@drift-labs/common 1.0.59 → 1.0.61

package/lib/utils/trading/index.js

@@ -0,0 +1,24 @@
+"use strict";
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __exportStar = (this && this.__exportStar) || function(m, exports) {
+    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+__exportStar(require("./auction"), exports);
+__exportStar(require("./leverage"), exports);
+__exportStar(require("./liquidation"), exports);
+__exportStar(require("./lp"), exports);
+__exportStar(require("./pnl"), exports);
+__exportStar(require("./price"), exports);
+__exportStar(require("./size"), exports);
+//# sourceMappingURL=index.js.map

package/lib/utils/trading/index.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/utils/trading/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,4CAA0B;AAC1B,6CAA2B;AAC3B,gDAA8B;AAC9B,uCAAqB;AACrB,wCAAsB;AACtB,0CAAwB;AACxB,yCAAuB","sourcesContent":["export * from './auction';\nexport * from './leverage';\nexport * from './liquidation';\nexport * from './lp';\nexport * from './pnl';\nexport * from './price';\nexport * from './size';\n"]}

package/lib/utils/trading/leverage.d.ts

@@ -0,0 +1,18 @@
+import { BN, User } from '@drift-labs/sdk';
+declare const convertLeverageToMarginRatio: (leverage: number) => number | undefined;
+declare const convertMarginRatioToLeverage: (marginRatio: number, decimals?: number) => number | undefined;
+/**
+ * Calculate the margin used for a specific perp position
+ * Returns the minimum of user's total collateral or the position's weighted value
+ */
+declare const getMarginUsedForPosition: (user: User, marketIndex: number, includeOpenOrders?: boolean) => BN | undefined;
+/**
+ * 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
+ */
+declare const validateLeverageChange: ({ user, marketIndex, newLeverage, }: {
+    user: User;
+    marketIndex: number;
+    newLeverage: number;
+}) => boolean;
+export { convertLeverageToMarginRatio, convertMarginRatioToLeverage, getMarginUsedForPosition, validateLeverageChange, };

package/lib/utils/trading/leverage.js

@@ -0,0 +1,79 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.validateLeverageChange = exports.getMarginUsedForPosition = exports.convertMarginRatioToLeverage = exports.convertLeverageToMarginRatio = void 0;
+const sdk_1 = require("@drift-labs/sdk");
+const convertLeverageToMarginRatio = (leverage) => {
+    if (!leverage)
+        return undefined;
+    return Math.round((1 / leverage) * sdk_1.MARGIN_PRECISION.toNumber());
+};
+exports.convertLeverageToMarginRatio = convertLeverageToMarginRatio;
+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);
+};
+exports.convertMarginRatioToLeverage = convertMarginRatioToLeverage;
+/**
+ * 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;
+};
+exports.getMarginUsedForPosition = getMarginUsedForPosition;
+/**
+ * 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.validateLeverageChange = validateLeverageChange;
+//# sourceMappingURL=leverage.js.map

package/lib/utils/trading/leverage.js.map

@@ -0,0 +1 @@
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parseFloat(leverage.toFixed(decimals))\n\t\t: Math.round(leverage);\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 {\n\tconvertLeverageToMarginRatio,\n\tconvertMarginRatioToLeverage,\n\tgetMarginUsedForPosition,\n\tvalidateLeverageChange,\n};\n"]}

package/lib/utils/trading/liquidation.d.ts

@@ -0,0 +1,22 @@
+import { BN, User } from '@drift-labs/sdk';
+import { UIOrderType } from '../../types';
+/**
+ * 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.
+ */
+declare const 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;
+export { calculateLiquidationPriceAfterPerpTrade };

package/lib/utils/trading/liquidation.js

@@ -0,0 +1,67 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.calculateLiquidationPriceAfterPerpTrade = void 0;
+const sdk_1 = require("@drift-labs/sdk");
+/**
+ * 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;
+};
+exports.calculateLiquidationPriceAfterPerpTrade = calculateLiquidationPriceAfterPerpTrade;
+//# sourceMappingURL=liquidation.js.map

package/lib/utils/trading/liquidation.js.map

@@ -0,0 +1 @@
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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\nexport { calculateLiquidationPriceAfterPerpTrade };\n"]}

package/lib/utils/trading/lp.d.ts

@@ -0,0 +1,4 @@
+import { BigNum, DriftClient } from '@drift-labs/sdk';
+declare const getLpSharesAmountForQuote: (driftClient: DriftClient, marketIndex: number, quoteAmount: BN) => BigNum;
+declare const getQuoteValueForLpShares: (driftClient: DriftClient, marketIndex: number, sharesAmount: BN) => BigNum;
+export { getLpSharesAmountForQuote, getQuoteValueForLpShares };

package/lib/utils/trading/lp.js

@@ -0,0 +1,20 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getQuoteValueForLpShares = exports.getLpSharesAmountForQuote = void 0;
+const sdk_1 = require("@drift-labs/sdk");
+/* LP Utils */
+const getLpSharesAmountForQuote = (driftClient, marketIndex, quoteAmount) => {
+    const tenMillionBigNum = sdk_1.BigNum.fromPrint('10000000', sdk_1.QUOTE_PRECISION_EXP);
+    const pricePerLpShare = sdk_1.BigNum.from(driftClient.getQuoteValuePerLpShare(marketIndex), sdk_1.QUOTE_PRECISION_EXP);
+    return sdk_1.BigNum.from(quoteAmount, sdk_1.QUOTE_PRECISION_EXP)
+        .scale(tenMillionBigNum.toNum(), pricePerLpShare.mul(tenMillionBigNum).toNum())
+        .shiftTo(sdk_1.AMM_RESERVE_PRECISION_EXP);
+};
+exports.getLpSharesAmountForQuote = getLpSharesAmountForQuote;
+const getQuoteValueForLpShares = (driftClient, marketIndex, sharesAmount) => {
+    const pricePerLpShare = sdk_1.BigNum.from(driftClient.getQuoteValuePerLpShare(marketIndex), sdk_1.QUOTE_PRECISION_EXP).shiftTo(sdk_1.AMM_RESERVE_PRECISION_EXP);
+    const lpSharesBigNum = sdk_1.BigNum.from(sharesAmount, sdk_1.AMM_RESERVE_PRECISION_EXP);
+    return lpSharesBigNum.mul(pricePerLpShare).shiftTo(sdk_1.QUOTE_PRECISION_EXP);
+};
+exports.getQuoteValueForLpShares = getQuoteValueForLpShares;
+//# sourceMappingURL=lp.js.map

package/lib/utils/trading/lp.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"lp.js","sourceRoot":"","sources":["../../../src/utils/trading/lp.ts"],"names":[],"mappings":";;;AAAA,yCAMyB;AAEzB,cAAc;AACd,MAAM,yBAAyB,GAAG,CACjC,WAAwB,EACxB,WAAmB,EACnB,WAAe,EACN,EAAE;IACX,MAAM,gBAAgB,GAAG,YAAM,CAAC,SAAS,CAAC,UAAU,EAAE,yBAAmB,CAAC,CAAC;IAE3E,MAAM,eAAe,GAAG,YAAM,CAAC,IAAI,CAClC,WAAW,CAAC,uBAAuB,CAAC,WAAW,CAAC,EAChD,yBAAmB,CACnB,CAAC;IAEF,OAAO,YAAM,CAAC,IAAI,CAAC,WAAW,EAAE,yBAAmB,CAAC;SAClD,KAAK,CACL,gBAAgB,CAAC,KAAK,EAAE,EACxB,eAAe,CAAC,GAAG,CAAC,gBAAgB,CAAC,CAAC,KAAK,EAAE,CAC7C;SACA,OAAO,CAAC,+BAAyB,CAAC,CAAC;AACtC,CAAC,CAAC;AAeO,8DAAyB;AAblC,MAAM,wBAAwB,GAAG,CAChC,WAAwB,EACxB,WAAmB,EACnB,YAAgB,EACP,EAAE;IACX,MAAM,eAAe,GAAG,YAAM,CAAC,IAAI,CAClC,WAAW,CAAC,uBAAuB,CAAC,WAAW,CAAC,EAChD,yBAAmB,CACnB,CAAC,OAAO,CAAC,+BAAyB,CAAC,CAAC;IACrC,MAAM,cAAc,GAAG,YAAM,CAAC,IAAI,CAAC,YAAY,EAAE,+BAAyB,CAAC,CAAC;IAC5E,OAAO,cAAc,CAAC,GAAG,CAAC,eAAe,CAAC,CAAC,OAAO,CAAC,yBAAmB,CAAC,CAAC;AACzE,CAAC,CAAC;AAEkC,4DAAwB","sourcesContent":["import {\n\tAMM_RESERVE_PRECISION_EXP,\n\tBN,\n\tBigNum,\n\tDriftClient,\n\tQUOTE_PRECISION_EXP,\n} from '@drift-labs/sdk';\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\nexport { getLpSharesAmountForQuote, getQuoteValueForLpShares };\n"]}

package/lib/utils/trading/pnl.d.ts

@@ -0,0 +1,34 @@
+import { BigNum, PositionDirection } from '@drift-labs/sdk';
+import { OpenPosition } from '../../types';
+declare const calculatePnlPctFromPosition: (pnl: BN, position: OpenPosition, marginUsed?: BN) => number;
+export declare const POTENTIAL_PROFIT_DEFAULT_STATE: {
+    estimatedProfit: BigNum;
+    estimatedProfitBeforeFees: BigNum;
+    estimatedTakerFee: BigNum;
+    notionalSizeAtEntry: BigNum;
+    notionalSizeAtExit: BigNum;
+};
+declare const 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;
+};
+export { calculatePnlPctFromPosition, calculatePotentialProfit };

package/lib/utils/trading/pnl.js

@@ -0,0 +1,88 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.calculatePotentialProfit = exports.calculatePnlPctFromPosition = exports.POTENTIAL_PROFIT_DEFAULT_STATE = void 0;
+const sdk_1 = require("@drift-labs/sdk");
+const leverage_1 = require("./leverage");
+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 = (0, leverage_1.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);
+};
+exports.calculatePnlPctFromPosition = calculatePnlPctFromPosition;
+exports.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 exports.POTENTIAL_PROFIT_DEFAULT_STATE;
+    if (!props.exitBaseSize)
+        return exports.POTENTIAL_PROFIT_DEFAULT_STATE;
+    if (props.exitBaseSize.eqZero() ||
+        props.currentPositionSize.lt(props.exitBaseSize)) {
+        return exports.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,
+    };
+};
+exports.calculatePotentialProfit = calculatePotentialProfit;
+//# sourceMappingURL=pnl.js.map

package/lib/utils/trading/pnl.js.map

@@ -0,0 +1 @@
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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\nexport const 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\nexport { calculatePnlPctFromPosition, calculatePotentialProfit };\n"]}

package/lib/utils/trading/price.d.ts

@@ -0,0 +1,12 @@
+import { BN, PositionDirection } from '@drift-labs/sdk';
+import { UIOrderType } from '../../types';
+declare const getMarketOrderLimitPrice: ({ direction, baselinePrice, slippageTolerance, }: {
+    direction: PositionDirection;
+    baselinePrice: BN;
+    slippageTolerance: number;
+}) => BN;
+/**
+ * Check if the order type is a market order or oracle market order
+ */
+declare const checkIsMarketOrderType: (orderType: UIOrderType) => boolean;
+export { getMarketOrderLimitPrice, checkIsMarketOrderType };

package/lib/utils/trading/price.js

@@ -0,0 +1,36 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.checkIsMarketOrderType = exports.getMarketOrderLimitPrice = void 0;
+const sdk_1 = require("@drift-labs/sdk");
+const getMarketOrderLimitPrice = ({ direction, baselinePrice, slippageTolerance, }) => {
+    let limitPrice;
+    if (!baselinePrice)
+        return sdk_1.ZERO;
+    if (slippageTolerance === 0)
+        return baselinePrice;
+    // infinite slippage capped at 15% currently
+    if (slippageTolerance == undefined)
+        slippageTolerance = 15;
+    // if manually entered, cap at 99%
+    if (slippageTolerance > 99)
+        slippageTolerance = 99;
+    let limitPricePctDiff;
+    if ((0, sdk_1.isVariant)(direction, 'long')) {
+        limitPricePctDiff = sdk_1.PRICE_PRECISION.add(new sdk_1.BN(slippageTolerance * sdk_1.PRICE_PRECISION.toNumber()).div(new sdk_1.BN(100)));
+        limitPrice = baselinePrice.mul(limitPricePctDiff).div(sdk_1.PRICE_PRECISION);
+    }
+    else {
+        limitPricePctDiff = sdk_1.PRICE_PRECISION.sub(new sdk_1.BN(slippageTolerance * sdk_1.PRICE_PRECISION.toNumber()).div(new sdk_1.BN(100)));
+        limitPrice = baselinePrice.mul(limitPricePctDiff).div(sdk_1.PRICE_PRECISION);
+    }
+    return limitPrice;
+};
+exports.getMarketOrderLimitPrice = getMarketOrderLimitPrice;
+/**
+ * Check if the order type is a market order or oracle market order
+ */
+const checkIsMarketOrderType = (orderType) => {
+    return orderType === 'market' || orderType === 'oracle';
+};
+exports.checkIsMarketOrderType = checkIsMarketOrderType;
+//# sourceMappingURL=price.js.map

package/lib/utils/trading/price.js.map

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package/lib/utils/trading/size.d.ts

@@ -0,0 +1,27 @@
+import { BigNum, DriftClient } from '@drift-labs/sdk';
+import { MarketId } from '../../types';
+declare const getMarketTickSize: (driftClient: DriftClient, marketId: MarketId) => BN;
+declare const getMarketTickSizeDecimals: (driftClient: DriftClient, marketId: MarketId) => number;
+declare const getMarketStepSize: (driftClient: DriftClient, marketId: MarketId) => BN;
+declare const getMarketStepSizeDecimals: (driftClient: DriftClient, marketId: MarketId) => number;
+/**
+ * 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 { getMarketTickSize, getMarketTickSizeDecimals, getMarketStepSize, getMarketStepSizeDecimals, };

package/lib/utils/trading/size.js

@@ -0,0 +1,83 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getMarketStepSizeDecimals = exports.getMarketStepSize = exports.getMarketTickSizeDecimals = exports.getMarketTickSize = exports.formatOrderSize = exports.getMaxLeverageOrderSize = exports.isEntirePositionOrder = void 0;
+const sdk_1 = require("@drift-labs/sdk");
+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;
+    }
+};
+exports.getMarketTickSize = getMarketTickSize;
+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;
+};
+exports.getMarketTickSizeDecimals = getMarketTickSizeDecimals;
+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;
+    }
+};
+exports.getMarketStepSize = getMarketStepSize;
+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;
+};
+exports.getMarketStepSizeDecimals = getMarketStepSizeDecimals;
+/**
+ * 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;
+//# sourceMappingURL=size.js.map

package/lib/utils/trading/size.js.map

@@ -0,0 +1 @@
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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\nexport {\n\tgetMarketTickSize,\n\tgetMarketTickSizeDecimals,\n\tgetMarketStepSize,\n\tgetMarketStepSizeDecimals,\n};\n"]}

package/lib/utils/{validation.d.ts → validation/address.d.ts}

@@ -1,5 +1,4 @@
-import { BigNum } from '@drift-labs/sdk';
-export declare const isNotionalDust: (val: BigNum) => boolean;
+export { isValidBase58 } from '../strings/parse';
 export declare const isValidPublicKey: (str: string) => boolean;
 export declare const BITCOIN_CHAIN_ID = "8253038";
 export declare const TRON_CHAIN_ID = "728126428";