}\n\n\t// position pnl\n\tconst positionNotionalPnlBN = TRADING_UTILS.calculatePotentialProfit({\n\t\tcurrentPositionSize: baseSizeBigNum,\n\t\tcurrentPositionDirection: isShortPosition\n\t\t\t? PositionDirection.SHORT\n\t\t\t: PositionDirection.LONG,\n\t\tcurrentPositionEntryPrice: BigNum.from(entryPriceBN, PRICE_PRECISION_EXP),\n\t\ttradeDirection: isShortPosition\n\t\t\t? PositionDirection.LONG\n\t\t\t: PositionDirection.SHORT,\n\t\texitBaseSize: baseSizeBigNum,\n\t\texitPrice: referencePriceBigNum,\n\t\ttakerFeeBps: 0,\n\t}).estimatedProfit.shiftTo(QUOTE_PRECISION_EXP).val;\n\tconst positionNotionalPnlBigNum = BigNum.from(\n\t\tpositionNotionalPnlBN,\n\t\tQUOTE_PRECISION_EXP\n\t);\n\n\t// Determine if this is a sell-side prediction market for price adjustment\n\tconst isSellPredictionMarket = isPredictionMarket && isShortPosition;\n\n\t// Apply prediction market price adjustment for display\n\tconst markPriceToUseForPredictionMarket = isSellPredictionMarket\n\t\t? MAX_PREDICTION_PRICE_BIG_NUM.sub(referencePriceBigNum).val\n\t\t: referencePrice;\n\n\tconst positionPnlPercentage = isPredictionMarket\n\t\t? BigNum.from(markPriceToUseForPredictionMarket, PRICE_PRECISION_EXP)\n\t\t\t\t.sub(entryPriceBigNum)\n\t\t\t\t.mul(PRICE_PRECISION)\n\t\t\t\t.div(entryPriceBN)\n\t\t\t\t.toNum() *\n\t\t  100 *\n\t\t  (isShortPosition ? -1 : 1)\n\t\t: accountLeverage\n\t\t? (() => {\n\t\t\t\tconst quoteAmount = perpPosition.quoteEntryAmount.abs();\n\n\t\t\t\tif (quoteAmount.eq(ZERO)) return 0;\n\n\t\t\t\tconst pnlPct =\n\t\t\t\t\tpositionNotionalPnlBigNum.val\n\t\t\t\t\t\t.mul(new BN(10_000))\n\t\t\t\t\t\t.div(quoteAmount)\n\t\t\t\t\t\t.toNumber() / 1_000_000;\n\t\t\t\treturn pnlPct * (accountLeverage || 1);\n\t\t  })()\n\t\t: 0;\n\n\treturn {\n\t\tpositionNotionalPnl: positionNotionalPnlBigNum,\n\t\tpositionPnlPercentage,\n\t};\n};\n\nexport type PerpPositionInfo = {\n\tmarketIndex: number;\n\t/** Absolute base size of the position. */\n\tbaseSize: BigNum;\n\t/** Notional value of the position based on oracle price */\n\tnotionalSize: BigNum;\n\t/** Direction of the position */\n\tdirection: PositionDirection;\n\t/** Position entry price.*/\n\tentryPrice: BigNum;\n\t/**\n\t * Price at which the position would be liquidated.\n\t * Returns zero if liquidation price cannot be calculated.\n\t */\n\tliquidationPrice: BigNum;\n\t/**\n\t * Cumulative funding and fees PnL for this position.\n\t * This is separate from positionNotionalPnl to allow granular PnL breakdown.\n\t */\n\tfeesAndFundingPnl: BigNum;\n\t/** Position P&L information based on the oracle price and the mark price as reference prices. This does not include fees and funding PnL. */\n\tpositionPnl: {\n\t\toracleBased: PriceBasedPositionInfo;\n\t\tmarkBased: PriceBasedPositionInfo;\n\t};\n\t/** The quote amount that was used to enter the position. */\n\tcostBasis: BigNum;\n\t/** The quote amount that the position needs to be at, to breakeven. This is net of fees and funding, hence why it is different from quoteEntryAmount. */\n\tquoteBreakEvenAmount: BigNum;\n\t/** This is the total of unsettled pnl and unsettled funding. */\n\ttotalUnsettledPnl: BigNum;\n\t/** This is the total of unsettled pnl and unsettled funding that is claimable from the P&L pool. */\n\ttotalClaimablePnl: BigNum;\n\t/** This is the unsettled funding pnl. */\n\tunsettledFundingPnl: BigNum;\n\t/** This is the total of settled pnl and settled funding. */\n\ttotalSettledPnl: BigNum;\n};\n\nexport const getPositionInfo = (\n\tdriftClient: DriftClient,\n\tuser: User,\n\tperpPosition: PerpPosition,\n\toraclePrice: BN,\n\tmarkPrice: BN\n): PerpPositionInfo => {\n\tconst { marketIndex } = perpPosition;\n\n\tconst baseSize = perpPosition.baseAssetAmount;\n\tconst baseSizeBigNum = BigNum.from(baseSize.abs(), BASE_PRECISION_EXP);\n\n\tconst notionalSizeBigNum = BigNum.from(\n\t\tuser\n\t\t\t.getPerpPositionValue(perpPosition.marketIndex, {\n\t\t\t\tprice: oraclePrice,\n\t\t\t})\n\t\t\t.abs(),\n\t\tQUOTE_PRECISION_EXP\n\t);\n\n\tconst positionDirection = baseSize.isNeg()\n\t\t? PositionDirection.SHORT\n\t\t: PositionDirection.LONG;\n\n\tconst entryPrice = calculateEntryPrice(perpPosition);\n\tconst entryPriceBigNum = BigNum.from(entryPrice, PRICE_PRECISION_EXP);\n\n\tconst liqPrice = user.liquidationPrice(marketIndex);\n\tconst liqPriceBigNum = BigNum.from(liqPrice, PRICE_PRECISION_EXP);\n\n\tconst perpMarket = driftClient.getPerpMarketAccount(marketIndex);\n\tconst feesAndFundingPnlBigNum = BigNum.from(\n\t\tcalculateFeesAndFundingPnl(perpMarket, perpPosition),\n\t\tQUOTE_PRECISION_EXP\n\t);\n\n\tconst accountLeverage = user.getLeverage().toNumber();\n\tconst oracleBasedPositionInfo = getPriceBasedPositionInfo(\n\t\tdriftClient,\n\t\tperpPosition,\n\t\toraclePrice,\n\t\taccountLeverage\n\t);\n\tconst markBasedPositionInfo = getPriceBasedPositionInfo(\n\t\tdriftClient,\n\t\tperpPosition,\n\t\tmarkPrice,\n\t\taccountLeverage\n\t);\n\n\tconst quoteEntryAmountBigNum = BigNum.from(\n\t\tperpPosition.quoteEntryAmount,\n\t\tQUOTE_PRECISION_EXP\n\t);\n\tconst quoteBreakEvenAmountBigNum = BigNum.from(\n\t\tperpPosition.quoteBreakEvenAmount,\n\t\tQUOTE_PRECISION_EXP\n\t);\n\n\tconst totalUnrealizedPnlBigNum = BigNum.from(\n\t\tcalculatePositionPNL(perpMarket, perpPosition, true, {\n\t\t\tprice: oraclePrice,\n\t\t}),\n\t\tQUOTE_PRECISION_EXP\n\t);\n\tconst usdcSpotMarketAccount = driftClient.getSpotMarketAccount(\n\t\tUSDC_SPOT_MARKET_INDEX\n\t);\n\tconst totalClaimablePnlBigNum = BigNum.from(\n\t\tcalculateClaimablePnl(perpMarket, usdcSpotMarketAccount, perpPosition, {\n\t\t\tprice: oraclePrice,\n\t\t}),\n\t\tQUOTE_PRECISION_EXP\n\t);\n\tconst unsettledFundingPnlBigNum = BigNum.from(\n\t\tcalculateUnsettledFundingPnl(perpMarket, perpPosition),\n\t\tQUOTE_PRECISION_EXP\n\t);\n\tconst totalSettledPnlBigNum = BigNum.from(\n\t\tperpPosition.settledPnl,\n\t\tQUOTE_PRECISION_EXP\n\t);\n\n\treturn {\n\t\tmarketIndex,\n\t\tbaseSize: baseSizeBigNum,\n\t\tnotionalSize: notionalSizeBigNum,\n\t\tdirection: positionDirection,\n\t\tentryPrice: entryPriceBigNum,\n\t\tliquidationPrice: liqPriceBigNum,\n\t\tfeesAndFundingPnl: feesAndFundingPnlBigNum,\n\t\tpositionPnl: {\n\t\t\toracleBased: oracleBasedPositionInfo,\n\t\t\tmarkBased: markBasedPositionInfo,\n\t\t},\n\t\tcostBasis: quoteEntryAmountBigNum,\n\t\tquoteBreakEvenAmount: quoteBreakEvenAmountBigNum,\n\t\tunsettledFundingPnl: unsettledFundingPnlBigNum,\n\t\ttotalUnsettledPnl: totalUnrealizedPnlBigNum,\n\t\ttotalClaimablePnl: totalClaimablePnlBigNum,\n\t\ttotalSettledPnl: totalSettledPnlBigNum,\n\t};\n};\n"]}

package/lib/drift/cli.d.ts

@@ -0,0 +1,25 @@
+import { BN, PositionDirection, SwapMode } from '@drift-labs/sdk';
+interface CliArgs {
+    [key: string]: string | string[];
+}
+/**
+ * Parse command line arguments into a key-value object
+ */
+declare function parseArgs(args: string[]): CliArgs;
+/**
+ * Convert human-readable amount to BN with proper precision
+ */
+declare function parseAmount(amount: string, precision?: BN): BN;
+/**
+ * Parse direction string to PositionDirection
+ */
+declare function parseDirection(direction: string): PositionDirection;
+/**
+ * Parse swap mode string to SwapMode
+ */
+declare function parseSwapMode(swapMode: string): SwapMode;
+/**
+ * Main CLI entry point
+ */
+declare function main(): Promise<void>;
+export { main, parseArgs, parseAmount, parseDirection, parseSwapMode };