@drift-labs/common 1.0.9 → 1.0.11

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

@@ -1,5 +1,5 @@
 /// <reference types="node" />
-import { BN, BigNum, DriftClient, IWallet, MarketType, OptionalOrderParams, OrderType, PositionDirection, PublicKey, SpotMarketConfig, User, UserAccount } from '@drift-labs/sdk';
+import { BN, BigNum, DriftClient, IWalletV2, MarketType, OptionalOrderParams, OrderType, PositionDirection, PublicKey, SpotMarketConfig, User, UserAccount } from '@drift-labs/sdk';
 import { AccountInfo, Connection, ParsedAccountData } from '@solana/web3.js';
 import { AuctionParams, TradeOffsetPrice } from 'src/types';
 declare function chunks<T>(array: T[], size: number): T[][];
@@ -43,7 +43,7 @@ export declare const COMMON_UI_UTILS: {
         highLeverageMaxLeverage: number;
         hasHighLeverage: boolean;
     };
-    calculatePnlPctFromPosition: (pnl: BN, quoteEntryAmount: BN, leverage?: number) => number;
+    calculatePnlPctFromPosition: (pnl: BN, position: import("src/types").OpenPosition, marginUsed?: BN) => number;
     calculatePotentialProfit: (props: {
         currentPositionSize: BigNum;
         currentPositionDirection: PositionDirection;
@@ -77,6 +77,7 @@ export declare const COMMON_UI_UTILS: {
     }) => number;
     checkIsMarketOrderType: (orderType: import("src/types").UIOrderType) => boolean;
     convertLeverageToMarginRatio: (leverage: number) => number;
+    convertMarginRatioToLeverage: (marginRatio: number, decimals?: number) => number;
     getMarketTickSize: (driftClient: DriftClient, marketId: import("src/types").MarketId) => BN;
     getMarketTickSizeDecimals: (driftClient: DriftClient, marketId: import("src/types").MarketId) => number;
     getMarketStepSize: (driftClient: DriftClient, marketId: import("src/types").MarketId) => BN;
@@ -95,8 +96,7 @@ export declare const COMMON_UI_UTILS: {
     calculateAverageEntryPrice: (quoteAssetAmount: BigNum, baseAssetAmount: BigNum) => BigNum;
     chunks: typeof chunks;
     compareSignatures: (original: string, hashed: string) => Promise<boolean>;
-    createThrowawayIWallet: (walletPubKey?: PublicKey) => IWallet;
-    createPlaceholderIWallet: (walletPubKey?: PublicKey) => IWallet;
+    createPlaceholderIWallet: (walletPubKey?: PublicKey) => IWalletV2;
     deriveMarketOrderParams: ({ marketType, marketIndex, direction, maxLeverageSelected, maxLeverageOrderSize, baseAmount, reduceOnly, allowInfSlippage, oraclePrice, bestPrice, entryPrice, worstPrice, markPrice, auctionDuration, auctionStartPriceOffset, auctionEndPriceOffset, auctionStartPriceOffsetFrom, auctionEndPriceOffsetFrom, auctionPriceCaps, slippageTolerance, isOracleOrder, additionalEndPriceBuffer, forceUpToSlippage, }: {
         marketType: MarketType;
         marketIndex: number;

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

@@ -164,29 +164,6 @@ async function updateUserAccount(user) {
     }
 }
 const getMarketKey = (marketIndex, marketType) => `${utils_1.ENUM_UTILS.toStr(marketType)}_${marketIndex}`;
-/**
- * @deprecated Use createPlaceholderIWallet instead, since this is poorly named.
- */
-const createThrowawayIWallet = (walletPubKey) => {
-    const newKeypair = walletPubKey
-        ? new web3_js_1.Keypair({
-            publicKey: walletPubKey.toBytes(),
-            secretKey: new web3_js_1.Keypair().publicKey.toBytes(),
-        })
-        : new web3_js_1.Keypair();
-    const newWallet = {
-        publicKey: newKeypair.publicKey,
-        //@ts-ignore
-        signTransaction: () => {
-            return Promise.resolve();
-        },
-        //@ts-ignore
-        signAllTransactions: () => {
-            return Promise.resolve();
-        },
-    };
-    return newWallet;
-};
 /**
  * Creates an IWallet wrapper, with redundant methods. If a `walletPubKey` is passed in,
  * the `publicKey` will be based on that.
@@ -208,6 +185,10 @@ const createPlaceholderIWallet = (walletPubKey) => {
         signAllTransactions: () => {
             return Promise.resolve();
         },
+        //@ts-ignore
+        signMessage: () => {
+            return Promise.resolve();
+        },
     };
     return newWallet;
 };
@@ -590,7 +571,6 @@ exports.COMMON_UI_UTILS = {
     calculateAverageEntryPrice,
     chunks,
     compareSignatures,
-    createThrowawayIWallet,
     createPlaceholderIWallet,
     deriveMarketOrderParams,
     fetchCurrentSubaccounts,

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

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

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

@@ -1,5 +1,5 @@
 import { BN, BigNum, DriftClient, PositionDirection, User } from '@drift-labs/sdk';
-import { MarketId, UIOrderType } from 'src/types';
+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
@@ -8,7 +8,7 @@ import { MarketId, UIOrderType } from 'src/types';
  */
 export declare const isEntirePositionOrder: (orderAmount: BigNum) => boolean;
 export declare const TRADING_UTILS: {
-    calculatePnlPctFromPosition: (pnl: BN, quoteEntryAmount: BN, leverage?: number) => number;
+    calculatePnlPctFromPosition: (pnl: BN, position: OpenPosition, marginUsed?: BN) => number;
     calculatePotentialProfit: (props: {
         currentPositionSize: BigNum;
         currentPositionDirection: PositionDirection;
@@ -48,6 +48,7 @@ export declare const TRADING_UTILS: {
     }) => 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;

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

@@ -2,15 +2,31 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.TRADING_UTILS = exports.isEntirePositionOrder = void 0;
 const sdk_1 = require("@drift-labs/sdk");
-const calculatePnlPctFromPosition = (pnl, quoteEntryAmount, leverage) => {
-    if (!quoteEntryAmount || quoteEntryAmount.eq(sdk_1.ZERO))
+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.from(quoteEntryAmount.abs(), sdk_1.QUOTE_PRECISION_EXP))
-        .toNum() *
-        100 *
-        (leverage !== null && leverage !== void 0 ? leverage : 1));
+        .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),
@@ -136,7 +152,15 @@ const calculateLiquidationPriceAfterPerpTrade = ({ estEntryPrice, orderType, per
 const convertLeverageToMarginRatio = (leverage) => {
     if (!leverage)
         return undefined;
-    return (1 / leverage) * sdk_1.MARGIN_PRECISION.toNumber();
+    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
@@ -191,6 +215,7 @@ exports.TRADING_UTILS = {
     calculateLiquidationPriceAfterPerpTrade,
     checkIsMarketOrderType,
     convertLeverageToMarginRatio,
+    convertMarginRatioToLeverage,
     getMarketTickSize,
     getMarketTickSizeDecimals,
     getMarketStepSize,

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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, UIOrderType } from 'src/types';\n\nconst calculatePnlPctFromPosition = (\n\tpnl: BN,\n\tquoteEntryAmount: BN,\n\tleverage?: number\n): number => {\n\tif (!quoteEntryAmount || quoteEntryAmount.eq(ZERO)) return 0;\n\n\treturn (\n\t\tBigNum.from(pnl, QUOTE_PRECISION_EXP)\n\t\t\t.shift(5)\n\t\t\t.div(BigNum.from(quoteEntryAmount.abs(), QUOTE_PRECISION_EXP))\n\t\t\t.toNum() *\n\t\t100 *\n\t\t(leverage ?? 1)\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}: {\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}) => {\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);\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 (1 / leverage) * MARGIN_PRECISION.toNumber();\n};\n\nconst getMarketTickSize = (\n\tdriftClient: DriftClient,\n\tmarketId: MarketId\n): BN => {\n\tconst marketAccount = marketId.isPerp\n\t\t? driftClient.getPerpMarketAccount(marketId.marketIndex)\n\t\t: driftClient.getSpotMarketAccount(marketId.marketIndex);\n\tif (!marketAccount) return ZERO;\n\n\tif (marketId.isPerp) {\n\t\treturn (marketAccount as PerpMarketAccount).amm.orderTickSize;\n\t} else {\n\t\treturn (marketAccount as SpotMarketAccount).orderTickSize;\n\t}\n};\n\nconst getMarketTickSizeDecimals = (\n\tdriftClient: DriftClient,\n\tmarketId: MarketId\n) => {\n\tconst tickSize = getMarketTickSize(driftClient, marketId);\n\n\tconst decimalPlaces = Math.max(\n\t\t0,\n\t\tMath.floor(\n\t\t\tMath.log10(\n\t\t\t\tPRICE_PRECISION.div(tickSize.eq(ZERO) ? ONE : tickSize).toNumber()\n\t\t\t)\n\t\t)\n\t);\n\n\treturn decimalPlaces;\n};\n\nconst getMarketStepSize = (driftClient: DriftClient, marketId: MarketId) => {\n\tconst marketAccount = marketId.isPerp\n\t\t? driftClient.getPerpMarketAccount(marketId.marketIndex)\n\t\t: driftClient.getSpotMarketAccount(marketId.marketIndex);\n\tif (!marketAccount) return ZERO;\n\n\tif (marketId.isPerp) {\n\t\treturn (marketAccount as PerpMarketAccount).amm.orderStepSize;\n\t} else {\n\t\treturn (marketAccount as SpotMarketAccount).orderStepSize;\n\t}\n};\n\nconst getMarketStepSizeDecimals = (\n\tdriftClient: DriftClient,\n\tmarketId: MarketId\n) => {\n\tconst stepSize = getMarketStepSize(driftClient, marketId);\n\n\tconst decimalPlaces = Math.max(\n\t\t0,\n\t\tMath.floor(\n\t\t\tMath.log10(\n\t\t\t\tAMM_RESERVE_PRECISION.div(stepSize.eq(ZERO) ? ONE : stepSize).toNumber()\n\t\t\t)\n\t\t)\n\t);\n\n\treturn decimalPlaces;\n};\n\n/**\n * Checks if a given order amount represents an entire position order\n * by comparing it with MAX_LEVERAGE_ORDER_SIZE\n * @param orderAmount - The BigNum order amount to check\n * @returns true if the order is for the entire position, false otherwise\n */\nexport const isEntirePositionOrder = (orderAmount: BigNum): boolean => {\n\tconst maxLeverageSize = new BigNum(\n\t\tMAX_LEVERAGE_ORDER_SIZE,\n\t\torderAmount.precision\n\t);\n\treturn Math.abs(maxLeverageSize.sub(orderAmount).toNum()) < 1;\n};\n\nexport const TRADING_UTILS = {\n\tcalculatePnlPctFromPosition,\n\tcalculatePotentialProfit,\n\tcalculateLiquidationPriceAfterPerpTrade,\n\tcheckIsMarketOrderType,\n\tconvertLeverageToMarginRatio,\n\tgetMarketTickSize,\n\tgetMarketTickSizeDecimals,\n\tgetMarketStepSize,\n\tgetMarketStepSizeDecimals,\n\tisEntirePositionOrder,\n};\n"]}
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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}: {\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}) => {\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);\n\n\tif (liqPriceBn.isNeg()) {\n\t\t// means no liquidation price\n\t\treturn 0;\n\t}\n\n\t// Check if user has a spot position using the same oracle as the perp market\n\t// If so, force capLiqPrice to be false to avoid incorrect price capping\n\t// Technically in this case, liq price could be lower for a short or higher for a long\n\tconst perpMarketOracle =\n\t\tuserClient.driftClient.getPerpMarketAccount(perpMarketIndex)?.amm?.oracle;\n\n\tconst spotMarketWithSameOracle = userClient.driftClient\n\t\t.getSpotMarketAccounts()\n\t\t.find((market) => market.oracle.equals(perpMarketOracle));\n\n\tlet hasSpotPositionWithSameOracle = false;\n\tif (spotMarketWithSameOracle) {\n\t\tconst spotPosition = userClient.getSpotPosition(\n\t\t\tspotMarketWithSameOracle.marketIndex\n\t\t);\n\t\thasSpotPositionWithSameOracle = !!spotPosition;\n\t}\n\n\tconst effectiveCapLiqPrice = hasSpotPositionWithSameOracle\n\t\t? false\n\t\t: capLiqPrice;\n\n\tconst cappedLiqPriceBn = effectiveCapLiqPrice\n\t\t? isLong\n\t\t\t? BN.min(liqPriceBn, oraclePrice)\n\t\t\t: BN.max(liqPriceBn, oraclePrice)\n\t\t: liqPriceBn;\n\n\tconst liqPriceBigNum = BigNum.from(cappedLiqPriceBn, PRICE_PRECISION_EXP);\n\n\tconst liqPriceNum =\n\t\tMath.round(liqPriceBigNum.toNum() * 10 ** precision) / 10 ** precision;\n\n\treturn liqPriceNum;\n};\n\nconst convertLeverageToMarginRatio = (leverage: number): number | undefined => {\n\tif (!leverage) return undefined;\n\treturn Math.round((1 / leverage) * MARGIN_PRECISION.toNumber());\n};\n\nconst convertMarginRatioToLeverage = (\n\tmarginRatio: number,\n\tdecimals?: number\n): number | undefined => {\n\tif (!marginRatio) return undefined;\n\n\tconst leverage = 1 / (marginRatio / MARGIN_PRECISION.toNumber());\n\n\treturn decimals\n\t\t? parseFloat(leverage.toFixed(decimals))\n\t\t: Math.round(leverage);\n};\n\nconst getMarketTickSize = (\n\tdriftClient: DriftClient,\n\tmarketId: MarketId\n): BN => {\n\tconst marketAccount = marketId.isPerp\n\t\t? driftClient.getPerpMarketAccount(marketId.marketIndex)\n\t\t: driftClient.getSpotMarketAccount(marketId.marketIndex);\n\tif (!marketAccount) return ZERO;\n\n\tif (marketId.isPerp) {\n\t\treturn (marketAccount as PerpMarketAccount).amm.orderTickSize;\n\t} else {\n\t\treturn (marketAccount as SpotMarketAccount).orderTickSize;\n\t}\n};\n\nconst getMarketTickSizeDecimals = (\n\tdriftClient: DriftClient,\n\tmarketId: MarketId\n) => {\n\tconst tickSize = getMarketTickSize(driftClient, marketId);\n\n\tconst decimalPlaces = Math.max(\n\t\t0,\n\t\tMath.floor(\n\t\t\tMath.log10(\n\t\t\t\tPRICE_PRECISION.div(tickSize.eq(ZERO) ? ONE : tickSize).toNumber()\n\t\t\t)\n\t\t)\n\t);\n\n\treturn decimalPlaces;\n};\n\nconst getMarketStepSize = (driftClient: DriftClient, marketId: MarketId) => {\n\tconst marketAccount = marketId.isPerp\n\t\t? driftClient.getPerpMarketAccount(marketId.marketIndex)\n\t\t: driftClient.getSpotMarketAccount(marketId.marketIndex);\n\tif (!marketAccount) return ZERO;\n\n\tif (marketId.isPerp) {\n\t\treturn (marketAccount as PerpMarketAccount).amm.orderStepSize;\n\t} else {\n\t\treturn (marketAccount as SpotMarketAccount).orderStepSize;\n\t}\n};\n\nconst getMarketStepSizeDecimals = (\n\tdriftClient: DriftClient,\n\tmarketId: MarketId\n) => {\n\tconst stepSize = getMarketStepSize(driftClient, marketId);\n\n\tconst decimalPlaces = Math.max(\n\t\t0,\n\t\tMath.floor(\n\t\t\tMath.log10(\n\t\t\t\tAMM_RESERVE_PRECISION.div(stepSize.eq(ZERO) ? ONE : stepSize).toNumber()\n\t\t\t)\n\t\t)\n\t);\n\n\treturn decimalPlaces;\n};\n\n/**\n * Checks if a given order amount represents an entire position order\n * by comparing it with MAX_LEVERAGE_ORDER_SIZE\n * @param orderAmount - The BigNum order amount to check\n * @returns true if the order is for the entire position, false otherwise\n */\nexport const isEntirePositionOrder = (orderAmount: BigNum): boolean => {\n\tconst maxLeverageSize = new BigNum(\n\t\tMAX_LEVERAGE_ORDER_SIZE,\n\t\torderAmount.precision\n\t);\n\treturn Math.abs(maxLeverageSize.sub(orderAmount).toNum()) < 1;\n};\n\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};\n"]}

package/lib/drift/Drift/clients/AuthorityDrift/DriftOperations/index.js

@@ -279,8 +279,12 @@ class DriftOperations {
                         assetType: params.assetType,
                         useSwift: true,
                         swiftOptions: {
-                            // @ts-ignore TODO: we might want to add signMessage to the IWallet interface
-                            wallet: this.driftClient.wallet,
+                            wallet: {
+                                // @ts-ignore TODO: we might want to add signMessage to the IWallet interface
+                                signMessage: this.driftClient.wallet.signMessage,
+                                takerAuthority: this.driftClient.wallet.publicKey,
+                                signingAuthority: this.driftClient.wallet.publicKey,
+                            },
                             swiftServerUrl: this.swiftServerUrl,
                             ...params.orderConfig.swiftOptions,
                         },
@@ -331,8 +335,12 @@ class DriftOperations {
                         postOnly: params.postOnly,
                         useSwift: true,
                         swiftOptions: {
-                            // @ts-ignore TODO: we might want to add signMessage to the IWallet interface
-                            wallet: this.driftClient.wallet,
+                            wallet: {
+                                // @ts-ignore TODO: we might want to add signMessage to the IWallet interface
+                                signMessage: this.driftClient.wallet.signMessage,
+                                takerAuthority: this.driftClient.wallet.publicKey,
+                                signingAuthority: this.driftClient.wallet.publicKey,
+                            },
                             swiftServerUrl: this.swiftServerUrl,
                             ...params.orderConfig.swiftOptions,
                         },