@drift-labs/jit-proxy 0.10.205 → 0.10.207

package/lib/jitter/baseJitter.d.ts

@@ -1,7 +1,7 @@
 /// <reference types="@pythnetwork/client/node_modules/@solana/web3.js" />
 import { JitProxyClient, PriceType } from '../jitProxyClient';
 import { PublicKey } from '@solana/web3.js';
-import { AuctionSubscriber, BN, DriftClient, Order, UserAccount, UserStatsMap } from '@drift-labs/sdk';
+import { AuctionSubscriber, BN, DriftClient, Order, PostOnlyParams, UserAccount, UserStatsMap } from '@drift-labs/sdk';
 export type UserFilter = (userAccount: UserAccount, userKey: string, order: Order) => boolean;
 export type JitParams = {
     bid: BN;
@@ -10,6 +10,7 @@ export type JitParams = {
     maxPosition: any;
     priceType: PriceType;
     subAccountId?: number;
+    postOnlyParams?: PostOnlyParams;
 };
 export declare abstract class BaseJitter {
     auctionSubscriber: AuctionSubscriber;

package/lib/jitter/jitterShotgun.d.ts

@@ -1,17 +1,8 @@
 /// <reference types="@pythnetwork/client/node_modules/@solana/web3.js" />
-import { JitProxyClient, PriceType } from '../jitProxyClient';
+import { JitProxyClient } from '../jitProxyClient';
 import { PublicKey } from '@solana/web3.js';
-import { AuctionSubscriber, BN, DriftClient, Order, UserAccount, UserStatsMap } from '@drift-labs/sdk';
+import { AuctionSubscriber, DriftClient, Order, UserAccount, UserStatsMap } from '@drift-labs/sdk';
 import { BaseJitter } from './baseJitter';
-export type UserFilter = (userAccount: UserAccount, userKey: string, order: Order) => boolean;
-export type JitParams = {
-    bid: BN;
-    ask: BN;
-    minPosition: BN;
-    maxPosition: any;
-    priceType: PriceType;
-    subAccountId?: number;
-};
 export declare class JitterShotgun extends BaseJitter {
     constructor({ auctionSubscriber, jitProxyClient, driftClient, userStatsMap, }: {
         driftClient: DriftClient;

package/lib/jitter/jitterShotgun.js

@@ -1,6 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.JitterShotgun = void 0;
+const sdk_1 = require("@drift-labs/sdk");
 const baseJitter_1 = require("./baseJitter");
 class JitterShotgun extends baseJitter_1.BaseJitter {
     constructor({ auctionSubscriber, jitProxyClient, driftClient, userStatsMap, }) {
@@ -13,6 +14,7 @@ class JitterShotgun extends baseJitter_1.BaseJitter {
     }
     createTryFill(taker, takerKey, takerStatsKey, order, orderSignature) {
         return async () => {
+            var _a;
             let i = 0;
             while (i < 10) {
                 const params = this.perpParams.get(order.marketIndex);
@@ -37,7 +39,7 @@ class JitterShotgun extends baseJitter_1.BaseJitter {
                         minPosition: params.minPosition,
                         bid: params.bid,
                         ask: params.ask,
-                        postOnly: null,
+                        postOnly: (_a = params.postOnlyParams) !== null && _a !== void 0 ? _a : sdk_1.PostOnlyParams.MUST_POST_ONLY,
                         priceType: params.priceType,
                         referrerInfo,
                         subAccountId: params.subAccountId,

package/lib/jitter/jitterSniper.js

@@ -65,6 +65,7 @@ class JitterSniper extends baseJitter_1.BaseJitter {
                 stepSize,
                 oraclePrice,
             }).then(async ({ slot, updatedDetails }) => {
+                var _a;
                 if (slot === -1) {
                     console.log('Auction expired without crossing');
                     this.deleteOnGoingAuction(orderSignature);
@@ -108,7 +109,7 @@ class JitterSniper extends baseJitter_1.BaseJitter {
                             minPosition: params.minPosition,
                             bid: params.bid,
                             ask: params.ask,
-                            postOnly: null,
+                            postOnly: (_a = params.postOnlyParams) !== null && _a !== void 0 ? _a : sdk_1.PostOnlyParams.MUST_POST_ONLY,
                             priceType: params.priceType,
                             referrerInfo,
                             subAccountId: params.subAccountId,
@@ -181,6 +182,26 @@ class JitterSniper extends baseJitter_1.BaseJitter {
             }
             slotsTilCross++;
         }
+        // if it doesnt cross during auction, check if limit price crosses
+        if (!willCross) {
+            const slotAfterAuction = order.slot.toNumber() + order.auctionDuration + 1;
+            const limitPrice = (0, sdk_1.getLimitPrice)(order, oraclePrice, slotAfterAuction);
+            if (!limitPrice) {
+                willCross = true;
+                slotsTilCross = order.auctionDuration + 1;
+            }
+            else {
+                const limitPriceNum = (0, sdk_1.convertToNumber)(limitPrice, sdk_1.PRICE_PRECISION);
+                if (makerOrderDir === 'buy' || limitPriceNum <= bid) {
+                    willCross = true;
+                    slotsTilCross = order.auctionDuration + 1;
+                }
+                else if (makerOrderDir === 'sell' || limitPriceNum >= ask) {
+                    willCross = true;
+                    slotsTilCross = order.auctionDuration + 1;
+                }
+            }
+        }
         return {
             slotsTilCross,
             willCross,
@@ -193,11 +214,11 @@ class JitterSniper extends baseJitter_1.BaseJitter {
         };
     }
     async waitForSlotOrCrossOrExpiry(targetSlot, order, initialDetails) {
-        const auctionEndSlot = order.auctionDuration + order.slot.toNumber();
         let currentDetails = initialDetails;
         let willCross = initialDetails.willCross;
-        if (this.slotSubscriber.currentSlot > auctionEndSlot) {
-            return new Promise((resolve) => resolve({ slot: -1, updatedDetails: currentDetails }));
+        if (this.slotSubscriber.currentSlot > targetSlot) {
+            const slot = willCross ? this.slotSubscriber.currentSlot : -1;
+            return new Promise((resolve) => resolve({ slot, updatedDetails: currentDetails }));
         }
         return new Promise((resolve) => {
             // Immediately return if we are past target slot
@@ -210,10 +231,11 @@ class JitterSniper extends baseJitter_1.BaseJitter {
             this.slotSubscriber.eventEmitter.once('newSlot', slotListener);
             // Update target slot as the bid/ask and the oracle changes
             const intervalId = setInterval(async () => {
-                if (this.slotSubscriber.currentSlot >= auctionEndSlot) {
+                if (this.slotSubscriber.currentSlot >= targetSlot) {
                     this.slotSubscriber.eventEmitter.removeListener('newSlot', slotListener);
                     clearInterval(intervalId);
-                    resolve({ slot: -1, updatedDetails: currentDetails });
+                    const slot = willCross ? this.slotSubscriber.currentSlot : -1;
+                    resolve({ slot, updatedDetails: currentDetails });
                 }
                 currentDetails = this.getAuctionAndOrderDetails(order);
                 willCross = currentDetails.willCross;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@drift-labs/jit-proxy",
-  "version": "0.10.205",
+  "version": "0.10.207",
   "scripts": {
     "clean": "rm -rf lib",
     "build": "yarn clean && tsc"

package/src/jitter/baseJitter.ts

@@ -5,17 +5,12 @@ import {
 	AuctionSubscriber,
 	BN,
 	BulkAccountLoader,
-	convertToNumber,
 	DriftClient,
-	getAuctionPrice,
-	getAuctionPriceForOracleOffsetAuction,
 	getUserStatsAccountPublicKey,
 	hasAuctionPrice,
 	isVariant,
-	OraclePriceData,
 	Order,
-	PRICE_PRECISION,
-	SlotSubscriber,
+	PostOnlyParams,
 	UserAccount,
 	UserStatsMap,
 } from '@drift-labs/sdk';
@@ -33,6 +28,7 @@ export type JitParams = {
 	maxPosition;
 	priceType: PriceType;
 	subAccountId?: number;
+	postOnlyParams?: PostOnlyParams;
 };
 
 export abstract class BaseJitter {
@@ -68,11 +64,10 @@ export abstract class BaseJitter {
 		this.jitProxyClient = jitProxyClient;
 		this.userStatsMap =
 			userStatsMap ||
-			new UserStatsMap(this.driftClient, new BulkAccountLoader(
-				this.driftClient.connection,
-				'confirmed',
-				0
-			));
+			new UserStatsMap(
+				this.driftClient,
+				new BulkAccountLoader(this.driftClient.connection, 'confirmed', 0)
+			);
 	}
 
 	async subscribe(): Promise<void> {

package/src/jitter/jitterShotgun.ts

@@ -2,29 +2,14 @@ import { JitProxyClient, PriceType } from '../jitProxyClient';
 import { PublicKey } from '@solana/web3.js';
 import {
 	AuctionSubscriber,
-	BN,
 	DriftClient,
 	Order,
+	PostOnlyParams,
 	UserAccount,
 	UserStatsMap,
 } from '@drift-labs/sdk';
 import { BaseJitter } from './baseJitter';
 
-export type UserFilter = (
-	userAccount: UserAccount,
-	userKey: string,
-	order: Order
-) => boolean;
-
-export type JitParams = {
-	bid: BN;
-	ask: BN;
-	minPosition: BN;
-	maxPosition;
-	priceType: PriceType;
-	subAccountId?: number;
-};
-
 export class JitterShotgun extends BaseJitter {
 	constructor({
 		auctionSubscriber,
@@ -73,20 +58,23 @@ export class JitterShotgun extends BaseJitter {
 
 				console.log(`Trying to fill ${orderSignature}`);
 				try {
-					const { txSig } = await this.jitProxyClient.jit({
-						takerKey,
-						takerStatsKey,
-						taker,
-						takerOrderId: order.orderId,
-						maxPosition: params.maxPosition,
-						minPosition: params.minPosition,
-						bid: params.bid,
-						ask: params.ask,
-						postOnly: null,
-						priceType: params.priceType,
-						referrerInfo,
-						subAccountId: params.subAccountId,
-					}, txParams);
+					const { txSig } = await this.jitProxyClient.jit(
+						{
+							takerKey,
+							takerStatsKey,
+							taker,
+							takerOrderId: order.orderId,
+							maxPosition: params.maxPosition,
+							minPosition: params.minPosition,
+							bid: params.bid,
+							ask: params.ask,
+							postOnly: params.postOnlyParams ?? PostOnlyParams.MUST_POST_ONLY,
+							priceType: params.priceType,
+							referrerInfo,
+							subAccountId: params.subAccountId,
+						},
+						txParams
+					);
 
 					console.log(`Filled ${orderSignature} txSig ${txSig}`);
 					await sleep(10000);

package/src/jitter/jitterSniper.ts

@@ -6,10 +6,12 @@ import {
 	DriftClient,
 	getAuctionPrice,
 	getAuctionPriceForOracleOffsetAuction,
+	getLimitPrice,
 	getVariant,
 	isVariant,
 	OraclePriceData,
 	Order,
+	PostOnlyParams,
 	PRICE_PRECISION,
 	SlotSubscriber,
 	UserAccount,
@@ -191,21 +193,24 @@ export class JitterSniper extends BaseJitter {
 						const txParams = {
 							computeUnits: this.computeUnits,
 							computeUnitsPrice: this.computeUnitsPrice,
-						}
-						const { txSig } = await this.jitProxyClient.jit({
-							takerKey,
-							takerStatsKey,
-							taker,
-							takerOrderId: order.orderId,
-							maxPosition: params.maxPosition,
-							minPosition: params.minPosition,
-							bid: params.bid,
-							ask: params.ask,
-							postOnly: null,
-							priceType: params.priceType,
-							referrerInfo,
-							subAccountId: params.subAccountId,
-						}, txParams);
+						};
+						const { txSig } = await this.jitProxyClient.jit(
+							{
+								takerKey,
+								takerStatsKey,
+								taker,
+								takerOrderId: order.orderId,
+								maxPosition: params.maxPosition,
+								minPosition: params.minPosition,
+								bid: params.bid,
+								ask: params.ask,
+								postOnly: params.postOnlyParams ?? PostOnlyParams.MUST_POST_ONLY,
+								priceType: params.priceType,
+								referrerInfo,
+								subAccountId: params.subAccountId,
+							},
+							txParams
+						);
 
 						console.log(`Filled ${orderSignature} txSig ${txSig}`);
 						await sleep(3000);
@@ -308,6 +313,25 @@ export class JitterSniper extends BaseJitter {
 			slotsTilCross++;
 		}
 
+		// if it doesnt cross during auction, check if limit price crosses
+		if (!willCross) {
+			const slotAfterAuction = order.slot.toNumber() + order.auctionDuration + 1;
+			const limitPrice = getLimitPrice(order, oraclePrice, slotAfterAuction);
+			if (!limitPrice) {
+				willCross = true;
+				slotsTilCross = order.auctionDuration + 1;
+			} else {
+				const limitPriceNum = convertToNumber(limitPrice, PRICE_PRECISION);
+				if (makerOrderDir === 'buy' || limitPriceNum <= bid) {
+					willCross = true;
+					slotsTilCross = order.auctionDuration + 1;
+				} else if (makerOrderDir === 'sell' || limitPriceNum >= ask) {
+					willCross = true;
+					slotsTilCross = order.auctionDuration + 1;
+				}
+			}
+		}
+
 		return {
 			slotsTilCross,
 			willCross,
@@ -325,12 +349,12 @@ export class JitterSniper extends BaseJitter {
 		order: Order,
 		initialDetails: AuctionAndOrderDetails
 	): Promise<{ slot: number; updatedDetails: AuctionAndOrderDetails }> {
-		const auctionEndSlot = order.auctionDuration + order.slot.toNumber();
 		let currentDetails: AuctionAndOrderDetails = initialDetails;
 		let willCross = initialDetails.willCross;
-		if (this.slotSubscriber.currentSlot > auctionEndSlot) {
+		if (this.slotSubscriber.currentSlot > targetSlot) {
+			const slot = willCross ? this.slotSubscriber.currentSlot : -1;
 			return new Promise((resolve) =>
-				resolve({ slot: -1, updatedDetails: currentDetails })
+				resolve({ slot, updatedDetails: currentDetails })
 			);
 		}
 
@@ -348,13 +372,14 @@ export class JitterSniper extends BaseJitter {
 
 			// Update target slot as the bid/ask and the oracle changes
 			const intervalId = setInterval(async () => {
-				if (this.slotSubscriber.currentSlot >= auctionEndSlot) {
+				if (this.slotSubscriber.currentSlot >= targetSlot) {
 					this.slotSubscriber.eventEmitter.removeListener(
 						'newSlot',
 						slotListener
 					);
 					clearInterval(intervalId);
-					resolve({ slot: -1, updatedDetails: currentDetails });
+					const slot = willCross ? this.slotSubscriber.currentSlot : -1;
+					resolve({ slot, updatedDetails: currentDetails });
 				}
 
 				currentDetails = this.getAuctionAndOrderDetails(order);