@drift-labs/jit-proxy 0.10.40 → 0.10.42
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/lib/jitter/jitterSniper.js +22 -0
- package/package.json +2 -2
- package/src/jitter/jitterSniper.ts +36 -0
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@@ -23,6 +23,28 @@ class JitterSniper extends baseJitter_1.BaseJitter {
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23
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const takerStats = await this.userStatsMap.mustGet(taker.authority.toString());
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const referrerInfo = takerStats.getReferrerInfo();
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const { slotsTilCross, willCross, bid, ask, auctionStartPrice, auctionEndPrice, stepSize, oraclePrice, } = this.getAuctionAndOrderDetails(order);
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+
// don't increase risk if we're past max positions
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27
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if ((0, sdk_1.isVariant)(order.marketType, 'perp')) {
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const currPerpPos = this.driftClient
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.getUser()
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.getPerpPosition(order.marketIndex);
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if (currPerpPos.baseAssetAmount.lt(sdk_1.ZERO) &&
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(0, sdk_1.isVariant)(order.direction, 'short')) {
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if (currPerpPos.baseAssetAmount.lte(params.minPosition)) {
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console.log(`Order would increase existing short (mkt ${(0, sdk_1.getVariant)(order.marketType)}-${order.marketIndex}) too much`);
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this.onGoingAuctions.delete(orderSignature);
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return;
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}
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}
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else if (currPerpPos.baseAssetAmount.gt(sdk_1.ZERO) &&
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40
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(0, sdk_1.isVariant)(order.direction, 'long')) {
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if (currPerpPos.baseAssetAmount.gte(params.maxPosition)) {
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console.log(`Order would increase existing long (mkt ${(0, sdk_1.getVariant)(order.marketType)}-${order.marketIndex}) too much`);
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this.onGoingAuctions.delete(orderSignature);
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return;
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}
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}
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}
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console.log(`
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Taker wants to ${JSON.stringify(order.direction)}, order slot is ${order.slot.toNumber()},
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My market: ${bid}@${ask},
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package/package.json
CHANGED
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@@ -1,13 +1,13 @@
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{
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"name": "@drift-labs/jit-proxy",
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-
"version": "0.10.
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"version": "0.10.42",
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"scripts": {
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"clean": "rm -rf lib",
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"build": "yarn clean && tsc"
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},
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"dependencies": {
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"@coral-xyz/anchor": "^0.26.0",
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10
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-
"@drift-labs/sdk": "2.42.0-beta.
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"@drift-labs/sdk": "2.42.0-beta.9",
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"@solana/web3.js": "1.73.2"
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},
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"engines": {
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@@ -6,6 +6,7 @@ import {
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DriftClient,
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getAuctionPrice,
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getAuctionPriceForOracleOffsetAuction,
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getVariant,
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isVariant,
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OraclePriceData,
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Order,
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@@ -13,6 +14,7 @@ import {
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SlotSubscriber,
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UserAccount,
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UserStatsMap,
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ZERO,
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} from '@drift-labs/sdk';
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import { BaseJitter } from './baseJitter';
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@@ -83,6 +85,40 @@ export class JitterSniper extends BaseJitter {
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oraclePrice,
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} = this.getAuctionAndOrderDetails(order);
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// don't increase risk if we're past max positions
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if (isVariant(order.marketType, 'perp')) {
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const currPerpPos = this.driftClient
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.getUser()
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.getPerpPosition(order.marketIndex);
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if (
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currPerpPos.baseAssetAmount.lt(ZERO) &&
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isVariant(order.direction, 'short')
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) {
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if (currPerpPos.baseAssetAmount.lte(params.minPosition)) {
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console.log(
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`Order would increase existing short (mkt ${getVariant(
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order.marketType
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)}-${order.marketIndex}) too much`
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);
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this.onGoingAuctions.delete(orderSignature);
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return;
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}
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} else if (
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currPerpPos.baseAssetAmount.gt(ZERO) &&
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isVariant(order.direction, 'long')
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) {
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if (currPerpPos.baseAssetAmount.gte(params.maxPosition)) {
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console.log(
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`Order would increase existing long (mkt ${getVariant(
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order.marketType
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)}-${order.marketIndex}) too much`
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);
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this.onGoingAuctions.delete(orderSignature);
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return;
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}
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}
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}
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console.log(`
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Taker wants to ${JSON.stringify(
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order.direction
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