npm - @drift-labs/common - Versions diffs - 1.0.55 → 1.0.56 - Mend

@drift-labs/common 1.0.55 → 1.0.56

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 (22) hide show

package/lib/common-ui-utils/commonUiUtils.d.ts +3 -0
package/lib/common-ui-utils/commonUiUtils.js +4 -3
package/lib/common-ui-utils/commonUiUtils.js.map +1 -1
package/lib/common-ui-utils/trading.d.ts +15 -0
package/lib/common-ui-utils/trading.js +31 -2
package/lib/common-ui-utils/trading.js.map +1 -1
package/lib/index.d.ts +3 -0
package/lib/index.js +5 -1
package/lib/index.js.map +1 -1
package/lib/utils/math.d.ts +22 -1
package/lib/utils/math.js +93 -1
package/lib/utils/math.js.map +1 -1
package/lib/utils/millify.d.ts +12 -0
package/lib/utils/millify.js +38 -0
package/lib/utils/millify.js.map +1 -0
package/lib/utils/strings.d.ts +34 -0
package/lib/utils/strings.js +121 -0
package/lib/utils/strings.js.map +1 -0
package/lib/utils/validation.d.ts +17 -0
package/lib/utils/validation.js +89 -0
package/lib/utils/validation.js.map +1 -0
package/package.json +1 -1

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

@@ -3,6 +3,7 @@
 import { BN, BigNum, DriftClient, IWalletV2, MarketType, OptionalOrderParams, OrderType, PositionDirection, PublicKey, SpotMarketConfig, User, UserAccount } from '@drift-labs/sdk';
 import { AccountInfo, Connection, ParsedAccountData } from '@solana/web3.js';
 import { AuctionParams, TradeOffsetPrice } from 'src/types';
+export declare const abbreviateAddress: (address: string | PublicKey, length?: number) => string;
 declare function chunks<T>(array: T[], size: number): T[][];
 export declare const COMMON_UI_UTILS: {
     getOrderLabelFromOrderDetails: (orderDetails: Pick<import("..").UISerializableOrder, "orderType" | "direction" | "triggerCondition" | "oraclePriceOffset" | "existingPositionDirection">) => string;
@@ -93,6 +94,8 @@ export declare const COMMON_UI_UTILS: {
     getMarketStepSize: (driftClient: DriftClient, marketId: import("src/types").MarketId) => BN;
     getMarketStepSizeDecimals: (driftClient: DriftClient, marketId: import("src/types").MarketId) => number;
     isEntirePositionOrder: (orderAmount: BigNum) => boolean;
+    getMaxLeverageOrderSize: (orderAmount: BigNum) => BigNum;
+    formatOrderSize: (orderAmount: BigNum, formatFn?: (amount: BigNum) => string) => string;
     getMarginUsedForPosition: (user: User, marketIndex: number, includeOpenOrders?: boolean) => any;
     validateLeverageChange: ({ user, marketIndex, newLeverage, }: {
         user: User;

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

@@ -26,7 +26,7 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.COMMON_UI_UTILS = void 0;
+exports.COMMON_UI_UTILS = exports.abbreviateAddress = void 0;
 const sdk_1 = require("@drift-labs/sdk");
 const utils_1 = require("../utils");
 const web3_js_1 = require("@solana/web3.js");
@@ -51,7 +51,7 @@ function getCachedUiString(pattern, ...values) {
     switch (pattern) {
         case 'abbreviate': {
             const [authString, length] = values;
-            result = `${authString.slice(0, length)}...${authString.slice(-length)}`;
+            result = `${authString.slice(0, length)}\u2026${authString.slice(-length)}`;
             break;
         }
         case 'userKey': {
@@ -82,6 +82,7 @@ const abbreviateAddress = (address, length = 4) => {
     const authString = address.toString();
     return getCachedUiString('abbreviate', authString, length);
 };
+exports.abbreviateAddress = abbreviateAddress;
 /**
  * Get a unique key for an authority's subaccount
  * @param userId
@@ -609,7 +610,7 @@ const formatTokenInputCurried = (setAmount, spotMarketConfig) => (newAmount) =>
 };
 // --- Export The Utils
 exports.COMMON_UI_UTILS = {
-    abbreviateAddress,
+    abbreviateAddress: exports.abbreviateAddress,
     calculateAverageEntryPrice,
     chunks,
     compareSignatures,

package/lib/common-ui-utils/commonUiUtils.js.map CHANGED Viewed

	@@ -1 +1 @@
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{\n\tAMM_RESERVE_PRECISION_EXP,\n\tAMM_TO_QUOTE_PRECISION_RATIO,\n\tBASE_PRECISION_EXP,\n\tBN,\n\tBigNum,\n\tDriftClient,\n\tIWalletV2,\n\tMarketType,\n\tOptionalOrderParams,\n\tOrderType,\n\tPRICE_PRECISION,\n\tPRICE_PRECISION_EXP,\n\tPositionDirection,\n\tPublicKey,\n\tQUOTE_PRECISION_EXP,\n\tSpotMarketConfig,\n\tUser,\n\tUserAccount,\n\tZERO,\n\tderiveOracleAuctionParams,\n\tgetMarketOrderParams,\n\tisVariant,\n} from '@drift-labs/sdk';\nimport { ENUM_UTILS, sleep } from '../utils';\nimport {\n\tAccountInfo,\n\tConnection,\n\tKeypair,\n\tParsedAccountData,\n} from '@solana/web3.js';\nimport bcrypt from 'bcryptjs-react';\nimport nacl, { sign } from 'tweetnacl';\nimport { getAssociatedTokenAddress } from '@solana/spl-token';\nimport { AuctionParams, TradeOffsetPrice } from 'src/types';\nimport { USER_UTILS } from './user';\nimport { TRADING_UTILS } from './trading';\nimport { MARKET_UTILS } from './market';\nimport { ORDER_COMMON_UTILS } from './order';\nimport { EMPTY_AUCTION_PARAMS } from '../constants/trade';\n\n// Cache for common UI string patterns to reduce memory allocation\nconst uiStringCache = new Map<string, string>();\nconst MAX_UI_STRING_CACHE_SIZE = 2000;\n\n// Helper function to cache common string patterns\nfunction getCachedUiString(\n\tpattern: string,\n\t...values: (string \| number)[]\n): string {\n\tconst cacheKey = `${pattern}:${values.join(':')}`;\n\n\tif (uiStringCache.has(cacheKey)) {\n\t\treturn uiStringCache.get(cacheKey)!;\n\t}\n\n\tlet result: string;\n\tswitch (pattern) {\n\t\tcase 'abbreviate': {\n\t\t\tconst [authString, length] = values as [string, number];\n\t\t\tresult = `${authString.slice(0, length)}...${authString.slice(-length)}`;\n\t\t\tbreak;\n\t\t}\n\t\tcase 'userKey': {\n\t\t\tconst [userId, authority] = values as [number, string];\n\t\t\tresult = `${userId}_${authority}`;\n\t\t\tbreak;\n\t\t}\n\t\tcase 'marketKey': {\n\t\t\tconst [marketType, marketIndex] = values as [string, number];\n\t\t\tresult = `${marketType}_${marketIndex}`;\n\t\t\tbreak;\n\t\t}\n\t\tdefault:\n\t\t\tresult = values.join('_');\n\t}\n\n\t// Cache if not too large\n\tif (uiStringCache.size < MAX_UI_STRING_CACHE_SIZE) {\n\t\tuiStringCache.set(cacheKey, result);\n\t}\n\n\treturn result;\n}\n\n// When creating an account, try 5 times over 5 seconds to wait for the new account to hit the blockchain.\nconst ACCOUNT_INITIALIZATION_RETRY_DELAY_MS = 1000;\nconst ACCOUNT_INITIALIZATION_RETRY_ATTEMPTS = 5;\n\nconst abbreviateAddress = (address: string \| PublicKey, length = 4) => {\n\tif (!address) return '';\n\tconst authString = address.toString();\n\treturn getCachedUiString('abbreviate', authString, length);\n};\n\n/*\n Get a unique key for an authority's subaccount\n * @param userId\n * @param authority\n * @returns\n /\nconst getUserKey = (userId: number, authority: PublicKey) => {\n\tif (userId == undefined \|\| !authority) return '';\n\treturn getCachedUiString('userKey', userId, authority.toString());\n};\n\n/\n Get the authority and subAccountId from a user's account key\n * @param key\n * @returns\n /\nconst getIdAndAuthorityFromKey = (\n\tkey: string\n):\n\t\| { userId: number; userAuthority: PublicKey }\n\t\| { userId: undefined; userAuthority: undefined } => {\n\tconst splitKey = key?.split('_');\n\n\tif (!splitKey \|\| splitKey.length !== 2)\n\t\treturn { userId: undefined, userAuthority: undefined };\n\n\treturn {\n\t\tuserId: Number(splitKey[0]),\n\t\tuserAuthority: new PublicKey(splitKey[1]),\n\t};\n};\n\nconst fetchCurrentSubaccounts = (driftClient: DriftClient): UserAccount[] => {\n\treturn driftClient.getUsers().map((user) => user.getUserAccount());\n};\n\nconst fetchUserClientsAndAccounts = (\n\tdriftClient: DriftClient\n): { user: User; userAccount: UserAccount }[] => {\n\tconst accounts = fetchCurrentSubaccounts(driftClient);\n\tconst allUsersAndUserAccounts = accounts.map((acct) => {\n\t\treturn {\n\t\t\tuser: driftClient.getUser(acct.subAccountId, acct.authority),\n\t\t\tuserAccount: acct,\n\t\t};\n\t});\n\n\treturn allUsersAndUserAccounts;\n};\n\nconst awaitAccountInitializationChainState = async (\n\tdriftClient: DriftClient,\n\tuserId: number,\n\tauthority: PublicKey\n) => {\n\tconst user = driftClient.getUser(userId, authority);\n\n\tif (!user.isSubscribed) {\n\t\tawait user.subscribe();\n\t}\n\n\tlet retryCount = 0;\n\n\tdo {\n\t\ttry {\n\t\t\tawait updateUserAccount(user);\n\t\t\tif (user?.getUserAccountAndSlot()?.data !== undefined) {\n\t\t\t\treturn true;\n\t\t\t}\n\t\t} catch (err) {\n\t\t\tretryCount++;\n\t\t\tawait sleep(ACCOUNT_INITIALIZATION_RETRY_DELAY_MS);\n\t\t}\n\t} while (retryCount < ACCOUNT_INITIALIZATION_RETRY_ATTEMPTS);\n\n\tthrow new Error('awaitAccountInitializationFailed');\n};\n\n/\n Using your own callback to do the account initialization, this method will run the initialization step, switch to the drift user, await for the account to be available on chain, subscribe to the user account, and switch to the user account using the drift client.\n \n It provides extra callbacks to handle steps directly after the initialiation tx, and after fully initializing+subscribing to the account.\n \n Callbacks available:\n * - initializationStep: This callback should send the transaction to initialize the user account\n * - postInitializationStep: This callback will run after the successful initialization transaction, but before trying to load/subscribe to the new account\n * - handleSuccessStep: This callback will run after everything has initialized+subscribed successfully\n \n // TODO : Need to do the subscription step\n /\nconst initializeAndSubscribeToNewUserAccount = async (\n\tdriftClient: DriftClient,\n\tuserIdToInit: number,\n\tauthority: PublicKey,\n\tcallbacks: {\n\t\tinitializationStep: () => Promise<boolean>;\n\t\tpostInitializationStep?: () => Promise<boolean>;\n\t\thandleSuccessStep?: (accountAlreadyExisted: boolean) => Promise<boolean>;\n\t}\n): Promise<\n\t\| 'ok'\n\t\| 'failed_initializationStep'\n\t\| 'failed_postInitializationStep'\n\t\| 'failed_awaitAccountInitializationChainState'\n\t\| 'failed_handleSuccessStep'\n> => {\n\tawait driftClient.addUser(userIdToInit, authority);\n\n\tconst accountAlreadyExisted = await driftClient\n\t\t.getUser(userIdToInit)\n\t\t?.exists();\n\n\t// Do the account initialization step\n\tlet result = await callbacks.initializationStep();\n\n\t// Fetch account to make sure it's loaded\n\tawait updateUserAccount(driftClient.getUser(userIdToInit));\n\n\tif (!result) {\n\t\treturn 'failed_initializationStep';\n\t}\n\n\t// Do the post-initialization step\n\tresult = callbacks.postInitializationStep\n\t\t? await callbacks.postInitializationStep()\n\t\t: result;\n\n\tif (!result) {\n\t\treturn 'failed_postInitializationStep';\n\t}\n\n\t// Await the account initialization step to update the blockchain\n\tresult = await awaitAccountInitializationChainState(\n\t\tdriftClient,\n\t\tuserIdToInit,\n\t\tauthority\n\t);\n\n\tif (!result) {\n\t\treturn 'failed_awaitAccountInitializationChainState';\n\t}\n\n\tawait driftClient.switchActiveUser(userIdToInit, authority);\n\n\t// Do the subscription step\n\n\t// Run the success handler\n\tresult = callbacks.handleSuccessStep\n\t\t? await callbacks.handleSuccessStep(accountAlreadyExisted)\n\t\t: result;\n\n\tif (!result) {\n\t\treturn 'failed_handleSuccessStep';\n\t}\n\n\treturn 'ok';\n};\n\nasync function updateUserAccount(user: User): Promise<void> {\n\tconst publicKey = user.userAccountPublicKey;\n\ttry {\n\t\tconst dataAndContext =\n\t\t\tawait user.driftClient.program.account.user.fetchAndContext(\n\t\t\t\tpublicKey,\n\t\t\t\t'processed'\n\t\t\t);\n\t\tuser.accountSubscriber.updateData(\n\t\t\tdataAndContext.data as UserAccount,\n\t\t\tdataAndContext.context.slot\n\t\t);\n\t} catch (e) {\n\t\t// noop\n\t}\n}\n\nconst getMarketKey = (marketIndex: number, marketType: MarketType) =>\n\tgetCachedUiString('marketKey', ENUM_UTILS.toStr(marketType), marketIndex);\n\n/\n Creates an IWallet wrapper, with redundant methods. If a `walletPubKey` is passed in,\n * the `publicKey` will be based on that.\n /\nconst createPlaceholderIWallet = (walletPubKey?: PublicKey) => {\n\tconst newKeypair = walletPubKey\n\t\t? new Keypair({\n\t\t\t\tpublicKey: walletPubKey.toBytes(),\n\t\t\t\tsecretKey: new Keypair().publicKey.toBytes(),\n\t\t })\n\t\t: new Keypair();\n\n\tconst newWallet: IWalletV2 = {\n\t\tpublicKey: newKeypair.publicKey,\n\t\t//@ts-ignore\n\t\tsignTransaction: () => {\n\t\t\treturn Promise.resolve();\n\t\t},\n\t\t//@ts-ignore\n\t\tsignAllTransactions: () => {\n\t\t\treturn Promise.resolve();\n\t\t},\n\t\t//@ts-ignore\n\t\tsignMessage: () => {\n\t\t\treturn Promise.resolve();\n\t\t},\n\t};\n\n\treturn newWallet;\n};\n\nconst getSignatureVerificationMessageForSettings = (\n\tauthority: PublicKey,\n\tsignTs: number\n): Uint8Array => {\n\treturn new TextEncoder().encode(\n\t\t`Verify you are the owner of this wallet to update trade settings: \\n${authority.toBase58()}\\n\\nThis signature will be valid for the next 30 minutes.\\n\\nTS: ${signTs.toString()}`\n\t);\n};\n\nconst verifySignature = (\n\tsignature: Uint8Array,\n\tmessage: Uint8Array,\n\tpubKey: PublicKey\n): boolean => {\n\treturn sign.detached.verify(message, signature, pubKey.toBytes());\n};\n\nconst hashSignature = async (signature: string): Promise<string> => {\n\tbcrypt.setRandomFallback((num: number) => {\n\t\treturn Array.from(nacl.randomBytes(num));\n\t});\n\tconst hashedSignature = await bcrypt.hash(signature, bcrypt.genSaltSync(10));\n\treturn hashedSignature;\n};\n\nconst compareSignatures = async (\n\toriginal: string,\n\thashed: string\n): Promise<boolean> => {\n\tconst signaturesMatch = await bcrypt.compare(original, hashed);\n\treturn signaturesMatch;\n};\n\n/ Trading-related helper functions /\n\nconst calculateAverageEntryPrice = (\n\tquoteAssetAmount: BigNum,\n\tbaseAssetAmount: BigNum\n): BigNum => {\n\tif (baseAssetAmount.eqZero()) return BigNum.zero();\n\n\treturn BigNum.from(\n\t\tquoteAssetAmount.val\n\t\t\t.mul(PRICE_PRECISION)\n\t\t\t.mul(AMM_TO_QUOTE_PRECISION_RATIO)\n\t\t\t.div(baseAssetAmount.shiftTo(BASE_PRECISION_EXP).val)\n\t\t\t.abs(),\n\t\tPRICE_PRECISION_EXP\n\t);\n};\n\nconst getMarketOrderLimitPrice = ({\n\tdirection,\n\tbaselinePrice,\n\tslippageTolerance,\n}: {\n\tdirection: PositionDirection;\n\tbaselinePrice: BN;\n\tslippageTolerance: number;\n}): BN => {\n\tlet limitPrice;\n\n\tif (!baselinePrice) return ZERO;\n\n\tif (slippageTolerance === 0) return baselinePrice;\n\n\t// infinite slippage capped at 15% currently\n\tif (slippageTolerance == undefined) slippageTolerance = 15;\n\n\t// if manually entered, cap at 99%\n\tif (slippageTolerance > 99) slippageTolerance = 99;\n\n\tlet limitPricePctDiff;\n\tif (isVariant(direction, 'long')) {\n\t\tlimitPricePctDiff = PRICE_PRECISION.add(\n\t\t\tnew BN(slippageTolerance PRICE_PRECISION.toNumber()).div(new BN(100))\n\t\t);\n\t\tlimitPrice = baselinePrice.mul(limitPricePctDiff).div(PRICE_PRECISION);\n\t} else {\n\t\tlimitPricePctDiff = PRICE_PRECISION.sub(\n\t\t\tnew BN(slippageTolerance * PRICE_PRECISION.toNumber()).div(new BN(100))\n\t\t);\n\t\tlimitPrice = baselinePrice.mul(limitPricePctDiff).div(PRICE_PRECISION);\n\t}\n\n\treturn limitPrice;\n};\n\nconst getMarketAuctionParams = ({\n\tdirection,\n\tstartPriceFromSettings,\n\tendPriceFromSettings,\n\tlimitPrice,\n\tduration,\n\tauctionStartPriceOffset,\n\tauctionEndPriceOffset,\n\tadditionalEndPriceBuffer,\n\tforceUpToSlippage,\n\tbestBidPrice,\n\tbestAskPrice,\n\tensureCrossingEndPrice,\n}: {\n\tdirection: PositionDirection;\n\tstartPriceFromSettings: BN;\n\tendPriceFromSettings: BN;\n\t/*\n\t Limit price is the oracle limit price - market orders use the oracle order type under the hood on Drift UI\n\t * So oracle limit price is the oracle price + oracle offset\n\t /\n\tlimitPrice: BN;\n\tduration: number;\n\tauctionStartPriceOffset: number;\n\tauctionEndPriceOffset: number;\n\tadditionalEndPriceBuffer?: BN;\n\tforceUpToSlippage?: boolean;\n\tbestBidPrice?: BN;\n\tbestAskPrice?: BN;\n\tensureCrossingEndPrice?: boolean;\n}): AuctionParams => {\n\tlet auctionStartPrice: BN;\n\tlet auctionEndPrice: BN;\n\tlet constrainedBySlippage: boolean;\n\n\tconst auctionEndPriceBuffer = BigNum.from(PRICE_PRECISION).scale(\n\t\tMath.abs(auctionEndPriceOffset 100),\n\t\t10000\n\t).val;\n\n\tconst auctionStartPriceBuffer = BigNum.from(startPriceFromSettings).scale(\n\t\tMath.abs(auctionStartPriceOffset * 100),\n\t\t10000\n\t).val;\n\n\tif (isVariant(direction, 'long')) {\n\t\tauctionStartPrice = startPriceFromSettings.sub(auctionStartPriceBuffer);\n\n\t\tconst worstPriceToUse = BN.max(\n\t\t\tendPriceFromSettings,\n\t\t\tstartPriceFromSettings\n\t\t); // Handles edge cases like if the worst price on the book was better than the oracle price, and the settings are asking to be relative to the oracle price\n\n\t\tauctionEndPrice = PRICE_PRECISION.add(auctionEndPriceBuffer)\n\t\t\t.mul(worstPriceToUse)\n\t\t\t.div(PRICE_PRECISION);\n\n\t\tconstrainedBySlippage = limitPrice.lt(auctionEndPrice);\n\n\t\t// if forceUpToSlippage is passed, use max slippage price as end price\n\t\tif (forceUpToSlippage) {\n\t\t\tauctionEndPrice = limitPrice;\n\t\t\tconstrainedBySlippage = false;\n\t\t} else {\n\t\t\t// use BEST (limit price, auction end price) as end price\n\t\t\tauctionEndPrice = BN.min(limitPrice, auctionEndPrice);\n\t\t}\n\n\t\t// apply additional buffer if provided\n\t\tif (additionalEndPriceBuffer) {\n\t\t\tauctionEndPrice = auctionEndPrice.add(additionalEndPriceBuffer);\n\t\t\tconstrainedBySlippage = limitPrice.lt(auctionEndPrice);\n\t\t}\n\n\t\t// if ensureCrossingEndPrice is passed, ensure auction end price crosses bestAskPrice\n\t\tif (ensureCrossingEndPrice && bestAskPrice) {\n\t\t\tauctionEndPrice = BN.max(\n\t\t\t\tauctionEndPrice,\n\t\t\t\tbestAskPrice.add(auctionEndPriceBuffer)\n\t\t\t);\n\t\t}\n\n\t\tauctionStartPrice = BN.min(auctionStartPrice, auctionEndPrice);\n\t} else {\n\t\tauctionStartPrice = startPriceFromSettings.add(auctionStartPriceBuffer);\n\n\t\tconst worstPriceToUse = BN.min(\n\t\t\tendPriceFromSettings,\n\t\t\tstartPriceFromSettings\n\t\t); // Handles edge cases like if the worst price on the book was better than the oracle price, and the settings are asking to be relative to the oracle price\n\n\t\tauctionEndPrice = PRICE_PRECISION.sub(auctionEndPriceBuffer)\n\t\t\t.mul(worstPriceToUse)\n\t\t\t.div(PRICE_PRECISION);\n\n\t\tconstrainedBySlippage = limitPrice.gt(auctionEndPrice);\n\n\t\t// if forceUpToSlippage is passed, use max slippage price as end price\n\t\tif (forceUpToSlippage) {\n\t\t\tauctionEndPrice = limitPrice;\n\t\t\tconstrainedBySlippage = false;\n\t\t} else {\n\t\t\t// use BEST (limit price, auction end price) as end price\n\t\t\tauctionEndPrice = BN.max(limitPrice, auctionEndPrice);\n\t\t}\n\n\t\t// apply additional buffer if provided\n\t\tif (additionalEndPriceBuffer) {\n\t\t\tauctionEndPrice = auctionEndPrice.sub(additionalEndPriceBuffer);\n\t\t\tconstrainedBySlippage = limitPrice.gt(auctionEndPrice);\n\t\t}\n\n\t\t// if ensureCrossingEndPrice is passed, ensure auction end price crosses bestBidPrice\n\t\tif (ensureCrossingEndPrice && bestBidPrice) {\n\t\t\tauctionEndPrice = BN.min(\n\t\t\t\tauctionEndPrice,\n\t\t\t\tbestBidPrice.sub(auctionEndPriceBuffer)\n\t\t\t);\n\t\t}\n\n\t\tauctionStartPrice = BN.max(auctionStartPrice, auctionEndPrice);\n\t}\n\n\treturn {\n\t\tauctionStartPrice,\n\t\tauctionEndPrice,\n\t\tauctionDuration: duration,\n\t\tconstrainedBySlippage,\n\t};\n};\n\n/*\n Helper function which derived market order params from the CORE data that is used to create them.\n * @param param0\n * @returns\n /\nconst deriveMarketOrderParams = ({\n\tmarketType,\n\tmarketIndex,\n\tdirection,\n\tmaxLeverageSelected,\n\tmaxLeverageOrderSize,\n\tbaseAmount,\n\treduceOnly,\n\tallowInfSlippage,\n\toraclePrice,\n\tbestPrice,\n\tentryPrice,\n\tworstPrice,\n\tmarkPrice,\n\tauctionDuration,\n\tauctionStartPriceOffset,\n\tauctionEndPriceOffset,\n\tauctionStartPriceOffsetFrom,\n\tauctionEndPriceOffsetFrom,\n\tauctionPriceCaps,\n\tslippageTolerance,\n\tisOracleOrder,\n\tadditionalEndPriceBuffer,\n\tforceUpToSlippage,\n\tbestBidPrice,\n\tbestAskPrice,\n\tensureCrossingEndPrice,\n}: {\n\tmarketType: MarketType;\n\tmarketIndex: number;\n\tdirection: PositionDirection;\n\tmaxLeverageSelected: boolean;\n\tmaxLeverageOrderSize: BN;\n\tbaseAmount: BN;\n\treduceOnly: boolean;\n\tallowInfSlippage: boolean;\n\toraclePrice: BN;\n\tbestPrice: BN;\n\tentryPrice: BN;\n\tworstPrice: BN;\n\tmarkPrice: BN;\n\tauctionDuration: number;\n\tauctionStartPriceOffset: number;\n\tauctionEndPriceOffset: number;\n\tauctionPriceCaps?: {\n\t\tmin: BN;\n\t\tmax: BN;\n\t};\n\tauctionStartPriceOffsetFrom: TradeOffsetPrice;\n\tauctionEndPriceOffsetFrom: TradeOffsetPrice;\n\tslippageTolerance: number;\n\tisOracleOrder?: boolean;\n\tadditionalEndPriceBuffer?: BN;\n\tforceUpToSlippage?: boolean;\n\tbestBidPrice?: BN;\n\tbestAskPrice?: BN;\n\tensureCrossingEndPrice?: boolean;\n}): OptionalOrderParams & { constrainedBySlippage?: boolean } => {\n\tconst priceObject = getPriceObject({\n\t\toraclePrice,\n\t\tmarkPrice,\n\t\tbestOffer: bestPrice,\n\t\tentryPrice,\n\t\tworstPrice,\n\t\tdirection,\n\t});\n\n\t// max slippage price\n\tlet limitPrice = getMarketOrderLimitPrice({\n\t\tdirection,\n\t\tbaselinePrice: priceObject[auctionStartPriceOffsetFrom],\n\t\tslippageTolerance: allowInfSlippage ? undefined : slippageTolerance,\n\t});\n\n\tif (additionalEndPriceBuffer) {\n\t\tlimitPrice = isVariant(direction, 'long')\n\t\t\t? limitPrice.add(additionalEndPriceBuffer)\n\t\t\t: limitPrice.sub(additionalEndPriceBuffer);\n\t}\n\n\tconst auctionParams = getMarketAuctionParams({\n\t\tdirection,\n\t\tstartPriceFromSettings: priceObject[auctionStartPriceOffsetFrom],\n\t\tendPriceFromSettings: priceObject[auctionEndPriceOffsetFrom],\n\t\tlimitPrice,\n\t\tduration: auctionDuration,\n\t\tauctionStartPriceOffset: auctionStartPriceOffset,\n\t\tauctionEndPriceOffset: auctionEndPriceOffset,\n\t\tadditionalEndPriceBuffer,\n\t\tforceUpToSlippage,\n\t\tbestBidPrice,\n\t\tbestAskPrice,\n\t\tensureCrossingEndPrice,\n\t});\n\n\tlet orderParams = getMarketOrderParams({\n\t\tmarketType,\n\t\tmarketIndex,\n\t\tdirection,\n\t\tbaseAssetAmount: maxLeverageSelected ? maxLeverageOrderSize : baseAmount,\n\t\treduceOnly,\n\t\tprice: allowInfSlippage ? undefined : limitPrice,\n\t\t...auctionParams,\n\t});\n\n\tif (isOracleOrder) {\n\t\t// wont work if oracle is zero\n\t\tif (!oraclePrice.eq(ZERO)) {\n\t\t\tconst oracleAuctionParams = deriveOracleAuctionParams({\n\t\t\t\tdirection: direction,\n\t\t\t\toraclePrice,\n\t\t\t\tauctionStartPrice: auctionParams.auctionStartPrice,\n\t\t\t\tauctionEndPrice: auctionParams.auctionEndPrice,\n\t\t\t\tlimitPrice: auctionParams.auctionEndPrice,\n\t\t\t\tauctionPriceCaps: auctionPriceCaps,\n\t\t\t});\n\n\t\t\torderParams = {\n\t\t\t\t...orderParams,\n\t\t\t\t...oracleAuctionParams,\n\t\t\t\tprice: undefined,\n\t\t\t\torderType: OrderType.ORACLE,\n\t\t\t};\n\t\t}\n\t}\n\n\treturn orderParams;\n};\n\nconst getLimitAuctionParams = ({\n\tdirection,\n\tinputPrice,\n\tstartPriceFromSettings,\n\tduration,\n\tauctionStartPriceOffset,\n\toraclePriceBands,\n}: {\n\tdirection: PositionDirection;\n\tinputPrice: BigNum;\n\tstartPriceFromSettings: BN;\n\tduration: number;\n\tauctionStartPriceOffset: number;\n\toraclePriceBands?: [BN, BN];\n}): AuctionParams => {\n\tlet limitAuctionParams = EMPTY_AUCTION_PARAMS;\n\n\tconst auctionStartPriceBuffer = inputPrice.scale(\n\t\tMath.abs(auctionStartPriceOffset 100),\n\t\t10000\n\t).val;\n\n\tif (\n\t\tisVariant(direction, 'long') &&\n\t\tstartPriceFromSettings &&\n\t\tstartPriceFromSettings.lt(inputPrice.val) &&\n\t\tstartPriceFromSettings.gt(ZERO)\n\t) {\n\t\tlimitAuctionParams = {\n\t\t\tauctionStartPrice: startPriceFromSettings.sub(auctionStartPriceBuffer),\n\t\t\tauctionEndPrice: inputPrice.val,\n\t\t\tauctionDuration: duration,\n\t\t};\n\t} else if (\n\t\tisVariant(direction, 'short') &&\n\t\tstartPriceFromSettings &&\n\t\tstartPriceFromSettings.gt(ZERO) &&\n\t\tstartPriceFromSettings.gt(inputPrice.val)\n\t) {\n\t\tlimitAuctionParams = {\n\t\t\tauctionStartPrice: startPriceFromSettings.add(auctionStartPriceBuffer),\n\t\t\tauctionEndPrice: inputPrice.val,\n\t\t\tauctionDuration: duration,\n\t\t};\n\t}\n\n\tif (oraclePriceBands && limitAuctionParams.auctionDuration) {\n\t\tconst [minPrice, maxPrice] = oraclePriceBands;\n\n\t\t// start and end price cant be outside of the oracle price bands\n\t\tlimitAuctionParams.auctionStartPrice = BN.max(\n\t\t\tBN.min(limitAuctionParams.auctionStartPrice, maxPrice),\n\t\t\tminPrice\n\t\t);\n\n\t\tlimitAuctionParams.auctionEndPrice = BN.max(\n\t\t\tBN.min(limitAuctionParams.auctionEndPrice, maxPrice),\n\t\t\tminPrice\n\t\t);\n\t}\n\n\treturn limitAuctionParams;\n};\n\nconst getPriceObject = ({\n\toraclePrice,\n\tbestOffer,\n\tentryPrice,\n\tworstPrice,\n\tmarkPrice,\n\tdirection,\n}: {\n\toraclePrice: BN;\n\tbestOffer: BN;\n\tentryPrice: BN;\n\tworstPrice: BN;\n\tmarkPrice: BN;\n\tdirection: PositionDirection;\n}) => {\n\tlet best: BN;\n\n\tconst nonZeroOptions = [oraclePrice, bestOffer, markPrice].filter(\n\t\t(price) => price !== undefined && price?.gt(ZERO)\n\t);\n\n\tif (nonZeroOptions.length === 0) {\n\t\t// console.error('Unable to create valid auction params');\n\t\treturn {\n\t\t\toracle: ZERO,\n\t\t\tbestOffer: ZERO,\n\t\t\tentry: ZERO,\n\t\t\tbest: ZERO,\n\t\t\tworst: ZERO,\n\t\t\tmark: ZERO,\n\t\t};\n\t}\n\n\tif (isVariant(direction, 'long')) {\n\t\tbest = nonZeroOptions.reduce((a, b) => (a.lt(b) ? a : b)); // lowest price\n\t} else {\n\t\tbest = nonZeroOptions.reduce((a, b) => (a.gt(b) ? a : b)); // highest price\n\t}\n\n\t// if zero values come through, fallback to nonzero value\n\treturn {\n\t\toracle: oraclePrice?.gt(ZERO) ? oraclePrice : best,\n\t\tbestOffer: bestOffer?.gt(ZERO) ? bestOffer : best,\n\t\tentry: entryPrice,\n\t\tbest,\n\t\tworst: worstPrice,\n\t\tmark: markPrice?.gt(ZERO) ? markPrice : best,\n\t};\n};\n\n/* LP Utils /\nconst getLpSharesAmountForQuote = (\n\tdriftClient: DriftClient,\n\tmarketIndex: number,\n\tquoteAmount: BN\n): BigNum => {\n\tconst tenMillionBigNum = BigNum.fromPrint('10000000', QUOTE_PRECISION_EXP);\n\n\tconst pricePerLpShare = BigNum.from(\n\t\tdriftClient.getQuoteValuePerLpShare(marketIndex),\n\t\tQUOTE_PRECISION_EXP\n\t);\n\n\treturn BigNum.from(quoteAmount, QUOTE_PRECISION_EXP)\n\t\t.scale(\n\t\t\ttenMillionBigNum.toNum(),\n\t\t\tpricePerLpShare.mul(tenMillionBigNum).toNum()\n\t\t)\n\t\t.shiftTo(AMM_RESERVE_PRECISION_EXP);\n};\n\nconst getQuoteValueForLpShares = (\n\tdriftClient: DriftClient,\n\tmarketIndex: number,\n\tsharesAmount: BN\n): BigNum => {\n\tconst pricePerLpShare = BigNum.from(\n\t\tdriftClient.getQuoteValuePerLpShare(marketIndex),\n\t\tQUOTE_PRECISION_EXP\n\t).shiftTo(AMM_RESERVE_PRECISION_EXP);\n\tconst lpSharesBigNum = BigNum.from(sharesAmount, AMM_RESERVE_PRECISION_EXP);\n\treturn lpSharesBigNum.mul(pricePerLpShare).shiftTo(QUOTE_PRECISION_EXP);\n};\n\nconst getTokenAddress = (\n\tmintAddress: PublicKey,\n\tuserPubKey: PublicKey\n): Promise<PublicKey> => {\n\treturn getAssociatedTokenAddress(mintAddress, userPubKey, true);\n};\n\nconst getBalanceFromTokenAccountResult = (account: {\n\tpubkey: PublicKey;\n\taccount: AccountInfo<ParsedAccountData>;\n}) => {\n\treturn account?.account.data?.parsed?.info?.tokenAmount?.uiAmount;\n};\n\nconst getTokenAccount = async (\n\tconnection: Connection,\n\tmintAddress: PublicKey,\n\tuserPubKey: PublicKey\n): Promise<{\n\ttokenAccount: {\n\t\tpubkey: PublicKey;\n\t\taccount: import('@solana/web3.js').AccountInfo<\n\t\t\timport('@solana/web3.js').ParsedAccountData\n\t\t>;\n\t};\n\ttokenAccountWarning: boolean;\n}> => {\n\tconst tokenAccounts = await connection.getParsedTokenAccountsByOwner(\n\t\tuserPubKey,\n\t\t{ mint: mintAddress }\n\t);\n\n\tconst associatedAddress = await getAssociatedTokenAddress(\n\t\tmintAddress,\n\t\tuserPubKey,\n\t\ttrue\n\t);\n\n\tconst targetAccount =\n\t\ttokenAccounts.value.filter((account) =>\n\t\t\taccount.pubkey.equals(associatedAddress)\n\t\t)[0] \|\| tokenAccounts.value[0];\n\n\tconst anotherBalanceExists = tokenAccounts.value.find((account) => {\n\t\treturn (\n\t\t\t!!getBalanceFromTokenAccountResult(account) &&\n\t\t\t!account.pubkey.equals(targetAccount.pubkey)\n\t\t);\n\t});\n\n\tlet tokenAccountWarning = false;\n\n\tif (anotherBalanceExists) {\n\t\ttokenAccountWarning = true;\n\t}\n\n\treturn {\n\t\ttokenAccount: targetAccount,\n\t\ttokenAccountWarning,\n\t};\n};\n\nconst getMultipleAccounts = async (\n\tconnection: any,\n\tkeys: string[],\n\tcommitment: string\n) => {\n\tconst result = await Promise.all(\n\t\tchunks(keys, 99).map((chunk) =>\n\t\t\tgetMultipleAccountsCore(connection, chunk, commitment)\n\t\t)\n\t);\n\n\tconst array = result\n\t\t.map(\n\t\t\t(a) =>\n\t\t\t\ta.array\n\t\t\t\t\t.map((acc) => {\n\t\t\t\t\t\tif (!acc) {\n\t\t\t\t\t\t\treturn undefined;\n\t\t\t\t\t\t}\n\n\t\t\t\t\t\tconst { data, ...rest } = acc;\n\t\t\t\t\t\tconst obj = {\n\t\t\t\t\t\t\t...rest,\n\t\t\t\t\t\t\tdata: Buffer.from(data[0], 'base64'),\n\t\t\t\t\t\t} as AccountInfo<Buffer>;\n\t\t\t\t\t\treturn obj;\n\t\t\t\t\t})\n\t\t\t\t\t.filter((_) => _) as AccountInfo<Buffer>[]\n\t\t)\n\t\t.flat();\n\treturn { keys, array };\n};\n\nconst getMultipleAccountsCore = async (\n\tconnection: any,\n\tkeys: string[],\n\tcommitment: string\n) => {\n\tconst args = connection._buildArgs([keys], commitment, 'base64');\n\n\tconst unsafeRes = await connection._rpcRequest('getMultipleAccounts', args);\n\tif (unsafeRes.error) {\n\t\tthrow new Error(\n\t\t\t'failed to get info about account ' + unsafeRes.error.message\n\t\t);\n\t}\n\n\tif (unsafeRes.result.value) {\n\t\tconst array = unsafeRes.result.value as AccountInfo<string[]>[];\n\t\treturn { keys, array };\n\t}\n\n\t// TODO: fix\n\tthrow new Error();\n};\n\nconst userExists = async (\n\tdriftClient: DriftClient,\n\tuserId: number,\n\tauthority: PublicKey\n) => {\n\tlet userAccountExists = false;\n\n\ttry {\n\t\tconst user = driftClient.getUser(userId, authority);\n\t\tuserAccountExists = await user.exists();\n\t} catch (e) {\n\t\t// user account does not exist so we leave userAccountExists false\n\t}\n\n\treturn userAccountExists;\n};\n\nfunction chunks<T>(array: T[], size: number): T[][] {\n\treturn Array.apply(0, new Array(Math.ceil(array.length / size))).map(\n\t\t(_, index) => array.slice(index size, (index + 1) * size)\n\t);\n}\n\n/*\n Trim trailing zeros from a numerical string\n * @param str - numerical string to format\n * @param zerosToShow - max number of zeros to show after the decimal. Similar to number.toFixed() but won't trim non-zero values. Optional, default value is 1\n */\nconst trimTrailingZeros = (str: string, zerosToShow = 1) => {\n\t// Ignore strings with no decimal point\n\tif (!str.includes('.')) return str;\n\n\tconst sides = str.split('.');\n\n\tsides[1] = sides[1].replace(/0+$/, '');\n\n\tif (sides[1].length < zerosToShow) {\n\t\tconst zerosToAdd = zerosToShow - sides[1].length;\n\t\tsides[1] = `${sides[1]}${Array(zerosToAdd).fill('0').join('')}`;\n\t}\n\n\tif (sides[1].length === 0) {\n\t\treturn sides[0];\n\t} else {\n\t\treturn sides.join('.');\n\t}\n};\n\nconst formatTokenInputCurried =\n\t(setAmount: (amount: string) => void, spotMarketConfig: SpotMarketConfig) =>\n\t(newAmount: string) => {\n\t\tif (isNaN(+newAmount)) return;\n\n\t\tif (newAmount === '') {\n\t\t\tsetAmount('');\n\t\t\treturn;\n\t\t}\n\n\t\tconst lastChar = newAmount[newAmount.length - 1];\n\n\t\t// if last char of string is a decimal point, don't format\n\t\tif (lastChar === '.') {\n\t\t\tsetAmount(newAmount);\n\t\t\treturn;\n\t\t}\n\n\t\tif (lastChar === '0') {\n\t\t\t// if last char of string is a zero in the decimal places, cut it off if it exceeds precision\n\t\t\tconst numOfDigitsAfterDecimal = newAmount.split('.')[1]?.length ?? 0;\n\t\t\tif (numOfDigitsAfterDecimal > spotMarketConfig.precisionExp.toNumber()) {\n\t\t\t\tsetAmount(newAmount.slice(0, -1));\n\t\t\t} else {\n\t\t\t\tsetAmount(newAmount);\n\t\t\t}\n\t\t\treturn;\n\t\t}\n\n\t\tconst formattedAmount = Number(\n\t\t\t(+newAmount).toFixed(spotMarketConfig.precisionExp.toNumber())\n\t\t);\n\t\tsetAmount(formattedAmount.toString());\n\t};\n\n// --- Export The Utils\n\nexport const COMMON_UI_UTILS = {\n\tabbreviateAddress,\n\tcalculateAverageEntryPrice,\n\tchunks,\n\tcompareSignatures,\n\tcreatePlaceholderIWallet,\n\tderiveMarketOrderParams,\n\tfetchCurrentSubaccounts,\n\tfetchUserClientsAndAccounts,\n\tformatTokenInputCurried,\n\tgetBalanceFromTokenAccountResult,\n\tgetIdAndAuthorityFromKey,\n\tgetLimitAuctionParams,\n\tgetLpSharesAmountForQuote,\n\tgetMarketAuctionParams,\n\tgetMarketKey,\n\tgetMarketOrderLimitPrice,\n\tgetMultipleAccounts,\n\tgetMultipleAccountsCore,\n\tgetPriceObject,\n\tgetQuoteValueForLpShares,\n\tgetSignatureVerificationMessageForSettings,\n\tgetTokenAccount,\n\tgetTokenAddress,\n\tgetUserKey,\n\thashSignature,\n\tinitializeAndSubscribeToNewUserAccount,\n\tuserExists,\n\tverifySignature,\n\ttrimTrailingZeros,\n\t...USER_UTILS,\n\t...TRADING_UTILS,\n\t...MARKET_UTILS,\n\t...ORDER_COMMON_UTILS,\n};\n"]}
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{\n\tAMM_RESERVE_PRECISION_EXP,\n\tAMM_TO_QUOTE_PRECISION_RATIO,\n\tBASE_PRECISION_EXP,\n\tBN,\n\tBigNum,\n\tDriftClient,\n\tIWalletV2,\n\tMarketType,\n\tOptionalOrderParams,\n\tOrderType,\n\tPRICE_PRECISION,\n\tPRICE_PRECISION_EXP,\n\tPositionDirection,\n\tPublicKey,\n\tQUOTE_PRECISION_EXP,\n\tSpotMarketConfig,\n\tUser,\n\tUserAccount,\n\tZERO,\n\tderiveOracleAuctionParams,\n\tgetMarketOrderParams,\n\tisVariant,\n} from '@drift-labs/sdk';\nimport { ENUM_UTILS, sleep } from '../utils';\nimport {\n\tAccountInfo,\n\tConnection,\n\tKeypair,\n\tParsedAccountData,\n} from '@solana/web3.js';\nimport bcrypt from 'bcryptjs-react';\nimport nacl, { sign } from 'tweetnacl';\nimport { getAssociatedTokenAddress } from '@solana/spl-token';\nimport { AuctionParams, TradeOffsetPrice } from 'src/types';\nimport { USER_UTILS } from './user';\nimport { TRADING_UTILS } from './trading';\nimport { MARKET_UTILS } from './market';\nimport { ORDER_COMMON_UTILS } from './order';\nimport { EMPTY_AUCTION_PARAMS } from '../constants/trade';\n\n// Cache for common UI string patterns to reduce memory allocation\nconst uiStringCache = new Map<string, string>();\nconst MAX_UI_STRING_CACHE_SIZE = 2000;\n\n// Helper function to cache common string patterns\nfunction getCachedUiString(\n\tpattern: string,\n\t...values: (string \| number)[]\n): string {\n\tconst cacheKey = `${pattern}:${values.join(':')}`;\n\n\tif (uiStringCache.has(cacheKey)) {\n\t\treturn uiStringCache.get(cacheKey)!;\n\t}\n\n\tlet result: string;\n\tswitch (pattern) {\n\t\tcase 'abbreviate': {\n\t\t\tconst [authString, length] = values as [string, number];\n\t\t\tresult = `${authString.slice(0, length)}\\u2026${authString.slice(\n\t\t\t\t-length\n\t\t\t)}`;\n\t\t\tbreak;\n\t\t}\n\t\tcase 'userKey': {\n\t\t\tconst [userId, authority] = values as [number, string];\n\t\t\tresult = `${userId}_${authority}`;\n\t\t\tbreak;\n\t\t}\n\t\tcase 'marketKey': {\n\t\t\tconst [marketType, marketIndex] = values as [string, number];\n\t\t\tresult = `${marketType}_${marketIndex}`;\n\t\t\tbreak;\n\t\t}\n\t\tdefault:\n\t\t\tresult = values.join('_');\n\t}\n\n\t// Cache if not too large\n\tif (uiStringCache.size < MAX_UI_STRING_CACHE_SIZE) {\n\t\tuiStringCache.set(cacheKey, result);\n\t}\n\n\treturn result;\n}\n\n// When creating an account, try 5 times over 5 seconds to wait for the new account to hit the blockchain.\nconst ACCOUNT_INITIALIZATION_RETRY_DELAY_MS = 1000;\nconst ACCOUNT_INITIALIZATION_RETRY_ATTEMPTS = 5;\n\nexport const abbreviateAddress = (address: string \| PublicKey, length = 4) => {\n\tif (!address) return '';\n\tconst authString = address.toString();\n\treturn getCachedUiString('abbreviate', authString, length);\n};\n\n/*\n Get a unique key for an authority's subaccount\n * @param userId\n * @param authority\n * @returns\n /\nconst getUserKey = (userId: number, authority: PublicKey) => {\n\tif (userId == undefined \|\| !authority) return '';\n\treturn getCachedUiString('userKey', userId, authority.toString());\n};\n\n/\n Get the authority and subAccountId from a user's account key\n * @param key\n * @returns\n /\nconst getIdAndAuthorityFromKey = (\n\tkey: string\n):\n\t\| { userId: number; userAuthority: PublicKey }\n\t\| { userId: undefined; userAuthority: undefined } => {\n\tconst splitKey = key?.split('_');\n\n\tif (!splitKey \|\| splitKey.length !== 2)\n\t\treturn { userId: undefined, userAuthority: undefined };\n\n\treturn {\n\t\tuserId: Number(splitKey[0]),\n\t\tuserAuthority: new PublicKey(splitKey[1]),\n\t};\n};\n\nconst fetchCurrentSubaccounts = (driftClient: DriftClient): UserAccount[] => {\n\treturn driftClient.getUsers().map((user) => user.getUserAccount());\n};\n\nconst fetchUserClientsAndAccounts = (\n\tdriftClient: DriftClient\n): { user: User; userAccount: UserAccount }[] => {\n\tconst accounts = fetchCurrentSubaccounts(driftClient);\n\tconst allUsersAndUserAccounts = accounts.map((acct) => {\n\t\treturn {\n\t\t\tuser: driftClient.getUser(acct.subAccountId, acct.authority),\n\t\t\tuserAccount: acct,\n\t\t};\n\t});\n\n\treturn allUsersAndUserAccounts;\n};\n\nconst awaitAccountInitializationChainState = async (\n\tdriftClient: DriftClient,\n\tuserId: number,\n\tauthority: PublicKey\n) => {\n\tconst user = driftClient.getUser(userId, authority);\n\n\tif (!user.isSubscribed) {\n\t\tawait user.subscribe();\n\t}\n\n\tlet retryCount = 0;\n\n\tdo {\n\t\ttry {\n\t\t\tawait updateUserAccount(user);\n\t\t\tif (user?.getUserAccountAndSlot()?.data !== undefined) {\n\t\t\t\treturn true;\n\t\t\t}\n\t\t} catch (err) {\n\t\t\tretryCount++;\n\t\t\tawait sleep(ACCOUNT_INITIALIZATION_RETRY_DELAY_MS);\n\t\t}\n\t} while (retryCount < ACCOUNT_INITIALIZATION_RETRY_ATTEMPTS);\n\n\tthrow new Error('awaitAccountInitializationFailed');\n};\n\n/\n Using your own callback to do the account initialization, this method will run the initialization step, switch to the drift user, await for the account to be available on chain, subscribe to the user account, and switch to the user account using the drift client.\n \n It provides extra callbacks to handle steps directly after the initialiation tx, and after fully initializing+subscribing to the account.\n \n Callbacks available:\n * - initializationStep: This callback should send the transaction to initialize the user account\n * - postInitializationStep: This callback will run after the successful initialization transaction, but before trying to load/subscribe to the new account\n * - handleSuccessStep: This callback will run after everything has initialized+subscribed successfully\n \n // TODO : Need to do the subscription step\n /\nconst initializeAndSubscribeToNewUserAccount = async (\n\tdriftClient: DriftClient,\n\tuserIdToInit: number,\n\tauthority: PublicKey,\n\tcallbacks: {\n\t\tinitializationStep: () => Promise<boolean>;\n\t\tpostInitializationStep?: () => Promise<boolean>;\n\t\thandleSuccessStep?: (accountAlreadyExisted: boolean) => Promise<boolean>;\n\t}\n): Promise<\n\t\| 'ok'\n\t\| 'failed_initializationStep'\n\t\| 'failed_postInitializationStep'\n\t\| 'failed_awaitAccountInitializationChainState'\n\t\| 'failed_handleSuccessStep'\n> => {\n\tawait driftClient.addUser(userIdToInit, authority);\n\n\tconst accountAlreadyExisted = await driftClient\n\t\t.getUser(userIdToInit)\n\t\t?.exists();\n\n\t// Do the account initialization step\n\tlet result = await callbacks.initializationStep();\n\n\t// Fetch account to make sure it's loaded\n\tawait updateUserAccount(driftClient.getUser(userIdToInit));\n\n\tif (!result) {\n\t\treturn 'failed_initializationStep';\n\t}\n\n\t// Do the post-initialization step\n\tresult = callbacks.postInitializationStep\n\t\t? await callbacks.postInitializationStep()\n\t\t: result;\n\n\tif (!result) {\n\t\treturn 'failed_postInitializationStep';\n\t}\n\n\t// Await the account initialization step to update the blockchain\n\tresult = await awaitAccountInitializationChainState(\n\t\tdriftClient,\n\t\tuserIdToInit,\n\t\tauthority\n\t);\n\n\tif (!result) {\n\t\treturn 'failed_awaitAccountInitializationChainState';\n\t}\n\n\tawait driftClient.switchActiveUser(userIdToInit, authority);\n\n\t// Do the subscription step\n\n\t// Run the success handler\n\tresult = callbacks.handleSuccessStep\n\t\t? await callbacks.handleSuccessStep(accountAlreadyExisted)\n\t\t: result;\n\n\tif (!result) {\n\t\treturn 'failed_handleSuccessStep';\n\t}\n\n\treturn 'ok';\n};\n\nasync function updateUserAccount(user: User): Promise<void> {\n\tconst publicKey = user.userAccountPublicKey;\n\ttry {\n\t\tconst dataAndContext =\n\t\t\tawait user.driftClient.program.account.user.fetchAndContext(\n\t\t\t\tpublicKey,\n\t\t\t\t'processed'\n\t\t\t);\n\t\tuser.accountSubscriber.updateData(\n\t\t\tdataAndContext.data as UserAccount,\n\t\t\tdataAndContext.context.slot\n\t\t);\n\t} catch (e) {\n\t\t// noop\n\t}\n}\n\nconst getMarketKey = (marketIndex: number, marketType: MarketType) =>\n\tgetCachedUiString('marketKey', ENUM_UTILS.toStr(marketType), marketIndex);\n\n/\n Creates an IWallet wrapper, with redundant methods. If a `walletPubKey` is passed in,\n * the `publicKey` will be based on that.\n /\nconst createPlaceholderIWallet = (walletPubKey?: PublicKey) => {\n\tconst newKeypair = walletPubKey\n\t\t? new Keypair({\n\t\t\t\tpublicKey: walletPubKey.toBytes(),\n\t\t\t\tsecretKey: new Keypair().publicKey.toBytes(),\n\t\t })\n\t\t: new Keypair();\n\n\tconst newWallet: IWalletV2 = {\n\t\tpublicKey: newKeypair.publicKey,\n\t\t//@ts-ignore\n\t\tsignTransaction: () => {\n\t\t\treturn Promise.resolve();\n\t\t},\n\t\t//@ts-ignore\n\t\tsignAllTransactions: () => {\n\t\t\treturn Promise.resolve();\n\t\t},\n\t\t//@ts-ignore\n\t\tsignMessage: () => {\n\t\t\treturn Promise.resolve();\n\t\t},\n\t};\n\n\treturn newWallet;\n};\n\nconst getSignatureVerificationMessageForSettings = (\n\tauthority: PublicKey,\n\tsignTs: number\n): Uint8Array => {\n\treturn new TextEncoder().encode(\n\t\t`Verify you are the owner of this wallet to update trade settings: \\n${authority.toBase58()}\\n\\nThis signature will be valid for the next 30 minutes.\\n\\nTS: ${signTs.toString()}`\n\t);\n};\n\nconst verifySignature = (\n\tsignature: Uint8Array,\n\tmessage: Uint8Array,\n\tpubKey: PublicKey\n): boolean => {\n\treturn sign.detached.verify(message, signature, pubKey.toBytes());\n};\n\nconst hashSignature = async (signature: string): Promise<string> => {\n\tbcrypt.setRandomFallback((num: number) => {\n\t\treturn Array.from(nacl.randomBytes(num));\n\t});\n\tconst hashedSignature = await bcrypt.hash(signature, bcrypt.genSaltSync(10));\n\treturn hashedSignature;\n};\n\nconst compareSignatures = async (\n\toriginal: string,\n\thashed: string\n): Promise<boolean> => {\n\tconst signaturesMatch = await bcrypt.compare(original, hashed);\n\treturn signaturesMatch;\n};\n\n/ Trading-related helper functions /\n\nconst calculateAverageEntryPrice = (\n\tquoteAssetAmount: BigNum,\n\tbaseAssetAmount: BigNum\n): BigNum => {\n\tif (baseAssetAmount.eqZero()) return BigNum.zero();\n\n\treturn BigNum.from(\n\t\tquoteAssetAmount.val\n\t\t\t.mul(PRICE_PRECISION)\n\t\t\t.mul(AMM_TO_QUOTE_PRECISION_RATIO)\n\t\t\t.div(baseAssetAmount.shiftTo(BASE_PRECISION_EXP).val)\n\t\t\t.abs(),\n\t\tPRICE_PRECISION_EXP\n\t);\n};\n\nconst getMarketOrderLimitPrice = ({\n\tdirection,\n\tbaselinePrice,\n\tslippageTolerance,\n}: {\n\tdirection: PositionDirection;\n\tbaselinePrice: BN;\n\tslippageTolerance: number;\n}): BN => {\n\tlet limitPrice;\n\n\tif (!baselinePrice) return ZERO;\n\n\tif (slippageTolerance === 0) return baselinePrice;\n\n\t// infinite slippage capped at 15% currently\n\tif (slippageTolerance == undefined) slippageTolerance = 15;\n\n\t// if manually entered, cap at 99%\n\tif (slippageTolerance > 99) slippageTolerance = 99;\n\n\tlet limitPricePctDiff;\n\tif (isVariant(direction, 'long')) {\n\t\tlimitPricePctDiff = PRICE_PRECISION.add(\n\t\t\tnew BN(slippageTolerance PRICE_PRECISION.toNumber()).div(new BN(100))\n\t\t);\n\t\tlimitPrice = baselinePrice.mul(limitPricePctDiff).div(PRICE_PRECISION);\n\t} else {\n\t\tlimitPricePctDiff = PRICE_PRECISION.sub(\n\t\t\tnew BN(slippageTolerance * PRICE_PRECISION.toNumber()).div(new BN(100))\n\t\t);\n\t\tlimitPrice = baselinePrice.mul(limitPricePctDiff).div(PRICE_PRECISION);\n\t}\n\n\treturn limitPrice;\n};\n\nconst getMarketAuctionParams = ({\n\tdirection,\n\tstartPriceFromSettings,\n\tendPriceFromSettings,\n\tlimitPrice,\n\tduration,\n\tauctionStartPriceOffset,\n\tauctionEndPriceOffset,\n\tadditionalEndPriceBuffer,\n\tforceUpToSlippage,\n\tbestBidPrice,\n\tbestAskPrice,\n\tensureCrossingEndPrice,\n}: {\n\tdirection: PositionDirection;\n\tstartPriceFromSettings: BN;\n\tendPriceFromSettings: BN;\n\t/*\n\t Limit price is the oracle limit price - market orders use the oracle order type under the hood on Drift UI\n\t * So oracle limit price is the oracle price + oracle offset\n\t /\n\tlimitPrice: BN;\n\tduration: number;\n\tauctionStartPriceOffset: number;\n\tauctionEndPriceOffset: number;\n\tadditionalEndPriceBuffer?: BN;\n\tforceUpToSlippage?: boolean;\n\tbestBidPrice?: BN;\n\tbestAskPrice?: BN;\n\tensureCrossingEndPrice?: boolean;\n}): AuctionParams => {\n\tlet auctionStartPrice: BN;\n\tlet auctionEndPrice: BN;\n\tlet constrainedBySlippage: boolean;\n\n\tconst auctionEndPriceBuffer = BigNum.from(PRICE_PRECISION).scale(\n\t\tMath.abs(auctionEndPriceOffset 100),\n\t\t10000\n\t).val;\n\n\tconst auctionStartPriceBuffer = BigNum.from(startPriceFromSettings).scale(\n\t\tMath.abs(auctionStartPriceOffset * 100),\n\t\t10000\n\t).val;\n\n\tif (isVariant(direction, 'long')) {\n\t\tauctionStartPrice = startPriceFromSettings.sub(auctionStartPriceBuffer);\n\n\t\tconst worstPriceToUse = BN.max(\n\t\t\tendPriceFromSettings,\n\t\t\tstartPriceFromSettings\n\t\t); // Handles edge cases like if the worst price on the book was better than the oracle price, and the settings are asking to be relative to the oracle price\n\n\t\tauctionEndPrice = PRICE_PRECISION.add(auctionEndPriceBuffer)\n\t\t\t.mul(worstPriceToUse)\n\t\t\t.div(PRICE_PRECISION);\n\n\t\tconstrainedBySlippage = limitPrice.lt(auctionEndPrice);\n\n\t\t// if forceUpToSlippage is passed, use max slippage price as end price\n\t\tif (forceUpToSlippage) {\n\t\t\tauctionEndPrice = limitPrice;\n\t\t\tconstrainedBySlippage = false;\n\t\t} else {\n\t\t\t// use BEST (limit price, auction end price) as end price\n\t\t\tauctionEndPrice = BN.min(limitPrice, auctionEndPrice);\n\t\t}\n\n\t\t// apply additional buffer if provided\n\t\tif (additionalEndPriceBuffer) {\n\t\t\tauctionEndPrice = auctionEndPrice.add(additionalEndPriceBuffer);\n\t\t\tconstrainedBySlippage = limitPrice.lt(auctionEndPrice);\n\t\t}\n\n\t\t// if ensureCrossingEndPrice is passed, ensure auction end price crosses bestAskPrice\n\t\tif (ensureCrossingEndPrice && bestAskPrice) {\n\t\t\tauctionEndPrice = BN.max(\n\t\t\t\tauctionEndPrice,\n\t\t\t\tbestAskPrice.add(auctionEndPriceBuffer)\n\t\t\t);\n\t\t}\n\n\t\tauctionStartPrice = BN.min(auctionStartPrice, auctionEndPrice);\n\t} else {\n\t\tauctionStartPrice = startPriceFromSettings.add(auctionStartPriceBuffer);\n\n\t\tconst worstPriceToUse = BN.min(\n\t\t\tendPriceFromSettings,\n\t\t\tstartPriceFromSettings\n\t\t); // Handles edge cases like if the worst price on the book was better than the oracle price, and the settings are asking to be relative to the oracle price\n\n\t\tauctionEndPrice = PRICE_PRECISION.sub(auctionEndPriceBuffer)\n\t\t\t.mul(worstPriceToUse)\n\t\t\t.div(PRICE_PRECISION);\n\n\t\tconstrainedBySlippage = limitPrice.gt(auctionEndPrice);\n\n\t\t// if forceUpToSlippage is passed, use max slippage price as end price\n\t\tif (forceUpToSlippage) {\n\t\t\tauctionEndPrice = limitPrice;\n\t\t\tconstrainedBySlippage = false;\n\t\t} else {\n\t\t\t// use BEST (limit price, auction end price) as end price\n\t\t\tauctionEndPrice = BN.max(limitPrice, auctionEndPrice);\n\t\t}\n\n\t\t// apply additional buffer if provided\n\t\tif (additionalEndPriceBuffer) {\n\t\t\tauctionEndPrice = auctionEndPrice.sub(additionalEndPriceBuffer);\n\t\t\tconstrainedBySlippage = limitPrice.gt(auctionEndPrice);\n\t\t}\n\n\t\t// if ensureCrossingEndPrice is passed, ensure auction end price crosses bestBidPrice\n\t\tif (ensureCrossingEndPrice && bestBidPrice) {\n\t\t\tauctionEndPrice = BN.min(\n\t\t\t\tauctionEndPrice,\n\t\t\t\tbestBidPrice.sub(auctionEndPriceBuffer)\n\t\t\t);\n\t\t}\n\n\t\tauctionStartPrice = BN.max(auctionStartPrice, auctionEndPrice);\n\t}\n\n\treturn {\n\t\tauctionStartPrice,\n\t\tauctionEndPrice,\n\t\tauctionDuration: duration,\n\t\tconstrainedBySlippage,\n\t};\n};\n\n/*\n Helper function which derived market order params from the CORE data that is used to create them.\n * @param param0\n * @returns\n /\nconst deriveMarketOrderParams = ({\n\tmarketType,\n\tmarketIndex,\n\tdirection,\n\tmaxLeverageSelected,\n\tmaxLeverageOrderSize,\n\tbaseAmount,\n\treduceOnly,\n\tallowInfSlippage,\n\toraclePrice,\n\tbestPrice,\n\tentryPrice,\n\tworstPrice,\n\tmarkPrice,\n\tauctionDuration,\n\tauctionStartPriceOffset,\n\tauctionEndPriceOffset,\n\tauctionStartPriceOffsetFrom,\n\tauctionEndPriceOffsetFrom,\n\tauctionPriceCaps,\n\tslippageTolerance,\n\tisOracleOrder,\n\tadditionalEndPriceBuffer,\n\tforceUpToSlippage,\n\tbestBidPrice,\n\tbestAskPrice,\n\tensureCrossingEndPrice,\n}: {\n\tmarketType: MarketType;\n\tmarketIndex: number;\n\tdirection: PositionDirection;\n\tmaxLeverageSelected: boolean;\n\tmaxLeverageOrderSize: BN;\n\tbaseAmount: BN;\n\treduceOnly: boolean;\n\tallowInfSlippage: boolean;\n\toraclePrice: BN;\n\tbestPrice: BN;\n\tentryPrice: BN;\n\tworstPrice: BN;\n\tmarkPrice: BN;\n\tauctionDuration: number;\n\tauctionStartPriceOffset: number;\n\tauctionEndPriceOffset: number;\n\tauctionPriceCaps?: {\n\t\tmin: BN;\n\t\tmax: BN;\n\t};\n\tauctionStartPriceOffsetFrom: TradeOffsetPrice;\n\tauctionEndPriceOffsetFrom: TradeOffsetPrice;\n\tslippageTolerance: number;\n\tisOracleOrder?: boolean;\n\tadditionalEndPriceBuffer?: BN;\n\tforceUpToSlippage?: boolean;\n\tbestBidPrice?: BN;\n\tbestAskPrice?: BN;\n\tensureCrossingEndPrice?: boolean;\n}): OptionalOrderParams & { constrainedBySlippage?: boolean } => {\n\tconst priceObject = getPriceObject({\n\t\toraclePrice,\n\t\tmarkPrice,\n\t\tbestOffer: bestPrice,\n\t\tentryPrice,\n\t\tworstPrice,\n\t\tdirection,\n\t});\n\n\t// max slippage price\n\tlet limitPrice = getMarketOrderLimitPrice({\n\t\tdirection,\n\t\tbaselinePrice: priceObject[auctionStartPriceOffsetFrom],\n\t\tslippageTolerance: allowInfSlippage ? undefined : slippageTolerance,\n\t});\n\n\tif (additionalEndPriceBuffer) {\n\t\tlimitPrice = isVariant(direction, 'long')\n\t\t\t? limitPrice.add(additionalEndPriceBuffer)\n\t\t\t: limitPrice.sub(additionalEndPriceBuffer);\n\t}\n\n\tconst auctionParams = getMarketAuctionParams({\n\t\tdirection,\n\t\tstartPriceFromSettings: priceObject[auctionStartPriceOffsetFrom],\n\t\tendPriceFromSettings: priceObject[auctionEndPriceOffsetFrom],\n\t\tlimitPrice,\n\t\tduration: auctionDuration,\n\t\tauctionStartPriceOffset: auctionStartPriceOffset,\n\t\tauctionEndPriceOffset: auctionEndPriceOffset,\n\t\tadditionalEndPriceBuffer,\n\t\tforceUpToSlippage,\n\t\tbestBidPrice,\n\t\tbestAskPrice,\n\t\tensureCrossingEndPrice,\n\t});\n\n\tlet orderParams = getMarketOrderParams({\n\t\tmarketType,\n\t\tmarketIndex,\n\t\tdirection,\n\t\tbaseAssetAmount: maxLeverageSelected ? maxLeverageOrderSize : baseAmount,\n\t\treduceOnly,\n\t\tprice: allowInfSlippage ? undefined : limitPrice,\n\t\t...auctionParams,\n\t});\n\n\tif (isOracleOrder) {\n\t\t// wont work if oracle is zero\n\t\tif (!oraclePrice.eq(ZERO)) {\n\t\t\tconst oracleAuctionParams = deriveOracleAuctionParams({\n\t\t\t\tdirection: direction,\n\t\t\t\toraclePrice,\n\t\t\t\tauctionStartPrice: auctionParams.auctionStartPrice,\n\t\t\t\tauctionEndPrice: auctionParams.auctionEndPrice,\n\t\t\t\tlimitPrice: auctionParams.auctionEndPrice,\n\t\t\t\tauctionPriceCaps: auctionPriceCaps,\n\t\t\t});\n\n\t\t\torderParams = {\n\t\t\t\t...orderParams,\n\t\t\t\t...oracleAuctionParams,\n\t\t\t\tprice: undefined,\n\t\t\t\torderType: OrderType.ORACLE,\n\t\t\t};\n\t\t}\n\t}\n\n\treturn orderParams;\n};\n\nconst getLimitAuctionParams = ({\n\tdirection,\n\tinputPrice,\n\tstartPriceFromSettings,\n\tduration,\n\tauctionStartPriceOffset,\n\toraclePriceBands,\n}: {\n\tdirection: PositionDirection;\n\tinputPrice: BigNum;\n\tstartPriceFromSettings: BN;\n\tduration: number;\n\tauctionStartPriceOffset: number;\n\toraclePriceBands?: [BN, BN];\n}): AuctionParams => {\n\tlet limitAuctionParams = EMPTY_AUCTION_PARAMS;\n\n\tconst auctionStartPriceBuffer = inputPrice.scale(\n\t\tMath.abs(auctionStartPriceOffset 100),\n\t\t10000\n\t).val;\n\n\tif (\n\t\tisVariant(direction, 'long') &&\n\t\tstartPriceFromSettings &&\n\t\tstartPriceFromSettings.lt(inputPrice.val) &&\n\t\tstartPriceFromSettings.gt(ZERO)\n\t) {\n\t\tlimitAuctionParams = {\n\t\t\tauctionStartPrice: startPriceFromSettings.sub(auctionStartPriceBuffer),\n\t\t\tauctionEndPrice: inputPrice.val,\n\t\t\tauctionDuration: duration,\n\t\t};\n\t} else if (\n\t\tisVariant(direction, 'short') &&\n\t\tstartPriceFromSettings &&\n\t\tstartPriceFromSettings.gt(ZERO) &&\n\t\tstartPriceFromSettings.gt(inputPrice.val)\n\t) {\n\t\tlimitAuctionParams = {\n\t\t\tauctionStartPrice: startPriceFromSettings.add(auctionStartPriceBuffer),\n\t\t\tauctionEndPrice: inputPrice.val,\n\t\t\tauctionDuration: duration,\n\t\t};\n\t}\n\n\tif (oraclePriceBands && limitAuctionParams.auctionDuration) {\n\t\tconst [minPrice, maxPrice] = oraclePriceBands;\n\n\t\t// start and end price cant be outside of the oracle price bands\n\t\tlimitAuctionParams.auctionStartPrice = BN.max(\n\t\t\tBN.min(limitAuctionParams.auctionStartPrice, maxPrice),\n\t\t\tminPrice\n\t\t);\n\n\t\tlimitAuctionParams.auctionEndPrice = BN.max(\n\t\t\tBN.min(limitAuctionParams.auctionEndPrice, maxPrice),\n\t\t\tminPrice\n\t\t);\n\t}\n\n\treturn limitAuctionParams;\n};\n\nconst getPriceObject = ({\n\toraclePrice,\n\tbestOffer,\n\tentryPrice,\n\tworstPrice,\n\tmarkPrice,\n\tdirection,\n}: {\n\toraclePrice: BN;\n\tbestOffer: BN;\n\tentryPrice: BN;\n\tworstPrice: BN;\n\tmarkPrice: BN;\n\tdirection: PositionDirection;\n}) => {\n\tlet best: BN;\n\n\tconst nonZeroOptions = [oraclePrice, bestOffer, markPrice].filter(\n\t\t(price) => price !== undefined && price?.gt(ZERO)\n\t);\n\n\tif (nonZeroOptions.length === 0) {\n\t\t// console.error('Unable to create valid auction params');\n\t\treturn {\n\t\t\toracle: ZERO,\n\t\t\tbestOffer: ZERO,\n\t\t\tentry: ZERO,\n\t\t\tbest: ZERO,\n\t\t\tworst: ZERO,\n\t\t\tmark: ZERO,\n\t\t};\n\t}\n\n\tif (isVariant(direction, 'long')) {\n\t\tbest = nonZeroOptions.reduce((a, b) => (a.lt(b) ? a : b)); // lowest price\n\t} else {\n\t\tbest = nonZeroOptions.reduce((a, b) => (a.gt(b) ? a : b)); // highest price\n\t}\n\n\t// if zero values come through, fallback to nonzero value\n\treturn {\n\t\toracle: oraclePrice?.gt(ZERO) ? oraclePrice : best,\n\t\tbestOffer: bestOffer?.gt(ZERO) ? bestOffer : best,\n\t\tentry: entryPrice,\n\t\tbest,\n\t\tworst: worstPrice,\n\t\tmark: markPrice?.gt(ZERO) ? markPrice : best,\n\t};\n};\n\n/* LP Utils /\nconst getLpSharesAmountForQuote = (\n\tdriftClient: DriftClient,\n\tmarketIndex: number,\n\tquoteAmount: BN\n): BigNum => {\n\tconst tenMillionBigNum = BigNum.fromPrint('10000000', QUOTE_PRECISION_EXP);\n\n\tconst pricePerLpShare = BigNum.from(\n\t\tdriftClient.getQuoteValuePerLpShare(marketIndex),\n\t\tQUOTE_PRECISION_EXP\n\t);\n\n\treturn BigNum.from(quoteAmount, QUOTE_PRECISION_EXP)\n\t\t.scale(\n\t\t\ttenMillionBigNum.toNum(),\n\t\t\tpricePerLpShare.mul(tenMillionBigNum).toNum()\n\t\t)\n\t\t.shiftTo(AMM_RESERVE_PRECISION_EXP);\n};\n\nconst getQuoteValueForLpShares = (\n\tdriftClient: DriftClient,\n\tmarketIndex: number,\n\tsharesAmount: BN\n): BigNum => {\n\tconst pricePerLpShare = BigNum.from(\n\t\tdriftClient.getQuoteValuePerLpShare(marketIndex),\n\t\tQUOTE_PRECISION_EXP\n\t).shiftTo(AMM_RESERVE_PRECISION_EXP);\n\tconst lpSharesBigNum = BigNum.from(sharesAmount, AMM_RESERVE_PRECISION_EXP);\n\treturn lpSharesBigNum.mul(pricePerLpShare).shiftTo(QUOTE_PRECISION_EXP);\n};\n\nconst getTokenAddress = (\n\tmintAddress: PublicKey,\n\tuserPubKey: PublicKey\n): Promise<PublicKey> => {\n\treturn getAssociatedTokenAddress(mintAddress, userPubKey, true);\n};\n\nconst getBalanceFromTokenAccountResult = (account: {\n\tpubkey: PublicKey;\n\taccount: AccountInfo<ParsedAccountData>;\n}) => {\n\treturn account?.account.data?.parsed?.info?.tokenAmount?.uiAmount;\n};\n\nconst getTokenAccount = async (\n\tconnection: Connection,\n\tmintAddress: PublicKey,\n\tuserPubKey: PublicKey\n): Promise<{\n\ttokenAccount: {\n\t\tpubkey: PublicKey;\n\t\taccount: import('@solana/web3.js').AccountInfo<\n\t\t\timport('@solana/web3.js').ParsedAccountData\n\t\t>;\n\t};\n\ttokenAccountWarning: boolean;\n}> => {\n\tconst tokenAccounts = await connection.getParsedTokenAccountsByOwner(\n\t\tuserPubKey,\n\t\t{ mint: mintAddress }\n\t);\n\n\tconst associatedAddress = await getAssociatedTokenAddress(\n\t\tmintAddress,\n\t\tuserPubKey,\n\t\ttrue\n\t);\n\n\tconst targetAccount =\n\t\ttokenAccounts.value.filter((account) =>\n\t\t\taccount.pubkey.equals(associatedAddress)\n\t\t)[0] \|\| tokenAccounts.value[0];\n\n\tconst anotherBalanceExists = tokenAccounts.value.find((account) => {\n\t\treturn (\n\t\t\t!!getBalanceFromTokenAccountResult(account) &&\n\t\t\t!account.pubkey.equals(targetAccount.pubkey)\n\t\t);\n\t});\n\n\tlet tokenAccountWarning = false;\n\n\tif (anotherBalanceExists) {\n\t\ttokenAccountWarning = true;\n\t}\n\n\treturn {\n\t\ttokenAccount: targetAccount,\n\t\ttokenAccountWarning,\n\t};\n};\n\nconst getMultipleAccounts = async (\n\tconnection: any,\n\tkeys: string[],\n\tcommitment: string\n) => {\n\tconst result = await Promise.all(\n\t\tchunks(keys, 99).map((chunk) =>\n\t\t\tgetMultipleAccountsCore(connection, chunk, commitment)\n\t\t)\n\t);\n\n\tconst array = result\n\t\t.map(\n\t\t\t(a) =>\n\t\t\t\ta.array\n\t\t\t\t\t.map((acc) => {\n\t\t\t\t\t\tif (!acc) {\n\t\t\t\t\t\t\treturn undefined;\n\t\t\t\t\t\t}\n\n\t\t\t\t\t\tconst { data, ...rest } = acc;\n\t\t\t\t\t\tconst obj = {\n\t\t\t\t\t\t\t...rest,\n\t\t\t\t\t\t\tdata: Buffer.from(data[0], 'base64'),\n\t\t\t\t\t\t} as AccountInfo<Buffer>;\n\t\t\t\t\t\treturn obj;\n\t\t\t\t\t})\n\t\t\t\t\t.filter((_) => _) as AccountInfo<Buffer>[]\n\t\t)\n\t\t.flat();\n\treturn { keys, array };\n};\n\nconst getMultipleAccountsCore = async (\n\tconnection: any,\n\tkeys: string[],\n\tcommitment: string\n) => {\n\tconst args = connection._buildArgs([keys], commitment, 'base64');\n\n\tconst unsafeRes = await connection._rpcRequest('getMultipleAccounts', args);\n\tif (unsafeRes.error) {\n\t\tthrow new Error(\n\t\t\t'failed to get info about account ' + unsafeRes.error.message\n\t\t);\n\t}\n\n\tif (unsafeRes.result.value) {\n\t\tconst array = unsafeRes.result.value as AccountInfo<string[]>[];\n\t\treturn { keys, array };\n\t}\n\n\t// TODO: fix\n\tthrow new Error();\n};\n\nconst userExists = async (\n\tdriftClient: DriftClient,\n\tuserId: number,\n\tauthority: PublicKey\n) => {\n\tlet userAccountExists = false;\n\n\ttry {\n\t\tconst user = driftClient.getUser(userId, authority);\n\t\tuserAccountExists = await user.exists();\n\t} catch (e) {\n\t\t// user account does not exist so we leave userAccountExists false\n\t}\n\n\treturn userAccountExists;\n};\n\nfunction chunks<T>(array: T[], size: number): T[][] {\n\treturn Array.apply(0, new Array(Math.ceil(array.length / size))).map(\n\t\t(_, index) => array.slice(index size, (index + 1) * size)\n\t);\n}\n\n/*\n Trim trailing zeros from a numerical string\n * @param str - numerical string to format\n * @param zerosToShow - max number of zeros to show after the decimal. Similar to number.toFixed() but won't trim non-zero values. Optional, default value is 1\n */\nconst trimTrailingZeros = (str: string, zerosToShow = 1) => {\n\t// Ignore strings with no decimal point\n\tif (!str.includes('.')) return str;\n\n\tconst sides = str.split('.');\n\n\tsides[1] = sides[1].replace(/0+$/, '');\n\n\tif (sides[1].length < zerosToShow) {\n\t\tconst zerosToAdd = zerosToShow - sides[1].length;\n\t\tsides[1] = `${sides[1]}${Array(zerosToAdd).fill('0').join('')}`;\n\t}\n\n\tif (sides[1].length === 0) {\n\t\treturn sides[0];\n\t} else {\n\t\treturn sides.join('.');\n\t}\n};\n\nconst formatTokenInputCurried =\n\t(setAmount: (amount: string) => void, spotMarketConfig: SpotMarketConfig) =>\n\t(newAmount: string) => {\n\t\tif (isNaN(+newAmount)) return;\n\n\t\tif (newAmount === '') {\n\t\t\tsetAmount('');\n\t\t\treturn;\n\t\t}\n\n\t\tconst lastChar = newAmount[newAmount.length - 1];\n\n\t\t// if last char of string is a decimal point, don't format\n\t\tif (lastChar === '.') {\n\t\t\tsetAmount(newAmount);\n\t\t\treturn;\n\t\t}\n\n\t\tif (lastChar === '0') {\n\t\t\t// if last char of string is a zero in the decimal places, cut it off if it exceeds precision\n\t\t\tconst numOfDigitsAfterDecimal = newAmount.split('.')[1]?.length ?? 0;\n\t\t\tif (numOfDigitsAfterDecimal > spotMarketConfig.precisionExp.toNumber()) {\n\t\t\t\tsetAmount(newAmount.slice(0, -1));\n\t\t\t} else {\n\t\t\t\tsetAmount(newAmount);\n\t\t\t}\n\t\t\treturn;\n\t\t}\n\n\t\tconst formattedAmount = Number(\n\t\t\t(+newAmount).toFixed(spotMarketConfig.precisionExp.toNumber())\n\t\t);\n\t\tsetAmount(formattedAmount.toString());\n\t};\n\n// --- Export The Utils\n\nexport const COMMON_UI_UTILS = {\n\tabbreviateAddress,\n\tcalculateAverageEntryPrice,\n\tchunks,\n\tcompareSignatures,\n\tcreatePlaceholderIWallet,\n\tderiveMarketOrderParams,\n\tfetchCurrentSubaccounts,\n\tfetchUserClientsAndAccounts,\n\tformatTokenInputCurried,\n\tgetBalanceFromTokenAccountResult,\n\tgetIdAndAuthorityFromKey,\n\tgetLimitAuctionParams,\n\tgetLpSharesAmountForQuote,\n\tgetMarketAuctionParams,\n\tgetMarketKey,\n\tgetMarketOrderLimitPrice,\n\tgetMultipleAccounts,\n\tgetMultipleAccountsCore,\n\tgetPriceObject,\n\tgetQuoteValueForLpShares,\n\tgetSignatureVerificationMessageForSettings,\n\tgetTokenAccount,\n\tgetTokenAddress,\n\tgetUserKey,\n\thashSignature,\n\tinitializeAndSubscribeToNewUserAccount,\n\tuserExists,\n\tverifySignature,\n\ttrimTrailingZeros,\n\t...USER_UTILS,\n\t...TRADING_UTILS,\n\t...MARKET_UTILS,\n\t...ORDER_COMMON_UTILS,\n};\n"]}

package/lib/common-ui-utils/trading.d.ts CHANGED Viewed

@@ -7,6 +7,19 @@ import { MarketId, OpenPosition, UIOrderType } from 'src/types';
  * @returns true if the order is for the entire position, false otherwise
  */
 export declare const isEntirePositionOrder: (orderAmount: BigNum) => boolean;
+/**
+ * Gets the MAX_LEVERAGE_ORDER_SIZE as a BigNum with the same precision as the given amount
+ * @param orderAmount - The BigNum order amount to match precision with
+ * @returns BigNum representation of MAX_LEVERAGE_ORDER_SIZE
+ */
+export declare const getMaxLeverageOrderSize: (orderAmount: BigNum) => BigNum;
+/**
+ * Formats an order size for display, showing "Entire Position" if it's a max leverage order
+ * @param orderAmount - The BigNum order amount to format
+ * @param formatFn - Optional custom format function, defaults to prettyPrint()
+ * @returns Formatted string showing either "Entire Position" or the formatted amount
+ */
+export declare const formatOrderSize: (orderAmount: BigNum, formatFn?: (amount: BigNum) => string) => string;
 export declare const TRADING_UTILS: {
     calculatePnlPctFromPosition: (pnl: BN, position: OpenPosition, marginUsed?: BN) => number;
     calculatePotentialProfit: (props: {
@@ -55,6 +68,8 @@ export declare const TRADING_UTILS: {
     getMarketStepSize: (driftClient: DriftClient, marketId: MarketId) => BN;
     getMarketStepSizeDecimals: (driftClient: DriftClient, marketId: MarketId) => number;
     isEntirePositionOrder: (orderAmount: BigNum) => boolean;
+    getMaxLeverageOrderSize: (orderAmount: BigNum) => BigNum;
+    formatOrderSize: (orderAmount: BigNum, formatFn?: (amount: BigNum) => string) => string;
     getMarginUsedForPosition: (user: User, marketIndex: number, includeOpenOrders?: boolean) => BN | undefined;
     validateLeverageChange: ({ user, marketIndex, newLeverage, }: {
         user: User;

package/lib/common-ui-utils/trading.js CHANGED Viewed

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.TRADING_UTILS = exports.isEntirePositionOrder = void 0;
+exports.TRADING_UTILS = exports.formatOrderSize = exports.getMaxLeverageOrderSize = exports.isEntirePositionOrder = void 0;
 const sdk_1 = require("@drift-labs/sdk");
 const calculatePnlPctFromPosition = (pnl, position, marginUsed) => {
     var _a;
@@ -206,9 +206,36 @@ const getMarketStepSizeDecimals = (driftClient, marketId) => {
  */
 const isEntirePositionOrder = (orderAmount) => {
     const maxLeverageSize = new sdk_1.BigNum(sdk_1.MAX_LEVERAGE_ORDER_SIZE, orderAmount.precision);
-    return Math.abs(maxLeverageSize.sub(orderAmount).toNum()) < 1;
+    const isMaxLeverage = Math.abs(maxLeverageSize.sub(orderAmount).toNum()) < 1;
+    // Some order paths produce a truncated u64::MAX instead of MAX_LEVERAGE_ORDER_SIZE
+    const ALTERNATIVE_MAX_ORDER_SIZE = '18446744072000000000';
+    const alternativeMaxSize = new sdk_1.BigNum(ALTERNATIVE_MAX_ORDER_SIZE, orderAmount.precision);
+    const isAlternativeMax = Math.abs(alternativeMaxSize.sub(orderAmount).toNum()) < 1;
+    return isMaxLeverage || isAlternativeMax;
 };
 exports.isEntirePositionOrder = isEntirePositionOrder;
+/**
+ * Gets the MAX_LEVERAGE_ORDER_SIZE as a BigNum with the same precision as the given amount
+ * @param orderAmount - The BigNum order amount to match precision with
+ * @returns BigNum representation of MAX_LEVERAGE_ORDER_SIZE
+ */
+const getMaxLeverageOrderSize = (orderAmount) => {
+    return new sdk_1.BigNum(sdk_1.MAX_LEVERAGE_ORDER_SIZE, orderAmount.precision);
+};
+exports.getMaxLeverageOrderSize = getMaxLeverageOrderSize;
+/**
+ * Formats an order size for display, showing "Entire Position" if it's a max leverage order
+ * @param orderAmount - The BigNum order amount to format
+ * @param formatFn - Optional custom format function, defaults to prettyPrint()
+ * @returns Formatted string showing either "Entire Position" or the formatted amount
+ */
+const formatOrderSize = (orderAmount, formatFn) => {
+    if ((0, exports.isEntirePositionOrder)(orderAmount)) {
+        return 'Entire Position';
+    }
+    return formatFn ? formatFn(orderAmount) : orderAmount.prettyPrint();
+};
+exports.formatOrderSize = formatOrderSize;
 /**
  * Calculate the margin used for a specific perp position
  * Returns the minimum of user's total collateral or the position's weighted value
@@ -278,6 +305,8 @@ exports.TRADING_UTILS = {
     getMarketStepSize,
     getMarketStepSizeDecimals,
     isEntirePositionOrder: exports.isEntirePositionOrder,
+    getMaxLeverageOrderSize: exports.getMaxLeverageOrderSize,
+    formatOrderSize: exports.formatOrderSize,
     getMarginUsedForPosition,
     validateLeverageChange,
 };

package/lib/common-ui-utils/trading.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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{\n\tAMM_RESERVE_PRECISION,\n\tBN,\n\tBigNum,\n\tDriftClient,\n\tMARGIN_PRECISION,\n\tMAX_LEVERAGE_ORDER_SIZE,\n\tONE,\n\tPRICE_PRECISION,\n\tPRICE_PRECISION_EXP,\n\tPerpMarketAccount,\n\tPositionDirection,\n\tQUOTE_PRECISION_EXP,\n\tSpotMarketAccount,\n\tUser,\n\tZERO,\n\tisVariant,\n} from '@drift-labs/sdk';\nimport { MarketId, OpenPosition, UIOrderType } from 'src/types';\n\nconst calculatePnlPctFromPosition = (\n\tpnl: BN,\n\tposition: OpenPosition,\n\tmarginUsed?: BN\n): number => {\n\tif (!position?.quoteEntryAmount \|\| position?.quoteEntryAmount.eq(ZERO))\n\t\treturn 0;\n\n\tlet marginUsedNum: number;\n\n\tif (marginUsed) {\n\t\tmarginUsedNum = BigNum.from(marginUsed, QUOTE_PRECISION_EXP).toNum();\n\t} else {\n\t\tconst leverage = convertMarginRatioToLeverage(position.maxMarginRatio) ?? 1;\n\t\tconst quoteEntryAmountNum = BigNum.from(\n\t\t\tposition.quoteEntryAmount.abs(),\n\t\t\tQUOTE_PRECISION_EXP\n\t\t).toNum();\n\n\t\tif (leverage <= 0 \|\| quoteEntryAmountNum <= 0) {\n\t\t\tmarginUsedNum = 0;\n\t\t} else {\n\t\t\tmarginUsedNum = quoteEntryAmountNum / leverage;\n\t\t}\n\t}\n\n\tif (marginUsedNum <= 0) {\n\t\treturn 0;\n\t}\n\n\treturn (\n\t\tBigNum.from(pnl, QUOTE_PRECISION_EXP)\n\t\t\t.shift(5)\n\t\t\t.div(BigNum.fromPrint(`${marginUsedNum}`, QUOTE_PRECISION_EXP))\n\t\t\t.toNum() * 100\n\t);\n};\n\nconst POTENTIAL_PROFIT_DEFAULT_STATE = {\n\testimatedProfit: BigNum.zero(PRICE_PRECISION_EXP),\n\testimatedProfitBeforeFees: BigNum.zero(PRICE_PRECISION_EXP),\n\testimatedTakerFee: BigNum.zero(PRICE_PRECISION_EXP),\n\tnotionalSizeAtEntry: BigNum.zero(PRICE_PRECISION_EXP),\n\tnotionalSizeAtExit: BigNum.zero(PRICE_PRECISION_EXP),\n};\n\nconst calculatePotentialProfit = (props: {\n\tcurrentPositionSize: BigNum;\n\tcurrentPositionDirection: PositionDirection;\n\tcurrentPositionEntryPrice: BigNum;\n\ttradeDirection: PositionDirection;\n\t/*\n\t Amount of position being closed in base asset size\n\t /\n\texitBaseSize: BigNum;\n\t/\n\t Either the user's limit price (for limit orders) or the estimated exit price (for market orders)\n\t /\n\texitPrice: BigNum;\n\ttakerFeeBps: number;\n\tslippageTolerance?: number;\n\tisMarketOrder?: boolean;\n}): {\n\testimatedProfit: BigNum;\n\testimatedProfitBeforeFees: BigNum;\n\testimatedTakerFee: BigNum;\n\tnotionalSizeAtEntry: BigNum;\n\tnotionalSizeAtExit: BigNum;\n} => {\n\tlet estimatedProfit = BigNum.zero(PRICE_PRECISION_EXP);\n\tlet estimatedProfitBeforeFees = BigNum.zero(PRICE_PRECISION_EXP);\n\tlet estimatedTakerFee = BigNum.zero(PRICE_PRECISION_EXP);\n\tlet notionalSizeAtEntry = BigNum.zero(PRICE_PRECISION_EXP);\n\tlet notionalSizeAtExit = BigNum.zero(PRICE_PRECISION_EXP);\n\n\tconst isClosingLong =\n\t\tisVariant(props.currentPositionDirection, 'long') &&\n\t\tisVariant(props.tradeDirection, 'short');\n\tconst isClosingShort =\n\t\tisVariant(props.currentPositionDirection, 'short') &&\n\t\tisVariant(props.tradeDirection, 'long');\n\n\tif (!isClosingLong && !isClosingShort) return POTENTIAL_PROFIT_DEFAULT_STATE;\n\tif (!props.exitBaseSize) return POTENTIAL_PROFIT_DEFAULT_STATE;\n\n\tif (\n\t\tprops.exitBaseSize.eqZero() \|\|\n\t\tprops.currentPositionSize.lt(props.exitBaseSize)\n\t) {\n\t\treturn POTENTIAL_PROFIT_DEFAULT_STATE;\n\t}\n\n\tconst baseSizeBeingClosed = props.exitBaseSize.lte(props.currentPositionSize)\n\t\t? props.exitBaseSize\n\t\t: props.currentPositionSize;\n\n\t// Notional size of amount being closed at entry and exit\n\tnotionalSizeAtEntry = baseSizeBeingClosed.mul(\n\t\tprops.currentPositionEntryPrice.shiftTo(baseSizeBeingClosed.precision)\n\t);\n\tnotionalSizeAtExit = baseSizeBeingClosed.mul(\n\t\tprops.exitPrice.shiftTo(baseSizeBeingClosed.precision)\n\t);\n\n\tif (isClosingLong) {\n\t\testimatedProfitBeforeFees = notionalSizeAtExit.sub(notionalSizeAtEntry);\n\t} else if (isClosingShort) {\n\t\testimatedProfitBeforeFees = notionalSizeAtEntry.sub(notionalSizeAtExit);\n\t}\n\n\t// subtract takerFee if applicable\n\tif (props.takerFeeBps > 0) {\n\t\tconst takerFeeDenominator = Math.floor(100 / (props.takerFeeBps 0.01));\n\t\testimatedTakerFee = notionalSizeAtExit.scale(1, takerFeeDenominator);\n\t\testimatedProfit = estimatedProfitBeforeFees.sub(\n\t\t\testimatedTakerFee.shiftTo(estimatedProfitBeforeFees.precision)\n\t\t);\n\t} else {\n\t\testimatedProfit = estimatedProfitBeforeFees;\n\t}\n\n\treturn {\n\t\testimatedProfit,\n\t\testimatedProfitBeforeFees,\n\t\testimatedTakerFee,\n\t\tnotionalSizeAtEntry,\n\t\tnotionalSizeAtExit,\n\t};\n};\n\n/*\n Check if the order type is a market order or oracle market order\n /\nconst checkIsMarketOrderType = (orderType: UIOrderType) => {\n\treturn orderType === 'market' \|\| orderType === 'oracle';\n};\n\n/\n Calculate the liquidation price of a position after a trade. Requires DriftClient to be subscribed.\n * If the order type is limit order, a limit price must be provided.\n /\nconst calculateLiquidationPriceAfterPerpTrade = ({\n\testEntryPrice,\n\torderType,\n\tperpMarketIndex,\n\ttradeBaseSize,\n\tisLong,\n\tuserClient,\n\toraclePrice,\n\tlimitPrice,\n\toffsetCollateral,\n\tprecision = 2,\n\tisEnteringHighLeverageMode,\n\tcapLiqPrice,\n\tmarginType,\n}: {\n\testEntryPrice: BN;\n\torderType: UIOrderType;\n\tperpMarketIndex: number;\n\ttradeBaseSize: BN;\n\tisLong: boolean;\n\tuserClient: User;\n\toraclePrice: BN;\n\tlimitPrice?: BN;\n\toffsetCollateral?: BN;\n\tprecision?: number;\n\tisEnteringHighLeverageMode?: boolean;\n\tcapLiqPrice?: boolean;\n\tmarginType?: 'Cross' \| 'Isolated';\n}) => {\n\tconst ALLOWED_ORDER_TYPES: UIOrderType[] = [\n\t\t'limit',\n\t\t'market',\n\t\t'oracle',\n\t\t'stopMarket',\n\t\t'stopLimit',\n\t\t'oracleLimit',\n\t];\n\n\tif (!ALLOWED_ORDER_TYPES.includes(orderType)) {\n\t\tconsole.error(\n\t\t\t'Invalid order type for perp trade liquidation price calculation',\n\t\t\torderType\n\t\t);\n\t\treturn 0;\n\t}\n\n\tif (orderType === 'limit' && !limitPrice) {\n\t\tconsole.error(\n\t\t\t'Limit order must have a limit price for perp trade liquidation price calculation'\n\t\t);\n\t\treturn 0;\n\t}\n\n\tconst signedBaseSize = isLong ? tradeBaseSize : tradeBaseSize.neg();\n\tconst priceToUse = [\n\t\t'limit',\n\t\t'stopMarket',\n\t\t'stopLimit',\n\t\t'oracleLimit',\n\t].includes(orderType)\n\t\t? limitPrice\n\t\t: estEntryPrice;\n\n\tconst liqPriceBn = userClient.liquidationPrice(\n\t\tperpMarketIndex,\n\t\tsignedBaseSize,\n\t\tpriceToUse,\n\t\tundefined,\n\t\tundefined, // we can exclude open orders since open orders will be cancelled first (which results in reducing account leverage) before actual liquidation\n\t\toffsetCollateral,\n\t\tisEnteringHighLeverageMode,\n\t\tmarginType === 'Isolated' ? 'Isolated' : undefined\n\t);\n\n\tif (liqPriceBn.isNeg()) {\n\t\t// means no liquidation price\n\t\treturn 0;\n\t}\n\n\t// Check if user has a spot position using the same oracle as the perp market\n\t// If so, force capLiqPrice to be false to avoid incorrect price capping\n\t// Technically in this case, liq price could be lower for a short or higher for a long\n\tconst perpMarketOracle =\n\t\tuserClient.driftClient.getPerpMarketAccount(perpMarketIndex)?.amm?.oracle;\n\n\tconst spotMarketWithSameOracle = userClient.driftClient\n\t\t.getSpotMarketAccounts()\n\t\t.find((market) => market.oracle.equals(perpMarketOracle));\n\n\tlet hasSpotPositionWithSameOracle = false;\n\tif (spotMarketWithSameOracle) {\n\t\tconst spotPosition = userClient.getSpotPosition(\n\t\t\tspotMarketWithSameOracle.marketIndex\n\t\t);\n\t\thasSpotPositionWithSameOracle = !!spotPosition;\n\t}\n\n\tconst effectiveCapLiqPrice = hasSpotPositionWithSameOracle\n\t\t? false\n\t\t: capLiqPrice;\n\n\tconst cappedLiqPriceBn = effectiveCapLiqPrice\n\t\t? isLong\n\t\t\t? BN.min(liqPriceBn, oraclePrice)\n\t\t\t: BN.max(liqPriceBn, oraclePrice)\n\t\t: liqPriceBn;\n\n\tconst liqPriceBigNum = BigNum.from(cappedLiqPriceBn, PRICE_PRECISION_EXP);\n\n\tconst liqPriceNum =\n\t\tMath.round(liqPriceBigNum.toNum() 10 precision) / 10 precision;\n\n\treturn liqPriceNum;\n};\n\nconst convertLeverageToMarginRatio = (leverage: number): number \| undefined => {\n\tif (!leverage) return undefined;\n\treturn Math.round((1 / leverage) * MARGIN_PRECISION.toNumber());\n};\n\nconst convertMarginRatioToLeverage = (\n\tmarginRatio: number,\n\tdecimals?: number\n): number \| undefined => {\n\tif (!marginRatio) return undefined;\n\n\tconst leverage = 1 / (marginRatio / MARGIN_PRECISION.toNumber());\n\n\treturn decimals\n\t\t? parseFloat(leverage.toFixed(decimals))\n\t\t: Math.round(leverage);\n};\n\nconst getMarketTickSize = (\n\tdriftClient: DriftClient,\n\tmarketId: MarketId\n): BN => {\n\tconst marketAccount = marketId.isPerp\n\t\t? driftClient.getPerpMarketAccount(marketId.marketIndex)\n\t\t: driftClient.getSpotMarketAccount(marketId.marketIndex);\n\tif (!marketAccount) return ZERO;\n\n\tif (marketId.isPerp) {\n\t\treturn (marketAccount as PerpMarketAccount).amm.orderTickSize;\n\t} else {\n\t\treturn (marketAccount as SpotMarketAccount).orderTickSize;\n\t}\n};\n\nconst getMarketTickSizeDecimals = (\n\tdriftClient: DriftClient,\n\tmarketId: MarketId\n) => {\n\tconst tickSize = getMarketTickSize(driftClient, marketId);\n\n\tconst decimalPlaces = Math.max(\n\t\t0,\n\t\tMath.floor(\n\t\t\tMath.log10(\n\t\t\t\tPRICE_PRECISION.div(tickSize.eq(ZERO) ? ONE : tickSize).toNumber()\n\t\t\t)\n\t\t)\n\t);\n\n\treturn decimalPlaces;\n};\n\nconst getMarketStepSize = (driftClient: DriftClient, marketId: MarketId) => {\n\tconst marketAccount = marketId.isPerp\n\t\t? driftClient.getPerpMarketAccount(marketId.marketIndex)\n\t\t: driftClient.getSpotMarketAccount(marketId.marketIndex);\n\tif (!marketAccount) return ZERO;\n\n\tif (marketId.isPerp) {\n\t\treturn (marketAccount as PerpMarketAccount).amm.orderStepSize;\n\t} else {\n\t\treturn (marketAccount as SpotMarketAccount).orderStepSize;\n\t}\n};\n\nconst getMarketStepSizeDecimals = (\n\tdriftClient: DriftClient,\n\tmarketId: MarketId\n) => {\n\tconst stepSize = getMarketStepSize(driftClient, marketId);\n\n\tconst decimalPlaces = Math.max(\n\t\t0,\n\t\tMath.floor(\n\t\t\tMath.log10(\n\t\t\t\tAMM_RESERVE_PRECISION.div(stepSize.eq(ZERO) ? ONE : stepSize).toNumber()\n\t\t\t)\n\t\t)\n\t);\n\n\treturn decimalPlaces;\n};\n\n/*\n Checks if a given order amount represents an entire position order\n * by comparing it with MAX_LEVERAGE_ORDER_SIZE\n * @param orderAmount - The BigNum order amount to check\n * @returns true if the order is for the entire position, false otherwise\n /\nexport const isEntirePositionOrder = (orderAmount: BigNum): boolean => {\n\tconst maxLeverageSize = new BigNum(\n\t\tMAX_LEVERAGE_ORDER_SIZE,\n\t\torderAmount.precision\n\t);\n\treturn Math.abs(maxLeverageSize.sub(orderAmount).toNum()) < 1;\n};\n\n/\n Calculate the margin used for a specific perp position\n * Returns the minimum of user's total collateral or the position's weighted value\n /\nconst getMarginUsedForPosition = (\n\tuser: User,\n\tmarketIndex: number,\n\tincludeOpenOrders = true\n): BN \| undefined => {\n\tconst perpPosition = user.getPerpPosition(marketIndex);\n\tif (!perpPosition) return undefined;\n\n\tconst hc = user.getPerpPositionHealth({\n\t\tmarginCategory: 'Initial',\n\t\tperpPosition,\n\t\tincludeOpenOrders,\n\t});\n\tconst userCollateral = user.getTotalCollateral();\n\treturn userCollateral.lt(hc.weightedValue)\n\t\t? userCollateral\n\t\t: hc.weightedValue;\n};\n\n/\n Validate if a leverage change would exceed the user's free collateral\n * Returns true if the change is valid (doesn't exceed free collateral), false otherwise\n */\nconst validateLeverageChange = ({\n\tuser,\n\tmarketIndex,\n\tnewLeverage,\n}: {\n\tuser: User;\n\tmarketIndex: number;\n\tnewLeverage: number;\n}): boolean => {\n\ttry {\n\t\t// Convert leverage to margin ratio\n\t\tconst newMarginRatio = convertLeverageToMarginRatio(newLeverage);\n\t\tif (!newMarginRatio) return true;\n\n\t\t// Get the perp position from the user\n\t\tconst perpPosition = user.getPerpPosition(marketIndex);\n\t\tif (!perpPosition) return true;\n\n\t\t// Get current position weighted value\n\t\tconst currentPositionWeightedValue = user.getPerpPositionHealth({\n\t\t\tmarginCategory: 'Initial',\n\t\t\tperpPosition,\n\t\t}).weightedValue;\n\n\t\t// Create a modified version of the position with new maxMarginRatio\n\t\tconst modifiedPosition = {\n\t\t\t...perpPosition,\n\t\t\tmaxMarginRatio: newMarginRatio,\n\t\t};\n\n\t\t// Calculate new weighted value with the modified position\n\t\tconst newPositionWeightedValue = user.getPerpPositionHealth({\n\t\t\tmarginCategory: 'Initial',\n\t\t\tperpPosition: modifiedPosition,\n\t\t}).weightedValue;\n\n\t\tconst perpPositionWeightedValueDelta = newPositionWeightedValue.sub(\n\t\t\tcurrentPositionWeightedValue\n\t\t);\n\n\t\tconst freeCollateral = user.getFreeCollateral();\n\n\t\t// Check if weighted value delta exceeds free collateral\n\t\treturn perpPositionWeightedValueDelta.lte(freeCollateral);\n\t} catch (error) {\n\t\tconsole.warn('Error validating leverage change:', error);\n\t\treturn true; // Allow change if validation fails\n\t}\n};\n\nexport const TRADING_UTILS = {\n\tcalculatePnlPctFromPosition,\n\tcalculatePotentialProfit,\n\tcalculateLiquidationPriceAfterPerpTrade,\n\tcheckIsMarketOrderType,\n\tconvertLeverageToMarginRatio,\n\tconvertMarginRatioToLeverage,\n\tgetMarketTickSize,\n\tgetMarketTickSizeDecimals,\n\tgetMarketStepSize,\n\tgetMarketStepSizeDecimals,\n\tisEntirePositionOrder,\n\tgetMarginUsedForPosition,\n\tvalidateLeverageChange,\n};\n"]}
1	+ 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{\n\tAMM_RESERVE_PRECISION,\n\tBN,\n\tBigNum,\n\tDriftClient,\n\tMARGIN_PRECISION,\n\tMAX_LEVERAGE_ORDER_SIZE,\n\tONE,\n\tPRICE_PRECISION,\n\tPRICE_PRECISION_EXP,\n\tPerpMarketAccount,\n\tPositionDirection,\n\tQUOTE_PRECISION_EXP,\n\tSpotMarketAccount,\n\tUser,\n\tZERO,\n\tisVariant,\n} from '@drift-labs/sdk';\nimport { MarketId, OpenPosition, UIOrderType } from 'src/types';\n\nconst calculatePnlPctFromPosition = (\n\tpnl: BN,\n\tposition: OpenPosition,\n\tmarginUsed?: BN\n): number => {\n\tif (!position?.quoteEntryAmount \|\| position?.quoteEntryAmount.eq(ZERO))\n\t\treturn 0;\n\n\tlet marginUsedNum: number;\n\n\tif (marginUsed) {\n\t\tmarginUsedNum = BigNum.from(marginUsed, QUOTE_PRECISION_EXP).toNum();\n\t} else {\n\t\tconst leverage = convertMarginRatioToLeverage(position.maxMarginRatio) ?? 1;\n\t\tconst quoteEntryAmountNum = BigNum.from(\n\t\t\tposition.quoteEntryAmount.abs(),\n\t\t\tQUOTE_PRECISION_EXP\n\t\t).toNum();\n\n\t\tif (leverage <= 0 \|\| quoteEntryAmountNum <= 0) {\n\t\t\tmarginUsedNum = 0;\n\t\t} else {\n\t\t\tmarginUsedNum = quoteEntryAmountNum / leverage;\n\t\t}\n\t}\n\n\tif (marginUsedNum <= 0) {\n\t\treturn 0;\n\t}\n\n\treturn (\n\t\tBigNum.from(pnl, QUOTE_PRECISION_EXP)\n\t\t\t.shift(5)\n\t\t\t.div(BigNum.fromPrint(`${marginUsedNum}`, QUOTE_PRECISION_EXP))\n\t\t\t.toNum() * 100\n\t);\n};\n\nconst POTENTIAL_PROFIT_DEFAULT_STATE = {\n\testimatedProfit: BigNum.zero(PRICE_PRECISION_EXP),\n\testimatedProfitBeforeFees: BigNum.zero(PRICE_PRECISION_EXP),\n\testimatedTakerFee: BigNum.zero(PRICE_PRECISION_EXP),\n\tnotionalSizeAtEntry: BigNum.zero(PRICE_PRECISION_EXP),\n\tnotionalSizeAtExit: BigNum.zero(PRICE_PRECISION_EXP),\n};\n\nconst calculatePotentialProfit = (props: {\n\tcurrentPositionSize: BigNum;\n\tcurrentPositionDirection: PositionDirection;\n\tcurrentPositionEntryPrice: BigNum;\n\ttradeDirection: PositionDirection;\n\t/*\n\t Amount of position being closed in base asset size\n\t /\n\texitBaseSize: BigNum;\n\t/\n\t Either the user's limit price (for limit orders) or the estimated exit price (for market orders)\n\t /\n\texitPrice: BigNum;\n\ttakerFeeBps: number;\n\tslippageTolerance?: number;\n\tisMarketOrder?: boolean;\n}): {\n\testimatedProfit: BigNum;\n\testimatedProfitBeforeFees: BigNum;\n\testimatedTakerFee: BigNum;\n\tnotionalSizeAtEntry: BigNum;\n\tnotionalSizeAtExit: BigNum;\n} => {\n\tlet estimatedProfit = BigNum.zero(PRICE_PRECISION_EXP);\n\tlet estimatedProfitBeforeFees = BigNum.zero(PRICE_PRECISION_EXP);\n\tlet estimatedTakerFee = BigNum.zero(PRICE_PRECISION_EXP);\n\tlet notionalSizeAtEntry = BigNum.zero(PRICE_PRECISION_EXP);\n\tlet notionalSizeAtExit = BigNum.zero(PRICE_PRECISION_EXP);\n\n\tconst isClosingLong =\n\t\tisVariant(props.currentPositionDirection, 'long') &&\n\t\tisVariant(props.tradeDirection, 'short');\n\tconst isClosingShort =\n\t\tisVariant(props.currentPositionDirection, 'short') &&\n\t\tisVariant(props.tradeDirection, 'long');\n\n\tif (!isClosingLong && !isClosingShort) return POTENTIAL_PROFIT_DEFAULT_STATE;\n\tif (!props.exitBaseSize) return POTENTIAL_PROFIT_DEFAULT_STATE;\n\n\tif (\n\t\tprops.exitBaseSize.eqZero() \|\|\n\t\tprops.currentPositionSize.lt(props.exitBaseSize)\n\t) {\n\t\treturn POTENTIAL_PROFIT_DEFAULT_STATE;\n\t}\n\n\tconst baseSizeBeingClosed = props.exitBaseSize.lte(props.currentPositionSize)\n\t\t? props.exitBaseSize\n\t\t: props.currentPositionSize;\n\n\t// Notional size of amount being closed at entry and exit\n\tnotionalSizeAtEntry = baseSizeBeingClosed.mul(\n\t\tprops.currentPositionEntryPrice.shiftTo(baseSizeBeingClosed.precision)\n\t);\n\tnotionalSizeAtExit = baseSizeBeingClosed.mul(\n\t\tprops.exitPrice.shiftTo(baseSizeBeingClosed.precision)\n\t);\n\n\tif (isClosingLong) {\n\t\testimatedProfitBeforeFees = notionalSizeAtExit.sub(notionalSizeAtEntry);\n\t} else if (isClosingShort) {\n\t\testimatedProfitBeforeFees = notionalSizeAtEntry.sub(notionalSizeAtExit);\n\t}\n\n\t// subtract takerFee if applicable\n\tif (props.takerFeeBps > 0) {\n\t\tconst takerFeeDenominator = Math.floor(100 / (props.takerFeeBps 0.01));\n\t\testimatedTakerFee = notionalSizeAtExit.scale(1, takerFeeDenominator);\n\t\testimatedProfit = estimatedProfitBeforeFees.sub(\n\t\t\testimatedTakerFee.shiftTo(estimatedProfitBeforeFees.precision)\n\t\t);\n\t} else {\n\t\testimatedProfit = estimatedProfitBeforeFees;\n\t}\n\n\treturn {\n\t\testimatedProfit,\n\t\testimatedProfitBeforeFees,\n\t\testimatedTakerFee,\n\t\tnotionalSizeAtEntry,\n\t\tnotionalSizeAtExit,\n\t};\n};\n\n/*\n Check if the order type is a market order or oracle market order\n /\nconst checkIsMarketOrderType = (orderType: UIOrderType) => {\n\treturn orderType === 'market' \|\| orderType === 'oracle';\n};\n\n/\n Calculate the liquidation price of a position after a trade. Requires DriftClient to be subscribed.\n * If the order type is limit order, a limit price must be provided.\n /\nconst calculateLiquidationPriceAfterPerpTrade = ({\n\testEntryPrice,\n\torderType,\n\tperpMarketIndex,\n\ttradeBaseSize,\n\tisLong,\n\tuserClient,\n\toraclePrice,\n\tlimitPrice,\n\toffsetCollateral,\n\tprecision = 2,\n\tisEnteringHighLeverageMode,\n\tcapLiqPrice,\n\tmarginType,\n}: {\n\testEntryPrice: BN;\n\torderType: UIOrderType;\n\tperpMarketIndex: number;\n\ttradeBaseSize: BN;\n\tisLong: boolean;\n\tuserClient: User;\n\toraclePrice: BN;\n\tlimitPrice?: BN;\n\toffsetCollateral?: BN;\n\tprecision?: number;\n\tisEnteringHighLeverageMode?: boolean;\n\tcapLiqPrice?: boolean;\n\tmarginType?: 'Cross' \| 'Isolated';\n}) => {\n\tconst ALLOWED_ORDER_TYPES: UIOrderType[] = [\n\t\t'limit',\n\t\t'market',\n\t\t'oracle',\n\t\t'stopMarket',\n\t\t'stopLimit',\n\t\t'oracleLimit',\n\t];\n\n\tif (!ALLOWED_ORDER_TYPES.includes(orderType)) {\n\t\tconsole.error(\n\t\t\t'Invalid order type for perp trade liquidation price calculation',\n\t\t\torderType\n\t\t);\n\t\treturn 0;\n\t}\n\n\tif (orderType === 'limit' && !limitPrice) {\n\t\tconsole.error(\n\t\t\t'Limit order must have a limit price for perp trade liquidation price calculation'\n\t\t);\n\t\treturn 0;\n\t}\n\n\tconst signedBaseSize = isLong ? tradeBaseSize : tradeBaseSize.neg();\n\tconst priceToUse = [\n\t\t'limit',\n\t\t'stopMarket',\n\t\t'stopLimit',\n\t\t'oracleLimit',\n\t].includes(orderType)\n\t\t? limitPrice\n\t\t: estEntryPrice;\n\n\tconst liqPriceBn = userClient.liquidationPrice(\n\t\tperpMarketIndex,\n\t\tsignedBaseSize,\n\t\tpriceToUse,\n\t\tundefined,\n\t\tundefined, // we can exclude open orders since open orders will be cancelled first (which results in reducing account leverage) before actual liquidation\n\t\toffsetCollateral,\n\t\tisEnteringHighLeverageMode,\n\t\tmarginType === 'Isolated' ? 'Isolated' : undefined\n\t);\n\n\tif (liqPriceBn.isNeg()) {\n\t\t// means no liquidation price\n\t\treturn 0;\n\t}\n\n\t// Check if user has a spot position using the same oracle as the perp market\n\t// If so, force capLiqPrice to be false to avoid incorrect price capping\n\t// Technically in this case, liq price could be lower for a short or higher for a long\n\tconst perpMarketOracle =\n\t\tuserClient.driftClient.getPerpMarketAccount(perpMarketIndex)?.amm?.oracle;\n\n\tconst spotMarketWithSameOracle = userClient.driftClient\n\t\t.getSpotMarketAccounts()\n\t\t.find((market) => market.oracle.equals(perpMarketOracle));\n\n\tlet hasSpotPositionWithSameOracle = false;\n\tif (spotMarketWithSameOracle) {\n\t\tconst spotPosition = userClient.getSpotPosition(\n\t\t\tspotMarketWithSameOracle.marketIndex\n\t\t);\n\t\thasSpotPositionWithSameOracle = !!spotPosition;\n\t}\n\n\tconst effectiveCapLiqPrice = hasSpotPositionWithSameOracle\n\t\t? false\n\t\t: capLiqPrice;\n\n\tconst cappedLiqPriceBn = effectiveCapLiqPrice\n\t\t? isLong\n\t\t\t? BN.min(liqPriceBn, oraclePrice)\n\t\t\t: BN.max(liqPriceBn, oraclePrice)\n\t\t: liqPriceBn;\n\n\tconst liqPriceBigNum = BigNum.from(cappedLiqPriceBn, PRICE_PRECISION_EXP);\n\n\tconst liqPriceNum =\n\t\tMath.round(liqPriceBigNum.toNum() 10 precision) / 10 precision;\n\n\treturn liqPriceNum;\n};\n\nconst convertLeverageToMarginRatio = (leverage: number): number \| undefined => {\n\tif (!leverage) return undefined;\n\treturn Math.round((1 / leverage) * MARGIN_PRECISION.toNumber());\n};\n\nconst convertMarginRatioToLeverage = (\n\tmarginRatio: number,\n\tdecimals?: number\n): number \| undefined => {\n\tif (!marginRatio) return undefined;\n\n\tconst leverage = 1 / (marginRatio / MARGIN_PRECISION.toNumber());\n\n\treturn decimals\n\t\t? parseFloat(leverage.toFixed(decimals))\n\t\t: Math.round(leverage);\n};\n\nconst getMarketTickSize = (\n\tdriftClient: DriftClient,\n\tmarketId: MarketId\n): BN => {\n\tconst marketAccount = marketId.isPerp\n\t\t? driftClient.getPerpMarketAccount(marketId.marketIndex)\n\t\t: driftClient.getSpotMarketAccount(marketId.marketIndex);\n\tif (!marketAccount) return ZERO;\n\n\tif (marketId.isPerp) {\n\t\treturn (marketAccount as PerpMarketAccount).amm.orderTickSize;\n\t} else {\n\t\treturn (marketAccount as SpotMarketAccount).orderTickSize;\n\t}\n};\n\nconst getMarketTickSizeDecimals = (\n\tdriftClient: DriftClient,\n\tmarketId: MarketId\n) => {\n\tconst tickSize = getMarketTickSize(driftClient, marketId);\n\n\tconst decimalPlaces = Math.max(\n\t\t0,\n\t\tMath.floor(\n\t\t\tMath.log10(\n\t\t\t\tPRICE_PRECISION.div(tickSize.eq(ZERO) ? ONE : tickSize).toNumber()\n\t\t\t)\n\t\t)\n\t);\n\n\treturn decimalPlaces;\n};\n\nconst getMarketStepSize = (driftClient: DriftClient, marketId: MarketId) => {\n\tconst marketAccount = marketId.isPerp\n\t\t? driftClient.getPerpMarketAccount(marketId.marketIndex)\n\t\t: driftClient.getSpotMarketAccount(marketId.marketIndex);\n\tif (!marketAccount) return ZERO;\n\n\tif (marketId.isPerp) {\n\t\treturn (marketAccount as PerpMarketAccount).amm.orderStepSize;\n\t} else {\n\t\treturn (marketAccount as SpotMarketAccount).orderStepSize;\n\t}\n};\n\nconst getMarketStepSizeDecimals = (\n\tdriftClient: DriftClient,\n\tmarketId: MarketId\n) => {\n\tconst stepSize = getMarketStepSize(driftClient, marketId);\n\n\tconst decimalPlaces = Math.max(\n\t\t0,\n\t\tMath.floor(\n\t\t\tMath.log10(\n\t\t\t\tAMM_RESERVE_PRECISION.div(stepSize.eq(ZERO) ? ONE : stepSize).toNumber()\n\t\t\t)\n\t\t)\n\t);\n\n\treturn decimalPlaces;\n};\n\n/*\n Checks if a given order amount represents an entire position order\n * by comparing it with MAX_LEVERAGE_ORDER_SIZE\n * @param orderAmount - The BigNum order amount to check\n * @returns true if the order is for the entire position, false otherwise\n /\nexport const isEntirePositionOrder = (orderAmount: BigNum): boolean => {\n\tconst maxLeverageSize = new BigNum(\n\t\tMAX_LEVERAGE_ORDER_SIZE,\n\t\torderAmount.precision\n\t);\n\n\tconst isMaxLeverage = Math.abs(maxLeverageSize.sub(orderAmount).toNum()) < 1;\n\n\t// Some order paths produce a truncated u64::MAX instead of MAX_LEVERAGE_ORDER_SIZE\n\tconst ALTERNATIVE_MAX_ORDER_SIZE = '18446744072000000000';\n\tconst alternativeMaxSize = new BigNum(\n\t\tALTERNATIVE_MAX_ORDER_SIZE,\n\t\torderAmount.precision\n\t);\n\tconst isAlternativeMax =\n\t\tMath.abs(alternativeMaxSize.sub(orderAmount).toNum()) < 1;\n\n\treturn isMaxLeverage \|\| isAlternativeMax;\n};\n\n/\n Gets the MAX_LEVERAGE_ORDER_SIZE as a BigNum with the same precision as the given amount\n * @param orderAmount - The BigNum order amount to match precision with\n * @returns BigNum representation of MAX_LEVERAGE_ORDER_SIZE\n /\nexport const getMaxLeverageOrderSize = (orderAmount: BigNum): BigNum => {\n\treturn new BigNum(MAX_LEVERAGE_ORDER_SIZE, orderAmount.precision);\n};\n\n/\n Formats an order size for display, showing \"Entire Position\" if it's a max leverage order\n * @param orderAmount - The BigNum order amount to format\n * @param formatFn - Optional custom format function, defaults to prettyPrint()\n * @returns Formatted string showing either \"Entire Position\" or the formatted amount\n /\nexport const formatOrderSize = (\n\torderAmount: BigNum,\n\tformatFn?: (amount: BigNum) => string\n): string => {\n\tif (isEntirePositionOrder(orderAmount)) {\n\t\treturn 'Entire Position';\n\t}\n\treturn formatFn ? formatFn(orderAmount) : orderAmount.prettyPrint();\n};\n\n/\n Calculate the margin used for a specific perp position\n * Returns the minimum of user's total collateral or the position's weighted value\n /\nconst getMarginUsedForPosition = (\n\tuser: User,\n\tmarketIndex: number,\n\tincludeOpenOrders = true\n): BN \| undefined => {\n\tconst perpPosition = user.getPerpPosition(marketIndex);\n\tif (!perpPosition) return undefined;\n\n\tconst hc = user.getPerpPositionHealth({\n\t\tmarginCategory: 'Initial',\n\t\tperpPosition,\n\t\tincludeOpenOrders,\n\t});\n\tconst userCollateral = user.getTotalCollateral();\n\treturn userCollateral.lt(hc.weightedValue)\n\t\t? userCollateral\n\t\t: hc.weightedValue;\n};\n\n/\n Validate if a leverage change would exceed the user's free collateral\n * Returns true if the change is valid (doesn't exceed free collateral), false otherwise\n */\nconst validateLeverageChange = ({\n\tuser,\n\tmarketIndex,\n\tnewLeverage,\n}: {\n\tuser: User;\n\tmarketIndex: number;\n\tnewLeverage: number;\n}): boolean => {\n\ttry {\n\t\t// Convert leverage to margin ratio\n\t\tconst newMarginRatio = convertLeverageToMarginRatio(newLeverage);\n\t\tif (!newMarginRatio) return true;\n\n\t\t// Get the perp position from the user\n\t\tconst perpPosition = user.getPerpPosition(marketIndex);\n\t\tif (!perpPosition) return true;\n\n\t\t// Get current position weighted value\n\t\tconst currentPositionWeightedValue = user.getPerpPositionHealth({\n\t\t\tmarginCategory: 'Initial',\n\t\t\tperpPosition,\n\t\t}).weightedValue;\n\n\t\t// Create a modified version of the position with new maxMarginRatio\n\t\tconst modifiedPosition = {\n\t\t\t...perpPosition,\n\t\t\tmaxMarginRatio: newMarginRatio,\n\t\t};\n\n\t\t// Calculate new weighted value with the modified position\n\t\tconst newPositionWeightedValue = user.getPerpPositionHealth({\n\t\t\tmarginCategory: 'Initial',\n\t\t\tperpPosition: modifiedPosition,\n\t\t}).weightedValue;\n\n\t\tconst perpPositionWeightedValueDelta = newPositionWeightedValue.sub(\n\t\t\tcurrentPositionWeightedValue\n\t\t);\n\n\t\tconst freeCollateral = user.getFreeCollateral();\n\n\t\t// Check if weighted value delta exceeds free collateral\n\t\treturn perpPositionWeightedValueDelta.lte(freeCollateral);\n\t} catch (error) {\n\t\tconsole.warn('Error validating leverage change:', error);\n\t\treturn true; // Allow change if validation fails\n\t}\n};\n\nexport const TRADING_UTILS = {\n\tcalculatePnlPctFromPosition,\n\tcalculatePotentialProfit,\n\tcalculateLiquidationPriceAfterPerpTrade,\n\tcheckIsMarketOrderType,\n\tconvertLeverageToMarginRatio,\n\tconvertMarginRatioToLeverage,\n\tgetMarketTickSize,\n\tgetMarketTickSizeDecimals,\n\tgetMarketStepSize,\n\tgetMarketStepSizeDecimals,\n\tisEntirePositionOrder,\n\tgetMaxLeverageOrderSize,\n\tformatOrderSize,\n\tgetMarginUsedForPosition,\n\tvalidateLeverageChange,\n};\n"]}

package/lib/index.d.ts CHANGED Viewed

@@ -40,6 +40,9 @@ export * from './utils/CircularBuffers';
 export * from './utils/rxjs';
 export * from './utils/priorityFees';
 export * from './utils/NumLib';
+export * from './utils/strings';
+export * from './utils/validation';
+export { default as millify } from './utils/millify';
 export * from './utils/markets/precisions';
 export * from './drift';
 import JupV4Errors from './constants/autogenerated/jup-v4-error-codes.json';

package/lib/index.js CHANGED Viewed

@@ -17,7 +17,7 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.DriftErrors = exports.JupV6Errors = exports.JupV4Errors = void 0;
+exports.DriftErrors = exports.JupV6Errors = exports.JupV4Errors = exports.millify = void 0;
 __exportStar(require("./Config"), exports);
 __exportStar(require("./chartConstants"), exports);
 __exportStar(require("./types"), exports);
@@ -60,6 +60,10 @@ __exportStar(require("./utils/CircularBuffers"), exports);
 __exportStar(require("./utils/rxjs"), exports);
 __exportStar(require("./utils/priorityFees"), exports);
 __exportStar(require("./utils/NumLib"), exports);
+__exportStar(require("./utils/strings"), exports);
+__exportStar(require("./utils/validation"), exports);
+var millify_1 = require("./utils/millify");
+Object.defineProperty(exports, "millify", { enumerable: true, get: function () { return __importDefault(millify_1).default; } });
 __exportStar(require("./utils/markets/precisions"), exports);
 __exportStar(require("./drift"), exports);
 // External Program Errors

package/lib/index.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;;;;AAAA,2CAAyB;AACzB,mDAAiC;AACjC,0CAAwB;AACxB,yDAAuC;AACvC,0CAAwB;AACxB,gDAA8B;AAC9B,oDAAkC;AAClC,sDAAoC;AACpC,yDAAuC;AACvC,uDAAqC;AACrC,gEAA8C;AAC9C,qDAAmC;AACnC,gDAA8B;AAC9B,+CAA6B;AAC7B,iDAA+B;AAC/B,yDAAuC;AACvC,oDAAkC;AAClC,8CAA4B;AAC5B,wEAAsD;AACtD,yDAAuC;AACvC,oDAAkC;AAClC,wDAAsC;AACtC,qDAAmC;AACnC,gDAA8B;AAC9B,sDAAoC;AACpC,+EAA6D;AAC7D,sEAAoD;AACpD,wDAAsC;AACtC,oDAAkC;AAClC,yDAAuC;AACvC,2DAAyC;AACzC,wDAAsC;AACtC,mDAAiC;AACjC,gEAA8C;AAC9C,+DAA6C;AAC7C,sDAAoC;AACpC,6DAA2C;AAC3C,mEAAiD;AACjD,0DAAwC;AACxC,+CAA6B;AAC7B,uDAAqC;AACrC,iDAA+B;AAC/B,6DAA2C;AAC3C,0CAAwB;AAExB,0BAA0B;AAC1B,gHAA4E;AAEnE,sBAFF,iCAAW,CAEE;AADpB,gHAA4E;AACtD,sBADf,iCAAW,CACe;AAEjC,kGAAqE;AAC5D,sBADF,0BAAW,CACE","sourcesContent":["export * from './Config';\nexport * from './chartConstants';\nexport * from './types';\nexport * from './EnvironmentConstants';\nexport * from './utils';\nexport * from './utils/index';\nexport * from './utils/s3Buckets';\nexport * from './serializableTypes';\nexport * from './utils/candles/Candle';\nexport * from './utils/featureFlags';\nexport * from './utils/WalletConnectionState';\nexport * from './utils/rpcLatency';\nexport * from './utils/token';\nexport * from './utils/math';\nexport * from './utils/logger';\nexport * from './utils/equalityChecks';\nexport * from './common-ui-utils';\nexport * from './constants';\nexport * from './actions/actionHelpers/actionHelpers';\nexport * from './utils/SharedInterval';\nexport * from './utils/Stopwatch';\nexport * from './utils/priority-fees';\nexport * from './utils/superstake';\nexport * from './utils/fetch';\nexport * from './utils/priceImpact';\nexport * from './utils/dlob-server/DlobServerWebsocketUtils';\nexport * from './common-ui-utils/settings/settings';\nexport * from './utils/priority-fees';\nexport * from './utils/orderbook';\nexport * from './clients/candleClient';\nexport * from './clients/marketDataFeed';\nexport * from './clients/swiftClient';\nexport * from './clients/tvFeed';\nexport * from './clients/DlobWebsocketClient';\nexport * from './utils/pollingSequenceGuard';\nexport * from './utils/driftEvents';\nexport * from './utils/MultiplexWebSocket';\nexport * from './utils/SlotBasedResultValidator';\nexport * from './utils/CircularBuffers';\nexport * from './utils/rxjs';\nexport * from './utils/priorityFees';\nexport * from './utils/NumLib';\nexport * from './utils/markets/precisions';\nexport * from './drift';\n\n// External Program Errors\nimport JupV4Errors from './constants/autogenerated/jup-v4-error-codes.json';\nimport JupV6Errors from './constants/autogenerated/jup-v6-error-codes.json';\nexport { JupV4Errors, JupV6Errors };\n\nimport DriftErrors from './constants/autogenerated/driftErrors.json';\nexport { DriftErrors };\n"]}
1	+ {"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;;;;;AAAA,2CAAyB;AACzB,mDAAiC;AACjC,0CAAwB;AACxB,yDAAuC;AACvC,0CAAwB;AACxB,gDAA8B;AAC9B,oDAAkC;AAClC,sDAAoC;AACpC,yDAAuC;AACvC,uDAAqC;AACrC,gEAA8C;AAC9C,qDAAmC;AACnC,gDAA8B;AAC9B,+CAA6B;AAC7B,iDAA+B;AAC/B,yDAAuC;AACvC,oDAAkC;AAClC,8CAA4B;AAC5B,wEAAsD;AACtD,yDAAuC;AACvC,oDAAkC;AAClC,wDAAsC;AACtC,qDAAmC;AACnC,gDAA8B;AAC9B,sDAAoC;AACpC,+EAA6D;AAC7D,sEAAoD;AACpD,wDAAsC;AACtC,oDAAkC;AAClC,yDAAuC;AACvC,2DAAyC;AACzC,wDAAsC;AACtC,mDAAiC;AACjC,gEAA8C;AAC9C,+DAA6C;AAC7C,sDAAoC;AACpC,6DAA2C;AAC3C,mEAAiD;AACjD,0DAAwC;AACxC,+CAA6B;AAC7B,uDAAqC;AACrC,iDAA+B;AAC/B,kDAAgC;AAChC,qDAAmC;AACnC,2CAAqD;AAA5C,mHAAA,OAAO,OAAW;AAC3B,6DAA2C;AAC3C,0CAAwB;AAExB,0BAA0B;AAC1B,gHAA4E;AAEnE,sBAFF,iCAAW,CAEE;AADpB,gHAA4E;AACtD,sBADf,iCAAW,CACe;AAEjC,kGAAqE;AAC5D,sBADF,0BAAW,CACE","sourcesContent":["export * from './Config';\nexport * from './chartConstants';\nexport * from './types';\nexport * from './EnvironmentConstants';\nexport * from './utils';\nexport * from './utils/index';\nexport * from './utils/s3Buckets';\nexport * from './serializableTypes';\nexport * from './utils/candles/Candle';\nexport * from './utils/featureFlags';\nexport * from './utils/WalletConnectionState';\nexport * from './utils/rpcLatency';\nexport * from './utils/token';\nexport * from './utils/math';\nexport * from './utils/logger';\nexport * from './utils/equalityChecks';\nexport * from './common-ui-utils';\nexport * from './constants';\nexport * from './actions/actionHelpers/actionHelpers';\nexport * from './utils/SharedInterval';\nexport * from './utils/Stopwatch';\nexport * from './utils/priority-fees';\nexport * from './utils/superstake';\nexport * from './utils/fetch';\nexport * from './utils/priceImpact';\nexport * from './utils/dlob-server/DlobServerWebsocketUtils';\nexport * from './common-ui-utils/settings/settings';\nexport * from './utils/priority-fees';\nexport * from './utils/orderbook';\nexport * from './clients/candleClient';\nexport * from './clients/marketDataFeed';\nexport * from './clients/swiftClient';\nexport * from './clients/tvFeed';\nexport * from './clients/DlobWebsocketClient';\nexport * from './utils/pollingSequenceGuard';\nexport * from './utils/driftEvents';\nexport * from './utils/MultiplexWebSocket';\nexport * from './utils/SlotBasedResultValidator';\nexport * from './utils/CircularBuffers';\nexport * from './utils/rxjs';\nexport * from './utils/priorityFees';\nexport * from './utils/NumLib';\nexport * from './utils/strings';\nexport * from './utils/validation';\nexport { default as millify } from './utils/millify';\nexport * from './utils/markets/precisions';\nexport * from './drift';\n\n// External Program Errors\nimport JupV4Errors from './constants/autogenerated/jup-v4-error-codes.json';\nimport JupV6Errors from './constants/autogenerated/jup-v6-error-codes.json';\nexport { JupV4Errors, JupV6Errors };\n\nimport DriftErrors from './constants/autogenerated/driftErrors.json';\nexport { DriftErrors };\n"]}

package/lib/utils/math.d.ts CHANGED Viewed

@@ -1,4 +1,25 @@
-import { L2OrderBook } from '@drift-labs/sdk';
+import { BigNum, L2OrderBook } from '@drift-labs/sdk';
+export declare const TRADE_PRECISION = 6;
+export declare const getPctCompletion: (start: number, end: number, current: number) => number;
+export declare const sortBnAsc: (bnA: BN, bnB: BN) => 0 | 1 | -1;
+export declare const sortBnDesc: (bnA: BN, bnB: BN) => 0 | 1 | -1;
+export declare const getBigNumRoundedToStepSize: (baseSize: BigNum, stepSize: BN) => BigNum;
+export declare const truncateInputToPrecision: (input: string, marketPrecisionExp: BN) => string;
+export declare const roundToStepSize: (value: string, stepSize?: number) => string;
+export declare const roundToStepSizeIfLargeEnough: (value: string, stepSize?: number) => string;
+export declare const valueIsBelowStepSize: (value: string, stepSize: number) => boolean;
+/**
+ * NOTE: Do not use modulo alone to check if numbers fit evenly.
+ * Due to floating point precision issues this can return incorrect results.
+ * i.e. 5.1 % 0.1 = 0.09999999999999959 (should be 0)
+ * tells me 5.1 / 0.1 = 50.99999999999999
+ */
+export declare const numbersFitEvenly: (numberOne: number, numberTwo: number) => boolean;
+export declare function roundToDecimal(value: number, decimals: number | undefined | null): number;
+export declare const roundBigNumToDecimalPlace: (bignum: BigNum, decimalPlaces: number) => BigNum;
+export declare const sortRecordsByTs: <T extends {
+    ts: BN;
+}[]>(records: T | undefined, direction?: 'asc' | 'desc') => T[number][];
 export declare const COMMON_MATH: {
     calculateSpreadBidAskMark: (l2: Pick<L2OrderBook, 'bids' | 'asks'>, oraclePrice?: BN) => {
         bestBidPrice: BN;

package/lib/utils/math.js CHANGED Viewed

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.COMMON_MATH = void 0;
+exports.COMMON_MATH = exports.sortRecordsByTs = exports.roundBigNumToDecimalPlace = exports.roundToDecimal = exports.numbersFitEvenly = exports.valueIsBelowStepSize = exports.roundToStepSizeIfLargeEnough = exports.roundToStepSize = exports.truncateInputToPrecision = exports.getBigNumRoundedToStepSize = exports.sortBnDesc = exports.sortBnAsc = exports.getPctCompletion = exports.TRADE_PRECISION = void 0;
 const sdk_1 = require("@drift-labs/sdk");
 const calculateMarkPrice = (bestBidPrice, bestAskPrice, oraclePrice) => {
     const bid = bestBidPrice;
@@ -83,6 +83,98 @@ const calculateSpreadBidAskMark = (l2, oraclePrice) => {
         spreadQuote,
     };
 };
+exports.TRADE_PRECISION = 6;
+const getPctCompletion = (start, end, current) => {
+    const totalProgressSize = end - start;
+    const currentProgressSize = current - start;
+    return (currentProgressSize / totalProgressSize) * 100;
+};
+exports.getPctCompletion = getPctCompletion;
+const sortBnAsc = (bnA, bnB) => {
+    if (bnA.gt(bnB))
+        return 1;
+    if (bnA.eq(bnB))
+        return 0;
+    if (bnA.lt(bnB))
+        return -1;
+    return 0;
+};
+exports.sortBnAsc = sortBnAsc;
+const sortBnDesc = (bnA, bnB) => (0, exports.sortBnAsc)(bnB, bnA);
+exports.sortBnDesc = sortBnDesc;
+const getBigNumRoundedToStepSize = (baseSize, stepSize) => {
+    const baseSizeRounded = baseSize.div(stepSize).mul(stepSize);
+    return baseSizeRounded;
+};
+exports.getBigNumRoundedToStepSize = getBigNumRoundedToStepSize;
+const truncateInputToPrecision = (input, marketPrecisionExp) => {
+    var _a, _b;
+    const decimalPlaces = (_b = (_a = input.split('.')[1]) === null || _a === void 0 ? void 0 : _a.length) !== null && _b !== void 0 ? _b : 0;
+    const maxDecimals = marketPrecisionExp.toNumber();
+    if (decimalPlaces > maxDecimals) {
+        return input.slice(0, input.length - (decimalPlaces - maxDecimals));
+    }
+    return input;
+};
+exports.truncateInputToPrecision = truncateInputToPrecision;
+const roundToStepSize = (value, stepSize) => {
+    var _a, _b;
+    const stepSizeExp = (_b = (_a = stepSize === null || stepSize === void 0 ? void 0 : stepSize.toString().split('.')[1]) === null || _a === void 0 ? void 0 : _a.length) !== null && _b !== void 0 ? _b : 0;
+    const truncatedValue = (0, exports.truncateInputToPrecision)(value, new sdk_1.BN(stepSizeExp));
+    if (truncatedValue.charAt(truncatedValue.length - 1) === '.') {
+        return truncatedValue.slice(0, -1);
+    }
+    return truncatedValue;
+};
+exports.roundToStepSize = roundToStepSize;
+const roundToStepSizeIfLargeEnough = (value, stepSize) => {
+    const parsedValue = parseFloat(value);
+    if (isNaN(parsedValue) || stepSize === 0 || !value || parsedValue === 0) {
+        return value;
+    }
+    return (0, exports.roundToStepSize)(value, stepSize);
+};
+exports.roundToStepSizeIfLargeEnough = roundToStepSizeIfLargeEnough;
+const valueIsBelowStepSize = (value, stepSize) => {
+    const parsedValue = parseFloat(value);
+    if (isNaN(parsedValue))
+        return false;
+    return parsedValue < stepSize;
+};
+exports.valueIsBelowStepSize = valueIsBelowStepSize;
+/**
+ * NOTE: Do not use modulo alone to check if numbers fit evenly.
+ * Due to floating point precision issues this can return incorrect results.
+ * i.e. 5.1 % 0.1 = 0.09999999999999959 (should be 0)
+ * tells me 5.1 / 0.1 = 50.99999999999999
+ */
+const numbersFitEvenly = (numberOne, numberTwo) => {
+    if (isNaN(numberOne) || isNaN(numberTwo))
+        return false;
+    if (numberOne === 0 || numberTwo === 0)
+        return true;
+    return (Number.isInteger(Number((numberOne / numberTwo).toFixed(9))) ||
+        numberOne % numberTwo === 0);
+};
+exports.numbersFitEvenly = numbersFitEvenly;
+function roundToDecimal(value, decimals) {
+    return decimals ? Math.round(value * 10 ** decimals) / 10 ** decimals : value;
+}
+exports.roundToDecimal = roundToDecimal;
+const roundBigNumToDecimalPlace = (bignum, decimalPlaces) => {
+    const factor = Math.pow(10, decimalPlaces);
+    const newNum = Math.round(bignum.toNum() * factor) / factor;
+    return sdk_1.BigNum.fromPrint(newNum.toString(), bignum.precision);
+};
+exports.roundBigNumToDecimalPlace = roundBigNumToDecimalPlace;
+const sortRecordsByTs = (records, direction = 'desc') => {
+    if (!records || !(records === null || records === void 0 ? void 0 : records.length))
+        return [];
+    return direction === 'desc'
+        ? [...records].sort((a, b) => b.ts.toNumber() - a.ts.toNumber())
+        : [...records].sort((a, b) => a.ts.toNumber() - b.ts.toNumber());
+};
+exports.sortRecordsByTs = sortRecordsByTs;
 exports.COMMON_MATH = {
     calculateSpreadBidAskMark,
 };

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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"]}
1	+ 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{\n\tBigNum,\n\tBN,\n\tL2OrderBook,\n\tPERCENTAGE_PRECISION,\n\tSpotMarketConfig,\n\tZERO,\n} 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 TRADE_PRECISION = 6;\n\nexport const getPctCompletion = (\n\tstart: number,\n\tend: number,\n\tcurrent: number\n) => {\n\tconst totalProgressSize = end - start;\n\tconst currentProgressSize = current - start;\n\n\treturn (currentProgressSize / totalProgressSize) * 100;\n};\n\nexport const sortBnAsc = (bnA: BN, bnB: BN) => {\n\tif (bnA.gt(bnB)) return 1;\n\tif (bnA.eq(bnB)) return 0;\n\tif (bnA.lt(bnB)) return -1;\n\n\treturn 0;\n};\n\nexport const sortBnDesc = (bnA: BN, bnB: BN) => sortBnAsc(bnB, bnA);\n\nexport const getBigNumRoundedToStepSize = (baseSize: BigNum, stepSize: BN) => {\n\tconst baseSizeRounded = baseSize.div(stepSize).mul(stepSize);\n\treturn baseSizeRounded;\n};\n\nexport const truncateInputToPrecision = (\n\tinput: string,\n\tmarketPrecisionExp: SpotMarketConfig['precisionExp']\n) => {\n\tconst decimalPlaces = input.split('.')[1]?.length ?? 0;\n\tconst maxDecimals = marketPrecisionExp.toNumber();\n\n\tif (decimalPlaces > maxDecimals) {\n\t\treturn input.slice(0, input.length - (decimalPlaces - maxDecimals));\n\t}\n\n\treturn input;\n};\n\nexport const roundToStepSize = (value: string, stepSize?: number) => {\n\tconst stepSizeExp = stepSize?.toString().split('.')[1]?.length ?? 0;\n\tconst truncatedValue = truncateInputToPrecision(value, new BN(stepSizeExp));\n\n\tif (truncatedValue.charAt(truncatedValue.length - 1) === '.') {\n\t\treturn truncatedValue.slice(0, -1);\n\t}\n\n\treturn truncatedValue;\n};\n\nexport const roundToStepSizeIfLargeEnough = (\n\tvalue: string,\n\tstepSize?: number\n) => {\n\tconst parsedValue = parseFloat(value);\n\tif (isNaN(parsedValue) \|\| stepSize === 0 \|\| !value \|\| parsedValue === 0) {\n\t\treturn value;\n\t}\n\n\treturn roundToStepSize(value, stepSize);\n};\n\nexport const valueIsBelowStepSize = (value: string, stepSize: number) => {\n\tconst parsedValue = parseFloat(value);\n\n\tif (isNaN(parsedValue)) return false;\n\n\treturn parsedValue < stepSize;\n};\n\n/*\n NOTE: Do not use modulo alone to check if numbers fit evenly.\n * Due to floating point precision issues this can return incorrect results.\n * i.e. 5.1 % 0.1 = 0.09999999999999959 (should be 0)\n * tells me 5.1 / 0.1 = 50.99999999999999\n /\nexport const numbersFitEvenly = (\n\tnumberOne: number,\n\tnumberTwo: number\n): boolean => {\n\tif (isNaN(numberOne) \|\| isNaN(numberTwo)) return false;\n\tif (numberOne === 0 \|\| numberTwo === 0) return true;\n\n\treturn (\n\t\tNumber.isInteger(Number((numberOne / numberTwo).toFixed(9))) \|\|\n\t\tnumberOne % numberTwo === 0\n\t);\n};\n\nexport function roundToDecimal(\n\tvalue: number,\n\tdecimals: number \| undefined \| null\n) {\n\treturn decimals ? Math.round(value 10 decimals) / 10 decimals : value;\n}\n\nexport const roundBigNumToDecimalPlace = (\n\tbignum: BigNum,\n\tdecimalPlaces: number\n): BigNum => {\n\tconst factor = Math.pow(10, decimalPlaces);\n\tconst newNum = Math.round(bignum.toNum() * factor) / factor;\n\treturn BigNum.fromPrint(newNum.toString(), bignum.precision);\n};\n\nexport const sortRecordsByTs = <T extends { ts: BN }[]>(\n\trecords: T \| undefined,\n\tdirection: 'asc' \| 'desc' = 'desc'\n) => {\n\tif (!records \|\| !records?.length) return [];\n\n\treturn direction === 'desc'\n\t\t? [...records].sort((a, b) => b.ts.toNumber() - a.ts.toNumber())\n\t\t: [...records].sort((a, b) => a.ts.toNumber() - b.ts.toNumber());\n};\n\nexport const COMMON_MATH = {\n\tcalculateSpreadBidAskMark,\n};\n"]}

package/lib/utils/millify.d.ts ADDED Viewed

@@ -0,0 +1,12 @@
+/**
+ * There is a "millify" npm library but it is multiple kilobytes and opens space
+ * for security vulnerabilities. Easier to just roll our own as it's not complicated.
+ */
+interface MillifyOptions {
+    precision?: number;
+    decimals?: number;
+    notation?: 'scientific' | 'financial';
+    trimEndingZeroes?: boolean;
+}
+export default function millify(value: number, options?: MillifyOptions): string;
+export {};

package/lib/utils/millify.js ADDED Viewed

@@ -0,0 +1,38 @@
+"use strict";
+/**
+ * There is a "millify" npm library but it is multiple kilobytes and opens space
+ * for security vulnerabilities. Easier to just roll our own as it's not complicated.
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+const FINANCIAL_UNITS = ['', 'K', 'M', 'B', 'T', 'Q'];
+const SCIENTIFIC_UNITS = ['', 'K', 'M', 'G', 'T', 'P', 'E', 'Z', 'Y'];
+function millify(value, options) {
+    var _a, _b, _c;
+    const precision = (_a = options === null || options === void 0 ? void 0 : options.precision) !== null && _a !== void 0 ? _a : 6;
+    const trimEndingZeroes = (_b = options === null || options === void 0 ? void 0 : options.trimEndingZeroes) !== null && _b !== void 0 ? _b : false;
+    if (isNaN(value))
+        return '0';
+    const isNegative = value < 0;
+    const absoluteValue = Math.abs(value);
+    const units = ((_c = options === null || options === void 0 ? void 0 : options.notation) !== null && _c !== void 0 ? _c : 'financial') === 'financial'
+        ? FINANCIAL_UNITS
+        : SCIENTIFIC_UNITS;
+    if (absoluteValue < 1000) {
+        const formattedValue = absoluteValue.toPrecision(precision);
+        const trimmedValue = trimEndingZeroes
+            ? parseFloat(formattedValue).toString()
+            : formattedValue;
+        return `${isNegative ? '-' : ''}${trimmedValue}`;
+    }
+    const unitIndex = Math.min(Math.floor(Math.log10(absoluteValue) / 3), units.length - 1);
+    const scaledValue = absoluteValue / Math.pow(1000, unitIndex);
+    const valueWithDecimals = (options === null || options === void 0 ? void 0 : options.decimals) !== undefined
+        ? scaledValue.toFixed(options.decimals)
+        : scaledValue.toPrecision(precision);
+    const trimmedValue = trimEndingZeroes
+        ? parseFloat(valueWithDecimals).toString()
+        : valueWithDecimals;
+    return `${isNegative ? '-' : ''}${trimmedValue}${units[unitIndex]}`;
+}
+exports.default = millify;
+//# sourceMappingURL=millify.js.map

package/lib/utils/millify.js.map ADDED Viewed

@@ -0,0 +1 @@

+ {"version":3,"file":"millify.js","sourceRoot":"","sources":["../../src/utils/millify.ts"],"names":[],"mappings":";AAAA;;;GAGG;;AASH,MAAM,eAAe,GAAG,CAAC,EAAE,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,CAAC,CAAC;AACtD,MAAM,gBAAgB,GAAG,CAAC,EAAE,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,EAAE,GAAG,CAAC,CAAC;AAEtE,SAAwB,OAAO,CAC9B,KAAa,EACb,OAAwB;;IAExB,MAAM,SAAS,GAAG,MAAA,OAAO,aAAP,OAAO,uBAAP,OAAO,CAAE,SAAS,mCAAI,CAAC,CAAC;IAC1C,MAAM,gBAAgB,GAAG,MAAA,OAAO,aAAP,OAAO,uBAAP,OAAO,CAAE,gBAAgB,mCAAI,KAAK,CAAC;IAE5D,IAAI,KAAK,CAAC,KAAK,CAAC;QAAE,OAAO,GAAG,CAAC;IAE7B,MAAM,UAAU,GAAG,KAAK,GAAG,CAAC,CAAC;IAC7B,MAAM,aAAa,GAAG,IAAI,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC;IAEtC,MAAM,KAAK,GACV,CAAC,MAAA,OAAO,aAAP,OAAO,uBAAP,OAAO,CAAE,QAAQ,mCAAI,WAAW,CAAC,KAAK,WAAW;QACjD,CAAC,CAAC,eAAe;QACjB,CAAC,CAAC,gBAAgB,CAAC;IAErB,IAAI,aAAa,GAAG,IAAI,EAAE,CAAC;QAC1B,MAAM,cAAc,GAAG,aAAa,CAAC,WAAW,CAAC,SAAS,CAAC,CAAC;QAC5D,MAAM,YAAY,GAAG,gBAAgB;YACpC,CAAC,CAAC,UAAU,CAAC,cAAc,CAAC,CAAC,QAAQ,EAAE;YACvC,CAAC,CAAC,cAAc,CAAC;QAClB,OAAO,GAAG,UAAU,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,GAAG,YAAY,EAAE,CAAC;IAClD,CAAC;IAED,MAAM,SAAS,GAAG,IAAI,CAAC,GAAG,CACzB,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,KAAK,CAAC,aAAa,CAAC,GAAG,CAAC,CAAC,EACzC,KAAK,CAAC,MAAM,GAAG,CAAC,CAChB,CAAC;IAEF,MAAM,WAAW,GAAG,aAAa,GAAG,IAAI,CAAC,GAAG,CAAC,IAAI,EAAE,SAAS,CAAC,CAAC;IAC9D,MAAM,iBAAiB,GACtB,CAAA,OAAO,aAAP,OAAO,uBAAP,OAAO,CAAE,QAAQ,MAAK,SAAS;QAC9B,CAAC,CAAC,WAAW,CAAC,OAAO,CAAC,OAAO,CAAC,QAAQ,CAAC;QACvC,CAAC,CAAC,WAAW,CAAC,WAAW,CAAC,SAAS,CAAC,CAAC;IAEvC,MAAM,YAAY,GAAG,gBAAgB;QACpC,CAAC,CAAC,UAAU,CAAC,iBAAiB,CAAC,CAAC,QAAQ,EAAE;QAC1C,CAAC,CAAC,iBAAiB,CAAC;IAErB,OAAO,GAAG,UAAU,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,EAAE,GAAG,YAAY,GAAG,KAAK,CAAC,SAAS,CAAC,EAAE,CAAC;AACrE,CAAC;AAzCD,0BAyCC","sourcesContent":["/**\n * There is a \"millify\" npm library but it is multiple kilobytes and opens space\n * for security vulnerabilities. Easier to just roll our own as it's not complicated.\n */\n\ninterface MillifyOptions {\n\tprecision?: number;\n\tdecimals?: number;\n\tnotation?: 'scientific' | 'financial';\n\ttrimEndingZeroes?: boolean;\n}\n\nconst FINANCIAL_UNITS = ['', 'K', 'M', 'B', 'T', 'Q'];\nconst SCIENTIFIC_UNITS = ['', 'K', 'M', 'G', 'T', 'P', 'E', 'Z', 'Y'];\n\nexport default function millify(\n\tvalue: number,\n\toptions?: MillifyOptions\n): string {\n\tconst precision = options?.precision ?? 6;\n\tconst trimEndingZeroes = options?.trimEndingZeroes ?? false;\n\n\tif (isNaN(value)) return '0';\n\n\tconst isNegative = value < 0;\n\tconst absoluteValue = Math.abs(value);\n\n\tconst units =\n\t\t(options?.notation ?? 'financial') === 'financial'\n\t\t\t? FINANCIAL_UNITS\n\t\t\t: SCIENTIFIC_UNITS;\n\n\tif (absoluteValue < 1000) {\n\t\tconst formattedValue = absoluteValue.toPrecision(precision);\n\t\tconst trimmedValue = trimEndingZeroes\n\t\t\t? parseFloat(formattedValue).toString()\n\t\t\t: formattedValue;\n\t\treturn `${isNegative ? '-' : ''}${trimmedValue}`;\n\t}\n\n\tconst unitIndex = Math.min(\n\t\tMath.floor(Math.log10(absoluteValue) / 3),\n\t\tunits.length - 1\n\t);\n\n\tconst scaledValue = absoluteValue / Math.pow(1000, unitIndex);\n\tconst valueWithDecimals =\n\t\toptions?.decimals !== undefined\n\t\t\t? scaledValue.toFixed(options.decimals)\n\t\t\t: scaledValue.toPrecision(precision);\n\n\tconst trimmedValue = trimEndingZeroes\n\t\t? parseFloat(valueWithDecimals).toString()\n\t\t: valueWithDecimals;\n\n\treturn `${isNegative ? '-' : ''}${trimmedValue}${units[unitIndex]}`;\n}\n"]}

package/lib/utils/strings.d.ts ADDED Viewed

@@ -0,0 +1,34 @@
+export declare const isValidBase58: (str: string) => boolean;
+export declare function abbreviateAccountName(name: string, size?: number, opts?: {
+    ellipsisMiddle?: boolean;
+}): string;
+export declare function splitByCapitalLetters(word: string): string;
+export declare function lowerCaseNonFirstWords(sentence: string): string;
+export declare const disallowNegativeStringInput: (str: string) => string;
+/**
+ * LastOrder status types from https://github.com/drift-labs/infrastructure-v3/blob/8ab1888eaaaed96228406b562d4a399729d042d7/packages/common/src/types/index.ts#L221
+ */
+declare const LAST_ORDER_STATUS_LABELS: {
+    readonly open: "Open";
+    readonly filled: "Filled";
+    readonly partial_fill: "Partially Filled";
+    readonly cancelled: "Canceled";
+    readonly partial_fill_cancelled: "Partially Filled & Canceled";
+    readonly expired: "Expired";
+    readonly trigger: "Triggered";
+};
+export type LastOrderStatus = keyof typeof LAST_ORDER_STATUS_LABELS;
+export type LastOrderStatusLabel = (typeof LAST_ORDER_STATUS_LABELS)[LastOrderStatus];
+export declare function lastOrderStatusToNormalEng(status: string): LastOrderStatusLabel | string;
+/**
+ * Recursively converts various types into printable strings.
+ */
+export declare function toPrintableObject(obj: unknown,
+/** Used to guard against circular refs during recursion. */
+seen?: WeakSet<object>): unknown;
+export declare function convertStringValuesToNumbers<T>(obj: T): T;
+/**
+ * Returns an array of an object's string values (deep).
+ */
+export declare function extractStringValuesFromObject(value: object): string[];
+export {};

package/lib/utils/strings.js ADDED Viewed

@@ -0,0 +1,121 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.extractStringValuesFromObject = exports.convertStringValuesToNumbers = exports.toPrintableObject = exports.lastOrderStatusToNormalEng = exports.disallowNegativeStringInput = exports.lowerCaseNonFirstWords = exports.splitByCapitalLetters = exports.abbreviateAccountName = exports.isValidBase58 = void 0;
+const sdk_1 = require("@drift-labs/sdk");
+const isValidBase58 = (str) => /^[1-9A-HJ-NP-Za-km-z]{32,44}$/.test(str);
+exports.isValidBase58 = isValidBase58;
+function abbreviateAccountName(name, size = 8, opts) {
+    if (name.length <= size)
+        return name;
+    if (opts === null || opts === void 0 ? void 0 : opts.ellipsisMiddle) {
+        const length = name.length;
+        const sizeMid = Math.floor(size / 2);
+        return name.slice(0, sizeMid) + '...' + name.slice(length - sizeMid);
+    }
+    return name.slice(0, size) + '...';
+}
+exports.abbreviateAccountName = abbreviateAccountName;
+function splitByCapitalLetters(word) {
+    return word.replace(/([A-Z])/g, ' $1').trim();
+}
+exports.splitByCapitalLetters = splitByCapitalLetters;
+function lowerCaseNonFirstWords(sentence) {
+    const words = sentence.split(' ');
+    for (let i = 1; i < words.length; i++) {
+        words[i] = words[i].toLowerCase();
+    }
+    return words.join(' ');
+}
+exports.lowerCaseNonFirstWords = lowerCaseNonFirstWords;
+const disallowNegativeStringInput = (str) => {
+    if (str && str.charAt(0) === '-') {
+        return '0';
+    }
+    return str;
+};
+exports.disallowNegativeStringInput = disallowNegativeStringInput;
+/**
+ * LastOrder status types from https://github.com/drift-labs/infrastructure-v3/blob/8ab1888eaaaed96228406b562d4a399729d042d7/packages/common/src/types/index.ts#L221
+ */
+const LAST_ORDER_STATUS_LABELS = {
+    open: 'Open',
+    filled: 'Filled',
+    partial_fill: 'Partially Filled',
+    cancelled: 'Canceled',
+    partial_fill_cancelled: 'Partially Filled & Canceled',
+    expired: 'Expired',
+    trigger: 'Triggered',
+};
+function lastOrderStatusToNormalEng(status) {
+    var _a;
+    return (_a = LAST_ORDER_STATUS_LABELS[status]) !== null && _a !== void 0 ? _a : status;
+}
+exports.lastOrderStatusToNormalEng = lastOrderStatusToNormalEng;
+/**
+ * Recursively converts various types into printable strings.
+ */
+function toPrintableObject(obj,
+/** Used to guard against circular refs during recursion. */
+seen = new WeakSet()) {
+    if (obj == null) {
+        return null;
+    }
+    if (obj instanceof sdk_1.BigNum || sdk_1.BN.isBN(obj) || typeof obj === 'bigint') {
+        return obj.toString();
+    }
+    if (obj instanceof Date) {
+        const time = obj.getTime();
+        if (Number.isNaN(time)) {
+            return 'Invalid Date';
+        }
+        return obj.toISOString();
+    }
+    if (typeof obj === 'object') {
+        if (seen.has(obj)) {
+            return '[Circular]';
+        }
+        seen.add(obj);
+        if (Array.isArray(obj)) {
+            return obj.map((value) => toPrintableObject(value, seen));
+        }
+        return Object.fromEntries(Object.entries(obj).map(([key, value]) => [
+            key,
+            toPrintableObject(value, seen),
+        ]));
+    }
+    return obj;
+}
+exports.toPrintableObject = toPrintableObject;
+function convertStringValuesToNumbers(obj) {
+    if (typeof obj === 'string' && !isNaN(Number(obj))) {
+        return Number(obj);
+    }
+    if (Array.isArray(obj)) {
+        return obj.map(convertStringValuesToNumbers);
+    }
+    if (obj !== null && typeof obj === 'object') {
+        return Object.fromEntries(Object.entries(obj).map(([key, value]) => [
+            key,
+            convertStringValuesToNumbers(value),
+        ]));
+    }
+    return obj;
+}
+exports.convertStringValuesToNumbers = convertStringValuesToNumbers;
+/**
+ * Returns an array of an object's string values (deep).
+ */
+function extractStringValuesFromObject(value) {
+    if (typeof value === 'string') {
+        return [value];
+    }
+    if (Array.isArray(value)) {
+        return value.flatMap(extractStringValuesFromObject);
+    }
+    if (value && typeof value === 'object') {
+        return Object.values(value).flatMap(extractStringValuesFromObject);
+    }
+    return [];
+}
+exports.extractStringValuesFromObject = extractStringValuesFromObject;
+//# sourceMappingURL=strings.js.map

package/lib/utils/strings.js.map ADDED Viewed

@@ -0,0 +1 @@

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i < words.length; i++) {\n\t\twords[i] = words[i].toLowerCase();\n\t}\n\treturn words.join(' ');\n}\n\nexport const disallowNegativeStringInput = (str: string): string => {\n\tif (str && str.charAt(0) === '-') {\n\t\treturn '0';\n\t}\n\treturn str;\n};\n\n/**\n * LastOrder status types from https://github.com/drift-labs/infrastructure-v3/blob/8ab1888eaaaed96228406b562d4a399729d042d7/packages/common/src/types/index.ts#L221\n */\nconst LAST_ORDER_STATUS_LABELS = {\n\topen: 'Open',\n\tfilled: 'Filled',\n\tpartial_fill: 'Partially Filled',\n\tcancelled: 'Canceled',\n\tpartial_fill_cancelled: 'Partially Filled & Canceled',\n\texpired: 'Expired',\n\ttrigger: 'Triggered',\n} as const;\nexport type LastOrderStatus = keyof typeof LAST_ORDER_STATUS_LABELS;\nexport type LastOrderStatusLabel =\n\t(typeof LAST_ORDER_STATUS_LABELS)[LastOrderStatus];\n\nexport function lastOrderStatusToNormalEng(\n\tstatus: string\n): LastOrderStatusLabel | string {\n\treturn LAST_ORDER_STATUS_LABELS[status as LastOrderStatus] ?? status;\n}\n\n/**\n * Recursively converts various types into printable strings.\n */\nexport function toPrintableObject(\n\tobj: unknown,\n\t/** Used to guard against circular refs during recursion. */\n\tseen: WeakSet<object> = new WeakSet()\n): unknown {\n\tif (obj == null) {\n\t\treturn null;\n\t}\n\n\tif (obj instanceof BigNum || BN.isBN(obj) || typeof obj === 'bigint') {\n\t\treturn obj.toString();\n\t}\n\n\tif (obj instanceof Date) {\n\t\tconst time = obj.getTime();\n\n\t\tif (Number.isNaN(time)) {\n\t\t\treturn 'Invalid Date';\n\t\t}\n\n\t\treturn obj.toISOString();\n\t}\n\n\tif (typeof obj === 'object') {\n\t\tif (seen.has(obj)) {\n\t\t\treturn '[Circular]';\n\t\t}\n\n\t\tseen.add(obj);\n\n\t\tif (Array.isArray(obj)) {\n\t\t\treturn obj.map((value) => toPrintableObject(value, seen));\n\t\t}\n\n\t\treturn Object.fromEntries(\n\t\t\tObject.entries(obj).map(([key, value]) => [\n\t\t\t\tkey,\n\t\t\t\ttoPrintableObject(value, seen),\n\t\t\t])\n\t\t);\n\t}\n\n\treturn obj;\n}\n\nexport function convertStringValuesToNumbers<T>(obj: T): T {\n\tif (typeof obj === 'string' && !isNaN(Number(obj))) {\n\t\treturn Number(obj) as T;\n\t}\n\n\tif (Array.isArray(obj)) {\n\t\treturn obj.map(convertStringValuesToNumbers) as T;\n\t}\n\n\tif (obj !== null && typeof obj === 'object') {\n\t\treturn Object.fromEntries(\n\t\t\tObject.entries(obj).map(([key, value]) => [\n\t\t\t\tkey,\n\t\t\t\tconvertStringValuesToNumbers(value),\n\t\t\t])\n\t\t) as T;\n\t}\n\n\treturn obj;\n}\n\n/**\n * Returns an array of an object's string values (deep).\n */\nexport function extractStringValuesFromObject(value: object): string[] {\n\tif (typeof value === 'string') {\n\t\treturn [value];\n\t}\n\n\tif (Array.isArray(value)) {\n\t\treturn value.flatMap(extractStringValuesFromObject);\n\t}\n\n\tif (value && typeof value === 'object') {\n\t\treturn Object.values(value).flatMap(extractStringValuesFromObject);\n\t}\n\n\treturn [];\n}\n"]}

package/lib/utils/validation.d.ts ADDED Viewed

@@ -0,0 +1,17 @@
+import { BigNum } from '@drift-labs/sdk';
+export declare const isNotionalDust: (val: BigNum) => boolean;
+export declare const isValidPublicKey: (str: string) => boolean;
+export declare const BITCOIN_CHAIN_ID = "8253038";
+export declare const TRON_CHAIN_ID = "728126428";
+export declare const SOLANA_CHAIN_ID = "1151111081099710";
+/**
+ * Validates a recipient address based on the destination chain.
+ * EVM chains use 0x-prefixed hex address format.
+ * Bitcoin, Tron, and Solana each have their own format.
+ */
+export declare function isValidAddressForChain(address: string, chainId: string | null): boolean;
+/**
+ * Returns a human-readable address format hint for the given chain.
+ */
+export declare function getAddressFormatHint(chainId: string | null): string;
+export declare function isEvmChain(chainId: string): boolean;

package/lib/utils/validation.js ADDED Viewed

@@ -0,0 +1,89 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.isEvmChain = exports.getAddressFormatHint = exports.isValidAddressForChain = exports.SOLANA_CHAIN_ID = exports.TRON_CHAIN_ID = exports.BITCOIN_CHAIN_ID = exports.isValidPublicKey = exports.isNotionalDust = void 0;
+const sdk_1 = require("@drift-labs/sdk");
+const isNotionalDust = (val) => {
+    return !val.eqZero() && val.abs().toNum() < 0.01;
+};
+exports.isNotionalDust = isNotionalDust;
+const isValidPublicKey = (str) => {
+    try {
+        new sdk_1.PublicKey(str);
+        return true;
+    }
+    catch {
+        return false;
+    }
+};
+exports.isValidPublicKey = isValidPublicKey;
+// Chain ID constants
+exports.BITCOIN_CHAIN_ID = '8253038';
+exports.TRON_CHAIN_ID = '728126428';
+exports.SOLANA_CHAIN_ID = '1151111081099710';
+// EVM chains (all others default to EVM validation)
+const NON_EVM_CHAIN_IDS = new Set([
+    exports.BITCOIN_CHAIN_ID,
+    exports.TRON_CHAIN_ID,
+    exports.SOLANA_CHAIN_ID,
+]);
+function isValidEvmAddress(address) {
+    return /^0x[0-9a-fA-F]{40}$/.test(address);
+}
+function isValidBitcoinAddress(address) {
+    // P2PKH (1...), P2SH (3...)
+    if (/^[13]/.test(address)) {
+        return /^(1[1-9A-HJ-NP-Za-km-z]{25,34}|3[1-9A-HJ-NP-Za-km-z]{25,34})$/.test(address);
+    }
+    // Bech32 — must be single-case (lowercase or uppercase, not mixed)
+    if (/^bc1/.test(address)) {
+        return /^bc1[0-9a-z]{25,62}$/.test(address);
+    }
+    if (/^BC1/.test(address)) {
+        return /^BC1[0-9A-Z]{25,62}$/.test(address);
+    }
+    return false;
+}
+function isValidTronAddress(address) {
+    // Tron addresses start with T and are 34 chars, base58
+    return /^T[1-9A-HJ-NP-Za-km-z]{33}$/.test(address);
+}
+function isValidSolanaAddress(address) {
+    return (0, exports.isValidPublicKey)(address);
+}
+/**
+ * Validates a recipient address based on the destination chain.
+ * EVM chains use 0x-prefixed hex address format.
+ * Bitcoin, Tron, and Solana each have their own format.
+ */
+function isValidAddressForChain(address, chainId) {
+    if (!address || !chainId)
+        return false;
+    if (chainId === exports.BITCOIN_CHAIN_ID)
+        return isValidBitcoinAddress(address);
+    if (chainId === exports.TRON_CHAIN_ID)
+        return isValidTronAddress(address);
+    if (chainId === exports.SOLANA_CHAIN_ID)
+        return isValidSolanaAddress(address);
+    return isValidEvmAddress(address);
+}
+exports.isValidAddressForChain = isValidAddressForChain;
+/**
+ * Returns a human-readable address format hint for the given chain.
+ */
+function getAddressFormatHint(chainId) {
+    if (!chainId)
+        return 'address';
+    if (chainId === exports.BITCOIN_CHAIN_ID)
+        return 'Bitcoin address (1.., 3.., bc1..)';
+    if (chainId === exports.TRON_CHAIN_ID)
+        return 'Tron address (T..)';
+    if (chainId === exports.SOLANA_CHAIN_ID)
+        return 'Solana address';
+    return 'EVM address (0x..)';
+}
+exports.getAddressFormatHint = getAddressFormatHint;
+function isEvmChain(chainId) {
+    return !NON_EVM_CHAIN_IDS.has(chainId);
+}
+exports.isEvmChain = isEvmChain;
+//# sourceMappingURL=validation.js.map

package/lib/utils/validation.js.map ADDED Viewed

@@ -0,0 +1 @@

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package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/common",
-	"version": "1.0.55",
+	"version": "1.0.56",
 	"description": "Common functions for Drift",
 	"main": "./lib/index.js",
 	"types": "./lib/index.d.ts",