@drift-labs/sdk 0.1.12 → 0.1.16

package/lib/math/funding.js

@@ -20,7 +20,7 @@ const market_1 = require("./market");
  * @param periodAdjustment
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
-function calculateAllEstimatedFundingRate(market, pythClient, periodAdjustment = new anchor_1.BN(1)) {
+function calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustment = new anchor_1.BN(1)) {
     return __awaiter(this, void 0, void 0, function* () {
         // periodAdjustment
         // 	1: hourly
@@ -51,13 +51,33 @@ function calculateAllEstimatedFundingRate(market, pythClient, periodAdjustment =
         const lastOraclePriceTwapTs = market.amm.lastOraclePriceTwapTs;
         const timeSinceLastOracleTwapUpdate = now.sub(lastOraclePriceTwapTs);
         const oracleTwapTimeSinceLastUpdate = anchor_1.BN.max(secondsInHour, secondsInHour.sub(timeSinceLastOracleTwapUpdate));
-        const oraclePriceData = yield pythClient.getPriceData(market.amm.oracle);
-        const oraclePriceStableWithMantissa = new anchor_1.BN(((oraclePriceData.price + oraclePriceData.previousPrice) / 2) *
-            numericConstants_1.MARK_PRICE_PRECISION.toNumber());
-        const oracleTwapWithMantissa = oracleTwapTimeSinceLastUpdate
-            .mul(lastOracleTwapWithMantissa)
-            .add(timeSinceLastMarkChange.mul(oraclePriceStableWithMantissa))
-            .div(timeSinceLastOracleTwapUpdate.add(oracleTwapTimeSinceLastUpdate));
+        // 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 anchor_1.BN(oracleStablePriceNum * numericConstants_1.MARK_PRICE_PRECISION.toNumber());
+        let oracleTwapWithMantissa = lastOracleTwapWithMantissa;
+        const oracleLiveVsTwap = oraclePriceStableWithMantissa
+            .sub(lastOracleTwapWithMantissa)
+            .abs()
+            .mul(numericConstants_1.MARK_PRICE_PRECISION)
+            .mul(new anchor_1.BN(100))
+            .div(lastOracleTwapWithMantissa);
+        // verify pyth live input is within 10% of last twap for live update
+        if (oracleLiveVsTwap.lte(numericConstants_1.MARK_PRICE_PRECISION.mul(new anchor_1.BN(10)))) {
+            oracleTwapWithMantissa = oracleTwapTimeSinceLastUpdate
+                .mul(lastOracleTwapWithMantissa)
+                .add(timeSinceLastMarkChange.mul(oraclePriceStableWithMantissa))
+                .div(timeSinceLastOracleTwapUpdate.add(oracleTwapTimeSinceLastUpdate));
+        }
         const twapSpread = markTwapWithMantissa.sub(oracleTwapWithMantissa);
         const twapSpreadPct = twapSpread
             .mul(numericConstants_1.MARK_PRICE_PRECISION)
@@ -118,19 +138,18 @@ function calculateAllEstimatedFundingRate(market, pythClient, periodAdjustment =
             ];
         }
         if (largerSide.gt(numericConstants_1.ZERO)) {
-            cappedAltEst = smallerSide.mul(twapSpread).div(largerSide);
+            // funding smaller flow
+            cappedAltEst = smallerSide.mul(twapSpread).div(hoursInDay);
             const feePoolTopOff = feePoolSize
                 .mul(numericConstants_1.MARK_PRICE_PRECISION.div(numericConstants_1.QUOTE_PRECISION))
-                .mul(numericConstants_1.AMM_RESERVE_PRECISION)
-                .div(largerSide);
-            cappedAltEst = cappedAltEst.add(feePoolTopOff);
+                .mul(numericConstants_1.AMM_RESERVE_PRECISION);
+            cappedAltEst = cappedAltEst.add(feePoolTopOff).div(largerSide);
             cappedAltEst = cappedAltEst
                 .mul(numericConstants_1.MARK_PRICE_PRECISION)
                 .mul(new anchor_1.BN(100))
                 .div(oracleTwapWithMantissa)
-                .mul(periodAdjustment)
-                .div(hoursInDay);
-            if (cappedAltEst.abs().gt(interpEst.abs())) {
+                .mul(periodAdjustment);
+            if (cappedAltEst.abs().gte(interpEst.abs())) {
                 cappedAltEst = interpEst;
             }
         }
@@ -150,14 +169,14 @@ exports.calculateAllEstimatedFundingRate = calculateAllEstimatedFundingRate;
 /**
  *
  * @param market
- * @param pythClient
+ * @param oraclePriceData
  * @param periodAdjustment
  * @param estimationMethod
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
-function calculateEstimatedFundingRate(market, pythClient, periodAdjustment = new anchor_1.BN(1), estimationMethod) {
+function calculateEstimatedFundingRate(market, oraclePriceData, periodAdjustment = new anchor_1.BN(1), estimationMethod) {
     return __awaiter(this, void 0, void 0, function* () {
-        const [_1, _2, lowerboundEst, cappedAltEst, interpEst] = yield calculateAllEstimatedFundingRate(market, pythClient, periodAdjustment);
+        const [_1, _2, lowerboundEst, cappedAltEst, interpEst] = yield calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustment);
         if (estimationMethod == 'lowerbound') {
             //assuming remaining funding period has no gap
             return lowerboundEst;
@@ -179,9 +198,9 @@ exports.calculateEstimatedFundingRate = calculateEstimatedFundingRate;
  * @param estimationMethod
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
-function calculateLongShortFundingRate(market, pythClient, periodAdjustment = new anchor_1.BN(1)) {
+function calculateLongShortFundingRate(market, oraclePriceData, periodAdjustment = new anchor_1.BN(1)) {
     return __awaiter(this, void 0, void 0, function* () {
-        const [_1, _2, _, cappedAltEst, interpEst] = yield calculateAllEstimatedFundingRate(market, pythClient, periodAdjustment);
+        const [_1, _2, _, cappedAltEst, interpEst] = yield calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustment);
         if (market.baseAssetAmountLong.gt(market.baseAssetAmountShort)) {
             return [cappedAltEst, interpEst];
         }
@@ -202,9 +221,9 @@ exports.calculateLongShortFundingRate = calculateLongShortFundingRate;
  * @param estimationMethod
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
-function calculateLongShortFundingRateAndLiveTwaps(market, pythClient, periodAdjustment = new anchor_1.BN(1)) {
+function calculateLongShortFundingRateAndLiveTwaps(market, oraclePriceData, periodAdjustment = new anchor_1.BN(1)) {
     return __awaiter(this, void 0, void 0, function* () {
-        const [markTwapLive, oracleTwapLive, _2, cappedAltEst, interpEst] = yield calculateAllEstimatedFundingRate(market, pythClient, periodAdjustment);
+        const [markTwapLive, oracleTwapLive, _2, cappedAltEst, interpEst] = yield calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustment);
         if (market.baseAssetAmountLong.gt(market.baseAssetAmountShort.abs())) {
             return [markTwapLive, oracleTwapLive, cappedAltEst, interpEst];
         }

package/lib/math/insuranceFund.d.ts

@@ -0,0 +1,15 @@
+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 declare function calculateInsuranceFundSize(connection: Connection, state: StateAccount, marketsAccount: MarketsAccount): Promise<BN>;
+//# sourceMappingURL=insuranceFund.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"insuranceFund.d.ts","sourceRoot":"","sources":["../../src/math/insuranceFund.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,cAAc,EAAE,YAAY,EAAE,MAAM,UAAU,CAAC;AACxD,OAAO,EAAE,MAAM,OAAO,CAAC;AACvB,OAAO,EAAE,UAAU,EAAE,MAAM,iBAAiB,CAAC;AAE7C;;;;;;;;;GASG;AACH,wBAAsB,0BAA0B,CAC/C,UAAU,EAAE,UAAU,EACtB,KAAK,EAAE,YAAY,EACnB,cAAc,EAAE,cAAc,GAC5B,OAAO,CAAC,EAAE,CAAC,CAUb"}

package/lib/math/insuranceFund.js

@@ -0,0 +1,36 @@
+"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());
+    });
+};
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.calculateInsuranceFundSize = void 0;
+const bn_js_1 = __importDefault(require("bn.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
+ */
+function calculateInsuranceFundSize(connection, state, marketsAccount) {
+    return __awaiter(this, void 0, void 0, function* () {
+        const insuranceVaultPublicKey = state.insuranceVault;
+        const insuranceVaultAmount = new bn_js_1.default((yield connection.getTokenAccountBalance(insuranceVaultPublicKey)).value.amount);
+        return marketsAccount.markets.reduce((insuranceVaultAmount, market) => {
+            return insuranceVaultAmount.add(market.amm.totalFee.div(new bn_js_1.default(2)));
+        }, insuranceVaultAmount);
+    });
+}
+exports.calculateInsuranceFundSize = calculateInsuranceFundSize;

package/lib/math/position.d.ts

@@ -1,5 +1,5 @@
-import { Market, UserPosition } from '../types';
 import BN from 'bn.js';
+import { Market, UserPosition } from '../types';
 /**
  * calculateBaseAssetValue
  * = market value of closing entire position

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

@@ -1 +1 @@
-{"version":3,"file":"position.d.ts","sourceRoot":"","sources":["../../src/math/position.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAqB,YAAY,EAAE,MAAM,UAAU,CAAC;AAQnE,OAAO,EAAE,MAAM,OAAO,CAAC;AAQvB;;;;;;GAMG;AACH,wBAAgB,uBAAuB,CACtC,MAAM,EAAE,MAAM,EACd,YAAY,EAAE,YAAY,GACxB,EAAE,CA+BJ;AAED;;;;;;;GAOG;AACH,wBAAgB,oBAAoB,CACnC,MAAM,EAAE,MAAM,EACd,cAAc,EAAE,YAAY,EAC5B,WAAW,UAAQ,GACjB,EAAE,CAgCJ;AAED;;;;;GAKG;AACH,wBAAgB,2BAA2B,CAC1C,MAAM,EAAE,MAAM,EACd,cAAc,EAAE,YAAY,GAC1B,EAAE,CAoBJ;AAED;;;;GAIG;AACH,wBAAgB,mBAAmB,CAAC,YAAY,EAAE,YAAY,GAAG,EAAE,CAUlE"}
+{"version":3,"file":"position.d.ts","sourceRoot":"","sources":["../../src/math/position.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,OAAO,CAAC;AAWvB,OAAO,EAAE,MAAM,EAAqB,YAAY,EAAE,MAAM,UAAU,CAAC;AAGnE;;;;;;GAMG;AACH,wBAAgB,uBAAuB,CACtC,MAAM,EAAE,MAAM,EACd,YAAY,EAAE,YAAY,GACxB,EAAE,CA6BJ;AAED;;;;;;;GAOG;AACH,wBAAgB,oBAAoB,CACnC,MAAM,EAAE,MAAM,EACd,cAAc,EAAE,YAAY,EAC5B,WAAW,UAAQ,GACjB,EAAE,CAwBJ;AAED;;;;;GAKG;AACH,wBAAgB,2BAA2B,CAC1C,MAAM,EAAE,MAAM,EACd,cAAc,EAAE,YAAY,GAC1B,EAAE,CAoBJ;AAED;;;;GAIG;AACH,wBAAgB,mBAAmB,CAAC,YAAY,EAAE,YAAY,GAAG,EAAE,CAUlE"}

package/lib/math/position.js

@@ -4,11 +4,10 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
 };
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.calculateEntryPrice = exports.calculatePositionFundingPNL = exports.calculatePositionPNL = exports.calculateBaseAssetValue = void 0;
-const types_1 = require("../types");
-const numericConstants_1 = require("../constants/numericConstants");
 const bn_js_1 = __importDefault(require("bn.js"));
+const numericConstants_1 = require("../constants/numericConstants");
+const types_1 = require("../types");
 const amm_1 = require("./amm");
-const numericConstants_2 = require("../constants/numericConstants");
 /**
  * calculateBaseAssetValue
  * = market value of closing entire position
@@ -29,14 +28,12 @@ function calculateBaseAssetValue(market, userPosition) {
             return market.amm.quoteAssetReserve
                 .sub(newQuoteAssetReserve)
                 .mul(market.amm.pegMultiplier)
-                .div(numericConstants_1.PEG_PRECISION)
-                .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO);
+                .div(numericConstants_1.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO);
         case types_1.PositionDirection.LONG:
             return newQuoteAssetReserve
                 .sub(market.amm.quoteAssetReserve)
                 .mul(market.amm.pegMultiplier)
-                .div(numericConstants_1.PEG_PRECISION)
-                .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO);
+                .div(numericConstants_1.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO);
     }
 }
 exports.calculateBaseAssetValue = calculateBaseAssetValue;
@@ -52,24 +49,19 @@ function calculatePositionPNL(market, marketPosition, withFunding = false) {
     if (marketPosition.baseAssetAmount.eq(numericConstants_1.ZERO)) {
         return numericConstants_1.ZERO;
     }
-    const directionToClose = marketPosition.baseAssetAmount.gt(numericConstants_1.ZERO)
-        ? types_1.PositionDirection.SHORT
-        : types_1.PositionDirection.LONG;
     const baseAssetValue = calculateBaseAssetValue(market, marketPosition);
-    let pnlAssetAmount;
-    switch (directionToClose) {
-        case types_1.PositionDirection.SHORT:
-            pnlAssetAmount = baseAssetValue.sub(marketPosition.quoteAssetAmount);
-            break;
-        case types_1.PositionDirection.LONG:
-            pnlAssetAmount = marketPosition.quoteAssetAmount.sub(baseAssetValue);
-            break;
+    let pnl;
+    if (marketPosition.baseAssetAmount.gt(numericConstants_1.ZERO)) {
+        pnl = baseAssetValue.sub(marketPosition.quoteAssetAmount);
+    }
+    else {
+        pnl = marketPosition.quoteAssetAmount.sub(baseAssetValue).sub(numericConstants_1.ONE);
     }
     if (withFunding) {
-        const fundingRatePnL = calculatePositionFundingPNL(market, marketPosition).div(numericConstants_2.PRICE_TO_QUOTE_PRECISION);
-        pnlAssetAmount = pnlAssetAmount.add(fundingRatePnL);
+        const fundingRatePnL = calculatePositionFundingPNL(market, marketPosition).div(numericConstants_1.PRICE_TO_QUOTE_PRECISION);
+        pnl = pnl.add(fundingRatePnL);
     }
-    return pnlAssetAmount;
+    return pnl;
 }
 exports.calculatePositionPNL = calculatePositionPNL;
 /**
@@ -92,8 +84,8 @@ function calculatePositionFundingPNL(market, marketPosition) {
     const perPositionFundingRate = ammCumulativeFundingRate
         .sub(marketPosition.lastCumulativeFundingRate)
         .mul(marketPosition.baseAssetAmount)
-        .div(numericConstants_2.AMM_RESERVE_PRECISION)
-        .div(numericConstants_2.FUNDING_PAYMENT_PRECISION)
+        .div(numericConstants_1.AMM_RESERVE_PRECISION)
+        .div(numericConstants_1.FUNDING_PAYMENT_PRECISION)
         .mul(new bn_js_1.default(-1));
     return perPositionFundingRate;
 }

package/lib/math/trade.d.ts

@@ -44,5 +44,5 @@ export declare function calculateTradeAcquiredAmounts(direction: PositionDirecti
  *   targetPrice => the target price TODO-PRECISION
  * ]
  */
-export declare function calculateTargetPriceTrade(market: Market, targetPrice: BN, pct?: BN): [PositionDirection, BN, BN, BN];
+export declare function calculateTargetPriceTrade(market: Market, targetPrice: BN, pct?: BN, outputAssetType?: AssetType): [PositionDirection, BN, BN, BN];
 //# sourceMappingURL=trade.d.ts.map

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

@@ -1 +1 @@
-{"version":3,"file":"trade.d.ts","sourceRoot":"","sources":["../../src/math/trade.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,MAAM,EAAE,iBAAiB,EAAE,MAAM,UAAU,CAAC;AACrD,OAAO,EAAE,EAAE,EAAE,MAAM,uBAAuB,CAAC;AAS3C,OAAO,EAIN,SAAS,EACT,MAAM,OAAO,CAAC;AAKf,oBAAY,eAAe,GACxB,YAAY,GACZ,UAAU,GACV,YAAY,GACZ,oBAAoB,GACpB,QAAQ,GACR,QAAQ,GACR,kBAAkB,GAClB,qBAAqB,GACrB,yBAAyB,GACzB,0BAA0B,GAC1B,KAAK,CAAC;AAET;;;;;;;;;;;;;;GAcG;AACH,wBAAgB,sBAAsB,CACrC,SAAS,EAAE,iBAAiB,EAC5B,MAAM,EAAE,EAAE,EACV,MAAM,EAAE,MAAM,EACd,cAAc,GAAE,SAAmB,GACjC,CAAC,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,CAAC,CA0ClB;AAED;;;;;;;;GAQG;AACH,wBAAgB,6BAA6B,CAC5C,SAAS,EAAE,iBAAiB,EAC5B,MAAM,EAAE,EAAE,EACV,MAAM,EAAE,MAAM,EACd,cAAc,GAAE,SAAmB,GACjC,CAAC,EAAE,EAAE,EAAE,CAAC,CAiBV;AAED;;;;;;;;;;;;;;GAcG;AACH,wBAAgB,yBAAyB,CACxC,MAAM,EAAE,MAAM,EACd,WAAW,EAAE,EAAE,EACf,GAAG,GAAE,EAAW,GACd,CAAC,iBAAiB,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,CAAC,CA6GjC"}
+{"version":3,"file":"trade.d.ts","sourceRoot":"","sources":["../../src/math/trade.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,MAAM,EAAE,iBAAiB,EAAE,MAAM,UAAU,CAAC;AACrD,OAAO,EAAE,EAAE,EAAE,MAAM,uBAAuB,CAAC;AAS3C,OAAO,EAIN,SAAS,EACT,MAAM,OAAO,CAAC;AAKf,oBAAY,eAAe,GACxB,YAAY,GACZ,UAAU,GACV,YAAY,GACZ,oBAAoB,GACpB,QAAQ,GACR,QAAQ,GACR,kBAAkB,GAClB,qBAAqB,GACrB,yBAAyB,GACzB,0BAA0B,GAC1B,KAAK,CAAC;AAET;;;;;;;;;;;;;;GAcG;AACH,wBAAgB,sBAAsB,CACrC,SAAS,EAAE,iBAAiB,EAC5B,MAAM,EAAE,EAAE,EACV,MAAM,EAAE,MAAM,EACd,cAAc,GAAE,SAAmB,GACjC,CAAC,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,CAAC,CA0ClB;AAED;;;;;;;;GAQG;AACH,wBAAgB,6BAA6B,CAC5C,SAAS,EAAE,iBAAiB,EAC5B,MAAM,EAAE,EAAE,EACV,MAAM,EAAE,MAAM,EACd,cAAc,GAAE,SAAmB,GACjC,CAAC,EAAE,EAAE,EAAE,CAAC,CAiBV;AAED;;;;;;;;;;;;;;GAcG;AACH,wBAAgB,yBAAyB,CACxC,MAAM,EAAE,MAAM,EACd,WAAW,EAAE,EAAE,EACf,GAAG,GAAE,EAAW,EAChB,eAAe,GAAE,SAAmB,GAClC,CAAC,iBAAiB,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,CAAC,CAgHjC"}

package/lib/math/trade.js

@@ -85,7 +85,7 @@ exports.calculateTradeAcquiredAmounts = calculateTradeAcquiredAmounts;
  *   targetPrice => the target price TODO-PRECISION
  * ]
  */
-function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT) {
+function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAssetType = 'quote') {
     assert_1.assert(market.amm.baseAssetReserve.gt(numericConstants_1.ZERO));
     assert_1.assert(targetPrice.gt(numericConstants_1.ZERO));
     assert_1.assert(pct.lte(MAXPCT) && pct.gt(numericConstants_1.ZERO));
@@ -125,7 +125,7 @@ function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT) {
             .mul(peg)
             .div(numericConstants_1.PEG_PRECISION)
             .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO);
-        baseSize = baseAssetReserveBefore.sub(baseAssetReserveAfter);
+        baseSize = baseAssetReserveAfter.sub(baseAssetReserveBefore);
     }
     else if (markPriceBefore.lt(targetPrice)) {
         // underestimate y2
@@ -140,7 +140,7 @@ function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT) {
             .mul(peg)
             .div(numericConstants_1.PEG_PRECISION)
             .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO);
-        baseSize = baseAssetReserveAfter.sub(baseAssetReserveBefore);
+        baseSize = baseAssetReserveBefore.sub(baseAssetReserveAfter);
     }
     else {
         // no trade, market is at target
@@ -167,6 +167,11 @@ function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT) {
         tp1.toString() +
         '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];
+    }
 }
 exports.calculateTargetPriceTrade = calculateTargetPriceTrade;

package/lib/types.d.ts

@@ -224,9 +224,6 @@ export declare type UserPosition = {
     lastCumulativeFundingRate: BN;
     marketIndex: BN;
     quoteAssetAmount: BN;
-    unrealizedPnl?: BN;
-    unrealizedFundingPnl?: BN;
-    baseAssetValue?: BN;
 };
 export declare type UserPositionsAccount = {
     positions: UserPosition[];
@@ -239,16 +236,6 @@ export declare type UserAccount = {
     positions: PublicKey;
     totalFeePaid: BN;
 };
-export declare type UserSnapshotRecord = {
-    ts: BN;
-    userAuthority: PublicKey;
-    user: PublicKey;
-    userPositions: UserPosition[];
-    userTotalRealizedPnl: BN;
-    userTotalUnrealizedPnl: BN;
-    userTotalUnrealizedFundingPnl: BN;
-    userCollateral: BN;
-};
 export interface IWallet {
     signTransaction(tx: Transaction): Promise<Transaction>;
     signAllTransactions(txs: Transaction[]): Promise<Transaction[]>;

package/lib/types.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../src/types.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,WAAW,EAAE,MAAM,iBAAiB,CAAC;AACzD,OAAO,EAAE,MAAM,OAAO,CAAC;AAGvB,qBAAa,aAAa;IACzB,MAAM,CAAC,QAAQ,CAAC,GAAG;;MAAe;IAClC,MAAM,CAAC,QAAQ,CAAC,MAAM;;MAAkB;CACxC;AACD,qBAAa,iBAAiB;IAC7B,MAAM,CAAC,QAAQ,CAAC,IAAI;;MAAgB;IACpC,MAAM,CAAC,QAAQ,CAAC,KAAK;;MAAiB;CACtC;AAED,qBAAa,YAAY;IACxB,MAAM,CAAC,QAAQ,CAAC,IAAI;;MAAgB;IACpC,MAAM,CAAC,QAAQ,CAAC,WAAW;;MAAuB;CAClD;AAED,oBAAY,SAAS;IACpB,IAAI,IAAI;IACR,GAAG,IAAI;IACP,IAAI,IAAI;CACR;AAED,oBAAY,gBAAgB,GACzB,GAAG,GACH,GAAG,GACH,IAAI,GACJ,IAAI,GACJ,KAAK,GACL,GAAG,GACH,GAAG,GACH,GAAG,CAAC;AAGP,oBAAY,mBAAmB,GAAG;IACjC,IAAI,EAAE,EAAE,CAAC;IACT,YAAY,EAAE,WAAW,EAAE,CAAC;CAC5B,CAAC;AAEF,oBAAY,qBAAqB,GAAG;IACnC,IAAI,EAAE,EAAE,CAAC;IACT,cAAc,EAAE,aAAa,EAAE,CAAC;CAChC,CAAC;AAEF,oBAAY,mBAAmB,GAAG;IACjC,IAAI,EAAE,EAAE,CAAC;IACT,YAAY,EAAE,WAAW,EAAE,CAAC;CAC5B,CAAC;AAEF,oBAAY,yBAAyB,GAAG;IACvC,IAAI,EAAE,EAAE,CAAC;IACT,kBAAkB,EAAE,iBAAiB,EAAE,CAAC;CACxC,CAAC;AAEF,oBAAY,4BAA4B,GAAG;IAC1C,IAAI,EAAE,EAAE,CAAC;IACT,qBAAqB,EAAE,oBAAoB,EAAE,CAAC;CAC9C,CAAC;AAEF,oBAAY,yBAAyB,GAAG;IACvC,IAAI,EAAE,EAAE,CAAC;IACT,kBAAkB,EAAE,iBAAiB,EAAE,CAAC;CACxC,CAAC;AAEF,oBAAY,aAAa,GAAG;IAC3B,EAAE,EAAE,EAAE,CAAC;IACP,QAAQ,EAAE,EAAE,CAAC;IACb,aAAa,EAAE,SAAS,CAAC;IACzB,IAAI,EAAE,SAAS,CAAC;IAChB,SAAS,EAAE;QACV,OAAO,CAAC,EAAE,GAAG,CAAC;QACd,QAAQ,CAAC,EAAE,GAAG,CAAC;KACf,CAAC;IACF,gBAAgB,EAAE,EAAE,CAAC;IACrB,wBAAwB,EAAE,EAAE,CAAC;IAC7B,MAAM,EAAE,EAAE,CAAC;CACX,CAAC;AAEF,oBAAY,WAAW,GAAG;IACzB,EAAE,EAAE,EAAE,CAAC;IACP,QAAQ,EAAE,EAAE,CAAC;IACb,WAAW,EAAE,EAAE,CAAC;IAChB,mBAAmB,EAAE,EAAE,CAAC;IACxB,sBAAsB,EAAE,EAAE,CAAC;IAC3B,uBAAuB,EAAE,EAAE,CAAC;IAC5B,WAAW,EAAE,EAAE,CAAC;IAChB,kBAAkB,EAAE,EAAE,CAAC;IACvB,qBAAqB,EAAE,EAAE,CAAC;IAC1B,sBAAsB,EAAE,EAAE,CAAC;IAC3B,UAAU,EAAE,EAAE,CAAC;IACf,mBAAmB,EAAE,EAAE,CAAC;IACxB,oBAAoB,EAAE,EAAE,CAAC;IACzB,eAAe,EAAE,EAAE,CAAC;IACpB,YAAY,EAAE,EAAE,CAAC;CACjB,CAAC;AAEF,oBAAY,WAAW,GAAG;IACzB,EAAE,EAAE,EAAE,CAAC;IACP,QAAQ,EAAE,EAAE,CAAC;IACb,aAAa,EAAE,SAAS,CAAC;IACzB,IAAI,EAAE,SAAS,CAAC;IAChB,SAAS,EAAE;QACV,IAAI,CAAC,EAAE,GAAG,CAAC;QACX,KAAK,CAAC,EAAE,GAAG,CAAC;KACZ,CAAC;IACF,eAAe,EAAE,EAAE,CAAC;IACpB,gBAAgB,EAAE,EAAE,CAAC;IACrB,eAAe,EAAE,EAAE,CAAC;IACpB,cAAc,EAAE,EAAE,CAAC;IACnB,GAAG,EAAE,EAAE,CAAC;IACR,cAAc,EAAE,EAAE,CAAC;IACnB,eAAe,EAAE,EAAE,CAAC;IACpB,aAAa,EAAE,EAAE,CAAC;IAClB,WAAW,EAAE,EAAE,CAAC;IAChB,WAAW,EAAE,OAAO,CAAC;IACrB,WAAW,EAAE,EAAE,CAAC;CAChB,CAAC;AAEF,oBAAY,iBAAiB,GAAG;IAC/B,EAAE,EAAE,EAAE,CAAC;IACP,QAAQ,EAAE,EAAE,CAAC;IACb,WAAW,EAAE,EAAE,CAAC;IAChB,WAAW,EAAE,EAAE,CAAC;IAChB,yBAAyB,EAAE,EAAE,CAAC;IAC9B,0BAA0B,EAAE,EAAE,CAAC;IAC/B,eAAe,EAAE,EAAE,CAAC;IACpB,aAAa,EAAE,EAAE,CAAC;CAClB,CAAC;AAEF,oBAAY,oBAAoB,GAAG;IAClC,EAAE,EAAE,EAAE,CAAC;IACP,QAAQ,EAAE,EAAE,CAAC;IACb,aAAa,EAAE,SAAS,CAAC;IACzB,IAAI,EAAE,SAAS,CAAC;IAChB,WAAW,EAAE,EAAE,CAAC;IAChB,cAAc,EAAE,EAAE,CAAC;IACnB,eAAe,EAAE,EAAE,CAAC;IACpB,yBAAyB,EAAE,EAAE,CAAC;IAC9B,qBAAqB,EAAE,EAAE,CAAC;IAC1B,wBAAwB,EAAE,EAAE,CAAC;IAC7B,yBAAyB,EAAE,EAAE,CAAC;CAC9B,CAAC;AAEF,oBAAY,iBAAiB,GAAG;IAC/B,EAAE,EAAE,EAAE,CAAC;IACP,QAAQ,EAAE,EAAE,CAAC;IACb,aAAa,EAAE,SAAS,CAAC;IACzB,IAAI,EAAE,SAAS,CAAC;IAChB,OAAO,EAAE,OAAO,CAAC;IACjB,cAAc,EAAE,EAAE,CAAC;IACnB,oBAAoB,EAAE,EAAE,CAAC;IACzB,cAAc,EAAE,EAAE,CAAC;IACnB,eAAe,EAAE,EAAE,CAAC;IACpB,kBAAkB,EAAE,EAAE,CAAC;IACvB,UAAU,EAAE,SAAS,CAAC;IACtB,eAAe,EAAE,EAAE,CAAC;IACpB,UAAU,EAAE,EAAE,CAAC;IACf,aAAa,EAAE,EAAE,CAAC;IAClB,WAAW,EAAE,EAAE,CAAC;CAChB,CAAC;AAEF,oBAAY,YAAY,GAAG;IAC1B,KAAK,EAAE,SAAS,CAAC;IACjB,aAAa,EAAE,OAAO,CAAC;IACvB,cAAc,EAAE,OAAO,CAAC;IACxB,mBAAmB,EAAE,OAAO,CAAC;IAC7B,cAAc,EAAE,SAAS,CAAC;IAC1B,eAAe,EAAE,SAAS,CAAC;IAC3B,wBAAwB,EAAE,SAAS,CAAC;IACpC,oBAAoB,EAAE,MAAM,CAAC;IAC7B,cAAc,EAAE,SAAS,CAAC;IAC1B,uBAAuB,EAAE,SAAS,CAAC;IACnC,mBAAmB,EAAE,MAAM,CAAC;IAC5B,kBAAkB,EAAE,EAAE,CAAC;IACvB,sBAAsB,EAAE,EAAE,CAAC;IAC3B,kBAAkB,EAAE,EAAE,CAAC;IACvB,OAAO,EAAE,SAAS,CAAC;IACnB,YAAY,EAAE,SAAS,CAAC;IACxB,cAAc,EAAE,SAAS,CAAC;IAC1B,kBAAkB,EAAE,SAAS,CAAC;IAC9B,qBAAqB,EAAE,SAAS,CAAC;IACjC,YAAY,EAAE,SAAS,CAAC;IACxB,kBAAkB,EAAE,SAAS,CAAC;IAC9B,0CAA0C,EAAE,EAAE,CAAC;IAC/C,4CAA4C,EAAE,EAAE,CAAC;IACjD,4CAA4C,EAAE,EAAE,CAAC;IACjD,8CAA8C,EAAE,EAAE,CAAC;IACnD,yCAAyC,EAAE,EAAE,CAAC;IAC9C,2CAA2C,EAAE,EAAE,CAAC;IAChD,4CAA4C,EAAE,EAAE,CAAC;IACjD,yCAAyC,EAAE,EAAE,CAAC;IAC9C,YAAY,EAAE,YAAY,CAAC;IAC3B,QAAQ,EAAE,EAAE,CAAC;IACb,iBAAiB,EAAE,EAAE,CAAC;IACtB,aAAa,EAAE,SAAS,CAAC;IACzB,YAAY,EAAE,SAAS,CAAC;IACxB,gBAAgB,EAAE,gBAAgB,CAAC;IACnC,UAAU,EAAE,EAAE,CAAC;CACf,CAAC;AAEF,oBAAY,cAAc,GAAG;IAC5B,YAAY,EAAE,EAAE,CAAC;IACjB,OAAO,EAAE,MAAM,EAAE,CAAC;CAClB,CAAC;AAEF,oBAAY,MAAM,GAAG;IACpB,GAAG,EAAE,GAAG,CAAC;IACT,eAAe,EAAE,EAAE,CAAC;IACpB,mBAAmB,EAAE,EAAE,CAAC;IACxB,oBAAoB,EAAE,EAAE,CAAC;IACzB,WAAW,EAAE,OAAO,CAAC;IACrB,YAAY,EAAE,EAAE,CAAC;CACjB,CAAC;AAEF,oBAAY,GAAG,GAAG;IACjB,gBAAgB,EAAE,EAAE,CAAC;IACrB,KAAK,EAAE,EAAE,CAAC;IACV,qBAAqB,EAAE,EAAE,CAAC;IAC1B,eAAe,EAAE,EAAE,CAAC;IACpB,iBAAiB,EAAE,EAAE,CAAC;IACtB,iBAAiB,EAAE,EAAE,CAAC;IACtB,mBAAmB,EAAE,EAAE,CAAC;IACxB,mBAAmB,EAAE,EAAE,CAAC;IACxB,qBAAqB,EAAE,EAAE,CAAC;IAC1B,MAAM,EAAE,SAAS,CAAC;IAClB,YAAY,EAAE,YAAY,CAAC;IAC3B,aAAa,EAAE,EAAE,CAAC;IAClB,iBAAiB,EAAE,EAAE,CAAC;IACtB,aAAa,EAAE,EAAE,CAAC;IAClB,yBAAyB,EAAE,EAAE,CAAC;IAC9B,0BAA0B,EAAE,EAAE,CAAC;IAC/B,yBAAyB,EAAE,EAAE,CAAC;IAC9B,0BAA0B,EAAE,EAAE,CAAC;IAC/B,0BAA0B,EAAE,EAAE,CAAC;IAC/B,iBAAiB,EAAE,EAAE,CAAC;IACtB,QAAQ,EAAE,EAAE,CAAC;IACb,gBAAgB,EAAE,EAAE,CAAC;CACrB,CAAC;AAGF,oBAAY,YAAY,GAAG;IAC1B,eAAe,EAAE,EAAE,CAAC;IACpB,yBAAyB,EAAE,EAAE,CAAC;IAC9B,WAAW,EAAE,EAAE,CAAC;IAChB,gBAAgB,EAAE,EAAE,CAAC;IACrB,aAAa,CAAC,EAAE,EAAE,CAAC;IACnB,oBAAoB,CAAC,EAAE,EAAE,CAAC;IAC1B,cAAc,CAAC,EAAE,EAAE,CAAC;CACpB,CAAC;AAEF,oBAAY,oBAAoB,GAAG;IAClC,SAAS,EAAE,YAAY,EAAE,CAAC;IAC1B,IAAI,EAAE,SAAS,CAAC;CAChB,CAAC;AAEF,oBAAY,WAAW,GAAG;IACzB,SAAS,EAAE,SAAS,CAAC;IACrB,UAAU,EAAE,EAAE,CAAC;IACf,kBAAkB,EAAE,EAAE,CAAC;IACvB,SAAS,EAAE,SAAS,CAAC;IACrB,YAAY,EAAE,EAAE,CAAC;CACjB,CAAC;AAEF,oBAAY,kBAAkB,GAAG;IAChC,EAAE,EAAE,EAAE,CAAC;IACP,aAAa,EAAE,SAAS,CAAC;IACzB,IAAI,EAAE,SAAS,CAAC;IAChB,aAAa,EAAE,YAAY,EAAE,CAAC;IAC9B,oBAAoB,EAAE,EAAE,CAAC;IACzB,sBAAsB,EAAE,EAAE,CAAC;IAC3B,6BAA6B,EAAE,EAAE,CAAC;IAClC,cAAc,EAAE,EAAE,CAAC;CACnB,CAAC;AAGF,MAAM,WAAW,OAAO;IACvB,eAAe,CAAC,EAAE,EAAE,WAAW,GAAG,OAAO,CAAC,WAAW,CAAC,CAAC;IACvD,mBAAmB,CAAC,GAAG,EAAE,WAAW,EAAE,GAAG,OAAO,CAAC,WAAW,EAAE,CAAC,CAAC;IAChE,SAAS,EAAE,SAAS,CAAC;CACrB;AAED,oBAAY,YAAY,GAAG;IAC1B,YAAY,EAAE,EAAE,CAAC;IACjB,cAAc,EAAE,EAAE,CAAC;IACnB,kBAAkB,EAAE;QACnB,SAAS,EAAE;YACV,cAAc,EAAE,EAAE,CAAC;YACnB,iBAAiB,EAAE,EAAE,CAAC;YACtB,mBAAmB,EAAE,EAAE,CAAC;SACxB,CAAC;QACF,UAAU,EAAE;YACX,cAAc,EAAE,EAAE,CAAC;YACnB,iBAAiB,EAAE,EAAE,CAAC;YACtB,mBAAmB,EAAE,EAAE,CAAC;SACxB,CAAC;QACF,SAAS,EAAE;YACV,cAAc,EAAE,EAAE,CAAC;YACnB,iBAAiB,EAAE,EAAE,CAAC;YACtB,mBAAmB,EAAE,EAAE,CAAC;SACxB,CAAC;QACF,UAAU,EAAE;YACX,cAAc,EAAE,EAAE,CAAC;YACnB,iBAAiB,EAAE,EAAE,CAAC;YACtB,mBAAmB,EAAE,EAAE,CAAC;SACxB,CAAC;KACF,CAAC;IACF,gBAAgB,EAAE;QACjB,uBAAuB,EAAE,EAAE,CAAC;QAC5B,yBAAyB,EAAE,EAAE,CAAC;QAC9B,wBAAwB,EAAE,EAAE,CAAC;QAC7B,0BAA0B,EAAE,EAAE,CAAC;KAC/B,CAAC;CACF,CAAC;AAEF,oBAAY,gBAAgB,GAAG;IAC9B,eAAe,EAAE;QAChB,6BAA6B,EAAE,EAAE,CAAC;QAClC,+BAA+B,EAAE,EAAE,CAAC;KACpC,CAAC;IACF,QAAQ,EAAE;QACT,gBAAgB,EAAE,EAAE,CAAC;QACrB,yBAAyB,EAAE,EAAE,CAAC;QAC9B,gBAAgB,EAAE,EAAE,CAAC;KACrB,CAAC;IACF,kBAAkB,EAAE,OAAO,CAAC;CAC5B,CAAC"}
+{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../src/types.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,WAAW,EAAE,MAAM,iBAAiB,CAAC;AACzD,OAAO,EAAE,MAAM,OAAO,CAAC;AAGvB,qBAAa,aAAa;IACzB,MAAM,CAAC,QAAQ,CAAC,GAAG;;MAAe;IAClC,MAAM,CAAC,QAAQ,CAAC,MAAM;;MAAkB;CACxC;AACD,qBAAa,iBAAiB;IAC7B,MAAM,CAAC,QAAQ,CAAC,IAAI;;MAAgB;IACpC,MAAM,CAAC,QAAQ,CAAC,KAAK;;MAAiB;CACtC;AAED,qBAAa,YAAY;IACxB,MAAM,CAAC,QAAQ,CAAC,IAAI;;MAAgB;IACpC,MAAM,CAAC,QAAQ,CAAC,WAAW;;MAAuB;CAClD;AAED,oBAAY,SAAS;IACpB,IAAI,IAAI;IACR,GAAG,IAAI;IACP,IAAI,IAAI;CACR;AAED,oBAAY,gBAAgB,GACzB,GAAG,GACH,GAAG,GACH,IAAI,GACJ,IAAI,GACJ,KAAK,GACL,GAAG,GACH,GAAG,GACH,GAAG,CAAC;AAGP,oBAAY,mBAAmB,GAAG;IACjC,IAAI,EAAE,EAAE,CAAC;IACT,YAAY,EAAE,WAAW,EAAE,CAAC;CAC5B,CAAC;AAEF,oBAAY,qBAAqB,GAAG;IACnC,IAAI,EAAE,EAAE,CAAC;IACT,cAAc,EAAE,aAAa,EAAE,CAAC;CAChC,CAAC;AAEF,oBAAY,mBAAmB,GAAG;IACjC,IAAI,EAAE,EAAE,CAAC;IACT,YAAY,EAAE,WAAW,EAAE,CAAC;CAC5B,CAAC;AAEF,oBAAY,yBAAyB,GAAG;IACvC,IAAI,EAAE,EAAE,CAAC;IACT,kBAAkB,EAAE,iBAAiB,EAAE,CAAC;CACxC,CAAC;AAEF,oBAAY,4BAA4B,GAAG;IAC1C,IAAI,EAAE,EAAE,CAAC;IACT,qBAAqB,EAAE,oBAAoB,EAAE,CAAC;CAC9C,CAAC;AAEF,oBAAY,yBAAyB,GAAG;IACvC,IAAI,EAAE,EAAE,CAAC;IACT,kBAAkB,EAAE,iBAAiB,EAAE,CAAC;CACxC,CAAC;AAEF,oBAAY,aAAa,GAAG;IAC3B,EAAE,EAAE,EAAE,CAAC;IACP,QAAQ,EAAE,EAAE,CAAC;IACb,aAAa,EAAE,SAAS,CAAC;IACzB,IAAI,EAAE,SAAS,CAAC;IAChB,SAAS,EAAE;QACV,OAAO,CAAC,EAAE,GAAG,CAAC;QACd,QAAQ,CAAC,EAAE,GAAG,CAAC;KACf,CAAC;IACF,gBAAgB,EAAE,EAAE,CAAC;IACrB,wBAAwB,EAAE,EAAE,CAAC;IAC7B,MAAM,EAAE,EAAE,CAAC;CACX,CAAC;AAEF,oBAAY,WAAW,GAAG;IACzB,EAAE,EAAE,EAAE,CAAC;IACP,QAAQ,EAAE,EAAE,CAAC;IACb,WAAW,EAAE,EAAE,CAAC;IAChB,mBAAmB,EAAE,EAAE,CAAC;IACxB,sBAAsB,EAAE,EAAE,CAAC;IAC3B,uBAAuB,EAAE,EAAE,CAAC;IAC5B,WAAW,EAAE,EAAE,CAAC;IAChB,kBAAkB,EAAE,EAAE,CAAC;IACvB,qBAAqB,EAAE,EAAE,CAAC;IAC1B,sBAAsB,EAAE,EAAE,CAAC;IAC3B,UAAU,EAAE,EAAE,CAAC;IACf,mBAAmB,EAAE,EAAE,CAAC;IACxB,oBAAoB,EAAE,EAAE,CAAC;IACzB,eAAe,EAAE,EAAE,CAAC;IACpB,YAAY,EAAE,EAAE,CAAC;CACjB,CAAC;AAEF,oBAAY,WAAW,GAAG;IACzB,EAAE,EAAE,EAAE,CAAC;IACP,QAAQ,EAAE,EAAE,CAAC;IACb,aAAa,EAAE,SAAS,CAAC;IACzB,IAAI,EAAE,SAAS,CAAC;IAChB,SAAS,EAAE;QACV,IAAI,CAAC,EAAE,GAAG,CAAC;QACX,KAAK,CAAC,EAAE,GAAG,CAAC;KACZ,CAAC;IACF,eAAe,EAAE,EAAE,CAAC;IACpB,gBAAgB,EAAE,EAAE,CAAC;IACrB,eAAe,EAAE,EAAE,CAAC;IACpB,cAAc,EAAE,EAAE,CAAC;IACnB,GAAG,EAAE,EAAE,CAAC;IACR,cAAc,EAAE,EAAE,CAAC;IACnB,eAAe,EAAE,EAAE,CAAC;IACpB,aAAa,EAAE,EAAE,CAAC;IAClB,WAAW,EAAE,EAAE,CAAC;IAChB,WAAW,EAAE,OAAO,CAAC;IACrB,WAAW,EAAE,EAAE,CAAC;CAChB,CAAC;AAEF,oBAAY,iBAAiB,GAAG;IAC/B,EAAE,EAAE,EAAE,CAAC;IACP,QAAQ,EAAE,EAAE,CAAC;IACb,WAAW,EAAE,EAAE,CAAC;IAChB,WAAW,EAAE,EAAE,CAAC;IAChB,yBAAyB,EAAE,EAAE,CAAC;IAC9B,0BAA0B,EAAE,EAAE,CAAC;IAC/B,eAAe,EAAE,EAAE,CAAC;IACpB,aAAa,EAAE,EAAE,CAAC;CAClB,CAAC;AAEF,oBAAY,oBAAoB,GAAG;IAClC,EAAE,EAAE,EAAE,CAAC;IACP,QAAQ,EAAE,EAAE,CAAC;IACb,aAAa,EAAE,SAAS,CAAC;IACzB,IAAI,EAAE,SAAS,CAAC;IAChB,WAAW,EAAE,EAAE,CAAC;IAChB,cAAc,EAAE,EAAE,CAAC;IACnB,eAAe,EAAE,EAAE,CAAC;IACpB,yBAAyB,EAAE,EAAE,CAAC;IAC9B,qBAAqB,EAAE,EAAE,CAAC;IAC1B,wBAAwB,EAAE,EAAE,CAAC;IAC7B,yBAAyB,EAAE,EAAE,CAAC;CAC9B,CAAC;AAEF,oBAAY,iBAAiB,GAAG;IAC/B,EAAE,EAAE,EAAE,CAAC;IACP,QAAQ,EAAE,EAAE,CAAC;IACb,aAAa,EAAE,SAAS,CAAC;IACzB,IAAI,EAAE,SAAS,CAAC;IAChB,OAAO,EAAE,OAAO,CAAC;IACjB,cAAc,EAAE,EAAE,CAAC;IACnB,oBAAoB,EAAE,EAAE,CAAC;IACzB,cAAc,EAAE,EAAE,CAAC;IACnB,eAAe,EAAE,EAAE,CAAC;IACpB,kBAAkB,EAAE,EAAE,CAAC;IACvB,UAAU,EAAE,SAAS,CAAC;IACtB,eAAe,EAAE,EAAE,CAAC;IACpB,UAAU,EAAE,EAAE,CAAC;IACf,aAAa,EAAE,EAAE,CAAC;IAClB,WAAW,EAAE,EAAE,CAAC;CAChB,CAAC;AAEF,oBAAY,YAAY,GAAG;IAC1B,KAAK,EAAE,SAAS,CAAC;IACjB,aAAa,EAAE,OAAO,CAAC;IACvB,cAAc,EAAE,OAAO,CAAC;IACxB,mBAAmB,EAAE,OAAO,CAAC;IAC7B,cAAc,EAAE,SAAS,CAAC;IAC1B,eAAe,EAAE,SAAS,CAAC;IAC3B,wBAAwB,EAAE,SAAS,CAAC;IACpC,oBAAoB,EAAE,MAAM,CAAC;IAC7B,cAAc,EAAE,SAAS,CAAC;IAC1B,uBAAuB,EAAE,SAAS,CAAC;IACnC,mBAAmB,EAAE,MAAM,CAAC;IAC5B,kBAAkB,EAAE,EAAE,CAAC;IACvB,sBAAsB,EAAE,EAAE,CAAC;IAC3B,kBAAkB,EAAE,EAAE,CAAC;IACvB,OAAO,EAAE,SAAS,CAAC;IACnB,YAAY,EAAE,SAAS,CAAC;IACxB,cAAc,EAAE,SAAS,CAAC;IAC1B,kBAAkB,EAAE,SAAS,CAAC;IAC9B,qBAAqB,EAAE,SAAS,CAAC;IACjC,YAAY,EAAE,SAAS,CAAC;IACxB,kBAAkB,EAAE,SAAS,CAAC;IAC9B,0CAA0C,EAAE,EAAE,CAAC;IAC/C,4CAA4C,EAAE,EAAE,CAAC;IACjD,4CAA4C,EAAE,EAAE,CAAC;IACjD,8CAA8C,EAAE,EAAE,CAAC;IACnD,yCAAyC,EAAE,EAAE,CAAC;IAC9C,2CAA2C,EAAE,EAAE,CAAC;IAChD,4CAA4C,EAAE,EAAE,CAAC;IACjD,yCAAyC,EAAE,EAAE,CAAC;IAC9C,YAAY,EAAE,YAAY,CAAC;IAC3B,QAAQ,EAAE,EAAE,CAAC;IACb,iBAAiB,EAAE,EAAE,CAAC;IACtB,aAAa,EAAE,SAAS,CAAC;IACzB,YAAY,EAAE,SAAS,CAAC;IACxB,gBAAgB,EAAE,gBAAgB,CAAC;IACnC,UAAU,EAAE,EAAE,CAAC;CACf,CAAC;AAEF,oBAAY,cAAc,GAAG;IAC5B,YAAY,EAAE,EAAE,CAAC;IACjB,OAAO,EAAE,MAAM,EAAE,CAAC;CAClB,CAAC;AAEF,oBAAY,MAAM,GAAG;IACpB,GAAG,EAAE,GAAG,CAAC;IACT,eAAe,EAAE,EAAE,CAAC;IACpB,mBAAmB,EAAE,EAAE,CAAC;IACxB,oBAAoB,EAAE,EAAE,CAAC;IACzB,WAAW,EAAE,OAAO,CAAC;IACrB,YAAY,EAAE,EAAE,CAAC;CACjB,CAAC;AAEF,oBAAY,GAAG,GAAG;IACjB,gBAAgB,EAAE,EAAE,CAAC;IACrB,KAAK,EAAE,EAAE,CAAC;IACV,qBAAqB,EAAE,EAAE,CAAC;IAC1B,eAAe,EAAE,EAAE,CAAC;IACpB,iBAAiB,EAAE,EAAE,CAAC;IACtB,iBAAiB,EAAE,EAAE,CAAC;IACtB,mBAAmB,EAAE,EAAE,CAAC;IACxB,mBAAmB,EAAE,EAAE,CAAC;IACxB,qBAAqB,EAAE,EAAE,CAAC;IAC1B,MAAM,EAAE,SAAS,CAAC;IAClB,YAAY,EAAE,YAAY,CAAC;IAC3B,aAAa,EAAE,EAAE,CAAC;IAClB,iBAAiB,EAAE,EAAE,CAAC;IACtB,aAAa,EAAE,EAAE,CAAC;IAClB,yBAAyB,EAAE,EAAE,CAAC;IAC9B,0BAA0B,EAAE,EAAE,CAAC;IAC/B,yBAAyB,EAAE,EAAE,CAAC;IAC9B,0BAA0B,EAAE,EAAE,CAAC;IAC/B,0BAA0B,EAAE,EAAE,CAAC;IAC/B,iBAAiB,EAAE,EAAE,CAAC;IACtB,QAAQ,EAAE,EAAE,CAAC;IACb,gBAAgB,EAAE,EAAE,CAAC;CACrB,CAAC;AAGF,oBAAY,YAAY,GAAG;IAC1B,eAAe,EAAE,EAAE,CAAC;IACpB,yBAAyB,EAAE,EAAE,CAAC;IAC9B,WAAW,EAAE,EAAE,CAAC;IAChB,gBAAgB,EAAE,EAAE,CAAC;CACrB,CAAC;AAEF,oBAAY,oBAAoB,GAAG;IAClC,SAAS,EAAE,YAAY,EAAE,CAAC;IAC1B,IAAI,EAAE,SAAS,CAAC;CAChB,CAAC;AAEF,oBAAY,WAAW,GAAG;IACzB,SAAS,EAAE,SAAS,CAAC;IACrB,UAAU,EAAE,EAAE,CAAC;IACf,kBAAkB,EAAE,EAAE,CAAC;IACvB,SAAS,EAAE,SAAS,CAAC;IACrB,YAAY,EAAE,EAAE,CAAC;CACjB,CAAC;AAGF,MAAM,WAAW,OAAO;IACvB,eAAe,CAAC,EAAE,EAAE,WAAW,GAAG,OAAO,CAAC,WAAW,CAAC,CAAC;IACvD,mBAAmB,CAAC,GAAG,EAAE,WAAW,EAAE,GAAG,OAAO,CAAC,WAAW,EAAE,CAAC,CAAC;IAChE,SAAS,EAAE,SAAS,CAAC;CACrB;AAED,oBAAY,YAAY,GAAG;IAC1B,YAAY,EAAE,EAAE,CAAC;IACjB,cAAc,EAAE,EAAE,CAAC;IACnB,kBAAkB,EAAE;QACnB,SAAS,EAAE;YACV,cAAc,EAAE,EAAE,CAAC;YACnB,iBAAiB,EAAE,EAAE,CAAC;YACtB,mBAAmB,EAAE,EAAE,CAAC;SACxB,CAAC;QACF,UAAU,EAAE;YACX,cAAc,EAAE,EAAE,CAAC;YACnB,iBAAiB,EAAE,EAAE,CAAC;YACtB,mBAAmB,EAAE,EAAE,CAAC;SACxB,CAAC;QACF,SAAS,EAAE;YACV,cAAc,EAAE,EAAE,CAAC;YACnB,iBAAiB,EAAE,EAAE,CAAC;YACtB,mBAAmB,EAAE,EAAE,CAAC;SACxB,CAAC;QACF,UAAU,EAAE;YACX,cAAc,EAAE,EAAE,CAAC;YACnB,iBAAiB,EAAE,EAAE,CAAC;YACtB,mBAAmB,EAAE,EAAE,CAAC;SACxB,CAAC;KACF,CAAC;IACF,gBAAgB,EAAE;QACjB,uBAAuB,EAAE,EAAE,CAAC;QAC5B,yBAAyB,EAAE,EAAE,CAAC;QAC9B,wBAAwB,EAAE,EAAE,CAAC;QAC7B,0BAA0B,EAAE,EAAE,CAAC;KAC/B,CAAC;CACF,CAAC;AAEF,oBAAY,gBAAgB,GAAG;IAC9B,eAAe,EAAE;QAChB,6BAA6B,EAAE,EAAE,CAAC;QAClC,+BAA+B,EAAE,EAAE,CAAC;KACpC,CAAC;IACF,QAAQ,EAAE;QACT,gBAAgB,EAAE,EAAE,CAAC;QACrB,yBAAyB,EAAE,EAAE,CAAC;QAC9B,gBAAgB,EAAE,EAAE,CAAC;KACrB,CAAC;IACF,kBAAkB,EAAE,OAAO,CAAC;CAC5B,CAAC"}

package/lib/util/computeUnits.d.ts

@@ -0,0 +1,3 @@
+import { Connection, Finality, PublicKey } from '@solana/web3.js';
+export declare function findComputeUnitConsumption(programId: PublicKey, connection: Connection, txSignature: string, commitment?: Finality): Promise<number[]>;
+//# sourceMappingURL=computeUnits.d.ts.map

package/lib/util/computeUnits.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"computeUnits.d.ts","sourceRoot":"","sources":["../../src/util/computeUnits.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,QAAQ,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAElE,wBAAsB,0BAA0B,CAC/C,SAAS,EAAE,SAAS,EACpB,UAAU,EAAE,UAAU,EACtB,WAAW,EAAE,MAAM,EACnB,UAAU,GAAE,QAAsB,GAChC,OAAO,CAAC,MAAM,EAAE,CAAC,CAanB"}

package/lib/util/computeUnits.js

@@ -0,0 +1,27 @@
+"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.findComputeUnitConsumption = void 0;
+function findComputeUnitConsumption(programId, connection, txSignature, commitment = 'confirmed') {
+    return __awaiter(this, void 0, void 0, function* () {
+        const tx = yield 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;
+    });
+}
+exports.findComputeUnitConsumption = findComputeUnitConsumption;

package/lib/util/tps.d.ts

@@ -0,0 +1,3 @@
+import { Connection, PublicKey } from '@solana/web3.js';
+export declare function estimateTps(programId: PublicKey, connection: Connection, failed: boolean): Promise<number>;
+//# sourceMappingURL=tps.d.ts.map

package/lib/util/tps.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"tps.d.ts","sourceRoot":"","sources":["../../src/util/tps.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAExD,wBAAsB,WAAW,CAChC,SAAS,EAAE,SAAS,EACpB,UAAU,EAAE,UAAU,EACtB,MAAM,EAAE,OAAO,GACb,OAAO,CAAC,MAAM,CAAC,CAoBjB"}

package/lib/util/tps.js

@@ -0,0 +1,27 @@
+"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.estimateTps = void 0;
+function estimateTps(programId, connection, failed) {
+    return __awaiter(this, void 0, void 0, function* () {
+        let signatures = yield connection.getSignaturesForAddress(programId, undefined, 'finalized');
+        if (failed) {
+            signatures = signatures.filter((signature) => signature.err);
+        }
+        const numberOfSignatures = signatures.length;
+        if (numberOfSignatures === 0) {
+            return 0;
+        }
+        return (numberOfSignatures /
+            (signatures[0].blockTime - signatures[numberOfSignatures - 1].blockTime));
+    });
+}
+exports.estimateTps = estimateTps;

package/lib/wallet.d.ts

@@ -0,0 +1,10 @@
+import { Keypair, PublicKey, Transaction } from '@solana/web3.js';
+import { IWallet } from './types';
+export declare class Wallet implements IWallet {
+    readonly payer: Keypair;
+    constructor(payer: Keypair);
+    signTransaction(tx: Transaction): Promise<Transaction>;
+    signAllTransactions(txs: Transaction[]): Promise<Transaction[]>;
+    get publicKey(): PublicKey;
+}
+//# sourceMappingURL=wallet.d.ts.map

package/lib/wallet.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"wallet.d.ts","sourceRoot":"","sources":["../src/wallet.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,SAAS,EAAE,WAAW,EAAE,MAAM,iBAAiB,CAAC;AAClE,OAAO,EAAE,OAAO,EAAE,MAAM,SAAS,CAAC;AAElC,qBAAa,MAAO,YAAW,OAAO;IACzB,QAAQ,CAAC,KAAK,EAAE,OAAO;gBAAd,KAAK,EAAE,OAAO;IAE7B,eAAe,CAAC,EAAE,EAAE,WAAW,GAAG,OAAO,CAAC,WAAW,CAAC;IAKtD,mBAAmB,CAAC,GAAG,EAAE,WAAW,EAAE,GAAG,OAAO,CAAC,WAAW,EAAE,CAAC;IAOrE,IAAI,SAAS,IAAI,SAAS,CAEzB;CACD"}

package/lib/wallet.js

@@ -0,0 +1,35 @@
+"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.Wallet = void 0;
+class Wallet {
+    constructor(payer) {
+        this.payer = payer;
+    }
+    signTransaction(tx) {
+        return __awaiter(this, void 0, void 0, function* () {
+            tx.partialSign(this.payer);
+            return tx;
+        });
+    }
+    signAllTransactions(txs) {
+        return __awaiter(this, void 0, void 0, function* () {
+            return txs.map((t) => {
+                t.partialSign(this.payer);
+                return t;
+            });
+        });
+    }
+    get publicKey() {
+        return this.payer.publicKey;
+    }
+}
+exports.Wallet = Wallet;

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "0.1.12",
+	"version": "0.1.16",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",
@@ -12,9 +12,7 @@
 	"scripts": {
 		"build": "yarn clean && tsc",
 		"clean": "rm -rf lib",
-		"patch-and-pub": "npm version patch --force && npm publish",
-		"prettify": "prettier --write './src/**/*.{ts,tsx}'",
-		"lint": "eslint . --ext ts --ext tsx --ext js --quiet"
+		"patch-and-pub": "npm version patch --force && npm publish"
 	},
 	"keywords": [
 		"drift-labs",
@@ -29,21 +27,13 @@
 		"access": "public"
 	},
 	"dependencies": {
-		"@project-serum/anchor": "^0.16.1",
+		"@project-serum/anchor": "0.19.1-beta.1",
 		"@pythnetwork/client": "^2.4.0",
 		"@solana/spl-token": "^0.1.6",
 		"@solana/web3.js": "^1.22.0",
 		"@types/bn.js": "^5.1.0",
 		"strict-event-emitter-types": "^2.0.0"
 	},
-	"devDependencies": {
-		"@typescript-eslint/eslint-plugin": "^4.28.0",
-		"@typescript-eslint/parser": "^4.28.0",
-		"eslint": "^7.29.0",
-		"eslint-config-prettier": "^8.3.0",
-		"eslint-plugin-prettier": "^3.4.0",
-		"prettier": "^2.4.1"
-	},
 	"description": "SDK for Drift Protocol v1",
 	"engines": {
 		"node": ">=12"

package/src/accounts/defaultClearingHouseAccountSubscriber.ts

@@ -194,6 +194,24 @@ export class DefaultClearingHouseAccountSubscriber
 		return true;
 	}
 
+	public async fetch(): Promise<void> {
+		if (!this.isSubscribed) {
+			return;
+		}
+
+		const promises = this.optionalExtraSubscriptions
+			.map((optionalSubscription) => {
+				const subscriber = `${optionalSubscription}Subscriber`;
+				return this[subscriber].fetch();
+			})
+			.concat([
+				this.stateAccountSubscriber.fetch(),
+				this.marketsAccountSubscriber.fetch(),
+			]);
+
+		await Promise.all(promises);
+	}
+
 	public async unsubscribe(): Promise<void> {
 		if (!this.isSubscribed) {
 			return;

package/src/accounts/defaultUserAccountSubscriber.ts

@@ -1,5 +1,6 @@
 import {
 	AccountSubscriber,
+	NotSubscribedError,
 	UserAccountEvents,
 	UserAccountSubscriber,
 } from './types';
@@ -65,6 +66,13 @@ export class DefaultUserAccountSubscriber implements UserAccountSubscriber {
 		return true;
 	}
 
+	async fetch(): Promise<void> {
+		await Promise.all([
+			this.userDataAccountSubscriber.fetch(),
+			this.userPositionsAccountSubscriber.fetch(),
+		]);
+	}
+
 	async unsubscribe(): Promise<void> {
 		if (!this.isSubscribed) {
 			return;
@@ -76,11 +84,21 @@ export class DefaultUserAccountSubscriber implements UserAccountSubscriber {
 		this.isSubscribed = false;
 	}
 
+	assertIsSubscribed(): void {
+		if (!this.isSubscribed) {
+			throw new NotSubscribedError(
+				'You must call `subscribe` before using this function'
+			);
+		}
+	}
+
 	public getUserAccount(): UserAccount {
+		this.assertIsSubscribed();
 		return this.userDataAccountSubscriber.data;
 	}
 
 	public getUserPositionsAccount(): UserPositionsAccount {
+		this.assertIsSubscribed();
 		return this.userPositionsAccountSubscriber.data;
 	}
 }