@drift-labs/sdk 0.1.12 → 0.1.16

package/lib/clearingHouseUser.js

@@ -14,6 +14,7 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.ClearingHouseUser = void 0;
 const bn_js_1 = __importDefault(require("bn.js"));
+const position_1 = require("./math/position");
 const numericConstants_1 = require("./constants/numericConstants");
 const defaultUserAccountSubscriber_1 = require("./accounts/defaultUserAccountSubscriber");
 const _1 = require(".");
@@ -42,6 +43,14 @@ class ClearingHouseUser {
             return this.isSubscribed;
         });
     }
+    /**
+     *	Forces the accountSubscriber to fetch account updates from rpc
+     */
+    fetchAccounts() {
+        return __awaiter(this, void 0, void 0, function* () {
+            yield this.accountSubscriber.fetch();
+        });
+    }
     unsubscribe() {
         return __awaiter(this, void 0, void 0, function* () {
             yield this.accountSubscriber.unsubscribe();
@@ -55,18 +64,20 @@ class ClearingHouseUser {
         return this.accountSubscriber.getUserPositionsAccount();
     }
     /**
-     * Gets the user's current position for a given market
+     * Gets the user's current position for a given market. If the user has no position returns undefined
      * @param marketIndex
      * @returns userPosition
      */
     getUserPosition(marketIndex) {
-        var _a;
-        return ((_a = this.getUserPositionsAccount().positions.find((position) => position.marketIndex.eq(marketIndex))) !== null && _a !== void 0 ? _a : {
+        return this.getUserPositionsAccount().positions.find((position) => position.marketIndex.eq(marketIndex));
+    }
+    getEmptyPosition(marketIndex) {
+        return {
             baseAssetAmount: numericConstants_1.ZERO,
             lastCumulativeFundingRate: numericConstants_1.ZERO,
             marketIndex,
             quoteAssetAmount: numericConstants_1.ZERO,
-        });
+        };
     }
     getUserAccountPublicKey() {
         return __awaiter(this, void 0, void 0, function* () {
@@ -149,7 +160,7 @@ class ClearingHouseUser {
      * @returns : Precision QUOTE_PRECISION
      */
     getPositionValue(marketIndex) {
-        const userPosition = this.getUserPosition(marketIndex);
+        const userPosition = this.getUserPosition(marketIndex) || this.getEmptyPosition(marketIndex);
         const market = this.clearingHouse.getMarket(userPosition.marketIndex);
         return _1.calculateBaseAssetValue(market, userPosition);
     }
@@ -168,11 +179,12 @@ class ClearingHouseUser {
      * calculates average exit price for closing 100% of position
      * @returns : Precision MARK_PRICE_PRECISION
      */
-    getPositionEstimatedExitPrice(position, amountToClose) {
+    getPositionEstimatedExitPriceAndPnl(position, amountToClose) {
         const market = this.clearingHouse.getMarket(position.marketIndex);
+        const entryPrice = position_1.calculateEntryPrice(position);
         if (amountToClose) {
             if (amountToClose.eq(numericConstants_1.ZERO)) {
-                return _1.calculateMarkPrice(market);
+                return [_1.calculateMarkPrice(market), numericConstants_1.ZERO];
             }
             position = {
                 baseAssetAmount: amountToClose,
@@ -183,12 +195,18 @@ class ClearingHouseUser {
         }
         const baseAssetValue = _1.calculateBaseAssetValue(market, position);
         if (position.baseAssetAmount.eq(numericConstants_1.ZERO)) {
-            return numericConstants_1.ZERO;
+            return [numericConstants_1.ZERO, numericConstants_1.ZERO];
         }
-        return baseAssetValue
+        const exitPrice = baseAssetValue
             .mul(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
             .mul(numericConstants_1.MARK_PRICE_PRECISION)
             .div(position.baseAssetAmount.abs());
+        const pnlPerBase = exitPrice.sub(entryPrice);
+        const pnl = pnlPerBase
+            .mul(position.baseAssetAmount)
+            .div(numericConstants_1.MARK_PRICE_PRECISION)
+            .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO);
+        return [exitPrice, pnl];
     }
     /**
      * calculates current user leverage across all positions
@@ -269,7 +287,7 @@ class ClearingHouseUser {
      * @param partial
      * @returns Precision : MARK_PRICE_PRECISION
      */
-    liquidationPrice(targetMarket, positionBaseSizeChange = numericConstants_1.ZERO, partial = false) {
+    liquidationPriceOld(targetMarket, positionBaseSizeChange = numericConstants_1.ZERO, partial = false) {
         // +/-(margin_ratio-liq_ratio) * price_now = price_liq
         // todo: margin_ratio is not symmetric on price action (both numer and denom change)
         // margin_ratio = collateral / base_asset_value
@@ -286,10 +304,9 @@ class ClearingHouseUser {
         const totalCollateralUSDC = this.getTotalCollateral();
         // calculate the total position value ignoring any value from the target market of the trade
         const totalCurrentPositionValueIgnoringTargetUSDC = this.getTotalPositionValueExcludingMarket(targetMarket.marketIndex);
-        const currentMarketPosition = this.getUserPosition(targetMarket.marketIndex);
-        const currentMarketPositionBaseSize = currentMarketPosition
-            ? currentMarketPosition.baseAssetAmount
-            : numericConstants_1.ZERO;
+        const currentMarketPosition = this.getUserPosition(targetMarket.marketIndex) ||
+            this.getEmptyPosition(targetMarket.marketIndex);
+        const currentMarketPositionBaseSize = currentMarketPosition.baseAssetAmount;
         // calculate position for current market after trade
         const proposedMarketPosition = {
             marketIndex: targetMarket.marketIndex,
@@ -301,8 +318,16 @@ class ClearingHouseUser {
         const proposedMarketPositionValueUSDC = _1.calculateBaseAssetValue(market, proposedMarketPosition);
         // total position value after trade
         const targetTotalPositionValueUSDC = totalCurrentPositionValueIgnoringTargetUSDC.add(proposedMarketPositionValueUSDC);
+        let totalFreeCollateralUSDC = this.getTotalCollateral().sub(this.getTotalPositionValue()
+            .mul(numericConstants_1.TEN_THOUSAND)
+            .div(this.getMaxLeverage('Maintenance')));
+        if (partial) {
+            totalFreeCollateralUSDC = this.getTotalCollateral().sub(this.getTotalPositionValue()
+                .mul(numericConstants_1.TEN_THOUSAND)
+                .div(this.getMaxLeverage('Partial')));
+        }
         // if the position value after the trade is less than total collateral, there is no liq price
-        if (targetTotalPositionValueUSDC.lte(totalCollateralUSDC) &&
+        if (targetTotalPositionValueUSDC.lte(totalFreeCollateralUSDC) &&
             proposedMarketPosition.baseAssetAmount.gt(numericConstants_1.ZERO)) {
             return new bn_js_1.default(-1);
         }
@@ -338,6 +363,93 @@ class ClearingHouseUser {
         const liqPrice = currentPrice.mul(pctChange).div(numericConstants_1.TEN_THOUSAND);
         return liqPrice;
     }
+    /**
+     * Calculate the liquidation price of a position, with optional parameter to calculate the liquidation price after a trade
+     * @param targetMarket
+     * @param positionBaseSizeChange // change in position size to calculate liquidation price for : Precision 10^13
+     * @param partial
+     * @returns Precision : MARK_PRICE_PRECISION
+     */
+    liquidationPrice(targetMarket, positionBaseSizeChange = numericConstants_1.ZERO, partial = false) {
+        // solves formula for example calc below
+        /* example: assume BTC price is $40k (examine 10% up/down)
+            
+            if 10k deposit and levered 10x short BTC => BTC up $400 means:
+            1. higher base_asset_value (+$4k)
+            2. lower collateral (-$4k)
+            3. (10k - 4k)/(100k + 4k) => 6k/104k => .0576
+    
+            for 10x long, BTC down $400:
+            3. (10k - 4k) / (100k - 4k) = 6k/96k => .0625 */
+        const tc = this.getTotalCollateral();
+        const tpv = this.getTotalPositionValue();
+        const partialLev = 16;
+        const maintLev = 20;
+        const thisLev = partial ? new bn_js_1.default(partialLev) : new bn_js_1.default(maintLev);
+        // calculate the total position value ignoring any value from the target market of the trade
+        const totalCurrentPositionValueIgnoringTargetUSDC = this.getTotalPositionValueExcludingMarket(targetMarket.marketIndex);
+        const currentMarketPosition = this.getUserPosition(targetMarket.marketIndex) ||
+            this.getEmptyPosition(targetMarket.marketIndex);
+        const currentMarketPositionBaseSize = currentMarketPosition.baseAssetAmount;
+        const proposedBaseAssetAmount = currentMarketPositionBaseSize.add(positionBaseSizeChange);
+        // calculate position for current market after trade
+        const proposedMarketPosition = {
+            marketIndex: targetMarket.marketIndex,
+            baseAssetAmount: proposedBaseAssetAmount,
+            lastCumulativeFundingRate: currentMarketPosition.lastCumulativeFundingRate,
+            quoteAssetAmount: new bn_js_1.default(0),
+        };
+        const market = this.clearingHouse.getMarket(proposedMarketPosition.marketIndex);
+        const proposedMarketPositionValueUSDC = _1.calculateBaseAssetValue(market, proposedMarketPosition);
+        // total position value after trade
+        const targetTotalPositionValueUSDC = totalCurrentPositionValueIgnoringTargetUSDC.add(proposedMarketPositionValueUSDC);
+        let totalFreeCollateralUSDC = tc.sub(totalCurrentPositionValueIgnoringTargetUSDC
+            .mul(numericConstants_1.TEN_THOUSAND)
+            .div(this.getMaxLeverage('Maintenance')));
+        if (partial) {
+            totalFreeCollateralUSDC = tc.sub(totalCurrentPositionValueIgnoringTargetUSDC
+                .mul(numericConstants_1.TEN_THOUSAND)
+                .div(this.getMaxLeverage('Partial')));
+        }
+        let priceDelt;
+        if (proposedBaseAssetAmount.lt(numericConstants_1.ZERO)) {
+            priceDelt = (tc
+                .mul(thisLev)
+                .sub(tpv))
+                .mul(numericConstants_1.PRICE_TO_QUOTE_PRECISION)
+                .div(thisLev.add(new bn_js_1.default(1)));
+        }
+        else {
+            priceDelt = (tc
+                .mul(thisLev)
+                .sub(tpv))
+                .mul(numericConstants_1.PRICE_TO_QUOTE_PRECISION)
+                .div(thisLev.sub(new bn_js_1.default(1)));
+        }
+        let currentPrice;
+        if (positionBaseSizeChange.eq(numericConstants_1.ZERO)) {
+            currentPrice = _1.calculateMarkPrice(this.clearingHouse.getMarket(targetMarket.marketIndex));
+        }
+        else {
+            const direction = positionBaseSizeChange.gt(numericConstants_1.ZERO) ? _1.PositionDirection.LONG : _1.PositionDirection.SHORT;
+            currentPrice = _1.calculateTradeSlippage(direction, positionBaseSizeChange.abs(), this.clearingHouse.getMarket(targetMarket.marketIndex), 'base')[3]; // newPrice after swap
+        }
+        // if the position value after the trade is less than total collateral, there is no liq price
+        if (targetTotalPositionValueUSDC.lte(totalFreeCollateralUSDC) &&
+            proposedMarketPosition.baseAssetAmount.gt(numericConstants_1.ZERO)) {
+            return new bn_js_1.default(-1);
+        }
+        if (proposedBaseAssetAmount.eq(numericConstants_1.ZERO))
+            return new bn_js_1.default(-1);
+        const eatMargin2 = priceDelt
+            .mul(numericConstants_1.AMM_RESERVE_PRECISION)
+            .div(proposedBaseAssetAmount);
+        if (eatMargin2.gt(currentPrice)) {
+            return new bn_js_1.default(-1);
+        }
+        const liqPrice = currentPrice.sub(eatMargin2);
+        return liqPrice;
+    }
     /**
      * Calculates the estimated liquidation price for a position after closing a quote amount of the position.
      * @param positionMarketIndex
@@ -345,7 +457,8 @@ class ClearingHouseUser {
      * @returns : Precision MARK_PRICE_PRECISION
      */
     liquidationPriceAfterClose(positionMarketIndex, closeQuoteAmount) {
-        const currentPosition = this.getUserPosition(positionMarketIndex);
+        const currentPosition = this.getUserPosition(positionMarketIndex) ||
+            this.getEmptyPosition(positionMarketIndex);
         const closeBaseAmount = currentPosition.baseAssetAmount
             .mul(closeQuoteAmount)
             .div(currentPosition.quoteAssetAmount)
@@ -359,31 +472,42 @@ class ClearingHouseUser {
     }
     /**
      * Get the maximum trade size for a given market, taking into account the user's current leverage, positions, collateral, etc.
+     *
+     * To Calculate Max Quote Available:
+     *
+     * Case 1: SameSide
+     * 	=> Remaining quote to get to maxLeverage
+     *
+     * Case 2: NOT SameSide && currentLeverage <= maxLeverage
+     * 	=> Current opposite position x2 + remaining to get to maxLeverage
+     *
+     * Case 3: NOT SameSide && currentLeverage > maxLeverage && otherPositions - currentPosition > maxLeverage
+     * 	=> strictly reduce current position size
+     *
+     * Case 4: NOT SameSide && currentLeverage > maxLeverage && otherPositions - currentPosition < maxLeverage
+     * 	=> current position + remaining to get to maxLeverage
+     *
      * @param marketIndex
      * @param tradeSide
      * @param userMaxLeverageSetting - leverage : Precision TEN_THOUSAND
      * @returns tradeSizeAllowed : Precision QUOTE_PRECISION
      */
     getMaxTradeSizeUSDC(targetMarketIndex, tradeSide, userMaxLeverageSetting) {
-        // inline function which get's the current position size on the opposite side of the target trade
-        const getOppositePositionValueUSDC = () => {
-            if (!currentPosition)
-                return numericConstants_1.ZERO;
-            const side = tradeSide === _1.PositionDirection.SHORT ? 'short' : 'long';
-            if (side === 'long' && (currentPosition === null || currentPosition === void 0 ? void 0 : currentPosition.baseAssetAmount.isNeg())) {
-                return this.getPositionValue(targetMarketIndex);
-            }
-            else if (side === 'short' &&
-                !(currentPosition === null || currentPosition === void 0 ? void 0 : currentPosition.baseAssetAmount.isNeg())) {
-                return this.getPositionValue(targetMarketIndex);
-            }
-            return numericConstants_1.ZERO;
-        };
-        const currentPosition = this.getUserPosition(targetMarketIndex);
+        const currentPosition = this.getUserPosition(targetMarketIndex) ||
+            this.getEmptyPosition(targetMarketIndex);
+        const targetSide = tradeSide === _1.PositionDirection.SHORT ? 'short' : 'long';
+        const currentPositionSide = (currentPosition === null || currentPosition === void 0 ? void 0 : currentPosition.baseAssetAmount.isNeg())
+            ? 'short'
+            : 'long';
+        const targettingSameSide = !currentPosition
+            ? true
+            : targetSide === currentPositionSide;
+        // add any position we have on the opposite side of the current trade, because we can "flip" the size of this position without taking any extra leverage.
+        const oppositeSizeValueUSDC = targettingSameSide
+            ? numericConstants_1.ZERO
+            : this.getPositionValue(targetMarketIndex);
         // get current leverage
         const currentLeverage = this.getLeverage();
-        // remaining leverage
-        // let remainingLeverage = userMaxLeverageSetting;
         const remainingLeverage = bn_js_1.default.max(userMaxLeverageSetting.sub(currentLeverage), numericConstants_1.ZERO);
         // get total collateral
         const totalCollateral = this.getTotalCollateral();
@@ -391,9 +515,43 @@ class ClearingHouseUser {
         let maxPositionSize = remainingLeverage
             .mul(totalCollateral)
             .div(numericConstants_1.TEN_THOUSAND);
-        // add any position we have on the opposite side of the current trade, because we can "flip" the size of this position without taking any extra leverage.
-        const oppositeSizeValueUSDC = getOppositePositionValueUSDC();
-        maxPositionSize = maxPositionSize.add(oppositeSizeValueUSDC);
+        if (userMaxLeverageSetting.sub(currentLeverage).gte(numericConstants_1.ZERO)) {
+            if (oppositeSizeValueUSDC.eq(numericConstants_1.ZERO)) {
+                // case 1 : Regular trade where current total position less than max, and no opposite position to account for
+                // do nothing
+            }
+            else {
+                // case 2 : trade where current total position less than max, but need to account for flipping the current position over to the other side
+                maxPositionSize = maxPositionSize.add(oppositeSizeValueUSDC.mul(new bn_js_1.default(2)));
+            }
+        }
+        else {
+            // current leverage is greater than max leverage - can only reduce position size
+            if (!targettingSameSide) {
+                const currentPositionQuoteSize = this.getPositionValue(targetMarketIndex);
+                const currentTotalQuoteSize = currentLeverage
+                    .mul(totalCollateral)
+                    .div(numericConstants_1.TEN_THOUSAND);
+                const otherPositionsTotalQuoteSize = currentTotalQuoteSize.sub(currentPositionQuoteSize);
+                const quoteValueOfMaxLeverage = userMaxLeverageSetting
+                    .mul(totalCollateral)
+                    .div(numericConstants_1.TEN_THOUSAND);
+                if (otherPositionsTotalQuoteSize
+                    .sub(currentPositionQuoteSize)
+                    .gte(quoteValueOfMaxLeverage)) {
+                    // case 3: Can only reduce the current position because it will still be greater than max leverage
+                    maxPositionSize = currentPositionQuoteSize;
+                }
+                else {
+                    // case 4: Can reduce the position, and then take extra remaining quote to get to max leverage
+                    const allowedQuoteSizeAfterClosingCurrentPosition = quoteValueOfMaxLeverage.sub(otherPositionsTotalQuoteSize);
+                    maxPositionSize = currentPositionQuoteSize.add(allowedQuoteSizeAfterClosingCurrentPosition);
+                }
+            }
+            else {
+                // do nothing if targetting same side
+            }
+        }
         // subtract oneMillionth of maxPositionSize
         // => to avoid rounding errors when taking max leverage
         const oneMilli = maxPositionSize.div(numericConstants_1.QUOTE_PRECISION);
@@ -408,9 +566,10 @@ class ClearingHouseUser {
      * @returns leverageRatio : Precision TEN_THOUSAND
      */
     accountLeverageRatioAfterTrade(targetMarketIndex, tradeQuoteAmount, tradeSide) {
-        const currentPosition = this.getUserPosition(targetMarketIndex);
-        let currentPositionQuoteAmount = currentPosition.quoteAssetAmount;
-        const currentSide = currentPosition.baseAssetAmount.isNeg()
+        const currentPosition = this.getUserPosition(targetMarketIndex) ||
+            this.getEmptyPosition(targetMarketIndex);
+        let currentPositionQuoteAmount = this.getPositionValue(targetMarketIndex);
+        const currentSide = currentPosition && currentPosition.baseAssetAmount.isNeg()
             ? _1.PositionDirection.SHORT
             : _1.PositionDirection.LONG;
         if (currentSide === _1.PositionDirection.SHORT)
@@ -421,11 +580,18 @@ class ClearingHouseUser {
             .add(tradeQuoteAmount)
             .abs();
         const totalPositionAfterTradeExcludingTargetMarket = this.getTotalPositionValueExcludingMarket(targetMarketIndex);
-        return currentMarketPositionAfterTrade
-            .add(totalPositionAfterTradeExcludingTargetMarket)
-            .abs()
-            .mul(numericConstants_1.TEN_THOUSAND)
-            .div(this.getTotalCollateral());
+        const totalCollateral = this.getTotalCollateral();
+        if (totalCollateral.gt(numericConstants_1.ZERO)) {
+            const newLeverage = currentMarketPositionAfterTrade
+                .add(totalPositionAfterTradeExcludingTargetMarket)
+                .abs()
+                .mul(numericConstants_1.TEN_THOUSAND)
+                .div(totalCollateral);
+            return newLeverage;
+        }
+        else {
+            return new bn_js_1.default(0);
+        }
     }
     /**
      * Calculates how much fee will be taken for a given sized trade
@@ -444,11 +610,11 @@ class ClearingHouseUser {
      * @returns positionValue : Precision QUOTE_PRECISION
      */
     getTotalPositionValueExcludingMarket(marketToIgnore) {
-        const currentMarketPosition = this.getUserPosition(marketToIgnore);
+        const currentMarketPosition = this.getUserPosition(marketToIgnore) ||
+            this.getEmptyPosition(marketToIgnore);
         let currentMarketPositionValueUSDC = numericConstants_1.ZERO;
         if (currentMarketPosition) {
-            const market = this.clearingHouse.getMarket(currentMarketPosition.marketIndex);
-            currentMarketPositionValueUSDC = _1.calculateBaseAssetValue(market, currentMarketPosition);
+            currentMarketPositionValueUSDC = this.getPositionValue(marketToIgnore);
         }
         return this.getTotalPositionValue().sub(currentMarketPositionValueUSDC);
     }

package/lib/constants/markets.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"markets.d.ts","sourceRoot":"","sources":["../../src/constants/markets.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,OAAO,CAAC;AAEvB,aAAK,MAAM,GAAG;IACb,MAAM,EAAE,MAAM,CAAC;IACf,eAAe,EAAE,MAAM,CAAC;IACxB,WAAW,EAAE,EAAE,CAAC;IAChB,gBAAgB,EAAE,MAAM,CAAC;IACzB,iBAAiB,EAAE,MAAM,CAAC;CAC1B,CAAC;AAEF,eAAO,MAAM,OAAO,EAAE,MAAM,EA2C3B,CAAC"}
+{"version":3,"file":"markets.d.ts","sourceRoot":"","sources":["../../src/constants/markets.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,OAAO,CAAC;AAEvB,aAAK,MAAM,GAAG;IACb,MAAM,EAAE,MAAM,CAAC;IACf,eAAe,EAAE,MAAM,CAAC;IACxB,WAAW,EAAE,EAAE,CAAC;IAChB,gBAAgB,EAAE,MAAM,CAAC;IACzB,iBAAiB,EAAE,MAAM,CAAC;CAC1B,CAAC;AAEF,eAAO,MAAM,OAAO,EAAE,MAAM,EAgE3B,CAAC"}

package/lib/constants/markets.js

@@ -48,4 +48,25 @@ exports.Markets = [
         devnetPythOracle: 'GwzBgrXb4PG59zjce24SF2b9JXbLEjJJTBkmytuEZj1b',
         mainnetPythOracle: '4CkQJBxhU8EZ2UjhigbtdaPbpTe6mqf811fipYBFbSYN',
     },
+    {
+        symbol: 'MATIC-PERP',
+        baseAssetSymbol: 'MATIC',
+        marketIndex: new bn_js_1.default(6),
+        devnetPythOracle: 'FBirwuDFuRAu4iSGc7RGxN5koHB7EJM1wbCmyPuQoGur',
+        mainnetPythOracle: '7KVswB9vkCgeM3SHP7aGDijvdRAHK8P5wi9JXViCrtYh',
+    },
+    {
+        symbol: 'ATOM-PERP',
+        baseAssetSymbol: 'ATOM',
+        marketIndex: new bn_js_1.default(7),
+        devnetPythOracle: '7YAze8qFUMkBnyLVdKT4TFUUFui99EwS5gfRArMcrvFk',
+        mainnetPythOracle: 'CrCpTerNqtZvqLcKqz1k13oVeXV9WkMD2zA9hBKXrsbN',
+    },
+    {
+        symbol: 'DOT-PERP',
+        baseAssetSymbol: 'DOT',
+        marketIndex: new bn_js_1.default(8),
+        devnetPythOracle: '4dqq5VBpN4EwYb7wyywjjfknvMKu7m78j9mKZRXTj462',
+        mainnetPythOracle: 'EcV1X1gY2yb4KXxjVQtTHTbioum2gvmPnFk4zYAt7zne',
+    },
 ];

package/lib/constants/numericConstants.d.ts

@@ -13,4 +13,5 @@ export declare const PEG_PRECISION: BN;
 export declare const AMM_RESERVE_PRECISION: BN;
 export declare const AMM_TO_QUOTE_PRECISION_RATIO: BN;
 export declare const PRICE_TO_QUOTE_PRECISION: BN;
+export declare const AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO: BN;
 //# sourceMappingURL=numericConstants.d.ts.map

package/lib/constants/numericConstants.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"numericConstants.d.ts","sourceRoot":"","sources":["../../src/constants/numericConstants.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,OAAO,CAAC;AAEvB,eAAO,MAAM,IAAI,IAAY,CAAC;AAC9B,eAAO,MAAM,GAAG,IAAY,CAAC;AAC7B,eAAO,MAAM,YAAY,IAAgB,CAAC;AAC1C,eAAO,MAAM,MAAM,IAAkC,CAAC;AAEtD,eAAO,MAAM,YAAY,IAAY,CAAC;AACtC,eAAO,MAAM,sBAAsB,IAAc,CAAC;AAClD,eAAO,MAAM,yBAAyB,IAAc,CAAC;AAErD,eAAO,MAAM,eAAe,IAAkB,CAAC;AAC/C,eAAO,MAAM,oBAAoB,IAAmB,CAAC;AACrD,eAAO,MAAM,yBAAyB,IAAgB,CAAC;AACvD,eAAO,MAAM,aAAa,IAAe,CAAC;AAE1C,eAAO,MAAM,qBAAqB,IAAmB,CAAC;AACtD,eAAO,MAAM,4BAA4B,IACE,CAAC;AAC5C,eAAO,MAAM,wBAAwB,IACK,CAAC"}
+{"version":3,"file":"numericConstants.d.ts","sourceRoot":"","sources":["../../src/constants/numericConstants.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,OAAO,CAAC;AAEvB,eAAO,MAAM,IAAI,IAAY,CAAC;AAC9B,eAAO,MAAM,GAAG,IAAY,CAAC;AAC7B,eAAO,MAAM,YAAY,IAAgB,CAAC;AAC1C,eAAO,MAAM,MAAM,IAAkC,CAAC;AAEtD,eAAO,MAAM,YAAY,IAAY,CAAC;AACtC,eAAO,MAAM,sBAAsB,IAAc,CAAC;AAClD,eAAO,MAAM,yBAAyB,IAAc,CAAC;AAErD,eAAO,MAAM,eAAe,IAAkB,CAAC;AAC/C,eAAO,MAAM,oBAAoB,IAAmB,CAAC;AACrD,eAAO,MAAM,yBAAyB,IAAgB,CAAC;AACvD,eAAO,MAAM,aAAa,IAAe,CAAC;AAE1C,eAAO,MAAM,qBAAqB,IAAmB,CAAC;AACtD,eAAO,MAAM,4BAA4B,IACE,CAAC;AAC5C,eAAO,MAAM,wBAAwB,IACK,CAAC;AAC3C,eAAO,MAAM,sCAAsC,IACW,CAAC"}

package/lib/constants/numericConstants.js

@@ -3,7 +3,7 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.PRICE_TO_QUOTE_PRECISION = exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION = exports.PEG_PRECISION = exports.FUNDING_PAYMENT_PRECISION = exports.MARK_PRICE_PRECISION = exports.QUOTE_PRECISION = exports.PARTIAL_LIQUIDATION_RATIO = exports.FULL_LIQUIDATION_RATIO = exports.MAX_LEVERAGE = exports.BN_MAX = exports.TEN_THOUSAND = exports.ONE = exports.ZERO = void 0;
+exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.PRICE_TO_QUOTE_PRECISION = exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION = exports.PEG_PRECISION = exports.FUNDING_PAYMENT_PRECISION = exports.MARK_PRICE_PRECISION = exports.QUOTE_PRECISION = exports.PARTIAL_LIQUIDATION_RATIO = exports.FULL_LIQUIDATION_RATIO = exports.MAX_LEVERAGE = exports.BN_MAX = exports.TEN_THOUSAND = exports.ONE = exports.ZERO = void 0;
 const bn_js_1 = __importDefault(require("bn.js"));
 exports.ZERO = new bn_js_1.default(0);
 exports.ONE = new bn_js_1.default(1);
@@ -19,3 +19,4 @@ exports.PEG_PRECISION = new bn_js_1.default(1000);
 exports.AMM_RESERVE_PRECISION = new bn_js_1.default(Math.pow(10, 13));
 exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.div(exports.QUOTE_PRECISION); // 10^7
 exports.PRICE_TO_QUOTE_PRECISION = exports.MARK_PRICE_PRECISION.div(exports.QUOTE_PRECISION);
+exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.mul(exports.PEG_PRECISION).div(exports.QUOTE_PRECISION); // 10^10

package/lib/examples/makeTradeExample.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"makeTradeExample.d.ts","sourceRoot":"","sources":["../../src/examples/makeTradeExample.ts"],"names":[],"mappings":"AAEA,OAAO,EAAuB,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAcjE,eAAO,MAAM,eAAe,gBACd,MAAM,cACP,MAAM,KAChB,QAAQ,SAAS,CAOnB,CAAC"}
+{"version":3,"file":"makeTradeExample.d.ts","sourceRoot":"","sources":["../../src/examples/makeTradeExample.ts"],"names":[],"mappings":"AAGA,OAAO,EAAuB,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAcjE,eAAO,MAAM,eAAe,gBACd,MAAM,cACP,MAAM,KAChB,QAAQ,SAAS,CAOnB,CAAC"}

package/lib/examples/makeTradeExample.js

@@ -11,20 +11,21 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.getTokenAddress = void 0;
 const anchor_1 = require("@project-serum/anchor");
+const __1 = require("..");
 const spl_token_1 = require("@solana/spl-token");
 const web3_js_1 = require("@solana/web3.js");
-const __1 = require("..");
+const __2 = require("..");
 const getTokenAddress = (mintAddress, userPubKey) => {
     return spl_token_1.Token.getAssociatedTokenAddress(new web3_js_1.PublicKey(`ATokenGPvbdGVxr1b2hvZbsiqW5xWH25efTNsLJA8knL`), spl_token_1.TOKEN_PROGRAM_ID, new web3_js_1.PublicKey(mintAddress), new web3_js_1.PublicKey(userPubKey));
 };
 exports.getTokenAddress = getTokenAddress;
 const main = () => __awaiter(void 0, void 0, void 0, function* () {
     // Initialize Drift SDK
-    const sdkConfig = __1.initialize({ env: 'devnet' });
+    const sdkConfig = __2.initialize({ env: 'devnet' });
     // Set up the Wallet and Provider
     const privateKey = process.env.BOT_PRIVATE_KEY; // stored as an array string
     const keypair = web3_js_1.Keypair.fromSecretKey(Uint8Array.from(JSON.parse(privateKey)));
-    const wallet = new anchor_1.Wallet(keypair);
+    const wallet = new __1.Wallet(keypair);
     // Set up the Connection
     const rpcAddress = process.env.RPC_ADDRESS; // can use: https://api.devnet.solana.com for devnet; https://api.mainnet-beta.solana.com for mainnet;
     const connection = new web3_js_1.Connection(rpcAddress);
@@ -37,35 +38,35 @@ const main = () => __awaiter(void 0, void 0, void 0, function* () {
     const usdcTokenAddress = yield exports.getTokenAddress(sdkConfig.USDC_MINT_ADDRESS, wallet.publicKey.toString());
     // Set up the Drift Clearing House
     const clearingHousePublicKey = new web3_js_1.PublicKey(sdkConfig.CLEARING_HOUSE_PROGRAM_ID);
-    const clearingHouse = __1.ClearingHouse.from(connection, provider.wallet, clearingHousePublicKey);
+    const clearingHouse = __2.ClearingHouse.from(connection, provider.wallet, clearingHousePublicKey);
     yield clearingHouse.subscribe();
     // Set up Clearing House user client
-    const user = __1.ClearingHouseUser.from(clearingHouse, wallet.publicKey);
+    const user = __2.ClearingHouseUser.from(clearingHouse, wallet.publicKey);
     //// Check if clearing house account exists for the current wallet
     const userAccountExists = yield user.exists();
     if (!userAccountExists) {
         //// Create a Clearing House account by Depositing some USDC ($10,000 in this case)
-        const depositAmount = new anchor_1.BN(10000).mul(__1.QUOTE_PRECISION);
+        const depositAmount = new anchor_1.BN(10000).mul(__2.QUOTE_PRECISION);
         yield clearingHouse.initializeUserAccountAndDepositCollateral(depositAmount, yield exports.getTokenAddress(usdcTokenAddress.toString(), wallet.publicKey.toString()));
     }
     yield user.subscribe();
     // Get current price
-    const solMarketInfo = __1.Markets.find((market) => market.baseAssetSymbol === 'SOL');
-    const currentMarketPrice = __1.calculateMarkPrice(clearingHouse.getMarket(solMarketInfo.marketIndex));
-    const formattedPrice = __1.convertToNumber(currentMarketPrice, __1.QUOTE_PRECISION);
+    const solMarketInfo = __2.Markets.find((market) => market.baseAssetSymbol === 'SOL');
+    const currentMarketPrice = __2.calculateMarkPrice(clearingHouse.getMarket(solMarketInfo.marketIndex));
+    const formattedPrice = __2.convertToNumber(currentMarketPrice, __2.QUOTE_PRECISION);
     console.log(`Current Market Price is $${formattedPrice}`);
     // Estimate the slippage for a $5000 LONG trade
     const solMarketAccount = clearingHouse.getMarket(solMarketInfo.marketIndex);
-    const slippage = __1.convertToNumber(__1.calculateTradeSlippage(__1.PositionDirection.LONG, new anchor_1.BN(5000).mul(__1.QUOTE_PRECISION), solMarketAccount)[0], __1.MARK_PRICE_PRECISION);
+    const slippage = __2.convertToNumber(__2.calculateTradeSlippage(__2.PositionDirection.LONG, new anchor_1.BN(5000).mul(__2.QUOTE_PRECISION), solMarketAccount)[0], __2.MARK_PRICE_PRECISION);
     console.log(`Slippage for a $5000 LONG on the SOL market would be $${slippage}`);
     // Make a $5000 LONG trade
-    yield clearingHouse.openPosition(__1.PositionDirection.LONG, new anchor_1.BN(5000).mul(__1.QUOTE_PRECISION), solMarketInfo.marketIndex);
+    yield clearingHouse.openPosition(__2.PositionDirection.LONG, new anchor_1.BN(5000).mul(__2.QUOTE_PRECISION), solMarketInfo.marketIndex);
     console.log(`LONGED $5000 SOL`);
     // Make a $5000 LONG trade
-    yield clearingHouse.openPosition(__1.PositionDirection.LONG, new anchor_1.BN(5000).mul(__1.QUOTE_PRECISION), solMarketInfo.marketIndex);
+    yield clearingHouse.openPosition(__2.PositionDirection.LONG, new anchor_1.BN(5000).mul(__2.QUOTE_PRECISION), solMarketInfo.marketIndex);
     console.log(`LONGED $5000 worth of SOL`);
     // Reduce the position by $2000
-    yield clearingHouse.openPosition(__1.PositionDirection.SHORT, new anchor_1.BN(2000).mul(__1.QUOTE_PRECISION), solMarketInfo.marketIndex);
+    yield clearingHouse.openPosition(__2.PositionDirection.SHORT, new anchor_1.BN(2000).mul(__2.QUOTE_PRECISION), solMarketInfo.marketIndex);
     // Close the rest of the position
     yield clearingHouse.closePosition(solMarketInfo.marketIndex);
 });