@drift-labs/common 1.0.13 → 1.0.16

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (81) hide show
  1. package/lib/clients/DlobWebsocketClient.d.ts +82 -0
  2. package/lib/clients/DlobWebsocketClient.js +226 -0
  3. package/lib/clients/DlobWebsocketClient.js.map +1 -0
  4. package/lib/clients/swiftClient.js +1 -0
  5. package/lib/clients/swiftClient.js.map +1 -1
  6. package/lib/common-ui-utils/commonUiUtils.d.ts +22 -3
  7. package/lib/common-ui-utils/commonUiUtils.js +15 -8
  8. package/lib/common-ui-utils/commonUiUtils.js.map +1 -1
  9. package/lib/common-ui-utils/market.d.ts +5 -0
  10. package/lib/common-ui-utils/market.js +19 -11
  11. package/lib/common-ui-utils/market.js.map +1 -1
  12. package/lib/common-ui-utils/order.d.ts +8 -1
  13. package/lib/common-ui-utils/order.js +3 -2
  14. package/lib/common-ui-utils/order.js.map +1 -1
  15. package/lib/common-ui-utils/user.d.ts +5 -0
  16. package/lib/common-ui-utils/user.js +58 -3
  17. package/lib/common-ui-utils/user.js.map +1 -1
  18. package/lib/constants/markets.d.ts +4 -0
  19. package/lib/constants/markets.js +5 -1
  20. package/lib/constants/markets.js.map +1 -1
  21. package/lib/constants/superstake.js.map +1 -1
  22. package/lib/drift/Drift/clients/AuthorityDrift/DriftL2OrderbookManager.d.ts +1 -1
  23. package/lib/drift/Drift/clients/AuthorityDrift/DriftL2OrderbookManager.js.map +1 -1
  24. package/lib/drift/Drift/clients/AuthorityDrift/index.d.ts +1 -1
  25. package/lib/drift/Drift/clients/AuthorityDrift/index.js.map +1 -1
  26. package/lib/drift/Drift/clients/CentralServerDrift/index.d.ts +3 -2
  27. package/lib/drift/Drift/clients/CentralServerDrift/index.js +52 -49
  28. package/lib/drift/Drift/clients/CentralServerDrift/index.js.map +1 -1
  29. package/lib/drift/Drift/data/PollingDlob.d.ts +1 -1
  30. package/lib/drift/Drift/data/PollingDlob.js.map +1 -1
  31. package/lib/drift/base/actions/trade/editOrder.d.ts +3 -0
  32. package/lib/drift/base/actions/trade/editOrder.js.map +1 -1
  33. package/lib/drift/base/actions/trade/index.d.ts +1 -0
  34. package/lib/drift/base/actions/trade/index.js +1 -0
  35. package/lib/drift/base/actions/trade/index.js.map +1 -1
  36. package/lib/drift/base/actions/trade/margin.d.ts +24 -0
  37. package/lib/drift/base/actions/trade/margin.js +48 -0
  38. package/lib/drift/base/actions/trade/margin.js.map +1 -0
  39. package/lib/drift/base/actions/trade/openPerpOrder/auction.d.ts +3 -1
  40. package/lib/drift/base/actions/trade/openPerpOrder/auction.js +2 -2
  41. package/lib/drift/base/actions/trade/openPerpOrder/auction.js.map +1 -1
  42. package/lib/drift/base/actions/trade/openPerpOrder/dlobServer/index.d.ts +2 -6
  43. package/lib/drift/base/actions/trade/openPerpOrder/dlobServer/index.js.map +1 -1
  44. package/lib/drift/base/actions/trade/openPerpOrder/openPerpMarketOrder/index.d.ts +6 -3
  45. package/lib/drift/base/actions/trade/openPerpOrder/openPerpMarketOrder/index.js +6 -6
  46. package/lib/drift/base/actions/trade/openPerpOrder/openPerpMarketOrder/index.js.map +1 -1
  47. package/lib/drift/base/actions/trade/openPerpOrder/openPerpNonMarketOrder/index.d.ts +2 -0
  48. package/lib/drift/base/actions/trade/openPerpOrder/openPerpNonMarketOrder/index.js +3 -2
  49. package/lib/drift/base/actions/trade/openPerpOrder/openPerpNonMarketOrder/index.js.map +1 -1
  50. package/lib/drift/base/actions/trade/openPerpOrder/openSwiftOrder/index.js +2 -1
  51. package/lib/drift/base/actions/trade/openPerpOrder/openSwiftOrder/index.js.map +1 -1
  52. package/lib/drift/base/actions/trade/swap.d.ts +18 -11
  53. package/lib/drift/base/actions/trade/swap.js +40 -17
  54. package/lib/drift/base/actions/trade/swap.js.map +1 -1
  55. package/lib/index.d.ts +1 -0
  56. package/lib/index.js +1 -0
  57. package/lib/index.js.map +1 -1
  58. package/lib/utils/MultiplexWebSocket.d.ts +4 -2
  59. package/lib/utils/MultiplexWebSocket.js +18 -9
  60. package/lib/utils/MultiplexWebSocket.js.map +1 -1
  61. package/lib/utils/ResultSlotIncrementer.d.ts +31 -0
  62. package/lib/utils/ResultSlotIncrementer.js +83 -0
  63. package/lib/utils/ResultSlotIncrementer.js.map +1 -0
  64. package/lib/utils/index.d.ts +3 -1
  65. package/lib/utils/index.js +7 -1
  66. package/lib/utils/index.js.map +1 -1
  67. package/lib/utils/math.js +1 -1
  68. package/lib/utils/math.js.map +1 -1
  69. package/lib/utils/orderbook/constants.d.ts +2 -0
  70. package/lib/utils/orderbook/constants.js +5 -0
  71. package/lib/utils/orderbook/constants.js.map +1 -0
  72. package/lib/utils/orderbook/index.d.ts +38 -59
  73. package/lib/utils/orderbook/index.js +285 -1
  74. package/lib/utils/orderbook/index.js.map +1 -1
  75. package/lib/utils/orderbook/types.d.ts +101 -0
  76. package/lib/utils/orderbook/types.js +9 -0
  77. package/lib/utils/orderbook/types.js.map +1 -0
  78. package/lib/utils/signedMsgs.d.ts +1 -0
  79. package/lib/utils/signedMsgs.js +10 -0
  80. package/lib/utils/signedMsgs.js.map +1 -0
  81. package/package.json +1 -1
package/lib/utils/index.js.map CHANGED
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'']: {},\n\t};\n}\n\nfunction enumToStr(enumStr: Record<string, any>) {\n\treturn Object.keys(enumStr ?? {})?.[0];\n}\n\nexport const ENUM_UTILS = {\n\tmatch: matchEnum,\n\ttoObj: enumToObj,\n\ttoStr: enumToStr,\n};\n\nexport async function sleep(ms) {\n\treturn new Promise((resolve) => setTimeout(resolve, ms));\n}\nconst getStringifiableObjectEntry = (value: any): [any, string] => {\n\t// If BN\n\t// if (value instanceof BN) { /* This method would be much safer but don't think it's possible to ensure that instances of classes match when they're in different npm packages */\n\tif (Object.keys(value).sort().join(',') === 'length,negative,red,words') {\n\t\treturn [value.toString(), '_bgnm_'];\n\t}\n\n\t// If PublicKey\n\t// if (value instanceof PublicKey) { { /* This method would be much safer but don't think it's possible to ensure that instances of classes match when they're in different npm packages */\n\tif (Object.keys(value).sort().join(',') === '_bn') {\n\t\treturn [value.toString(), '_pbky_'];\n\t}\n\n\tif (typeof value === 'object') {\n\t\treturn [encodeStringifiableObject(value), ''];\n\t}\n\n\treturn [value, ''];\n};\n\n/**\n * Converts an objects with potential Pubkeys and BNs in it into a form that can be JSON stringified. When pubkeys get converted a _pbky_ suffix will be added to their key, and _bgnm_ for BNs.\n *\n * e.g.\n * input : {\n * QuoteAmount: BN\n * }\n *\n * output: {\n * _bgnm_QuoteAmount: string\n * }\n * @param value\n * @returns\n */\nexport const encodeStringifiableObject = (value: any) => {\n\tif (typeof value !== 'object') return value;\n\n\tif (Array.isArray(value)) {\n\t\treturn value.map((entry) => encodeStringifiableObject(entry));\n\t}\n\n\tconst buildJsonObject = {};\n\n\tif (!value) return value;\n\n\tObject.entries(value).forEach(([key, val]) => {\n\t\tconst [convertedVal, keyTag] = getStringifiableObjectEntry(val);\n\t\tbuildJsonObject[`${keyTag}${key}`] = convertedVal;\n\t});\n\n\treturn buildJsonObject;\n};\n\n/**\n * Converts a parsed object with potential Pubkeys and BNs in it (in string form) to their proper form. Pubkey values must have a key starting in _pbky_ and BN values must have a key starting in _bnnm_\n *\n * * e.g.\n * input : {\n * _bgnm_QuoteAmount: string\n * }\n *\n * output: {\n * QuoteAmount: BN\n * }\n * @param value\n * @returns\n */\nexport const decodeStringifiableObject = (value: any) => {\n\tif (typeof value !== 'object') return value;\n\n\tif (Array.isArray(value)) {\n\t\treturn value.map((entry) => decodeStringifiableObject(entry));\n\t}\n\n\tconst buildJsonObject = {};\n\n\tObject.entries(value)\n\t\t.filter((val) => val != undefined && val != null)\n\t\t.forEach(([key, val]) => {\n\t\t\tif (key.match(/^_pbky_/)) {\n\t\t\t\tbuildJsonObject[key.replace('_pbky_', '')] = new PublicKey(val);\n\t\t\t\treturn;\n\t\t\t}\n\n\t\t\tif (key.match(/^_bgnm_/)) {\n\t\t\t\tbuildJsonObject[key.replace('_bgnm_', '')] = new BN(val as string);\n\t\t\t\treturn;\n\t\t\t}\n\n\t\t\tif (typeof val === 'object' && val != undefined && val != null) {\n\t\t\t\tbuildJsonObject[key] = decodeStringifiableObject(val);\n\t\t\t\treturn;\n\t\t\t}\n\n\t\t\tbuildJsonObject[key] = val;\n\t\t});\n\n\treturn buildJsonObject;\n};\n\nconst getChronologicalValueForOrderAction = (action: OrderAction) => {\n\treturn matchEnum(action, OrderAction.PLACE)\n\t\t? 0\n\t\t: matchEnum(action, OrderAction.FILL)\n\t\t? 1\n\t\t: 2;\n};\n\n/**\n * Returns 1 if the first Order is chronologically later than the second Order, -1 if before, 0 if equal\n * @param orderA\n * @param orderB\n * @returns\n */\nexport const getSortScoreForOrderRecords = (\n\torderA: { slot: number },\n\torderB: { slot: number }\n) => {\n\tif (orderA.slot !== orderB.slot) {\n\t\treturn orderA.slot > orderB.slot ? 1 : -1;\n\t}\n\n\treturn 0;\n};\n\nexport const getTradeInfoFromActionRecord = (\n\tactionRecord: PartialUISerializableOrderActionRecord\n) => {\n\treturn {\n\t\tts: actionRecord.ts,\n\t\tbaseAssetAmount: actionRecord.taker\n\t\t\t? actionRecord.takerOrderBaseAssetAmount\n\t\t\t: actionRecord.makerOrderBaseAssetAmount,\n\t\tbaseAssetAmountFilled: actionRecord.taker\n\t\t\t? actionRecord.takerOrderCumulativeBaseAssetAmountFilled\n\t\t\t: actionRecord.makerOrderCumulativeBaseAssetAmountFilled,\n\t\tquoteAssetAmountFilled: actionRecord.taker\n\t\t\t? actionRecord.takerOrderCumulativeQuoteAssetAmountFilled\n\t\t\t: actionRecord.makerOrderCumulativeQuoteAssetAmountFilled,\n\t};\n};\n\nexport type PartialOrderActionRecord =\n\t| PartialUISerializableOrderActionRecord\n\t| PartialOrderActionEventRecord;\n\nexport type PartialUISerializableOrderActionRecord = Pick<\n\tUISerializableOrderActionRecord,\n\t| 'quoteAssetAmountFilled'\n\t| 'baseAssetAmountFilled'\n\t| 'ts'\n\t| 'slot'\n\t| 'action'\n\t| 'fillRecordId'\n\t| 'taker'\n\t| 'takerOrderBaseAssetAmount'\n\t| 'makerOrderBaseAssetAmount'\n\t| 'takerOrderCumulativeBaseAssetAmountFilled'\n\t| 'makerOrderCumulativeBaseAssetAmountFilled'\n\t| 'takerOrderCumulativeQuoteAssetAmountFilled'\n\t| 'makerOrderCumulativeQuoteAssetAmountFilled'\n\t| 'oraclePrice'\n>;\n\nexport type PartialOrderActionEventRecord = Pick<\n\tEvent<OrderActionRecord>,\n\t| 'quoteAssetAmountFilled'\n\t| 'baseAssetAmountFilled'\n\t| 'ts'\n\t| 'slot'\n\t| 'action'\n\t| 'fillRecordId'\n\t| 'taker'\n\t| 'takerOrderBaseAssetAmount'\n\t| 'makerOrderBaseAssetAmount'\n\t| 'takerOrderCumulativeBaseAssetAmountFilled'\n\t| 'makerOrderCumulativeBaseAssetAmountFilled'\n\t| 'takerOrderCumulativeQuoteAssetAmountFilled'\n\t| 'makerOrderCumulativeQuoteAssetAmountFilled'\n>;\n\n/**\n * Returns 1 if the first Order is chronologically later than the second Order, -1 if before, 0 if equal\n * @param orderA\n * @param orderB\n * @returns\n */\nexport const getSortScoreForOrderActionRecords = (\n\torderA: PartialOrderActionRecord,\n\torderB: PartialOrderActionRecord\n) => {\n\tif (orderA.slot !== orderB.slot) {\n\t\treturn orderA.slot > orderB.slot ? 1 : -1;\n\t}\n\n\tif (!matchEnum(orderA.action, orderB.action)) {\n\t\t// @ts-ignore\n\t\tconst orderAActionVal = getChronologicalValueForOrderAction(orderA.action);\n\t\t// @ts-ignore\n\t\tconst orderBActionVal = getChronologicalValueForOrderAction(orderB.action);\n\n\t\treturn orderAActionVal > orderBActionVal ? 1 : -1;\n\t}\n\t// @ts-ignore\n\tif (orderA.fillRecordId && orderB.fillRecordId) {\n\t\tif (!orderA.fillRecordId.eq(orderB.fillRecordId)) {\n\t\t\t// @ts-ignore\n\t\t\treturn orderA.fillRecordId.gt(orderB.fillRecordId) ? 1 : -1;\n\t\t}\n\t}\n\n\treturn 0;\n};\n\nexport const sortUIMatchedOrderRecordAndAction = (\n\trecords: UIMatchedOrderRecordAndAction[],\n\tdirection: 'asc' | 'desc' = 'desc'\n) => {\n\tconst ascSortedRecords = records.sort((a, b) =>\n\t\tgetSortScoreForOrderActionRecords(a.actionRecord, b.actionRecord)\n\t);\n\n\treturn direction === 'desc' ? ascSortedRecords.reverse() : ascSortedRecords;\n};\n\nexport const sortUIOrderActionRecords = (\n\trecords: PartialUISerializableOrderActionRecord[],\n\tdirection: 'asc' | 'desc' = 'desc'\n) => {\n\tconst ascSortedRecords = records.sort(getSortScoreForOrderActionRecords);\n\n\treturn direction === 'desc' ? ascSortedRecords.reverse() : ascSortedRecords;\n};\n\nexport const sortUIOrderRecords = <T extends { slot: number }>(\n\trecords: T[],\n\tdirection: 'asc' | 'desc' = 'desc'\n) => {\n\tconst ascSortedRecords = records.sort(getSortScoreForOrderRecords);\n\n\treturn direction === 'desc' ? ascSortedRecords.reverse() : ascSortedRecords;\n};\n\nexport const sortOrderRecords = (\n\trecords: Event<OrderRecord>[],\n\tdirection: 'asc' | 'desc' = 'desc'\n) => {\n\tconst ascSortedRecords = records.sort(getSortScoreForOrderRecords);\n\n\treturn direction === 'desc' ? ascSortedRecords.reverse() : ascSortedRecords;\n};\n\nexport const getLatestOfTwoUIOrderRecords = <T extends { slot: number }>(\n\torderA: T,\n\torderB: T\n) => {\n\treturn getSortScoreForOrderRecords(orderA, orderB) === 1 ? orderA : orderB;\n};\n\nexport const getLatestOfTwoOrderRecords = <T extends { slot: number }>(\n\torderA: T,\n\torderB: T\n) => {\n\treturn getSortScoreForOrderRecords(orderA, orderB) === 1 ? orderA : orderB;\n};\n\nexport const getUIOrderRecordsLaterThanTarget = <T extends { slot: number }>(\n\ttarget: T,\n\trecords: T[]\n) =>\n\trecords.filter(\n\t\t(record) => getLatestOfTwoUIOrderRecords(record, target) === record\n\t);\n\n// Trade records are order records which have been filled\nexport const orderActionRecordIsTrade = (orderRecord: OrderActionRecord) =>\n\torderRecord.baseAssetAmountFilled.gt(ZERO) &&\n\t// @ts-ignore\n\tmatchEnum(orderRecord.action, OrderAction.FILL) &&\n\ttrue;\n\nexport const uiOrderActionRecordIsTrade = (\n\torderRecord: UISerializableOrderActionRecord\n) =>\n\torderRecord.baseAssetAmountFilled.gtZero() &&\n\tmatchEnum(orderRecord.action, OrderAction.FILL) &&\n\ttrue;\n\n// Trade records are order records which have been filled\nexport const filterTradeRecordsFromOrderActionRecords = (\n\torderRecords: OrderActionRecord[]\n): OrderActionRecord[] => orderRecords.filter(orderActionRecordIsTrade);\n\n// Trade records are order records which have been filled\nexport const filterTradeRecordsFromUIOrderRecords = (\n\torderRecords: UISerializableOrderActionRecord[]\n): UISerializableOrderActionRecord[] =>\n\torderRecords.filter(uiOrderActionRecordIsTrade);\n\n/**\n * Returns the average price for a given base amount and quote amount.\n * @param quoteAmount\n * @param baseAmount\n * @returns PRICE_PRECISION\n */\nexport const getPriceForBaseAndQuoteAmount = (\n\tquoteAmount: BN,\n\tbaseAmount: BN\n) => {\n\treturn quoteAmount\n\t\t.mul(PRICE_PRECISION)\n\t\t.mul(BASE_PRECISION)\n\t\t.div(QUOTE_PRECISION)\n\t\t.div(BigNum.from(baseAmount, BASE_PRECISION_EXP).val);\n};\n\nexport const getPriceForOrderRecord = (\n\torderRecord: Pick<\n\t\tOrderActionRecord,\n\t\t'quoteAssetAmountFilled' | 'baseAssetAmountFilled'\n\t>\n) => {\n\treturn getPriceForBaseAndQuoteAmount(\n\t\t// @ts-ignore\n\t\torderRecord.quoteAssetAmountFilled,\n\t\t// @ts-ignore\n\t\torderRecord.baseAssetAmountFilled\n\t);\n};\n\nexport const getPriceForUIOrderRecord = (\n\torderRecord: Pick<\n\t\tUISerializableOrderActionRecord,\n\t\t'quoteAssetAmountFilled' | 'baseAssetAmountFilled'\n\t>\n) => {\n\treturn orderRecord.quoteAssetAmountFilled\n\t\t.shiftTo(AMM_RESERVE_PRECISION_EXP)\n\t\t.shift(PRICE_PRECISION_EXP)\n\t\t.div(orderRecord.baseAssetAmountFilled.shiftTo(BASE_PRECISION_EXP))\n\t\t.shiftTo(PRICE_PRECISION_EXP);\n};\n\nexport const orderIsNull = (\n\torder: UISerializableOrderActionRecord | Event<OrderActionRecord>,\n\tside: 'taker' | 'maker'\n) => {\n\treturn side === 'taker' ? !order.taker : !order.maker;\n};\n\nexport const getAnchorEnumString = (enumVal: Record<string, unknown>) => {\n\treturn Object.keys(enumVal)[0];\n};\nexport class Ref<T> {\n\tpublic val: T;\n\n\tconstructor(val: T) {\n\t\tthis.val = val;\n\t}\n\n\tset(val: T) {\n\t\tthis.val = val;\n\t}\n\n\tget() {\n\t\treturn this.val;\n\t}\n}\n\nexport class Counter {\n\tprivate val = 0;\n\n\tget() {\n\t\treturn this.val;\n\t}\n\n\tincrement(value = 1) {\n\t\tthis.val += value;\n\t}\n\n\treset() {\n\t\tthis.val = 0;\n\t}\n}\n\n/**\n * A class which allows a group of switches to seperately turn a multiswitch on or off. The base state is the state of the \"multiswitch\" when all of the constituent switches are off. When any of the switches are \"on\" then the multiswitch flips to the opposite state\n *\n * If baseState is on => any switch being \"on\" will turn the multiswitch off.\n * If baseState is off => any switch being \"off\" will turn the multiswitch off.\n */\nexport class MultiSwitch {\n\tprivate switches: string[] = [];\n\tprivate switchValue = 0;\n\n\tconstructor(private baseState: 'on' | 'off' = 'off') {}\n\n\tprivate getSwitchKey(key: string) {\n\t\t// If first time using switch, add to list of switches\n\t\tif (!this.switches.includes(key)) {\n\t\t\tthis.switches.push(key);\n\t\t}\n\n\t\tconst switchIndex = this.switches.indexOf(key);\n\n\t\treturn 2 ** switchIndex;\n\t}\n\n\tpublic switchOn(key: string) {\n\t\tif (this.baseState === 'on') {\n\t\t\tthis._switchOff(key);\n\t\t\treturn;\n\t\t}\n\t\tthis._switchOn(key);\n\t}\n\n\tpublic switchOff(key: string) {\n\t\tif (this.baseState === 'on') {\n\t\t\tthis._switchOn(key);\n\t\t\treturn;\n\t\t}\n\t\tthis._switchOff(key);\n\t}\n\n\tprivate _switchOff(key: string) {\n\t\tconst switchKey = this.getSwitchKey(key);\n\n\t\tthis.switchValue &= ~switchKey;\n\t}\n\n\tprivate _switchOn(key: string) {\n\t\tconst switchKey = this.getSwitchKey(key);\n\n\t\tthis.switchValue |= switchKey;\n\t}\n\n\tpublic get isOn() {\n\t\t// When the base state is on, then if any switch is on the multi-switch is off\n\t\tif (this.baseState === 'on') {\n\t\t\treturn this.switchValue === 0;\n\t\t}\n\n\t\tif (this.baseState === 'off') {\n\t\t\treturn this.switchValue > 0;\n\t\t}\n\t}\n}\n\n/**\n * Returns the quote amount of the current open interest for a market, using the current oracle price\n * @param marketIndex\n * @param marketType\n * @param driftClient\n * @returns\n */\nconst getCurrentOpenInterestForMarket = (\n\tmarketIndex: number,\n\tmarketType: MarketType,\n\tdriftClient: DriftClient\n) => {\n\tif (ENUM_UTILS.match(marketType, MarketType.PERP)) {\n\t\tconst market = driftClient.getPerpMarketAccount(marketIndex);\n\t\tconst OI = BigNum.from(\n\t\t\tmarket.amm.baseAssetAmountLong.add(market.amm.baseAssetAmountShort.abs()),\n\t\t\tBASE_PRECISION_EXP\n\t\t);\n\n\t\tconst priceData = driftClient.getOraclePriceDataAndSlot(\n\t\t\tmarket.amm.oracle,\n\t\t\tmarket.amm.oracleSource\n\t\t);\n\n\t\tconst price = BigNum.from(priceData.data.price, PRICE_PRECISION_EXP);\n\n\t\tconst quoteOIforMarket = price.toNum() * OI.toNum();\n\n\t\treturn quoteOIforMarket;\n\t} else {\n\t\tthrow new Error('Invalid market type for Open Interest calculation');\n\t}\n};\n\n/**\n * Gets the deposit APR for a spot market, in percent\n * @param marketIndex\n * @param marketType\n * @param driftClient\n * @returns\n */\nconst getDepositAprForMarket = (\n\tmarketIndex: number,\n\tmarketType: MarketType,\n\tdriftClient: DriftClient\n) => {\n\tif (ENUM_UTILS.match(marketType, MarketType.SPOT)) {\n\t\tconst marketAccount = driftClient.getSpotMarketAccount(marketIndex);\n\n\t\tconst depositApr = BigNum.from(\n\t\t\tcalculateDepositRate(marketAccount),\n\t\t\tSPOT_MARKET_RATE_PRECISION_EXP\n\t\t);\n\n\t\tconst depositAprPct = depositApr.toNum() * 100;\n\n\t\treturn depositAprPct;\n\t} else {\n\t\tthrow new Error('Invalid market type for Deposit APR calculation');\n\t}\n};\n\n/**\n * Get's the borrow APR for a spot market, in percent\n * @param marketIndex\n * @param marketType\n * @param driftClient\n * @returns\n */\nconst getBorrowAprForMarket = (\n\tmarketIndex: number,\n\tmarketType: MarketType,\n\tdriftClient: DriftClient\n) => {\n\tif (ENUM_UTILS.match(marketType, MarketType.SPOT)) {\n\t\tconst marketAccount = driftClient.getSpotMarketAccount(marketIndex);\n\n\t\tconst depositApr = BigNum.from(\n\t\t\tcalculateBorrowRate(marketAccount),\n\t\t\tSPOT_MARKET_RATE_PRECISION_EXP\n\t\t);\n\n\t\tconst depositAprPct = depositApr.toNum() * 100;\n\n\t\treturn depositAprPct;\n\t} else {\n\t\tthrow new Error('Invalid market type for Borrow APR calculation');\n\t}\n};\n\nconst getTotalBorrowsForMarket = (\n\tmarket: SpotMarketConfig,\n\tdriftClient: DriftClient\n) => {\n\tconst marketAccount = driftClient.getSpotMarketAccount(market.marketIndex);\n\n\tconst totalBorrowsTokenAmount = getTokenAmount(\n\t\tmarketAccount.borrowBalance,\n\t\tdriftClient.getSpotMarketAccount(marketAccount.marketIndex),\n\t\tSpotBalanceType.BORROW\n\t);\n\n\tconst totalBorrowsAmountBigNum = BigNum.from(\n\t\ttotalBorrowsTokenAmount,\n\t\tmarket.precisionExp\n\t);\n\n\tconst priceData = driftClient.getOraclePriceDataAndSlot(\n\t\tmarketAccount.oracle,\n\t\tmarketAccount.oracleSource\n\t);\n\n\tconst price = BigNum.from(priceData.data.price, PRICE_PRECISION_EXP);\n\n\tconst totalBorrowsQuote = price.toNum() * totalBorrowsAmountBigNum.toNum();\n\n\treturn Number(totalBorrowsQuote.toFixed(2));\n};\n\nconst getTotalDepositsForMarket = (\n\tmarket: SpotMarketConfig,\n\tdriftClient: DriftClient\n) => {\n\tconst marketAccount = driftClient.getSpotMarketAccount(market.marketIndex);\n\n\tconst totalDepositsTokenAmount = getTokenAmount(\n\t\tmarketAccount.depositBalance,\n\t\tmarketAccount,\n\t\tSpotBalanceType.DEPOSIT\n\t);\n\n\tconst totalDepositsTokenAmountBigNum = BigNum.from(\n\t\ttotalDepositsTokenAmount,\n\t\tmarket.precisionExp\n\t);\n\n\tconst priceData = driftClient.getOraclePriceDataAndSlot(\n\t\tmarketAccount.oracle,\n\t\tmarketAccount.oracleSource\n\t);\n\n\tconst price = BigNum.from(priceData.data.price, PRICE_PRECISION_EXP);\n\n\tconst totalDepositsBase = totalDepositsTokenAmountBigNum.toNum();\n\tconst totalDepositsQuote =\n\t\tprice.toNum() * totalDepositsTokenAmountBigNum.toNum();\n\n\treturn {\n\t\ttotalDepositsBase,\n\t\ttotalDepositsQuote,\n\t};\n};\n\n/**\n * Check if numbers divide exactly, accounting for floating point division annoyingness\n * @param numerator\n * @param denominator\n * @returns\n */\nconst dividesExactly = (numerator: number, denominator: number) => {\n\tconst division = numerator / denominator;\n\tconst remainder = division % 1;\n\n\tif (remainder === 0) return true;\n\n\t// Because of floating point weirdness, we're just going to assume that if the remainder after dividing is less than 1/10^6 then the numbers do divide exactly\n\tif (Math.abs(remainder - 1) < 1 / 10 ** 6) return true;\n\n\treturn false;\n};\n\nconst toSnakeCase = (str: string): string =>\n\tstr.replace(/[^\\w]/g, '_').toLowerCase();\n\nconst toCamelCase = (str: string): string => {\n\tconst words = str.split(/[_\\-\\s]+/); // split on underscores, hyphens, and spaces\n\tconst firstWord = words[0].toLowerCase();\n\tconst restWords = words\n\t\t.slice(1)\n\t\t.map((word) => word.charAt(0).toUpperCase() + word.slice(1).toLowerCase());\n\treturn [firstWord, ...restWords].join('');\n};\n\nexport const aprFromApy = (apy: number, compoundsPerYear: number) => {\n\tconst compoundedAmount = 1 + apy * 0.01;\n\tconst estimatedApr =\n\t\t(Math.pow(compoundedAmount, 1 / compoundsPerYear) - 1) * compoundsPerYear;\n\n\treturn estimatedApr * 100;\n};\n\n/**\n * Helper utility to get a sort score for \"tiered\" parameters.\n *\n * Example: Want to sort students by Grade, but fall back to using Age if they are equal. This method will accept an array for each student of [grade, age] and return the appropriate sort score for each.\n *\n * @param aScores\n * @param bScores\n * @returns\n */\nexport const getTieredSortScore = (aScores: number[], bScores: number[]) => {\n\tconst maxIndex = Math.max(aScores.length, bScores.length);\n\n\tfor (let i = 0; i < maxIndex; i++) {\n\t\tconst aScore = aScores[i] ?? Number.MIN_SAFE_INTEGER;\n\t\tconst bScore = bScores[i] ?? Number.MIN_SAFE_INTEGER;\n\n\t\tif (aScore !== bScore) return aScore - bScore;\n\t}\n\n\treturn 0;\n};\n\nconst normalizeBaseAssetSymbol = (symbol: string) => {\n\treturn symbol.replace(/^1M/, '');\n};\n\n/**\n * Returns the number of standard deviations between a target value and the history of values to compare it to.\n * @param target\n * @param previousValues\n * @returns\n */\nconst calculateZScore = (target: number, previousValues: number[]): number => {\n\tconst meanValue = calculateMean(previousValues);\n\tconst standardDeviationValue = calculateStandardDeviation(\n\t\tpreviousValues,\n\t\tmeanValue\n\t);\n\n\tconst zScore = (target - meanValue) / standardDeviationValue;\n\treturn zScore;\n};\n\nconst calculateMean = (numbers: number[]): number => {\n\tconst sum = numbers.reduce((total, num) => total + num, 0);\n\treturn sum / numbers.length;\n};\n\nconst calculateMedian = (numbers: number[]): number => {\n\tconst sortedNumbers = numbers.sort();\n\tconst middleIndex = Math.floor(sortedNumbers.length / 2);\n\tif (sortedNumbers.length % 2 === 0) {\n\t\treturn (sortedNumbers[middleIndex - 1] + sortedNumbers[middleIndex]) / 2;\n\t} else {\n\t\treturn sortedNumbers[middleIndex];\n\t}\n};\n\nconst calculateStandardDeviation = (\n\tnumbers: number[],\n\tmean: number\n): number => {\n\tconst squaredDifferences = numbers.map((num) => Math.pow(num - mean, 2));\n\tconst sumSquaredDifferences = squaredDifferences.reduce(\n\t\t(total, diff) => total + diff,\n\t\t0\n\t);\n\tconst variance = sumSquaredDifferences / numbers.length;\n\treturn Math.sqrt(variance);\n};\n\nconst glueArray = <T>(size: number, elements: T[]): T[][] => {\n\tconst gluedElements: T[][] = [];\n\n\telements.forEach((element, index) => {\n\t\tconst gluedIndex = Math.floor(index / size);\n\t\tif (gluedElements[gluedIndex]) {\n\t\t\tgluedElements[gluedIndex].push(element);\n\t\t} else {\n\t\t\tgluedElements[gluedIndex] = [element];\n\t\t}\n\t});\n\n\treturn gluedElements;\n};\n\nconst bnMin = (numbers: BN[]): BN => {\n\tlet min = numbers[0];\n\tfor (let i = 1; i < numbers.length; i++) {\n\t\tif (numbers[i].lt(min)) {\n\t\t\tmin = numbers[i];\n\t\t}\n\t}\n\treturn min;\n};\n\nconst bnMax = (numbers: BN[]): BN => {\n\tlet max = numbers[0];\n\tfor (let i = 1; i < numbers.length; i++) {\n\t\tif (numbers[i].gt(max)) {\n\t\t\tmax = numbers[i];\n\t\t}\n\t}\n\treturn max;\n};\n\nconst bnMedian = (numbers: BN[]): BN => {\n\tconst sortedNumbers = numbers.sort((a, b) => a.cmp(b));\n\tconst middleIndex = Math.floor(sortedNumbers.length / 2);\n\tif (sortedNumbers.length % 2 === 0) {\n\t\treturn sortedNumbers[middleIndex - 1]\n\t\t\t.add(sortedNumbers[middleIndex])\n\t\t\t.div(new BN(2));\n\t} else {\n\t\treturn sortedNumbers[middleIndex];\n\t}\n};\n\nconst bnMean = (numbers: BN[]): BN => {\n\tlet sum = new BN(0);\n\tfor (let i = 0; i < numbers.length; i++) {\n\t\tsum = sum.add(numbers[i]);\n\t}\n\treturn sum.div(new BN(numbers.length));\n};\n\nconst timedPromise = async <T>(promise: T) => {\n\tconst start = Date.now();\n\tconst promiseResult = await promise;\n\n\treturn {\n\t\tpromiseTime: Date.now() - start,\n\t\tpromiseResult,\n\t};\n};\n\nconst chunks = <T>(array: readonly T[], size: number): T[][] => {\n\treturn new Array(Math.ceil(array.length / size))\n\t\t.fill(null)\n\t\t.map((_, index) => index * size)\n\t\t.map((begin) => array.slice(begin, begin + size));\n};\n\nconst getMultipleAccountsInfoChunked = async (\n\tconnection: Connection,\n\taccounts: PublicKey[]\n): Promise<(AccountInfo<Buffer> | null)[]> => {\n\tconst accountChunks = chunks(accounts, 100); // 100 is limit for getMultipleAccountsInfo\n\tconst responses = await Promise.all(\n\t\taccountChunks.map((chunk) => connection.getMultipleAccountsInfo(chunk))\n\t);\n\treturn responses.flat();\n};\n\nexport const COMMON_UTILS = {\n\tgetIfVaultBalance,\n\tgetIfStakingVaultApr,\n\tgetCurrentOpenInterestForMarket,\n\tgetDepositAprForMarket,\n\tgetBorrowAprForMarket,\n\tgetTotalBorrowsForMarket,\n\tgetTotalDepositsForMarket,\n\tdividesExactly,\n\ttoSnakeCase,\n\ttoCamelCase,\n\tgetTieredSortScore,\n\tnormalizeBaseAssetSymbol,\n\tcalculateZScore,\n\tglueArray,\n\ttimedPromise,\n\tchunks,\n\tgetMultipleAccountsInfoChunked,\n\tMATH: {\n\t\tNUM: {\n\t\t\tmean: calculateMean,\n\t\t\tmedian: calculateMedian,\n\t\t},\n\t\tBN: {\n\t\t\tbnMax,\n\t\t\tbnMin,\n\t\t\tbnMean,\n\t\t\tbnMedian,\n\t\t},\n\t},\n};\n"]}
1
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'']: {},\n\t};\n}\n\nfunction enumToStr(enumStr: Record<string, any>) {\n\treturn Object.keys(enumStr ?? {})?.[0];\n}\n\nexport const ENUM_UTILS = {\n\tmatch: matchEnum,\n\ttoObj: enumToObj,\n\ttoStr: enumToStr,\n};\n\nexport async function sleep(ms) {\n\treturn new Promise((resolve) => setTimeout(resolve, ms));\n}\nconst getStringifiableObjectEntry = (value: any): [any, string] => {\n\t// If BN\n\t// if (value instanceof BN) { /* This method would be much safer but don't think it's possible to ensure that instances of classes match when they're in different npm packages */\n\tif (Object.keys(value).sort().join(',') === 'length,negative,red,words') {\n\t\treturn [value.toString(), '_bgnm_'];\n\t}\n\n\t// If PublicKey\n\t// if (value instanceof PublicKey) { { /* This method would be much safer but don't think it's possible to ensure that instances of classes match when they're in different npm packages */\n\tif (Object.keys(value).sort().join(',') === '_bn') {\n\t\treturn [value.toString(), '_pbky_'];\n\t}\n\n\tif (typeof value === 'object') {\n\t\treturn [encodeStringifiableObject(value), ''];\n\t}\n\n\treturn [value, ''];\n};\n\n/**\n * Converts an objects with potential Pubkeys and BNs in it into a form that can be JSON stringified. When pubkeys get converted a _pbky_ suffix will be added to their key, and _bgnm_ for BNs.\n *\n * e.g.\n * input : {\n * QuoteAmount: BN\n * }\n *\n * output: {\n * _bgnm_QuoteAmount: string\n * }\n * @param value\n * @returns\n */\nexport const encodeStringifiableObject = (value: any) => {\n\tif (typeof value !== 'object') return value;\n\n\tif (Array.isArray(value)) {\n\t\treturn value.map((entry) => encodeStringifiableObject(entry));\n\t}\n\n\tconst buildJsonObject = {};\n\n\tif (!value) return value;\n\n\tObject.entries(value).forEach(([key, val]) => {\n\t\tconst [convertedVal, keyTag] = getStringifiableObjectEntry(val);\n\t\tbuildJsonObject[`${keyTag}${key}`] = convertedVal;\n\t});\n\n\treturn buildJsonObject;\n};\n\n/**\n * Converts a parsed object with potential Pubkeys and BNs in it (in string form) to their proper form. Pubkey values must have a key starting in _pbky_ and BN values must have a key starting in _bnnm_\n *\n * * e.g.\n * input : {\n * _bgnm_QuoteAmount: string\n * }\n *\n * output: {\n * QuoteAmount: BN\n * }\n * @param value\n * @returns\n */\nexport const decodeStringifiableObject = (value: any) => {\n\tif (typeof value !== 'object') return value;\n\n\tif (Array.isArray(value)) {\n\t\treturn value.map((entry) => decodeStringifiableObject(entry));\n\t}\n\n\tconst buildJsonObject = {};\n\n\tObject.entries(value)\n\t\t.filter((val) => val != undefined && val != null)\n\t\t.forEach(([key, val]) => {\n\t\t\tif (key.match(/^_pbky_/)) {\n\t\t\t\tbuildJsonObject[key.replace('_pbky_', '')] = new PublicKey(val);\n\t\t\t\treturn;\n\t\t\t}\n\n\t\t\tif (key.match(/^_bgnm_/)) {\n\t\t\t\tbuildJsonObject[key.replace('_bgnm_', '')] = new BN(val as string);\n\t\t\t\treturn;\n\t\t\t}\n\n\t\t\tif (typeof val === 'object' && val != undefined && val != null) {\n\t\t\t\tbuildJsonObject[key] = decodeStringifiableObject(val);\n\t\t\t\treturn;\n\t\t\t}\n\n\t\t\tbuildJsonObject[key] = val;\n\t\t});\n\n\treturn buildJsonObject;\n};\n\nconst getChronologicalValueForOrderAction = (action: OrderAction) => {\n\treturn matchEnum(action, OrderAction.PLACE)\n\t\t? 0\n\t\t: matchEnum(action, OrderAction.FILL)\n\t\t? 1\n\t\t: 2;\n};\n\n/**\n * Returns 1 if the first Order is chronologically later than the second Order, -1 if before, 0 if equal\n * @param orderA\n * @param orderB\n * @returns\n */\nexport const getSortScoreForOrderRecords = (\n\torderA: { slot: number },\n\torderB: { slot: number }\n) => {\n\tif (orderA.slot !== orderB.slot) {\n\t\treturn orderA.slot > orderB.slot ? 1 : -1;\n\t}\n\n\treturn 0;\n};\n\nexport const getTradeInfoFromActionRecord = (\n\tactionRecord: PartialUISerializableOrderActionRecord\n) => {\n\treturn {\n\t\tts: actionRecord.ts,\n\t\tbaseAssetAmount: actionRecord.taker\n\t\t\t? actionRecord.takerOrderBaseAssetAmount\n\t\t\t: actionRecord.makerOrderBaseAssetAmount,\n\t\tbaseAssetAmountFilled: actionRecord.taker\n\t\t\t? actionRecord.takerOrderCumulativeBaseAssetAmountFilled\n\t\t\t: actionRecord.makerOrderCumulativeBaseAssetAmountFilled,\n\t\tquoteAssetAmountFilled: actionRecord.taker\n\t\t\t? actionRecord.takerOrderCumulativeQuoteAssetAmountFilled\n\t\t\t: actionRecord.makerOrderCumulativeQuoteAssetAmountFilled,\n\t};\n};\n\nexport type PartialOrderActionRecord =\n\t| PartialUISerializableOrderActionRecord\n\t| PartialOrderActionEventRecord;\n\nexport type PartialUISerializableOrderActionRecord = Pick<\n\tUISerializableOrderActionRecord,\n\t| 'quoteAssetAmountFilled'\n\t| 'baseAssetAmountFilled'\n\t| 'ts'\n\t| 'slot'\n\t| 'action'\n\t| 'fillRecordId'\n\t| 'taker'\n\t| 'takerOrderBaseAssetAmount'\n\t| 'makerOrderBaseAssetAmount'\n\t| 'takerOrderCumulativeBaseAssetAmountFilled'\n\t| 'makerOrderCumulativeBaseAssetAmountFilled'\n\t| 'takerOrderCumulativeQuoteAssetAmountFilled'\n\t| 'makerOrderCumulativeQuoteAssetAmountFilled'\n\t| 'oraclePrice'\n>;\n\nexport type PartialOrderActionEventRecord = Pick<\n\tEvent<OrderActionRecord>,\n\t| 'quoteAssetAmountFilled'\n\t| 'baseAssetAmountFilled'\n\t| 'ts'\n\t| 'slot'\n\t| 'action'\n\t| 'fillRecordId'\n\t| 'taker'\n\t| 'takerOrderBaseAssetAmount'\n\t| 'makerOrderBaseAssetAmount'\n\t| 'takerOrderCumulativeBaseAssetAmountFilled'\n\t| 'makerOrderCumulativeBaseAssetAmountFilled'\n\t| 'takerOrderCumulativeQuoteAssetAmountFilled'\n\t| 'makerOrderCumulativeQuoteAssetAmountFilled'\n>;\n\n/**\n * Returns 1 if the first Order is chronologically later than the second Order, -1 if before, 0 if equal\n * @param orderA\n * @param orderB\n * @returns\n */\nexport const getSortScoreForOrderActionRecords = (\n\torderA: PartialOrderActionRecord,\n\torderB: PartialOrderActionRecord\n) => {\n\tif (orderA.slot !== orderB.slot) {\n\t\treturn orderA.slot > orderB.slot ? 1 : -1;\n\t}\n\n\tif (!matchEnum(orderA.action, orderB.action)) {\n\t\t// @ts-ignore\n\t\tconst orderAActionVal = getChronologicalValueForOrderAction(orderA.action);\n\t\t// @ts-ignore\n\t\tconst orderBActionVal = getChronologicalValueForOrderAction(orderB.action);\n\n\t\treturn orderAActionVal > orderBActionVal ? 1 : -1;\n\t}\n\t// @ts-ignore\n\tif (orderA.fillRecordId && orderB.fillRecordId) {\n\t\tif (!orderA.fillRecordId.eq(orderB.fillRecordId)) {\n\t\t\t// @ts-ignore\n\t\t\treturn orderA.fillRecordId.gt(orderB.fillRecordId) ? 1 : -1;\n\t\t}\n\t}\n\n\treturn 0;\n};\n\nexport const sortUIMatchedOrderRecordAndAction = (\n\trecords: UIMatchedOrderRecordAndAction[],\n\tdirection: 'asc' | 'desc' = 'desc'\n) => {\n\tconst ascSortedRecords = records.sort((a, b) =>\n\t\tgetSortScoreForOrderActionRecords(a.actionRecord, b.actionRecord)\n\t);\n\n\treturn direction === 'desc' ? ascSortedRecords.reverse() : ascSortedRecords;\n};\n\nexport const sortUIOrderActionRecords = (\n\trecords: PartialUISerializableOrderActionRecord[],\n\tdirection: 'asc' | 'desc' = 'desc'\n) => {\n\tconst ascSortedRecords = records.sort(getSortScoreForOrderActionRecords);\n\n\treturn direction === 'desc' ? ascSortedRecords.reverse() : ascSortedRecords;\n};\n\nexport const sortUIOrderRecords = <T extends { slot: number }>(\n\trecords: T[],\n\tdirection: 'asc' | 'desc' = 'desc'\n) => {\n\tconst ascSortedRecords = records.sort(getSortScoreForOrderRecords);\n\n\treturn direction === 'desc' ? ascSortedRecords.reverse() : ascSortedRecords;\n};\n\nexport const sortOrderRecords = (\n\trecords: Event<OrderRecord>[],\n\tdirection: 'asc' | 'desc' = 'desc'\n) => {\n\tconst ascSortedRecords = records.sort(getSortScoreForOrderRecords);\n\n\treturn direction === 'desc' ? ascSortedRecords.reverse() : ascSortedRecords;\n};\n\nexport const getLatestOfTwoUIOrderRecords = <T extends { slot: number }>(\n\torderA: T,\n\torderB: T\n) => {\n\treturn getSortScoreForOrderRecords(orderA, orderB) === 1 ? orderA : orderB;\n};\n\nexport const getLatestOfTwoOrderRecords = <T extends { slot: number }>(\n\torderA: T,\n\torderB: T\n) => {\n\treturn getSortScoreForOrderRecords(orderA, orderB) === 1 ? orderA : orderB;\n};\n\nexport const getUIOrderRecordsLaterThanTarget = <T extends { slot: number }>(\n\ttarget: T,\n\trecords: T[]\n) =>\n\trecords.filter(\n\t\t(record) => getLatestOfTwoUIOrderRecords(record, target) === record\n\t);\n\n// Trade records are order records which have been filled\nexport const orderActionRecordIsTrade = (orderRecord: OrderActionRecord) =>\n\torderRecord.baseAssetAmountFilled.gt(ZERO) &&\n\t// @ts-ignore\n\tmatchEnum(orderRecord.action, OrderAction.FILL) &&\n\ttrue;\n\nexport const uiOrderActionRecordIsTrade = (\n\torderRecord: UISerializableOrderActionRecord\n) =>\n\torderRecord.baseAssetAmountFilled.gtZero() &&\n\tmatchEnum(orderRecord.action, OrderAction.FILL) &&\n\ttrue;\n\n// Trade records are order records which have been filled\nexport const filterTradeRecordsFromOrderActionRecords = (\n\torderRecords: OrderActionRecord[]\n): OrderActionRecord[] => orderRecords.filter(orderActionRecordIsTrade);\n\n// Trade records are order records which have been filled\nexport const filterTradeRecordsFromUIOrderRecords = (\n\torderRecords: UISerializableOrderActionRecord[]\n): UISerializableOrderActionRecord[] =>\n\torderRecords.filter(uiOrderActionRecordIsTrade);\n\n/**\n * Returns the average price for a given base amount and quote amount.\n * @param quoteAmount\n * @param baseAmount\n * @returns PRICE_PRECISION\n */\nexport const getPriceForBaseAndQuoteAmount = (\n\tquoteAmount: BN,\n\tbaseAmount: BN\n) => {\n\treturn quoteAmount\n\t\t.mul(PRICE_PRECISION)\n\t\t.mul(BASE_PRECISION)\n\t\t.div(QUOTE_PRECISION)\n\t\t.div(BigNum.from(baseAmount, BASE_PRECISION_EXP).val);\n};\n\nexport const getPriceForOrderRecord = (\n\torderRecord: Pick<\n\t\tOrderActionRecord,\n\t\t'quoteAssetAmountFilled' | 'baseAssetAmountFilled'\n\t>\n) => {\n\treturn getPriceForBaseAndQuoteAmount(\n\t\t// @ts-ignore\n\t\torderRecord.quoteAssetAmountFilled,\n\t\t// @ts-ignore\n\t\torderRecord.baseAssetAmountFilled\n\t);\n};\n\nexport const getPriceForUIOrderRecord = (\n\torderRecord: Pick<\n\t\tUISerializableOrderActionRecord,\n\t\t'quoteAssetAmountFilled' | 'baseAssetAmountFilled'\n\t>\n) => {\n\treturn orderRecord.quoteAssetAmountFilled\n\t\t.shiftTo(AMM_RESERVE_PRECISION_EXP)\n\t\t.shift(PRICE_PRECISION_EXP)\n\t\t.div(orderRecord.baseAssetAmountFilled.shiftTo(BASE_PRECISION_EXP))\n\t\t.shiftTo(PRICE_PRECISION_EXP);\n};\n\nexport const orderIsNull = (\n\torder: UISerializableOrderActionRecord | Event<OrderActionRecord>,\n\tside: 'taker' | 'maker'\n) => {\n\treturn side === 'taker' ? !order.taker : !order.maker;\n};\n\nexport const getAnchorEnumString = (enumVal: Record<string, unknown>) => {\n\treturn Object.keys(enumVal)[0];\n};\nexport class Ref<T> {\n\tpublic val: T;\n\n\tconstructor(val: T) {\n\t\tthis.val = val;\n\t}\n\n\tset(val: T) {\n\t\tthis.val = val;\n\t}\n\n\tget() {\n\t\treturn this.val;\n\t}\n}\n\nexport class Counter {\n\tprivate val = 0;\n\n\tget() {\n\t\treturn this.val;\n\t}\n\n\tincrement(value = 1) {\n\t\tthis.val += value;\n\t}\n\n\treset() {\n\t\tthis.val = 0;\n\t}\n}\n\n/**\n * A class which allows a group of switches to seperately turn a multiswitch on or off. The base state is the state of the \"multiswitch\" when all of the constituent switches are off. When any of the switches are \"on\" then the multiswitch flips to the opposite state\n *\n * If baseState is on => any switch being \"on\" will turn the multiswitch off.\n * If baseState is off => any switch being \"off\" will turn the multiswitch off.\n */\nexport class MultiSwitch {\n\tprivate switches: string[] = [];\n\tprivate switchValue = 0;\n\n\tconstructor(private baseState: 'on' | 'off' = 'off') {}\n\n\tprivate getSwitchKey(key: string) {\n\t\t// If first time using switch, add to list of switches\n\t\tif (!this.switches.includes(key)) {\n\t\t\tthis.switches.push(key);\n\t\t}\n\n\t\tconst switchIndex = this.switches.indexOf(key);\n\n\t\treturn 2 ** switchIndex;\n\t}\n\n\tpublic switchOn(key: string) {\n\t\tif (this.baseState === 'on') {\n\t\t\tthis._switchOff(key);\n\t\t\treturn;\n\t\t}\n\t\tthis._switchOn(key);\n\t}\n\n\tpublic switchOff(key: string) {\n\t\tif (this.baseState === 'on') {\n\t\t\tthis._switchOn(key);\n\t\t\treturn;\n\t\t}\n\t\tthis._switchOff(key);\n\t}\n\n\tprivate _switchOff(key: string) {\n\t\tconst switchKey = this.getSwitchKey(key);\n\n\t\tthis.switchValue &= ~switchKey;\n\t}\n\n\tprivate _switchOn(key: string) {\n\t\tconst switchKey = this.getSwitchKey(key);\n\n\t\tthis.switchValue |= switchKey;\n\t}\n\n\tpublic get isOn() {\n\t\t// When the base state is on, then if any switch is on the multi-switch is off\n\t\tif (this.baseState === 'on') {\n\t\t\treturn this.switchValue === 0;\n\t\t}\n\n\t\tif (this.baseState === 'off') {\n\t\t\treturn this.switchValue > 0;\n\t\t}\n\t}\n}\n\n/**\n * Returns the quote amount of the current open interest for a market, using the current oracle price\n * @param marketIndex\n * @param marketType\n * @param driftClient\n * @returns\n */\nconst getCurrentOpenInterestForMarket = (\n\tmarketIndex: number,\n\tmarketType: MarketType,\n\tdriftClient: DriftClient\n) => {\n\tif (ENUM_UTILS.match(marketType, MarketType.PERP)) {\n\t\tconst market = driftClient.getPerpMarketAccount(marketIndex);\n\t\tconst OI = BigNum.from(\n\t\t\tmarket.amm.baseAssetAmountLong.add(market.amm.baseAssetAmountShort.abs()),\n\t\t\tBASE_PRECISION_EXP\n\t\t);\n\n\t\tconst priceData = driftClient.getOraclePriceDataAndSlot(\n\t\t\tmarket.amm.oracle,\n\t\t\tmarket.amm.oracleSource\n\t\t);\n\n\t\tconst price = BigNum.from(priceData.data.price, PRICE_PRECISION_EXP);\n\n\t\tconst quoteOIforMarket = price.toNum() * OI.toNum();\n\n\t\treturn quoteOIforMarket;\n\t} else {\n\t\tthrow new Error('Invalid market type for Open Interest calculation');\n\t}\n};\n\n/**\n * Gets the deposit APR for a spot market, in percent\n * @param marketIndex\n * @param marketType\n * @param driftClient\n * @returns\n */\nconst getDepositAprForMarket = (\n\tmarketIndex: number,\n\tmarketType: MarketType,\n\tdriftClient: DriftClient\n) => {\n\tif (ENUM_UTILS.match(marketType, MarketType.SPOT)) {\n\t\tconst marketAccount = driftClient.getSpotMarketAccount(marketIndex);\n\n\t\tconst depositApr = BigNum.from(\n\t\t\tcalculateDepositRate(marketAccount),\n\t\t\tSPOT_MARKET_RATE_PRECISION_EXP\n\t\t);\n\n\t\tconst depositAprPct = depositApr.toNum() * 100;\n\n\t\treturn depositAprPct;\n\t} else {\n\t\tthrow new Error('Invalid market type for Deposit APR calculation');\n\t}\n};\n\n/**\n * Get's the borrow APR for a spot market, in percent\n * @param marketIndex\n * @param marketType\n * @param driftClient\n * @returns\n */\nconst getBorrowAprForMarket = (\n\tmarketIndex: number,\n\tmarketType: MarketType,\n\tdriftClient: DriftClient\n) => {\n\tif (ENUM_UTILS.match(marketType, MarketType.SPOT)) {\n\t\tconst marketAccount = driftClient.getSpotMarketAccount(marketIndex);\n\n\t\tconst depositApr = BigNum.from(\n\t\t\tcalculateBorrowRate(marketAccount),\n\t\t\tSPOT_MARKET_RATE_PRECISION_EXP\n\t\t);\n\n\t\tconst depositAprPct = depositApr.toNum() * 100;\n\n\t\treturn depositAprPct;\n\t} else {\n\t\tthrow new Error('Invalid market type for Borrow APR calculation');\n\t}\n};\n\nconst getTotalBorrowsForMarket = (\n\tmarket: SpotMarketConfig,\n\tdriftClient: DriftClient\n) => {\n\tconst marketAccount = driftClient.getSpotMarketAccount(market.marketIndex);\n\n\tconst totalBorrowsTokenAmount = getTokenAmount(\n\t\tmarketAccount.borrowBalance,\n\t\tdriftClient.getSpotMarketAccount(marketAccount.marketIndex),\n\t\tSpotBalanceType.BORROW\n\t);\n\n\tconst totalBorrowsAmountBigNum = BigNum.from(\n\t\ttotalBorrowsTokenAmount,\n\t\tmarket.precisionExp\n\t);\n\n\tconst priceData = driftClient.getOraclePriceDataAndSlot(\n\t\tmarketAccount.oracle,\n\t\tmarketAccount.oracleSource\n\t);\n\n\tconst price = BigNum.from(priceData.data.price, PRICE_PRECISION_EXP);\n\n\tconst totalBorrowsQuote = price.toNum() * totalBorrowsAmountBigNum.toNum();\n\n\treturn Number(totalBorrowsQuote.toFixed(2));\n};\n\nconst getTotalDepositsForMarket = (\n\tmarket: SpotMarketConfig,\n\tdriftClient: DriftClient\n) => {\n\tconst marketAccount = driftClient.getSpotMarketAccount(market.marketIndex);\n\n\tconst totalDepositsTokenAmount = getTokenAmount(\n\t\tmarketAccount.depositBalance,\n\t\tmarketAccount,\n\t\tSpotBalanceType.DEPOSIT\n\t);\n\n\tconst totalDepositsTokenAmountBigNum = BigNum.from(\n\t\ttotalDepositsTokenAmount,\n\t\tmarket.precisionExp\n\t);\n\n\tconst priceData = driftClient.getOraclePriceDataAndSlot(\n\t\tmarketAccount.oracle,\n\t\tmarketAccount.oracleSource\n\t);\n\n\tconst price = BigNum.from(priceData.data.price, PRICE_PRECISION_EXP);\n\n\tconst totalDepositsBase = totalDepositsTokenAmountBigNum.toNum();\n\tconst totalDepositsQuote =\n\t\tprice.toNum() * totalDepositsTokenAmountBigNum.toNum();\n\n\treturn {\n\t\ttotalDepositsBase,\n\t\ttotalDepositsQuote,\n\t};\n};\n\n/**\n * Check if numbers divide exactly, accounting for floating point division annoyingness\n * @param numerator\n * @param denominator\n * @returns\n */\nconst dividesExactly = (numerator: number, denominator: number) => {\n\tconst division = numerator / denominator;\n\tconst remainder = division % 1;\n\n\tif (remainder === 0) return true;\n\n\t// Because of floating point weirdness, we're just going to assume that if the remainder after dividing is less than 1/10^6 then the numbers do divide exactly\n\tif (Math.abs(remainder - 1) < 1 / 10 ** 6) return true;\n\n\treturn false;\n};\n\nconst toSnakeCase = (str: string): string =>\n\tstr.replace(/[^\\w]/g, '_').toLowerCase();\n\nconst toCamelCase = (str: string): string => {\n\tconst words = str.split(/[_\\-\\s]+/); // split on underscores, hyphens, and spaces\n\tconst firstWord = words[0].toLowerCase();\n\tconst restWords = words\n\t\t.slice(1)\n\t\t.map((word) => word.charAt(0).toUpperCase() + word.slice(1).toLowerCase());\n\treturn [firstWord, ...restWords].join('');\n};\n\nexport const aprFromApy = (apy: number, compoundsPerYear: number) => {\n\tconst compoundedAmount = 1 + apy * 0.01;\n\tconst estimatedApr =\n\t\t(Math.pow(compoundedAmount, 1 / compoundsPerYear) - 1) * compoundsPerYear;\n\n\treturn estimatedApr * 100;\n};\n\n/**\n * Helper utility to get a sort score for \"tiered\" parameters.\n *\n * Example: Want to sort students by Grade, but fall back to using Age if they are equal. This method will accept an array for each student of [grade, age] and return the appropriate sort score for each.\n *\n * @param aScores\n * @param bScores\n * @returns\n */\nexport const getTieredSortScore = (aScores: number[], bScores: number[]) => {\n\tconst maxIndex = Math.max(aScores.length, bScores.length);\n\n\tfor (let i = 0; i < maxIndex; i++) {\n\t\tconst aScore = aScores[i] ?? Number.MIN_SAFE_INTEGER;\n\t\tconst bScore = bScores[i] ?? Number.MIN_SAFE_INTEGER;\n\n\t\tif (aScore !== bScore) return aScore - bScore;\n\t}\n\n\treturn 0;\n};\n\nconst normalizeBaseAssetSymbol = (symbol: string) => {\n\treturn symbol.replace(/^1M/, '');\n};\n\n/**\n * Returns the number of standard deviations between a target value and the history of values to compare it to.\n * @param target\n * @param previousValues\n * @returns\n */\nconst calculateZScore = (target: number, previousValues: number[]): number => {\n\tconst meanValue = calculateMean(previousValues);\n\tconst standardDeviationValue = calculateStandardDeviation(\n\t\tpreviousValues,\n\t\tmeanValue\n\t);\n\n\tconst zScore = (target - meanValue) / standardDeviationValue;\n\treturn zScore;\n};\n\nconst calculateMean = (numbers: number[]): number => {\n\tconst sum = numbers.reduce((total, num) => total + num, 0);\n\treturn sum / numbers.length;\n};\n\nconst calculateMedian = (numbers: number[]): number => {\n\tconst sortedNumbers = numbers.sort();\n\tconst middleIndex = Math.floor(sortedNumbers.length / 2);\n\tif (sortedNumbers.length % 2 === 0) {\n\t\treturn (sortedNumbers[middleIndex - 1] + sortedNumbers[middleIndex]) / 2;\n\t} else {\n\t\treturn sortedNumbers[middleIndex];\n\t}\n};\n\nconst calculateStandardDeviation = (\n\tnumbers: number[],\n\tmean: number\n): number => {\n\tconst squaredDifferences = numbers.map((num) => Math.pow(num - mean, 2));\n\tconst sumSquaredDifferences = squaredDifferences.reduce(\n\t\t(total, diff) => total + diff,\n\t\t0\n\t);\n\tconst variance = sumSquaredDifferences / numbers.length;\n\treturn Math.sqrt(variance);\n};\n\nconst glueArray = <T>(size: number, elements: T[]): T[][] => {\n\tconst gluedElements: T[][] = [];\n\n\telements.forEach((element, index) => {\n\t\tconst gluedIndex = Math.floor(index / size);\n\t\tif (gluedElements[gluedIndex]) {\n\t\t\tgluedElements[gluedIndex].push(element);\n\t\t} else {\n\t\t\tgluedElements[gluedIndex] = [element];\n\t\t}\n\t});\n\n\treturn gluedElements;\n};\n\nconst bnMin = (numbers: BN[]): BN => {\n\tlet min = numbers[0];\n\tfor (let i = 1; i < numbers.length; i++) {\n\t\tif (numbers[i].lt(min)) {\n\t\t\tmin = numbers[i];\n\t\t}\n\t}\n\treturn min;\n};\n\nconst bnMax = (numbers: BN[]): BN => {\n\tlet max = numbers[0];\n\tfor (let i = 1; i < numbers.length; i++) {\n\t\tif (numbers[i].gt(max)) {\n\t\t\tmax = numbers[i];\n\t\t}\n\t}\n\treturn max;\n};\n\nconst bnMedian = (numbers: BN[]): BN => {\n\tconst sortedNumbers = numbers.sort((a, b) => a.cmp(b));\n\tconst middleIndex = Math.floor(sortedNumbers.length / 2);\n\tif (sortedNumbers.length % 2 === 0) {\n\t\treturn sortedNumbers[middleIndex - 1]\n\t\t\t.add(sortedNumbers[middleIndex])\n\t\t\t.div(new BN(2));\n\t} else {\n\t\treturn sortedNumbers[middleIndex];\n\t}\n};\n\nconst bnMean = (numbers: BN[]): BN => {\n\tlet sum = new BN(0);\n\tfor (let i = 0; i < numbers.length; i++) {\n\t\tsum = sum.add(numbers[i]);\n\t}\n\treturn sum.div(new BN(numbers.length));\n};\n\nconst timedPromise = async <T>(promise: T) => {\n\tconst start = Date.now();\n\tconst promiseResult = await promise;\n\n\treturn {\n\t\tpromiseTime: Date.now() - start,\n\t\tpromiseResult,\n\t};\n};\n\nconst chunks = <T>(array: readonly T[], size: number): T[][] => {\n\treturn new Array(Math.ceil(array.length / size))\n\t\t.fill(null)\n\t\t.map((_, index) => index * size)\n\t\t.map((begin) => array.slice(begin, begin + size));\n};\n\nconst getMultipleAccountsInfoChunked = async (\n\tconnection: Connection,\n\taccounts: PublicKey[]\n): Promise<(AccountInfo<Buffer> | null)[]> => {\n\tconst accountChunks = chunks(accounts, 100); // 100 is limit for getMultipleAccountsInfo\n\tconst responses = await Promise.all(\n\t\taccountChunks.map((chunk) => connection.getMultipleAccountsInfo(chunk))\n\t);\n\treturn responses.flat();\n};\n\nexport const COMMON_UTILS = {\n\tgetIfVaultBalance,\n\tgetIfStakingVaultApr,\n\tgetCurrentOpenInterestForMarket,\n\tgetDepositAprForMarket,\n\tgetBorrowAprForMarket,\n\tgetTotalBorrowsForMarket,\n\tgetTotalDepositsForMarket,\n\tdividesExactly,\n\ttoSnakeCase,\n\ttoCamelCase,\n\tgetTieredSortScore,\n\tnormalizeBaseAssetSymbol,\n\tcalculateZScore,\n\tglueArray,\n\ttimedPromise,\n\tchunks,\n\tgetMultipleAccountsInfoChunked,\n\tMATH: {\n\t\tNUM: {\n\t\t\tmean: calculateMean,\n\t\t\tmedian: calculateMedian,\n\t\t},\n\t\tBN: {\n\t\t\tbnMax,\n\t\t\tbnMin,\n\t\t\tbnMean,\n\t\t\tbnMedian,\n\t\t},\n\t},\n};\nexport { getSwiftConfirmationTimeoutMs } from './signedMsgs';\nexport { ResultSlotIncrementer } from './ResultSlotIncrementer';\nexport { MultiplexWebSocket } from './MultiplexWebSocket';\n"]}
package/lib/utils/math.js CHANGED
@@ -50,7 +50,7 @@ const calculateBidAskAndmarkPrice = (l2, oraclePrice) => {
50
50
  };
51
51
  };
52
52
  const calculateSpreadQuote = (bestBidPrice, bestAskPrice) => {
53
- return bestBidPrice.sub(bestAskPrice).abs();
53
+ return sdk_1.BN.max(bestAskPrice.sub(bestBidPrice), sdk_1.ZERO);
54
54
  };
55
55
  function calculateSpreadPct(markPricePrice, spreadQuote) {
56
56
  return spreadQuote.muln(100).mul(sdk_1.PERCENTAGE_PRECISION).div(markPricePrice);
package/lib/utils/math.js.map CHANGED
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{ BN, L2OrderBook, PERCENTAGE_PRECISION, ZERO } from '@drift-labs/sdk';\n\nconst calculateMarkPrice = (\n\tbestBidPrice?: BN,\n\tbestAskPrice?: BN,\n\toraclePrice?: BN\n) => {\n\tconst bid = bestBidPrice;\n\tconst ask = bestAskPrice;\n\n\tlet mid: BN;\n\n\t// if bid/ask cross, force it to be the one closer to oracle, if oracle is in the middle, use oracle price\n\tif (bid && ask && bid.gt(ask) && oraclePrice) {\n\t\tif (bid.gt(oraclePrice) && ask.gt(oraclePrice)) {\n\t\t\tmid = BN.min(bid, ask);\n\t\t} else if (bid.lt(oraclePrice) && ask.lt(oraclePrice)) {\n\t\t\tmid = BN.max(bid, ask);\n\t\t} else {\n\t\t\tmid = oraclePrice;\n\t\t}\n\t} else {\n\t\tif (bid && ask) {\n\t\t\tmid = bid.add(ask).divn(2);\n\t\t} else if (oraclePrice) {\n\t\t\tmid = oraclePrice;\n\t\t} else {\n\t\t\tmid = undefined;\n\t\t}\n\t}\n\n\treturn mid;\n};\n\nconst calculateBidAskAndmarkPrice = (l2: L2OrderBook, oraclePrice?: BN) => {\n\tconst bestBidPrice = l2.bids.reduce((previousMax, currentBid) => {\n\t\tif (!previousMax) return currentBid.price;\n\t\treturn BN.max(currentBid.price, previousMax);\n\t}, undefined as BN);\n\n\tconst bestAskPrice = l2.asks.reduce((previousMin, currentBid) => {\n\t\tif (!previousMin) return currentBid.price;\n\t\treturn BN.min(currentBid.price, previousMin);\n\t}, undefined as BN);\n\n\tconst markPrice = calculateMarkPrice(bestBidPrice, bestAskPrice, oraclePrice);\n\n\treturn {\n\t\tbestBidPrice,\n\t\tbestAskPrice,\n\t\tmarkPrice,\n\t};\n};\n\nconst calculateSpreadQuote = (bestBidPrice: BN, bestAskPrice: BN) => {\n\treturn BN.max(bestAskPrice.sub(bestBidPrice), ZERO);\n};\n\nfunction calculateSpreadPct(markPricePrice: BN, spreadQuote: BN) {\n\treturn spreadQuote.muln(100).mul(PERCENTAGE_PRECISION).div(markPricePrice);\n}\n\nconst calculateSpread = (bestBidPrice: BN, bestAskPrice: BN, markPrice: BN) => {\n\tconst spreadQuote = calculateSpreadQuote(bestBidPrice, bestAskPrice);\n\tconst spreadPct = calculateSpreadPct(markPrice, spreadQuote);\n\n\treturn {\n\t\tspreadPct,\n\t\tspreadQuote,\n\t};\n};\n\nconst calculateSpreadBidAskMark = (\n\tl2: Pick<L2OrderBook, 'bids' | 'asks'>,\n\toraclePrice?: BN\n) => {\n\tif (l2.asks.length === 0 || l2.bids.length === 0) {\n\t\treturn {\n\t\t\tspreadQuote: undefined,\n\t\t\tspreadPct: undefined,\n\t\t\tmarkPrice: undefined,\n\t\t\tbestBidPrice: undefined,\n\t\t\tbestAskPrice: undefined,\n\t\t};\n\t}\n\n\tconst { bestBidPrice, bestAskPrice, markPrice } = calculateBidAskAndmarkPrice(\n\t\tl2,\n\t\toraclePrice\n\t);\n\n\tconst { spreadPct, spreadQuote } = calculateSpread(\n\t\tbestBidPrice,\n\t\tbestAskPrice,\n\t\tmarkPrice\n\t);\n\treturn {\n\t\tbestBidPrice,\n\t\tbestAskPrice,\n\t\tmarkPrice,\n\t\tspreadPct,\n\t\tspreadQuote,\n\t};\n};\n\nexport const COMMON_MATH = {\n\tcalculateSpreadBidAskMark,\n};\n"]}
package/lib/utils/orderbook/constants.d.ts ADDED
@@ -0,0 +1,2 @@
1
+ import { EmptyRow } from './types';
2
+ export declare const EMPTY_ORDERBOOK_ROW: EmptyRow;
package/lib/utils/orderbook/constants.js ADDED
@@ -0,0 +1,5 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.EMPTY_ORDERBOOK_ROW = void 0;
4
+ exports.EMPTY_ORDERBOOK_ROW = 'EMPTY_ROW';
5
+ //# sourceMappingURL=constants.js.map
package/lib/utils/orderbook/constants.js.map ADDED
@@ -0,0 +1 @@
1
+ {"version":3,"file":"constants.js","sourceRoot":"","sources":["../../../src/utils/orderbook/constants.ts"],"names":[],"mappings":";;;AAEa,QAAA,mBAAmB,GAAG,WAAuB,CAAC","sourcesContent":["import { EmptyRow } from './types';\n\nexport const EMPTY_ORDERBOOK_ROW = 'EMPTY_ROW' as EmptyRow;\n"]}
package/lib/utils/orderbook/index.d.ts CHANGED
@@ -1,63 +1,8 @@
1
- import { MarketType, OraclePriceData, L2OrderBook, BN, MMOraclePriceData } from '@drift-labs/sdk';
1
+ import { L2OrderBook, BN, L2Level } from '@drift-labs/sdk';
2
2
  import { MarketId } from '../../types';
3
- export interface L2WithOracle extends L2OrderBook {
4
- oracleData: OraclePriceData;
5
- markPrice: BN;
6
- bestBidPrice: BN;
7
- bestAskPrice: BN;
8
- spreadPct: BN;
9
- spreadQuote: BN;
10
- mmOracleData?: MMOraclePriceData;
11
- }
12
- export interface L2WithOracleAndMarketData extends L2WithOracle {
13
- marketSlot: number;
14
- marketIndex: number;
15
- marketName: string;
16
- marketType?: MarketType;
17
- }
18
- export type RawL2Output = {
19
- marketIndex: number;
20
- marketType: MarketType;
21
- marketName: string;
22
- marketSlot: number;
23
- asks: {
24
- price: string;
25
- size: string;
26
- sources: {
27
- [key: string]: string;
28
- };
29
- }[];
30
- bids: {
31
- price: string;
32
- size: string;
33
- sources: {
34
- [key: string]: string;
35
- };
36
- }[];
37
- oracleData: {
38
- price: string;
39
- slot: string;
40
- confidence: string;
41
- hasSufficientNumberOfDataPoints: boolean;
42
- twap?: string;
43
- twapConfidence?: string;
44
- maxPrice?: string;
45
- };
46
- mmOracleData?: {
47
- price: string;
48
- slot: string;
49
- confidence: string;
50
- hasSufficientNumberOfDataPoints: boolean;
51
- isMMOracleActive: boolean;
52
- };
53
- markPrice: string;
54
- bestBidPrice: string;
55
- bestAskPrice: string;
56
- spreadPct: string;
57
- spreadQuote: string;
58
- slot?: number;
59
- };
60
- export type LiquidityType = 'vamm' | 'dlob' | 'serum' | 'phoenix' | 'openbook';
3
+ import { BidsAndAsks, CategorisedLiquidity, CUMULATIVE_SIZE_CURRENCY, EmptyRow, GroupingSizeQuoteValue, L2WithOracleAndMarketData, LiquidityType, OrderBookBidAsk, OrderBookDisplayStateBidAsk, RawL2Output } from './types';
4
+ export * from './types';
5
+ export * from './constants';
61
6
  /**
62
7
  * Helper function to deserialize the response from the dlob server. (See https://drift-labs.github.io/v2-teacher/#get-l2-l3)
63
8
  * @param serializedOrderbook
@@ -81,3 +26,37 @@ export declare const calculateDynamicSlippageFromL2: ({ l2Data, marketId, startP
81
26
  oraclePrice?: BN;
82
27
  dynamicSlippageConfig?: DynamicSlippageConfig;
83
28
  }) => number;
29
+ export declare const getFormattedSize: (sizesObject: Partial<Record<LiquidityType, number>>, price: number, currency: CUMULATIVE_SIZE_CURRENCY, displayDecimals: number) => string;
30
+ export declare const getLiquidityPcts: (totalSize: number, cumulativeSize?: CategorisedLiquidity) => {
31
+ restingLiquidityPct: number;
32
+ indicativeLiquidityPct: number;
33
+ };
34
+ export declare const getBucketFloorForPrice: (price: number, groupingSize: GroupingSizeQuoteValue) => number;
35
+ export declare const getUserLiquidityForPrice: ({ price, side, groupingSizeValue, userAskPriceBucketLookup, userBidPriceBucketLookup, }: {
36
+ price: number;
37
+ side: 'bid' | 'ask';
38
+ groupingSizeValue: GroupingSizeQuoteValue;
39
+ userAskPriceBucketLookup: Map<number, OrderBookBidAsk>;
40
+ userBidPriceBucketLookup: Map<number, OrderBookBidAsk>;
41
+ }) => {
42
+ isCurrentUserLiquidity: boolean;
43
+ currentUserLiquiditySize: number;
44
+ };
45
+ export declare const getBucketAnchorPrice: (type: 'bid' | 'ask', price: number, groupingSize: GroupingSizeQuoteValue) => number;
46
+ export declare const getBucketForUserLiquidity: (price: number, groupingSize: GroupingSizeQuoteValue, type: 'bid' | 'ask') => number;
47
+ export declare const mergeBidsAndAsksForGroupsize: (type: 'bid' | 'ask', bidsAsks: OrderBookBidAsk[], groupingSize: GroupingSizeQuoteValue) => OrderBookBidAsk[];
48
+ export declare const getZeroPaddingForGroupingSize: (groupingSize: GroupingSizeQuoteValue) => number;
49
+ export declare const getCategorisedLiquidityForLevel: (level: L2Level, basePrecision: BN) => CategorisedLiquidity;
50
+ export declare const formatL2ToDisplay: (l2State: L2OrderBook, basePrecision: BN, depth?: number) => {
51
+ bids: OrderBookDisplayStateBidAsk[];
52
+ asks: OrderBookDisplayStateBidAsk[];
53
+ bidTotalSize: number;
54
+ askTotalSize: number;
55
+ };
56
+ export declare const l2ToDisplayBidsAndAsks: (l2Orderbook: L2OrderBook, oraclePrice: BN, tickSizeForMarket: BN, groupSizeTickMultiplier: number, userBidsAndAsks: BidsAndAsks, basePrecisionForMarket: BN, disabledLiquidityTypes: LiquidityType[], maxDepth: number, depth?: number) => {
57
+ bids: OrderBookDisplayStateBidAsk[];
58
+ asks: OrderBookDisplayStateBidAsk[];
59
+ bidTotalSize: number;
60
+ askTotalSize: number;
61
+ };
62
+ export declare const getEmptyFilledBidsAsks: (bidsOrAsks: OrderBookDisplayStateBidAsk[], depth: number) => (OrderBookDisplayStateBidAsk | EmptyRow)[];