@drift-labs/sdk 0.1.16 → 0.1.17-master.0

package/lib/accounts/defaultClearingHouseAccountSubscriber.js

@@ -34,7 +34,7 @@ class DefaultClearingHouseAccountSubscriber {
             this.subscriptionPromise = new Promise((res) => {
                 this.subscriptionPromiseResolver = res;
             });
-            const statePublicKey = yield addresses_1.getClearingHouseStateAccountPublicKey(this.program.programId);
+            const statePublicKey = yield (0, addresses_1.getClearingHouseStateAccountPublicKey)(this.program.programId);
             // create and activate main state account subscription
             this.stateAccountSubscriber = new webSocketAccountSubscriber_1.WebSocketAccountSubscriber('state', this.program, statePublicKey);
             yield this.stateAccountSubscriber.subscribe((data) => {

package/lib/accounts/defaultUserAccountSubscriber.js

@@ -26,7 +26,7 @@ class DefaultUserAccountSubscriber {
             if (this.isSubscribed) {
                 return true;
             }
-            const userPublicKey = yield addresses_1.getUserAccountPublicKey(this.program.programId, this.authority);
+            const userPublicKey = yield (0, addresses_1.getUserAccountPublicKey)(this.program.programId, this.authority);
             this.userDataAccountSubscriber = new webSocketAccountSubscriber_1.WebSocketAccountSubscriber('user', this.program, userPublicKey);
             yield this.userDataAccountSubscriber.subscribe((data) => {
                 this.eventEmitter.emit('userAccountData', data);

package/lib/admin.js

@@ -69,7 +69,7 @@ class Admin extends clearingHouse_1.ClearingHouse {
             const tradeHistory = anchor.web3.Keypair.generate();
             const liquidationHistory = anchor.web3.Keypair.generate();
             const curveHistory = anchor.web3.Keypair.generate();
-            const [clearingHouseStatePublicKey, clearingHouseNonce] = yield addresses_1.getClearingHouseStateAccountPublicKeyAndNonce(this.program.programId);
+            const [clearingHouseStatePublicKey, clearingHouseNonce] = yield (0, addresses_1.getClearingHouseStateAccountPublicKeyAndNonce)(this.program.programId);
             const initializeTx = yield this.program.transaction.initialize(clearingHouseNonce, collateralVaultNonce, insuranceVaultNonce, adminControlsPrices, {
                 accounts: {
                     admin: this.wallet.publicKey,
@@ -166,8 +166,8 @@ class Admin extends clearingHouse_1.ClearingHouse {
     moveAmmToPrice(marketIndex, targetPrice) {
         return __awaiter(this, void 0, void 0, function* () {
             const market = this.getMarket(marketIndex);
-            const [direction, tradeSize, _] = trade_1.calculateTargetPriceTrade(market, targetPrice);
-            const [newQuoteAssetAmount, newBaseAssetAmount] = amm_1.calculateAmmReservesAfterSwap(market.amm, 'quote', tradeSize, amm_1.getSwapDirection('quote', direction));
+            const [direction, tradeSize, _] = (0, trade_1.calculateTargetPriceTrade)(market, targetPrice);
+            const [newQuoteAssetAmount, newBaseAssetAmount] = (0, amm_1.calculateAmmReservesAfterSwap)(market.amm, 'quote', tradeSize, (0, amm_1.getSwapDirection)('quote', direction));
             const state = this.getStateAccount();
             return yield this.program.rpc.moveAmmPrice(newBaseAssetAmount, newQuoteAssetAmount, marketIndex, {
                 accounts: {

package/lib/clearingHouse.js

@@ -115,7 +115,7 @@ class ClearingHouse {
             if (this.statePublicKey) {
                 return this.statePublicKey;
             }
-            this.statePublicKey = yield addresses_1.getClearingHouseStateAccountPublicKey(this.program.programId);
+            this.statePublicKey = yield (0, addresses_1.getClearingHouseStateAccountPublicKey)(this.program.programId);
             return this.statePublicKey;
         });
     }
@@ -174,7 +174,7 @@ class ClearingHouse {
     }
     getInitializeUserInstructions() {
         return __awaiter(this, void 0, void 0, function* () {
-            const [userPublicKey, userAccountNonce] = yield addresses_1.getUserAccountPublicKeyAndNonce(this.program.programId, this.wallet.publicKey);
+            const [userPublicKey, userAccountNonce] = yield (0, addresses_1.getUserAccountPublicKeyAndNonce)(this.program.programId, this.wallet.publicKey);
             const remainingAccounts = [];
             const optionalAccounts = {
                 whitelistToken: false,
@@ -213,7 +213,7 @@ class ClearingHouse {
             if (this.userAccountPublicKey) {
                 return this.userAccountPublicKey;
             }
-            this.userAccountPublicKey = yield addresses_1.getUserAccountPublicKey(this.program.programId, this.wallet.publicKey);
+            this.userAccountPublicKey = yield (0, addresses_1.getUserAccountPublicKey)(this.program.programId, this.wallet.publicKey);
             return this.userAccountPublicKey;
         });
     }
@@ -303,7 +303,7 @@ class ClearingHouse {
     }
     withdrawCollateral(amount, collateralAccountPublicKey) {
         return __awaiter(this, void 0, void 0, function* () {
-            return this.txSender.send(utils_1.wrapInTx(yield this.getWithdrawCollateralIx(amount, collateralAccountPublicKey)), [], this.opts);
+            return this.txSender.send((0, utils_1.wrapInTx)(yield this.getWithdrawCollateralIx(amount, collateralAccountPublicKey)), [], this.opts);
         });
     }
     getWithdrawCollateralIx(amount, collateralAccountPublicKey) {
@@ -332,7 +332,7 @@ class ClearingHouse {
     }
     openPosition(direction, amount, marketIndex, limitPrice, discountToken, referrer) {
         return __awaiter(this, void 0, void 0, function* () {
-            return yield this.txSender.send(utils_1.wrapInTx(yield this.getOpenPositionIx(direction, amount, marketIndex, limitPrice, discountToken, referrer)), [], this.opts);
+            return yield this.txSender.send((0, utils_1.wrapInTx)(yield this.getOpenPositionIx(direction, amount, marketIndex, limitPrice, discountToken, referrer)), [], this.opts);
         });
     }
     getOpenPositionIx(direction, amount, marketIndex, limitPrice, discountToken, referrer) {
@@ -390,7 +390,7 @@ class ClearingHouse {
      */
     closePosition(marketIndex, discountToken, referrer) {
         return __awaiter(this, void 0, void 0, function* () {
-            return yield this.txSender.send(utils_1.wrapInTx(yield this.getClosePositionIx(marketIndex, discountToken, referrer)), [], this.opts);
+            return yield this.txSender.send((0, utils_1.wrapInTx)(yield this.getClosePositionIx(marketIndex, discountToken, referrer)), [], this.opts);
         });
     }
     getClosePositionIx(marketIndex, discountToken, referrer) {
@@ -438,7 +438,7 @@ class ClearingHouse {
     }
     liquidate(liquidateeUserAccountPublicKey) {
         return __awaiter(this, void 0, void 0, function* () {
-            return this.txSender.send(utils_1.wrapInTx(yield this.getLiquidateIx(liquidateeUserAccountPublicKey)), [], this.opts);
+            return this.txSender.send((0, utils_1.wrapInTx)(yield this.getLiquidateIx(liquidateeUserAccountPublicKey)), [], this.opts);
         });
     }
     getLiquidateIx(liquidateeUserAccountPublicKey) {
@@ -482,7 +482,7 @@ class ClearingHouse {
     }
     updateFundingRate(oracle, marketIndex) {
         return __awaiter(this, void 0, void 0, function* () {
-            return this.txSender.send(utils_1.wrapInTx(yield this.getUpdateFundingRateIx(oracle, marketIndex)), [], this.opts);
+            return this.txSender.send((0, utils_1.wrapInTx)(yield this.getUpdateFundingRateIx(oracle, marketIndex)), [], this.opts);
         });
     }
     getUpdateFundingRateIx(oracle, marketIndex) {
@@ -500,7 +500,7 @@ class ClearingHouse {
     }
     settleFundingPayment(userAccount, userPositionsAccount) {
         return __awaiter(this, void 0, void 0, function* () {
-            return this.txSender.send(utils_1.wrapInTx(yield this.getSettleFundingPaymentIx(userAccount, userPositionsAccount)), [], this.opts);
+            return this.txSender.send((0, utils_1.wrapInTx)(yield this.getSettleFundingPaymentIx(userAccount, userPositionsAccount)), [], this.opts);
         });
     }
     getSettleFundingPaymentIx(userAccount, userPositionsAccount) {

package/lib/clearingHouseUser.d.ts.map

@@ -1 +1 @@
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package/lib/clearingHouseUser.js

@@ -84,7 +84,7 @@ class ClearingHouseUser {
             if (this.userAccountPublicKey) {
                 return this.userAccountPublicKey;
             }
-            this.userAccountPublicKey = yield addresses_1.getUserAccountPublicKey(this.clearingHouse.program.programId, this.authority);
+            this.userAccountPublicKey = yield (0, addresses_1.getUserAccountPublicKey)(this.clearingHouse.program.programId, this.authority);
             return this.userAccountPublicKey;
         });
     }
@@ -122,7 +122,7 @@ class ClearingHouseUser {
             .positions.filter((pos) => marketIndex ? pos.marketIndex === marketIndex : true)
             .reduce((pnl, marketPosition) => {
             const market = this.clearingHouse.getMarket(marketPosition.marketIndex);
-            return pnl.add(_1.calculatePositionPNL(market, marketPosition, withFunding));
+            return pnl.add((0, _1.calculatePositionPNL)(market, marketPosition, withFunding));
         }, numericConstants_1.ZERO);
     }
     /**
@@ -134,7 +134,7 @@ class ClearingHouseUser {
             .positions.filter((pos) => marketIndex ? pos.marketIndex === marketIndex : true)
             .reduce((pnl, marketPosition) => {
             const market = this.clearingHouse.getMarket(marketPosition.marketIndex);
-            return pnl.add(_1.calculatePositionFundingPNL(market, marketPosition));
+            return pnl.add((0, _1.calculatePositionFundingPNL)(market, marketPosition));
         }, numericConstants_1.ZERO);
     }
     /**
@@ -152,7 +152,7 @@ class ClearingHouseUser {
     getTotalPositionValue() {
         return this.getUserPositionsAccount().positions.reduce((positionValue, marketPosition) => {
             const market = this.clearingHouse.getMarket(marketPosition.marketIndex);
-            return positionValue.add(_1.calculateBaseAssetValue(market, marketPosition));
+            return positionValue.add((0, _1.calculateBaseAssetValue)(market, marketPosition));
         }, numericConstants_1.ZERO);
     }
     /**
@@ -162,7 +162,7 @@ class ClearingHouseUser {
     getPositionValue(marketIndex) {
         const userPosition = this.getUserPosition(marketIndex) || this.getEmptyPosition(marketIndex);
         const market = this.clearingHouse.getMarket(userPosition.marketIndex);
-        return _1.calculateBaseAssetValue(market, userPosition);
+        return (0, _1.calculateBaseAssetValue)(market, userPosition);
     }
     getPositionSide(currentPosition) {
         if (currentPosition.baseAssetAmount.gt(numericConstants_1.ZERO)) {
@@ -181,10 +181,10 @@ class ClearingHouseUser {
      */
     getPositionEstimatedExitPriceAndPnl(position, amountToClose) {
         const market = this.clearingHouse.getMarket(position.marketIndex);
-        const entryPrice = position_1.calculateEntryPrice(position);
+        const entryPrice = (0, position_1.calculateEntryPrice)(position);
         if (amountToClose) {
             if (amountToClose.eq(numericConstants_1.ZERO)) {
-                return [_1.calculateMarkPrice(market), numericConstants_1.ZERO];
+                return [(0, _1.calculateMarkPrice)(market), numericConstants_1.ZERO];
             }
             position = {
                 baseAssetAmount: amountToClose,
@@ -193,7 +193,7 @@ class ClearingHouseUser {
                 quoteAssetAmount: position.quoteAssetAmount,
             };
         }
-        const baseAssetValue = _1.calculateBaseAssetValue(market, position);
+        const baseAssetValue = (0, _1.calculateBaseAssetValue)(market, position);
         if (position.baseAssetAmount.eq(numericConstants_1.ZERO)) {
             return [numericConstants_1.ZERO, numericConstants_1.ZERO];
         }
@@ -300,7 +300,7 @@ class ClearingHouseUser {
 
         for 10x long, BTC down $400:
         3. (10k - 4k) / (100k - 4k) = 6k/96k => .0625 */
-        const currentPrice = _1.calculateMarkPrice(this.clearingHouse.getMarket(targetMarket.marketIndex));
+        const currentPrice = (0, _1.calculateMarkPrice)(this.clearingHouse.getMarket(targetMarket.marketIndex));
         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);
@@ -315,7 +315,7 @@ class ClearingHouseUser {
             quoteAssetAmount: new bn_js_1.default(0),
         };
         const market = this.clearingHouse.getMarket(proposedMarketPosition.marketIndex);
-        const proposedMarketPositionValueUSDC = _1.calculateBaseAssetValue(market, proposedMarketPosition);
+        const proposedMarketPositionValueUSDC = (0, _1.calculateBaseAssetValue)(market, proposedMarketPosition);
         // total position value after trade
         const targetTotalPositionValueUSDC = totalCurrentPositionValueIgnoringTargetUSDC.add(proposedMarketPositionValueUSDC);
         let totalFreeCollateralUSDC = this.getTotalCollateral().sub(this.getTotalPositionValue()
@@ -400,7 +400,7 @@ class ClearingHouseUser {
             quoteAssetAmount: new bn_js_1.default(0),
         };
         const market = this.clearingHouse.getMarket(proposedMarketPosition.marketIndex);
-        const proposedMarketPositionValueUSDC = _1.calculateBaseAssetValue(market, proposedMarketPosition);
+        const proposedMarketPositionValueUSDC = (0, _1.calculateBaseAssetValue)(market, proposedMarketPosition);
         // total position value after trade
         const targetTotalPositionValueUSDC = totalCurrentPositionValueIgnoringTargetUSDC.add(proposedMarketPositionValueUSDC);
         let totalFreeCollateralUSDC = tc.sub(totalCurrentPositionValueIgnoringTargetUSDC
@@ -413,26 +413,28 @@ class ClearingHouseUser {
         }
         let priceDelt;
         if (proposedBaseAssetAmount.lt(numericConstants_1.ZERO)) {
-            priceDelt = (tc
+            priceDelt = tc
                 .mul(thisLev)
-                .sub(tpv))
+                .sub(tpv)
                 .mul(numericConstants_1.PRICE_TO_QUOTE_PRECISION)
                 .div(thisLev.add(new bn_js_1.default(1)));
         }
         else {
-            priceDelt = (tc
+            priceDelt = tc
                 .mul(thisLev)
-                .sub(tpv))
+                .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));
+            currentPrice = (0, _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
+            const direction = positionBaseSizeChange.gt(numericConstants_1.ZERO)
+                ? _1.PositionDirection.LONG
+                : _1.PositionDirection.SHORT;
+            currentPrice = (0, _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) &&

package/lib/examples/makeTradeExample.js

@@ -21,7 +21,7 @@ const getTokenAddress = (mintAddress, userPubKey) => {
 exports.getTokenAddress = getTokenAddress;
 const main = () => __awaiter(void 0, void 0, void 0, function* () {
     // Initialize Drift SDK
-    const sdkConfig = __2.initialize({ env: 'devnet' });
+    const sdkConfig = (0, __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)));
@@ -35,7 +35,7 @@ const main = () => __awaiter(void 0, void 0, void 0, function* () {
     const lamportsBalance = yield connection.getBalance(wallet.publicKey);
     console.log('SOL balance:', lamportsBalance / Math.pow(10, 9));
     // Misc. other things to set up
-    const usdcTokenAddress = yield exports.getTokenAddress(sdkConfig.USDC_MINT_ADDRESS, wallet.publicKey.toString());
+    const usdcTokenAddress = yield (0, 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 = __2.ClearingHouse.from(connection, provider.wallet, clearingHousePublicKey);
@@ -47,26 +47,25 @@ const main = () => __awaiter(void 0, void 0, void 0, function* () {
     if (!userAccountExists) {
         //// Create a Clearing House account by Depositing some USDC ($10,000 in this case)
         const depositAmount = new anchor_1.BN(10000).mul(__2.QUOTE_PRECISION);
-        yield clearingHouse.initializeUserAccountAndDepositCollateral(depositAmount, yield exports.getTokenAddress(usdcTokenAddress.toString(), wallet.publicKey.toString()));
+        yield clearingHouse.initializeUserAccountAndDepositCollateral(depositAmount, yield (0, exports.getTokenAddress)(usdcTokenAddress.toString(), wallet.publicKey.toString()));
     }
     yield user.subscribe();
     // Get current price
     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);
+    const currentMarketPrice = (0, __2.calculateMarkPrice)(clearingHouse.getMarket(solMarketInfo.marketIndex));
+    const formattedPrice = (0, __2.convertToNumber)(currentMarketPrice, __2.QUOTE_PRECISION);
     console.log(`Current Market Price is $${formattedPrice}`);
     // Estimate the slippage for a $5000 LONG trade
     const solMarketAccount = clearingHouse.getMarket(solMarketInfo.marketIndex);
-    const slippage = __2.convertToNumber(__2.calculateTradeSlippage(__2.PositionDirection.LONG, new anchor_1.BN(5000).mul(__2.QUOTE_PRECISION), solMarketAccount)[0], __2.MARK_PRICE_PRECISION);
+    const longAmount = new anchor_1.BN(5000).mul(__2.QUOTE_PRECISION);
+    const slippage = (0, __2.convertToNumber)((0, __2.calculateTradeSlippage)(__2.PositionDirection.LONG, longAmount, solMarketAccount)[0], __2.MARK_PRICE_PRECISION);
     console.log(`Slippage for a $5000 LONG on the SOL market would be $${slippage}`);
     // Make a $5000 LONG trade
-    yield clearingHouse.openPosition(__2.PositionDirection.LONG, new anchor_1.BN(5000).mul(__2.QUOTE_PRECISION), solMarketInfo.marketIndex);
+    yield clearingHouse.openPosition(__2.PositionDirection.LONG, longAmount, solMarketInfo.marketIndex);
     console.log(`LONGED $5000 SOL`);
-    // Make a $5000 LONG trade
-    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(__2.PositionDirection.SHORT, new anchor_1.BN(2000).mul(__2.QUOTE_PRECISION), solMarketInfo.marketIndex);
+    const reduceAmount = new anchor_1.BN(2000).mul(__2.QUOTE_PRECISION);
+    yield clearingHouse.openPosition(__2.PositionDirection.SHORT, reduceAmount, solMarketInfo.marketIndex);
     // Close the rest of the position
     yield clearingHouse.closePosition(solMarketInfo.marketIndex);
 });

package/lib/math/amm.js

@@ -36,7 +36,7 @@ exports.calculatePrice = calculatePrice;
  * @returns quoteAssetReserve and baseAssetReserve after swap. : Precision AMM_RESERVE_PRECISION
  */
 function calculateAmmReservesAfterSwap(amm, inputAssetType, swapAmount, swapDirection) {
-    assert_1.assert(swapAmount.gte(numericConstants_1.ZERO), 'swapAmount must be greater than 0');
+    (0, assert_1.assert)(swapAmount.gte(numericConstants_1.ZERO), 'swapAmount must be greater than 0');
     let newQuoteAssetReserve;
     let newBaseAssetReserve;
     if (inputAssetType === 'quote') {
@@ -105,7 +105,7 @@ function calculateAdjustKCost(market, marketIndex, numerator, denomenator) {
         marketIndex: new anchor_1.BN(marketIndex),
         quoteAssetAmount: new anchor_1.BN(0),
     };
-    const currentValue = position_1.calculateBaseAssetValue(market, netUserPosition);
+    const currentValue = (0, position_1.calculateBaseAssetValue)(market, netUserPosition);
     const marketNewK = Object.assign({}, market);
     marketNewK.amm = Object.assign({}, market.amm);
     marketNewK.amm.baseAssetReserve = market.amm.baseAssetReserve
@@ -116,7 +116,7 @@ function calculateAdjustKCost(market, marketIndex, numerator, denomenator) {
         .div(denomenator);
     marketNewK.amm.sqrtK = market.amm.sqrtK.mul(numerator).div(denomenator);
     netUserPosition.quoteAssetAmount = currentValue;
-    const cost = __1.calculatePositionPNL(marketNewK, netUserPosition);
+    const cost = (0, __1.calculatePositionPNL)(marketNewK, netUserPosition);
     return cost;
 }
 exports.calculateAdjustKCost = calculateAdjustKCost;
@@ -135,15 +135,15 @@ function calculateRepegCost(market, marketIndex, newPeg) {
         marketIndex: new anchor_1.BN(marketIndex),
         quoteAssetAmount: new anchor_1.BN(0),
     };
-    const currentValue = position_1.calculateBaseAssetValue(market, netUserPosition);
+    const currentValue = (0, position_1.calculateBaseAssetValue)(market, netUserPosition);
     netUserPosition.quoteAssetAmount = currentValue;
-    const prevMarketPrice = __1.calculateMarkPrice(market);
+    const prevMarketPrice = (0, __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);
+    console.log('Price moves from', (0, __1.convertToNumber)(prevMarketPrice), 'to', (0, __1.convertToNumber)((0, __1.calculateMarkPrice)(marketNewPeg)));
+    const cost = (0, __1.calculatePositionPNL)(marketNewPeg, netUserPosition);
     return cost;
 }
 exports.calculateRepegCost = calculateRepegCost;

package/lib/math/conversion.js

@@ -10,6 +10,6 @@ const convertToNumber = (bigNumber, precision = numericConstants_1.MARK_PRICE_PR
 };
 exports.convertToNumber = convertToNumber;
 const convertBaseAssetAmountToNumber = (baseAssetAmount) => {
-    return exports.convertToNumber(baseAssetAmount, numericConstants_1.MARK_PRICE_PRECISION.mul(numericConstants_1.PEG_PRECISION));
+    return (0, exports.convertToNumber)(baseAssetAmount, numericConstants_1.MARK_PRICE_PRECISION.mul(numericConstants_1.PEG_PRECISION));
 };
 exports.convertBaseAssetAmountToNumber = convertBaseAssetAmountToNumber;

package/lib/math/funding.d.ts

@@ -22,18 +22,16 @@ export declare function calculateEstimatedFundingRate(market: Market, oraclePric
 /**
  *
  * @param market
- * @param pythClient
+ * @param oraclePriceData
  * @param periodAdjustment
- * @param estimationMethod
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
 export declare function calculateLongShortFundingRate(market: Market, oraclePriceData: PriceData, periodAdjustment?: BN): Promise<[BN, BN]>;
 /**
  *
  * @param market
- * @param pythClient
+ * @param oraclePriceData
  * @param periodAdjustment
- * @param estimationMethod
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
 export declare function calculateLongShortFundingRateAndLiveTwaps(market: Market, oraclePriceData: PriceData, periodAdjustment?: BN): Promise<[BN, BN, BN, BN]>;

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

@@ -1 +1 @@
-{"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"}
+{"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;;;;;;GAMG;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;;;;;;GAMG;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,CAQvD"}

package/lib/math/funding.js

@@ -40,7 +40,7 @@ function calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustm
         const lastMarkPriceTwapTs = market.amm.lastMarkPriceTwapTs;
         const timeSinceLastMarkChange = now.sub(lastMarkPriceTwapTs);
         const markTwapTimeSinceLastUpdate = anchor_1.BN.max(secondsInHour, secondsInHour.sub(timeSinceLastMarkChange));
-        const baseAssetPriceWithMantissa = market_1.calculateMarkPrice(market);
+        const baseAssetPriceWithMantissa = (0, market_1.calculateMarkPrice)(market);
         const markTwapWithMantissa = markTwapTimeSinceLastUpdate
             .mul(lastMarkTwapWithMantissa)
             .add(timeSinceLastMarkChange.mul(baseAssetPriceWithMantissa))
@@ -78,7 +78,7 @@ function calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustm
                 .add(timeSinceLastMarkChange.mul(oraclePriceStableWithMantissa))
                 .div(timeSinceLastOracleTwapUpdate.add(oracleTwapTimeSinceLastUpdate));
         }
-        const twapSpread = markTwapWithMantissa.sub(oracleTwapWithMantissa);
+        const twapSpread = lastMarkTwapWithMantissa.sub(lastOracleTwapWithMantissa);
         const twapSpreadPct = twapSpread
             .mul(numericConstants_1.MARK_PRICE_PRECISION)
             .mul(new anchor_1.BN(100))
@@ -193,9 +193,8 @@ exports.calculateEstimatedFundingRate = calculateEstimatedFundingRate;
 /**
  *
  * @param market
- * @param pythClient
+ * @param oraclePriceData
  * @param periodAdjustment
- * @param estimationMethod
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
 function calculateLongShortFundingRate(market, oraclePriceData, periodAdjustment = new anchor_1.BN(1)) {
@@ -216,9 +215,8 @@ exports.calculateLongShortFundingRate = calculateLongShortFundingRate;
 /**
  *
  * @param market
- * @param pythClient
+ * @param oraclePriceData
  * @param periodAdjustment
- * @param estimationMethod
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
 function calculateLongShortFundingRateAndLiveTwaps(market, oraclePriceData, periodAdjustment = new anchor_1.BN(1)) {
@@ -244,7 +242,7 @@ exports.calculateLongShortFundingRateAndLiveTwaps = calculateLongShortFundingRat
 function calculateFundingPool(market) {
     // todo
     const totalFeeLB = market.amm.totalFee.div(new anchor_1.BN(2));
-    const feePool = market.amm.totalFeeMinusDistributions.sub(totalFeeLB);
+    const feePool = anchor_1.BN.max(numericConstants_1.ZERO, market.amm.totalFeeMinusDistributions.sub(totalFeeLB));
     return feePool;
 }
 exports.calculateFundingPool = calculateFundingPool;

package/lib/math/market.js

@@ -9,6 +9,6 @@ const amm_1 = require("./amm");
  * @return markPrice : Precision MARK_PRICE_PRECISION
  */
 function calculateMarkPrice(market) {
-    return amm_1.calculatePrice(market.amm.baseAssetReserve, market.amm.quoteAssetReserve, market.amm.pegMultiplier);
+    return (0, amm_1.calculatePrice)(market.amm.baseAssetReserve, market.amm.quoteAssetReserve, market.amm.pegMultiplier);
 }
 exports.calculateMarkPrice = calculateMarkPrice;

package/lib/math/position.js

@@ -22,7 +22,7 @@ function calculateBaseAssetValue(market, userPosition) {
     const directionToClose = userPosition.baseAssetAmount.gt(numericConstants_1.ZERO)
         ? types_1.PositionDirection.SHORT
         : types_1.PositionDirection.LONG;
-    const [newQuoteAssetReserve, _] = amm_1.calculateAmmReservesAfterSwap(market.amm, 'base', userPosition.baseAssetAmount.abs(), amm_1.getSwapDirection('base', directionToClose));
+    const [newQuoteAssetReserve, _] = (0, amm_1.calculateAmmReservesAfterSwap)(market.amm, 'base', userPosition.baseAssetAmount.abs(), (0, amm_1.getSwapDirection)('base', directionToClose));
     switch (directionToClose) {
         case types_1.PositionDirection.SHORT:
             return market.amm.quoteAssetReserve

package/lib/math/trade.js

@@ -25,18 +25,18 @@ const MAXPCT = new anchor_1.BN(1000); //percentage units are [0,1000] => [0,1]
  * 'newPrice' => the price of the asset after the trade : Precision MARK_PRICE_PRECISION
  */
 function calculateTradeSlippage(direction, amount, market, inputAssetType = 'quote') {
-    const oldPrice = market_1.calculateMarkPrice(market);
+    const oldPrice = (0, market_1.calculateMarkPrice)(market);
     if (amount.eq(numericConstants_1.ZERO)) {
         return [numericConstants_1.ZERO, numericConstants_1.ZERO, oldPrice, oldPrice];
     }
     const [acquiredBase, acquiredQuote] = calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType);
-    const entryPrice = amm_1.calculatePrice(acquiredBase, acquiredQuote, market.amm.pegMultiplier).mul(new anchor_1.BN(-1));
-    const newPrice = amm_1.calculatePrice(market.amm.baseAssetReserve.sub(acquiredBase), market.amm.quoteAssetReserve.sub(acquiredQuote), market.amm.pegMultiplier);
+    const entryPrice = (0, amm_1.calculatePrice)(acquiredBase, acquiredQuote, market.amm.pegMultiplier).mul(new anchor_1.BN(-1));
+    const newPrice = (0, amm_1.calculatePrice)(market.amm.baseAssetReserve.sub(acquiredBase), market.amm.quoteAssetReserve.sub(acquiredQuote), market.amm.pegMultiplier);
     if (direction == types_1.PositionDirection.SHORT) {
-        assert_1.assert(newPrice.lt(oldPrice));
+        (0, assert_1.assert)(newPrice.lt(oldPrice));
     }
     else {
-        assert_1.assert(oldPrice.lt(newPrice));
+        (0, assert_1.assert)(oldPrice.lt(newPrice));
     }
     const pctMaxSlippage = newPrice
         .sub(oldPrice)
@@ -64,7 +64,7 @@ function calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType
     if (amount.eq(numericConstants_1.ZERO)) {
         return [numericConstants_1.ZERO, numericConstants_1.ZERO];
     }
-    const [newQuoteAssetReserve, newBaseAssetReserve] = amm_1.calculateAmmReservesAfterSwap(market.amm, inputAssetType, amount, amm_1.getSwapDirection(inputAssetType, direction));
+    const [newQuoteAssetReserve, newBaseAssetReserve] = (0, amm_1.calculateAmmReservesAfterSwap)(market.amm, inputAssetType, amount, (0, amm_1.getSwapDirection)(inputAssetType, direction));
     const acquiredBase = market.amm.baseAssetReserve.sub(newBaseAssetReserve);
     const acquiredQuote = market.amm.quoteAssetReserve.sub(newQuoteAssetReserve);
     return [acquiredBase, acquiredQuote];
@@ -86,10 +86,10 @@ exports.calculateTradeAcquiredAmounts = calculateTradeAcquiredAmounts;
  * ]
  */
 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));
-    const markPriceBefore = market_1.calculateMarkPrice(market);
+    (0, assert_1.assert)(market.amm.baseAssetReserve.gt(numericConstants_1.ZERO));
+    (0, assert_1.assert)(targetPrice.gt(numericConstants_1.ZERO));
+    (0, assert_1.assert)(pct.lte(MAXPCT) && pct.gt(numericConstants_1.ZERO));
+    const markPriceBefore = (0, market_1.calculateMarkPrice)(market);
     if (targetPrice.gt(markPriceBefore)) {
         const priceGap = targetPrice.sub(markPriceBefore);
         const priceGapScaled = priceGap.mul(pct).div(MAXPCT);
@@ -114,11 +114,11 @@ function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAsse
     let markPriceAfter;
     if (markPriceBefore.gt(targetPrice)) {
         // overestimate y2
-        baseAssetReserveAfter = utils_1.squareRootBN(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).sub(biasModifier)).sub(new anchor_1.BN(1));
+        baseAssetReserveAfter = (0, utils_1.squareRootBN)(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).sub(biasModifier)).sub(new anchor_1.BN(1));
         quoteAssetReserveAfter = k
             .div(numericConstants_1.MARK_PRICE_PRECISION)
             .div(baseAssetReserveAfter);
-        markPriceAfter = amm_1.calculatePrice(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
+        markPriceAfter = (0, amm_1.calculatePrice)(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
         direction = types_1.PositionDirection.SHORT;
         tradeSize = quoteAssetReserveBefore
             .sub(quoteAssetReserveAfter)
@@ -129,11 +129,11 @@ function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAsse
     }
     else if (markPriceBefore.lt(targetPrice)) {
         // underestimate y2
-        baseAssetReserveAfter = utils_1.squareRootBN(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).add(biasModifier)).add(new anchor_1.BN(1));
+        baseAssetReserveAfter = (0, utils_1.squareRootBN)(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).add(biasModifier)).add(new anchor_1.BN(1));
         quoteAssetReserveAfter = k
             .div(numericConstants_1.MARK_PRICE_PRECISION)
             .div(baseAssetReserveAfter);
-        markPriceAfter = amm_1.calculatePrice(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
+        markPriceAfter = (0, amm_1.calculatePrice)(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
         direction = types_1.PositionDirection.LONG;
         tradeSize = quoteAssetReserveAfter
             .sub(quoteAssetReserveBefore)
@@ -160,8 +160,8 @@ function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAsse
         .mul(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
         .mul(numericConstants_1.MARK_PRICE_PRECISION)
         .div(baseSize.abs());
-    assert_1.assert(tp1.sub(tp2).lte(originalDiff), 'Target Price Calculation incorrect');
-    assert_1.assert(tp2.lte(tp1) || tp2.sub(tp1).abs() < 100000, 'Target Price Calculation incorrect' +
+    (0, assert_1.assert)(tp1.sub(tp2).lte(originalDiff), 'Target Price Calculation incorrect');
+    (0, assert_1.assert)(tp2.lte(tp1) || tp2.sub(tp1).abs() < 100000, 'Target Price Calculation incorrect' +
         tp2.toString() +
         '>=' +
         tp1.toString() +

package/lib/pythClient.js

@@ -18,7 +18,7 @@ class PythClient {
     getPriceData(pricePublicKey) {
         return __awaiter(this, void 0, void 0, function* () {
             const account = yield this.connection.getAccountInfo(pricePublicKey);
-            return client_1.parsePriceData(account.data);
+            return (0, client_1.parsePriceData)(account.data);
         });
     }
 }

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "0.1.16",
+	"version": "0.1.17-master.0",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/clearingHouseUser.ts

@@ -579,34 +579,35 @@ export class ClearingHouseUser {
 
 		let priceDelt;
 		if (proposedBaseAssetAmount.lt(ZERO)) {
-			priceDelt = (tc
+			priceDelt = tc
 				.mul(thisLev)
-				.sub(tpv))
+				.sub(tpv)
 				.mul(PRICE_TO_QUOTE_PRECISION)
 				.div(thisLev.add(new BN(1)));
 		} else {
-			priceDelt = (tc
+			priceDelt = tc
 				.mul(thisLev)
-				.sub(tpv))
+				.sub(tpv)
 				.mul(PRICE_TO_QUOTE_PRECISION)
 				.div(thisLev.sub(new BN(1)));
 		}
 
 		let currentPrice;
-		if(positionBaseSizeChange.eq(ZERO)){
+		if (positionBaseSizeChange.eq(ZERO)) {
 			currentPrice = calculateMarkPrice(
 				this.clearingHouse.getMarket(targetMarket.marketIndex)
 			);
-		} else{
-			const direction = positionBaseSizeChange.gt(ZERO) ? PositionDirection.LONG : PositionDirection.SHORT;
+		} else {
+			const direction = positionBaseSizeChange.gt(ZERO)
+				? PositionDirection.LONG
+				: PositionDirection.SHORT;
 			currentPrice = calculateTradeSlippage(
 				direction,
 				positionBaseSizeChange.abs(),
 				this.clearingHouse.getMarket(targetMarket.marketIndex),
-				'base',
+				'base'
 			)[3]; // newPrice after swap
 		}
-		
 
 		// if the position value after the trade is less than total collateral, there is no liq price
 		if (
@@ -622,7 +623,7 @@ export class ClearingHouseUser {
 			.mul(AMM_RESERVE_PRECISION)
 			.div(proposedBaseAssetAmount);
 
-		if(eatMargin2.gt(currentPrice)){
+		if (eatMargin2.gt(currentPrice)) {
 			return new BN(-1);
 		}
 

package/src/examples/makeTradeExample.ts

@@ -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/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;
 }