@drift-labs/common 1.0.47 → 1.0.48

package/lib/drift/Drift/clients/CentralServerDrift/types.d.ts

@@ -2,32 +2,30 @@ import { BN, PositionDirection, TxParams } from '@drift-labs/sdk';
 import { WithTxnParams } from '../../../base/types';
 import { OpenPerpMarketOrderBaseParams } from '../../../base/actions/trade/openPerpOrder/openPerpMarketOrder';
 import { OpenPerpNonMarketOrderBaseParams } from '../../../base/actions/trade/openPerpOrder/openPerpNonMarketOrder';
-import { PlaceAndTakeParams } from '../../../base/actions/trade/openPerpOrder/types';
+import { IsolatedPositionDepositsOverride, PlaceAndTakeParams } from '../../../base/actions/trade/openPerpOrder/types';
 import { PublicKey } from '@solana/web3.js';
 export type CentralServerSwiftOrderOptions = {
     userSigningSlotBuffer?: number;
     isDelegate?: boolean;
 };
 type CsdBaseMarketOrderParams = Omit<OpenPerpMarketOrderBaseParams, 'driftClient' | 'user' | 'dlobServerHttpUrl'>;
-export type CentralServerGetOpenPerpMarketOrderTxnParams<T extends boolean = boolean> = T extends true ? Omit<CsdBaseMarketOrderParams, 'placeAndTake' | 'additionalIsolatedPositionDeposits'> & {
+export type CentralServerGetOpenPerpMarketOrderTxnParams<T extends boolean = boolean> = T extends true ? Omit<CsdBaseMarketOrderParams, 'placeAndTake'> & {
     useSwift: true;
     swiftOptions?: CentralServerSwiftOrderOptions;
-} & {
+    isolatedPositionDepositsOverride?: Omit<IsolatedPositionDepositsOverride, 'additionalDeposits'>;
     userAccountPublicKey: PublicKey;
 } : WithTxnParams<CsdBaseMarketOrderParams & {
     useSwift: false;
-}> & {
     userAccountPublicKey: PublicKey;
-};
+}>;
 type CsdBaseNonMarketOrderParams = Omit<OpenPerpNonMarketOrderBaseParams, 'driftClient' | 'user'>;
-export type CentralServerGetOpenPerpNonMarketOrderTxnParams<T extends boolean = boolean> = T extends true ? Omit<CsdBaseNonMarketOrderParams, 'additionalIsolatedPositionDeposits'> & {
+export type CentralServerGetOpenPerpNonMarketOrderTxnParams<T extends boolean = boolean> = (T extends true ? CsdBaseNonMarketOrderParams & {
     useSwift: true;
     swiftOptions?: CentralServerSwiftOrderOptions;
-} & {
-    userAccountPublicKey: PublicKey;
+    isolatedPositionDepositsOverride?: Omit<IsolatedPositionDepositsOverride, 'additionalDeposits'>;
 } : WithTxnParams<CsdBaseNonMarketOrderParams & {
     useSwift: false;
-}> & {
+}>) & {
     userAccountPublicKey: PublicKey;
 };
 /** Params for withdrawing collateral from an isolated perp position (transfer to cross). */
@@ -63,7 +61,7 @@ export interface CentralServerGetCloseAndWithdrawIsolatedPerpPositionTxnParams {
     mainSignerOverride?: PublicKey;
 }
 /** Params for deposit from wallet + open isolated perp position (wallet → isolated → place). */
-export interface CentralServerGetDepositAndOpenIsolatedPerpPositionTxnParams extends Omit<CentralServerGetOpenPerpMarketOrderTxnParams<false>, 'isolatedPositionDeposit' | 'useSwift'> {
+export interface CentralServerGetDepositAndOpenIsolatedPerpPositionTxnParams extends Omit<CentralServerGetOpenPerpMarketOrderTxnParams<false>, 'isolatedPositionDepositsOverride' | 'useSwift' | 'marginMode'> {
     /** Amount to deposit from wallet directly into isolated (QUOTE_PRECISION, e.g. USDC). */
     depositAmount: BN;
 }

package/lib/drift/Drift/clients/CentralServerDrift/types.js.map

@@ -1 +1 @@
-{"version":3,"file":"types.js","sourceRoot":"","sources":["../../../../../src/drift/Drift/clients/CentralServerDrift/types.ts"],"names":[],"mappings":"","sourcesContent":["import { BN, PositionDirection, TxParams } from '@drift-labs/sdk';\nimport { WithTxnParams } from '../../../base/types';\nimport { OpenPerpMarketOrderBaseParams } from '../../../base/actions/trade/openPerpOrder/openPerpMarketOrder';\nimport { OpenPerpNonMarketOrderBaseParams } from '../../../base/actions/trade/openPerpOrder/openPerpNonMarketOrder';\nimport { PlaceAndTakeParams } from '../../../base/actions/trade/openPerpOrder/types';\nimport { PublicKey } from '@solana/web3.js';\n\nexport type CentralServerSwiftOrderOptions = {\n\tuserSigningSlotBuffer?: number;\n\tisDelegate?: boolean;\n};\n\ntype CsdBaseMarketOrderParams = Omit<\n\tOpenPerpMarketOrderBaseParams,\n\t'driftClient' | 'user' | 'dlobServerHttpUrl'\n>;\n\nexport type CentralServerGetOpenPerpMarketOrderTxnParams<\n\tT extends boolean = boolean\n> = T extends true\n\t? Omit<\n\t\t\tCsdBaseMarketOrderParams,\n\t\t\t'placeAndTake' | 'additionalIsolatedPositionDeposits'\n\t  > & {\n\t\t\tuseSwift: true;\n\t\t\tswiftOptions?: CentralServerSwiftOrderOptions;\n\t  } & {\n\t\t\tuserAccountPublicKey: PublicKey;\n\t  }\n\t: WithTxnParams<\n\t\t\tCsdBaseMarketOrderParams & {\n\t\t\t\tuseSwift: false;\n\t\t\t}\n\t  > & {\n\t\t\tuserAccountPublicKey: PublicKey;\n\t  };\n\ntype CsdBaseNonMarketOrderParams = Omit<\n\tOpenPerpNonMarketOrderBaseParams,\n\t'driftClient' | 'user'\n>;\n\nexport type CentralServerGetOpenPerpNonMarketOrderTxnParams<\n\tT extends boolean = boolean\n> = T extends true\n\t? Omit<CsdBaseNonMarketOrderParams, 'additionalIsolatedPositionDeposits'> & {\n\t\t\tuseSwift: true;\n\t\t\tswiftOptions?: CentralServerSwiftOrderOptions;\n\t  } & {\n\t\t\tuserAccountPublicKey: PublicKey;\n\t  }\n\t: WithTxnParams<\n\t\t\tCsdBaseNonMarketOrderParams & {\n\t\t\t\tuseSwift: false;\n\t\t\t}\n\t  > & {\n\t\t\tuserAccountPublicKey: PublicKey;\n\t  };\n\n/** Params for withdrawing collateral from an isolated perp position (transfer to cross). */\nexport interface CentralServerGetWithdrawIsolatedPerpPositionCollateralTxnParams {\n\tuserAccountPublicKey: PublicKey;\n\tmarketIndex: number;\n\t/** Positive amount to withdraw in QUOTE_PRECISION. Ignored when isFullWithdrawal is true. */\n\tamount: BN;\n\t/** If true, transfers all available isolated margin (use when position is closed). Prepends settle PnL ix. */\n\tisFullWithdrawal?: boolean;\n\t/** If true, prepends settle PnL ix before transfer (recommended for full withdrawal or when position base is zero). */\n\tsettlePnlFirst?: boolean;\n\ttxParams?: TxParams;\n\t/** Optional signer override for transaction signing; defaults to user authority. */\n\tmainSignerOverride?: PublicKey;\n}\n\n/** Params for single-tx close + withdraw (best-effort; fill-dependent). */\nexport interface CentralServerGetCloseAndWithdrawIsolatedPerpPositionTxnParams {\n\tuserAccountPublicKey: PublicKey;\n\tmarketIndex: number;\n\t/** Base asset amount to close. */\n\tbaseAssetAmount: BN;\n\t/** Direction of the close order (opposite of position). */\n\tdirection: PositionDirection;\n\t/** If true, includes collateral transfer ix after close order (will withdraw available isolated margin; amount is fill-dependent). */\n\twithdrawCollateralAfterClose?: boolean;\n\t/** If true and withdrawCollateralAfterClose, prepends settle PnL ix. */\n\tsettlePnlBeforeClose?: boolean;\n\tassetType?: 'base' | 'quote';\n\tplaceAndTake?: PlaceAndTakeParams;\n\ttxParams?: TxParams;\n\t/** Optional signer override for transaction signing; defaults to user authority. */\n\tmainSignerOverride?: PublicKey;\n}\n\n/** Params for deposit from wallet + open isolated perp position (wallet → isolated → place). */\nexport interface CentralServerGetDepositAndOpenIsolatedPerpPositionTxnParams\n\textends Omit<\n\t\tCentralServerGetOpenPerpMarketOrderTxnParams<false>,\n\t\t'isolatedPositionDeposit' | 'useSwift'\n\t> {\n\t/** Amount to deposit from wallet directly into isolated (QUOTE_PRECISION, e.g. USDC). */\n\tdepositAmount: BN;\n}\n\n/** Params for close isolated position + withdraw to wallet (close → withdraw from isolated to wallet). */\nexport interface CentralServerGetCloseAndWithdrawIsolatedPerpPositionToWalletTxnParams {\n\tuserAccountPublicKey: PublicKey;\n\tmarketIndex: number;\n\t/** Base asset amount to close. */\n\tbaseAssetAmount: BN;\n\t/** Direction of the close order (opposite of position). */\n\tdirection: PositionDirection;\n\t/**\n\t * Amount to withdraw (QUOTE_PRECISION). When omitted or larger than available,\n\t * the SDK withdraws all. Pass a specific amount for partial withdrawal.\n\t */\n\testimatedWithdrawAmount?: BN;\n\tassetType?: 'base' | 'quote';\n\tplaceAndTake?: PlaceAndTakeParams;\n\ttxParams?: TxParams;\n\t/** Optional signer override and withdrawal destination; when provided, used for signing and as the wallet that receives the withdrawal; defaults to user authority. */\n\tmainSignerOverride?: PublicKey;\n}\n"]}
+{"version":3,"file":"types.js","sourceRoot":"","sources":["../../../../../src/drift/Drift/clients/CentralServerDrift/types.ts"],"names":[],"mappings":"","sourcesContent":["import { BN, PositionDirection, TxParams } from '@drift-labs/sdk';\nimport { WithTxnParams } from '../../../base/types';\nimport { OpenPerpMarketOrderBaseParams } from '../../../base/actions/trade/openPerpOrder/openPerpMarketOrder';\nimport { OpenPerpNonMarketOrderBaseParams } from '../../../base/actions/trade/openPerpOrder/openPerpNonMarketOrder';\nimport {\n\tIsolatedPositionDepositsOverride,\n\tPlaceAndTakeParams,\n} from '../../../base/actions/trade/openPerpOrder/types';\nimport { PublicKey } from '@solana/web3.js';\n\nexport type CentralServerSwiftOrderOptions = {\n\tuserSigningSlotBuffer?: number;\n\tisDelegate?: boolean;\n};\n\ntype CsdBaseMarketOrderParams = Omit<\n\tOpenPerpMarketOrderBaseParams,\n\t'driftClient' | 'user' | 'dlobServerHttpUrl'\n>;\n\nexport type CentralServerGetOpenPerpMarketOrderTxnParams<\n\tT extends boolean = boolean\n> = T extends true\n\t? Omit<CsdBaseMarketOrderParams, 'placeAndTake'> & {\n\t\t\tuseSwift: true;\n\t\t\tswiftOptions?: CentralServerSwiftOrderOptions;\n\t\t\tisolatedPositionDepositsOverride?: Omit<\n\t\t\t\tIsolatedPositionDepositsOverride,\n\t\t\t\t'additionalDeposits'\n\t\t\t>;\n\t\t\tuserAccountPublicKey: PublicKey;\n\t  }\n\t: WithTxnParams<\n\t\t\tCsdBaseMarketOrderParams & {\n\t\t\t\tuseSwift: false;\n\t\t\t\tuserAccountPublicKey: PublicKey;\n\t\t\t}\n\t  >;\n\ntype CsdBaseNonMarketOrderParams = Omit<\n\tOpenPerpNonMarketOrderBaseParams,\n\t'driftClient' | 'user'\n>;\n\nexport type CentralServerGetOpenPerpNonMarketOrderTxnParams<\n\tT extends boolean = boolean\n> = (T extends true\n\t? CsdBaseNonMarketOrderParams & {\n\t\t\tuseSwift: true;\n\t\t\tswiftOptions?: CentralServerSwiftOrderOptions;\n\t\t\tisolatedPositionDepositsOverride?: Omit<\n\t\t\t\tIsolatedPositionDepositsOverride,\n\t\t\t\t'additionalDeposits'\n\t\t\t>;\n\t  }\n\t: WithTxnParams<\n\t\t\tCsdBaseNonMarketOrderParams & {\n\t\t\t\tuseSwift: false;\n\t\t\t}\n\t  >) & {\n\tuserAccountPublicKey: PublicKey;\n};\n\n/** Params for withdrawing collateral from an isolated perp position (transfer to cross). */\nexport interface CentralServerGetWithdrawIsolatedPerpPositionCollateralTxnParams {\n\tuserAccountPublicKey: PublicKey;\n\tmarketIndex: number;\n\t/** Positive amount to withdraw in QUOTE_PRECISION. Ignored when isFullWithdrawal is true. */\n\tamount: BN;\n\t/** If true, transfers all available isolated margin (use when position is closed). Prepends settle PnL ix. */\n\tisFullWithdrawal?: boolean;\n\t/** If true, prepends settle PnL ix before transfer (recommended for full withdrawal or when position base is zero). */\n\tsettlePnlFirst?: boolean;\n\ttxParams?: TxParams;\n\t/** Optional signer override for transaction signing; defaults to user authority. */\n\tmainSignerOverride?: PublicKey;\n}\n\n/** Params for single-tx close + withdraw (best-effort; fill-dependent). */\nexport interface CentralServerGetCloseAndWithdrawIsolatedPerpPositionTxnParams {\n\tuserAccountPublicKey: PublicKey;\n\tmarketIndex: number;\n\t/** Base asset amount to close. */\n\tbaseAssetAmount: BN;\n\t/** Direction of the close order (opposite of position). */\n\tdirection: PositionDirection;\n\t/** If true, includes collateral transfer ix after close order (will withdraw available isolated margin; amount is fill-dependent). */\n\twithdrawCollateralAfterClose?: boolean;\n\t/** If true and withdrawCollateralAfterClose, prepends settle PnL ix. */\n\tsettlePnlBeforeClose?: boolean;\n\tassetType?: 'base' | 'quote';\n\tplaceAndTake?: PlaceAndTakeParams;\n\ttxParams?: TxParams;\n\t/** Optional signer override for transaction signing; defaults to user authority. */\n\tmainSignerOverride?: PublicKey;\n}\n\n/** Params for deposit from wallet + open isolated perp position (wallet → isolated → place). */\nexport interface CentralServerGetDepositAndOpenIsolatedPerpPositionTxnParams\n\textends Omit<\n\t\tCentralServerGetOpenPerpMarketOrderTxnParams<false>,\n\t\t'isolatedPositionDepositsOverride' | 'useSwift' | 'marginMode'\n\t> {\n\t/** Amount to deposit from wallet directly into isolated (QUOTE_PRECISION, e.g. USDC). */\n\tdepositAmount: BN;\n}\n\n/** Params for close isolated position + withdraw to wallet (close → withdraw from isolated to wallet). */\nexport interface CentralServerGetCloseAndWithdrawIsolatedPerpPositionToWalletTxnParams {\n\tuserAccountPublicKey: PublicKey;\n\tmarketIndex: number;\n\t/** Base asset amount to close. */\n\tbaseAssetAmount: BN;\n\t/** Direction of the close order (opposite of position). */\n\tdirection: PositionDirection;\n\t/**\n\t * Amount to withdraw (QUOTE_PRECISION). When omitted or larger than available,\n\t * the SDK withdraws all. Pass a specific amount for partial withdrawal.\n\t */\n\testimatedWithdrawAmount?: BN;\n\tassetType?: 'base' | 'quote';\n\tplaceAndTake?: PlaceAndTakeParams;\n\ttxParams?: TxParams;\n\t/** Optional signer override and withdrawal destination; when provided, used for signing and as the wallet that receives the withdrawal; defaults to user authority. */\n\tmainSignerOverride?: PublicKey;\n}\n"]}

package/lib/drift/base/actions/trade/openPerpOrder/isolatedPositionDeposit.d.ts

@@ -1,5 +1,6 @@
 import { BN, DriftClient, User, PositionDirection } from '@drift-labs/sdk';
 import { PublicKey, TransactionInstruction } from '@solana/web3.js';
+import { AdditionalIsolatedPositionDeposit, IsolatedPositionDepositsOverride } from './types';
 export declare const ISOLATED_POSITION_DEPOSIT_BUFFER_BPS = 15;
 export interface IsolatedMarginShortfall {
     marketIndex: number;
@@ -74,10 +75,64 @@ export interface ComputeIsolatedPositionDepositParams {
      * will be added to the deposit amount.
      */
     includeExistingShortfall?: boolean;
+    /**
+     * Pre-computed existing shortfall for the current market.
+     * When provided alongside includeExistingShortfall, avoids a redundant getMarginCalculation call.
+     */
+    existingShortfall?: BN;
 }
 /**
  * Computes the isolated position deposit required for opening an isolated perp position.
  * Returns a BN in QUOTE_PRECISION (USDC).
  */
-export declare function computeIsolatedPositionDepositForTrade({ driftClient, user, marketIndex, baseAssetAmount, direction, marginRatio, entryPrice, numOfOpenHighLeverageSpots, bufferDenominator, includeExistingShortfall, }: ComputeIsolatedPositionDepositParams): BN | null;
+export declare function computeIsolatedPositionDepositForTrade({ driftClient, user, marketIndex, baseAssetAmount, direction, marginRatio, entryPrice, numOfOpenHighLeverageSpots, bufferDenominator, includeExistingShortfall, existingShortfall: precomputedShortfall, }: ComputeIsolatedPositionDepositParams): BN | null;
+/**
+ * Error thrown when underwater isolated positions are detected and
+ * replenishUnderwaterPositions is not set to true.
+ */
+export declare class UnderwaterIsolatedPositionsError extends Error {
+    readonly shortfalls: IsolatedMarginShortfall[];
+    constructor(shortfalls: IsolatedMarginShortfall[]);
+}
+/**
+ * Calculates isolated position deposits for a trade.
+ * Auto-computes the main deposit from positionMaxLeverage.
+ * Also detects underwater positions on other markets and either throws or computes additional deposits.
+ */
+export declare function calculateIsolatedPositionDeposits(params: {
+    driftClient: DriftClient;
+    user: User;
+    marketIndex: number;
+    baseAssetAmount: BN;
+    direction?: PositionDirection;
+    positionMaxLeverage: number;
+    replenishUnderwaterPositions?: boolean;
+    numOfOpenHighLeverageSpots?: number;
+}): {
+    mainDeposit: BN | undefined;
+    additionalIsolatedPositionDeposits: AdditionalIsolatedPositionDeposit[] | undefined;
+};
+/**
+ * Resolves isolated position deposits based on margin mode.
+ * Returns undefined for cross margin mode, otherwise computes deposits.
+ *
+ * If marginMode is not explicitly provided, derives it from the user's existing position.
+ */
+export declare function resolveIsolatedPositionDeposits(params: {
+    driftClient: DriftClient;
+    user: User;
+    marketIndex: number;
+    baseAssetAmount: BN;
+    direction?: PositionDirection;
+    positionMaxLeverage: number;
+    marginMode?: 'isolated' | 'cross';
+    replenishUnderwaterPositions?: boolean;
+    numOfOpenHighLeverageSpots?: number;
+}): ReturnType<typeof calculateIsolatedPositionDeposits> | undefined;
+/**
+ * Resolves isolated position deposits, using pre-computed overrides if provided.
+ * When `isolatedPositionDepositsOverride` is provided, skips auto-compute and uses
+ * the override values directly. Otherwise, delegates to `resolveIsolatedPositionDeposits()`.
+ */
+export declare function resolveIsolatedPositionDepositsWithOverride(override: IsolatedPositionDepositsOverride | undefined, computeParams: Parameters<typeof resolveIsolatedPositionDeposits>[0]): ReturnType<typeof resolveIsolatedPositionDeposits>;
 export declare function getIsolatedPositionDepositIxIfNeeded(driftClient: DriftClient, user: User, marketIndex: number, isolatedPositionDeposit?: BN, signingAuthority?: PublicKey): Promise<TransactionInstruction | undefined>;

package/lib/drift/base/actions/trade/openPerpOrder/isolatedPositionDeposit.js

@@ -1,7 +1,9 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getIsolatedPositionDepositIxIfNeeded = exports.computeIsolatedPositionDepositForTrade = exports.getTotalIsolatedMarginShortfall = exports.getOtherIsolatedMarginShortfalls = exports.getIsolatedMarginShortfall = exports.getIsolatedMarginShortfalls = exports.ISOLATED_POSITION_DEPOSIT_BUFFER_BPS = void 0;
+exports.getIsolatedPositionDepositIxIfNeeded = exports.resolveIsolatedPositionDepositsWithOverride = exports.resolveIsolatedPositionDeposits = exports.calculateIsolatedPositionDeposits = exports.UnderwaterIsolatedPositionsError = exports.computeIsolatedPositionDepositForTrade = exports.getTotalIsolatedMarginShortfall = exports.getOtherIsolatedMarginShortfalls = exports.getIsolatedMarginShortfall = exports.getIsolatedMarginShortfalls = exports.ISOLATED_POSITION_DEPOSIT_BUFFER_BPS = void 0;
 const sdk_1 = require("@drift-labs/sdk");
+const trading_1 = require("../../../../../common-ui-utils/trading");
+const positionMarginMode_1 = require("../../../details/user/positionMarginMode");
 exports.ISOLATED_POSITION_DEPOSIT_BUFFER_BPS = 15;
 /**
  * Computes the initial margin shortfall for all isolated perp positions.
@@ -62,7 +64,7 @@ exports.getTotalIsolatedMarginShortfall = getTotalIsolatedMarginShortfall;
  * Computes the isolated position deposit required for opening an isolated perp position.
  * Returns a BN in QUOTE_PRECISION (USDC).
  */
-function computeIsolatedPositionDepositForTrade({ driftClient, user, marketIndex, baseAssetAmount, direction, marginRatio, entryPrice, numOfOpenHighLeverageSpots, bufferDenominator, includeExistingShortfall, }) {
+function computeIsolatedPositionDepositForTrade({ driftClient, user, marketIndex, baseAssetAmount, direction, marginRatio, entryPrice, numOfOpenHighLeverageSpots, bufferDenominator, includeExistingShortfall, existingShortfall: precomputedShortfall, }) {
     var _a;
     // Only require isolated deposit if the order will increase the position (when direction is provided)
     if (direction !== undefined) {
@@ -83,10 +85,10 @@ function computeIsolatedPositionDepositForTrade({ driftClient, user, marketIndex
     const hasOpenHighLeverageSpots = numOfOpenHighLeverageSpots !== undefined && numOfOpenHighLeverageSpots > 0;
     const enteringHighLeverageMode = userIsInHighLeverageMode || hasOpenHighLeverageSpots;
     const marginRequired = (0, sdk_1.calculateMarginUSDCRequiredForTrade)(driftClient, marketIndex, baseAssetAmount, marginRatio, enteringHighLeverageMode, entryPrice);
-    let depositAmount = marginRequired.add(marginRequired.div(new sdk_1.BN(bufferDenominator !== null && bufferDenominator !== void 0 ? bufferDenominator : exports.ISOLATED_POSITION_DEPOSIT_BUFFER_BPS))); // buffer in basis points
+    let depositAmount = marginRequired.add(marginRequired.div(new sdk_1.BN(bufferDenominator !== null && bufferDenominator !== void 0 ? bufferDenominator : exports.ISOLATED_POSITION_DEPOSIT_BUFFER_BPS)));
     // Add existing shortfall for this market if requested
     if (includeExistingShortfall) {
-        const existingShortfall = getIsolatedMarginShortfall(user, marketIndex);
+        const existingShortfall = precomputedShortfall !== null && precomputedShortfall !== void 0 ? precomputedShortfall : getIsolatedMarginShortfall(user, marketIndex);
         if (existingShortfall.gt(sdk_1.ZERO)) {
             // Add shortfall with a 5% buffer on top (same as new margin)
             const shortfallWithBuffer = existingShortfall.add(existingShortfall.div(new sdk_1.BN(bufferDenominator !== null && bufferDenominator !== void 0 ? bufferDenominator : exports.ISOLATED_POSITION_DEPOSIT_BUFFER_BPS)));
@@ -96,6 +98,102 @@ function computeIsolatedPositionDepositForTrade({ driftClient, user, marketIndex
     return depositAmount;
 }
 exports.computeIsolatedPositionDepositForTrade = computeIsolatedPositionDepositForTrade;
+/**
+ * Error thrown when underwater isolated positions are detected and
+ * replenishUnderwaterPositions is not set to true.
+ */
+class UnderwaterIsolatedPositionsError extends Error {
+    constructor(shortfalls) {
+        super(`Underwater isolated positions detected for markets: ${shortfalls
+            .map((s) => s.marketIndex)
+            .join(', ')}. ` +
+            `Set replenishUnderwaterPositions: true to auto-cover, or manually handle shortfalls.`);
+        this.shortfalls = shortfalls;
+        this.name = 'UnderwaterIsolatedPositionsError';
+    }
+}
+exports.UnderwaterIsolatedPositionsError = UnderwaterIsolatedPositionsError;
+/**
+ * Calculates isolated position deposits for a trade.
+ * Auto-computes the main deposit from positionMaxLeverage.
+ * Also detects underwater positions on other markets and either throws or computes additional deposits.
+ */
+function calculateIsolatedPositionDeposits(params) {
+    var _a;
+    // Compute all shortfalls once (single getMarginCalculation call)
+    // to avoid duplicate expensive margin calculations
+    const allShortfalls = getIsolatedMarginShortfalls(params.user);
+    // Extract current market's shortfall from the pre-computed map
+    const currentMarketShortfall = (_a = allShortfalls.get(params.marketIndex)) !== null && _a !== void 0 ? _a : sdk_1.ZERO;
+    let mainIsolatedPositionDeposit;
+    const marginRatio = trading_1.TRADING_UTILS.convertLeverageToMarginRatio(params.positionMaxLeverage);
+    if (marginRatio) {
+        mainIsolatedPositionDeposit = computeIsolatedPositionDepositForTrade({
+            driftClient: params.driftClient,
+            user: params.user,
+            marketIndex: params.marketIndex,
+            baseAssetAmount: params.baseAssetAmount,
+            direction: params.direction,
+            marginRatio,
+            numOfOpenHighLeverageSpots: params.numOfOpenHighLeverageSpots,
+            bufferDenominator: exports.ISOLATED_POSITION_DEPOSIT_BUFFER_BPS,
+            includeExistingShortfall: true,
+            // Use pre-computed shortfall to avoid a second getMarginCalculation call
+            existingShortfall: currentMarketShortfall,
+        });
+    }
+    // Check for underwater positions (excluding current market)
+    const otherShortfalls = Array.from(allShortfalls)
+        .filter(([marketIndex]) => marketIndex !== params.marketIndex)
+        .map(([marketIndex, shortfall]) => ({ marketIndex, shortfall }));
+    if (otherShortfalls.length > 0 && !params.replenishUnderwaterPositions) {
+        throw new UnderwaterIsolatedPositionsError(otherShortfalls);
+    }
+    let additionalIsolatedPositionDeposits;
+    if (otherShortfalls.length > 0 && params.replenishUnderwaterPositions) {
+        additionalIsolatedPositionDeposits = otherShortfalls.map((shortfall) => {
+            const shortfallWithBuffer = shortfall.shortfall.add(shortfall.shortfall.div(new sdk_1.BN(exports.ISOLATED_POSITION_DEPOSIT_BUFFER_BPS)));
+            return {
+                marketIndex: shortfall.marketIndex,
+                amount: shortfallWithBuffer,
+            };
+        });
+    }
+    return {
+        mainDeposit: mainIsolatedPositionDeposit,
+        additionalIsolatedPositionDeposits,
+    };
+}
+exports.calculateIsolatedPositionDeposits = calculateIsolatedPositionDeposits;
+/**
+ * Resolves isolated position deposits based on margin mode.
+ * Returns undefined for cross margin mode, otherwise computes deposits.
+ *
+ * If marginMode is not explicitly provided, derives it from the user's existing position.
+ */
+function resolveIsolatedPositionDeposits(params) {
+    var _a;
+    const isIsolated = ((_a = params.marginMode) !== null && _a !== void 0 ? _a : (0, positionMarginMode_1.getPositionMarginMode)(params.user, params.marketIndex)) === 'isolated';
+    if (!isIsolated)
+        return undefined;
+    return calculateIsolatedPositionDeposits(params);
+}
+exports.resolveIsolatedPositionDeposits = resolveIsolatedPositionDeposits;
+/**
+ * Resolves isolated position deposits, using pre-computed overrides if provided.
+ * When `isolatedPositionDepositsOverride` is provided, skips auto-compute and uses
+ * the override values directly. Otherwise, delegates to `resolveIsolatedPositionDeposits()`.
+ */
+function resolveIsolatedPositionDepositsWithOverride(override, computeParams) {
+    if (override !== undefined) {
+        return {
+            mainDeposit: override.mainDeposit,
+            additionalIsolatedPositionDeposits: override.additionalDeposits,
+        };
+    }
+    return resolveIsolatedPositionDeposits(computeParams);
+}
+exports.resolveIsolatedPositionDepositsWithOverride = resolveIsolatedPositionDepositsWithOverride;
 async function getIsolatedPositionDepositIxIfNeeded(driftClient, user, marketIndex, isolatedPositionDeposit, signingAuthority) {
     if (!isolatedPositionDeposit) {
         return undefined;

package/lib/drift/base/actions/trade/openPerpOrder/isolatedPositionDeposit.js.map

@@ -1 +1 @@
-{"version":3,"file":"isolatedPositionDeposit.js","sourceRoot":"","sources":["../../../../../../src/drift/base/actions/trade/openPerpOrder/isolatedPositionDeposit.ts"],"names":[],"mappings":";;;AAAA,yCAUyB;AAGZ,QAAA,oCAAoC,GAAG,EAAE,CAAC;AAOvD;;;;GAIG;AACH,SAAgB,2BAA2B,CAAC,IAAU;IACrD,MAAM,UAAU,GAAG,IAAI,GAAG,EAAc,CAAC;IAEzC,MAAM,UAAU,GAAG,IAAI,CAAC,oBAAoB,CAAC,SAAS,CAAC,CAAC;IAExD,KAAK,MAAM,CACV,WAAW,EACX,YAAY,EACZ,IAAI,UAAU,CAAC,0BAA0B,EAAE,CAAC;QAC5C,MAAM,SAAS,GAAG,YAAY,CAAC,cAAc,EAAE,CAAC;QAChD,IAAI,SAAS,CAAC,EAAE,CAAC,UAAI,CAAC,EAAE,CAAC;YACxB,UAAU,CAAC,GAAG,CAAC,WAAW,EAAE,SAAS,CAAC,CAAC;QACxC,CAAC;IACF,CAAC;IAED,OAAO,UAAU,CAAC;AACnB,CAAC;AAhBD,kEAgBC;AAED;;;GAGG;AACH,SAAgB,0BAA0B,CACzC,IAAU,EACV,WAAmB;IAEnB,MAAM,UAAU,GAAG,IAAI,CAAC,oBAAoB,CAAC,SAAS,CAAC,CAAC;IACxD,MAAM,YAAY,GAAG,UAAU,CAAC,0BAA0B,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC;IAE5E,IAAI,CAAC,YAAY,EAAE,CAAC;QACnB,OAAO,UAAI,CAAC;IACb,CAAC;IAED,OAAO,YAAY,CAAC,cAAc,EAAE,CAAC;AACtC,CAAC;AAZD,gEAYC;AAED;;;GAGG;AACH,SAAgB,gCAAgC,CAC/C,IAAU,EACV,kBAA2B;IAE3B,MAAM,UAAU,GAAG,2BAA2B,CAAC,IAAI,CAAC,CAAC;IACrD,MAAM,MAAM,GAA8B,EAAE,CAAC;IAE7C,KAAK,MAAM,CAAC,WAAW,EAAE,SAAS,CAAC,IAAI,UAAU,EAAE,CAAC;QACnD,IACC,kBAAkB,KAAK,SAAS;YAChC,WAAW,KAAK,kBAAkB,EACjC,CAAC;YACF,SAAS;QACV,CAAC;QACD,MAAM,CAAC,IAAI,CAAC,EAAE,WAAW,EAAE,SAAS,EAAE,CAAC,CAAC;IACzC,CAAC;IAED,OAAO,MAAM,CAAC;AACf,CAAC;AAlBD,4EAkBC;AAED;;GAEG;AACH,SAAgB,+BAA+B,CAC9C,IAAU,EACV,kBAA2B;IAE3B,MAAM,UAAU,GAAG,gCAAgC,CAAC,IAAI,EAAE,kBAAkB,CAAC,CAAC;IAC9E,OAAO,UAAU,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,CAAC,EAAE,EAAE,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC,SAAS,CAAC,EAAE,UAAI,CAAC,CAAC;AAClE,CAAC;AAND,0EAMC;AAqDD;;;GAGG;AACH,SAAgB,sCAAsC,CAAC,EACtD,WAAW,EACX,IAAI,EACJ,WAAW,EACX,eAAe,EACf,SAAS,EACT,WAAW,EACX,UAAU,EACV,0BAA0B,EAC1B,iBAAiB,EACjB,wBAAwB,GACc;;IACtC,qGAAqG;IACrG,IAAI,SAAS,KAAK,SAAS,EAAE,CAAC;QAC7B,MAAM,gBAAgB,GAAwB;YAC7C,WAAW;YACX,UAAU,EAAE,gBAAU,CAAC,IAAI;YAC3B,SAAS,EAAE,eAAS,CAAC,MAAM;YAC3B,SAAS;YACT,eAAe;SACf,CAAC;QACF,MAAM,YAAY,GAAG,IAAI,CAAC,cAAc,EAAE,CAAC,YAAY,CAAC;QACxD,MAAM,YAAY,GAAG,WAAW,CAAC,yBAAyB,CACzD,gBAAgB,EAChB,YAAY,CACZ,CAAC;QACF,IAAI,CAAC,YAAY,EAAE,CAAC;YACnB,OAAO,IAAI,CAAC;QACb,CAAC;IACF,CAAC;IAED,MAAM,wBAAwB,GAAG,MAAA,IAAI,CAAC,kBAAkB,CAAC,SAAS,CAAC,mCAAI,KAAK,CAAC;IAC7E,MAAM,wBAAwB,GAC7B,0BAA0B,KAAK,SAAS,IAAI,0BAA0B,GAAG,CAAC,CAAC;IAC5E,MAAM,wBAAwB,GAC7B,wBAAwB,IAAI,wBAAwB,CAAC;IAEtD,MAAM,cAAc,GAAG,IAAA,yCAAmC,EACzD,WAAW,EACX,WAAW,EACX,eAAe,EACf,WAAW,EACX,wBAAwB,EACxB,UAAU,CACV,CAAC;IAEF,IAAI,aAAa,GAAG,cAAc,CAAC,GAAG,CACrC,cAAc,CAAC,GAAG,CACjB,IAAI,QAAE,CAAC,iBAAiB,aAAjB,iBAAiB,cAAjB,iBAAiB,GAAI,4CAAoC,CAAC,CACjE,CACD,CAAC,CAAC,yBAAyB;IAE5B,sDAAsD;IACtD,IAAI,wBAAwB,EAAE,CAAC;QAC9B,MAAM,iBAAiB,GAAG,0BAA0B,CAAC,IAAI,EAAE,WAAW,CAAC,CAAC;QACxE,IAAI,iBAAiB,CAAC,EAAE,CAAC,UAAI,CAAC,EAAE,CAAC;YAChC,6DAA6D;YAC7D,MAAM,mBAAmB,GAAG,iBAAiB,CAAC,GAAG,CAChD,iBAAiB,CAAC,GAAG,CACpB,IAAI,QAAE,CAAC,iBAAiB,aAAjB,iBAAiB,cAAjB,iBAAiB,GAAI,4CAAoC,CAAC,CACjE,CACD,CAAC;YACF,aAAa,GAAG,aAAa,CAAC,GAAG,CAAC,mBAAmB,CAAC,CAAC;QACxD,CAAC;IACF,CAAC;IAED,OAAO,aAAa,CAAC;AACtB,CAAC;AAnED,wFAmEC;AAEM,KAAK,UAAU,oCAAoC,CACzD,WAAwB,EACxB,IAAU,EACV,WAAmB,EACnB,uBAA4B,EAC5B,gBAA4B;IAE5B,IAAI,CAAC,uBAAuB,EAAE,CAAC;QAC9B,OAAO,SAAS,CAAC;IAClB,CAAC;IACD,IAAI,uBAAuB,CAAC,MAAM,EAAE,EAAE,CAAC;QACtC,OAAO,SAAS,CAAC;IAClB,CAAC;IAED,OAAO,WAAW,CAAC,wCAAwC,CAC1D,uBAAuB,EACvB,WAAW,EACX,IAAI,CAAC,cAAc,EAAE,CAAC,YAAY,EAClC,SAAS,EAAE,iBAAiB;IAC5B,gBAAgB,CAChB,CAAC;AACH,CAAC;AArBD,oFAqBC","sourcesContent":["import {\n\tBN,\n\tDriftClient,\n\tUser,\n\tcalculateMarginUSDCRequiredForTrade,\n\tOptionalOrderParams,\n\tPositionDirection,\n\tMarketType,\n\tOrderType,\n\tZERO,\n} from '@drift-labs/sdk';\nimport { PublicKey, TransactionInstruction } from '@solana/web3.js';\n\nexport const ISOLATED_POSITION_DEPOSIT_BUFFER_BPS = 15;\n\nexport interface IsolatedMarginShortfall {\n\tmarketIndex: number;\n\tshortfall: BN;\n}\n\n/**\n * Computes the initial margin shortfall for all isolated perp positions.\n * Returns a map of marketIndex -> shortfall (in QUOTE_PRECISION).\n * Only includes positions that are under initial margin (shortfall > 0).\n */\nexport function getIsolatedMarginShortfalls(user: User): Map<number, BN> {\n\tconst shortfalls = new Map<number, BN>();\n\n\tconst marginCalc = user.getMarginCalculation('Initial');\n\n\tfor (const [\n\t\tmarketIndex,\n\t\tisolatedCalc,\n\t] of marginCalc.isolatedMarginCalculations) {\n\t\tconst shortfall = isolatedCalc.marginShortage();\n\t\tif (shortfall.gt(ZERO)) {\n\t\t\tshortfalls.set(marketIndex, shortfall);\n\t\t}\n\t}\n\n\treturn shortfalls;\n}\n\n/**\n * Computes the initial margin shortfall for a single isolated perp position.\n * Returns the shortfall in QUOTE_PRECISION, or ZERO if no shortfall.\n */\nexport function getIsolatedMarginShortfall(\n\tuser: User,\n\tmarketIndex: number\n): BN {\n\tconst marginCalc = user.getMarginCalculation('Initial');\n\tconst isolatedCalc = marginCalc.isolatedMarginCalculations.get(marketIndex);\n\n\tif (!isolatedCalc) {\n\t\treturn ZERO;\n\t}\n\n\treturn isolatedCalc.marginShortage();\n}\n\n/**\n * Returns all isolated margin shortfalls as an array, excluding a specific market index.\n * Useful for getting shortfalls for \"other\" isolated positions.\n */\nexport function getOtherIsolatedMarginShortfalls(\n\tuser: User,\n\texcludeMarketIndex?: number\n): IsolatedMarginShortfall[] {\n\tconst shortfalls = getIsolatedMarginShortfalls(user);\n\tconst result: IsolatedMarginShortfall[] = [];\n\n\tfor (const [marketIndex, shortfall] of shortfalls) {\n\t\tif (\n\t\t\texcludeMarketIndex !== undefined &&\n\t\t\tmarketIndex === excludeMarketIndex\n\t\t) {\n\t\t\tcontinue;\n\t\t}\n\t\tresult.push({ marketIndex, shortfall });\n\t}\n\n\treturn result;\n}\n\n/**\n * Computes the total of all isolated margin shortfalls.\n */\nexport function getTotalIsolatedMarginShortfall(\n\tuser: User,\n\texcludeMarketIndex?: number\n): BN {\n\tconst shortfalls = getOtherIsolatedMarginShortfalls(user, excludeMarketIndex);\n\treturn shortfalls.reduce((acc, s) => acc.add(s.shortfall), ZERO);\n}\n\nexport interface ComputeIsolatedPositionDepositParams {\n\tdriftClient: DriftClient;\n\tuser: User;\n\tmarketIndex: number;\n\tbaseAssetAmount: BN;\n\t/**\n\t * Optional direction of the order.\n\t * If provided, we will check if the order will increase the position.\n\t * If the order will not increase the position, we will return 0.\n\t */\n\tdirection?: PositionDirection;\n\t/**\n\t * Margin ratio to use for the position (e.g. 2000 for 5x leverage).\n\t */\n\tmarginRatio: number;\n\t/**\n\t * Optional estimated entry price to use for the margin calculation.\n\t */\n\tentryPrice?: BN;\n\t/**\n\t * Number of open high leverage spots available to the user (if any).\n\t * If greater than 0, we will consider the trade as entering high leverage mode.\n\t */\n\tnumOfOpenHighLeverageSpots?: number;\n\t/**\n\t * Optional buffer denominator for the isolated position deposit.\n\t *\n\t * Smaller numbers mean a bigger buffer.\n\t *\n\t * bufferDenominator ->  Buffer %\n\t *\n\t * 15 ->                6.67%\n\t *\n\t * 20 (default) ->       5.00%\n\t *\n\t * 50 ->                2.00%\n\t *\n\t * 100 ->               1.00%\n\t *\n\t * 180 ->               0.56%\n\t *\n\t * 200 ->               0.50%\n\t */\n\tbufferDenominator?: number;\n\t/**\n\t * If true, the current market's initial margin shortfall (if any)\n\t * will be added to the deposit amount.\n\t */\n\tincludeExistingShortfall?: boolean;\n}\n\n/**\n * Computes the isolated position deposit required for opening an isolated perp position.\n * Returns a BN in QUOTE_PRECISION (USDC).\n */\nexport function computeIsolatedPositionDepositForTrade({\n\tdriftClient,\n\tuser,\n\tmarketIndex,\n\tbaseAssetAmount,\n\tdirection,\n\tmarginRatio,\n\tentryPrice,\n\tnumOfOpenHighLeverageSpots,\n\tbufferDenominator,\n\tincludeExistingShortfall,\n}: ComputeIsolatedPositionDepositParams): BN | null {\n\t// Only require isolated deposit if the order will increase the position (when direction is provided)\n\tif (direction !== undefined) {\n\t\tconst maybeOrderParams: OptionalOrderParams = {\n\t\t\tmarketIndex,\n\t\t\tmarketType: MarketType.PERP,\n\t\t\torderType: OrderType.MARKET,\n\t\t\tdirection,\n\t\t\tbaseAssetAmount,\n\t\t};\n\t\tconst subAccountId = user.getUserAccount().subAccountId;\n\t\tconst isIncreasing = driftClient.isOrderIncreasingPosition(\n\t\t\tmaybeOrderParams,\n\t\t\tsubAccountId\n\t\t);\n\t\tif (!isIncreasing) {\n\t\t\treturn null;\n\t\t}\n\t}\n\n\tconst userIsInHighLeverageMode = user.isHighLeverageMode('Initial') ?? false;\n\tconst hasOpenHighLeverageSpots =\n\t\tnumOfOpenHighLeverageSpots !== undefined && numOfOpenHighLeverageSpots > 0;\n\tconst enteringHighLeverageMode =\n\t\tuserIsInHighLeverageMode || hasOpenHighLeverageSpots;\n\n\tconst marginRequired = calculateMarginUSDCRequiredForTrade(\n\t\tdriftClient,\n\t\tmarketIndex,\n\t\tbaseAssetAmount,\n\t\tmarginRatio,\n\t\tenteringHighLeverageMode,\n\t\tentryPrice\n\t);\n\n\tlet depositAmount = marginRequired.add(\n\t\tmarginRequired.div(\n\t\t\tnew BN(bufferDenominator ?? ISOLATED_POSITION_DEPOSIT_BUFFER_BPS)\n\t\t)\n\t); // buffer in basis points\n\n\t// Add existing shortfall for this market if requested\n\tif (includeExistingShortfall) {\n\t\tconst existingShortfall = getIsolatedMarginShortfall(user, marketIndex);\n\t\tif (existingShortfall.gt(ZERO)) {\n\t\t\t// Add shortfall with a 5% buffer on top (same as new margin)\n\t\t\tconst shortfallWithBuffer = existingShortfall.add(\n\t\t\t\texistingShortfall.div(\n\t\t\t\t\tnew BN(bufferDenominator ?? ISOLATED_POSITION_DEPOSIT_BUFFER_BPS)\n\t\t\t\t)\n\t\t\t);\n\t\t\tdepositAmount = depositAmount.add(shortfallWithBuffer);\n\t\t}\n\t}\n\n\treturn depositAmount;\n}\n\nexport async function getIsolatedPositionDepositIxIfNeeded(\n\tdriftClient: DriftClient,\n\tuser: User,\n\tmarketIndex: number,\n\tisolatedPositionDeposit?: BN,\n\tsigningAuthority?: PublicKey\n): Promise<TransactionInstruction | undefined> {\n\tif (!isolatedPositionDeposit) {\n\t\treturn undefined;\n\t}\n\tif (isolatedPositionDeposit.isZero()) {\n\t\treturn undefined;\n\t}\n\n\treturn driftClient.getTransferIsolatedPerpPositionDepositIx(\n\t\tisolatedPositionDeposit,\n\t\tmarketIndex,\n\t\tuser.getUserAccount().subAccountId,\n\t\tundefined, // noAmountBuffer\n\t\tsigningAuthority\n\t);\n}\n"]}
+{"version":3,"file":"isolatedPositionDeposit.js","sourceRoot":"","sources":["../../../../../../src/drift/base/actions/trade/openPerpOrder/isolatedPositionDeposit.ts"],"names":[],"mappings":";;;AAAA,yCAUyB;AAEzB,oEAAuE;AAKvE,iFAAiF;AAEpE,QAAA,oCAAoC,GAAG,EAAE,CAAC;AAOvD;;;;GAIG;AACH,SAAgB,2BAA2B,CAAC,IAAU;IACrD,MAAM,UAAU,GAAG,IAAI,GAAG,EAAc,CAAC;IAEzC,MAAM,UAAU,GAAG,IAAI,CAAC,oBAAoB,CAAC,SAAS,CAAC,CAAC;IAExD,KAAK,MAAM,CACV,WAAW,EACX,YAAY,EACZ,IAAI,UAAU,CAAC,0BAA0B,EAAE,CAAC;QAC5C,MAAM,SAAS,GAAG,YAAY,CAAC,cAAc,EAAE,CAAC;QAChD,IAAI,SAAS,CAAC,EAAE,CAAC,UAAI,CAAC,EAAE,CAAC;YACxB,UAAU,CAAC,GAAG,CAAC,WAAW,EAAE,SAAS,CAAC,CAAC;QACxC,CAAC;IACF,CAAC;IAED,OAAO,UAAU,CAAC;AACnB,CAAC;AAhBD,kEAgBC;AAED;;;GAGG;AACH,SAAgB,0BAA0B,CACzC,IAAU,EACV,WAAmB;IAEnB,MAAM,UAAU,GAAG,IAAI,CAAC,oBAAoB,CAAC,SAAS,CAAC,CAAC;IACxD,MAAM,YAAY,GAAG,UAAU,CAAC,0BAA0B,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC;IAE5E,IAAI,CAAC,YAAY,EAAE,CAAC;QACnB,OAAO,UAAI,CAAC;IACb,CAAC;IAED,OAAO,YAAY,CAAC,cAAc,EAAE,CAAC;AACtC,CAAC;AAZD,gEAYC;AAED;;;GAGG;AACH,SAAgB,gCAAgC,CAC/C,IAAU,EACV,kBAA2B;IAE3B,MAAM,UAAU,GAAG,2BAA2B,CAAC,IAAI,CAAC,CAAC;IACrD,MAAM,MAAM,GAA8B,EAAE,CAAC;IAE7C,KAAK,MAAM,CAAC,WAAW,EAAE,SAAS,CAAC,IAAI,UAAU,EAAE,CAAC;QACnD,IACC,kBAAkB,KAAK,SAAS;YAChC,WAAW,KAAK,kBAAkB,EACjC,CAAC;YACF,SAAS;QACV,CAAC;QACD,MAAM,CAAC,IAAI,CAAC,EAAE,WAAW,EAAE,SAAS,EAAE,CAAC,CAAC;IACzC,CAAC;IAED,OAAO,MAAM,CAAC;AACf,CAAC;AAlBD,4EAkBC;AAED;;GAEG;AACH,SAAgB,+BAA+B,CAC9C,IAAU,EACV,kBAA2B;IAE3B,MAAM,UAAU,GAAG,gCAAgC,CAAC,IAAI,EAAE,kBAAkB,CAAC,CAAC;IAC9E,OAAO,UAAU,CAAC,MAAM,CAAC,CAAC,GAAG,EAAE,CAAC,EAAE,EAAE,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC,CAAC,SAAS,CAAC,EAAE,UAAI,CAAC,CAAC;AAClE,CAAC;AAND,0EAMC;AA0DD;;;GAGG;AACH,SAAgB,sCAAsC,CAAC,EACtD,WAAW,EACX,IAAI,EACJ,WAAW,EACX,eAAe,EACf,SAAS,EACT,WAAW,EACX,UAAU,EACV,0BAA0B,EAC1B,iBAAiB,EACjB,wBAAwB,EACxB,iBAAiB,EAAE,oBAAoB,GACD;;IACtC,qGAAqG;IACrG,IAAI,SAAS,KAAK,SAAS,EAAE,CAAC;QAC7B,MAAM,gBAAgB,GAAwB;YAC7C,WAAW;YACX,UAAU,EAAE,gBAAU,CAAC,IAAI;YAC3B,SAAS,EAAE,eAAS,CAAC,MAAM;YAC3B,SAAS;YACT,eAAe;SACf,CAAC;QACF,MAAM,YAAY,GAAG,IAAI,CAAC,cAAc,EAAE,CAAC,YAAY,CAAC;QACxD,MAAM,YAAY,GAAG,WAAW,CAAC,yBAAyB,CACzD,gBAAgB,EAChB,YAAY,CACZ,CAAC;QACF,IAAI,CAAC,YAAY,EAAE,CAAC;YACnB,OAAO,IAAI,CAAC;QACb,CAAC;IACF,CAAC;IAED,MAAM,wBAAwB,GAAG,MAAA,IAAI,CAAC,kBAAkB,CAAC,SAAS,CAAC,mCAAI,KAAK,CAAC;IAC7E,MAAM,wBAAwB,GAC7B,0BAA0B,KAAK,SAAS,IAAI,0BAA0B,GAAG,CAAC,CAAC;IAC5E,MAAM,wBAAwB,GAC7B,wBAAwB,IAAI,wBAAwB,CAAC;IAEtD,MAAM,cAAc,GAAG,IAAA,yCAAmC,EACzD,WAAW,EACX,WAAW,EACX,eAAe,EACf,WAAW,EACX,wBAAwB,EACxB,UAAU,CACV,CAAC;IAEF,IAAI,aAAa,GAAG,cAAc,CAAC,GAAG,CACrC,cAAc,CAAC,GAAG,CACjB,IAAI,QAAE,CAAC,iBAAiB,aAAjB,iBAAiB,cAAjB,iBAAiB,GAAI,4CAAoC,CAAC,CACjE,CACD,CAAC;IAEF,sDAAsD;IACtD,IAAI,wBAAwB,EAAE,CAAC;QAC9B,MAAM,iBAAiB,GACtB,oBAAoB,aAApB,oBAAoB,cAApB,oBAAoB,GAAI,0BAA0B,CAAC,IAAI,EAAE,WAAW,CAAC,CAAC;QACvE,IAAI,iBAAiB,CAAC,EAAE,CAAC,UAAI,CAAC,EAAE,CAAC;YAChC,6DAA6D;YAC7D,MAAM,mBAAmB,GAAG,iBAAiB,CAAC,GAAG,CAChD,iBAAiB,CAAC,GAAG,CACpB,IAAI,QAAE,CAAC,iBAAiB,aAAjB,iBAAiB,cAAjB,iBAAiB,GAAI,4CAAoC,CAAC,CACjE,CACD,CAAC;YACF,aAAa,GAAG,aAAa,CAAC,GAAG,CAAC,mBAAmB,CAAC,CAAC;QACxD,CAAC;IACF,CAAC;IAED,OAAO,aAAa,CAAC;AACtB,CAAC;AArED,wFAqEC;AAED;;;GAGG;AACH,MAAa,gCAAiC,SAAQ,KAAK;IAC1D,YAA4B,UAAqC;QAChE,KAAK,CACJ,uDAAuD,UAAU;aAC/D,GAAG,CAAC,CAAC,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,WAAW,CAAC;aACzB,IAAI,CAAC,IAAI,CAAC,IAAI;YACf,sFAAsF,CACvF,CAAC;QANyB,eAAU,GAAV,UAAU,CAA2B;QAOhE,IAAI,CAAC,IAAI,GAAG,kCAAkC,CAAC;IAChD,CAAC;CACD;AAVD,4EAUC;AAED;;;;GAIG;AACH,SAAgB,iCAAiC,CAAC,MASjD;;IAMA,iEAAiE;IACjE,mDAAmD;IACnD,MAAM,aAAa,GAAG,2BAA2B,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC;IAE/D,+DAA+D;IAC/D,MAAM,sBAAsB,GAAG,MAAA,aAAa,CAAC,GAAG,CAAC,MAAM,CAAC,WAAW,CAAC,mCAAI,UAAI,CAAC;IAE7E,IAAI,2BAA2C,CAAC;IAChD,MAAM,WAAW,GAAG,uBAAa,CAAC,4BAA4B,CAC7D,MAAM,CAAC,mBAAmB,CAC1B,CAAC;IAEF,IAAI,WAAW,EAAE,CAAC;QACjB,2BAA2B,GAAG,sCAAsC,CAAC;YACpE,WAAW,EAAE,MAAM,CAAC,WAAW;YAC/B,IAAI,EAAE,MAAM,CAAC,IAAI;YACjB,WAAW,EAAE,MAAM,CAAC,WAAW;YAC/B,eAAe,EAAE,MAAM,CAAC,eAAe;YACvC,SAAS,EAAE,MAAM,CAAC,SAAS;YAC3B,WAAW;YACX,0BAA0B,EAAE,MAAM,CAAC,0BAA0B;YAC7D,iBAAiB,EAAE,4CAAoC;YACvD,wBAAwB,EAAE,IAAI;YAC9B,yEAAyE;YACzE,iBAAiB,EAAE,sBAAsB;SACzC,CAAC,CAAC;IACJ,CAAC;IAED,4DAA4D;IAC5D,MAAM,eAAe,GAA8B,KAAK,CAAC,IAAI,CAAC,aAAa,CAAC;SAC1E,MAAM,CAAC,CAAC,CAAC,WAAW,CAAC,EAAE,EAAE,CAAC,WAAW,KAAK,MAAM,CAAC,WAAW,CAAC;SAC7D,GAAG,CAAC,CAAC,CAAC,WAAW,EAAE,SAAS,CAAC,EAAE,EAAE,CAAC,CAAC,EAAE,WAAW,EAAE,SAAS,EAAE,CAAC,CAAC,CAAC;IAElE,IAAI,eAAe,CAAC,MAAM,GAAG,CAAC,IAAI,CAAC,MAAM,CAAC,4BAA4B,EAAE,CAAC;QACxE,MAAM,IAAI,gCAAgC,CAAC,eAAe,CAAC,CAAC;IAC7D,CAAC;IAED,IAAI,kCAEQ,CAAC;IAEb,IAAI,eAAe,CAAC,MAAM,GAAG,CAAC,IAAI,MAAM,CAAC,4BAA4B,EAAE,CAAC;QACvE,kCAAkC,GAAG,eAAe,CAAC,GAAG,CAAC,CAAC,SAAS,EAAE,EAAE;YACtE,MAAM,mBAAmB,GAAG,SAAS,CAAC,SAAS,CAAC,GAAG,CAClD,SAAS,CAAC,SAAS,CAAC,GAAG,CAAC,IAAI,QAAE,CAAC,4CAAoC,CAAC,CAAC,CACrE,CAAC;YACF,OAAO;gBACN,WAAW,EAAE,SAAS,CAAC,WAAW;gBAClC,MAAM,EAAE,mBAAmB;aAC3B,CAAC;QACH,CAAC,CAAC,CAAC;IACJ,CAAC;IAED,OAAO;QACN,WAAW,EAAE,2BAA2B;QACxC,kCAAkC;KAClC,CAAC;AACH,CAAC;AAxED,8EAwEC;AAED;;;;;GAKG;AACH,SAAgB,+BAA+B,CAAC,MAU/C;;IACA,MAAM,UAAU,GACf,CAAC,MAAA,MAAM,CAAC,UAAU,mCACjB,IAAA,0CAAqB,EAAC,MAAM,CAAC,IAAI,EAAE,MAAM,CAAC,WAAW,CAAC,CAAC,KAAK,UAAU,CAAC;IAEzE,IAAI,CAAC,UAAU;QAAE,OAAO,SAAS,CAAC;IAElC,OAAO,iCAAiC,CAAC,MAAM,CAAC,CAAC;AAClD,CAAC;AAlBD,0EAkBC;AAED;;;;GAIG;AACH,SAAgB,2CAA2C,CAC1D,QAAsD,EACtD,aAAoE;IAEpE,IAAI,QAAQ,KAAK,SAAS,EAAE,CAAC;QAC5B,OAAO;YACN,WAAW,EAAE,QAAQ,CAAC,WAAW;YACjC,kCAAkC,EAAE,QAAQ,CAAC,kBAAkB;SAC/D,CAAC;IACH,CAAC;IACD,OAAO,+BAA+B,CAAC,aAAa,CAAC,CAAC;AACvD,CAAC;AAXD,kGAWC;AAEM,KAAK,UAAU,oCAAoC,CACzD,WAAwB,EACxB,IAAU,EACV,WAAmB,EACnB,uBAA4B,EAC5B,gBAA4B;IAE5B,IAAI,CAAC,uBAAuB,EAAE,CAAC;QAC9B,OAAO,SAAS,CAAC;IAClB,CAAC;IACD,IAAI,uBAAuB,CAAC,MAAM,EAAE,EAAE,CAAC;QACtC,OAAO,SAAS,CAAC;IAClB,CAAC;IAED,OAAO,WAAW,CAAC,wCAAwC,CAC1D,uBAAuB,EACvB,WAAW,EACX,IAAI,CAAC,cAAc,EAAE,CAAC,YAAY,EAClC,SAAS,EAAE,iBAAiB;IAC5B,gBAAgB,CAChB,CAAC;AACH,CAAC;AArBD,oFAqBC","sourcesContent":["import {\n\tBN,\n\tDriftClient,\n\tUser,\n\tcalculateMarginUSDCRequiredForTrade,\n\tOptionalOrderParams,\n\tPositionDirection,\n\tMarketType,\n\tOrderType,\n\tZERO,\n} from '@drift-labs/sdk';\nimport { PublicKey, TransactionInstruction } from '@solana/web3.js';\nimport { TRADING_UTILS } from '../../../../../common-ui-utils/trading';\nimport {\n\tAdditionalIsolatedPositionDeposit,\n\tIsolatedPositionDepositsOverride,\n} from './types';\nimport { getPositionMarginMode } from '../../../details/user/positionMarginMode';\n\nexport const ISOLATED_POSITION_DEPOSIT_BUFFER_BPS = 15;\n\nexport interface IsolatedMarginShortfall {\n\tmarketIndex: number;\n\tshortfall: BN;\n}\n\n/**\n * Computes the initial margin shortfall for all isolated perp positions.\n * Returns a map of marketIndex -> shortfall (in QUOTE_PRECISION).\n * Only includes positions that are under initial margin (shortfall > 0).\n */\nexport function getIsolatedMarginShortfalls(user: User): Map<number, BN> {\n\tconst shortfalls = new Map<number, BN>();\n\n\tconst marginCalc = user.getMarginCalculation('Initial');\n\n\tfor (const [\n\t\tmarketIndex,\n\t\tisolatedCalc,\n\t] of marginCalc.isolatedMarginCalculations) {\n\t\tconst shortfall = isolatedCalc.marginShortage();\n\t\tif (shortfall.gt(ZERO)) {\n\t\t\tshortfalls.set(marketIndex, shortfall);\n\t\t}\n\t}\n\n\treturn shortfalls;\n}\n\n/**\n * Computes the initial margin shortfall for a single isolated perp position.\n * Returns the shortfall in QUOTE_PRECISION, or ZERO if no shortfall.\n */\nexport function getIsolatedMarginShortfall(\n\tuser: User,\n\tmarketIndex: number\n): BN {\n\tconst marginCalc = user.getMarginCalculation('Initial');\n\tconst isolatedCalc = marginCalc.isolatedMarginCalculations.get(marketIndex);\n\n\tif (!isolatedCalc) {\n\t\treturn ZERO;\n\t}\n\n\treturn isolatedCalc.marginShortage();\n}\n\n/**\n * Returns all isolated margin shortfalls as an array, excluding a specific market index.\n * Useful for getting shortfalls for \"other\" isolated positions.\n */\nexport function getOtherIsolatedMarginShortfalls(\n\tuser: User,\n\texcludeMarketIndex?: number\n): IsolatedMarginShortfall[] {\n\tconst shortfalls = getIsolatedMarginShortfalls(user);\n\tconst result: IsolatedMarginShortfall[] = [];\n\n\tfor (const [marketIndex, shortfall] of shortfalls) {\n\t\tif (\n\t\t\texcludeMarketIndex !== undefined &&\n\t\t\tmarketIndex === excludeMarketIndex\n\t\t) {\n\t\t\tcontinue;\n\t\t}\n\t\tresult.push({ marketIndex, shortfall });\n\t}\n\n\treturn result;\n}\n\n/**\n * Computes the total of all isolated margin shortfalls.\n */\nexport function getTotalIsolatedMarginShortfall(\n\tuser: User,\n\texcludeMarketIndex?: number\n): BN {\n\tconst shortfalls = getOtherIsolatedMarginShortfalls(user, excludeMarketIndex);\n\treturn shortfalls.reduce((acc, s) => acc.add(s.shortfall), ZERO);\n}\n\nexport interface ComputeIsolatedPositionDepositParams {\n\tdriftClient: DriftClient;\n\tuser: User;\n\tmarketIndex: number;\n\tbaseAssetAmount: BN;\n\t/**\n\t * Optional direction of the order.\n\t * If provided, we will check if the order will increase the position.\n\t * If the order will not increase the position, we will return 0.\n\t */\n\tdirection?: PositionDirection;\n\t/**\n\t * Margin ratio to use for the position (e.g. 2000 for 5x leverage).\n\t */\n\tmarginRatio: number;\n\t/**\n\t * Optional estimated entry price to use for the margin calculation.\n\t */\n\tentryPrice?: BN;\n\t/**\n\t * Number of open high leverage spots available to the user (if any).\n\t * If greater than 0, we will consider the trade as entering high leverage mode.\n\t */\n\tnumOfOpenHighLeverageSpots?: number;\n\t/**\n\t * Optional buffer denominator for the isolated position deposit.\n\t *\n\t * Smaller numbers mean a bigger buffer.\n\t *\n\t * bufferDenominator ->  Buffer %\n\t *\n\t * 15 ->                6.67%\n\t *\n\t * 20 (default) ->       5.00%\n\t *\n\t * 50 ->                2.00%\n\t *\n\t * 100 ->               1.00%\n\t *\n\t * 180 ->               0.56%\n\t *\n\t * 200 ->               0.50%\n\t */\n\tbufferDenominator?: number;\n\t/**\n\t * If true, the current market's initial margin shortfall (if any)\n\t * will be added to the deposit amount.\n\t */\n\tincludeExistingShortfall?: boolean;\n\t/**\n\t * Pre-computed existing shortfall for the current market.\n\t * When provided alongside includeExistingShortfall, avoids a redundant getMarginCalculation call.\n\t */\n\texistingShortfall?: BN;\n}\n\n/**\n * Computes the isolated position deposit required for opening an isolated perp position.\n * Returns a BN in QUOTE_PRECISION (USDC).\n */\nexport function computeIsolatedPositionDepositForTrade({\n\tdriftClient,\n\tuser,\n\tmarketIndex,\n\tbaseAssetAmount,\n\tdirection,\n\tmarginRatio,\n\tentryPrice,\n\tnumOfOpenHighLeverageSpots,\n\tbufferDenominator,\n\tincludeExistingShortfall,\n\texistingShortfall: precomputedShortfall,\n}: ComputeIsolatedPositionDepositParams): BN | null {\n\t// Only require isolated deposit if the order will increase the position (when direction is provided)\n\tif (direction !== undefined) {\n\t\tconst maybeOrderParams: OptionalOrderParams = {\n\t\t\tmarketIndex,\n\t\t\tmarketType: MarketType.PERP,\n\t\t\torderType: OrderType.MARKET,\n\t\t\tdirection,\n\t\t\tbaseAssetAmount,\n\t\t};\n\t\tconst subAccountId = user.getUserAccount().subAccountId;\n\t\tconst isIncreasing = driftClient.isOrderIncreasingPosition(\n\t\t\tmaybeOrderParams,\n\t\t\tsubAccountId\n\t\t);\n\t\tif (!isIncreasing) {\n\t\t\treturn null;\n\t\t}\n\t}\n\n\tconst userIsInHighLeverageMode = user.isHighLeverageMode('Initial') ?? false;\n\tconst hasOpenHighLeverageSpots =\n\t\tnumOfOpenHighLeverageSpots !== undefined && numOfOpenHighLeverageSpots > 0;\n\tconst enteringHighLeverageMode =\n\t\tuserIsInHighLeverageMode || hasOpenHighLeverageSpots;\n\n\tconst marginRequired = calculateMarginUSDCRequiredForTrade(\n\t\tdriftClient,\n\t\tmarketIndex,\n\t\tbaseAssetAmount,\n\t\tmarginRatio,\n\t\tenteringHighLeverageMode,\n\t\tentryPrice\n\t);\n\n\tlet depositAmount = marginRequired.add(\n\t\tmarginRequired.div(\n\t\t\tnew BN(bufferDenominator ?? ISOLATED_POSITION_DEPOSIT_BUFFER_BPS)\n\t\t)\n\t);\n\n\t// Add existing shortfall for this market if requested\n\tif (includeExistingShortfall) {\n\t\tconst existingShortfall =\n\t\t\tprecomputedShortfall ?? getIsolatedMarginShortfall(user, marketIndex);\n\t\tif (existingShortfall.gt(ZERO)) {\n\t\t\t// Add shortfall with a 5% buffer on top (same as new margin)\n\t\t\tconst shortfallWithBuffer = existingShortfall.add(\n\t\t\t\texistingShortfall.div(\n\t\t\t\t\tnew BN(bufferDenominator ?? ISOLATED_POSITION_DEPOSIT_BUFFER_BPS)\n\t\t\t\t)\n\t\t\t);\n\t\t\tdepositAmount = depositAmount.add(shortfallWithBuffer);\n\t\t}\n\t}\n\n\treturn depositAmount;\n}\n\n/**\n * Error thrown when underwater isolated positions are detected and\n * replenishUnderwaterPositions is not set to true.\n */\nexport class UnderwaterIsolatedPositionsError extends Error {\n\tconstructor(public readonly shortfalls: IsolatedMarginShortfall[]) {\n\t\tsuper(\n\t\t\t`Underwater isolated positions detected for markets: ${shortfalls\n\t\t\t\t.map((s) => s.marketIndex)\n\t\t\t\t.join(', ')}. ` +\n\t\t\t\t`Set replenishUnderwaterPositions: true to auto-cover, or manually handle shortfalls.`\n\t\t);\n\t\tthis.name = 'UnderwaterIsolatedPositionsError';\n\t}\n}\n\n/**\n * Calculates isolated position deposits for a trade.\n * Auto-computes the main deposit from positionMaxLeverage.\n * Also detects underwater positions on other markets and either throws or computes additional deposits.\n */\nexport function calculateIsolatedPositionDeposits(params: {\n\tdriftClient: DriftClient;\n\tuser: User;\n\tmarketIndex: number;\n\tbaseAssetAmount: BN;\n\tdirection?: PositionDirection;\n\tpositionMaxLeverage: number;\n\treplenishUnderwaterPositions?: boolean;\n\tnumOfOpenHighLeverageSpots?: number;\n}): {\n\tmainDeposit: BN | undefined;\n\tadditionalIsolatedPositionDeposits:\n\t\t| AdditionalIsolatedPositionDeposit[]\n\t\t| undefined;\n} {\n\t// Compute all shortfalls once (single getMarginCalculation call)\n\t// to avoid duplicate expensive margin calculations\n\tconst allShortfalls = getIsolatedMarginShortfalls(params.user);\n\n\t// Extract current market's shortfall from the pre-computed map\n\tconst currentMarketShortfall = allShortfalls.get(params.marketIndex) ?? ZERO;\n\n\tlet mainIsolatedPositionDeposit: BN | undefined;\n\tconst marginRatio = TRADING_UTILS.convertLeverageToMarginRatio(\n\t\tparams.positionMaxLeverage\n\t);\n\n\tif (marginRatio) {\n\t\tmainIsolatedPositionDeposit = computeIsolatedPositionDepositForTrade({\n\t\t\tdriftClient: params.driftClient,\n\t\t\tuser: params.user,\n\t\t\tmarketIndex: params.marketIndex,\n\t\t\tbaseAssetAmount: params.baseAssetAmount,\n\t\t\tdirection: params.direction,\n\t\t\tmarginRatio,\n\t\t\tnumOfOpenHighLeverageSpots: params.numOfOpenHighLeverageSpots,\n\t\t\tbufferDenominator: ISOLATED_POSITION_DEPOSIT_BUFFER_BPS,\n\t\t\tincludeExistingShortfall: true,\n\t\t\t// Use pre-computed shortfall to avoid a second getMarginCalculation call\n\t\t\texistingShortfall: currentMarketShortfall,\n\t\t});\n\t}\n\n\t// Check for underwater positions (excluding current market)\n\tconst otherShortfalls: IsolatedMarginShortfall[] = Array.from(allShortfalls)\n\t\t.filter(([marketIndex]) => marketIndex !== params.marketIndex)\n\t\t.map(([marketIndex, shortfall]) => ({ marketIndex, shortfall }));\n\n\tif (otherShortfalls.length > 0 && !params.replenishUnderwaterPositions) {\n\t\tthrow new UnderwaterIsolatedPositionsError(otherShortfalls);\n\t}\n\n\tlet additionalIsolatedPositionDeposits:\n\t\t| AdditionalIsolatedPositionDeposit[]\n\t\t| undefined;\n\n\tif (otherShortfalls.length > 0 && params.replenishUnderwaterPositions) {\n\t\tadditionalIsolatedPositionDeposits = otherShortfalls.map((shortfall) => {\n\t\t\tconst shortfallWithBuffer = shortfall.shortfall.add(\n\t\t\t\tshortfall.shortfall.div(new BN(ISOLATED_POSITION_DEPOSIT_BUFFER_BPS))\n\t\t\t);\n\t\t\treturn {\n\t\t\t\tmarketIndex: shortfall.marketIndex,\n\t\t\t\tamount: shortfallWithBuffer,\n\t\t\t};\n\t\t});\n\t}\n\n\treturn {\n\t\tmainDeposit: mainIsolatedPositionDeposit,\n\t\tadditionalIsolatedPositionDeposits,\n\t};\n}\n\n/**\n * Resolves isolated position deposits based on margin mode.\n * Returns undefined for cross margin mode, otherwise computes deposits.\n *\n * If marginMode is not explicitly provided, derives it from the user's existing position.\n */\nexport function resolveIsolatedPositionDeposits(params: {\n\tdriftClient: DriftClient;\n\tuser: User;\n\tmarketIndex: number;\n\tbaseAssetAmount: BN;\n\tdirection?: PositionDirection;\n\tpositionMaxLeverage: number;\n\tmarginMode?: 'isolated' | 'cross';\n\treplenishUnderwaterPositions?: boolean;\n\tnumOfOpenHighLeverageSpots?: number;\n}): ReturnType<typeof calculateIsolatedPositionDeposits> | undefined {\n\tconst isIsolated =\n\t\t(params.marginMode ??\n\t\t\tgetPositionMarginMode(params.user, params.marketIndex)) === 'isolated';\n\n\tif (!isIsolated) return undefined;\n\n\treturn calculateIsolatedPositionDeposits(params);\n}\n\n/**\n * Resolves isolated position deposits, using pre-computed overrides if provided.\n * When `isolatedPositionDepositsOverride` is provided, skips auto-compute and uses\n * the override values directly. Otherwise, delegates to `resolveIsolatedPositionDeposits()`.\n */\nexport function resolveIsolatedPositionDepositsWithOverride(\n\toverride: IsolatedPositionDepositsOverride | undefined,\n\tcomputeParams: Parameters<typeof resolveIsolatedPositionDeposits>[0]\n): ReturnType<typeof resolveIsolatedPositionDeposits> {\n\tif (override !== undefined) {\n\t\treturn {\n\t\t\tmainDeposit: override.mainDeposit,\n\t\t\tadditionalIsolatedPositionDeposits: override.additionalDeposits,\n\t\t};\n\t}\n\treturn resolveIsolatedPositionDeposits(computeParams);\n}\n\nexport async function getIsolatedPositionDepositIxIfNeeded(\n\tdriftClient: DriftClient,\n\tuser: User,\n\tmarketIndex: number,\n\tisolatedPositionDeposit?: BN,\n\tsigningAuthority?: PublicKey\n): Promise<TransactionInstruction | undefined> {\n\tif (!isolatedPositionDeposit) {\n\t\treturn undefined;\n\t}\n\tif (isolatedPositionDeposit.isZero()) {\n\t\treturn undefined;\n\t}\n\n\treturn driftClient.getTransferIsolatedPerpPositionDepositIx(\n\t\tisolatedPositionDeposit,\n\t\tmarketIndex,\n\t\tuser.getUserAccount().subAccountId,\n\t\tundefined, // noAmountBuffer\n\t\tsigningAuthority\n\t);\n}\n"]}

package/lib/drift/base/actions/trade/openPerpOrder/openPerpMarketOrder/index.d.ts

@@ -4,8 +4,8 @@ import { SwiftOrderOptions, SwiftOrderMessage } from '../openSwiftOrder';
 import { OptionalAuctionParamsRequestInputs } from '../dlobServer';
 import { HighLeverageOptions } from '../../../../../../common-ui-utils/order';
 import { WithTxnParams } from '../../../../types';
-import { TxnOrSwiftResult } from '../types';
-import { PlaceAndTakeParams, OptionalTriggerOrderParams, AdditionalIsolatedPositionDeposit } from '../types';
+import { TxnOrSwiftResult, IsolatedPositionDepositsOverride } from '../types';
+import { PlaceAndTakeParams, OptionalTriggerOrderParams } from '../types';
 import { AuctionParamsFetchedCallback } from '../../../../../utils/auctionParamsResponseMapper';
 export interface OpenPerpMarketOrderBaseParams {
     driftClient: DriftClient;
@@ -31,17 +31,18 @@ export interface OpenPerpMarketOrderBaseParams {
      */
     positionMaxLeverage: number;
     /**
-     * Optional isolated position deposit amount.
-     * If provided, it will be added to the order params as isolatedPositionDeposit.
-     * This field is used for opening isolated positions.
+     * Position margin mode to use for the order.
+     * When 'isolated', auto-computes isolated position deposit from positionMaxLeverage,
+     * and any additional isolated position deposits need to replenish under-collateralized positions.
+     * If not provided, the position margin mode will be derived from the user's position margin mode,
+     * and if that does not exist, it will default to 'cross'.
      */
-    isolatedPositionDeposit?: BN;
+    marginMode?: 'isolated' | 'cross';
     /**
-     * Additional isolated position deposits needed to top up other
-     * under-collateralized isolated positions before placing the order.
-     * Each deposit will create a separate instruction.
+     * Pre-computed isolated position deposits override. When provided,
+     * skips auto-compute and uses these values directly.
      */
-    additionalIsolatedPositionDeposits?: AdditionalIsolatedPositionDeposit[];
+    isolatedPositionDepositsOverride?: IsolatedPositionDepositsOverride;
     /**
      * If provided, will override the main signer for the order. Otherwise, the main signer will be the user's authority.
      * This is only applicable for non-SWIFT orders.
@@ -111,7 +112,7 @@ export declare function createSwiftMarketOrderMessage(params: CreateSwiftMarketO
  * Creates a placeAndTake transaction instruction.
  * Fallbacks to a regular market order if no top makers are found.
  */
-export declare const createPlaceAndTakePerpMarketOrderIx: ({ assetType, direction, dlobServerHttpUrl, marketIndex, driftClient, user, userOrderId, amount, orderType, price, reduceOnly, referrerInfo, auctionDurationPercentage, optionalAuctionParamsInputs, mainSignerOverride, highLeverageOptions, positionMaxLeverage, callbacks, }: OpenPerpMarketOrderBaseParams & {
+export declare const createPlaceAndTakePerpMarketOrderIx: ({ assetType, direction, dlobServerHttpUrl, marketIndex, driftClient, user, userOrderId, amount, orderType, price, reduceOnly, referrerInfo, auctionDurationPercentage, optionalAuctionParamsInputs, mainSignerOverride, highLeverageOptions, positionMaxLeverage, callbacks, }: Omit<OpenPerpMarketOrderBaseParams, 'marginMode' | 'isolatedPositionDepositsOverride'> & {
     orderType?: OrderType;
     price?: BN;
     direction: PositionDirection;
@@ -140,7 +141,7 @@ export declare const createPlaceAndTakePerpMarketOrderIx: ({ assetType, directio
  * @param userOrderId - the order ID in terms of incremental fills (usually 0). do NOT use the nextOrderId from the user account. values over 255 will cause the order to fail onchain.
  * @returns Promise resolving to an array of transaction instructions for regular orders
  */
-export declare const createOpenPerpMarketOrderIxs: ({ driftClient, user, assetType, marketIndex, direction, amount, reduceOnly, bracketOrders, dlobServerHttpUrl, placeAndTake, userOrderId, optionalAuctionParamsInputs, positionMaxLeverage, mainSignerOverride, highLeverageOptions, isolatedPositionDeposit, additionalIsolatedPositionDeposits, callbacks, }: OpenPerpMarketOrderBaseParams) => Promise<TransactionInstruction[]>;
+export declare const createOpenPerpMarketOrderIxs: ({ driftClient, user, assetType, marketIndex, direction, amount, reduceOnly, bracketOrders, dlobServerHttpUrl, placeAndTake, userOrderId, optionalAuctionParamsInputs, positionMaxLeverage, mainSignerOverride, highLeverageOptions, marginMode, isolatedPositionDepositsOverride, callbacks, }: OpenPerpMarketOrderBaseParams) => Promise<TransactionInstruction[]>;
 /**
  * Creates a complete transaction for opening a perp market order.
  *

package/lib/drift/base/actions/trade/openPerpOrder/openPerpMarketOrder/index.js

@@ -45,7 +45,18 @@ async function prepSwiftMarketOrderData(params) {
  * Creates and submits a Swift (signed message) order. Only available for perp orders.
  */
 async function createSwiftMarketOrder(params) {
-    const { driftClient, user, marketIndex, bracketOrders, swiftOptions, positionMaxLeverage, isolatedPositionDeposit, builderParams, } = params;
+    const { driftClient, user, marketIndex, amount, direction, bracketOrders, swiftOptions, positionMaxLeverage, marginMode, highLeverageOptions, builderParams, } = params;
+    const resolvedDeposits = (0, isolatedPositionDeposit_1.resolveIsolatedPositionDepositsWithOverride)(params.isolatedPositionDepositsOverride, {
+        driftClient,
+        user,
+        marketIndex,
+        baseAssetAmount: amount,
+        direction,
+        positionMaxLeverage,
+        marginMode,
+        replenishUnderwaterPositions: false, // Swift doesn't support additional deposits. Will throw error if other isolated position shortfalls exists.
+        numOfOpenHighLeverageSpots: highLeverageOptions === null || highLeverageOptions === void 0 ? void 0 : highLeverageOptions.numOfOpenHighLeverageSpots,
+    });
     const { userAccount, orderParams } = await prepSwiftMarketOrderData(params);
     await (0, openSwiftOrder_1.prepSignAndSendSwiftOrder)({
         driftClient,
@@ -59,7 +70,7 @@ async function createSwiftMarketOrder(params) {
             takeProfit: bracketOrders === null || bracketOrders === void 0 ? void 0 : bracketOrders.takeProfit,
             stopLoss: bracketOrders === null || bracketOrders === void 0 ? void 0 : bracketOrders.stopLoss,
             positionMaxLeverage,
-            isolatedPositionDeposit,
+            isolatedPositionDeposit: resolvedDeposits === null || resolvedDeposits === void 0 ? void 0 : resolvedDeposits.mainDeposit,
         },
         builderParams,
     });
@@ -72,7 +83,18 @@ exports.createSwiftMarketOrder = createSwiftMarketOrder;
  * @returns The prepared SwiftOrderMessage ready for client-side signing and sending
  */
 async function createSwiftMarketOrderMessage(params) {
-    const { driftClient, user, marketIndex, bracketOrders, positionMaxLeverage, isolatedPositionDeposit, builderParams, isDelegate = false, userSigningSlotBuffer, } = params;
+    const { driftClient, user, marketIndex, amount, direction, bracketOrders, positionMaxLeverage, marginMode, highLeverageOptions, builderParams, isDelegate = false, userSigningSlotBuffer, } = params;
+    const resolvedDeposits = (0, isolatedPositionDeposit_1.resolveIsolatedPositionDepositsWithOverride)(params.isolatedPositionDepositsOverride, {
+        driftClient,
+        user,
+        marketIndex,
+        baseAssetAmount: amount,
+        direction,
+        positionMaxLeverage,
+        marginMode,
+        replenishUnderwaterPositions: false, // Swift doesn't support additional deposits. Will throw error if other isolated position shortfalls exists.
+        numOfOpenHighLeverageSpots: highLeverageOptions === null || highLeverageOptions === void 0 ? void 0 : highLeverageOptions.numOfOpenHighLeverageSpots,
+    });
     const { userAccount, orderParams } = await prepSwiftMarketOrderData(params);
     return (0, openSwiftOrder_1.prepSwiftOrderMessage)({
         driftClient,
@@ -86,7 +108,7 @@ async function createSwiftMarketOrderMessage(params) {
             takeProfit: bracketOrders === null || bracketOrders === void 0 ? void 0 : bracketOrders.takeProfit,
             stopLoss: bracketOrders === null || bracketOrders === void 0 ? void 0 : bracketOrders.stopLoss,
             positionMaxLeverage,
-            isolatedPositionDeposit,
+            isolatedPositionDeposit: resolvedDeposits === null || resolvedDeposits === void 0 ? void 0 : resolvedDeposits.mainDeposit,
         },
         builderParams,
     });
@@ -163,28 +185,42 @@ exports.createPlaceAndTakePerpMarketOrderIx = createPlaceAndTakePerpMarketOrderI
  * @param userOrderId - the order ID in terms of incremental fills (usually 0). do NOT use the nextOrderId from the user account. values over 255 will cause the order to fail onchain.
  * @returns Promise resolving to an array of transaction instructions for regular orders
  */
-const createOpenPerpMarketOrderIxs = async ({ driftClient, user, assetType, marketIndex, direction, amount, reduceOnly, bracketOrders, dlobServerHttpUrl, placeAndTake, userOrderId, optionalAuctionParamsInputs = {}, positionMaxLeverage, mainSignerOverride, highLeverageOptions, isolatedPositionDeposit, additionalIsolatedPositionDeposits, callbacks, }) => {
+const createOpenPerpMarketOrderIxs = async ({ driftClient, user, assetType, marketIndex, direction, amount, reduceOnly, bracketOrders, dlobServerHttpUrl, placeAndTake, userOrderId, optionalAuctionParamsInputs = {}, positionMaxLeverage, mainSignerOverride, highLeverageOptions, marginMode, isolatedPositionDepositsOverride, callbacks, }) => {
     var _a, _b, _c, _d;
     if (!amount || amount.isZero()) {
         throw new Error('Amount must be greater than zero');
     }
+    const resolvedDeposits = (0, isolatedPositionDeposit_1.resolveIsolatedPositionDepositsWithOverride)(isolatedPositionDepositsOverride, {
+        driftClient,
+        user,
+        marketIndex,
+        baseAssetAmount: amount,
+        direction,
+        positionMaxLeverage,
+        marginMode,
+        replenishUnderwaterPositions: true,
+        numOfOpenHighLeverageSpots: highLeverageOptions === null || highLeverageOptions === void 0 ? void 0 : highLeverageOptions.numOfOpenHighLeverageSpots,
+    });
+    const mainIsolatedDeposit = resolvedDeposits === null || resolvedDeposits === void 0 ? void 0 : resolvedDeposits.mainDeposit;
+    const resolvedAdditionalDeposits = resolvedDeposits === null || resolvedDeposits === void 0 ? void 0 : resolvedDeposits.additionalIsolatedPositionDeposits;
     const allOrders = [];
     const allIxs = [];
-    const leverageIx = await (0, positionMaxLeverage_1.getPositionMaxLeverageIxIfNeeded)(driftClient, user, marketIndex, positionMaxLeverage, mainSignerOverride);
+    // Fetch all deposit/leverage ixs in parallel
+    const [leverageIx, additionalDepositIxs, isolatedPositionDepositIx] = await Promise.all([
+        (0, positionMaxLeverage_1.getPositionMaxLeverageIxIfNeeded)(driftClient, user, marketIndex, positionMaxLeverage, mainSignerOverride),
+        (resolvedAdditionalDeposits === null || resolvedAdditionalDeposits === void 0 ? void 0 : resolvedAdditionalDeposits.length)
+            ? Promise.all(resolvedAdditionalDeposits.map((deposit) => (0, isolatedPositionDeposit_1.getIsolatedPositionDepositIxIfNeeded)(driftClient, user, deposit.marketIndex, deposit.amount, mainSignerOverride)))
+            : Promise.resolve([]),
+        (0, isolatedPositionDeposit_1.getIsolatedPositionDepositIxIfNeeded)(driftClient, user, marketIndex, mainIsolatedDeposit, mainSignerOverride),
+    ]);
     if (leverageIx) {
         allIxs.push(leverageIx);
     }
-    // Add additional isolated position deposit ixs for other under-collateralized positions
-    if (additionalIsolatedPositionDeposits === null || additionalIsolatedPositionDeposits === void 0 ? void 0 : additionalIsolatedPositionDeposits.length) {
-        const additionalDepositIxPromises = additionalIsolatedPositionDeposits.map((deposit) => (0, isolatedPositionDeposit_1.getIsolatedPositionDepositIxIfNeeded)(driftClient, user, deposit.marketIndex, deposit.amount, mainSignerOverride));
-        const additionalDepositIxs = await Promise.all(additionalDepositIxPromises);
-        for (const ix of additionalDepositIxs) {
-            if (ix) {
-                allIxs.push(ix);
-            }
+    for (const ix of additionalDepositIxs) {
+        if (ix) {
+            allIxs.push(ix);
         }
     }
-    const isolatedPositionDepositIx = await (0, isolatedPositionDeposit_1.getIsolatedPositionDepositIxIfNeeded)(driftClient, user, marketIndex, isolatedPositionDeposit, mainSignerOverride);
     if (isolatedPositionDepositIx) {
         allIxs.push(isolatedPositionDepositIx);
     }
@@ -255,7 +291,6 @@ const createOpenPerpMarketOrderIxs = async ({ driftClient, user, assetType, mark
                 limitPrice: bracketOrders.takeProfit.limitPrice,
             },
             reduceOnly: (_b = bracketOrders.takeProfit.reduceOnly) !== null && _b !== void 0 ? _b : true,
-            positionMaxLeverage,
         });
         allOrders.push(takeProfitParams);
     }
@@ -271,7 +306,6 @@ const createOpenPerpMarketOrderIxs = async ({ driftClient, user, assetType, mark
                 limitPrice: bracketOrders.stopLoss.limitPrice,
             },
             reduceOnly: (_d = bracketOrders.stopLoss.reduceOnly) !== null && _d !== void 0 ? _d : true,
-            positionMaxLeverage,
         });
         allOrders.push(stopLossParams);
     }