@drift-labs/common 1.0.13 → 1.0.16

package/lib/clients/DlobWebsocketClient.d.ts

@@ -0,0 +1,82 @@
+import { MarketId, deserializeL2Response, OrderbookGrouping, DlobServerChannel } from '..';
+import { Observable } from 'rxjs';
+import { ResultSlotIncrementer } from '../utils/ResultSlotIncrementer';
+import { RawL2Output } from '../utils/orderbook/types';
+export type OrderbookChannelTypes = Extract<DlobServerChannel, 'orderbook' | 'orderbook_indicative'>;
+export interface DlobWebsocketClientConfig {
+    websocketUrl: string;
+    enableIndicativeOrderbook?: boolean;
+    resultSlotIncrementer?: ResultSlotIncrementer;
+    onFallback?: (marketId: MarketId) => void;
+}
+export interface MarketSubscription {
+    marketId: MarketId;
+    channel: OrderbookChannelTypes;
+    grouping?: OrderbookGrouping;
+}
+export interface ProcessedMarketData {
+    marketId: MarketId;
+    rawData: RawL2Output;
+    deserializedData: ReturnType<typeof deserializeL2Response>;
+    slot: number;
+}
+export declare class DlobWebsocketClient {
+    private config;
+    private subscriptions;
+    private resultIncrementer;
+    private destroy$;
+    private marketSubscriptions$;
+    private rawMessages$;
+    constructor(config: DlobWebsocketClientConfig);
+    /**
+     * Get an observable stream of processed market data for specific markets
+     */
+    getMarketDataStream(marketIds: MarketId[]): Observable<ProcessedMarketData>;
+    /**
+     * Subscribe to market data for given markets
+     */
+    subscribeToMarkets(markets: {
+        marketId: MarketId;
+        grouping?: OrderbookGrouping;
+    }[]): void;
+    /**
+     * Unsubscribe from all markets
+     */
+    unsubscribeAll(): void;
+    /**
+     * Handle tab return to prevent "speed run" through queued messages
+     */
+    handleTabReturn(): void;
+    /**
+     * Reset slot tracking for clean state on reconnection
+     */
+    resetSlotTracking(): void;
+    /**
+     * Destroy the client and clean up all subscriptions
+     */
+    destroy(): void;
+    /**
+     * Sets up the subscription management pipeline that handles market data subscriptions.
+     * This pipeline:
+     * 1. Watches for changes in market subscriptions
+     * 2. Only processes changes when the subscription list actually changes
+     * 3. Manages the lifecycle of websocket subscriptions
+     * 4. Cleans up when the client is destroyed
+     */
+    private setupSubscriptionManagement;
+    /**
+     * Manages the lifecycle of websocket subscriptions by:
+     * 1. Comparing current subscriptions with new subscriptions
+     * 2. Unsubscribing from any subscriptions that are no longer needed
+     * 3. Creating new subscriptions for markets that weren't previously subscribed
+     *
+     * @param newSubscriptions - The new set of market subscriptions to maintain
+     * @returns An empty observable since this is a side-effect operation
+     */
+    private manageNewSubscriptions;
+    private createSubscription;
+    private processRawMessage;
+    private tryParse;
+    private getSubscriptionKey;
+}
+export default DlobWebsocketClient;

package/lib/clients/DlobWebsocketClient.js

@@ -0,0 +1,226 @@
+'use client';
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.DlobWebsocketClient = void 0;
+const __1 = require("..");
+const rxjs_1 = require("rxjs");
+const operators_1 = require("rxjs/operators");
+const ResultSlotIncrementer_1 = require("../utils/ResultSlotIncrementer");
+const MultiplexWebSocket_1 = require("../utils/MultiplexWebSocket");
+class DlobWebsocketClient {
+    constructor(config) {
+        this.subscriptions = new Map();
+        this.destroy$ = new rxjs_1.Subject();
+        // Subjects for reactive streams
+        this.marketSubscriptions$ = new rxjs_1.BehaviorSubject([]);
+        this.rawMessages$ = new rxjs_1.Subject();
+        this.config = config;
+        this.resultIncrementer =
+            config.resultSlotIncrementer || new ResultSlotIncrementer_1.ResultSlotIncrementer();
+        this.setupSubscriptionManagement();
+    }
+    /**
+     * Get an observable stream of processed market data for specific markets
+     */
+    getMarketDataStream(marketIds) {
+        return this.rawMessages$.pipe((0, operators_1.filter)(({ marketId }) => marketIds.some((id) => id.key === marketId.key)), (0, operators_1.map)(({ marketId, channel, data }) => this.processRawMessage(marketId, channel, data)), (0, operators_1.filter)((result) => result !== null), (0, operators_1.catchError)((error) => {
+            console.error('Caught error in getMarketDataStream', error);
+            return rxjs_1.EMPTY;
+        }), (0, operators_1.takeUntil)(this.destroy$), (0, operators_1.share)());
+    }
+    /**
+     * Subscribe to market data for given markets
+     */
+    subscribeToMarkets(markets) {
+        const subscriptions = markets.map(({ marketId, grouping }) => ({
+            marketId,
+            channel: this.config.enableIndicativeOrderbook
+                ? 'orderbook_indicative'
+                : 'orderbook',
+            grouping,
+        }));
+        this.marketSubscriptions$.next(subscriptions);
+    }
+    /**
+     * Unsubscribe from all markets
+     */
+    unsubscribeAll() {
+        this.marketSubscriptions$.next([]);
+    }
+    /**
+     * Handle tab return to prevent "speed run" through queued messages
+     */
+    handleTabReturn() {
+        this.resultIncrementer.handleTabReturn();
+    }
+    /**
+     * Reset slot tracking for clean state on reconnection
+     */
+    resetSlotTracking() {
+        // Get all current subscription keys and reset their slot tracking
+        for (const subscriptionKey of this.subscriptions.keys()) {
+            // Extract marketId and channel from subscription key
+            const [marketKey, channel] = subscriptionKey.split('_');
+            const resultKey = `${channel}_${marketKey}`;
+            this.resultIncrementer.resetKey(resultKey);
+        }
+    }
+    /**
+     * Destroy the client and clean up all subscriptions
+     */
+    destroy() {
+        this.destroy$.next();
+        this.destroy$.complete();
+        this.subscriptions.forEach(({ unsubscribe }) => unsubscribe());
+        this.subscriptions.clear();
+    }
+    /**
+     * Sets up the subscription management pipeline that handles market data subscriptions.
+     * This pipeline:
+     * 1. Watches for changes in market subscriptions
+     * 2. Only processes changes when the subscription list actually changes
+     * 3. Manages the lifecycle of websocket subscriptions
+     * 4. Cleans up when the client is destroyed
+     */
+    setupSubscriptionManagement() {
+        this.marketSubscriptions$
+            .pipe(
+        // Only emit when the subscription list actually changes
+        // Uses JSON.stringify for deep comparison of subscription arrays
+        (0, operators_1.distinctUntilChanged)((prev, curr) => JSON.stringify(prev) === JSON.stringify(curr)), 
+        // Switch to managing the new set of subscriptions
+        // This will cancel any previous subscription management
+        (0, operators_1.switchMap)((subscriptions) => this.manageNewSubscriptions(subscriptions)), 
+        // Clean up when the client is destroyed
+        (0, operators_1.takeUntil)(this.destroy$))
+            .subscribe();
+    }
+    /**
+     * Manages the lifecycle of websocket subscriptions by:
+     * 1. Comparing current subscriptions with new subscriptions
+     * 2. Unsubscribing from any subscriptions that are no longer needed
+     * 3. Creating new subscriptions for markets that weren't previously subscribed
+     *
+     * @param newSubscriptions - The new set of market subscriptions to maintain
+     * @returns An empty observable since this is a side-effect operation
+     */
+    manageNewSubscriptions(newSubscriptions) {
+        // Get sets of subscription keys for efficient comparison
+        const currentKeys = new Set(this.subscriptions.keys());
+        const newKeys = new Set(newSubscriptions.map((sub) => this.getSubscriptionKey(sub)));
+        // Unsubscribe from removed subscriptions
+        for (const key of currentKeys) {
+            if (!newKeys.has(key)) {
+                const subscription = this.subscriptions.get(key);
+                if (subscription) {
+                    subscription.unsubscribe();
+                    this.subscriptions.delete(key);
+                }
+            }
+        }
+        // Subscribe to new subscriptions
+        for (const subscription of newSubscriptions) {
+            const key = this.getSubscriptionKey(subscription);
+            if (!currentKeys.has(key)) {
+                this.createSubscription(subscription);
+            }
+        }
+        return rxjs_1.EMPTY;
+    }
+    createSubscription(subscription) {
+        var _a, _b;
+        const { marketId, channel, grouping } = subscription;
+        const subscriptionKey = this.getSubscriptionKey(subscription);
+        try {
+            const { unsubscribe } = MultiplexWebSocket_1.MultiplexWebSocket.createWebSocketSubscription({
+                wsUrl: this.config.websocketUrl,
+                enableHeartbeatMonitoring: true,
+                subscriptionId: `${this.config.websocketUrl}_dlob_liquidity_${marketId.key}`,
+                subscribeMessage: JSON.stringify(__1.DLOB_SERVER_WEBSOCKET_UTILS.getSubscriptionProps({
+                    type: channel,
+                    market: marketId,
+                    grouping,
+                })),
+                unsubscribeMessage: JSON.stringify(__1.DLOB_SERVER_WEBSOCKET_UTILS.getUnsubscriptionProps({
+                    type: channel,
+                    market: marketId,
+                    grouping,
+                })),
+                onMessage: (message) => {
+                    this.rawMessages$.next({
+                        marketId,
+                        channel: message.channel,
+                        data: message.data,
+                    });
+                },
+                messageFilter: (message) => {
+                    return __1.DLOB_SERVER_WEBSOCKET_UTILS.getMessageFilter({
+                        type: channel,
+                        market: marketId,
+                        grouping,
+                    })(message);
+                },
+                onError: (error) => {
+                    var _a, _b;
+                    console.error('Caught error in createSubscription', error);
+                    (_b = (_a = this.config).onFallback) === null || _b === void 0 ? void 0 : _b.call(_a, marketId);
+                },
+                errorMessageFilter: (message) => {
+                    if (message === null || message === void 0 ? void 0 : message.error) {
+                        return true;
+                    }
+                    return false;
+                },
+            });
+            this.subscriptions.set(subscriptionKey, { unsubscribe });
+        }
+        catch (error) {
+            console.error('Failed to create subscription:', error);
+            (_b = (_a = this.config).onFallback) === null || _b === void 0 ? void 0 : _b.call(_a, marketId);
+        }
+    }
+    processRawMessage(marketId, channel, data) {
+        var _a, _b;
+        try {
+            const parsed = this.tryParse(data);
+            const resultKey = `${channel}_${marketId.key}`;
+            const messageTimestamp = Date.now(); // Capture when we received this message
+            const validResult = this.resultIncrementer.handleResult(resultKey, (_a = parsed.slot) !== null && _a !== void 0 ? _a : 0, messageTimestamp);
+            if (!validResult) {
+                return null; // Skip results which aren't slot-increasing or are filtered due to tab return
+            }
+            const deserializedData = (0, __1.deserializeL2Response)(parsed);
+            return {
+                marketId,
+                rawData: parsed,
+                deserializedData,
+                slot: (_b = parsed.slot) !== null && _b !== void 0 ? _b : 0,
+            };
+        }
+        catch (error) {
+            return null;
+        }
+    }
+    tryParse(data) {
+        try {
+            return JSON.parse(data, (key, value) => {
+                // If the value is a number and it's too large to be safely represented as a JavaScript number,
+                // convert it to a string to prevent precision loss
+                if (typeof value === 'number' && !Number.isSafeInteger(value)) {
+                    return value.toString();
+                }
+                return value;
+            });
+        }
+        catch (e) {
+            return data;
+        }
+    }
+    getSubscriptionKey(subscription) {
+        const { marketId, channel, grouping } = subscription;
+        return `${marketId.key}_${channel}${grouping ? `_${grouping}` : ''}`;
+    }
+}
+exports.DlobWebsocketClient = DlobWebsocketClient;
+exports.default = DlobWebsocketClient;
+//# sourceMappingURL=DlobWebsocketClient.js.map

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client';\n\nimport {\n\tMarketId,\n\tdeserializeL2Response,\n\tOrderbookGrouping,\n\tDLOB_SERVER_WEBSOCKET_UTILS,\n\tDlobServerChannel,\n} from '..';\nimport { Observable, Subject, BehaviorSubject, EMPTY } from 'rxjs';\nimport {\n\tmap,\n\tfilter,\n\tcatchError,\n\ttakeUntil,\n\tshare,\n\tdistinctUntilChanged,\n\tswitchMap,\n} from 'rxjs/operators';\nimport { ResultSlotIncrementer } from '../utils/ResultSlotIncrementer';\nimport { MultiplexWebSocket } from '../utils/MultiplexWebSocket';\nimport { RawL2Output } from '../utils/orderbook/types';\n\nexport type OrderbookChannelTypes = Extract<\n\tDlobServerChannel,\n\t'orderbook' | 'orderbook_indicative'\n>;\n\nexport interface DlobWebsocketClientConfig {\n\twebsocketUrl: string;\n\tenableIndicativeOrderbook?: boolean;\n\tresultSlotIncrementer?: ResultSlotIncrementer;\n\tonFallback?: (marketId: MarketId) => void;\n}\n\nexport interface MarketSubscription {\n\tmarketId: MarketId;\n\tchannel: OrderbookChannelTypes;\n\tgrouping?: OrderbookGrouping;\n}\n\nexport interface ProcessedMarketData {\n\tmarketId: MarketId;\n\trawData: RawL2Output;\n\tdeserializedData: ReturnType<typeof deserializeL2Response>;\n\tslot: number;\n}\n\nexport class DlobWebsocketClient {\n\tprivate config: DlobWebsocketClientConfig;\n\tprivate subscriptions = new Map<string, { unsubscribe: () => void }>();\n\tprivate resultIncrementer: ResultSlotIncrementer;\n\tprivate destroy$ = new Subject<void>();\n\n\t// Subjects for reactive streams\n\tprivate marketSubscriptions$ = new BehaviorSubject<MarketSubscription[]>([]);\n\tprivate rawMessages$ = new Subject<{\n\t\tmarketId: MarketId;\n\t\tchannel: string;\n\t\tdata: string;\n\t}>();\n\n\tconstructor(config: DlobWebsocketClientConfig) {\n\t\tthis.config = config;\n\t\tthis.resultIncrementer =\n\t\t\tconfig.resultSlotIncrementer || new ResultSlotIncrementer();\n\n\t\tthis.setupSubscriptionManagement();\n\t}\n\n\t/**\n\t * Get an observable stream of processed market data for specific markets\n\t */\n\tgetMarketDataStream(marketIds: MarketId[]): Observable<ProcessedMarketData> {\n\t\treturn this.rawMessages$.pipe(\n\t\t\tfilter(({ marketId }) => marketIds.some((id) => id.key === marketId.key)),\n\t\t\tmap(({ marketId, channel, data }) =>\n\t\t\t\tthis.processRawMessage(marketId, channel, data)\n\t\t\t),\n\t\t\tfilter((result): result is ProcessedMarketData => result !== null),\n\t\t\tcatchError((error) => {\n\t\t\t\tconsole.error('Caught error in getMarketDataStream', error);\n\t\t\t\treturn EMPTY;\n\t\t\t}),\n\t\t\ttakeUntil(this.destroy$),\n\t\t\tshare()\n\t\t);\n\t}\n\n\t/**\n\t * Subscribe to market data for given markets\n\t */\n\tsubscribeToMarkets(\n\t\tmarkets: {\n\t\t\tmarketId: MarketId;\n\t\t\tgrouping?: OrderbookGrouping;\n\t\t}[]\n\t): void {\n\t\tconst subscriptions: MarketSubscription[] = markets.map(\n\t\t\t({ marketId, grouping }) => ({\n\t\t\t\tmarketId,\n\t\t\t\tchannel: this.config.enableIndicativeOrderbook\n\t\t\t\t\t? 'orderbook_indicative'\n\t\t\t\t\t: 'orderbook',\n\t\t\t\tgrouping,\n\t\t\t})\n\t\t);\n\n\t\tthis.marketSubscriptions$.next(subscriptions);\n\t}\n\n\t/**\n\t * Unsubscribe from all markets\n\t */\n\tunsubscribeAll(): void {\n\t\tthis.marketSubscriptions$.next([]);\n\t}\n\n\t/**\n\t * Handle tab return to prevent \"speed run\" through queued messages\n\t */\n\thandleTabReturn(): void {\n\t\tthis.resultIncrementer.handleTabReturn();\n\t}\n\n\t/**\n\t * Reset slot tracking for clean state on reconnection\n\t */\n\tresetSlotTracking(): void {\n\t\t// Get all current subscription keys and reset their slot tracking\n\t\tfor (const subscriptionKey of this.subscriptions.keys()) {\n\t\t\t// Extract marketId and channel from subscription key\n\t\t\tconst [marketKey, channel] = subscriptionKey.split('_');\n\t\t\tconst resultKey = `${channel}_${marketKey}`;\n\t\t\tthis.resultIncrementer.resetKey(resultKey);\n\t\t}\n\t}\n\n\t/**\n\t * Destroy the client and clean up all subscriptions\n\t */\n\tdestroy(): void {\n\t\tthis.destroy$.next();\n\t\tthis.destroy$.complete();\n\t\tthis.subscriptions.forEach(({ unsubscribe }) => unsubscribe());\n\t\tthis.subscriptions.clear();\n\t}\n\n\t/**\n\t * Sets up the subscription management pipeline that handles market data subscriptions.\n\t * This pipeline:\n\t * 1. Watches for changes in market subscriptions\n\t * 2. Only processes changes when the subscription list actually changes\n\t * 3. Manages the lifecycle of websocket subscriptions\n\t * 4. Cleans up when the client is destroyed\n\t */\n\tprivate setupSubscriptionManagement(): void {\n\t\tthis.marketSubscriptions$\n\t\t\t.pipe(\n\t\t\t\t// Only emit when the subscription list actually changes\n\t\t\t\t// Uses JSON.stringify for deep comparison of subscription arrays\n\t\t\t\tdistinctUntilChanged(\n\t\t\t\t\t(prev, curr) => JSON.stringify(prev) === JSON.stringify(curr)\n\t\t\t\t),\n\t\t\t\t// Switch to managing the new set of subscriptions\n\t\t\t\t// This will cancel any previous subscription management\n\t\t\t\tswitchMap((subscriptions) =>\n\t\t\t\t\tthis.manageNewSubscriptions(subscriptions)\n\t\t\t\t),\n\t\t\t\t// Clean up when the client is destroyed\n\t\t\t\ttakeUntil(this.destroy$)\n\t\t\t)\n\t\t\t.subscribe();\n\t}\n\n\t/**\n\t * Manages the lifecycle of websocket subscriptions by:\n\t * 1. Comparing current subscriptions with new subscriptions\n\t * 2. Unsubscribing from any subscriptions that are no longer needed\n\t * 3. Creating new subscriptions for markets that weren't previously subscribed\n\t *\n\t * @param newSubscriptions - The new set of market subscriptions to maintain\n\t * @returns An empty observable since this is a side-effect operation\n\t */\n\tprivate manageNewSubscriptions(\n\t\tnewSubscriptions: MarketSubscription[]\n\t): Observable<never> {\n\t\t// Get sets of subscription keys for efficient comparison\n\t\tconst currentKeys = new Set(this.subscriptions.keys());\n\t\tconst newKeys = new Set(\n\t\t\tnewSubscriptions.map((sub) => this.getSubscriptionKey(sub))\n\t\t);\n\n\t\t// Unsubscribe from removed subscriptions\n\t\tfor (const key of currentKeys) {\n\t\t\tif (!newKeys.has(key)) {\n\t\t\t\tconst subscription = this.subscriptions.get(key);\n\t\t\t\tif (subscription) {\n\t\t\t\t\tsubscription.unsubscribe();\n\t\t\t\t\tthis.subscriptions.delete(key);\n\t\t\t\t}\n\t\t\t}\n\t\t}\n\n\t\t// Subscribe to new subscriptions\n\t\tfor (const subscription of newSubscriptions) {\n\t\t\tconst key = this.getSubscriptionKey(subscription);\n\t\t\tif (!currentKeys.has(key)) {\n\t\t\t\tthis.createSubscription(subscription);\n\t\t\t}\n\t\t}\n\n\t\treturn EMPTY;\n\t}\n\n\tprivate createSubscription(subscription: MarketSubscription): void {\n\t\tconst { marketId, channel, grouping } = subscription;\n\t\tconst subscriptionKey = this.getSubscriptionKey(subscription);\n\n\t\ttry {\n\t\t\tconst { unsubscribe } = MultiplexWebSocket.createWebSocketSubscription<{\n\t\t\t\tchannel: string;\n\t\t\t\tdata: string;\n\t\t\t}>({\n\t\t\t\twsUrl: this.config.websocketUrl,\n\t\t\t\tenableHeartbeatMonitoring: true,\n\t\t\t\tsubscriptionId: `${this.config.websocketUrl}_dlob_liquidity_${marketId.key}`,\n\t\t\t\tsubscribeMessage: JSON.stringify(\n\t\t\t\t\tDLOB_SERVER_WEBSOCKET_UTILS.getSubscriptionProps({\n\t\t\t\t\t\ttype: channel,\n\t\t\t\t\t\tmarket: marketId,\n\t\t\t\t\t\tgrouping,\n\t\t\t\t\t})\n\t\t\t\t),\n\t\t\t\tunsubscribeMessage: JSON.stringify(\n\t\t\t\t\tDLOB_SERVER_WEBSOCKET_UTILS.getUnsubscriptionProps({\n\t\t\t\t\t\ttype: channel,\n\t\t\t\t\t\tmarket: marketId,\n\t\t\t\t\t\tgrouping,\n\t\t\t\t\t})\n\t\t\t\t),\n\t\t\t\tonMessage: (message: { channel: string; data: string }) => {\n\t\t\t\t\tthis.rawMessages$.next({\n\t\t\t\t\t\tmarketId,\n\t\t\t\t\t\tchannel: message.channel,\n\t\t\t\t\t\tdata: message.data,\n\t\t\t\t\t});\n\t\t\t\t},\n\t\t\t\tmessageFilter: (message: { channel: string; data: string }) => {\n\t\t\t\t\treturn DLOB_SERVER_WEBSOCKET_UTILS.getMessageFilter({\n\t\t\t\t\t\ttype: channel,\n\t\t\t\t\t\tmarket: marketId,\n\t\t\t\t\t\tgrouping,\n\t\t\t\t\t})(message);\n\t\t\t\t},\n\t\t\t\tonError: (error?: any) => {\n\t\t\t\t\tconsole.error('Caught error in createSubscription', error);\n\t\t\t\t\tthis.config.onFallback?.(marketId);\n\t\t\t\t},\n\t\t\t\terrorMessageFilter: (message?: any) => {\n\t\t\t\t\tif (message?.error) {\n\t\t\t\t\t\treturn true;\n\t\t\t\t\t}\n\t\t\t\t\treturn false;\n\t\t\t\t},\n\t\t\t});\n\n\t\t\tthis.subscriptions.set(subscriptionKey, { unsubscribe });\n\t\t} catch (error) {\n\t\t\tconsole.error('Failed to create subscription:', error);\n\t\t\tthis.config.onFallback?.(marketId);\n\t\t}\n\t}\n\n\tprivate processRawMessage(\n\t\tmarketId: MarketId,\n\t\tchannel: string,\n\t\tdata: string\n\t): ProcessedMarketData | null {\n\t\ttry {\n\t\t\tconst parsed = this.tryParse(data) as RawL2Output;\n\t\t\tconst resultKey = `${channel}_${marketId.key}`;\n\t\t\tconst messageTimestamp = Date.now(); // Capture when we received this message\n\n\t\t\tconst validResult = this.resultIncrementer.handleResult(\n\t\t\t\tresultKey,\n\t\t\t\tparsed.slot ?? 0,\n\t\t\t\tmessageTimestamp\n\t\t\t);\n\n\t\t\tif (!validResult) {\n\t\t\t\treturn null; // Skip results which aren't slot-increasing or are filtered due to tab return\n\t\t\t}\n\n\t\t\tconst deserializedData = deserializeL2Response(parsed);\n\n\t\t\treturn {\n\t\t\t\tmarketId,\n\t\t\t\trawData: parsed,\n\t\t\t\tdeserializedData,\n\t\t\t\tslot: parsed.slot ?? 0,\n\t\t\t};\n\t\t} catch (error) {\n\t\t\treturn null;\n\t\t}\n\t}\n\n\tprivate tryParse(data: unknown): unknown {\n\t\ttry {\n\t\t\treturn JSON.parse(data as string, (key, value) => {\n\t\t\t\t// If the value is a number and it's too large to be safely represented as a JavaScript number,\n\t\t\t\t// convert it to a string to prevent precision loss\n\t\t\t\tif (typeof value === 'number' && !Number.isSafeInteger(value)) {\n\t\t\t\t\treturn value.toString();\n\t\t\t\t}\n\t\t\t\treturn value;\n\t\t\t});\n\t\t} catch (e) {\n\t\t\treturn data;\n\t\t}\n\t}\n\n\tprivate getSubscriptionKey(subscription: MarketSubscription): string {\n\t\tconst { marketId, channel, grouping } = subscription;\n\t\treturn `${marketId.key}_${channel}${grouping ? `_${grouping}` : ''}`;\n\t}\n}\n\nexport default DlobWebsocketClient;\n"]}

package/lib/clients/swiftClient.js

@@ -109,6 +109,7 @@ class SwiftClient {
         };
     }
     static async confirmSwiftOrderWS(connection, client, signedMsgUserOrdersAccount, signedMsgOrderUuid, confirmDuration) {
+        (0, logger_1.allEnvDlog)('swiftClient', 'confirmSwiftOrderWS - confirmation duration', confirmDuration);
         return new Promise((resolve, reject) => {
             const timeout = setTimeout(() => {
                 reject(new Error('Order not found'));

package/lib/clients/swiftClient.js.map

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{ AccountInfo, Connection, PublicKey } from '@solana/web3.js';\nimport {\n\tDriftClient,\n\tMarketType,\n\tOrderType,\n\tSignedMsgOrderParamsDelegateMessage,\n\tSignedMsgOrderParamsMessage,\n\tSignedMsgUserOrdersAccount,\n\tdigestSignature,\n\tisVariant,\n} from '@drift-labs/sdk';\nimport { Observable, Subscriber } from 'rxjs';\nimport { allEnvDlog } from '../utils/logger';\nexport type SwiftServerOrderProcessResponse = {\n\terror?: string;\n\tmessage: string;\n};\n\ntype ClientResponse<T = void> = Promise<{\n\tsuccess: boolean;\n\tbody?: T;\n\tmessage?: string;\n\tstatus?: number;\n}>;\n\ntype BaseSwiftOrderEvent = {\n\thash: string;\n};\n\nexport interface SwiftOrderSentEvent extends BaseSwiftOrderEvent {\n\ttype: 'sent';\n}\n\nexport interface SwiftOrderErroredEvent extends BaseSwiftOrderEvent {\n\ttype: 'errored' | 'expired';\n\tmessage?: string;\n\tstatus?: number;\n}\n\nexport interface SwiftOrderConfirmedEvent extends BaseSwiftOrderEvent {\n\ttype: 'confirmed';\n\torderId: string;\n}\n\nexport type SwiftOrderEvent =\n\t| SwiftOrderErroredEvent\n\t| SwiftOrderConfirmedEvent\n\t| SwiftOrderSentEvent;\n\nexport type SwiftOrderEventWithParams<T extends SwiftOrderEvent> = T & {\n\tswiftOrderUuid: Uint8Array;\n\torderParamsMessage:\n\t\t| SignedMsgOrderParamsMessage\n\t\t| SignedMsgOrderParamsDelegateMessage;\n};\n\nexport class SwiftClient {\n\tprivate static baseUrl = '';\n\tprivate static swiftClientConsumer?: string;\n\n\tstatic supportedOrderTypes: OrderType[] = [OrderType.MARKET, OrderType.LIMIT];\n\n\tpublic static init(baseUrl: string, swiftClientConsumer?: string) {\n\t\tthis.baseUrl = baseUrl;\n\t\tthis.swiftClientConsumer = swiftClientConsumer;\n\t}\n\n\tprivate static get(url: string) {\n\t\tif (!this.baseUrl) {\n\t\t\tthrow new Error('SwiftClient not initialized');\n\t\t}\n\n\t\treturn new Promise<{ success: boolean; body: string; status: number }>(\n\t\t\t(res) => {\n\t\t\t\tconst headers = new Headers({\n\t\t\t\t\t...this.getSwiftHeaders(),\n\t\t\t\t});\n\n\t\t\t\tfetch(`${this.baseUrl}${url}`, {\n\t\t\t\t\theaders,\n\t\t\t\t})\n\t\t\t\t\t.then(async (response) => {\n\t\t\t\t\t\tif (!response.ok) {\n\t\t\t\t\t\t\tres({\n\t\t\t\t\t\t\t\tsuccess: false,\n\t\t\t\t\t\t\t\tbody: await response.text(),\n\t\t\t\t\t\t\t\tstatus: response.status,\n\t\t\t\t\t\t\t});\n\t\t\t\t\t\t\treturn;\n\t\t\t\t\t\t}\n\t\t\t\t\t\tres({\n\t\t\t\t\t\t\tsuccess: true,\n\t\t\t\t\t\t\tbody: await response.text(),\n\t\t\t\t\t\t\tstatus: response.status,\n\t\t\t\t\t\t});\n\t\t\t\t\t})\n\t\t\t\t\t.catch((err) => {\n\t\t\t\t\t\tres({ success: false, body: err, status: 0 });\n\t\t\t\t\t});\n\t\t\t}\n\t\t);\n\t}\n\n\tprivate static post(url: string, bodyObject: any) {\n\t\tif (!this.baseUrl) {\n\t\t\tthrow new Error('SwiftClient not initialized');\n\t\t}\n\n\t\tconst requestOptions = {\n\t\t\tmethod: 'POST',\n\t\t\theaders: { ...this.getSwiftHeaders() },\n\t\t\tbody: JSON.stringify(bodyObject),\n\t\t};\n\n\t\treturn new Promise<{\n\t\t\tsuccess: boolean;\n\t\t\tbody: SwiftServerOrderProcessResponse;\n\t\t\tstatus: number;\n\t\t}>((res) => {\n\t\t\tconst postRequest = new Request(`${this.baseUrl}${url}`, requestOptions);\n\n\t\t\tfetch(postRequest)\n\t\t\t\t.then(async (response) => {\n\t\t\t\t\tlet resBody: SwiftServerOrderProcessResponse | null = null;\n\t\t\t\t\ttry {\n\t\t\t\t\t\tresBody =\n\t\t\t\t\t\t\t(await response.json()) as SwiftServerOrderProcessResponse;\n\n\t\t\t\t\t\tres({\n\t\t\t\t\t\t\tsuccess: response.ok,\n\t\t\t\t\t\t\tbody: resBody,\n\t\t\t\t\t\t\tstatus: response.status,\n\t\t\t\t\t\t});\n\t\t\t\t\t} catch (err) {\n\t\t\t\t\t\tallEnvDlog('swiftClient', 'Error reading response body', err);\n\n\t\t\t\t\t\tres({\n\t\t\t\t\t\t\tsuccess: false,\n\t\t\t\t\t\t\tbody: err as any,\n\t\t\t\t\t\t\tstatus: response.status,\n\t\t\t\t\t\t});\n\t\t\t\t\t}\n\t\t\t\t})\n\t\t\t\t.catch((err) => {\n\t\t\t\t\tres({ success: false, body: err, status: 0 });\n\t\t\t\t});\n\t\t});\n\t}\n\n\tstatic async sendSwiftOrder(\n\t\tmarketIndex: number,\n\t\tmarketType: MarketType,\n\t\tmessage: string,\n\t\tsignature: Buffer,\n\t\ttakerPubkey: PublicKey,\n\t\tsigningAuthority?: PublicKey\n\t): ClientResponse<{\n\t\thash: string;\n\t}> {\n\t\tconst requestPayload = {\n\t\t\tmarket_index: marketIndex,\n\t\t\tmarket_type: isVariant(marketType, 'perp') ? 'perp' : 'spot',\n\t\t\tmessage,\n\t\t\tsignature: signature.toString('base64'),\n\t\t\tsigning_authority: signingAuthority?.toBase58() ?? '',\n\t\t\ttaker_authority: takerPubkey.toBase58(),\n\t\t};\n\n\t\tconst response = await this.post('/orders', requestPayload);\n\n\t\tif (response.status !== 200) {\n\t\t\tconsole.error(\n\t\t\t\t`Non-200 status code received for sent Swift order: ${response.status}`\n\t\t\t);\n\t\t\tallEnvDlog('swiftClient', 'full non-200 response body', response.body);\n\t\t\treturn {\n\t\t\t\tmessage:\n\t\t\t\t\tresponse.body?.error ||\n\t\t\t\t\tresponse.body?.message ||\n\t\t\t\t\t`HTTP ${response.status}: Error from Swift server`,\n\t\t\t\tstatus: response.status,\n\t\t\t\tsuccess: false,\n\t\t\t};\n\t\t}\n\n\t\treturn {\n\t\t\tmessage: `Successfully sent Swift order`,\n\t\t\tbody: {\n\t\t\t\thash: digestSignature(Uint8Array.from(signature)),\n\t\t\t},\n\t\t\tsuccess: true,\n\t\t\tstatus: 200,\n\t\t};\n\t}\n\n\tstatic async confirmSwiftOrderWS(\n\t\tconnection: Connection,\n\t\tclient: DriftClient,\n\t\tsignedMsgUserOrdersAccount: PublicKey,\n\t\tsignedMsgOrderUuid: Uint8Array,\n\t\tconfirmDuration: number\n\t): Promise<number | undefined> {\n\t\treturn new Promise((resolve, reject) => {\n\t\t\tconst timeout = setTimeout(() => {\n\t\t\t\treject(new Error('Order not found'));\n\t\t\t}, confirmDuration);\n\n\t\t\tconnection\n\t\t\t\t.getAccountInfo(signedMsgUserOrdersAccount, 'confirmed')\n\t\t\t\t.then((accountInfo) => {\n\t\t\t\t\tif (!accountInfo) {\n\t\t\t\t\t\treject(new Error('Swift message account not found'));\n\t\t\t\t\t\treturn;\n\t\t\t\t\t}\n\n\t\t\t\t\tconst order = this.findOrderInSignedMsgUserOrdersAccount(\n\t\t\t\t\t\tclient,\n\t\t\t\t\t\taccountInfo,\n\t\t\t\t\t\tsignedMsgOrderUuid\n\t\t\t\t\t);\n\n\t\t\t\t\tif (order) {\n\t\t\t\t\t\tallEnvDlog(\n\t\t\t\t\t\t\t'swiftClient',\n\t\t\t\t\t\t\t'confirmed in initial fetch orderID\\n',\n\t\t\t\t\t\t\torder.orderId\n\t\t\t\t\t\t);\n\t\t\t\t\t\tclearTimeout(timeout);\n\t\t\t\t\t\tresolve(order.orderId);\n\t\t\t\t\t}\n\t\t\t\t});\n\n\t\t\tconst subId = connection.onAccountChange(\n\t\t\t\tsignedMsgUserOrdersAccount,\n\t\t\t\t(accountInfo) => {\n\t\t\t\t\tconst order = this.findOrderInSignedMsgUserOrdersAccount(\n\t\t\t\t\t\tclient,\n\t\t\t\t\t\taccountInfo,\n\t\t\t\t\t\tsignedMsgOrderUuid\n\t\t\t\t\t);\n\t\t\t\t\tif (order) {\n\t\t\t\t\t\tallEnvDlog(\n\t\t\t\t\t\t\t'swiftClient',\n\t\t\t\t\t\t\t'confirmed in onAccountChange orderID\\n',\n\t\t\t\t\t\t\torder.orderId\n\t\t\t\t\t\t);\n\t\t\t\t\t\tconnection.removeAccountChangeListener(subId);\n\t\t\t\t\t\tclearTimeout(timeout);\n\t\t\t\t\t\tresolve(order.orderId);\n\t\t\t\t\t}\n\t\t\t\t},\n\t\t\t\t'confirmed'\n\t\t\t);\n\t\t});\n\t}\n\n\tstatic findOrderInSignedMsgUserOrdersAccount(\n\t\tclient: DriftClient,\n\t\tordersAccount: AccountInfo<Buffer>,\n\t\tsignedMsgOrderUuid: Uint8Array\n\t) {\n\t\tconst accountDecoder =\n\t\t\tclient.program.account.signedMsgUserOrders.coder.accounts.decodeUnchecked.bind(\n\t\t\t\tclient.program.account.signedMsgUserOrders.coder.accounts\n\t\t\t);\n\t\tconst decodedAccount = accountDecoder(\n\t\t\t'SignedMsgUserOrders',\n\t\t\tordersAccount.data\n\t\t) as SignedMsgUserOrdersAccount;\n\t\tallEnvDlog(\n\t\t\t'swiftClient findOrder',\n\t\t\t'decodedAccount\\n',\n\t\t\tdecodedAccount,\n\t\t\tsignedMsgOrderUuid.toString()\n\t\t);\n\t\tconst order = decodedAccount.signedMsgOrderData.find(\n\t\t\t(order) => order.uuid.toString() === signedMsgOrderUuid.toString()\n\t\t);\n\t\tallEnvDlog('swiftClient findOrder', 'order\\n', order);\n\t\treturn order;\n\t}\n\n\tstatic async confirmSwiftOrder(\n\t\thash: string,\n\t\tconfirmDuration: number\n\t): Promise<\n\t\tClientResponse<\n\t\t\t| {\n\t\t\t\t\torderId: string;\n\t\t\t\t\tstatus: 'confirmed';\n\t\t\t  }\n\t\t\t| {\n\t\t\t\t\tstatus: 'expired';\n\t\t\t  }\n\t\t>\n\t> {\n\t\tconst expireTime = Date.now() + confirmDuration;\n\n\t\twhile (Date.now() < expireTime) {\n\t\t\tconst confirmResponse = await this.get(\n\t\t\t\t`/confirmation/hash-status?hash=${encodeURIComponent(hash)}`\n\t\t\t);\n\n\t\t\tif (confirmResponse.status === 200) {\n\t\t\t\tconsole.log('Confirmed hash: ', hash);\n\t\t\t\treturn {\n\t\t\t\t\tsuccess: true,\n\t\t\t\t\tstatus: 200,\n\t\t\t\t\tmessage: 'Confirmed hash: ' + hash,\n\t\t\t\t\tbody: {\n\t\t\t\t\t\torderId: confirmResponse.body,\n\t\t\t\t\t\tstatus: 'confirmed',\n\t\t\t\t\t},\n\t\t\t\t};\n\t\t\t} else if (\n\t\t\t\tconfirmResponse.status >= 500 ||\n\t\t\t\tconfirmResponse.status < 200\n\t\t\t) {\n\t\t\t\tbreak;\n\t\t\t}\n\t\t\tawait new Promise((resolve) => setTimeout(resolve, 1000));\n\t\t}\n\n\t\tconsole.error('Failed to confirm hash: ', hash);\n\t\treturn {\n\t\t\tsuccess: false,\n\t\t\tstatus: 408,\n\t\t\tmessage: 'Failed to confirm hash: ' + hash,\n\t\t\tbody: {\n\t\t\t\tstatus: 'expired',\n\t\t\t},\n\t\t};\n\t}\n\n\tstatic async handleSwiftOrderSubscriber(\n\t\tsubscriber: Subscriber<SwiftOrderEvent>,\n\t\tmarketIndex: number,\n\t\tmarketType: MarketType,\n\t\tmessage: string,\n\t\tsignature: Buffer,\n\t\ttakerPubkey: PublicKey,\n\t\tconfirmDuration: number,\n\t\tsigningAuthority?: PublicKey\n\t) {\n\t\t// First send the order\n\t\tconst sendResponse = await this.sendSwiftOrder(\n\t\t\tmarketIndex,\n\t\t\tmarketType,\n\t\t\tmessage,\n\t\t\tsignature,\n\t\t\ttakerPubkey,\n\t\t\tsigningAuthority\n\t\t);\n\n\t\tif (!sendResponse.success) {\n\t\t\tsubscriber.next({\n\t\t\t\ttype: 'errored',\n\t\t\t\thash: '',\n\t\t\t\tmessage: sendResponse.message,\n\t\t\t\tstatus: sendResponse.status,\n\t\t\t});\n\t\t\tsubscriber.error();\n\t\t\treturn;\n\t\t} else {\n\t\t\tsubscriber.next({\n\t\t\t\ttype: 'sent',\n\t\t\t\thash: sendResponse.body.hash,\n\t\t\t});\n\t\t}\n\n\t\tconst hash = sendResponse.body.hash;\n\n\t\t// Then confirm it\n\t\tconst confirmResponse = await this.confirmSwiftOrder(hash, confirmDuration);\n\n\t\tif (!confirmResponse.success) {\n\t\t\tsubscriber.next({\n\t\t\t\ttype: confirmResponse.body.status as 'expired',\n\t\t\t\thash,\n\t\t\t\tmessage: confirmResponse.message,\n\t\t\t\tstatus: confirmResponse.status,\n\t\t\t});\n\t\t\tsubscriber.error();\n\t\t}\n\t\tif (confirmResponse.body.status === 'confirmed') {\n\t\t\tsubscriber.next({\n\t\t\t\ttype: 'confirmed',\n\t\t\t\torderId: confirmResponse.body.orderId,\n\t\t\t\thash,\n\t\t\t});\n\t\t\tsubscriber.complete();\n\t\t}\n\t}\n\tstatic async handleSwiftOrderSubscriberWS(\n\t\tsubscriber: Subscriber<SwiftOrderEvent>,\n\t\tconnection: Connection,\n\t\tclient: DriftClient,\n\t\tmarketIndex: number,\n\t\tmarketType: MarketType,\n\t\tmessage: string,\n\t\tsignature: Buffer,\n\t\ttakerPubkey: PublicKey,\n\t\tsignedMsgUserOrdersAccountPubkey: PublicKey,\n\t\tsignedMsgOrderUuid: Uint8Array,\n\t\tconfirmDuration: number,\n\t\tsigningAuthority?: PublicKey\n\t) {\n\t\t// First send the order\n\t\tconst sendResponse = await this.sendSwiftOrder(\n\t\t\tmarketIndex,\n\t\t\tmarketType,\n\t\t\tmessage,\n\t\t\tsignature,\n\t\t\ttakerPubkey,\n\t\t\tsigningAuthority\n\t\t);\n\t\tallEnvDlog('swiftClient', 'sendResponse\\n', sendResponse);\n\n\t\tif (!sendResponse.success) {\n\t\t\tsubscriber.next({\n\t\t\t\ttype: 'errored',\n\t\t\t\thash: '',\n\t\t\t\tmessage: 'Error from swift node: ' + sendResponse.message,\n\t\t\t\tstatus: sendResponse.status,\n\t\t\t});\n\t\t\tsubscriber.error();\n\t\t\treturn;\n\t\t} else {\n\t\t\tsubscriber.next({\n\t\t\t\ttype: 'sent',\n\t\t\t\thash: sendResponse.body.hash,\n\t\t\t});\n\t\t}\n\n\t\tconst hash = sendResponse.body.hash;\n\n\t\t// Then confirm it\n\t\tconst orderID = await this.confirmSwiftOrderWS(\n\t\t\tconnection,\n\t\t\tclient,\n\t\t\tsignedMsgUserOrdersAccountPubkey,\n\t\t\tsignedMsgOrderUuid,\n\t\t\tconfirmDuration\n\t\t).catch((err) => {\n\t\t\tallEnvDlog('swiftClient', 'confirmSwiftOrderWS error', err);\n\t\t\tsubscriber.next({\n\t\t\t\ttype: 'expired',\n\t\t\t\thash,\n\t\t\t\tmessage: 'Order failed to confirm',\n\t\t\t\tstatus: 408,\n\t\t\t});\n\t\t\tsubscriber.error();\n\t\t});\n\n\t\tif (!orderID) {\n\t\t\tsubscriber.next({\n\t\t\t\ttype: 'expired',\n\t\t\t\thash,\n\t\t\t\tmessage: 'Order failed to confirm',\n\t\t\t\tstatus: 408,\n\t\t\t});\n\t\t\tsubscriber.error();\n\t\t} else {\n\t\t\tsubscriber.next({\n\t\t\t\ttype: 'confirmed',\n\t\t\t\torderId: orderID.toString(),\n\t\t\t\thash,\n\t\t\t});\n\t\t\tsubscriber.complete();\n\t\t}\n\t}\n\n\tpublic static sendAndConfirmSwiftOrder(\n\t\tmarketIndex: number,\n\t\tmarketType: MarketType,\n\t\tmessage: string,\n\t\tsignature: Buffer,\n\t\ttakerPubkey: PublicKey,\n\t\tconfirmDuration: number,\n\t\tsigningAuthority: PublicKey\n\t): Observable<SwiftOrderEvent> {\n\t\treturn new Observable<SwiftOrderEvent>((subscriber) => {\n\t\t\tthis.handleSwiftOrderSubscriber(\n\t\t\t\tsubscriber,\n\t\t\t\tmarketIndex,\n\t\t\t\tmarketType,\n\t\t\t\tmessage,\n\t\t\t\tsignature,\n\t\t\t\ttakerPubkey,\n\t\t\t\tconfirmDuration,\n\t\t\t\tsigningAuthority\n\t\t\t);\n\t\t});\n\t}\n\n\tpublic static sendAndConfirmSwiftOrderWS(\n\t\tconnection: Connection,\n\t\tclient: DriftClient,\n\t\tmarketIndex: number,\n\t\tmarketType: MarketType,\n\t\tmessage: string,\n\t\tsignature: Buffer,\n\t\ttakerPubkey: PublicKey,\n\t\tsignedMsgUserOrdersAccountPubkey: PublicKey,\n\t\tsignedMsgOrderUuid: Uint8Array,\n\t\tconfirmDuration: number,\n\t\tsigningAuthority: PublicKey\n\t): Observable<SwiftOrderEvent> {\n\t\treturn new Observable<SwiftOrderEvent>((subscriber) => {\n\t\t\tthis.handleSwiftOrderSubscriberWS(\n\t\t\t\tsubscriber,\n\t\t\t\tconnection,\n\t\t\t\tclient,\n\t\t\t\tmarketIndex,\n\t\t\t\tmarketType,\n\t\t\t\tmessage,\n\t\t\t\tsignature,\n\t\t\t\ttakerPubkey,\n\t\t\t\tsignedMsgUserOrdersAccountPubkey,\n\t\t\t\tsignedMsgOrderUuid,\n\t\t\t\tconfirmDuration,\n\t\t\t\tsigningAuthority\n\t\t\t);\n\t\t});\n\t}\n\n\tpublic static async isSwiftServerHealthy(): Promise<boolean> {\n\t\tconst response = await this.get('/health');\n\t\treturn response.status === 200;\n\t}\n\n\tprivate static getSwiftHeaders(): Record<string, string> {\n\t\treturn {\n\t\t\t'Content-Type': 'application/json',\n\t\t\t'X-Swift-Client-Consumer': this.swiftClientConsumer ?? 'default',\n\t\t};\n\t}\n\n\tpublic static isSupportedOrderType(orderType: OrderType) {\n\t\treturn this.supportedOrderTypes.includes(orderType);\n\t}\n}\n"]}
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D,CAAC;;AAzeF,kCA0eC;AAzee,mBAAO,GAAG,EAAE,CAAC;AAGrB,+BAAmB,GAAgB,CAAC,eAAS,CAAC,MAAM,EAAE,eAAS,CAAC,KAAK,CAAC,CAAC","sourcesContent":["import { AccountInfo, Connection, PublicKey } from '@solana/web3.js';\nimport {\n\tDriftClient,\n\tMarketType,\n\tOrderType,\n\tSignedMsgOrderParamsDelegateMessage,\n\tSignedMsgOrderParamsMessage,\n\tSignedMsgUserOrdersAccount,\n\tdigestSignature,\n\tisVariant,\n} from '@drift-labs/sdk';\nimport { Observable, Subscriber } from 'rxjs';\nimport { allEnvDlog } from '../utils/logger';\nexport type SwiftServerOrderProcessResponse = {\n\terror?: string;\n\tmessage: string;\n};\n\ntype ClientResponse<T = void> = Promise<{\n\tsuccess: boolean;\n\tbody?: T;\n\tmessage?: string;\n\tstatus?: number;\n}>;\n\ntype BaseSwiftOrderEvent = {\n\thash: string;\n};\n\nexport interface SwiftOrderSentEvent extends BaseSwiftOrderEvent {\n\ttype: 'sent';\n}\n\nexport interface SwiftOrderErroredEvent extends BaseSwiftOrderEvent {\n\ttype: 'errored' | 'expired';\n\tmessage?: string;\n\tstatus?: number;\n}\n\nexport interface SwiftOrderConfirmedEvent extends BaseSwiftOrderEvent {\n\ttype: 'confirmed';\n\torderId: string;\n}\n\nexport type SwiftOrderEvent =\n\t| SwiftOrderErroredEvent\n\t| SwiftOrderConfirmedEvent\n\t| SwiftOrderSentEvent;\n\nexport type SwiftOrderEventWithParams<T extends SwiftOrderEvent> = T & {\n\tswiftOrderUuid: Uint8Array;\n\torderParamsMessage:\n\t\t| SignedMsgOrderParamsMessage\n\t\t| SignedMsgOrderParamsDelegateMessage;\n};\n\nexport class SwiftClient {\n\tprivate static baseUrl = '';\n\tprivate static swiftClientConsumer?: string;\n\n\tstatic supportedOrderTypes: OrderType[] = [OrderType.MARKET, OrderType.LIMIT];\n\n\tpublic static init(baseUrl: string, swiftClientConsumer?: string) {\n\t\tthis.baseUrl = baseUrl;\n\t\tthis.swiftClientConsumer = swiftClientConsumer;\n\t}\n\n\tprivate static get(url: string) {\n\t\tif (!this.baseUrl) {\n\t\t\tthrow new Error('SwiftClient not initialized');\n\t\t}\n\n\t\treturn new Promise<{ success: boolean; body: string; status: number }>(\n\t\t\t(res) => {\n\t\t\t\tconst headers = new Headers({\n\t\t\t\t\t...this.getSwiftHeaders(),\n\t\t\t\t});\n\n\t\t\t\tfetch(`${this.baseUrl}${url}`, {\n\t\t\t\t\theaders,\n\t\t\t\t})\n\t\t\t\t\t.then(async (response) => {\n\t\t\t\t\t\tif (!response.ok) {\n\t\t\t\t\t\t\tres({\n\t\t\t\t\t\t\t\tsuccess: false,\n\t\t\t\t\t\t\t\tbody: await response.text(),\n\t\t\t\t\t\t\t\tstatus: response.status,\n\t\t\t\t\t\t\t});\n\t\t\t\t\t\t\treturn;\n\t\t\t\t\t\t}\n\t\t\t\t\t\tres({\n\t\t\t\t\t\t\tsuccess: true,\n\t\t\t\t\t\t\tbody: await response.text(),\n\t\t\t\t\t\t\tstatus: response.status,\n\t\t\t\t\t\t});\n\t\t\t\t\t})\n\t\t\t\t\t.catch((err) => {\n\t\t\t\t\t\tres({ success: false, body: err, status: 0 });\n\t\t\t\t\t});\n\t\t\t}\n\t\t);\n\t}\n\n\tprivate static post(url: string, bodyObject: any) {\n\t\tif (!this.baseUrl) {\n\t\t\tthrow new Error('SwiftClient not initialized');\n\t\t}\n\n\t\tconst requestOptions = {\n\t\t\tmethod: 'POST',\n\t\t\theaders: { ...this.getSwiftHeaders() },\n\t\t\tbody: JSON.stringify(bodyObject),\n\t\t};\n\n\t\treturn new Promise<{\n\t\t\tsuccess: boolean;\n\t\t\tbody: SwiftServerOrderProcessResponse;\n\t\t\tstatus: number;\n\t\t}>((res) => {\n\t\t\tconst postRequest = new Request(`${this.baseUrl}${url}`, requestOptions);\n\n\t\t\tfetch(postRequest)\n\t\t\t\t.then(async (response) => {\n\t\t\t\t\tlet resBody: SwiftServerOrderProcessResponse | null = null;\n\t\t\t\t\ttry {\n\t\t\t\t\t\tresBody =\n\t\t\t\t\t\t\t(await response.json()) as SwiftServerOrderProcessResponse;\n\n\t\t\t\t\t\tres({\n\t\t\t\t\t\t\tsuccess: response.ok,\n\t\t\t\t\t\t\tbody: resBody,\n\t\t\t\t\t\t\tstatus: response.status,\n\t\t\t\t\t\t});\n\t\t\t\t\t} catch (err) {\n\t\t\t\t\t\tallEnvDlog('swiftClient', 'Error reading response body', err);\n\n\t\t\t\t\t\tres({\n\t\t\t\t\t\t\tsuccess: false,\n\t\t\t\t\t\t\tbody: err as any,\n\t\t\t\t\t\t\tstatus: response.status,\n\t\t\t\t\t\t});\n\t\t\t\t\t}\n\t\t\t\t})\n\t\t\t\t.catch((err) => {\n\t\t\t\t\tres({ success: false, body: err, status: 0 });\n\t\t\t\t});\n\t\t});\n\t}\n\n\tstatic async sendSwiftOrder(\n\t\tmarketIndex: number,\n\t\tmarketType: MarketType,\n\t\tmessage: string,\n\t\tsignature: Buffer,\n\t\ttakerPubkey: PublicKey,\n\t\tsigningAuthority?: PublicKey\n\t): ClientResponse<{\n\t\thash: string;\n\t}> {\n\t\tconst requestPayload = {\n\t\t\tmarket_index: marketIndex,\n\t\t\tmarket_type: isVariant(marketType, 'perp') ? 'perp' : 'spot',\n\t\t\tmessage,\n\t\t\tsignature: signature.toString('base64'),\n\t\t\tsigning_authority: signingAuthority?.toBase58() ?? '',\n\t\t\ttaker_authority: takerPubkey.toBase58(),\n\t\t};\n\n\t\tconst response = await this.post('/orders', requestPayload);\n\n\t\tif (response.status !== 200) {\n\t\t\tconsole.error(\n\t\t\t\t`Non-200 status code received for sent Swift order: ${response.status}`\n\t\t\t);\n\t\t\tallEnvDlog('swiftClient', 'full non-200 response body', response.body);\n\t\t\treturn {\n\t\t\t\tmessage:\n\t\t\t\t\tresponse.body?.error ||\n\t\t\t\t\tresponse.body?.message ||\n\t\t\t\t\t`HTTP ${response.status}: Error from Swift server`,\n\t\t\t\tstatus: response.status,\n\t\t\t\tsuccess: false,\n\t\t\t};\n\t\t}\n\n\t\treturn {\n\t\t\tmessage: `Successfully sent Swift order`,\n\t\t\tbody: {\n\t\t\t\thash: digestSignature(Uint8Array.from(signature)),\n\t\t\t},\n\t\t\tsuccess: true,\n\t\t\tstatus: 200,\n\t\t};\n\t}\n\n\tstatic async confirmSwiftOrderWS(\n\t\tconnection: Connection,\n\t\tclient: DriftClient,\n\t\tsignedMsgUserOrdersAccount: PublicKey,\n\t\tsignedMsgOrderUuid: Uint8Array,\n\t\tconfirmDuration: number\n\t): Promise<number | undefined> {\n\t\tallEnvDlog(\n\t\t\t'swiftClient',\n\t\t\t'confirmSwiftOrderWS - confirmation duration',\n\t\t\tconfirmDuration\n\t\t);\n\t\treturn new Promise((resolve, reject) => {\n\t\t\tconst timeout = setTimeout(() => {\n\t\t\t\treject(new Error('Order not found'));\n\t\t\t}, confirmDuration);\n\n\t\t\tconnection\n\t\t\t\t.getAccountInfo(signedMsgUserOrdersAccount, 'confirmed')\n\t\t\t\t.then((accountInfo) => {\n\t\t\t\t\tif (!accountInfo) {\n\t\t\t\t\t\treject(new Error('Swift message account not found'));\n\t\t\t\t\t\treturn;\n\t\t\t\t\t}\n\n\t\t\t\t\tconst order = this.findOrderInSignedMsgUserOrdersAccount(\n\t\t\t\t\t\tclient,\n\t\t\t\t\t\taccountInfo,\n\t\t\t\t\t\tsignedMsgOrderUuid\n\t\t\t\t\t);\n\n\t\t\t\t\tif (order) {\n\t\t\t\t\t\tallEnvDlog(\n\t\t\t\t\t\t\t'swiftClient',\n\t\t\t\t\t\t\t'confirmed in initial fetch orderID\\n',\n\t\t\t\t\t\t\torder.orderId\n\t\t\t\t\t\t);\n\t\t\t\t\t\tclearTimeout(timeout);\n\t\t\t\t\t\tresolve(order.orderId);\n\t\t\t\t\t}\n\t\t\t\t});\n\n\t\t\tconst subId = connection.onAccountChange(\n\t\t\t\tsignedMsgUserOrdersAccount,\n\t\t\t\t(accountInfo) => {\n\t\t\t\t\tconst order = this.findOrderInSignedMsgUserOrdersAccount(\n\t\t\t\t\t\tclient,\n\t\t\t\t\t\taccountInfo,\n\t\t\t\t\t\tsignedMsgOrderUuid\n\t\t\t\t\t);\n\t\t\t\t\tif (order) {\n\t\t\t\t\t\tallEnvDlog(\n\t\t\t\t\t\t\t'swiftClient',\n\t\t\t\t\t\t\t'confirmed in onAccountChange orderID\\n',\n\t\t\t\t\t\t\torder.orderId\n\t\t\t\t\t\t);\n\t\t\t\t\t\tconnection.removeAccountChangeListener(subId);\n\t\t\t\t\t\tclearTimeout(timeout);\n\t\t\t\t\t\tresolve(order.orderId);\n\t\t\t\t\t}\n\t\t\t\t},\n\t\t\t\t'confirmed'\n\t\t\t);\n\t\t});\n\t}\n\n\tstatic findOrderInSignedMsgUserOrdersAccount(\n\t\tclient: DriftClient,\n\t\tordersAccount: AccountInfo<Buffer>,\n\t\tsignedMsgOrderUuid: Uint8Array\n\t) {\n\t\tconst accountDecoder =\n\t\t\tclient.program.account.signedMsgUserOrders.coder.accounts.decodeUnchecked.bind(\n\t\t\t\tclient.program.account.signedMsgUserOrders.coder.accounts\n\t\t\t);\n\t\tconst decodedAccount = accountDecoder(\n\t\t\t'SignedMsgUserOrders',\n\t\t\tordersAccount.data\n\t\t) as SignedMsgUserOrdersAccount;\n\t\tallEnvDlog(\n\t\t\t'swiftClient findOrder',\n\t\t\t'decodedAccount\\n',\n\t\t\tdecodedAccount,\n\t\t\tsignedMsgOrderUuid.toString()\n\t\t);\n\t\tconst order = decodedAccount.signedMsgOrderData.find(\n\t\t\t(order) => order.uuid.toString() === signedMsgOrderUuid.toString()\n\t\t);\n\t\tallEnvDlog('swiftClient findOrder', 'order\\n', order);\n\t\treturn order;\n\t}\n\n\tstatic async confirmSwiftOrder(\n\t\thash: string,\n\t\tconfirmDuration: number\n\t): Promise<\n\t\tClientResponse<\n\t\t\t| {\n\t\t\t\t\torderId: string;\n\t\t\t\t\tstatus: 'confirmed';\n\t\t\t  }\n\t\t\t| {\n\t\t\t\t\tstatus: 'expired';\n\t\t\t  }\n\t\t>\n\t> {\n\t\tconst expireTime = Date.now() + confirmDuration;\n\n\t\twhile (Date.now() < expireTime) {\n\t\t\tconst confirmResponse = await this.get(\n\t\t\t\t`/confirmation/hash-status?hash=${encodeURIComponent(hash)}`\n\t\t\t);\n\n\t\t\tif (confirmResponse.status === 200) {\n\t\t\t\tconsole.log('Confirmed hash: ', hash);\n\t\t\t\treturn {\n\t\t\t\t\tsuccess: true,\n\t\t\t\t\tstatus: 200,\n\t\t\t\t\tmessage: 'Confirmed hash: ' + hash,\n\t\t\t\t\tbody: {\n\t\t\t\t\t\torderId: confirmResponse.body,\n\t\t\t\t\t\tstatus: 'confirmed',\n\t\t\t\t\t},\n\t\t\t\t};\n\t\t\t} else if (\n\t\t\t\tconfirmResponse.status >= 500 ||\n\t\t\t\tconfirmResponse.status < 200\n\t\t\t) {\n\t\t\t\tbreak;\n\t\t\t}\n\t\t\tawait new Promise((resolve) => setTimeout(resolve, 1000));\n\t\t}\n\n\t\tconsole.error('Failed to confirm hash: ', hash);\n\t\treturn {\n\t\t\tsuccess: false,\n\t\t\tstatus: 408,\n\t\t\tmessage: 'Failed to confirm hash: ' + hash,\n\t\t\tbody: {\n\t\t\t\tstatus: 'expired',\n\t\t\t},\n\t\t};\n\t}\n\n\tstatic async handleSwiftOrderSubscriber(\n\t\tsubscriber: Subscriber<SwiftOrderEvent>,\n\t\tmarketIndex: number,\n\t\tmarketType: MarketType,\n\t\tmessage: string,\n\t\tsignature: Buffer,\n\t\ttakerPubkey: PublicKey,\n\t\tconfirmDuration: number,\n\t\tsigningAuthority?: PublicKey\n\t) {\n\t\t// First send the order\n\t\tconst sendResponse = await this.sendSwiftOrder(\n\t\t\tmarketIndex,\n\t\t\tmarketType,\n\t\t\tmessage,\n\t\t\tsignature,\n\t\t\ttakerPubkey,\n\t\t\tsigningAuthority\n\t\t);\n\n\t\tif (!sendResponse.success) {\n\t\t\tsubscriber.next({\n\t\t\t\ttype: 'errored',\n\t\t\t\thash: '',\n\t\t\t\tmessage: sendResponse.message,\n\t\t\t\tstatus: sendResponse.status,\n\t\t\t});\n\t\t\tsubscriber.error();\n\t\t\treturn;\n\t\t} else {\n\t\t\tsubscriber.next({\n\t\t\t\ttype: 'sent',\n\t\t\t\thash: sendResponse.body.hash,\n\t\t\t});\n\t\t}\n\n\t\tconst hash = sendResponse.body.hash;\n\n\t\t// Then confirm it\n\t\tconst confirmResponse = await this.confirmSwiftOrder(hash, confirmDuration);\n\n\t\tif (!confirmResponse.success) {\n\t\t\tsubscriber.next({\n\t\t\t\ttype: confirmResponse.body.status as 'expired',\n\t\t\t\thash,\n\t\t\t\tmessage: confirmResponse.message,\n\t\t\t\tstatus: confirmResponse.status,\n\t\t\t});\n\t\t\tsubscriber.error();\n\t\t}\n\t\tif (confirmResponse.body.status === 'confirmed') {\n\t\t\tsubscriber.next({\n\t\t\t\ttype: 'confirmed',\n\t\t\t\torderId: confirmResponse.body.orderId,\n\t\t\t\thash,\n\t\t\t});\n\t\t\tsubscriber.complete();\n\t\t}\n\t}\n\tstatic async handleSwiftOrderSubscriberWS(\n\t\tsubscriber: Subscriber<SwiftOrderEvent>,\n\t\tconnection: Connection,\n\t\tclient: DriftClient,\n\t\tmarketIndex: number,\n\t\tmarketType: MarketType,\n\t\tmessage: string,\n\t\tsignature: Buffer,\n\t\ttakerPubkey: PublicKey,\n\t\tsignedMsgUserOrdersAccountPubkey: PublicKey,\n\t\tsignedMsgOrderUuid: Uint8Array,\n\t\tconfirmDuration: number,\n\t\tsigningAuthority?: PublicKey\n\t) {\n\t\t// First send the order\n\t\tconst sendResponse = await this.sendSwiftOrder(\n\t\t\tmarketIndex,\n\t\t\tmarketType,\n\t\t\tmessage,\n\t\t\tsignature,\n\t\t\ttakerPubkey,\n\t\t\tsigningAuthority\n\t\t);\n\t\tallEnvDlog('swiftClient', 'sendResponse\\n', sendResponse);\n\n\t\tif (!sendResponse.success) {\n\t\t\tsubscriber.next({\n\t\t\t\ttype: 'errored',\n\t\t\t\thash: '',\n\t\t\t\tmessage: 'Error from swift node: ' + sendResponse.message,\n\t\t\t\tstatus: sendResponse.status,\n\t\t\t});\n\t\t\tsubscriber.error();\n\t\t\treturn;\n\t\t} else {\n\t\t\tsubscriber.next({\n\t\t\t\ttype: 'sent',\n\t\t\t\thash: sendResponse.body.hash,\n\t\t\t});\n\t\t}\n\n\t\tconst hash = sendResponse.body.hash;\n\n\t\t// Then confirm it\n\t\tconst orderID = await this.confirmSwiftOrderWS(\n\t\t\tconnection,\n\t\t\tclient,\n\t\t\tsignedMsgUserOrdersAccountPubkey,\n\t\t\tsignedMsgOrderUuid,\n\t\t\tconfirmDuration\n\t\t).catch((err) => {\n\t\t\tallEnvDlog('swiftClient', 'confirmSwiftOrderWS error', err);\n\t\t\tsubscriber.next({\n\t\t\t\ttype: 'expired',\n\t\t\t\thash,\n\t\t\t\tmessage: 'Order failed to confirm',\n\t\t\t\tstatus: 408,\n\t\t\t});\n\t\t\tsubscriber.error();\n\t\t});\n\n\t\tif (!orderID) {\n\t\t\tsubscriber.next({\n\t\t\t\ttype: 'expired',\n\t\t\t\thash,\n\t\t\t\tmessage: 'Order failed to confirm',\n\t\t\t\tstatus: 408,\n\t\t\t});\n\t\t\tsubscriber.error();\n\t\t} else {\n\t\t\tsubscriber.next({\n\t\t\t\ttype: 'confirmed',\n\t\t\t\torderId: orderID.toString(),\n\t\t\t\thash,\n\t\t\t});\n\t\t\tsubscriber.complete();\n\t\t}\n\t}\n\n\tpublic static sendAndConfirmSwiftOrder(\n\t\tmarketIndex: number,\n\t\tmarketType: MarketType,\n\t\tmessage: string,\n\t\tsignature: Buffer,\n\t\ttakerPubkey: PublicKey,\n\t\tconfirmDuration: number,\n\t\tsigningAuthority: PublicKey\n\t): Observable<SwiftOrderEvent> {\n\t\treturn new Observable<SwiftOrderEvent>((subscriber) => {\n\t\t\tthis.handleSwiftOrderSubscriber(\n\t\t\t\tsubscriber,\n\t\t\t\tmarketIndex,\n\t\t\t\tmarketType,\n\t\t\t\tmessage,\n\t\t\t\tsignature,\n\t\t\t\ttakerPubkey,\n\t\t\t\tconfirmDuration,\n\t\t\t\tsigningAuthority\n\t\t\t);\n\t\t});\n\t}\n\n\tpublic static sendAndConfirmSwiftOrderWS(\n\t\tconnection: Connection,\n\t\tclient: DriftClient,\n\t\tmarketIndex: number,\n\t\tmarketType: MarketType,\n\t\tmessage: string,\n\t\tsignature: Buffer,\n\t\ttakerPubkey: PublicKey,\n\t\tsignedMsgUserOrdersAccountPubkey: PublicKey,\n\t\tsignedMsgOrderUuid: Uint8Array,\n\t\tconfirmDuration: number,\n\t\tsigningAuthority: PublicKey\n\t): Observable<SwiftOrderEvent> {\n\t\treturn new Observable<SwiftOrderEvent>((subscriber) => {\n\t\t\tthis.handleSwiftOrderSubscriberWS(\n\t\t\t\tsubscriber,\n\t\t\t\tconnection,\n\t\t\t\tclient,\n\t\t\t\tmarketIndex,\n\t\t\t\tmarketType,\n\t\t\t\tmessage,\n\t\t\t\tsignature,\n\t\t\t\ttakerPubkey,\n\t\t\t\tsignedMsgUserOrdersAccountPubkey,\n\t\t\t\tsignedMsgOrderUuid,\n\t\t\t\tconfirmDuration,\n\t\t\t\tsigningAuthority\n\t\t\t);\n\t\t});\n\t}\n\n\tpublic static async isSwiftServerHealthy(): Promise<boolean> {\n\t\tconst response = await this.get('/health');\n\t\treturn response.status === 200;\n\t}\n\n\tprivate static getSwiftHeaders(): Record<string, string> {\n\t\treturn {\n\t\t\t'Content-Type': 'application/json',\n\t\t\t'X-Swift-Client-Consumer': this.swiftClientConsumer ?? 'default',\n\t\t};\n\t}\n\n\tpublic static isSupportedOrderType(orderType: OrderType) {\n\t\treturn this.supportedOrderTypes.includes(orderType);\n\t}\n}\n"]}

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

@@ -9,7 +9,10 @@ export declare const COMMON_UI_UTILS: {
     isAuctionEmpty: (auctionParams: AuctionParams) => boolean;
     getUIOrderTypeFromSdkOrderType: (orderType: OrderType, triggerCondition: import("@drift-labs/sdk").OrderTriggerCondition, direction: PositionDirection, oracleOffset: BigNum) => import("src/types").UIOrderTypeValue;
     getPerpAuctionDuration: (priceDiff: BN, price: BN, contractTier: import("@drift-labs/sdk").ContractTier) => number;
-    getPerpOrderParamsBitFlags: (marketIndex: number, driftClient: DriftClient, userAccount: User, quoteSize: BN, side: PositionDirection, enterHighLeverageModeBufferPct?: number) => number;
+    getPerpOrderParamsBitFlags: (marketIndex: number, driftClient: DriftClient, userAccount: User, quoteSize: BN, side: PositionDirection, highLeverageOptions?: {
+        numOfOpenHighLeverageSpots?: number;
+        enterHighLeverageModeBufferPct?: number;
+    }) => number;
     getBaseAssetSymbol: (marketName: string, removePrefix?: boolean) => string;
     getPausedOperations: (marketAccount: import("@drift-labs/sdk").SpotMarketAccount | import("@drift-labs/sdk").PerpMarketAccount) => string[];
     PerpOperationsMap: {
@@ -43,6 +46,11 @@ export declare const COMMON_UI_UTILS: {
         highLeverageMaxLeverage: number;
         hasHighLeverage: boolean;
     };
+    getMaxLeverageForMarketAccount: (marketType: MarketType, marketAccount: import("@drift-labs/sdk").SpotMarketAccount | import("@drift-labs/sdk").PerpMarketAccount) => {
+        maxLeverage: number;
+        highLeverageMaxLeverage: number;
+        hasHighLeverage: boolean;
+    };
     calculatePnlPctFromPosition: (pnl: BN, position: import("src/types").OpenPosition, marginUsed?: BN) => number;
     calculatePotentialProfit: (props: {
         currentPositionSize: BigNum;
@@ -98,12 +106,17 @@ export declare const COMMON_UI_UTILS: {
         subAccountId: number;
         authority: PublicKey;
     }) => Promise<boolean>;
+    getUserMaxLeverageForMarket: (user: User, marketIndex: number, marketLeverageDetails: {
+        regularMaxLeverage: number;
+        highLeverageMaxLeverage: number;
+        hasHighLeverage: boolean;
+    }, uiSavedMaxLeverage?: number) => number;
     abbreviateAddress: (address: string | PublicKey, length?: number) => string;
     calculateAverageEntryPrice: (quoteAssetAmount: BigNum, baseAssetAmount: BigNum) => BigNum;
     chunks: typeof chunks;
     compareSignatures: (original: string, hashed: string) => Promise<boolean>;
     createPlaceholderIWallet: (walletPubKey?: PublicKey) => IWalletV2;
-    deriveMarketOrderParams: ({ marketType, marketIndex, direction, maxLeverageSelected, maxLeverageOrderSize, baseAmount, reduceOnly, allowInfSlippage, oraclePrice, bestPrice, entryPrice, worstPrice, markPrice, auctionDuration, auctionStartPriceOffset, auctionEndPriceOffset, auctionStartPriceOffsetFrom, auctionEndPriceOffsetFrom, auctionPriceCaps, slippageTolerance, isOracleOrder, additionalEndPriceBuffer, forceUpToSlippage, }: {
+    deriveMarketOrderParams: ({ marketType, marketIndex, direction, maxLeverageSelected, maxLeverageOrderSize, baseAmount, reduceOnly, allowInfSlippage, oraclePrice, bestPrice, entryPrice, worstPrice, markPrice, auctionDuration, auctionStartPriceOffset, auctionEndPriceOffset, auctionStartPriceOffsetFrom, auctionEndPriceOffsetFrom, auctionPriceCaps, slippageTolerance, isOracleOrder, additionalEndPriceBuffer, forceUpToSlippage, bestBidPrice, bestAskPrice, ensureCrossingEndPrice, }: {
         marketType: MarketType;
         marketIndex: number;
         direction: PositionDirection;
@@ -130,6 +143,9 @@ export declare const COMMON_UI_UTILS: {
         isOracleOrder?: boolean;
         additionalEndPriceBuffer?: BN;
         forceUpToSlippage?: boolean;
+        bestBidPrice?: BN;
+        bestAskPrice?: BN;
+        ensureCrossingEndPrice?: boolean;
     }) => OptionalOrderParams & {
         constrainedBySlippage?: boolean;
     };
@@ -156,7 +172,7 @@ export declare const COMMON_UI_UTILS: {
         oraclePriceBands?: [BN, BN];
     }) => AuctionParams;
     getLpSharesAmountForQuote: (driftClient: DriftClient, marketIndex: number, quoteAmount: BN) => BigNum;
-    getMarketAuctionParams: ({ direction, startPriceFromSettings, endPriceFromSettings, limitPrice, duration, auctionStartPriceOffset, auctionEndPriceOffset, additionalEndPriceBuffer, forceUpToSlippage, }: {
+    getMarketAuctionParams: ({ direction, startPriceFromSettings, endPriceFromSettings, limitPrice, duration, auctionStartPriceOffset, auctionEndPriceOffset, additionalEndPriceBuffer, forceUpToSlippage, bestBidPrice, bestAskPrice, ensureCrossingEndPrice, }: {
         direction: PositionDirection;
         startPriceFromSettings: BN;
         endPriceFromSettings: BN;
@@ -170,6 +186,9 @@ export declare const COMMON_UI_UTILS: {
         auctionEndPriceOffset: number;
         additionalEndPriceBuffer?: BN;
         forceUpToSlippage?: boolean;
+        bestBidPrice?: BN;
+        bestAskPrice?: BN;
+        ensureCrossingEndPrice?: boolean;
     }) => AuctionParams;
     getMarketKey: (marketIndex: number, marketType: MarketType) => string;
     getMarketOrderLimitPrice: ({ direction, baselinePrice, slippageTolerance, }: {

package/lib/common-ui-utils/commonUiUtils.js

@@ -242,7 +242,7 @@ const getMarketOrderLimitPrice = ({ direction, baselinePrice, slippageTolerance,
     }
     return limitPrice;
 };
-const getMarketAuctionParams = ({ direction, startPriceFromSettings, endPriceFromSettings, limitPrice, duration, auctionStartPriceOffset, auctionEndPriceOffset, additionalEndPriceBuffer, forceUpToSlippage, }) => {
+const getMarketAuctionParams = ({ direction, startPriceFromSettings, endPriceFromSettings, limitPrice, duration, auctionStartPriceOffset, auctionEndPriceOffset, additionalEndPriceBuffer, forceUpToSlippage, bestBidPrice, bestAskPrice, ensureCrossingEndPrice, }) => {
     let auctionStartPrice;
     let auctionEndPrice;
     let constrainedBySlippage;
@@ -269,6 +269,10 @@ const getMarketAuctionParams = ({ direction, startPriceFromSettings, endPriceFro
             auctionEndPrice = auctionEndPrice.add(additionalEndPriceBuffer);
             constrainedBySlippage = limitPrice.lt(auctionEndPrice);
         }
+        // if ensureCrossingEndPrice is passed, ensure auction end price crosses bestAskPrice
+        if (ensureCrossingEndPrice && bestAskPrice) {
+            auctionEndPrice = sdk_1.BN.max(auctionEndPrice, bestAskPrice.add(auctionEndPriceBuffer));
+        }
         auctionStartPrice = sdk_1.BN.min(auctionStartPrice, auctionEndPrice);
     }
     else {
@@ -292,6 +296,10 @@ const getMarketAuctionParams = ({ direction, startPriceFromSettings, endPriceFro
             auctionEndPrice = auctionEndPrice.sub(additionalEndPriceBuffer);
             constrainedBySlippage = limitPrice.gt(auctionEndPrice);
         }
+        // if ensureCrossingEndPrice is passed, ensure auction end price crosses bestBidPrice
+        if (ensureCrossingEndPrice && bestBidPrice) {
+            auctionEndPrice = sdk_1.BN.min(auctionEndPrice, bestBidPrice.sub(auctionEndPriceBuffer));
+        }
         auctionStartPrice = sdk_1.BN.max(auctionStartPrice, auctionEndPrice);
     }
     return {
@@ -306,7 +314,7 @@ const getMarketAuctionParams = ({ direction, startPriceFromSettings, endPriceFro
  * @param param0
  * @returns
  */
-const deriveMarketOrderParams = ({ marketType, marketIndex, direction, maxLeverageSelected, maxLeverageOrderSize, baseAmount, reduceOnly, allowInfSlippage, oraclePrice, bestPrice, entryPrice, worstPrice, markPrice, auctionDuration, auctionStartPriceOffset, auctionEndPriceOffset, auctionStartPriceOffsetFrom, auctionEndPriceOffsetFrom, auctionPriceCaps, slippageTolerance, isOracleOrder, additionalEndPriceBuffer, forceUpToSlippage, }) => {
+const deriveMarketOrderParams = ({ marketType, marketIndex, direction, maxLeverageSelected, maxLeverageOrderSize, baseAmount, reduceOnly, allowInfSlippage, oraclePrice, bestPrice, entryPrice, worstPrice, markPrice, auctionDuration, auctionStartPriceOffset, auctionEndPriceOffset, auctionStartPriceOffsetFrom, auctionEndPriceOffsetFrom, auctionPriceCaps, slippageTolerance, isOracleOrder, additionalEndPriceBuffer, forceUpToSlippage, bestBidPrice, bestAskPrice, ensureCrossingEndPrice, }) => {
     const priceObject = getPriceObject({
         oraclePrice,
         markPrice,
@@ -336,6 +344,9 @@ const deriveMarketOrderParams = ({ marketType, marketIndex, direction, maxLevera
         auctionEndPriceOffset: auctionEndPriceOffset,
         additionalEndPriceBuffer,
         forceUpToSlippage,
+        bestBidPrice,
+        bestAskPrice,
+        ensureCrossingEndPrice,
     });
     let orderParams = (0, sdk_1.getMarketOrderParams)({
         marketType,
@@ -349,16 +360,12 @@ const deriveMarketOrderParams = ({ marketType, marketIndex, direction, maxLevera
     if (isOracleOrder) {
         // wont work if oracle is zero
         if (!oraclePrice.eq(sdk_1.ZERO)) {
-            // BEST (slippageLimitPrice, auctionEndPrice)
-            const oracleAuctionEndPrice = (0, sdk_1.isVariant)(direction, 'long')
-                ? sdk_1.BN.min(limitPrice, auctionParams.auctionEndPrice)
-                : sdk_1.BN.max(limitPrice, auctionParams.auctionEndPrice);
             const oracleAuctionParams = (0, sdk_1.deriveOracleAuctionParams)({
                 direction: direction,
                 oraclePrice,
                 auctionStartPrice: auctionParams.auctionStartPrice,
-                auctionEndPrice: oracleAuctionEndPrice,
-                limitPrice: oracleAuctionEndPrice,
+                auctionEndPrice: auctionParams.auctionEndPrice,
+                limitPrice: auctionParams.auctionEndPrice,
                 auctionPriceCaps: auctionPriceCaps,
             });
             orderParams = {