@drift-labs/sdk 0.1.10 → 0.1.14

package/src/math/funding.ts

@@ -1,11 +1,11 @@
 import { BN } from '@project-serum/anchor';
+import { PriceData } from '@pythnetwork/client';
 import {
 	AMM_RESERVE_PRECISION,
 	MARK_PRICE_PRECISION,
 	QUOTE_PRECISION,
 	ZERO,
 } from '../constants/numericConstants';
-import { PythClient } from '../pythClient';
 import { Market } from '../types';
 import { calculateMarkPrice } from './market';
 
@@ -18,7 +18,7 @@ import { calculateMarkPrice } from './market';
  */
 export async function calculateAllEstimatedFundingRate(
 	market: Market,
-	pythClient: PythClient,
+	oraclePriceData: PriceData,
 	periodAdjustment: BN = new BN(1)
 ): Promise<[BN, BN, BN, BN, BN]> {
 	// periodAdjustment
@@ -43,9 +43,12 @@ export async function calculateAllEstimatedFundingRate(
 	const lastMarkPriceTwapTs = market.amm.lastMarkPriceTwapTs;
 
 	const timeSinceLastMarkChange = now.sub(lastMarkPriceTwapTs);
-	const markTwapTimeSinceLastUpdate = BN.max(secondsInHour, secondsInHour.sub(timeSinceLastMarkChange));
+	const markTwapTimeSinceLastUpdate = BN.max(
+		secondsInHour,
+		secondsInHour.sub(timeSinceLastMarkChange)
+	);
 	const baseAssetPriceWithMantissa = calculateMarkPrice(market);
-	
+
 	const markTwapWithMantissa = markTwapTimeSinceLastUpdate
 		.mul(lastMarkTwapWithMantissa)
 		.add(timeSinceLastMarkChange.mul(baseAssetPriceWithMantissa))
@@ -57,14 +60,44 @@ export async function calculateAllEstimatedFundingRate(
 	const lastOraclePriceTwapTs = market.amm.lastOraclePriceTwapTs;
 
 	const timeSinceLastOracleTwapUpdate = now.sub(lastOraclePriceTwapTs);
-	const oracleTwapTimeSinceLastUpdate = BN.max(secondsInHour, secondsInHour.sub(timeSinceLastOracleTwapUpdate));
-	const oraclePriceData = await pythClient.getPriceData(market.amm.oracle);
-	const oraclePriceStableWithMantissa = new BN(((oraclePriceData.price + oraclePriceData.previousPrice)/2) * MARK_PRICE_PRECISION.toNumber());
+	const oracleTwapTimeSinceLastUpdate = BN.max(
+		secondsInHour,
+		secondsInHour.sub(timeSinceLastOracleTwapUpdate)
+	);
+
+	// verify pyth input is positive for live update
+	let oracleStablePriceNum = 0;
+	let oracleInputCount = 0;
+	if (oraclePriceData.price >= 0) {
+		oracleStablePriceNum += oraclePriceData.price;
+		oracleInputCount += 1;
+	}
+	if (oraclePriceData.previousPrice >= 0) {
+		oracleStablePriceNum += oraclePriceData.previousPrice;
+		oracleInputCount += 1;
+	}
+
+	oracleStablePriceNum = oracleStablePriceNum / oracleInputCount;
+	const oraclePriceStableWithMantissa = new BN(
+		oracleStablePriceNum * MARK_PRICE_PRECISION.toNumber()
+	);
+
+	let oracleTwapWithMantissa = lastOracleTwapWithMantissa;
+
+	const oracleLiveVsTwap = oraclePriceStableWithMantissa
+		.sub(lastOracleTwapWithMantissa)
+		.abs()
+		.mul(MARK_PRICE_PRECISION)
+		.mul(new BN(100))
+		.div(lastOracleTwapWithMantissa);
 
-	const oracleTwapWithMantissa = oracleTwapTimeSinceLastUpdate
-		.mul(lastOracleTwapWithMantissa)
-		.add(timeSinceLastMarkChange.mul(oraclePriceStableWithMantissa))
-		.div(timeSinceLastOracleTwapUpdate.add(oracleTwapTimeSinceLastUpdate));
+	// verify pyth live input is within 10% of last twap for live update
+	if (oracleLiveVsTwap.lte(MARK_PRICE_PRECISION.mul(new BN(10)))) {
+		oracleTwapWithMantissa = oracleTwapTimeSinceLastUpdate
+			.mul(lastOracleTwapWithMantissa)
+			.add(timeSinceLastMarkChange.mul(oraclePriceStableWithMantissa))
+			.div(timeSinceLastOracleTwapUpdate.add(oracleTwapTimeSinceLastUpdate));
+	}
 
 	const twapSpread = markTwapWithMantissa.sub(oracleTwapWithMantissa);
 
@@ -98,64 +131,85 @@ export async function calculateAllEstimatedFundingRate(
 	if (market.baseAssetAmountLong.gt(market.baseAssetAmountShort.abs())) {
 		largerSide = market.baseAssetAmountLong.abs();
 		smallerSide = market.baseAssetAmountShort.abs();
-		if(twapSpread.gt(new BN(0))) {
-			return [markTwapWithMantissa, oracleTwapWithMantissa, lowerboundEst, interpEst, interpEst];
+		if (twapSpread.gt(new BN(0))) {
+			return [
+				markTwapWithMantissa,
+				oracleTwapWithMantissa,
+				lowerboundEst,
+				interpEst,
+				interpEst,
+			];
 		}
 	} else if (market.baseAssetAmountLong.lt(market.baseAssetAmountShort.abs())) {
 		largerSide = market.baseAssetAmountShort.abs();
 		smallerSide = market.baseAssetAmountLong.abs();
-		if(twapSpread.lt(new BN(0))){
-			return [markTwapWithMantissa, oracleTwapWithMantissa, lowerboundEst, interpEst, interpEst];
+		if (twapSpread.lt(new BN(0))) {
+			return [
+				markTwapWithMantissa,
+				oracleTwapWithMantissa,
+				lowerboundEst,
+				interpEst,
+				interpEst,
+			];
 		}
-	} else{
-		return [markTwapWithMantissa, oracleTwapWithMantissa, lowerboundEst, interpEst, interpEst];
+	} else {
+		return [
+			markTwapWithMantissa,
+			oracleTwapWithMantissa,
+			lowerboundEst,
+			interpEst,
+			interpEst,
+		];
 	}
 
 	if (largerSide.gt(ZERO)) {
-		cappedAltEst = smallerSide.mul(twapSpread).div(largerSide);
-
+		// funding smaller flow
+		cappedAltEst = smallerSide.mul(twapSpread).div(hoursInDay);
 		const feePoolTopOff = feePoolSize
 			.mul(MARK_PRICE_PRECISION.div(QUOTE_PRECISION))
-			.mul(AMM_RESERVE_PRECISION)
-			.div(largerSide);
-
-			cappedAltEst = cappedAltEst.add(feePoolTopOff);
+			.mul(AMM_RESERVE_PRECISION);
+		cappedAltEst = cappedAltEst.add(feePoolTopOff).div(largerSide);
 
 		cappedAltEst = cappedAltEst
 			.mul(MARK_PRICE_PRECISION)
 			.mul(new BN(100))
 			.div(oracleTwapWithMantissa)
-			.mul(periodAdjustment)
-			.div(hoursInDay);
-		if (cappedAltEst.abs().gt(interpEst.abs())) {
+			.mul(periodAdjustment);
+
+		if (cappedAltEst.abs().gte(interpEst.abs())) {
 			cappedAltEst = interpEst;
 		}
 	} else {
 		cappedAltEst = interpEst;
 	}
 
-
-	return [markTwapWithMantissa, oracleTwapWithMantissa, lowerboundEst, cappedAltEst, interpEst];
+	return [
+		markTwapWithMantissa,
+		oracleTwapWithMantissa,
+		lowerboundEst,
+		cappedAltEst,
+		interpEst,
+	];
 }
 
 /**
  *
  * @param market
- * @param pythClient
+ * @param oraclePriceData
  * @param periodAdjustment
  * @param estimationMethod
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
 export async function calculateEstimatedFundingRate(
 	market: Market,
-	pythClient: PythClient,
+	oraclePriceData: PriceData,
 	periodAdjustment: BN = new BN(1),
 	estimationMethod: 'interpolated' | 'lowerbound' | 'capped'
 ): Promise<BN> {
 	const [_1, _2, lowerboundEst, cappedAltEst, interpEst] =
 		await calculateAllEstimatedFundingRate(
 			market,
-			pythClient,
+			oraclePriceData,
 			periodAdjustment
 		);
 
@@ -179,14 +233,15 @@ export async function calculateEstimatedFundingRate(
  */
 export async function calculateLongShortFundingRate(
 	market: Market,
-	pythClient: PythClient,
+	oraclePriceData: PriceData,
 	periodAdjustment: BN = new BN(1)
 ): Promise<[BN, BN]> {
-	const [_1, _2, _, cappedAltEst, interpEst] = await calculateAllEstimatedFundingRate(
-		market,
-		pythClient,
-		periodAdjustment
-	);
+	const [_1, _2, _, cappedAltEst, interpEst] =
+		await calculateAllEstimatedFundingRate(
+			market,
+			oraclePriceData,
+			periodAdjustment
+		);
 
 	if (market.baseAssetAmountLong.gt(market.baseAssetAmountShort)) {
 		return [cappedAltEst, interpEst];
@@ -198,29 +253,32 @@ export async function calculateLongShortFundingRate(
 }
 
 /**
- * 
- * @param market 
- * @param pythClient 
- * @param periodAdjustment 
- * @param estimationMethod 
+ *
+ * @param market
+ * @param pythClient
+ * @param periodAdjustment
+ * @param estimationMethod
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
- export async function calculateLongShortFundingRateAndLiveTwaps(
+export async function calculateLongShortFundingRateAndLiveTwaps(
 	market: Market,
-	pythClient: PythClient,
-	periodAdjustment: BN = new BN(1),
+	oraclePriceData: PriceData,
+	periodAdjustment: BN = new BN(1)
 ): Promise<[BN, BN, BN, BN]> {
-	const [markTwapLive, oracleTwapLive, _2, cappedAltEst, interpEst] = 
-		await calculateAllEstimatedFundingRate(market, pythClient, periodAdjustment);
+	const [markTwapLive, oracleTwapLive, _2, cappedAltEst, interpEst] =
+		await calculateAllEstimatedFundingRate(
+			market,
+			oraclePriceData,
+			periodAdjustment
+		);
 
-	if(market.baseAssetAmountLong.gt(market.baseAssetAmountShort.abs())){
+	if (market.baseAssetAmountLong.gt(market.baseAssetAmountShort.abs())) {
 		return [markTwapLive, oracleTwapLive, cappedAltEst, interpEst];
-	} else if(market.baseAssetAmountLong.lt(market.baseAssetAmountShort.abs())){
+	} else if (market.baseAssetAmountLong.lt(market.baseAssetAmountShort.abs())) {
 		return [markTwapLive, oracleTwapLive, interpEst, cappedAltEst];
-	} else{
+	} else {
 		return [markTwapLive, oracleTwapLive, interpEst, interpEst];
 	}
-
 }
 
 /**

package/src/math/insuranceFund.ts

@@ -0,0 +1,29 @@
+import { MarketsAccount, StateAccount } from '../types';
+import BN from 'bn.js';
+import { Connection } from '@solana/web3.js';
+
+/**
+ * In the case of a levered loss, the exchange first pays out undistributed fees and then the insurance fund.
+ * Thus the de facto size of the insurance fund is the amount in the insurance vault plus the sum of each markets
+ * undistributed fees.
+ *
+ * @param connection
+ * @param state
+ * @param marketsAccount
+ * @returns Precision : QUOTE_ASSET_PRECISION
+ */
+export async function calculateInsuranceFundSize(
+	connection: Connection,
+	state: StateAccount,
+	marketsAccount: MarketsAccount
+): Promise<BN> {
+	const insuranceVaultPublicKey = state.insuranceVault;
+	const insuranceVaultAmount = new BN(
+		(
+			await connection.getTokenAccountBalance(insuranceVaultPublicKey)
+		).value.amount
+	);
+	return marketsAccount.markets.reduce((insuranceVaultAmount, market) => {
+		return insuranceVaultAmount.add(market.amm.totalFee.div(new BN(2)));
+	}, insuranceVaultAmount);
+}

package/src/math/position.ts

@@ -1,16 +1,16 @@
-import { Market, PositionDirection, UserPosition } from '../types';
-import {
-	AMM_TO_QUOTE_PRECISION_RATIO,
-	PEG_PRECISION,
-	ZERO,
-} from '../constants/numericConstants';
 import BN from 'bn.js';
-import { calculateAmmReservesAfterSwap, getSwapDirection } from './amm';
 import {
 	AMM_RESERVE_PRECISION,
+	AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO,
+	AMM_TO_QUOTE_PRECISION_RATIO,
 	FUNDING_PAYMENT_PRECISION,
+	MARK_PRICE_PRECISION,
+	ONE,
 	PRICE_TO_QUOTE_PRECISION,
+	ZERO,
 } from '../constants/numericConstants';
+import { Market, PositionDirection, UserPosition } from '../types';
+import { calculateAmmReservesAfterSwap, getSwapDirection } from './amm';
 
 /**
  * calculateBaseAssetValue
@@ -43,15 +43,13 @@ export function calculateBaseAssetValue(
 			return market.amm.quoteAssetReserve
 				.sub(newQuoteAssetReserve)
 				.mul(market.amm.pegMultiplier)
-				.div(PEG_PRECISION)
-				.div(AMM_TO_QUOTE_PRECISION_RATIO);
+				.div(AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO);
 
 		case PositionDirection.LONG:
 			return newQuoteAssetReserve
 				.sub(market.amm.quoteAssetReserve)
 				.mul(market.amm.pegMultiplier)
-				.div(PEG_PRECISION)
-				.div(AMM_TO_QUOTE_PRECISION_RATIO);
+				.div(AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO);
 	}
 }
 
@@ -72,21 +70,13 @@ export function calculatePositionPNL(
 		return ZERO;
 	}
 
-	const directionToClose = marketPosition.baseAssetAmount.gt(ZERO)
-		? PositionDirection.SHORT
-		: PositionDirection.LONG;
-
 	const baseAssetValue = calculateBaseAssetValue(market, marketPosition);
-	let pnlAssetAmount;
 
-	switch (directionToClose) {
-		case PositionDirection.SHORT:
-			pnlAssetAmount = baseAssetValue.sub(marketPosition.quoteAssetAmount);
-			break;
-
-		case PositionDirection.LONG:
-			pnlAssetAmount = marketPosition.quoteAssetAmount.sub(baseAssetValue);
-			break;
+	let pnl;
+	if (marketPosition.baseAssetAmount.gt(ZERO)) {
+		pnl = baseAssetValue.sub(marketPosition.quoteAssetAmount);
+	} else {
+		pnl = marketPosition.quoteAssetAmount.sub(baseAssetValue).sub(ONE);
 	}
 
 	if (withFunding) {
@@ -95,10 +85,10 @@ export function calculatePositionPNL(
 			marketPosition
 		).div(PRICE_TO_QUOTE_PRECISION);
 
-		pnlAssetAmount = pnlAssetAmount.add(fundingRatePnL);
+		pnl = pnl.add(fundingRatePnL);
 	}
 
-	return pnlAssetAmount;
+	return pnl;
 }
 
 /**
@@ -131,3 +121,20 @@ export function calculatePositionFundingPNL(
 
 	return perPositionFundingRate;
 }
+
+/**
+ *
+ * @param userPosition
+ * @returns Precision: MARK_PRICE_PRECISION (10^10)
+ */
+export function calculateEntryPrice(userPosition: UserPosition): BN {
+	if (userPosition.baseAssetAmount.eq(ZERO)) {
+		return ZERO;
+	}
+
+	return userPosition.quoteAssetAmount
+		.mul(MARK_PRICE_PRECISION)
+		.mul(AMM_TO_QUOTE_PRECISION_RATIO)
+		.div(userPosition.baseAssetAmount)
+		.abs();
+}

package/src/math/trade.ts

@@ -146,7 +146,8 @@ export function calculateTradeAcquiredAmounts(
 export function calculateTargetPriceTrade(
 	market: Market,
 	targetPrice: BN,
-	pct: BN = MAXPCT
+	pct: BN = MAXPCT,
+	outputAssetType: AssetType = 'quote'
 ): [PositionDirection, BN, BN, BN] {
 	assert(market.amm.baseAssetReserve.gt(ZERO));
 	assert(targetPrice.gt(ZERO));
@@ -199,7 +200,7 @@ export function calculateTargetPriceTrade(
 			.mul(peg)
 			.div(PEG_PRECISION)
 			.div(AMM_TO_QUOTE_PRECISION_RATIO);
-		baseSize = baseAssetReserveBefore.sub(baseAssetReserveAfter);
+		baseSize = baseAssetReserveAfter.sub(baseAssetReserveBefore);
 	} else if (markPriceBefore.lt(targetPrice)) {
 		// underestimate y2
 		baseAssetReserveAfter = squareRootBN(
@@ -221,7 +222,7 @@ export function calculateTargetPriceTrade(
 			.mul(peg)
 			.div(PEG_PRECISION)
 			.div(AMM_TO_QUOTE_PRECISION_RATIO);
-		baseSize = baseAssetReserveAfter.sub(baseAssetReserveBefore);
+		baseSize = baseAssetReserveBefore.sub(baseAssetReserveAfter);
 	} else {
 		// no trade, market is at target
 		direction = PositionDirection.LONG;
@@ -254,6 +255,9 @@ export function calculateTargetPriceTrade(
 			'err: ' +
 			tp2.sub(tp1).abs().toString()
 	);
-
-	return [direction, tradeSize, entryPrice, targetPrice];
+	if (outputAssetType == 'quote') {
+		return [direction, tradeSize, entryPrice, targetPrice];
+	} else {
+		return [direction, baseSize, entryPrice, targetPrice];
+	}
 }

package/src/types.ts

@@ -259,60 +259,6 @@ export type UserAccount = {
 	totalFeePaid: BN;
 };
 
-// # UI ↔ History Server Data Types
-export interface Trade {
-	price: number;
-	beforePrice: number;
-	afterPrice: number;
-	side: TradeSide;
-	size: number;
-	quoteSize: number;
-	ts: number;
-	fee: number;
-	marketIndex: number;
-	chainTs: number;
-}
-
-export type Liquidation = {
-	ts: number;
-	chainTs: number;
-	recordId: number;
-	userAuthority: PublicKey;
-	user: PublicKey;
-	partial: boolean;
-	baseAssetValue: number;
-	baseAssetValueClosed: number;
-	liquidationFee: number;
-	feeToLiquidator: number;
-	feeToInsuranceFund: number;
-	liquidator: PublicKey;
-	totalCollateral: number;
-	collateral: number;
-	unrealizedPnl: number;
-	marginRatio: number;
-};
-
-export type Candle = {
-	open: number;
-	close: number;
-	high: number;
-	low: number;
-	volume: number;
-	start: number;
-	end: number;
-};
-export interface FundingPayment {
-	userPublicKey: string;
-	serverTs: number;
-	marketIndex: number;
-	amount: string;
-	blockchainTs: number;
-	baseAssetAmount: string;
-	userLastCumulativeFunding: string;
-	userLastFundingRateTs: string;
-	rate: number;
-}
-
 // # Misc Types
 export interface IWallet {
 	signTransaction(tx: Transaction): Promise<Transaction>;

package/src/util/computeUnits.ts

@@ -0,0 +1,21 @@
+import { Connection, Finality, PublicKey } from '@solana/web3.js';
+
+export async function findComputeUnitConsumption(
+	programId: PublicKey,
+	connection: Connection,
+	txSignature: string,
+	commitment: Finality = 'confirmed'
+): Promise<number[]> {
+	const tx = await connection.getTransaction(txSignature, { commitment });
+	const computeUnits = [];
+	const regex = new RegExp(
+		`Program ${programId.toString()} consumed ([0-9]{0,6}) of 200000 compute units`
+	);
+	tx.meta.logMessages.forEach((logMessage) => {
+		const match = logMessage.match(regex);
+		if (match && match[1]) {
+			computeUnits.push(match[1]);
+		}
+	});
+	return computeUnits;
+}

package/src/wallet.ts

@@ -0,0 +1,22 @@
+import { Keypair, PublicKey, Transaction } from '@solana/web3.js';
+import { IWallet } from './types';
+
+export class Wallet implements IWallet {
+	constructor(readonly payer: Keypair) {}
+
+	async signTransaction(tx: Transaction): Promise<Transaction> {
+		tx.partialSign(this.payer);
+		return tx;
+	}
+
+	async signAllTransactions(txs: Transaction[]): Promise<Transaction[]> {
+		return txs.map((t) => {
+			t.partialSign(this.payer);
+			return t;
+		});
+	}
+
+	get publicKey(): PublicKey {
+		return this.payer.publicKey;
+	}
+}

package/.eslintrc.json

@@ -1,36 +0,0 @@
-{
-	"root": true,
-	"parser": "@typescript-eslint/parser",
-	"env": {
-		"browser": true
-	},
-	"ignorePatterns": ["**/lib"],
-	"plugins": [],
-	"extends": [
-		"eslint:recommended",
-		"plugin:@typescript-eslint/eslint-recommended",
-		"plugin:@typescript-eslint/recommended"
-	],
-	"rules": {
-		"@typescript-eslint/explicit-function-return-type": "off",
-		"@typescript-eslint/ban-ts-ignore": "off",
-		"@typescript-eslint/ban-ts-comment": "off",
-		"@typescript-eslint/no-explicit-any": "off",
-		"@typescript-eslint/no-unused-vars": [
-			2,
-			{
-				"argsIgnorePattern": "^_",
-				"varsIgnorePattern": "^_"
-			}
-		],
-		"@typescript-eslint/no-var-requires": 0,
-		"@typescript-eslint/no-empty-function": 0,
-		"no-mixed-spaces-and-tabs": [2, "smart-tabs"],
-		"semi": 2
-	},
-	"settings": {
-		"react": {
-			"version": "detect"
-		}
-	}
-}

package/.prettierignore

@@ -1 +0,0 @@
-**/node_modules/**

package/.prettierrc.js

@@ -1,9 +0,0 @@
-module.exports = {
-	semi: true,
-	trailingComma: 'es5',
-	singleQuote: true,
-	printWidth: 80,
-	tabWidth: 2,
-	useTabs: true,
-	bracketSameLine: false,
-};

package/lib/accounts/defaultHistoryAccountSubscriber.d.ts

@@ -1,29 +0,0 @@
-/// <reference types="node" />
-import { ClearingHouseAccountEvents, HistoryAccountSubscriber } from './types';
-import { AccountSubscriber } from './types';
-import { CurveHistoryAccount, DepositHistoryAccount, FundingPaymentHistoryAccount, FundingRateHistoryAccount, LiquidationHistoryAccount, TradeHistoryAccount } from '../types';
-import { Program } from '@project-serum/anchor';
-import StrictEventEmitter from 'strict-event-emitter-types';
-import { EventEmitter } from 'events';
-export declare class DefaultHistoryAccountSubscriber implements HistoryAccountSubscriber {
-    isSubscribed: boolean;
-    program: Program;
-    eventEmitter: StrictEventEmitter<EventEmitter, ClearingHouseAccountEvents>;
-    tradeHistoryAccountSubscriber?: AccountSubscriber<TradeHistoryAccount>;
-    depositHistoryAccountSubscriber?: AccountSubscriber<DepositHistoryAccount>;
-    fundingPaymentHistoryAccountSubscriber?: AccountSubscriber<FundingPaymentHistoryAccount>;
-    fundingRateHistoryAccountSubscriber?: AccountSubscriber<FundingRateHistoryAccount>;
-    curveHistoryAccountSubscriber?: AccountSubscriber<CurveHistoryAccount>;
-    liquidationHistoryAccountSubscriber?: AccountSubscriber<LiquidationHistoryAccount>;
-    constructor(program: Program);
-    subscribe(): Promise<boolean>;
-    unsubscribe(): Promise<void>;
-    assertIsSubscribed(): void;
-    getTradeHistoryAccount(): TradeHistoryAccount;
-    getDepositHistoryAccount(): DepositHistoryAccount;
-    getFundingPaymentHistoryAccount(): FundingPaymentHistoryAccount;
-    getFundingRateHistoryAccount(): FundingRateHistoryAccount;
-    getCurveHistoryAccount(): CurveHistoryAccount;
-    getLiquidationHistoryAccount(): LiquidationHistoryAccount;
-}
-//# sourceMappingURL=defaultHistoryAccountSubscriber.d.ts.map

package/lib/accounts/defaultHistoryAccountSubscriber.d.ts.map

@@ -1 +0,0 @@
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