@drift-labs/common 1.0.59 → 1.0.60

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

@@ -1,79 +0,0 @@
-import { BN, BigNum, DriftClient, PositionDirection, User } from '@drift-labs/sdk';
-import { MarketId, OpenPosition, UIOrderType } from 'src/types';
-/**
- * Checks if a given order amount represents an entire position order
- * by comparing it with MAX_LEVERAGE_ORDER_SIZE
- * @param orderAmount - The BigNum order amount to check
- * @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: {
-        currentPositionSize: BigNum;
-        currentPositionDirection: PositionDirection;
-        currentPositionEntryPrice: BigNum;
-        tradeDirection: PositionDirection;
-        /**
-         * Amount of position being closed in base asset size
-         */
-        exitBaseSize: BigNum;
-        /**
-         * Either the user's limit price (for limit orders) or the estimated exit price (for market orders)
-         */
-        exitPrice: BigNum;
-        takerFeeBps: number;
-        slippageTolerance?: number;
-        isMarketOrder?: boolean;
-    }) => {
-        estimatedProfit: BigNum;
-        estimatedProfitBeforeFees: BigNum;
-        estimatedTakerFee: BigNum;
-        notionalSizeAtEntry: BigNum;
-        notionalSizeAtExit: BigNum;
-    };
-    calculateLiquidationPriceAfterPerpTrade: ({ estEntryPrice, orderType, perpMarketIndex, tradeBaseSize, isLong, userClient, oraclePrice, limitPrice, offsetCollateral, precision, isEnteringHighLeverageMode, capLiqPrice, marginType, }: {
-        estEntryPrice: BN;
-        orderType: UIOrderType;
-        perpMarketIndex: number;
-        tradeBaseSize: BN;
-        isLong: boolean;
-        userClient: User;
-        oraclePrice: BN;
-        limitPrice?: BN;
-        offsetCollateral?: BN;
-        precision?: number;
-        isEnteringHighLeverageMode?: boolean;
-        capLiqPrice?: boolean;
-        marginType?: 'Cross' | 'Isolated';
-    }) => number;
-    checkIsMarketOrderType: (orderType: UIOrderType) => boolean;
-    convertLeverageToMarginRatio: (leverage: number) => number | undefined;
-    convertMarginRatioToLeverage: (marginRatio: number, decimals?: number) => number | undefined;
-    getMarketTickSize: (driftClient: DriftClient, marketId: MarketId) => BN;
-    getMarketTickSizeDecimals: (driftClient: DriftClient, marketId: MarketId) => number;
-    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;
-        marketIndex: number;
-        newLeverage: number;
-    }) => boolean;
-};

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

@@ -1,313 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-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;
-    if (!(position === null || position === void 0 ? void 0 : position.quoteEntryAmount) || (position === null || position === void 0 ? void 0 : position.quoteEntryAmount.eq(sdk_1.ZERO)))
-        return 0;
-    let marginUsedNum;
-    if (marginUsed) {
-        marginUsedNum = sdk_1.BigNum.from(marginUsed, sdk_1.QUOTE_PRECISION_EXP).toNum();
-    }
-    else {
-        const leverage = (_a = convertMarginRatioToLeverage(position.maxMarginRatio)) !== null && _a !== void 0 ? _a : 1;
-        const quoteEntryAmountNum = sdk_1.BigNum.from(position.quoteEntryAmount.abs(), sdk_1.QUOTE_PRECISION_EXP).toNum();
-        if (leverage <= 0 || quoteEntryAmountNum <= 0) {
-            marginUsedNum = 0;
-        }
-        else {
-            marginUsedNum = quoteEntryAmountNum / leverage;
-        }
-    }
-    if (marginUsedNum <= 0) {
-        return 0;
-    }
-    return (sdk_1.BigNum.from(pnl, sdk_1.QUOTE_PRECISION_EXP)
-        .shift(5)
-        .div(sdk_1.BigNum.fromPrint(`${marginUsedNum}`, sdk_1.QUOTE_PRECISION_EXP))
-        .toNum() * 100);
-};
-const POTENTIAL_PROFIT_DEFAULT_STATE = {
-    estimatedProfit: sdk_1.BigNum.zero(sdk_1.PRICE_PRECISION_EXP),
-    estimatedProfitBeforeFees: sdk_1.BigNum.zero(sdk_1.PRICE_PRECISION_EXP),
-    estimatedTakerFee: sdk_1.BigNum.zero(sdk_1.PRICE_PRECISION_EXP),
-    notionalSizeAtEntry: sdk_1.BigNum.zero(sdk_1.PRICE_PRECISION_EXP),
-    notionalSizeAtExit: sdk_1.BigNum.zero(sdk_1.PRICE_PRECISION_EXP),
-};
-const calculatePotentialProfit = (props) => {
-    let estimatedProfit = sdk_1.BigNum.zero(sdk_1.PRICE_PRECISION_EXP);
-    let estimatedProfitBeforeFees = sdk_1.BigNum.zero(sdk_1.PRICE_PRECISION_EXP);
-    let estimatedTakerFee = sdk_1.BigNum.zero(sdk_1.PRICE_PRECISION_EXP);
-    let notionalSizeAtEntry = sdk_1.BigNum.zero(sdk_1.PRICE_PRECISION_EXP);
-    let notionalSizeAtExit = sdk_1.BigNum.zero(sdk_1.PRICE_PRECISION_EXP);
-    const isClosingLong = (0, sdk_1.isVariant)(props.currentPositionDirection, 'long') &&
-        (0, sdk_1.isVariant)(props.tradeDirection, 'short');
-    const isClosingShort = (0, sdk_1.isVariant)(props.currentPositionDirection, 'short') &&
-        (0, sdk_1.isVariant)(props.tradeDirection, 'long');
-    if (!isClosingLong && !isClosingShort)
-        return POTENTIAL_PROFIT_DEFAULT_STATE;
-    if (!props.exitBaseSize)
-        return POTENTIAL_PROFIT_DEFAULT_STATE;
-    if (props.exitBaseSize.eqZero() ||
-        props.currentPositionSize.lt(props.exitBaseSize)) {
-        return POTENTIAL_PROFIT_DEFAULT_STATE;
-    }
-    const baseSizeBeingClosed = props.exitBaseSize.lte(props.currentPositionSize)
-        ? props.exitBaseSize
-        : props.currentPositionSize;
-    // Notional size of amount being closed at entry and exit
-    notionalSizeAtEntry = baseSizeBeingClosed.mul(props.currentPositionEntryPrice.shiftTo(baseSizeBeingClosed.precision));
-    notionalSizeAtExit = baseSizeBeingClosed.mul(props.exitPrice.shiftTo(baseSizeBeingClosed.precision));
-    if (isClosingLong) {
-        estimatedProfitBeforeFees = notionalSizeAtExit.sub(notionalSizeAtEntry);
-    }
-    else if (isClosingShort) {
-        estimatedProfitBeforeFees = notionalSizeAtEntry.sub(notionalSizeAtExit);
-    }
-    // subtract takerFee if applicable
-    if (props.takerFeeBps > 0) {
-        const takerFeeDenominator = Math.floor(100 / (props.takerFeeBps * 0.01));
-        estimatedTakerFee = notionalSizeAtExit.scale(1, takerFeeDenominator);
-        estimatedProfit = estimatedProfitBeforeFees.sub(estimatedTakerFee.shiftTo(estimatedProfitBeforeFees.precision));
-    }
-    else {
-        estimatedProfit = estimatedProfitBeforeFees;
-    }
-    return {
-        estimatedProfit,
-        estimatedProfitBeforeFees,
-        estimatedTakerFee,
-        notionalSizeAtEntry,
-        notionalSizeAtExit,
-    };
-};
-/**
- * Check if the order type is a market order or oracle market order
- */
-const checkIsMarketOrderType = (orderType) => {
-    return orderType === 'market' || orderType === 'oracle';
-};
-/**
- * Calculate the liquidation price of a position after a trade. Requires DriftClient to be subscribed.
- * If the order type is limit order, a limit price must be provided.
- */
-const calculateLiquidationPriceAfterPerpTrade = ({ estEntryPrice, orderType, perpMarketIndex, tradeBaseSize, isLong, userClient, oraclePrice, limitPrice, offsetCollateral, precision = 2, isEnteringHighLeverageMode, capLiqPrice, marginType, }) => {
-    var _a, _b;
-    const ALLOWED_ORDER_TYPES = [
-        'limit',
-        'market',
-        'oracle',
-        'stopMarket',
-        'stopLimit',
-        'oracleLimit',
-    ];
-    if (!ALLOWED_ORDER_TYPES.includes(orderType)) {
-        console.error('Invalid order type for perp trade liquidation price calculation', orderType);
-        return 0;
-    }
-    if (orderType === 'limit' && !limitPrice) {
-        console.error('Limit order must have a limit price for perp trade liquidation price calculation');
-        return 0;
-    }
-    const signedBaseSize = isLong ? tradeBaseSize : tradeBaseSize.neg();
-    const priceToUse = [
-        'limit',
-        'stopMarket',
-        'stopLimit',
-        'oracleLimit',
-    ].includes(orderType)
-        ? limitPrice
-        : estEntryPrice;
-    const liqPriceBn = userClient.liquidationPrice(perpMarketIndex, signedBaseSize, priceToUse, undefined, undefined, // we can exclude open orders since open orders will be cancelled first (which results in reducing account leverage) before actual liquidation
-    offsetCollateral, isEnteringHighLeverageMode, marginType === 'Isolated' ? 'Isolated' : undefined);
-    if (liqPriceBn.isNeg()) {
-        // means no liquidation price
-        return 0;
-    }
-    // Check if user has a spot position using the same oracle as the perp market
-    // If so, force capLiqPrice to be false to avoid incorrect price capping
-    // Technically in this case, liq price could be lower for a short or higher for a long
-    const perpMarketOracle = (_b = (_a = userClient.driftClient.getPerpMarketAccount(perpMarketIndex)) === null || _a === void 0 ? void 0 : _a.amm) === null || _b === void 0 ? void 0 : _b.oracle;
-    const spotMarketWithSameOracle = userClient.driftClient
-        .getSpotMarketAccounts()
-        .find((market) => market.oracle.equals(perpMarketOracle));
-    let hasSpotPositionWithSameOracle = false;
-    if (spotMarketWithSameOracle) {
-        const spotPosition = userClient.getSpotPosition(spotMarketWithSameOracle.marketIndex);
-        hasSpotPositionWithSameOracle = !!spotPosition;
-    }
-    const effectiveCapLiqPrice = hasSpotPositionWithSameOracle
-        ? false
-        : capLiqPrice;
-    const cappedLiqPriceBn = effectiveCapLiqPrice
-        ? isLong
-            ? sdk_1.BN.min(liqPriceBn, oraclePrice)
-            : sdk_1.BN.max(liqPriceBn, oraclePrice)
-        : liqPriceBn;
-    const liqPriceBigNum = sdk_1.BigNum.from(cappedLiqPriceBn, sdk_1.PRICE_PRECISION_EXP);
-    const liqPriceNum = Math.round(liqPriceBigNum.toNum() * 10 ** precision) / 10 ** precision;
-    return liqPriceNum;
-};
-const convertLeverageToMarginRatio = (leverage) => {
-    if (!leverage)
-        return undefined;
-    return Math.round((1 / leverage) * sdk_1.MARGIN_PRECISION.toNumber());
-};
-const convertMarginRatioToLeverage = (marginRatio, decimals) => {
-    if (!marginRatio)
-        return undefined;
-    const leverage = 1 / (marginRatio / sdk_1.MARGIN_PRECISION.toNumber());
-    return decimals
-        ? parseFloat(leverage.toFixed(decimals))
-        : Math.round(leverage);
-};
-const getMarketTickSize = (driftClient, marketId) => {
-    const marketAccount = marketId.isPerp
-        ? driftClient.getPerpMarketAccount(marketId.marketIndex)
-        : driftClient.getSpotMarketAccount(marketId.marketIndex);
-    if (!marketAccount)
-        return sdk_1.ZERO;
-    if (marketId.isPerp) {
-        return marketAccount.amm.orderTickSize;
-    }
-    else {
-        return marketAccount.orderTickSize;
-    }
-};
-const getMarketTickSizeDecimals = (driftClient, marketId) => {
-    const tickSize = getMarketTickSize(driftClient, marketId);
-    const decimalPlaces = Math.max(0, Math.floor(Math.log10(sdk_1.PRICE_PRECISION.div(tickSize.eq(sdk_1.ZERO) ? sdk_1.ONE : tickSize).toNumber())));
-    return decimalPlaces;
-};
-const getMarketStepSize = (driftClient, marketId) => {
-    const marketAccount = marketId.isPerp
-        ? driftClient.getPerpMarketAccount(marketId.marketIndex)
-        : driftClient.getSpotMarketAccount(marketId.marketIndex);
-    if (!marketAccount)
-        return sdk_1.ZERO;
-    if (marketId.isPerp) {
-        return marketAccount.amm.orderStepSize;
-    }
-    else {
-        return marketAccount.orderStepSize;
-    }
-};
-const getMarketStepSizeDecimals = (driftClient, marketId) => {
-    const stepSize = getMarketStepSize(driftClient, marketId);
-    const decimalPlaces = Math.max(0, Math.floor(Math.log10(sdk_1.AMM_RESERVE_PRECISION.div(stepSize.eq(sdk_1.ZERO) ? sdk_1.ONE : stepSize).toNumber())));
-    return decimalPlaces;
-};
-/**
- * Checks if a given order amount represents an entire position order
- * by comparing it with MAX_LEVERAGE_ORDER_SIZE
- * @param orderAmount - The BigNum order amount to check
- * @returns true if the order is for the entire position, false otherwise
- */
-const isEntirePositionOrder = (orderAmount) => {
-    const maxLeverageSize = new sdk_1.BigNum(sdk_1.MAX_LEVERAGE_ORDER_SIZE, orderAmount.precision);
-    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
- */
-const getMarginUsedForPosition = (user, marketIndex, includeOpenOrders = true) => {
-    const perpPosition = user.getPerpPosition(marketIndex);
-    if (!perpPosition)
-        return undefined;
-    const hc = user.getPerpPositionHealth({
-        marginCategory: 'Initial',
-        perpPosition,
-        includeOpenOrders,
-    });
-    const userCollateral = user.getTotalCollateral();
-    return userCollateral.lt(hc.weightedValue)
-        ? userCollateral
-        : hc.weightedValue;
-};
-/**
- * Validate if a leverage change would exceed the user's free collateral
- * Returns true if the change is valid (doesn't exceed free collateral), false otherwise
- */
-const validateLeverageChange = ({ user, marketIndex, newLeverage, }) => {
-    try {
-        // Convert leverage to margin ratio
-        const newMarginRatio = convertLeverageToMarginRatio(newLeverage);
-        if (!newMarginRatio)
-            return true;
-        // Get the perp position from the user
-        const perpPosition = user.getPerpPosition(marketIndex);
-        if (!perpPosition)
-            return true;
-        // Get current position weighted value
-        const currentPositionWeightedValue = user.getPerpPositionHealth({
-            marginCategory: 'Initial',
-            perpPosition,
-        }).weightedValue;
-        // Create a modified version of the position with new maxMarginRatio
-        const modifiedPosition = {
-            ...perpPosition,
-            maxMarginRatio: newMarginRatio,
-        };
-        // Calculate new weighted value with the modified position
-        const newPositionWeightedValue = user.getPerpPositionHealth({
-            marginCategory: 'Initial',
-            perpPosition: modifiedPosition,
-        }).weightedValue;
-        const perpPositionWeightedValueDelta = newPositionWeightedValue.sub(currentPositionWeightedValue);
-        const freeCollateral = user.getFreeCollateral();
-        // Check if weighted value delta exceeds free collateral
-        return perpPositionWeightedValueDelta.lte(freeCollateral);
-    }
-    catch (error) {
-        console.warn('Error validating leverage change:', error);
-        return true; // Allow change if validation fails
-    }
-};
-exports.TRADING_UTILS = {
-    calculatePnlPctFromPosition,
-    calculatePotentialProfit,
-    calculateLiquidationPriceAfterPerpTrade,
-    checkIsMarketOrderType,
-    convertLeverageToMarginRatio,
-    convertMarginRatioToLeverage,
-    getMarketTickSize,
-    getMarketTickSizeDecimals,
-    getMarketStepSize,
-    getMarketStepSizeDecimals,
-    isEntirePositionOrder: exports.isEntirePositionOrder,
-    getMaxLeverageOrderSize: exports.getMaxLeverageOrderSize,
-    formatOrderSize: exports.formatOrderSize,
-    getMarginUsedForPosition,
-    validateLeverageChange,
-};
-//# sourceMappingURL=trading.js.map

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

@@ -1 +0,0 @@
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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/common-ui-utils/user.d.ts

@@ -1,18 +0,0 @@
-import { BN, DriftClient, PerpMarketConfig, PerpPosition, PublicKey, User } from '@drift-labs/sdk';
-import { OpenPosition } from '../types';
-export declare const USER_UTILS: {
-    getOpenPositionData: (driftClient: DriftClient, userPositions: PerpPosition[], user: User, perpMarketLookup: PerpMarketConfig[], markPriceCallback?: (marketIndex: number) => BN) => OpenPosition[];
-    checkIfUserAccountExists: (driftClient: DriftClient, config: {
-        type: 'userPubKey';
-        userPubKey: PublicKey;
-    } | {
-        type: 'subAccountId';
-        subAccountId: number;
-        authority: PublicKey;
-    }) => Promise<boolean>;
-    getUserMaxLeverageForMarket: (user: User | undefined, marketIndex: number, marketLeverageDetails: {
-        regularMaxLeverage: number;
-        highLeverageMaxLeverage: number;
-        hasHighLeverage: boolean;
-    }, uiSavedMaxLeverage?: number) => number;
-};

package/lib/common-ui-utils/user.js.map

@@ -1 +0,0 @@
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{\n\tBASE_PRECISION_EXP,\n\tBN,\n\tBigNum,\n\tDriftClient,\n\tMarketStatus,\n\tONE,\n\tPRICE_PRECISION,\n\tPRICE_PRECISION_EXP,\n\tPerpMarketConfig,\n\tPerpPosition,\n\tPositionDirection,\n\tPublicKey,\n\tQUOTE_PRECISION_EXP,\n\tQUOTE_SPOT_MARKET_INDEX,\n\tUser,\n\tZERO,\n\tcalculateClaimablePnl,\n\tcalculateCostBasis,\n\tcalculateEntryPrice,\n\tcalculateFeesAndFundingPnl,\n\tcalculatePositionPNL,\n\tgetUserAccountPublicKeySync,\n\tcalculateUnsettledFundingPnl,\n\tisOracleValid,\n\tAMM_RESERVE_PRECISION,\n} from '@drift-labs/sdk';\nimport { OpenPosition, UIMarket } from '../types';\nimport { TRADING_UTILS } from './trading';\nimport { ENUM_UTILS } from '../utils';\n\nconst getOpenPositionData = (\n\tdriftClient: DriftClient,\n\tuserPositions: PerpPosition[],\n\tuser: User,\n\tperpMarketLookup: PerpMarketConfig[],\n\tmarkPriceCallback?: (marketIndex: number) => BN\n): OpenPosition[] => {\n\tconst oracleGuardRails = driftClient.getStateAccount().oracleGuardRails;\n\n\tconst newResult: OpenPosition[] = userPositions\n\t\t.filter(\n\t\t\t(position) =>\n\t\t\t\t!position.baseAssetAmount.eq(ZERO) ||\n\t\t\t\t!position.quoteAssetAmount.eq(ZERO)\n\t\t)\n\t\t.map((position) => {\n\t\t\tconst perpMarketConfig = perpMarketLookup[position.marketIndex];\n\t\t\tconst perpMarket = driftClient.getPerpMarketAccount(position.marketIndex);\n\n\t\t\tconst usdcSpotMarket = driftClient.getSpotMarketAccount(\n\t\t\t\tQUOTE_SPOT_MARKET_INDEX\n\t\t\t);\n\n\t\t\tconst oraclePriceData = driftClient.getOracleDataForPerpMarket(\n\t\t\t\tposition.marketIndex\n\t\t\t);\n\n\t\t\tlet oraclePrice = oraclePriceData.price;\n\n\t\t\t// mark price fetched with a callback so we don't need extra dlob server calls. fallback to oracle\n\t\t\tlet markPrice = markPriceCallback\n\t\t\t\t? markPriceCallback(position.marketIndex) ?? oraclePriceData.price\n\t\t\t\t: oraclePriceData.price;\n\n\t\t\tlet estExitPrice = user.getPositionEstimatedExitPriceAndPnl(\n\t\t\t\tposition,\n\t\t\t\tposition.baseAssetAmount\n\t\t\t)[0];\n\n\t\t\tconst entryPrice = calculateEntryPrice(position);\n\n\t\t\tconst isShort = position.baseAssetAmount.isNeg();\n\n\t\t\tif (UIMarket.checkIsPredictionMarket(perpMarketConfig)) {\n\t\t\t\tconst isResolved =\n\t\t\t\t\tENUM_UTILS.match(perpMarket?.status, MarketStatus.SETTLEMENT) ||\n\t\t\t\t\tENUM_UTILS.match(perpMarket?.status, MarketStatus.DELISTED);\n\n\t\t\t\tif (isResolved) {\n\t\t\t\t\tconst resolvedToNo = perpMarket.expiryPrice.lte(\n\t\t\t\t\t\tZERO.add(perpMarket.amm.orderTickSize)\n\t\t\t\t\t);\n\n\t\t\t\t\tconst price = resolvedToNo\n\t\t\t\t\t\t? ZERO.mul(PRICE_PRECISION)\n\t\t\t\t\t\t: ONE.mul(PRICE_PRECISION);\n\n\t\t\t\t\testExitPrice = price;\n\t\t\t\t\tmarkPrice = price;\n\t\t\t\t\toraclePrice = price;\n\t\t\t\t}\n\t\t\t}\n\n\t\t\t// if for any reason oracle or mark price blips to 0, fallback to the other one so we don't show a crazy pnl\n\t\t\tif (markPrice.lte(ZERO) && oraclePrice.gt(ZERO)) {\n\t\t\t\tmarkPrice = oraclePrice;\n\t\t\t}\n\n\t\t\tif (oraclePrice.lte(ZERO) && markPrice.gt(ZERO)) {\n\t\t\t\toraclePrice = markPrice;\n\t\t\t}\n\n\t\t\tconst pnlVsMark = TRADING_UTILS.calculatePotentialProfit({\n\t\t\t\tcurrentPositionSize: BigNum.from(\n\t\t\t\t\tposition.baseAssetAmount.abs(),\n\t\t\t\t\tBASE_PRECISION_EXP\n\t\t\t\t),\n\t\t\t\tcurrentPositionDirection: isShort\n\t\t\t\t\t? PositionDirection.SHORT\n\t\t\t\t\t: PositionDirection.LONG,\n\t\t\t\tcurrentPositionEntryPrice: BigNum.from(entryPrice, PRICE_PRECISION_EXP),\n\t\t\t\ttradeDirection: isShort\n\t\t\t\t\t? PositionDirection.LONG\n\t\t\t\t\t: PositionDirection.SHORT,\n\t\t\t\texitBaseSize: BigNum.from(\n\t\t\t\t\tposition.baseAssetAmount.abs(),\n\t\t\t\t\tBASE_PRECISION_EXP\n\t\t\t\t),\n\t\t\t\texitPrice: BigNum.from(markPrice, PRICE_PRECISION_EXP),\n\t\t\t\ttakerFeeBps: 0,\n\t\t\t}).estimatedProfit.shiftTo(QUOTE_PRECISION_EXP).val;\n\n\t\t\tconst pnlVsOracle = TRADING_UTILS.calculatePotentialProfit({\n\t\t\t\tcurrentPositionSize: BigNum.from(\n\t\t\t\t\tposition.baseAssetAmount.abs(),\n\t\t\t\t\tBASE_PRECISION_EXP\n\t\t\t\t),\n\t\t\t\tcurrentPositionDirection: isShort\n\t\t\t\t\t? PositionDirection.SHORT\n\t\t\t\t\t: PositionDirection.LONG,\n\t\t\t\tcurrentPositionEntryPrice: BigNum.from(entryPrice, PRICE_PRECISION_EXP),\n\t\t\t\ttradeDirection: isShort\n\t\t\t\t\t? PositionDirection.LONG\n\t\t\t\t\t: PositionDirection.SHORT,\n\t\t\t\texitBaseSize: BigNum.from(\n\t\t\t\t\tposition.baseAssetAmount.abs(),\n\t\t\t\t\tBASE_PRECISION_EXP\n\t\t\t\t),\n\t\t\t\texitPrice: BigNum.from(oraclePrice, PRICE_PRECISION_EXP),\n\t\t\t\ttakerFeeBps: 0,\n\t\t\t}).estimatedProfit.shiftTo(QUOTE_PRECISION_EXP).val;\n\n\t\t\treturn {\n\t\t\t\tmarketIndex: position.marketIndex,\n\t\t\t\tmarketSymbol: perpMarketConfig.symbol,\n\t\t\t\tdirection: isShort ? 'short' : 'long',\n\t\t\t\tnotional: position.baseAssetAmount\n\t\t\t\t\t.abs()\n\t\t\t\t\t.mul(markPrice)\n\t\t\t\t\t.div(AMM_RESERVE_PRECISION),\n\t\t\t\tbaseSize: position.baseAssetAmount,\n\t\t\t\tmarkPrice,\n\t\t\t\tentryPrice,\n\t\t\t\texitPrice: estExitPrice,\n\t\t\t\tliqPrice: user.isPerpPositionIsolated(position)\n\t\t\t\t\t? user.liquidationPrice(\n\t\t\t\t\t\t\tposition.marketIndex,\n\t\t\t\t\t\t\tZERO,\n\t\t\t\t\t\t\tundefined,\n\t\t\t\t\t\t\tundefined,\n\t\t\t\t\t\t\tundefined,\n\t\t\t\t\t\t\tundefined,\n\t\t\t\t\t\t\tundefined,\n\t\t\t\t\t\t\t'Isolated'\n\t\t\t\t\t  )\n\t\t\t\t\t: user.liquidationPrice(position.marketIndex, ZERO),\n\t\t\t\tquoteAssetNotionalAmount: position.quoteAssetAmount,\n\t\t\t\tquoteEntryAmount: position.quoteEntryAmount,\n\t\t\t\tquoteBreakEvenAmount: position.quoteBreakEvenAmount,\n\t\t\t\tpnlVsMark,\n\t\t\t\tpnlVsOracle,\n\t\t\t\tunsettledPnl: calculateClaimablePnl(\n\t\t\t\t\tperpMarket,\n\t\t\t\t\tusdcSpotMarket,\n\t\t\t\t\tposition,\n\t\t\t\t\toraclePriceData\n\t\t\t\t),\n\t\t\t\tunsettledFundingPnl: calculateUnsettledFundingPnl(perpMarket, position),\n\t\t\t\t// Includes both settled and unsettled funding as well as fees\n\t\t\t\tfeesAndFundingPnl: calculateFeesAndFundingPnl(perpMarket, position),\n\t\t\t\ttotalUnrealizedPnl: calculatePositionPNL(\n\t\t\t\t\tperpMarket,\n\t\t\t\t\tposition,\n\t\t\t\t\ttrue,\n\t\t\t\t\toraclePriceData\n\t\t\t\t),\n\t\t\t\tunrealizedFundingPnl: user.getUnrealizedFundingPNL(\n\t\t\t\t\tposition.marketIndex\n\t\t\t\t),\n\t\t\t\tlastCumulativeFundingRate: position.lastCumulativeFundingRate,\n\t\t\t\topenOrders: position.openOrders,\n\t\t\t\tcostBasis: calculateCostBasis(position),\n\t\t\t\trealizedPnl: position.settledPnl,\n\t\t\t\tpnlIsClaimable: isOracleValid(\n\t\t\t\t\tperpMarket,\n\t\t\t\t\toraclePriceData,\n\t\t\t\t\toracleGuardRails,\n\t\t\t\t\tperpMarket.amm.lastUpdateSlot?.toNumber()\n\t\t\t\t),\n\t\t\t\tmaxMarginRatio: position.maxMarginRatio,\n\t\t\t};\n\t\t});\n\n\treturn newResult;\n};\n\nconst checkIfUserAccountExists = async (\n\tdriftClient: DriftClient,\n\tconfig:\n\t\t| {\n\t\t\t\ttype: 'userPubKey';\n\t\t\t\tuserPubKey: PublicKey;\n\t\t  }\n\t\t| {\n\t\t\t\ttype: 'subAccountId';\n\t\t\t\tsubAccountId: number;\n\t\t\t\tauthority: PublicKey;\n\t\t  }\n) => {\n\tlet userPubKey: PublicKey;\n\n\tif (config.type === 'userPubKey') {\n\t\tuserPubKey = config.userPubKey;\n\t} else {\n\t\tuserPubKey = getUserAccountPublicKeySync(\n\t\t\tdriftClient.program.programId,\n\t\t\tconfig.authority,\n\t\t\tconfig.subAccountId\n\t\t);\n\t}\n\n\tconst accountInfo = await driftClient.connection.getAccountInfo(userPubKey);\n\n\treturn accountInfo !== null;\n};\n\n/**\n * A user's max leverage for a market is stored on-chain in the `PerpPosition` struct of the `UserAccount`.\n * There are a few scenarios for how a market's max leverage is defined:\n *\n * 1. When the user does not have a position (\"empty\" or not) in the market in their `UserAccount` data,\n * and creates an order for the market, an \"empty\" `PerpPosition` will be upsert to the `UserAccount` data,\n * and will contain the max margin ratio set by the user. Note that the `UserAccount` data can store up\n * to 8 `PerpPosition` structs, and most of the time the majority of the `PerpPosition` structs will be\n * \"empty\" if the user does not have the max 8 perp positions open. The max leverage is then derived from\n * the max margin ratio set in the `PerpPosition` struct.\n *\n * 2. If the user has a position (\"empty\" or not), but no open orders and is provided with a saved max leverage,\n * the saved max leverage is used.\n *\n * 3. When the user does not have a position (\"empty\" or not), it is expected of the UI to store and persist\n * the max leverage in the UI client.\n *\n * 4. In cases where the user has a position before the market max leverage feature was shipped, the\n * position is not expected to have a max margin ratio set, and the UI should display the regular max\n * leverage for the market, unless the user is already in High Leverage Mode, in which case the UI should\n * display the high leverage max leverage for the market (if any).\n */\nconst getUserMaxLeverageForMarket = (\n\tuser: User | undefined,\n\tmarketIndex: number,\n\tmarketLeverageDetails: {\n\t\tregularMaxLeverage: number;\n\t\thighLeverageMaxLeverage: number;\n\t\thasHighLeverage: boolean;\n\t},\n\tuiSavedMaxLeverage?: number\n) => {\n\t// if no saved max leverage is provided, return the regular max leverage for the market\n\tconst DEFAULT_MAX_LEVERAGE =\n\t\tuiSavedMaxLeverage ?? marketLeverageDetails.regularMaxLeverage;\n\n\tif (!user) {\n\t\treturn DEFAULT_MAX_LEVERAGE;\n\t}\n\n\tconst openOrClosedPosition = user.getPerpPosition(marketIndex); // this position does not have to be open, it can be a closed position (a.k.a \"empty\") but has max margin ratio set.\n\n\tif (!openOrClosedPosition) {\n\t\treturn DEFAULT_MAX_LEVERAGE;\n\t}\n\n\tconst positionHasMaxMarginRatioSet = !!openOrClosedPosition.maxMarginRatio;\n\tconst isPositionOpen = !openOrClosedPosition.baseAssetAmount.eq(ZERO);\n\tconst hasNoOpenOrders = openOrClosedPosition.openOrders === 0;\n\n\tif (positionHasMaxMarginRatioSet) {\n\t\t// Special case: open position with no orders - use UI saved value if available\n\t\tif (isPositionOpen && hasNoOpenOrders && uiSavedMaxLeverage) {\n\t\t\treturn uiSavedMaxLeverage;\n\t\t}\n\n\t\treturn parseFloat(\n\t\t\t((1 / openOrClosedPosition.maxMarginRatio) * 10000).toFixed(2)\n\t\t);\n\t}\n\n\tif (isPositionOpen) {\n\t\t// user has an existing position from before PML ship (this means no max margin ratio set onchain yet)\n\t\t// display max leverage for the leverage mode their account is in\n\t\tconst isUserInHighLeverageMode = user.isHighLeverageMode('Initial');\n\t\tconst grandfatheredMaxLev = isUserInHighLeverageMode\n\t\t\t? marketLeverageDetails.hasHighLeverage\n\t\t\t\t? marketLeverageDetails.highLeverageMaxLeverage\n\t\t\t\t: marketLeverageDetails.regularMaxLeverage\n\t\t\t: marketLeverageDetails.regularMaxLeverage;\n\t\treturn grandfatheredMaxLev;\n\t}\n\n\t// user has closed position with no margin ratio set, return default value\n\treturn DEFAULT_MAX_LEVERAGE;\n};\n\nexport const USER_UTILS = {\n\tgetOpenPositionData,\n\tcheckIfUserAccountExists,\n\tgetUserMaxLeverageForMarket,\n};\n"]}

package/lib/utils/WalletConnectionState.js.map

@@ -1 +0,0 @@
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{ PublicKey } from '@drift-labs/sdk';\n\nexport enum ConnectionStateSteps {\n\tNotConnected = 0,\n\tAdapterConnected = 1,\n\tClientConnected = 2,\n\tBalanceLoaded = 4,\n\tSubaccountsSubscribed = 8,\n}\n\nexport enum ConnectionStates {\n\tNotConnected = ConnectionStateSteps.NotConnected,\n\tAdapterConnected = ConnectionStateSteps.AdapterConnected,\n\tClientConnected = ConnectionStateSteps.ClientConnected,\n\tBalanceLoaded = ConnectionStateSteps.BalanceLoaded,\n\tSubaccountsSubscribed = ConnectionStateSteps.SubaccountsSubscribed,\n\tFullyConnected = ConnectionStateSteps.AdapterConnected +\n\t\tConnectionStateSteps.ClientConnected +\n\t\tConnectionStateSteps.BalanceLoaded +\n\t\tConnectionStateSteps.SubaccountsSubscribed,\n}\n\nexport type ConnectionStepString = keyof typeof ConnectionStateSteps;\n\nexport type ConnectionStateString = keyof typeof ConnectionStates;\n\nexport class WalletConnectionState {\n\tstate: number;\n\tauthority: PublicKey;\n\n\tconstructor(authority: PublicKey) {\n\t\tthis.state = ConnectionStates.NotConnected;\n\t\tthis.authority = authority;\n\t}\n\n\tis(stateQuery: ConnectionStateString) {\n\t\tswitch (stateQuery) {\n\t\t\tcase 'NotConnected':\n\t\t\t\treturn this.state === ConnectionStates.NotConnected;\n\t\t\tcase 'AdapterConnected':\n\t\t\t\treturn (\n\t\t\t\t\t(this.state & ConnectionStates.AdapterConnected) ===\n\t\t\t\t\tConnectionStates.AdapterConnected\n\t\t\t\t);\n\t\t\tcase 'ClientConnected':\n\t\t\t\treturn (\n\t\t\t\t\t(this.state & ConnectionStates.ClientConnected) ===\n\t\t\t\t\tConnectionStates.ClientConnected\n\t\t\t\t);\n\t\t\tcase 'BalanceLoaded':\n\t\t\t\treturn (\n\t\t\t\t\t(this.state & ConnectionStates.BalanceLoaded) ===\n\t\t\t\t\tConnectionStates.BalanceLoaded\n\t\t\t\t);\n\t\t\tcase 'FullyConnected':\n\t\t\t\treturn (\n\t\t\t\t\t(this.state & ConnectionStates.FullyConnected) ===\n\t\t\t\t\tConnectionStates.FullyConnected\n\t\t\t\t);\n\t\t\tcase 'SubaccountsSubscribed':\n\t\t\t\treturn (\n\t\t\t\t\t(this.state & ConnectionStates.SubaccountsSubscribed) ===\n\t\t\t\t\tConnectionStates.SubaccountsSubscribed\n\t\t\t\t);\n\t\t\tdefault: {\n\t\t\t\t// Throw a typescript error if we have an unhandled case\n\t\t\t\tconst nothing: never = stateQuery;\n\t\t\t\treturn nothing;\n\t\t\t}\n\t\t}\n\t}\n\n\tupdate(updateStep: ConnectionStepString, authorityGate?: PublicKey) {\n\t\t// Check that authorities match before updating state\n\t\tif (authorityGate && !this.authority.equals(authorityGate)) {\n\t\t\treturn;\n\t\t}\n\n\t\tif (updateStep === 'NotConnected') {\n\t\t\tthis.state = ConnectionStates.NotConnected;\n\t\t\treturn;\n\t\t}\n\n\t\tthis.state = this.state | ConnectionStateSteps[updateStep];\n\t}\n\n\tget NotConnected() {\n\t\treturn this.is('NotConnected');\n\t}\n\tget AdapterConnected() {\n\t\treturn this.is('AdapterConnected');\n\t}\n\tget ClientConnected() {\n\t\treturn this.is('ClientConnected');\n\t}\n\tget BalanceLoaded() {\n\t\treturn this.is('BalanceLoaded');\n\t}\n\tget FullyConnected() {\n\t\treturn this.is('FullyConnected');\n\t}\n\tget SubaccountsSubscribed() {\n\t\treturn this.is('SubaccountsSubscribed');\n\t}\n}\n"]}

package/lib/utils/enum.js.map

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package/lib/utils/equalityChecks.js.map

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{ ENUM_UTILS } from '.';\nimport { OpenPosition } from '../types';\n\nexport type PropertyType =\n\t| 'primitive'\n\t| 'primitiveArray'\n\t| 'bn'\n\t| 'bignum'\n\t| 'programEnum'\n\t| 'custom';\nexport type PropertyAndType<KeyOfObject> = [\n\tproperty: KeyOfObject,\n\ttype: PropertyType,\n\tcustomEqualityFn?: (a: any, b: any) => boolean\n];\n\nconst arePropertiesEqual = (\n\tobj1: any,\n\tobj2: any,\n\tproperties: PropertyAndType<any>[]\n) => {\n\treturn properties.every((property) => {\n\t\tconst propertyName = property[0];\n\t\tconst propertyType = property[1];\n\t\tconst customEqualityFn = property[2];\n\n\t\tswitch (propertyType) {\n\t\t\tcase 'primitive':\n\t\t\t\treturn obj1[propertyName] === obj2[propertyName];\n\t\t\tcase 'primitiveArray':\n\t\t\t\treturn (\n\t\t\t\t\tobj1[propertyName]?.length === obj2[propertyName]?.length &&\n\t\t\t\t\tobj1[propertyName]?.every((value: any, index: number) => {\n\t\t\t\t\t\treturn value === obj2[propertyName]?.[index];\n\t\t\t\t\t})\n\t\t\t\t);\n\t\t\tcase 'bn':\n\t\t\tcase 'bignum':\n\t\t\t\treturn obj1[propertyName]?.eq(obj2[propertyName]);\n\t\t\tcase 'programEnum':\n\t\t\t\treturn ENUM_UTILS.match(obj1[propertyName], obj2[propertyName]);\n\t\t\tcase 'custom':\n\t\t\t\tif (!customEqualityFn)\n\t\t\t\t\tthrow new Error(\n\t\t\t\t\t\t'You need to provide a custom equality function for this property'\n\t\t\t\t\t);\n\n\t\t\t\treturn customEqualityFn(obj1[propertyName], obj2[propertyName]);\n\t\t\tdefault:\n\t\t\t\tthrow new Error('Invalid property type');\n\t\t}\n\t});\n};\n\nconst areTwoOpenPositionsEqual = (\n\topenPosition1: OpenPosition,\n\topenPosition2: OpenPosition\n) => {\n\tconst propertiesToCompare: PropertyAndType<keyof OpenPosition>[] = [\n\t\t['marketIndex', 'primitive'],\n\t\t['marketSymbol', 'primitive'],\n\t\t['direction', 'primitive'],\n\t\t['notional', 'bn'],\n\t\t['baseSize', 'bn'],\n\t\t['entryPrice', 'bn'],\n\t\t['exitPrice', 'bn'],\n\t\t['liqPrice', 'bn'],\n\t\t['pnlVsOracle', 'bn'],\n\t\t['pnlVsMark', 'bn'],\n\t\t['quoteAssetNotionalAmount', 'bn'],\n\t\t['quoteEntryAmount', 'bn'],\n\t\t['unrealizedFundingPnl', 'bn'],\n\t\t['lastCumulativeFundingRate', 'bn'],\n\t\t['openOrders', 'primitive'],\n\t\t['unsettledPnl', 'bn'],\n\t\t['unsettledFundingPnl', 'bn'],\n\t\t['totalUnrealizedPnl', 'bn'],\n\t\t['costBasis', 'bn'],\n\t\t['pnlIsClaimable', 'primitive'],\n\t\t['realizedPnl', 'bn'],\n\t];\n\n\treturn arePropertiesEqual(openPosition1, openPosition2, propertiesToCompare);\n};\n\nconst areOpenPositionListsEqual = (\n\topenPositions1: OpenPosition[],\n\topenPositions2: OpenPosition[]\n) => {\n\tif (openPositions1.length !== openPositions2.length) return false;\n\n\treturn openPositions1.every((openPosition, index) =>\n\t\tareTwoOpenPositionsEqual(openPosition, openPositions2[index])\n\t);\n};\n\nexport const EQUALITY_CHECKS = {\n\tarePropertiesEqual,\n\topenPosition: areTwoOpenPositionsEqual,\n\topenPositionLists: areOpenPositionListsEqual,\n};\n"]}

package/lib/utils/fetch.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"fetch.js","sourceRoot":"","sources":["../../src/utils/fetch.ts"],"names":[],"mappings":";;;AAAO,MAAM,iBAAiB,GAAG,CAChC,MAA0C,EACjC,EAAE;IACX,OAAO,MAAM,CAAC,OAAO,CAAC,MAAM,CAAC;SAC3B,MAAM,CAAC,CAAC,CAAC,CAAC,EAAE,KAAK,CAAC,EAAE,EAAE,CAAC,KAAK,KAAK,SAAS,CAAC;SAC3C,GAAG,CACH,CAAC,CAAC,GAAG,EAAE,KAAK,CAAC,EAAE,EAAE,CAChB,GAAG,kBAAkB,CAAC,GAAG,CAAC,IAAI,kBAAkB,CAAC,KAAM,CAAC,EAAE,CAC3D;SACA,IAAI,CAAC,GAAG,CAAC,CAAC;AACb,CAAC,CAAC;AAVW,QAAA,iBAAiB,qBAU5B","sourcesContent":["export const encodeQueryParams = (\n\tparams: Record<string, string | undefined>\n): string => {\n\treturn Object.entries(params)\n\t\t.filter(([_, value]) => value !== undefined)\n\t\t.map(\n\t\t\t([key, value]) =>\n\t\t\t\t`${encodeURIComponent(key)}=${encodeURIComponent(value!)}`\n\t\t)\n\t\t.join('&');\n};\n"]}

package/lib/utils/math.d.ts

@@ -1,31 +0,0 @@
-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;
-        bestAskPrice: BN;
-        markPrice: BN;
-        spreadPct: any;
-        spreadQuote: any;
-    };
-};