@drift-labs/sdk-browser 2.162.0-beta.1 → 2.162.0-beta.2

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Files changed (10) hide show
  1. package/VERSION +1 -1
  2. package/lib/browser/math/spotBalance.js +2 -2
  3. package/lib/browser/math/spotPosition.js +2 -2
  4. package/lib/node/math/spotBalance.js +2 -2
  5. package/lib/node/math/spotPosition.d.ts.map +1 -1
  6. package/lib/node/math/spotPosition.js +2 -2
  7. package/package.json +1 -1
  8. package/src/math/spotBalance.ts +2 -2
  9. package/src/math/spotPosition.ts +5 -2
  10. package/tests/user/test.ts +54 -0
package/VERSION CHANGED
@@ -1 +1 @@
1
- 2.162.0-beta.1
1
+ 2.162.0-beta.2
package/lib/browser/math/spotBalance.js CHANGED
@@ -410,7 +410,7 @@ function getSpotAssetValue(tokenAmount, strictOraclePrice, spotMarketAccount, ma
410
410
  let weight = calculateAssetWeight(tokenAmount, strictOraclePrice.current, spotMarketAccount, marginCategory);
411
411
  if (marginCategory === 'Initial' &&
412
412
  spotMarketAccount.marketIndex !== numericConstants_1.QUOTE_SPOT_MARKET_INDEX) {
413
- const userCustomAssetWeight = anchor_1.BN.max(numericConstants_1.ZERO, numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION.subn(maxMarginRatio));
413
+ const userCustomAssetWeight = anchor_1.BN.max(numericConstants_1.ZERO, numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION.sub(new anchor_1.BN(maxMarginRatio)));
414
414
  weight = anchor_1.BN.min(weight, userCustomAssetWeight);
415
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  }
416
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  assetValue = assetValue.mul(weight).div(numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION);
@@ -424,7 +424,7 @@ function getSpotLiabilityValue(tokenAmount, strictOraclePrice, spotMarketAccount
424
424
  let weight = calculateLiabilityWeight(tokenAmount, spotMarketAccount, marginCategory);
425
425
  if (marginCategory === 'Initial' &&
426
426
  spotMarketAccount.marketIndex !== numericConstants_1.QUOTE_SPOT_MARKET_INDEX) {
427
- weight = anchor_1.BN.max(weight, numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION.addn(maxMarginRatio));
427
+ weight = anchor_1.BN.max(weight, numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION.add(new anchor_1.BN(maxMarginRatio)));
428
428
  }
429
429
  if (liquidationBuffer !== undefined) {
430
430
  weight = weight.add(liquidationBuffer);
package/lib/browser/math/spotPosition.js CHANGED
@@ -45,8 +45,8 @@ function calculateWeightedTokenValue(tokenAmount, tokenValue, oraclePrice, spotM
45
45
  customMarginRatio &&
46
46
  spotMarket.marketIndex !== numericConstants_1.QUOTE_SPOT_MARKET_INDEX) {
47
47
  const userCustomAssetWeight = tokenValue.gte(numericConstants_1.ZERO)
48
- ? anchor_1.BN.max(numericConstants_1.ZERO, numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION.subn(customMarginRatio))
49
- : numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION.addn(customMarginRatio);
48
+ ? anchor_1.BN.max(numericConstants_1.ZERO, numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION.sub(new anchor_1.BN(customMarginRatio)))
49
+ : numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION.add(new anchor_1.BN(customMarginRatio));
50
50
  weight = tokenValue.gte(numericConstants_1.ZERO)
51
51
  ? anchor_1.BN.min(weight, userCustomAssetWeight)
52
52
  : anchor_1.BN.max(weight, userCustomAssetWeight);
package/lib/node/math/spotBalance.js CHANGED
@@ -410,7 +410,7 @@ function getSpotAssetValue(tokenAmount, strictOraclePrice, spotMarketAccount, ma
410
410
  let weight = calculateAssetWeight(tokenAmount, strictOraclePrice.current, spotMarketAccount, marginCategory);
411
411
  if (marginCategory === 'Initial' &&
412
412
  spotMarketAccount.marketIndex !== numericConstants_1.QUOTE_SPOT_MARKET_INDEX) {
413
- const userCustomAssetWeight = anchor_1.BN.max(numericConstants_1.ZERO, numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION.subn(maxMarginRatio));
413
+ const userCustomAssetWeight = anchor_1.BN.max(numericConstants_1.ZERO, numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION.sub(new anchor_1.BN(maxMarginRatio)));
414
414
  weight = anchor_1.BN.min(weight, userCustomAssetWeight);
415
415
  }
416
416
  assetValue = assetValue.mul(weight).div(numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION);
@@ -424,7 +424,7 @@ function getSpotLiabilityValue(tokenAmount, strictOraclePrice, spotMarketAccount
424
424
  let weight = calculateLiabilityWeight(tokenAmount, spotMarketAccount, marginCategory);
425
425
  if (marginCategory === 'Initial' &&
426
426
  spotMarketAccount.marketIndex !== numericConstants_1.QUOTE_SPOT_MARKET_INDEX) {
427
- weight = anchor_1.BN.max(weight, numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION.addn(maxMarginRatio));
427
+ weight = anchor_1.BN.max(weight, numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION.add(new anchor_1.BN(maxMarginRatio)));
428
428
  }
429
429
  if (liquidationBuffer !== undefined) {
430
430
  weight = weight.add(liquidationBuffer);
package/lib/node/math/spotPosition.d.ts.map CHANGED
@@ -1 +1 @@
1
- {"version":3,"file":"spotPosition.d.ts","sourceRoot":"","sources":["../../../src/math/spotPosition.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,cAAc,EAAE,iBAAiB,EAAE,YAAY,EAAE,MAAM,UAAU,CAAC;AAM3E,OAAO,EAAE,EAAE,EAAE,MAAM,mBAAmB,CAAC;AASvC,OAAO,EAAE,iBAAiB,EAAE,MAAM,8BAA8B,CAAC;AAEjE,wBAAgB,uBAAuB,CAAC,QAAQ,EAAE,YAAY,GAAG,OAAO,CAEvE;AAED,MAAM,MAAM,mBAAmB,GAAG;IACjC,WAAW,EAAE,EAAE,CAAC;IAChB,WAAW,EAAE,EAAE,CAAC;IAChB,UAAU,EAAE,EAAE,CAAC;IACf,MAAM,EAAE,EAAE,CAAC;IACX,kBAAkB,EAAE,EAAE,CAAC;IACvB,0BAA0B,MAAC;CAC3B,CAAC;AAEF,wBAAgB,wBAAwB,CACvC,YAAY,EAAE,YAAY,EAC1B,iBAAiB,EAAE,iBAAiB,EACpC,iBAAiB,EAAE,iBAAiB,EACpC,cAAc,EAAE,cAAc,EAC9B,iBAAiB,CAAC,EAAE,MAAM,EAC1B,iBAAiB,GAAE,OAAc,GAC/B,mBAAmB,CAkErB;AAED,wBAAgB,2BAA2B,CAC1C,WAAW,EAAE,EAAE,EACf,UAAU,EAAE,EAAE,EACd,WAAW,EAAE,EAAE,EACf,UAAU,EAAE,iBAAiB,EAC7B,cAAc,EAAE,cAAc,EAC9B,iBAAiB,CAAC,EAAE,MAAM,GACxB;IAAE,MAAM,EAAE,EAAE,CAAC;IAAC,kBAAkB,EAAE,EAAE,CAAA;CAAE,CAqCxC;AAED,wBAAgB,iBAAiB,CAChC,WAAW,EAAE,EAAE,EACf,UAAU,EAAE,EAAE,EACd,UAAU,EAAE,EAAE,EACd,iBAAiB,EAAE,iBAAiB,EACpC,UAAU,EAAE,iBAAiB,EAC7B,cAAc,EAAE,cAAc,EAC9B,iBAAiB,CAAC,EAAE,MAAM,GACxB,mBAAmB,CA4BrB"}
1
+ {"version":3,"file":"spotPosition.d.ts","sourceRoot":"","sources":["../../../src/math/spotPosition.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,cAAc,EAAE,iBAAiB,EAAE,YAAY,EAAE,MAAM,UAAU,CAAC;AAM3E,OAAO,EAAE,EAAE,EAAE,MAAM,mBAAmB,CAAC;AASvC,OAAO,EAAE,iBAAiB,EAAE,MAAM,8BAA8B,CAAC;AAEjE,wBAAgB,uBAAuB,CAAC,QAAQ,EAAE,YAAY,GAAG,OAAO,CAEvE;AAED,MAAM,MAAM,mBAAmB,GAAG;IACjC,WAAW,EAAE,EAAE,CAAC;IAChB,WAAW,EAAE,EAAE,CAAC;IAChB,UAAU,EAAE,EAAE,CAAC;IACf,MAAM,EAAE,EAAE,CAAC;IACX,kBAAkB,EAAE,EAAE,CAAC;IACvB,0BAA0B,MAAC;CAC3B,CAAC;AAEF,wBAAgB,wBAAwB,CACvC,YAAY,EAAE,YAAY,EAC1B,iBAAiB,EAAE,iBAAiB,EACpC,iBAAiB,EAAE,iBAAiB,EACpC,cAAc,EAAE,cAAc,EAC9B,iBAAiB,CAAC,EAAE,MAAM,EAC1B,iBAAiB,GAAE,OAAc,GAC/B,mBAAmB,CAkErB;AAED,wBAAgB,2BAA2B,CAC1C,WAAW,EAAE,EAAE,EACf,UAAU,EAAE,EAAE,EACd,WAAW,EAAE,EAAE,EACf,UAAU,EAAE,iBAAiB,EAC7B,cAAc,EAAE,cAAc,EAC9B,iBAAiB,CAAC,EAAE,MAAM,GACxB;IAAE,MAAM,EAAE,EAAE,CAAC;IAAC,kBAAkB,EAAE,EAAE,CAAA;CAAE,CAwCxC;AAED,wBAAgB,iBAAiB,CAChC,WAAW,EAAE,EAAE,EACf,UAAU,EAAE,EAAE,EACd,UAAU,EAAE,EAAE,EACd,iBAAiB,EAAE,iBAAiB,EACpC,UAAU,EAAE,iBAAiB,EAC7B,cAAc,EAAE,cAAc,EAC9B,iBAAiB,CAAC,EAAE,MAAM,GACxB,mBAAmB,CA4BrB"}
package/lib/node/math/spotPosition.js CHANGED
@@ -45,8 +45,8 @@ function calculateWeightedTokenValue(tokenAmount, tokenValue, oraclePrice, spotM
45
45
  customMarginRatio &&
46
46
  spotMarket.marketIndex !== numericConstants_1.QUOTE_SPOT_MARKET_INDEX) {
47
47
  const userCustomAssetWeight = tokenValue.gte(numericConstants_1.ZERO)
48
- ? anchor_1.BN.max(numericConstants_1.ZERO, numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION.subn(customMarginRatio))
49
- : numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION.addn(customMarginRatio);
48
+ ? anchor_1.BN.max(numericConstants_1.ZERO, numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION.sub(new anchor_1.BN(customMarginRatio)))
49
+ : numericConstants_1.SPOT_MARKET_WEIGHT_PRECISION.add(new anchor_1.BN(customMarginRatio));
50
50
  weight = tokenValue.gte(numericConstants_1.ZERO)
51
51
  ? anchor_1.BN.min(weight, userCustomAssetWeight)
52
52
  : anchor_1.BN.max(weight, userCustomAssetWeight);
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@drift-labs/sdk-browser",
3
- "version": "2.162.0-beta.1",
3
+ "version": "2.162.0-beta.2",
4
4
  "main": "lib/node/index.js",
5
5
  "types": "lib/node/index.d.ts",
6
6
  "module": "./lib/browser/index.js",
package/src/math/spotBalance.ts CHANGED
@@ -697,7 +697,7 @@ export function getSpotAssetValue(
697
697
  ) {
698
698
  const userCustomAssetWeight = BN.max(
699
699
  ZERO,
700
- SPOT_MARKET_WEIGHT_PRECISION.subn(maxMarginRatio)
700
+ SPOT_MARKET_WEIGHT_PRECISION.sub(new BN(maxMarginRatio))
701
701
  );
702
702
  weight = BN.min(weight, userCustomAssetWeight);
703
703
  }
@@ -735,7 +735,7 @@ export function getSpotLiabilityValue(
735
735
  ) {
736
736
  weight = BN.max(
737
737
  weight,
738
- SPOT_MARKET_WEIGHT_PRECISION.addn(maxMarginRatio)
738
+ SPOT_MARKET_WEIGHT_PRECISION.add(new BN(maxMarginRatio))
739
739
  );
740
740
  }
741
741
 
package/src/math/spotPosition.ts CHANGED
@@ -133,8 +133,11 @@ export function calculateWeightedTokenValue(
133
133
  spotMarket.marketIndex !== QUOTE_SPOT_MARKET_INDEX
134
134
  ) {
135
135
  const userCustomAssetWeight = tokenValue.gte(ZERO)
136
- ? BN.max(ZERO, SPOT_MARKET_WEIGHT_PRECISION.subn(customMarginRatio))
137
- : SPOT_MARKET_WEIGHT_PRECISION.addn(customMarginRatio);
136
+ ? BN.max(
137
+ ZERO,
138
+ SPOT_MARKET_WEIGHT_PRECISION.sub(new BN(customMarginRatio))
139
+ )
140
+ : SPOT_MARKET_WEIGHT_PRECISION.add(new BN(customMarginRatio));
138
141
 
139
142
  weight = tokenValue.gte(ZERO)
140
143
  ? BN.min(weight, userCustomAssetWeight)
package/tests/user/test.ts CHANGED
@@ -18,6 +18,7 @@ import {
18
18
  SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
19
19
  SpotBalanceType,
20
20
  MARGIN_PRECISION,
21
+ getSpotAssetValue,
21
22
  } from '../../src';
22
23
  import { MockUserMap, mockPerpMarkets, mockSpotMarkets } from '../dlob/helpers';
23
24
  import { assert } from '../../src/assert/assert';
@@ -458,6 +459,59 @@ describe('User Tests', () => {
458
459
 
459
460
  console.log(worstCaseAfter);
460
461
  assert(worstCaseAfter.weight.eq(new BN(0))); // not allowed to increase exposure
462
+
463
+ // customMarginRatio > SPOT weight precision must not throw (BN subn asserted non-negative)
464
+ const depositOnlyNonQuote = Object.assign(
465
+ {},
466
+ myMockUserAccount.spotPositions[1],
467
+ {
468
+ marketIndex: 1,
469
+ scaledBalance: new BN(100).mul(SPOT_MARKET_BALANCE_PRECISION),
470
+ openBids: ZERO,
471
+ openAsks: ZERO,
472
+ }
473
+ );
474
+ for (const ratio of [
475
+ MARGIN_PRECISION.toNumber() * 2,
476
+ MARGIN_PRECISION.toNumber() * 10,
477
+ 89478485,
478
+ ]) {
479
+ const wc = getWorstCaseTokenAmounts(
480
+ depositOnlyNonQuote,
481
+ solMarket,
482
+ strictOraclePrice,
483
+ 'Initial',
484
+ ratio
485
+ );
486
+ assert(wc.weight.eq(new BN(0)));
487
+ assert(wc.weightedTokenValue.eq(ZERO));
488
+ }
489
+ });
490
+
491
+ it('getSpotAssetValue: large maxMarginRatio does not throw (matches getFreeCollateral path)', () => {
492
+ const solMarket = Object.assign({}, _.cloneDeep(mockSpotMarkets[1]), {
493
+ marketIndex: 1,
494
+ initialAssetWeight: 8000,
495
+ initialLiabilityWeight: 12000,
496
+ cumulativeDepositInterest: SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
497
+ cumulativeBorrowInterest: SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
498
+ });
499
+ const strictOraclePrice = new StrictOraclePrice(PRICE_PRECISION.muln(25));
500
+ const tokenAmount = new BN(100).mul(LAMPORTS_PRECISION);
501
+
502
+ for (const ratio of [
503
+ MARGIN_PRECISION.toNumber() * 2,
504
+ 89478485,
505
+ ]) {
506
+ const assetValue = getSpotAssetValue(
507
+ tokenAmount,
508
+ strictOraclePrice,
509
+ solMarket,
510
+ ratio,
511
+ 'Initial'
512
+ );
513
+ assert(assetValue.eq(ZERO));
514
+ }
461
515
  });
462
516
 
463
517
  it('custom margin ratio (sol perp)', async () => {