@drift-labs/sdk 0.1.12 → 0.1.13

package/src/math/position.ts

@@ -1,18 +1,15 @@
-import { Market, PositionDirection, UserPosition } from '../types';
+import BN from 'bn.js';
 import {
+	AMM_RESERVE_PRECISION, AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO,
 	AMM_TO_QUOTE_PRECISION_RATIO,
-	MARK_PRICE_PRECISION,
+	FUNDING_PAYMENT_PRECISION,
+	MARK_PRICE_PRECISION, ONE,
 	PEG_PRECISION,
-	QUOTE_PRECISION,
+	PRICE_TO_QUOTE_PRECISION,
 	ZERO,
 } from '../constants/numericConstants';
-import BN from 'bn.js';
+import { Market, PositionDirection, UserPosition } from '../types';
 import { calculateAmmReservesAfterSwap, getSwapDirection } from './amm';
-import {
-	AMM_RESERVE_PRECISION,
-	FUNDING_PAYMENT_PRECISION,
-	PRICE_TO_QUOTE_PRECISION,
-} from '../constants/numericConstants';
 
 /**
  * calculateBaseAssetValue
@@ -45,15 +42,13 @@ 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)
 	}
 }
 
@@ -74,21 +69,13 @@ 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) {
@@ -97,10 +84,10 @@ export function calculatePositionPNL(
 			marketPosition
 		).div(PRICE_TO_QUOTE_PRECISION);
 
-		pnlAssetAmount = pnlAssetAmount.add(fundingRatePnL);
+		pnl = pnl.add(fundingRatePnL);
 	}
 
-	return pnlAssetAmount;
+	return pnl;
 }
 
 /**

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

@@ -244,9 +244,6 @@ export type UserPosition = {
 	lastCumulativeFundingRate: BN;
 	marketIndex: BN;
 	quoteAssetAmount: BN;
-	unrealizedPnl?: BN;
-	unrealizedFundingPnl?: BN;
-	baseAssetValue?: BN;
 };
 
 export type UserPositionsAccount = {
@@ -262,17 +259,6 @@ export type UserAccount = {
 	totalFeePaid: BN;
 };
 
-export type UserSnapshotRecord = {
-	ts: BN;
-	userAuthority: PublicKey;
-	user: PublicKey;
-	userPositions: UserPosition[];
-	userTotalRealizedPnl: BN;
-	userTotalUnrealizedPnl: BN;
-	userTotalUnrealizedFundingPnl: BN;
-	userCollateral: BN;
-};
-
 // # Misc Types
 export interface IWallet {
 	signTransaction(tx: Transaction): Promise<Transaction>;

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/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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package/lib/accounts/defaultHistoryAccountSubscriber.js

@@ -1,110 +0,0 @@
-"use strict";
-var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
-    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
-    return new (P || (P = Promise))(function (resolve, reject) {
-        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
-        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
-        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
-        step((generator = generator.apply(thisArg, _arguments || [])).next());
-    });
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.DefaultHistoryAccountSubscriber = void 0;
-const types_1 = require("./types");
-const events_1 = require("events");
-const addresses_1 = require("../addresses");
-const webSocketAccountSubscriber_1 = require("./webSocketAccountSubscriber");
-class DefaultHistoryAccountSubscriber {
-    constructor(program) {
-        this.isSubscribed = false;
-        this.program = program;
-        this.eventEmitter = new events_1.EventEmitter();
-    }
-    subscribe() {
-        return __awaiter(this, void 0, void 0, function* () {
-            if (this.isSubscribed) {
-                return true;
-            }
-            const statePublicKey = yield addresses_1.getClearingHouseStateAccountPublicKey(this.program.programId);
-            const state = yield this.program.account.state.fetch(statePublicKey);
-            this.tradeHistoryAccountSubscriber = new webSocketAccountSubscriber_1.WebSocketAccountSubscriber('tradeHistory', this.program, state.tradeHistory);
-            yield this.tradeHistoryAccountSubscriber.subscribe((data) => {
-                this.eventEmitter.emit('tradeHistoryAccountUpdate', data);
-                this.eventEmitter.emit('update');
-            });
-            this.depositHistoryAccountSubscriber = new webSocketAccountSubscriber_1.WebSocketAccountSubscriber('depositHistory', this.program, state.depositHistory);
-            yield this.depositHistoryAccountSubscriber.subscribe((data) => {
-                this.eventEmitter.emit('depositHistoryAccountUpdate', data);
-                this.eventEmitter.emit('update');
-            });
-            this.fundingPaymentHistoryAccountSubscriber =
-                new webSocketAccountSubscriber_1.WebSocketAccountSubscriber('fundingPaymentHistory', this.program, state.fundingPaymentHistory);
-            yield this.fundingPaymentHistoryAccountSubscriber.subscribe((data) => {
-                this.eventEmitter.emit('fundingPaymentHistoryAccountUpdate', data);
-                this.eventEmitter.emit('update');
-            });
-            this.fundingRateHistoryAccountSubscriber = new webSocketAccountSubscriber_1.WebSocketAccountSubscriber('fundingRateHistory', this.program, state.fundingRateHistory);
-            yield this.fundingRateHistoryAccountSubscriber.subscribe((data) => {
-                this.eventEmitter.emit('fundingRateHistoryAccountUpdate', data);
-                this.eventEmitter.emit('update');
-            });
-            this.liquidationHistoryAccountSubscriber = new webSocketAccountSubscriber_1.WebSocketAccountSubscriber('liquidationHistory', this.program, state.liquidationHistory);
-            yield this.liquidationHistoryAccountSubscriber.subscribe((data) => {
-                this.eventEmitter.emit('liquidationHistoryAccountUpdate', data);
-                this.eventEmitter.emit('update');
-            });
-            this.curveHistoryAccountSubscriber = new webSocketAccountSubscriber_1.WebSocketAccountSubscriber('curveHistory', this.program, state.curveHistory);
-            yield this.curveHistoryAccountSubscriber.subscribe((data) => {
-                this.eventEmitter.emit('curveHistoryAccountUpdate', data);
-                this.eventEmitter.emit('update');
-            });
-            this.eventEmitter.emit('update');
-            this.isSubscribed = true;
-            return true;
-        });
-    }
-    unsubscribe() {
-        return __awaiter(this, void 0, void 0, function* () {
-            if (!this.isSubscribed) {
-                return;
-            }
-            yield this.tradeHistoryAccountSubscriber.unsubscribe();
-            yield this.fundingRateHistoryAccountSubscriber.unsubscribe();
-            yield this.fundingPaymentHistoryAccountSubscriber.unsubscribe();
-            yield this.depositHistoryAccountSubscriber.unsubscribe();
-            yield this.curveHistoryAccountSubscriber.unsubscribe();
-            yield this.liquidationHistoryAccountSubscriber.unsubscribe();
-            this.isSubscribed = false;
-        });
-    }
-    assertIsSubscribed() {
-        if (!this.isSubscribed) {
-            throw new types_1.NotSubscribedError('You must call `subscribe` before using this function');
-        }
-    }
-    getTradeHistoryAccount() {
-        this.assertIsSubscribed();
-        return this.tradeHistoryAccountSubscriber.data;
-    }
-    getDepositHistoryAccount() {
-        this.assertIsSubscribed();
-        return this.depositHistoryAccountSubscriber.data;
-    }
-    getFundingPaymentHistoryAccount() {
-        this.assertIsSubscribed();
-        return this.fundingPaymentHistoryAccountSubscriber.data;
-    }
-    getFundingRateHistoryAccount() {
-        this.assertIsSubscribed();
-        return this.fundingRateHistoryAccountSubscriber.data;
-    }
-    getCurveHistoryAccount() {
-        this.assertIsSubscribed();
-        return this.curveHistoryAccountSubscriber.data;
-    }
-    getLiquidationHistoryAccount() {
-        this.assertIsSubscribed();
-        return this.liquidationHistoryAccountSubscriber.data;
-    }
-}
-exports.DefaultHistoryAccountSubscriber = DefaultHistoryAccountSubscriber;

package/src/accounts/defaultHistoryAccountSubscriber.ts

@@ -1,179 +0,0 @@
-import { ClearingHouseAccountEvents, HistoryAccountSubscriber } from './types';
-import { AccountSubscriber, NotSubscribedError } from './types';
-import {
-	CurveHistoryAccount,
-	DepositHistoryAccount,
-	FundingPaymentHistoryAccount,
-	FundingRateHistoryAccount,
-	LiquidationHistoryAccount,
-	StateAccount,
-	TradeHistoryAccount,
-} from '../types';
-import { Program } from '@project-serum/anchor';
-import StrictEventEmitter from 'strict-event-emitter-types';
-import { EventEmitter } from 'events';
-import { getClearingHouseStateAccountPublicKey } from '../addresses';
-import { WebSocketAccountSubscriber } from './webSocketAccountSubscriber';
-
-export 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>;
-
-	public constructor(program: Program) {
-		this.isSubscribed = false;
-		this.program = program;
-		this.eventEmitter = new EventEmitter();
-	}
-
-	public async subscribe(): Promise<boolean> {
-		if (this.isSubscribed) {
-			return true;
-		}
-
-		const statePublicKey = await getClearingHouseStateAccountPublicKey(
-			this.program.programId
-		);
-		const state: StateAccount = await this.program.account.state.fetch(
-			statePublicKey
-		);
-
-		this.tradeHistoryAccountSubscriber = new WebSocketAccountSubscriber(
-			'tradeHistory',
-			this.program,
-			state.tradeHistory
-		);
-		await this.tradeHistoryAccountSubscriber.subscribe(
-			(data: TradeHistoryAccount) => {
-				this.eventEmitter.emit('tradeHistoryAccountUpdate', data);
-				this.eventEmitter.emit('update');
-			}
-		);
-
-		this.depositHistoryAccountSubscriber = new WebSocketAccountSubscriber(
-			'depositHistory',
-			this.program,
-			state.depositHistory
-		);
-		await this.depositHistoryAccountSubscriber.subscribe(
-			(data: DepositHistoryAccount) => {
-				this.eventEmitter.emit('depositHistoryAccountUpdate', data);
-				this.eventEmitter.emit('update');
-			}
-		);
-
-		this.fundingPaymentHistoryAccountSubscriber =
-			new WebSocketAccountSubscriber(
-				'fundingPaymentHistory',
-				this.program,
-				state.fundingPaymentHistory
-			);
-		await this.fundingPaymentHistoryAccountSubscriber.subscribe(
-			(data: FundingPaymentHistoryAccount) => {
-				this.eventEmitter.emit('fundingPaymentHistoryAccountUpdate', data);
-				this.eventEmitter.emit('update');
-			}
-		);
-
-		this.fundingRateHistoryAccountSubscriber = new WebSocketAccountSubscriber(
-			'fundingRateHistory',
-			this.program,
-			state.fundingRateHistory
-		);
-		await this.fundingRateHistoryAccountSubscriber.subscribe(
-			(data: FundingRateHistoryAccount) => {
-				this.eventEmitter.emit('fundingRateHistoryAccountUpdate', data);
-				this.eventEmitter.emit('update');
-			}
-		);
-
-		this.liquidationHistoryAccountSubscriber = new WebSocketAccountSubscriber(
-			'liquidationHistory',
-			this.program,
-			state.liquidationHistory
-		);
-		await this.liquidationHistoryAccountSubscriber.subscribe(
-			(data: LiquidationHistoryAccount) => {
-				this.eventEmitter.emit('liquidationHistoryAccountUpdate', data);
-				this.eventEmitter.emit('update');
-			}
-		);
-
-		this.curveHistoryAccountSubscriber = new WebSocketAccountSubscriber(
-			'curveHistory',
-			this.program,
-			state.curveHistory
-		);
-		await this.curveHistoryAccountSubscriber.subscribe(
-			(data: CurveHistoryAccount) => {
-				this.eventEmitter.emit('curveHistoryAccountUpdate', data);
-				this.eventEmitter.emit('update');
-			}
-		);
-
-		this.eventEmitter.emit('update');
-
-		this.isSubscribed = true;
-		return true;
-	}
-
-	public async unsubscribe(): Promise<void> {
-		if (!this.isSubscribed) {
-			return;
-		}
-
-		await this.tradeHistoryAccountSubscriber.unsubscribe();
-		await this.fundingRateHistoryAccountSubscriber.unsubscribe();
-		await this.fundingPaymentHistoryAccountSubscriber.unsubscribe();
-		await this.depositHistoryAccountSubscriber.unsubscribe();
-		await this.curveHistoryAccountSubscriber.unsubscribe();
-		await this.liquidationHistoryAccountSubscriber.unsubscribe();
-		this.isSubscribed = false;
-	}
-
-	assertIsSubscribed(): void {
-		if (!this.isSubscribed) {
-			throw new NotSubscribedError(
-				'You must call `subscribe` before using this function'
-			);
-		}
-	}
-
-	public getTradeHistoryAccount(): TradeHistoryAccount {
-		this.assertIsSubscribed();
-		return this.tradeHistoryAccountSubscriber.data;
-	}
-
-	public getDepositHistoryAccount(): DepositHistoryAccount {
-		this.assertIsSubscribed();
-		return this.depositHistoryAccountSubscriber.data;
-	}
-
-	public getFundingPaymentHistoryAccount(): FundingPaymentHistoryAccount {
-		this.assertIsSubscribed();
-		return this.fundingPaymentHistoryAccountSubscriber.data;
-	}
-
-	public getFundingRateHistoryAccount(): FundingRateHistoryAccount {
-		this.assertIsSubscribed();
-		return this.fundingRateHistoryAccountSubscriber.data;
-	}
-
-	public getCurveHistoryAccount(): CurveHistoryAccount {
-		this.assertIsSubscribed();
-		return this.curveHistoryAccountSubscriber.data;
-	}
-
-	public getLiquidationHistoryAccount(): LiquidationHistoryAccount {
-		this.assertIsSubscribed();
-		return this.liquidationHistoryAccountSubscriber.data;
-	}
-}