@drift-labs/common 1.0.0

package/lib/clients/tvFeed.js

@@ -0,0 +1,351 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.DriftTvFeed = void 0;
+const sdk_1 = require("@drift-labs/sdk");
+const types_1 = require("../types");
+const Candle_1 = require("../utils/candles/Candle");
+const pollingSequenceGuard_1 = require("../utils/pollingSequenceGuard");
+const candleClient_1 = require("./candleClient");
+const DRIFT_V2_START_TS = 1668470400; // 15th November 2022 ... 2022-11-15T00:00:00.000Z
+const resolutions = [
+    '1',
+    '3',
+    '5',
+    '15',
+    '30',
+    '60',
+    '240',
+    '6H',
+    '8H',
+    '1D',
+    '3D',
+    '1W',
+    '1M',
+];
+const tvResolutionStringToStandardResolutionString = (tvResolutionString) => {
+    switch (tvResolutionString) {
+        case '1':
+            return '1';
+        case '5':
+            return '5';
+        case '15':
+            return '15';
+        case '60':
+            return '60';
+        case '240':
+            return '240';
+        case 'D':
+        case '1D':
+            return 'D';
+        case 'W':
+        case '1W':
+            return 'W';
+        case 'M':
+        case '1M':
+            return 'M';
+    }
+};
+const DATAFEED_CONFIG = {
+    exchanges: [],
+    supported_resolutions: [...resolutions],
+    currency_codes: [],
+    supports_marks: true,
+    supports_time: false,
+    supports_timescale_marks: false,
+    symbols_types: [],
+};
+const findMarketBySymbol = (symbol, perpMarketConfigs, spotMarketConfigs) => {
+    if (!symbol) {
+        throw new Error(`TVFeed::No symbol provided`);
+    }
+    const sanitisedSymbol = symbol.toLowerCase().replace('/usdc', ''); // Lowercase and replace /usdc (for spot markets) to santise symbol for lookup
+    const isPerp = sanitisedSymbol.toLowerCase().includes('perp');
+    const matchingMarketConfig = isPerp
+        ? perpMarketConfigs.find((mkt) => mkt.symbol.toLowerCase().includes(sanitisedSymbol.toLowerCase()))
+        : spotMarketConfigs.find((mkt) => mkt.symbol.toLowerCase().includes(sanitisedSymbol.toLowerCase()));
+    if (!matchingMarketConfig) {
+        throw new Error(`TVFeed::No market found for symbol ${symbol}`);
+    }
+    if (isPerp) {
+        return {
+            type: 'perp',
+            config: matchingMarketConfig,
+        };
+    }
+    return {
+        type: 'spot',
+        config: matchingMarketConfig,
+    };
+};
+const candleFetchingPollKey = Symbol('candleFetchingPollKey');
+const candleToTvBar = (candle, candleType) => {
+    const useOraclePrice = candleType === types_1.CandleType.ORACLE_PRICE;
+    return {
+        time: candle.ts * 1000,
+        open: useOraclePrice ? candle.oracleOpen : candle.fillOpen,
+        high: useOraclePrice ? candle.oracleHigh : candle.fillHigh,
+        low: useOraclePrice ? candle.oracleLow : candle.fillLow,
+        close: useOraclePrice ? candle.oracleClose : candle.fillClose,
+        volume: candle.quoteVolume,
+    };
+};
+const PerpMarketConfigToTVMarketInfo = (marketConfig) => {
+    return {
+        symbol: marketConfig.symbol,
+        full_name: marketConfig.fullName,
+        description: marketConfig.fullName,
+        exchange: 'Drift',
+        ticker: marketConfig.symbol,
+        type: 'crypto',
+    };
+};
+const SpotMarketConfigToTVMarketInfo = (marketConfig) => {
+    return {
+        symbol: marketConfig.symbol,
+        full_name: marketConfig.symbol,
+        description: marketConfig.symbol,
+        exchange: 'Drift',
+        ticker: marketConfig.symbol,
+        type: 'crypto',
+    };
+};
+class DriftTvFeed {
+    constructor(env, candleType, driftClient, perpMarketConfigs, spotMarketConfigs, tvAppTradeDataManager) {
+        this.searchMarkets = (symbol) => {
+            const res = [];
+            const currentPerpMarkets = this.perpMarketConfigs;
+            const currentSpotMarkets = this.spotMarketConfigs;
+            if (!symbol) {
+                res.push(PerpMarketConfigToTVMarketInfo(currentPerpMarkets[0]));
+            }
+            else {
+                for (const market of currentPerpMarkets) {
+                    const lowerCaseMarket = market.symbol.toLowerCase();
+                    if (lowerCaseMarket.includes(symbol.toLowerCase())) {
+                        res.push(PerpMarketConfigToTVMarketInfo(market));
+                    }
+                }
+                for (const market of currentSpotMarkets) {
+                    const lowerCaseMarket = market.symbol.toLowerCase();
+                    if (lowerCaseMarket.includes(symbol.toLowerCase())) {
+                        res.push(SpotMarketConfigToTVMarketInfo(market));
+                    }
+                }
+            }
+            return res.map((mkt) => {
+                return {
+                    ...mkt,
+                    exchange: 'Drift',
+                    type: 'crypto',
+                };
+            });
+        };
+        /**
+         * TradingView sometimes asks for a FROM timestamp halfway between two candles, this isn't compatible with the new candles API so we round these down the nearest candle - which should be the exact same candle!!
+         * @param timestamp
+         * @param resolution
+         * @returns
+         */
+        this.roundFromTimestampToExactCandleTs = (timestamp, resolution) => {
+            const ROUND_UP = true;
+            const timestampMs = timestamp * 1000;
+            const candleLengthMs = Candle_1.Candle.resolutionStringToCandleLengthMs(resolution);
+            const remainderMs = timestampMs % candleLengthMs;
+            if (remainderMs === 0) {
+                return timestamp;
+            }
+            const roundedDownTimestampMs = timestampMs - remainderMs;
+            const roundedTimestampMs = ROUND_UP
+                ? roundedDownTimestampMs + candleLengthMs
+                : roundedDownTimestampMs;
+            return roundedTimestampMs / 1000;
+        };
+        this.formatTVRequestedRange = (fromTs, toTs, resolution) => {
+            const formattedFromTs = this.roundFromTimestampToExactCandleTs(fromTs, resolution); // TradingView sometimes asks for a FROM timestamp halfway between two candles, so we round down to the nearest candle
+            const formattedToTs = Math.floor(Math.min(toTs, Date.now() / 1000)); // TradingView sometimes asks for a TO timestamp in the future, so we cap it at the current timestamp
+            return {
+                from: formattedFromTs,
+                to: formattedToTs,
+            };
+        };
+        this.env = env;
+        this.candleType = candleType;
+        this.candleClient = new candleClient_1.CandleClient();
+        this.driftClient = driftClient;
+        this.perpMarketConfigs = perpMarketConfigs;
+        this.spotMarketConfigs = spotMarketConfigs;
+        this.tvAppTradeDataManager = tvAppTradeDataManager;
+    }
+    resetCache() {
+        var _a;
+        (_a = this.onResetCache) === null || _a === void 0 ? void 0 : _a.call(this);
+    }
+    // IExternalDatafeed implementation
+    onReady(callback) {
+        // using setTimeout because tradingview wants this to resolve asynchronously
+        setTimeout(() => callback(DATAFEED_CONFIG), 0);
+    }
+    // IDatafeedChartApi implementation
+    searchSymbols(userInput, _exchange, _symbolType, onResult) {
+        if (!userInput)
+            return onResult([]);
+        const res = this.searchMarkets(userInput);
+        onResult(res);
+    }
+    resolveSymbol(symbolName, onResolve, onError) {
+        const targetMarket = findMarketBySymbol(symbolName, this.perpMarketConfigs, this.spotMarketConfigs);
+        if (targetMarket) {
+            const tvMarketName = targetMarket.config.symbol;
+            let tickSize;
+            if (targetMarket.type === 'perp') {
+                tickSize = this.driftClient
+                    .getPerpMarketAccount(targetMarket.config.marketIndex)
+                    .amm.orderTickSize.toNumber();
+            }
+            else {
+                tickSize = this.driftClient
+                    .getSpotMarketAccount(targetMarket.config.marketIndex)
+                    .orderTickSize.toNumber();
+            }
+            const pricePrecisionExp = sdk_1.PRICE_PRECISION_EXP.toNumber();
+            const tickSizeExp = Math.ceil(Math.log10(tickSize));
+            const priceScaleExponent = Math.max(0, pricePrecisionExp - tickSizeExp);
+            const priceScale = 10 ** priceScaleExponent;
+            onResolve({
+                name: tvMarketName,
+                full_name: tvMarketName,
+                description: tvMarketName,
+                exchange: 'Drift',
+                ticker: targetMarket.config.symbol,
+                type: 'crypto',
+                session: '24x7',
+                timezone: 'Etc/UTC',
+                listed_exchange: 'Drift',
+                format: 'price',
+                pricescale: priceScale,
+                minmov: 1,
+                supported_resolutions: [...resolutions],
+                has_intraday: true,
+                intraday_multipliers: ['1', '5', '15', '60', '240'],
+            });
+            return;
+        }
+        onError(`Couldn't find market for symbol ${symbolName}`);
+    }
+    // https://www.tradingview.com/charting-library-docs/latest/api/interfaces/Charting_Library.Mark/ reference for marks type
+    async getMarks(_symbolInfo, startDate, endDate, onDataCallback, _resolution) {
+        if (!this.tvAppTradeDataManager) {
+            return;
+        }
+        const orderHistory = await this.tvAppTradeDataManager.getFilledOrdersData(startDate, endDate);
+        const currentUserAccount = this.tvAppTradeDataManager.getCurrentSubAccountAddress();
+        const tradeMarks = orderHistory.map((trade) => {
+            const currentUserIsMaker = trade.maker === currentUserAccount;
+            const currentUserIsTaker = trade.taker === currentUserAccount;
+            let isLong;
+            if (currentUserIsMaker) {
+                isLong = trade.makerOrderDirection === 'long';
+            }
+            else if (currentUserIsTaker) {
+                isLong = trade.takerOrderDirection === 'long';
+            }
+            const color = isLong ? '#5DD5A0' : '#FF615C';
+            const baseAmount = Number(trade.baseAssetAmountFilled);
+            const quoteAmount = Number(trade.quoteAssetAmountFilled);
+            const avgPrice = quoteAmount / baseAmount;
+            const formatPrice = (price) => {
+                if (price >= 1) {
+                    return price.toLocaleString('en-US', {
+                        minimumFractionDigits: 2,
+                        maximumFractionDigits: 2,
+                    });
+                }
+                else {
+                    if (price === 0)
+                        return '0.0000';
+                    if (price < 0.00001)
+                        return '<0.00001';
+                    return price.toFixed(4);
+                }
+            };
+            return {
+                id: trade.txSig,
+                time: trade.ts,
+                color: {
+                    background: color,
+                    border: '#152A44',
+                },
+                borderWidth: 1,
+                hoveredBorderWidth: 1,
+                text: `${isLong ? 'Long' : 'Short'} at $${formatPrice(avgPrice)}`,
+                label: isLong ? 'B' : 'S',
+                labelFontColor: '#000000',
+                minSize: 16,
+            };
+        });
+        onDataCallback(tradeMarks);
+    }
+    async getBars(symbolInfo, resolution, periodParams, onResult, _onError) {
+        var _a;
+        // Can automatically return no data if the requested range is before the Drift V2 launch
+        if (periodParams.to < DRIFT_V2_START_TS) {
+            onResult([], {
+                noData: true,
+            });
+            return;
+        }
+        const symbolToUse = (_a = symbolInfo.ticker) !== null && _a !== void 0 ? _a : symbolInfo.name;
+        const targetResolution = tvResolutionStringToStandardResolutionString(resolution);
+        const targetMarket = findMarketBySymbol(symbolToUse, this.perpMarketConfigs, this.spotMarketConfigs);
+        const targetMarketId = targetMarket.type === 'perp'
+            ? types_1.MarketId.createPerpMarket(targetMarket.config.marketIndex)
+            : types_1.MarketId.createSpotMarket(targetMarket.config.marketIndex);
+        const fetchCandles = async () => {
+            const formattedTsRange = this.formatTVRequestedRange(periodParams.from, periodParams.to, targetResolution);
+            const candles = await this.candleClient.fetch({
+                env: this.env,
+                marketId: targetMarketId,
+                resolution: targetResolution,
+                fromTs: formattedTsRange.from,
+                toTs: formattedTsRange.to,
+            });
+            return candles;
+        };
+        const candlesResult = await pollingSequenceGuard_1.PollingSequenceGuard.fetch(candleFetchingPollKey, fetchCandles);
+        if (candlesResult.length === 0) {
+            onResult([], {
+                noData: true,
+            });
+            return;
+        }
+        const bars = candlesResult.map((candle) => candleToTvBar(candle, this.candleType));
+        onResult(bars, {
+            noData: candlesResult.length === 0,
+        });
+        return;
+    }
+    async subscribeBars(symbolInfo, resolution, onTick, subscriberGuid, onResetCache) {
+        this.onResetCache = onResetCache;
+        const targetResolution = tvResolutionStringToStandardResolutionString(resolution);
+        const targetMarket = findMarketBySymbol(symbolInfo.ticker, this.perpMarketConfigs, this.spotMarketConfigs);
+        const targetMarketId = targetMarket.type === 'perp'
+            ? types_1.MarketId.createPerpMarket(targetMarket.config.marketIndex)
+            : types_1.MarketId.createSpotMarket(targetMarket.config.marketIndex);
+        // First create the subscription and wait for it to be ready
+        await this.candleClient.subscribe({
+            resolution: targetResolution,
+            marketId: targetMarketId,
+            env: this.env,
+        }, subscriberGuid);
+        // Then set up the event listener once the eventBus exists
+        this.candleClient.on(subscriberGuid, 'candle-update', (newCandle) => {
+            const newBar = candleToTvBar(newCandle, this.candleType);
+            onTick(newBar);
+        });
+    }
+    unsubscribeBars(listenerGuid) {
+        this.candleClient.unsubscribe(listenerGuid);
+    }
+}
+exports.DriftTvFeed = DriftTvFeed;
+//# sourceMappingURL=tvFeed.js.map

package/lib/clients/tvFeed.js.map

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number;\n\t/** Trading Volume */\n\tvolume?: number;\n};\n\nconst findMarketBySymbol = (\n\tsymbol: string,\n\tperpMarketConfigs: PerpMarketConfig[],\n\tspotMarketConfigs: SpotMarketConfig[]\n):\n\t| {\n\t\t\ttype: 'perp';\n\t\t\tconfig: PerpMarketConfig;\n\t  }\n\t| {\n\t\t\ttype: 'spot';\n\t\t\tconfig: SpotMarketConfig;\n\t  } => {\n\tif (!symbol) {\n\t\tthrow new Error(`TVFeed::No symbol provided`);\n\t}\n\n\tconst sanitisedSymbol = symbol.toLowerCase().replace('/usdc', ''); // Lowercase and replace /usdc (for spot markets) to santise symbol for lookup\n\n\tconst isPerp = sanitisedSymbol.toLowerCase().includes('perp');\n\n\tconst matchingMarketConfig = isPerp\n\t\t? perpMarketConfigs.find((mkt) =>\n\t\t\t\tmkt.symbol.toLowerCase().includes(sanitisedSymbol.toLowerCase())\n\t\t  )\n\t\t: spotMarketConfigs.find((mkt) =>\n\t\t\t\tmkt.symbol.toLowerCase().includes(sanitisedSymbol.toLowerCase())\n\t\t  );\n\n\tif (!matchingMarketConfig) {\n\t\tthrow new Error(`TVFeed::No market found for symbol ${symbol}`);\n\t}\n\n\tif (isPerp) {\n\t\treturn {\n\t\t\ttype: 'perp',\n\t\t\tconfig: matchingMarketConfig as PerpMarketConfig,\n\t\t};\n\t}\n\n\treturn {\n\t\ttype: 'spot',\n\t\tconfig: matchingMarketConfig as SpotMarketConfig,\n\t};\n};\n\nconst candleFetchingPollKey = Symbol('candleFetchingPollKey');\n\nconst candleToTvBar = (candle: JsonCandle, candleType: CandleType): TVBar => {\n\tconst useOraclePrice = candleType === CandleType.ORACLE_PRICE;\n\n\treturn {\n\t\ttime: candle.ts * 1000,\n\t\topen: useOraclePrice ? candle.oracleOpen : candle.fillOpen,\n\t\thigh: useOraclePrice ? candle.oracleHigh : candle.fillHigh,\n\t\tlow: useOraclePrice ? candle.oracleLow : candle.fillLow,\n\t\tclose: useOraclePrice ? candle.oracleClose : candle.fillClose,\n\t\tvolume: candle.quoteVolume,\n\t};\n};\n\nconst PerpMarketConfigToTVMarketInfo = (\n\tmarketConfig: PerpMarketConfig\n): TVMarketInfo => {\n\treturn {\n\t\tsymbol: marketConfig.symbol,\n\t\tfull_name: 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undefined;\n\n\tconstructor(\n\t\tenv: UIEnv,\n\t\tcandleType: CandleType,\n\t\tdriftClient: DriftClient,\n\t\tperpMarketConfigs: PerpMarketConfig[],\n\t\tspotMarketConfigs: SpotMarketConfig[],\n\t\ttvAppTradeDataManager?: TvAppTradeDataManager\n\t) {\n\t\tthis.env = env;\n\t\tthis.candleType = candleType;\n\t\tthis.candleClient = new CandleClient();\n\t\tthis.driftClient = driftClient;\n\t\tthis.perpMarketConfigs = perpMarketConfigs;\n\t\tthis.spotMarketConfigs = spotMarketConfigs;\n\t\tthis.tvAppTradeDataManager = tvAppTradeDataManager;\n\t}\n\n\tpublic resetCache() {\n\t\tthis.onResetCache?.();\n\t}\n\n\tprivate searchMarkets = (symbol: string): TVMarketInfo[] => {\n\t\tconst res: Pick<\n\t\t\tTVMarketInfo,\n\t\t\t'symbol' | 'ticker' | 'full_name' | 'description'\n\t\t>[] = [];\n\n\t\tconst currentPerpMarkets = this.perpMarketConfigs;\n\t\tconst currentSpotMarkets = this.spotMarketConfigs;\n\n\t\tif (!symbol) {\n\t\t\tres.push(PerpMarketConfigToTVMarketInfo(currentPerpMarkets[0]));\n\t\t} else {\n\t\t\tfor (const market of currentPerpMarkets) {\n\t\t\t\tconst lowerCaseMarket = market.symbol.toLowerCase();\n\t\t\t\tif (lowerCaseMarket.includes(symbol.toLowerCase())) {\n\t\t\t\t\tres.push(PerpMarketConfigToTVMarketInfo(market));\n\t\t\t\t}\n\t\t\t}\n\n\t\t\tfor (const market of currentSpotMarkets) {\n\t\t\t\tconst lowerCaseMarket = market.symbol.toLowerCase();\n\t\t\t\tif (lowerCaseMarket.includes(symbol.toLowerCase())) {\n\t\t\t\t\tres.push(SpotMarketConfigToTVMarketInfo(market));\n\t\t\t\t}\n\t\t\t}\n\t\t}\n\n\t\treturn res.map((mkt) => {\n\t\t\treturn {\n\t\t\t\t...mkt,\n\t\t\t\texchange: 'Drift',\n\t\t\t\ttype: 'crypto',\n\t\t\t};\n\t\t});\n\t};\n\n\t// IExternalDatafeed implementation\n\tonReady(callback) {\n\t\t// using setTimeout because tradingview wants this to resolve asynchronously\n\t\tsetTimeout(() => callback(DATAFEED_CONFIG), 0);\n\t}\n\n\t// IDatafeedChartApi implementation\n\tsearchSymbols(\n\t\tuserInput: string,\n\t\t_exchange: string,\n\t\t_symbolType: string,\n\t\tonResult\n\t): void {\n\t\tif (!userInput) return onResult([]);\n\n\t\tconst res = this.searchMarkets(userInput);\n\n\t\tonResult(res);\n\t}\n\n\tresolveSymbol(symbolName: string, onResolve, onError): void {\n\t\tconst targetMarket = findMarketBySymbol(\n\t\t\tsymbolName,\n\t\t\tthis.perpMarketConfigs,\n\t\t\tthis.spotMarketConfigs\n\t\t);\n\n\t\tif (targetMarket) {\n\t\t\tconst tvMarketName = targetMarket.config.symbol;\n\n\t\t\tlet tickSize: number;\n\n\t\t\tif (targetMarket.type === 'perp') {\n\t\t\t\ttickSize = this.driftClient\n\t\t\t\t\t.getPerpMarketAccount(targetMarket.config.marketIndex)\n\t\t\t\t\t.amm.orderTickSize.toNumber();\n\t\t\t} else {\n\t\t\t\ttickSize = this.driftClient\n\t\t\t\t\t.getSpotMarketAccount(targetMarket.config.marketIndex)\n\t\t\t\t\t.orderTickSize.toNumber();\n\t\t\t}\n\n\t\t\tconst pricePrecisionExp = PRICE_PRECISION_EXP.toNumber();\n\t\t\tconst tickSizeExp = Math.ceil(Math.log10(tickSize));\n\t\t\tconst priceScaleExponent = Math.max(0, pricePrecisionExp - tickSizeExp);\n\t\t\tconst priceScale = 10 ** priceScaleExponent;\n\n\t\t\tonResolve({\n\t\t\t\tname: tvMarketName,\n\t\t\t\tfull_name: tvMarketName,\n\t\t\t\tdescription: tvMarketName,\n\t\t\t\texchange: 'Drift',\n\t\t\t\tticker: targetMarket.config.symbol,\n\t\t\t\ttype: 'crypto',\n\t\t\t\tsession: '24x7',\n\t\t\t\ttimezone: 'Etc/UTC',\n\t\t\t\tlisted_exchange: 'Drift',\n\t\t\t\tformat: 'price',\n\t\t\t\tpricescale: priceScale,\n\t\t\t\tminmov: 1,\n\t\t\t\tsupported_resolutions: [...resolutions],\n\t\t\t\thas_intraday: true,\n\t\t\t\tintraday_multipliers: ['1', '5', '15', '60', '240'],\n\t\t\t});\n\n\t\t\treturn;\n\t\t}\n\n\t\tonError(`Couldn't find market for symbol ${symbolName}`);\n\t}\n\n\t/**\n\t * TradingView sometimes asks for a FROM timestamp halfway between two candles, this isn't compatible with the new candles API so we round these down the nearest candle - which should be the exact same candle!!\n\t * @param timestamp\n\t * @param resolution\n\t * @returns\n\t */\n\tprivate roundFromTimestampToExactCandleTs = (\n\t\ttimestamp: number,\n\t\tresolution: CandleResolution\n\t) => {\n\t\tconst ROUND_UP = true;\n\n\t\tconst timestampMs = timestamp * 1000;\n\t\tconst candleLengthMs = Candle.resolutionStringToCandleLengthMs(resolution);\n\n\t\tconst remainderMs = timestampMs % candleLengthMs;\n\n\t\tif (remainderMs === 0) {\n\t\t\treturn timestamp;\n\t\t}\n\n\t\tconst roundedDownTimestampMs = timestampMs - remainderMs;\n\n\t\tconst roundedTimestampMs = ROUND_UP\n\t\t\t? roundedDownTimestampMs + candleLengthMs\n\t\t\t: roundedDownTimestampMs;\n\n\t\treturn roundedTimestampMs / 1000;\n\t};\n\n\tprivate formatTVRequestedRange = (\n\t\tfromTs: number,\n\t\ttoTs: number,\n\t\tresolution: CandleResolution\n\t) => {\n\t\tconst formattedFromTs = this.roundFromTimestampToExactCandleTs(\n\t\t\tfromTs,\n\t\t\tresolution\n\t\t); // TradingView sometimes asks for a FROM timestamp halfway between two candles, so we round down to the nearest candle\n\n\t\tconst formattedToTs = Math.floor(Math.min(toTs, Date.now() / 1000)); // TradingView sometimes asks for a TO timestamp in the future, so we cap it at the current timestamp\n\n\t\treturn {\n\t\t\tfrom: formattedFromTs,\n\t\t\tto: formattedToTs,\n\t\t};\n\t};\n\t// https://www.tradingview.com/charting-library-docs/latest/api/interfaces/Charting_Library.Mark/ reference for marks type\n\tasync getMarks(_symbolInfo, startDate, endDate, onDataCallback, _resolution) {\n\t\tif (!this.tvAppTradeDataManager) {\n\t\t\treturn;\n\t\t}\n\t\tconst orderHistory = await this.tvAppTradeDataManager.getFilledOrdersData(\n\t\t\tstartDate,\n\t\t\tendDate\n\t\t);\n\n\t\tconst currentUserAccount =\n\t\t\tthis.tvAppTradeDataManager.getCurrentSubAccountAddress();\n\n\t\tconst tradeMarks = orderHistory.map((trade) => {\n\t\t\tconst currentUserIsMaker = trade.maker === currentUserAccount;\n\t\t\tconst currentUserIsTaker = trade.taker === currentUserAccount;\n\n\t\t\tlet isLong: boolean;\n\t\t\tif (currentUserIsMaker) {\n\t\t\t\tisLong = trade.makerOrderDirection === 'long';\n\t\t\t} else if (currentUserIsTaker) {\n\t\t\t\tisLong = trade.takerOrderDirection === 'long';\n\t\t\t}\n\n\t\t\tconst color = isLong ? '#5DD5A0' : '#FF615C';\n\t\t\tconst baseAmount = Number(trade.baseAssetAmountFilled);\n\t\t\tconst quoteAmount = Number(trade.quoteAssetAmountFilled);\n\t\t\tconst avgPrice = quoteAmount / baseAmount;\n\n\t\t\tconst formatPrice = (price: number): string => {\n\t\t\t\tif (price >= 1) {\n\t\t\t\t\treturn price.toLocaleString('en-US', {\n\t\t\t\t\t\tminimumFractionDigits: 2,\n\t\t\t\t\t\tmaximumFractionDigits: 2,\n\t\t\t\t\t});\n\t\t\t\t} else {\n\t\t\t\t\tif (price === 0) return '0.0000';\n\t\t\t\t\tif (price < 0.00001) return '<0.00001';\n\t\t\t\t\treturn price.toFixed(4);\n\t\t\t\t}\n\t\t\t};\n\n\t\t\treturn {\n\t\t\t\tid: trade.txSig,\n\t\t\t\ttime: trade.ts,\n\t\t\t\tcolor: {\n\t\t\t\t\tbackground: color,\n\t\t\t\t\tborder: '#152A44',\n\t\t\t\t},\n\t\t\t\tborderWidth: 1,\n\t\t\t\thoveredBorderWidth: 1,\n\t\t\t\ttext: `${isLong ? 'Long' : 'Short'} at $${formatPrice(avgPrice)}`,\n\t\t\t\tlabel: isLong ? 'B' : 'S',\n\t\t\t\tlabelFontColor: '#000000',\n\t\t\t\tminSize: 16,\n\t\t\t};\n\t\t});\n\n\t\tonDataCallback(tradeMarks);\n\t}\n\n\tasync getBars(\n\t\tsymbolInfo: {\n\t\t\tname: string;\n\t\t\tticker?: string;\n\t\t},\n\t\tresolution: string,\n\t\tperiodParams: {\n\t\t\tcountBack: number;\n\t\t\tfrom: number;\n\t\t\tto: number;\n\t\t},\n\t\tonResult: (\n\t\t\tbars: TVBar[],\n\t\t\tmeta?: {\n\t\t\t\tnoData: boolean;\n\t\t\t}\n\t\t) => void,\n\t\t_onError\n\t) {\n\t\t// Can automatically return no data if the requested range is before the Drift V2 launch\n\t\tif (periodParams.to < DRIFT_V2_START_TS) {\n\t\t\tonResult([], {\n\t\t\t\tnoData: true,\n\t\t\t});\n\t\t\treturn;\n\t\t}\n\n\t\tconst symbolToUse = symbolInfo.ticker ?? symbolInfo.name;\n\n\t\tconst targetResolution =\n\t\t\ttvResolutionStringToStandardResolutionString(resolution);\n\t\tconst targetMarket = findMarketBySymbol(\n\t\t\tsymbolToUse,\n\t\t\tthis.perpMarketConfigs,\n\t\t\tthis.spotMarketConfigs\n\t\t);\n\t\tconst targetMarketId =\n\t\t\ttargetMarket.type === 'perp'\n\t\t\t\t? MarketId.createPerpMarket(targetMarket.config.marketIndex)\n\t\t\t\t: MarketId.createSpotMarket(targetMarket.config.marketIndex);\n\n\t\tconst fetchCandles = async () => {\n\t\t\tconst formattedTsRange = this.formatTVRequestedRange(\n\t\t\t\tperiodParams.from,\n\t\t\t\tperiodParams.to,\n\t\t\t\ttargetResolution\n\t\t\t);\n\n\t\t\tconst candles = await this.candleClient.fetch({\n\t\t\t\tenv: this.env,\n\t\t\t\tmarketId: targetMarketId,\n\t\t\t\tresolution: targetResolution,\n\t\t\t\tfromTs: formattedTsRange.from,\n\t\t\t\ttoTs: formattedTsRange.to,\n\t\t\t});\n\t\t\treturn candles;\n\t\t};\n\n\t\tconst candlesResult = await PollingSequenceGuard.fetch(\n\t\t\tcandleFetchingPollKey,\n\t\t\tfetchCandles\n\t\t);\n\n\t\tif (candlesResult.length === 0) {\n\t\t\tonResult([], {\n\t\t\t\tnoData: true,\n\t\t\t});\n\t\t\treturn;\n\t\t}\n\n\t\tconst bars = candlesResult.map((candle) =>\n\t\t\tcandleToTvBar(candle, this.candleType)\n\t\t);\n\n\t\tonResult(bars, {\n\t\t\tnoData: candlesResult.length === 0,\n\t\t});\n\n\t\treturn;\n\t}\n\n\tasync subscribeBars(\n\t\tsymbolInfo,\n\t\tresolution,\n\t\tonTick,\n\t\tsubscriberGuid: string,\n\t\tonResetCache\n\t) {\n\t\tthis.onResetCache = onResetCache;\n\n\t\tconst targetResolution =\n\t\t\ttvResolutionStringToStandardResolutionString(resolution);\n\t\tconst targetMarket = findMarketBySymbol(\n\t\t\tsymbolInfo.ticker,\n\t\t\tthis.perpMarketConfigs,\n\t\t\tthis.spotMarketConfigs\n\t\t);\n\t\tconst targetMarketId =\n\t\t\ttargetMarket.type === 'perp'\n\t\t\t\t? MarketId.createPerpMarket(targetMarket.config.marketIndex)\n\t\t\t\t: MarketId.createSpotMarket(targetMarket.config.marketIndex);\n\n\t\t// First create the subscription and wait for it to be ready\n\t\tawait this.candleClient.subscribe(\n\t\t\t{\n\t\t\t\tresolution: targetResolution,\n\t\t\t\tmarketId: targetMarketId,\n\t\t\t\tenv: this.env,\n\t\t\t},\n\t\t\tsubscriberGuid\n\t\t);\n\n\t\t// Then set up the event listener once the eventBus exists\n\t\tthis.candleClient.on(subscriberGuid, 'candle-update', (newCandle) => {\n\t\t\tconst newBar = candleToTvBar(newCandle, this.candleType);\n\n\t\t\tonTick(newBar);\n\t\t});\n\t}\n\n\tunsubscribeBars(listenerGuid: string): void {\n\t\tthis.candleClient.unsubscribe(listenerGuid);\n\t}\n}\n"]}

package/lib/common-ui-utils/commonUiUtils.d.ts

@@ -0,0 +1,211 @@
+/// <reference types="node" />
+import { BN, BigNum, DriftClient, IWallet, MarketType, OptionalOrderParams, OrderType, PositionDirection, PublicKey, SpotMarketConfig, User, UserAccount } from '@drift-labs/sdk';
+import { AccountInfo, Connection, ParsedAccountData } from '@solana/web3.js';
+import { AuctionParams, TradeOffsetPrice } from 'src/types';
+declare function chunks<T>(array: T[], size: number): T[][];
+export declare const COMMON_UI_UTILS: {
+    getOrderLabelFromOrderDetails: (orderDetails: Pick<import("..").UISerializableOrder, "orderType" | "direction" | "triggerCondition" | "oraclePriceOffset" | "existingPositionDirection">) => string;
+    getLimitPriceFromOracleOffset: (order: import("..").UISerializableOrder, oraclePrice: BigNum) => BigNum;
+    isAuctionEmpty: (auctionParams: AuctionParams) => boolean;
+    getUIOrderTypeFromSdkOrderType: (orderType: OrderType, triggerCondition: import("@drift-labs/sdk").OrderTriggerCondition, direction: PositionDirection, oracleOffset: BigNum) => import("src/types").UIOrderTypeValue;
+    getBaseAssetSymbol: (marketName: string, removePrefix?: boolean) => string;
+    getPausedOperations: (marketAccount: import("@drift-labs/sdk").SpotMarketAccount | import("@drift-labs/sdk").PerpMarketAccount) => string[];
+    PerpOperationsMap: {
+        UPDATE_FUNDING: string;
+        AMM_FILL: string;
+        FILL: string;
+        SETTLE_PNL: string;
+        SETTLE_PNL_WITH_POSITION: string;
+    };
+    SpotOperationsMap: {
+        UPDATE_CUMULATIVE_INTEREST: string;
+        FILL: string;
+        WITHDRAW: string;
+    };
+    InsuranceFundOperationsMap: {
+        INIT: string;
+        ADD: string;
+        REQUEST_REMOVE: string;
+        REMOVE: string;
+    };
+    getMarketConfig: {
+        (driftEnv: import("@drift-labs/sdk").DriftEnv, marketType: {
+            perp: {};
+        }, marketIndex: number): import("@drift-labs/sdk").PerpMarketConfig;
+        (driftEnv: import("@drift-labs/sdk").DriftEnv, marketType: {
+            spot: {};
+        }, marketIndex: number): SpotMarketConfig;
+    };
+    calculatePnlPctFromPosition: (pnl: BN, quoteEntryAmount: BN, leverage?: number) => number;
+    calculatePotentialProfit: (props: {
+        currentPositionSize: BigNum;
+        currentPositionDirection: PositionDirection;
+        currentPositionEntryPrice: BigNum;
+        tradeDirection: PositionDirection;
+        exitBaseSize: BigNum;
+        exitPrice: BigNum;
+        takerFeeBps: number;
+        slippageTolerance?: number;
+        isMarketOrder?: boolean;
+    }) => {
+        estimatedProfit: BigNum;
+        estimatedProfitBeforeFees: BigNum;
+        estimatedTakerFee: BigNum;
+        notionalSizeAtEntry: BigNum;
+        notionalSizeAtExit: BigNum;
+    };
+    calculateLiquidationPriceAfterPerpTrade: ({ estEntryPrice, orderType, perpMarketIndex, tradeBaseSize, isLong, userClient, oraclePrice, limitPrice, offsetCollateral, precision, isEnteringHighLeverageMode, capLiqPrice, }: {
+        estEntryPrice: BN;
+        orderType: import("src/types").UIOrderType;
+        perpMarketIndex: number;
+        tradeBaseSize: BN;
+        isLong: boolean;
+        userClient: User;
+        oraclePrice: BN;
+        limitPrice?: BN;
+        offsetCollateral?: BN;
+        precision?: number;
+        isEnteringHighLeverageMode?: boolean;
+        capLiqPrice?: boolean;
+    }) => number;
+    checkIsMarketOrderType: (orderType: import("src/types").UIOrderType) => boolean;
+    convertLeverageToMarginRatio: (leverage: number) => number;
+    getMarketTickSize: (driftClient: DriftClient, marketId: import("src/types").MarketId) => BN;
+    getMarketTickSizeDecimals: (driftClient: DriftClient, marketId: import("src/types").MarketId) => number;
+    getMarketStepSize: (driftClient: DriftClient, marketId: import("src/types").MarketId) => BN;
+    getMarketStepSizeDecimals: (driftClient: DriftClient, marketId: import("src/types").MarketId) => number;
+    isEntirePositionOrder: (orderAmount: BigNum) => boolean;
+    getOpenPositionData: (driftClient: DriftClient, userPositions: import("@drift-labs/sdk").PerpPosition[], user: User, perpMarketLookup: import("@drift-labs/sdk").PerpMarketConfig[], markPriceCallback?: (marketIndex: number) => BN) => import("src/types").OpenPosition[];
+    checkIfUserAccountExists: (driftClient: DriftClient, config: {
+        type: "userPubKey";
+        userPubKey: PublicKey;
+    } | {
+        type: "subAccountId";
+        subAccountId: number;
+        authority: PublicKey;
+    }) => Promise<boolean>;
+    abbreviateAddress: (address: string | PublicKey, length?: number) => string;
+    calculateAverageEntryPrice: (quoteAssetAmount: BigNum, baseAssetAmount: BigNum) => BigNum;
+    chunks: typeof chunks;
+    compareSignatures: (original: string, hashed: string) => Promise<boolean>;
+    createThrowawayIWallet: (walletPubKey?: PublicKey) => IWallet;
+    createPlaceholderIWallet: (walletPubKey?: PublicKey) => IWallet;
+    deriveMarketOrderParams: ({ marketType, marketIndex, direction, maxLeverageSelected, maxLeverageOrderSize, baseAmount, reduceOnly, allowInfSlippage, oraclePrice, bestPrice, entryPrice, worstPrice, markPrice, auctionDuration, auctionStartPriceOffset, auctionEndPriceOffset, auctionStartPriceOffsetFrom, auctionEndPriceOffsetFrom, auctionPriceCaps, slippageTolerance, isOracleOrder, additionalEndPriceBuffer, forceUpToSlippage, }: {
+        marketType: MarketType;
+        marketIndex: number;
+        direction: PositionDirection;
+        maxLeverageSelected: boolean;
+        maxLeverageOrderSize: BN;
+        baseAmount: BN;
+        reduceOnly: boolean;
+        allowInfSlippage: boolean;
+        oraclePrice: BN;
+        bestPrice: BN;
+        entryPrice: BN;
+        worstPrice: BN;
+        markPrice: BN;
+        auctionDuration: number;
+        auctionStartPriceOffset: number;
+        auctionEndPriceOffset: number;
+        auctionPriceCaps?: {
+            min: BN;
+            max: BN;
+        };
+        auctionStartPriceOffsetFrom: TradeOffsetPrice;
+        auctionEndPriceOffsetFrom: TradeOffsetPrice;
+        slippageTolerance: number;
+        isOracleOrder?: boolean;
+        additionalEndPriceBuffer?: BN;
+        forceUpToSlippage?: boolean;
+    }) => OptionalOrderParams & {
+        constrainedBySlippage?: boolean;
+    };
+    fetchCurrentSubaccounts: (driftClient: DriftClient) => UserAccount[];
+    fetchUserClientsAndAccounts: (driftClient: DriftClient) => {
+        user: User;
+        userAccount: UserAccount;
+    }[];
+    formatTokenInputCurried: (setAmount: (amount: string) => void, spotMarketConfig: SpotMarketConfig) => (newAmount: string) => void;
+    getBalanceFromTokenAccountResult: (account: {
+        pubkey: PublicKey;
+        account: AccountInfo<ParsedAccountData>;
+    }) => any;
+    getIdAndAuthorityFromKey: (key: string) => {
+        userId: number;
+        userAuthority: PublicKey;
+    };
+    getLimitAuctionParams: ({ direction, inputPrice, startPriceFromSettings, duration, auctionStartPriceOffset, oraclePriceBands, }: {
+        direction: PositionDirection;
+        inputPrice: BigNum;
+        startPriceFromSettings: BN;
+        duration: number;
+        auctionStartPriceOffset: number;
+        oraclePriceBands?: [BN, BN];
+    }) => AuctionParams;
+    getLpSharesAmountForQuote: (driftClient: DriftClient, marketIndex: number, quoteAmount: BN) => BigNum;
+    getMarketAuctionParams: ({ direction, startPriceFromSettings, endPriceFromSettings, limitPrice, duration, auctionStartPriceOffset, auctionEndPriceOffset, additionalEndPriceBuffer, forceUpToSlippage, }: {
+        direction: PositionDirection;
+        startPriceFromSettings: BN;
+        endPriceFromSettings: BN;
+        /**
+         * Limit price is the oracle limit price - market orders use the oracle order type under the hood on Drift UI
+         * So oracle limit price is the oracle price + oracle offset
+         */
+        limitPrice: BN;
+        duration: number;
+        auctionStartPriceOffset: number;
+        auctionEndPriceOffset: number;
+        additionalEndPriceBuffer?: BN;
+        forceUpToSlippage?: boolean;
+    }) => AuctionParams;
+    getMarketKey: (marketIndex: number, marketType: MarketType) => string;
+    getMarketOrderLimitPrice: ({ direction, baselinePrice, slippageTolerance, }: {
+        direction: PositionDirection;
+        baselinePrice: BN;
+        slippageTolerance: number;
+    }) => BN;
+    getMultipleAccounts: (connection: any, keys: string[], commitment: string) => Promise<{
+        keys: string[];
+        array: AccountInfo<Buffer>[];
+    }>;
+    getMultipleAccountsCore: (connection: any, keys: string[], commitment: string) => Promise<{
+        keys: string[];
+        array: AccountInfo<string[]>[];
+    }>;
+    getPriceObject: ({ oraclePrice, bestOffer, entryPrice, worstPrice, markPrice, direction, }: {
+        oraclePrice: BN;
+        bestOffer: BN;
+        entryPrice: BN;
+        worstPrice: BN;
+        markPrice: BN;
+        direction: PositionDirection;
+    }) => {
+        oracle: BN;
+        bestOffer: BN;
+        entry: BN;
+        best: BN;
+        worst: BN;
+        mark: BN;
+    };
+    getQuoteValueForLpShares: (driftClient: DriftClient, marketIndex: number, sharesAmount: BN) => BigNum;
+    getSignatureVerificationMessageForSettings: (authority: PublicKey, signTs: number) => Uint8Array;
+    getTokenAccount: (connection: Connection, mintAddress: PublicKey, userPubKey: PublicKey) => Promise<{
+        tokenAccount: {
+            pubkey: PublicKey;
+            account: import('@solana/web3.js').AccountInfo<import('@solana/web3.js').ParsedAccountData>;
+        };
+        tokenAccountWarning: boolean;
+    }>;
+    getTokenAddress: (mintAddress: PublicKey, userPubKey: PublicKey) => Promise<PublicKey>;
+    getUserKey: (userId: number, authority: PublicKey) => string;
+    hashSignature: (signature: string) => Promise<string>;
+    initializeAndSubscribeToNewUserAccount: (driftClient: DriftClient, userIdToInit: number, authority: PublicKey, callbacks: {
+        initializationStep: () => Promise<boolean>;
+        postInitializationStep?: () => Promise<boolean>;
+        handleSuccessStep?: (accountAlreadyExisted: boolean) => Promise<boolean>;
+    }) => Promise<'ok' | 'failed_initializationStep' | 'failed_postInitializationStep' | 'failed_awaitAccountInitializationChainState' | 'failed_handleSuccessStep'>;
+    userExists: (driftClient: DriftClient, userId: number, authority: PublicKey) => Promise<boolean>;
+    verifySignature: (signature: Uint8Array, message: Uint8Array, pubKey: PublicKey) => boolean;
+    trimTrailingZeros: (str: string, zerosToShow?: number) => string;
+};
+export {};