@drift-labs/sdk 0.1.12 → 0.1.16

package/lib/idl/clearing_house.json

@@ -1,5 +1,5 @@
 {
-    "version": "0.0.0",
+    "version": "1.0.0",
     "name": "clearing_house",
     "instructions": [
         {
@@ -156,11 +156,11 @@
                     "type": "u64"
                 },
                 {
-                    "name": "ammBaseAssetAmount",
+                    "name": "ammBaseAssetReserve",
                     "type": "u128"
                 },
                 {
-                    "name": "ammQuoteAssetAmount",
+                    "name": "ammQuoteAssetReserve",
                     "type": "u128"
                 },
                 {
@@ -759,7 +759,59 @@
                 },
                 {
                     "name": "authority",
+                    "isMut": true,
+                    "isSigner": true
+                },
+                {
+                    "name": "rent",
+                    "isMut": false,
+                    "isSigner": false
+                },
+                {
+                    "name": "systemProgram",
+                    "isMut": false,
+                    "isSigner": false
+                }
+            ],
+            "args": [
+                {
+                    "name": "userNonce",
+                    "type": "u8"
+                },
+                {
+                    "name": "optionalAccounts",
+                    "type": {
+                        "defined": "InitializeUserOptionalAccounts"
+                    }
+                }
+            ]
+        },
+        {
+            "name": "initializeUserWithExplicitPayer",
+            "accounts": [
+                {
+                    "name": "user",
+                    "isMut": true,
+                    "isSigner": false
+                },
+                {
+                    "name": "state",
                     "isMut": false,
+                    "isSigner": false
+                },
+                {
+                    "name": "userPositions",
+                    "isMut": true,
+                    "isSigner": true
+                },
+                {
+                    "name": "authority",
+                    "isMut": false,
+                    "isSigner": true
+                },
+                {
+                    "name": "payer",
+                    "isMut": true,
                     "isSigner": true
                 },
                 {
@@ -2573,197 +2625,197 @@
     ],
     "errors": [
         {
-            "code": 300,
+            "code": 6000,
             "name": "InvalidCollateralAccountAuthority",
             "msg": "Clearing house not collateral account owner"
         },
         {
-            "code": 301,
+            "code": 6001,
             "name": "InvalidInsuranceAccountAuthority",
             "msg": "Clearing house not insurance account owner"
         },
         {
-            "code": 302,
+            "code": 6002,
             "name": "InsufficientDeposit",
             "msg": "Insufficient deposit"
         },
         {
-            "code": 303,
+            "code": 6003,
             "name": "InsufficientCollateral",
             "msg": "Insufficient collateral"
         },
         {
-            "code": 304,
+            "code": 6004,
             "name": "SufficientCollateral",
             "msg": "Sufficient collateral"
         },
         {
-            "code": 305,
+            "code": 6005,
             "name": "MaxNumberOfPositions",
             "msg": "Max number of positions taken"
         },
         {
-            "code": 306,
+            "code": 6006,
             "name": "AdminControlsPricesDisabled",
             "msg": "Admin Controls Prices Disabled"
         },
         {
-            "code": 307,
+            "code": 6007,
             "name": "MarketIndexNotInitialized",
             "msg": "Market Index Not Initialized"
         },
         {
-            "code": 308,
+            "code": 6008,
             "name": "MarketIndexAlreadyInitialized",
             "msg": "Market Index Already Initialized"
         },
         {
-            "code": 309,
+            "code": 6009,
             "name": "UserAccountAndUserPositionsAccountMismatch",
             "msg": "User Account And User Positions Account Mismatch"
         },
         {
-            "code": 310,
+            "code": 6010,
             "name": "UserHasNoPositionInMarket",
             "msg": "User Has No Position In Market"
         },
         {
-            "code": 311,
+            "code": 6011,
             "name": "InvalidInitialPeg",
             "msg": "Invalid Initial Peg"
         },
         {
-            "code": 312,
+            "code": 6012,
             "name": "InvalidRepegRedundant",
             "msg": "AMM repeg already configured with amt given"
         },
         {
-            "code": 313,
+            "code": 6013,
             "name": "InvalidRepegDirection",
             "msg": "AMM repeg incorrect repeg direction"
         },
         {
-            "code": 314,
+            "code": 6014,
             "name": "InvalidRepegProfitability",
             "msg": "AMM repeg out of bounds pnl"
         },
         {
-            "code": 315,
+            "code": 6015,
             "name": "SlippageOutsideLimit",
             "msg": "Slippage Outside Limit Price"
         },
         {
-            "code": 316,
+            "code": 6016,
             "name": "TradeSizeTooSmall",
             "msg": "Trade Size Too Small"
         },
         {
-            "code": 317,
+            "code": 6017,
             "name": "InvalidUpdateK",
             "msg": "Price change too large when updating K"
         },
         {
-            "code": 318,
+            "code": 6018,
             "name": "AdminWithdrawTooLarge",
             "msg": "Admin tried to withdraw amount larger than fees collected"
         },
         {
-            "code": 319,
+            "code": 6019,
             "name": "MathError",
             "msg": "Math Error"
         },
         {
-            "code": 320,
+            "code": 6020,
             "name": "BnConversionError",
             "msg": "Conversion to u128/u64 failed with an overflow or underflow"
         },
         {
-            "code": 321,
+            "code": 6021,
             "name": "ClockUnavailable",
             "msg": "Clock unavailable"
         },
         {
-            "code": 322,
+            "code": 6022,
             "name": "UnableToLoadOracle",
             "msg": "Unable To Load Oracles"
         },
         {
-            "code": 323,
+            "code": 6023,
             "name": "OracleMarkSpreadLimit",
             "msg": "Oracle/Mark Spread Too Large"
         },
         {
-            "code": 324,
+            "code": 6024,
             "name": "HistoryAlreadyInitialized",
             "msg": "Clearing House history already initialized"
         },
         {
-            "code": 325,
+            "code": 6025,
             "name": "ExchangePaused",
             "msg": "Exchange is paused"
         },
         {
-            "code": 326,
+            "code": 6026,
             "name": "InvalidWhitelistToken",
             "msg": "Invalid whitelist token"
         },
         {
-            "code": 327,
+            "code": 6027,
             "name": "WhitelistTokenNotFound",
             "msg": "Whitelist token not found"
         },
         {
-            "code": 328,
+            "code": 6028,
             "name": "InvalidDiscountToken",
             "msg": "Invalid discount token"
         },
         {
-            "code": 329,
+            "code": 6029,
             "name": "DiscountTokenNotFound",
             "msg": "Discount token not found"
         },
         {
-            "code": 330,
+            "code": 6030,
             "name": "InvalidReferrer",
             "msg": "Invalid referrer"
         },
         {
-            "code": 331,
+            "code": 6031,
             "name": "ReferrerNotFound",
             "msg": "Referrer not found"
         },
         {
-            "code": 332,
+            "code": 6032,
             "name": "InvalidOracle",
             "msg": "InvalidOracle"
         },
         {
-            "code": 333,
+            "code": 6033,
             "name": "OracleNotFound",
             "msg": "OracleNotFound"
         },
         {
-            "code": 334,
+            "code": 6034,
             "name": "LiquidationsBlockedByOracle",
             "msg": "Liquidations Blocked By Oracle"
         },
         {
-            "code": 335,
+            "code": 6035,
             "name": "UserMaxDeposit",
             "msg": "Can not deposit more than max deposit"
         },
         {
-            "code": 336,
+            "code": 6036,
             "name": "CantDeleteUserWithCollateral",
             "msg": "Can not delete user that still has collateral"
         },
         {
-            "code": 337,
+            "code": 6037,
             "name": "InvalidFundingProfitability",
             "msg": "AMM funding out of bounds pnl"
         },
         {
-            "code": 338,
+            "code": 6038,
             "name": "CastingFailure",
             "msg": "Casting Failure"
         }

package/lib/index.d.ts

@@ -3,7 +3,6 @@ export * from './mockUSDCFaucet';
 export * from './pythClient';
 export * from './types';
 export * from './constants/markets';
-export * from './accounts/defaultHistoryAccountSubscriber';
 export * from './accounts/defaultClearingHouseAccountSubscriber';
 export * from './accounts/types';
 export * from './addresses';
@@ -12,13 +11,17 @@ export * from './clearingHouseUser';
 export * from './clearingHouse';
 export * from './math/conversion';
 export * from './math/funding';
+export * from './math/insuranceFund';
 export * from './math/market';
 export * from './math/position';
 export * from './math/amm';
 export * from './math/trade';
+export * from './wallet';
 export * from './types';
 export * from './math/utils';
 export * from './config';
 export * from './constants/numericConstants';
+export * from './util/computeUnits';
+export * from './util/tps';
 export { BN };
 //# sourceMappingURL=index.d.ts.map

package/lib/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,EAAE,EAAE,MAAM,uBAAuB,CAAC;AAE3C,cAAc,kBAAkB,CAAC;AACjC,cAAc,cAAc,CAAC;AAC7B,cAAc,SAAS,CAAC;AACxB,cAAc,qBAAqB,CAAC;AACpC,cAAc,4CAA4C,CAAC;AAC3D,cAAc,kDAAkD,CAAC;AACjE,cAAc,kBAAkB,CAAC;AACjC,cAAc,aAAa,CAAC;AAC5B,cAAc,SAAS,CAAC;AACxB,cAAc,qBAAqB,CAAC;AACpC,cAAc,iBAAiB,CAAC;AAChC,cAAc,mBAAmB,CAAC;AAClC,cAAc,gBAAgB,CAAC;AAC/B,cAAc,eAAe,CAAC;AAC9B,cAAc,iBAAiB,CAAC;AAChC,cAAc,YAAY,CAAC;AAC3B,cAAc,cAAc,CAAC;AAC7B,cAAc,SAAS,CAAC;AACxB,cAAc,cAAc,CAAC;AAC7B,cAAc,UAAU,CAAC;AACzB,cAAc,8BAA8B,CAAC;AAE7C,OAAO,EAAE,EAAE,EAAE,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,EAAE,EAAE,MAAM,uBAAuB,CAAC;AAE3C,cAAc,kBAAkB,CAAC;AACjC,cAAc,cAAc,CAAC;AAC7B,cAAc,SAAS,CAAC;AACxB,cAAc,qBAAqB,CAAC;AACpC,cAAc,kDAAkD,CAAC;AACjE,cAAc,kBAAkB,CAAC;AACjC,cAAc,aAAa,CAAC;AAC5B,cAAc,SAAS,CAAC;AACxB,cAAc,qBAAqB,CAAC;AACpC,cAAc,iBAAiB,CAAC;AAChC,cAAc,mBAAmB,CAAC;AAClC,cAAc,gBAAgB,CAAC;AAC/B,cAAc,sBAAsB,CAAC;AACrC,cAAc,eAAe,CAAC;AAC9B,cAAc,iBAAiB,CAAC;AAChC,cAAc,YAAY,CAAC;AAC3B,cAAc,cAAc,CAAC;AAC7B,cAAc,UAAU,CAAC;AACzB,cAAc,SAAS,CAAC;AACxB,cAAc,cAAc,CAAC;AAC7B,cAAc,UAAU,CAAC;AACzB,cAAc,8BAA8B,CAAC;AAC7C,cAAc,qBAAqB,CAAC;AACpC,cAAc,YAAY,CAAC;AAE3B,OAAO,EAAE,EAAE,EAAE,CAAC"}

package/lib/index.js

@@ -17,7 +17,6 @@ __exportStar(require("./mockUSDCFaucet"), exports);
 __exportStar(require("./pythClient"), exports);
 __exportStar(require("./types"), exports);
 __exportStar(require("./constants/markets"), exports);
-__exportStar(require("./accounts/defaultHistoryAccountSubscriber"), exports);
 __exportStar(require("./accounts/defaultClearingHouseAccountSubscriber"), exports);
 __exportStar(require("./accounts/types"), exports);
 __exportStar(require("./addresses"), exports);
@@ -26,11 +25,15 @@ __exportStar(require("./clearingHouseUser"), exports);
 __exportStar(require("./clearingHouse"), exports);
 __exportStar(require("./math/conversion"), exports);
 __exportStar(require("./math/funding"), exports);
+__exportStar(require("./math/insuranceFund"), exports);
 __exportStar(require("./math/market"), exports);
 __exportStar(require("./math/position"), exports);
 __exportStar(require("./math/amm"), exports);
 __exportStar(require("./math/trade"), exports);
+__exportStar(require("./wallet"), exports);
 __exportStar(require("./types"), exports);
 __exportStar(require("./math/utils"), exports);
 __exportStar(require("./config"), exports);
 __exportStar(require("./constants/numericConstants"), exports);
+__exportStar(require("./util/computeUnits"), exports);
+__exportStar(require("./util/tps"), exports);

package/lib/math/amm.d.ts

@@ -1,6 +1,6 @@
 /// <reference types="bn.js" />
 import { BN } from '@project-serum/anchor';
-import { AMM, PositionDirection, SwapDirection } from '../types';
+import { AMM, PositionDirection, SwapDirection, Market } from '../types';
 /**
  * Calculates a price given an arbitrary base and quote amount (they must have the same precision)
  *
@@ -38,4 +38,29 @@ export declare function calculateSwapOutput(inputAssetReserve: BN, swapAmount: B
  * @param positionDirection
  */
 export declare function getSwapDirection(inputAssetType: AssetType, positionDirection: PositionDirection): SwapDirection;
+/**
+ * Helper function calculating adjust k cost
+ * @param market
+ * @param marketIndex
+ * @param numerator
+ * @param denomenator
+ * @returns cost : Precision QUOTE_ASSET_PRECISION
+ */
+export declare function calculateAdjustKCost(market: Market, marketIndex: BN, numerator: BN, denomenator: BN): BN;
+/**
+ * Helper function calculating adjust pegMultiplier (repeg) cost
+ *
+ * @param market
+ * @param marketIndex
+ * @param newPeg
+ * @returns cost : Precision QUOTE_ASSET_PRECISION
+ */
+export declare function calculateRepegCost(market: Market, marketIndex: BN, newPeg: BN): BN;
+/**
+ * Helper function calculating terminal price of amm
+ *
+ * @param market
+ * @returns cost : Precision MARK_PRICE_PRECISION
+ */
+export declare function calculateTerminalPrice(market: Market): BN;
 //# sourceMappingURL=amm.d.ts.map

package/lib/math/amm.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"amm.d.ts","sourceRoot":"","sources":["../../src/math/amm.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,EAAE,EAAE,MAAM,uBAAuB,CAAC;AAO3C,OAAO,EAAE,GAAG,EAAE,iBAAiB,EAAE,aAAa,EAAE,MAAM,UAAU,CAAC;AAGjE;;;;;;;GAOG;AACH,wBAAgB,cAAc,CAC7B,eAAe,EAAE,EAAE,EACnB,gBAAgB,EAAE,EAAE,EACpB,cAAc,EAAE,EAAE,GAChB,EAAE,CAUJ;AAED,oBAAY,SAAS,GAAG,OAAO,GAAG,MAAM,CAAC;AAEzC;;;;;;;;GAQG;AACH,wBAAgB,6BAA6B,CAC5C,GAAG,EAAE,GAAG,EACR,cAAc,EAAE,SAAS,EACzB,UAAU,EAAE,EAAE,EACd,aAAa,EAAE,aAAa,GAC1B,CAAC,EAAE,EAAE,EAAE,CAAC,CAmCV;AAED;;;;;;;;GAQG;AACH,wBAAgB,mBAAmB,CAClC,iBAAiB,EAAE,EAAE,EACrB,UAAU,EAAE,EAAE,EACd,aAAa,EAAE,aAAa,EAC5B,SAAS,EAAE,EAAE,GACX,CAAC,EAAE,EAAE,EAAE,CAAC,CASV;AAED;;;;;GAKG;AACH,wBAAgB,gBAAgB,CAC/B,cAAc,EAAE,SAAS,EACzB,iBAAiB,EAAE,iBAAiB,GAClC,aAAa,CAgBf"}
+{"version":3,"file":"amm.d.ts","sourceRoot":"","sources":["../../src/math/amm.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,EAAE,EAAE,MAAM,uBAAuB,CAAC;AAQ3C,OAAO,EAAE,GAAG,EAAE,iBAAiB,EAAE,aAAa,EAAE,MAAM,EAAE,MAAM,UAAU,CAAC;AAIzE;;;;;;;GAOG;AACH,wBAAgB,cAAc,CAC7B,eAAe,EAAE,EAAE,EACnB,gBAAgB,EAAE,EAAE,EACpB,cAAc,EAAE,EAAE,GAChB,EAAE,CAUJ;AAED,oBAAY,SAAS,GAAG,OAAO,GAAG,MAAM,CAAC;AAEzC;;;;;;;;GAQG;AACH,wBAAgB,6BAA6B,CAC5C,GAAG,EAAE,GAAG,EACR,cAAc,EAAE,SAAS,EACzB,UAAU,EAAE,EAAE,EACd,aAAa,EAAE,aAAa,GAC1B,CAAC,EAAE,EAAE,EAAE,CAAC,CA2BV;AAED;;;;;;;;GAQG;AACH,wBAAgB,mBAAmB,CAClC,iBAAiB,EAAE,EAAE,EACrB,UAAU,EAAE,EAAE,EACd,aAAa,EAAE,aAAa,EAC5B,SAAS,EAAE,EAAE,GACX,CAAC,EAAE,EAAE,EAAE,CAAC,CASV;AAED;;;;;GAKG;AACH,wBAAgB,gBAAgB,CAC/B,cAAc,EAAE,SAAS,EACzB,iBAAiB,EAAE,iBAAiB,GAClC,aAAa,CAgBf;AAED;;;;;;;GAOG;AACH,wBAAgB,oBAAoB,CACnC,MAAM,EAAE,MAAM,EACd,WAAW,EAAE,EAAE,EACf,SAAS,EAAE,EAAE,EACb,WAAW,EAAE,EAAE,GACb,EAAE,CA0BJ;AAED;;;;;;;GAOG;AACH,wBAAgB,kBAAkB,CACjC,MAAM,EAAE,MAAM,EACd,WAAW,EAAE,EAAE,EACf,MAAM,EAAE,EAAE,GACR,EAAE,CA2BJ;AAED;;;;;GAKG;AACH,wBAAgB,sBAAsB,CAAC,MAAM,EAAE,MAAM,MAuBpD"}

package/lib/math/amm.js

@@ -1,10 +1,12 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.getSwapDirection = exports.calculateSwapOutput = exports.calculateAmmReservesAfterSwap = exports.calculatePrice = void 0;
+exports.calculateTerminalPrice = exports.calculateRepegCost = exports.calculateAdjustKCost = exports.getSwapDirection = exports.calculateSwapOutput = exports.calculateAmmReservesAfterSwap = exports.calculatePrice = void 0;
 const anchor_1 = require("@project-serum/anchor");
 const numericConstants_1 = require("../constants/numericConstants");
+const position_1 = require("./position");
 const types_1 = require("../types");
 const assert_1 = require("../assert/assert");
+const __1 = require("..");
 /**
  * Calculates a price given an arbitrary base and quote amount (they must have the same precision)
  *
@@ -38,15 +40,9 @@ function calculateAmmReservesAfterSwap(amm, inputAssetType, swapAmount, swapDire
     let newQuoteAssetReserve;
     let newBaseAssetReserve;
     if (inputAssetType === 'quote') {
-        const swapAmountIntermediate = swapAmount.mul(numericConstants_1.MARK_PRICE_PRECISION);
-        swapAmount = swapAmountIntermediate.div(amm.pegMultiplier);
-        // Because ints round down by default, we need to add 1 back when removing from
-        // AMM to avoid giving users extra pnl when they short
-        const roundUp = swapDirection === types_1.SwapDirection.REMOVE &&
-            !swapAmountIntermediate.mod(amm.pegMultiplier).eq(numericConstants_1.ZERO);
-        if (roundUp) {
-            swapAmount = swapAmount.add(numericConstants_1.ONE);
-        }
+        swapAmount = swapAmount
+            .mul(numericConstants_1.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO)
+            .div(amm.pegMultiplier);
         [newQuoteAssetReserve, newBaseAssetReserve] = calculateSwapOutput(amm.quoteAssetReserve, swapAmount, swapDirection, amm.sqrtK.mul(amm.sqrtK));
     }
     else {
@@ -94,3 +90,82 @@ function getSwapDirection(inputAssetType, positionDirection) {
     return types_1.SwapDirection.ADD;
 }
 exports.getSwapDirection = getSwapDirection;
+/**
+ * Helper function calculating adjust k cost
+ * @param market
+ * @param marketIndex
+ * @param numerator
+ * @param denomenator
+ * @returns cost : Precision QUOTE_ASSET_PRECISION
+ */
+function calculateAdjustKCost(market, marketIndex, numerator, denomenator) {
+    const netUserPosition = {
+        baseAssetAmount: market.baseAssetAmount,
+        lastCumulativeFundingRate: market.amm.cumulativeFundingRate,
+        marketIndex: new anchor_1.BN(marketIndex),
+        quoteAssetAmount: new anchor_1.BN(0),
+    };
+    const currentValue = position_1.calculateBaseAssetValue(market, netUserPosition);
+    const marketNewK = Object.assign({}, market);
+    marketNewK.amm = Object.assign({}, market.amm);
+    marketNewK.amm.baseAssetReserve = market.amm.baseAssetReserve
+        .mul(numerator)
+        .div(denomenator);
+    marketNewK.amm.quoteAssetReserve = market.amm.quoteAssetReserve
+        .mul(numerator)
+        .div(denomenator);
+    marketNewK.amm.sqrtK = market.amm.sqrtK.mul(numerator).div(denomenator);
+    netUserPosition.quoteAssetAmount = currentValue;
+    const cost = __1.calculatePositionPNL(marketNewK, netUserPosition);
+    return cost;
+}
+exports.calculateAdjustKCost = calculateAdjustKCost;
+/**
+ * Helper function calculating adjust pegMultiplier (repeg) cost
+ *
+ * @param market
+ * @param marketIndex
+ * @param newPeg
+ * @returns cost : Precision QUOTE_ASSET_PRECISION
+ */
+function calculateRepegCost(market, marketIndex, newPeg) {
+    const netUserPosition = {
+        baseAssetAmount: market.baseAssetAmount,
+        lastCumulativeFundingRate: market.amm.cumulativeFundingRate,
+        marketIndex: new anchor_1.BN(marketIndex),
+        quoteAssetAmount: new anchor_1.BN(0),
+    };
+    const currentValue = position_1.calculateBaseAssetValue(market, netUserPosition);
+    netUserPosition.quoteAssetAmount = currentValue;
+    const prevMarketPrice = __1.calculateMarkPrice(market);
+    const marketNewPeg = Object.assign({}, market);
+    marketNewPeg.amm = Object.assign({}, market.amm);
+    // const marketNewPeg = JSON.parse(JSON.stringify(market));
+    marketNewPeg.amm.pegMultiplier = newPeg;
+    console.log('Price moves from', __1.convertToNumber(prevMarketPrice), 'to', __1.convertToNumber(__1.calculateMarkPrice(marketNewPeg)));
+    const cost = __1.calculatePositionPNL(marketNewPeg, netUserPosition);
+    return cost;
+}
+exports.calculateRepegCost = calculateRepegCost;
+/**
+ * Helper function calculating terminal price of amm
+ *
+ * @param market
+ * @returns cost : Precision MARK_PRICE_PRECISION
+ */
+function calculateTerminalPrice(market) {
+    if (!market.initialized) {
+        return new anchor_1.BN(0);
+    }
+    const directionToClose = market.baseAssetAmount.gt(numericConstants_1.ZERO)
+        ? types_1.PositionDirection.SHORT
+        : types_1.PositionDirection.LONG;
+    const [newQuoteAssetReserve, newBaseAssetReserve] = calculateAmmReservesAfterSwap(market.amm, 'base', market.baseAssetAmount.abs(), getSwapDirection('base', directionToClose));
+    const terminalPrice = newQuoteAssetReserve
+        .mul(numericConstants_1.MARK_PRICE_PRECISION)
+        .mul(market.amm.pegMultiplier)
+        .div(numericConstants_1.PEG_PRECISION)
+        .div(newBaseAssetReserve);
+    return terminalPrice;
+}
+exports.calculateTerminalPrice = calculateTerminalPrice;

package/lib/math/funding.d.ts

@@ -1,6 +1,6 @@
 /// <reference types="bn.js" />
 import { BN } from '@project-serum/anchor';
-import { PythClient } from '../pythClient';
+import { PriceData } from '@pythnetwork/client';
 import { Market } from '../types';
 /**
  *
@@ -9,16 +9,16 @@ import { Market } from '../types';
  * @param periodAdjustment
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
-export declare function calculateAllEstimatedFundingRate(market: Market, pythClient: PythClient, periodAdjustment?: BN): Promise<[BN, BN, BN, BN, BN]>;
+export declare function calculateAllEstimatedFundingRate(market: Market, oraclePriceData: PriceData, periodAdjustment?: BN): Promise<[BN, BN, BN, BN, BN]>;
 /**
  *
  * @param market
- * @param pythClient
+ * @param oraclePriceData
  * @param periodAdjustment
  * @param estimationMethod
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
-export declare function calculateEstimatedFundingRate(market: Market, pythClient: PythClient, periodAdjustment: BN, estimationMethod: 'interpolated' | 'lowerbound' | 'capped'): Promise<BN>;
+export declare function calculateEstimatedFundingRate(market: Market, oraclePriceData: PriceData, periodAdjustment: BN, estimationMethod: 'interpolated' | 'lowerbound' | 'capped'): Promise<BN>;
 /**
  *
  * @param market
@@ -27,7 +27,7 @@ export declare function calculateEstimatedFundingRate(market: Market, pythClient
  * @param estimationMethod
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
-export declare function calculateLongShortFundingRate(market: Market, pythClient: PythClient, periodAdjustment?: BN): Promise<[BN, BN]>;
+export declare function calculateLongShortFundingRate(market: Market, oraclePriceData: PriceData, periodAdjustment?: BN): Promise<[BN, BN]>;
 /**
  *
  * @param market
@@ -36,7 +36,7 @@ export declare function calculateLongShortFundingRate(market: Market, pythClient
  * @param estimationMethod
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
-export declare function calculateLongShortFundingRateAndLiveTwaps(market: Market, pythClient: PythClient, periodAdjustment?: BN): Promise<[BN, BN, BN, BN]>;
+export declare function calculateLongShortFundingRateAndLiveTwaps(market: Market, oraclePriceData: PriceData, periodAdjustment?: BN): Promise<[BN, BN, BN, BN]>;
 /**
  *
  * @param market

package/lib/math/funding.d.ts.map

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+{"version":3,"file":"funding.d.ts","sourceRoot":"","sources":["../../src/math/funding.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,EAAE,EAAE,MAAM,uBAAuB,CAAC;AAC3C,OAAO,EAAE,SAAS,EAAE,MAAM,qBAAqB,CAAC;AAOhD,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAC;AAGlC;;;;;;GAMG;AACH,wBAAsB,gCAAgC,CACrD,MAAM,EAAE,MAAM,EACd,eAAe,EAAE,SAAS,EAC1B,gBAAgB,GAAE,EAAc,GAC9B,OAAO,CAAC,CAAC,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,CAAC,CAAC,CA0K/B;AAED;;;;;;;GAOG;AACH,wBAAsB,6BAA6B,CAClD,MAAM,EAAE,MAAM,EACd,eAAe,EAAE,SAAS,EAC1B,gBAAgB,EAAE,EAAc,EAChC,gBAAgB,EAAE,cAAc,GAAG,YAAY,GAAG,QAAQ,GACxD,OAAO,CAAC,EAAE,CAAC,CAgBb;AAED;;;;;;;GAOG;AACH,wBAAsB,6BAA6B,CAClD,MAAM,EAAE,MAAM,EACd,eAAe,EAAE,SAAS,EAC1B,gBAAgB,GAAE,EAAc,GAC9B,OAAO,CAAC,CAAC,EAAE,EAAE,EAAE,CAAC,CAAC,CAenB;AAED;;;;;;;GAOG;AACH,wBAAsB,yCAAyC,CAC9D,MAAM,EAAE,MAAM,EACd,eAAe,EAAE,SAAS,EAC1B,gBAAgB,GAAE,EAAc,GAC9B,OAAO,CAAC,CAAC,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,CAAC,CAAC,CAe3B;AAED;;;;GAIG;AACH,wBAAgB,oBAAoB,CAAC,MAAM,EAAE,MAAM,GAAG,EAAE,CAKvD"}