@drift-labs/sdk 0.1.13 → 0.1.17-master.0

package/src/clearingHouseUser.ts

@@ -25,6 +25,7 @@ import {
 	calculatePositionFundingPNL,
 	calculatePositionPNL,
 	PositionDirection,
+	calculateTradeSlippage,
 } from '.';
 import { getUserAccountPublicKey } from './addresses';
 
@@ -70,6 +71,13 @@ export class ClearingHouseUser {
 		return this.isSubscribed;
 	}
 
+	/**
+	 *	Forces the accountSubscriber to fetch account updates from rpc
+	 */
+	public async fetchAccounts(): Promise<void> {
+		await this.accountSubscriber.fetch();
+	}
+
 	public async unsubscribe(): Promise<void> {
 		await this.accountSubscriber.unsubscribe();
 		this.isSubscribed = false;
@@ -570,7 +578,7 @@ export class ClearingHouseUser {
 		}
 
 		let priceDelt;
-		if (currentMarketPositionBaseSize.lt(ZERO)) {
+		if (proposedBaseAssetAmount.lt(ZERO)) {
 			priceDelt = tc
 				.mul(thisLev)
 				.sub(tpv)
@@ -584,9 +592,22 @@ export class ClearingHouseUser {
 				.div(thisLev.sub(new BN(1)));
 		}
 
-		const currentPrice = calculateMarkPrice(
-			this.clearingHouse.getMarket(targetMarket.marketIndex)
-		);
+		let currentPrice;
+		if (positionBaseSizeChange.eq(ZERO)) {
+			currentPrice = calculateMarkPrice(
+				this.clearingHouse.getMarket(targetMarket.marketIndex)
+			);
+		} else {
+			const direction = positionBaseSizeChange.gt(ZERO)
+				? PositionDirection.LONG
+				: PositionDirection.SHORT;
+			currentPrice = 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 (
@@ -602,6 +623,10 @@ export class ClearingHouseUser {
 			.mul(AMM_RESERVE_PRECISION)
 			.div(proposedBaseAssetAmount);
 
+		if (eatMargin2.gt(currentPrice)) {
+			return new BN(-1);
+		}
+
 		const liqPrice = currentPrice.sub(eatMargin2);
 		return liqPrice;
 	}

package/src/constants/markets.ts

@@ -58,4 +58,18 @@ export const Markets: Market[] = [
 		devnetPythOracle: 'FBirwuDFuRAu4iSGc7RGxN5koHB7EJM1wbCmyPuQoGur',
 		mainnetPythOracle: '7KVswB9vkCgeM3SHP7aGDijvdRAHK8P5wi9JXViCrtYh',
 	},
+	{
+		symbol: 'ATOM-PERP',
+		baseAssetSymbol: 'ATOM',
+		marketIndex: new BN(7),
+		devnetPythOracle: '7YAze8qFUMkBnyLVdKT4TFUUFui99EwS5gfRArMcrvFk',
+		mainnetPythOracle: 'CrCpTerNqtZvqLcKqz1k13oVeXV9WkMD2zA9hBKXrsbN',
+	},
+	{
+		symbol: 'DOT-PERP',
+		baseAssetSymbol: 'DOT',
+		marketIndex: new BN(8),
+		devnetPythOracle: '4dqq5VBpN4EwYb7wyywjjfknvMKu7m78j9mKZRXTj462',
+		mainnetPythOracle: 'EcV1X1gY2yb4KXxjVQtTHTbioum2gvmPnFk4zYAt7zne',
+	},
 ];

package/src/constants/numericConstants.ts

@@ -21,4 +21,3 @@ export const PRICE_TO_QUOTE_PRECISION =
 	MARK_PRICE_PRECISION.div(QUOTE_PRECISION);
 export const AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO =
 	AMM_RESERVE_PRECISION.mul(PEG_PRECISION).div(QUOTE_PRECISION); // 10^10
-

package/src/examples/makeTradeExample.ts

@@ -1,5 +1,5 @@
 import { BN, Provider } from '@project-serum/anchor';
-import {Wallet} from "..";
+import { Wallet } from '..';
 import { Token, TOKEN_PROGRAM_ID } from '@solana/spl-token';
 import { Connection, Keypair, PublicKey } from '@solana/web3.js';
 import {
@@ -102,10 +102,11 @@ const main = async () => {
 	// Estimate the slippage for a $5000 LONG trade
 	const solMarketAccount = clearingHouse.getMarket(solMarketInfo.marketIndex);
 
+	const longAmount = new BN(5000).mul(QUOTE_PRECISION);
 	const slippage = convertToNumber(
 		calculateTradeSlippage(
 			PositionDirection.LONG,
-			new BN(5000).mul(QUOTE_PRECISION),
+			longAmount,
 			solMarketAccount
 		)[0],
 		MARK_PRICE_PRECISION
@@ -118,23 +119,16 @@ const main = async () => {
 	// Make a $5000 LONG trade
 	await clearingHouse.openPosition(
 		PositionDirection.LONG,
-		new BN(5000).mul(QUOTE_PRECISION),
+		longAmount,
 		solMarketInfo.marketIndex
 	);
 	console.log(`LONGED $5000 SOL`);
 
-	// Make a $5000 LONG trade
-	await clearingHouse.openPosition(
-		PositionDirection.LONG,
-		new BN(5000).mul(QUOTE_PRECISION),
-		solMarketInfo.marketIndex
-	);
-	console.log(`LONGED $5000 worth of SOL`);
-
 	// Reduce the position by $2000
+	const reduceAmount = new BN(2000).mul(QUOTE_PRECISION);
 	await clearingHouse.openPosition(
 		PositionDirection.SHORT,
-		new BN(2000).mul(QUOTE_PRECISION),
+		reduceAmount,
 		solMarketInfo.marketIndex
 	);
 

package/src/index.ts

@@ -22,5 +22,7 @@ export * from './types';
 export * from './math/utils';
 export * from './config';
 export * from './constants/numericConstants';
+export * from './util/computeUnits';
+export * from './util/tps';
 
 export { BN };

package/src/math/amm.ts

@@ -2,7 +2,6 @@ import { BN } from '@project-serum/anchor';
 import {
 	AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO,
 	MARK_PRICE_PRECISION,
-	ONE,
 	PEG_PRECISION,
 	ZERO,
 } from '../constants/numericConstants';
@@ -58,7 +57,8 @@ export function calculateAmmReservesAfterSwap(
 	let newBaseAssetReserve;
 
 	if (inputAssetType === 'quote') {
-		swapAmount = swapAmount.mul(AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO)
+		swapAmount = swapAmount
+			.mul(AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO)
 			.div(amm.pegMultiplier);
 
 		[newQuoteAssetReserve, newBaseAssetReserve] = calculateSwapOutput(

package/src/math/funding.ts

@@ -99,7 +99,7 @@ export async function calculateAllEstimatedFundingRate(
 			.div(timeSinceLastOracleTwapUpdate.add(oracleTwapTimeSinceLastUpdate));
 	}
 
-	const twapSpread = markTwapWithMantissa.sub(oracleTwapWithMantissa);
+	const twapSpread = lastMarkTwapWithMantissa.sub(lastOracleTwapWithMantissa);
 
 	const twapSpreadPct = twapSpread
 		.mul(MARK_PRICE_PRECISION)
@@ -226,9 +226,8 @@ export async function calculateEstimatedFundingRate(
 /**
  *
  * @param market
- * @param pythClient
+ * @param oraclePriceData
  * @param periodAdjustment
- * @param estimationMethod
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
 export async function calculateLongShortFundingRate(
@@ -255,9 +254,8 @@ export async function calculateLongShortFundingRate(
 /**
  *
  * @param market
- * @param pythClient
+ * @param oraclePriceData
  * @param periodAdjustment
- * @param estimationMethod
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
 export async function calculateLongShortFundingRateAndLiveTwaps(
@@ -289,6 +287,9 @@ export async function calculateLongShortFundingRateAndLiveTwaps(
 export function calculateFundingPool(market: Market): BN {
 	// todo
 	const totalFeeLB = market.amm.totalFee.div(new BN(2));
-	const feePool = market.amm.totalFeeMinusDistributions.sub(totalFeeLB);
+	const feePool = BN.max(
+		ZERO,
+		market.amm.totalFeeMinusDistributions.sub(totalFeeLB)
+	);
 	return feePool;
 }

package/src/math/insuranceFund.ts

@@ -1,6 +1,6 @@
-import {MarketsAccount, StateAccount} from "../types";
-import BN from "bn.js";
-import {Connection} from "@solana/web3.js";
+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.
@@ -10,13 +10,20 @@ import {Connection} from "@solana/web3.js";
  * @param connection
  * @param state
  * @param marketsAccount
+ * @returns Precision : QUOTE_ASSET_PRECISION
  */
-export async function calculateInsuranceFundSize(connection: Connection, state: StateAccount, marketsAccount: MarketsAccount) : Promise<BN> {
+export async function calculateInsuranceFundSize(
+	connection: Connection,
+	state: StateAccount,
+	marketsAccount: MarketsAccount
+): Promise<BN> {
 	const insuranceVaultPublicKey = state.insuranceVault;
-	const insuranceVaultAmount = new BN((await connection.getTokenAccountBalance(insuranceVaultPublicKey)).value.amount);
+	const insuranceVaultAmount = new BN(
+		(
+			await connection.getTokenAccountBalance(insuranceVaultPublicKey)
+		).value.amount
+	);
 	return marketsAccount.markets.reduce((insuranceVaultAmount, market) => {
-		return insuranceVaultAmount.add(
-			market.amm.totalFee.div(new BN(2))
-		)
+		return insuranceVaultAmount.add(market.amm.totalFee.div(new BN(2)));
 	}, insuranceVaultAmount);
-}
+}

package/src/math/position.ts

@@ -1,10 +1,11 @@
 import BN from 'bn.js';
 import {
-	AMM_RESERVE_PRECISION, AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO,
+	AMM_RESERVE_PRECISION,
+	AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO,
 	AMM_TO_QUOTE_PRECISION_RATIO,
 	FUNDING_PAYMENT_PRECISION,
-	MARK_PRICE_PRECISION, ONE,
-	PEG_PRECISION,
+	MARK_PRICE_PRECISION,
+	ONE,
 	PRICE_TO_QUOTE_PRECISION,
 	ZERO,
 } from '../constants/numericConstants';
@@ -42,13 +43,13 @@ export function calculateBaseAssetValue(
 			return market.amm.quoteAssetReserve
 				.sub(newQuoteAssetReserve)
 				.mul(market.amm.pegMultiplier)
-				.div(AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO)
+				.div(AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO);
 
 		case PositionDirection.LONG:
 			return newQuoteAssetReserve
 				.sub(market.amm.quoteAssetReserve)
 				.mul(market.amm.pegMultiplier)
-				.div(AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO)
+				.div(AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO);
 	}
 }
 

package/src/util/computeUnits.ts

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

package/src/util/tps.ts

@@ -0,0 +1,27 @@
+import { Connection, PublicKey } from '@solana/web3.js';
+
+export async function estimateTps(
+	programId: PublicKey,
+	connection: Connection,
+	failed: boolean
+): Promise<number> {
+	let signatures = await 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)
+	);
+}

package/src/wallet.ts

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

package/.eslintrc.json

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

package/.prettierignore

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

package/.prettierrc.js

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