@drift-labs/sdk 0.1.17-master.2 → 0.1.18-master.2
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/lib/accounts/defaultClearingHouseAccountSubscriber.d.ts +3 -3
- package/lib/accounts/defaultClearingHouseAccountSubscriber.d.ts.map +1 -1
- package/lib/accounts/defaultClearingHouseAccountSubscriber.js +1 -1
- package/lib/accounts/defaultUserAccountSubscriber.js +2 -2
- package/lib/accounts/types.d.ts +4 -4
- package/lib/accounts/types.d.ts.map +1 -1
- package/lib/admin.d.ts +1 -0
- package/lib/admin.d.ts.map +1 -1
- package/lib/admin.js +24 -2
- package/lib/clearingHouse.d.ts +2 -2
- package/lib/clearingHouse.d.ts.map +1 -1
- package/lib/idl/clearing_house.json +143 -9
- package/lib/math/funding.d.ts.map +1 -1
- package/lib/math/funding.js +1 -1
- package/lib/types.d.ts +5 -3
- package/lib/types.d.ts.map +1 -1
- package/package.json +2 -2
- package/src/accounts/defaultClearingHouseAccountSubscriber.ts +5 -5
- package/src/accounts/defaultUserAccountSubscriber.ts +2 -2
- package/src/accounts/types.ts +4 -4
- package/src/admin.ts +27 -2
- package/src/clearingHouse.ts +2 -2
- package/src/idl/clearing_house.json +143 -9
- package/src/math/funding.ts +3 -4
- package/src/types.ts +5 -3
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@@ -1,7 +1,7 @@
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/// <reference types="node" />
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import { ClearingHouseAccountSubscriber, ClearingHouseAccountEvents, ClearingHouseAccountTypes } from './types';
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import { AccountSubscriber } from './types';
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import {
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import { DepositHistoryAccount, ExtendedCurveHistoryAccount, FundingPaymentHistoryAccount, FundingRateHistoryAccount, LiquidationHistoryAccount, MarketsAccount, StateAccount, TradeHistoryAccount } from '../types';
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import { Program } from '@project-serum/anchor';
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import StrictEventEmitter from 'strict-event-emitter-types';
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import { EventEmitter } from 'events';
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@@ -15,7 +15,7 @@ export declare class DefaultClearingHouseAccountSubscriber implements ClearingHo
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depositHistoryAccountSubscriber?: AccountSubscriber<DepositHistoryAccount>;
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fundingPaymentHistoryAccountSubscriber?: AccountSubscriber<FundingPaymentHistoryAccount>;
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fundingRateHistoryAccountSubscriber?: AccountSubscriber<FundingRateHistoryAccount>;
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-
curveHistoryAccountSubscriber?: AccountSubscriber<
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curveHistoryAccountSubscriber?: AccountSubscriber<ExtendedCurveHistoryAccount>;
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liquidationHistoryAccountSubscriber?: AccountSubscriber<LiquidationHistoryAccount>;
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optionalExtraSubscriptions: ClearingHouseAccountTypes[];
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private isSubscribing;
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@@ -33,7 +33,7 @@ export declare class DefaultClearingHouseAccountSubscriber implements ClearingHo
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getDepositHistoryAccount(): DepositHistoryAccount;
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getFundingPaymentHistoryAccount(): FundingPaymentHistoryAccount;
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getFundingRateHistoryAccount(): FundingRateHistoryAccount;
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-
getCurveHistoryAccount():
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getCurveHistoryAccount(): ExtendedCurveHistoryAccount;
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getLiquidationHistoryAccount(): LiquidationHistoryAccount;
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}
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//# sourceMappingURL=defaultClearingHouseAccountSubscriber.d.ts.map
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"defaultClearingHouseAccountSubscriber.d.ts","sourceRoot":"","sources":["../../src/accounts/defaultClearingHouseAccountSubscriber.ts"],"names":[],"mappings":";AAAA,OAAO,EACN,8BAA8B,EAC9B,0BAA0B,EAC1B,yBAAyB,EACzB,MAAM,SAAS,CAAC;AACjB,OAAO,EAAE,iBAAiB,EAAsB,MAAM,SAAS,CAAC;AAChE,OAAO,EACN,
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{"version":3,"file":"defaultClearingHouseAccountSubscriber.d.ts","sourceRoot":"","sources":["../../src/accounts/defaultClearingHouseAccountSubscriber.ts"],"names":[],"mappings":";AAAA,OAAO,EACN,8BAA8B,EAC9B,0BAA0B,EAC1B,yBAAyB,EACzB,MAAM,SAAS,CAAC;AACjB,OAAO,EAAE,iBAAiB,EAAsB,MAAM,SAAS,CAAC;AAChE,OAAO,EACN,qBAAqB,EACrB,2BAA2B,EAC3B,4BAA4B,EAC5B,yBAAyB,EACzB,yBAAyB,EACzB,cAAc,EACd,YAAY,EACZ,mBAAmB,EACnB,MAAM,UAAU,CAAC;AAClB,OAAO,EAAE,OAAO,EAAE,MAAM,uBAAuB,CAAC;AAChD,OAAO,kBAAkB,MAAM,4BAA4B,CAAC;AAC5D,OAAO,EAAE,YAAY,EAAE,MAAM,QAAQ,CAAC;AAItC,qBAAa,qCACZ,YAAW,8BAA8B;IAEzC,YAAY,EAAE,OAAO,CAAC;IACtB,OAAO,EAAE,OAAO,CAAC;IACjB,YAAY,EAAE,kBAAkB,CAAC,YAAY,EAAE,0BAA0B,CAAC,CAAC;IAC3E,sBAAsB,CAAC,EAAE,iBAAiB,CAAC,YAAY,CAAC,CAAC;IACzD,wBAAwB,CAAC,EAAE,iBAAiB,CAAC,cAAc,CAAC,CAAC;IAC7D,6BAA6B,CAAC,EAAE,iBAAiB,CAAC,mBAAmB,CAAC,CAAC;IACvE,+BAA+B,CAAC,EAAE,iBAAiB,CAAC,qBAAqB,CAAC,CAAC;IAC3E,sCAAsC,CAAC,EAAE,iBAAiB,CAAC,4BAA4B,CAAC,CAAC;IACzF,mCAAmC,CAAC,EAAE,iBAAiB,CAAC,yBAAyB,CAAC,CAAC;IACnF,6BAA6B,CAAC,EAAE,iBAAiB,CAAC,2BAA2B,CAAC,CAAC;IAC/E,mCAAmC,CAAC,EAAE,iBAAiB,CAAC,yBAAyB,CAAC,CAAC;IAEnF,0BAA0B,EAAE,yBAAyB,EAAE,CAAM;IAE7D,OAAO,CAAC,aAAa,CAAS;IAC9B,OAAO,CAAC,mBAAmB,CAAmB;IAC9C,OAAO,CAAC,2BAA2B,CAAyB;gBAEzC,OAAO,EAAE,OAAO;IAMtB,SAAS,CACrB,qBAAqB,CAAC,EAAE,yBAAyB,EAAE,GACjD,OAAO,CAAC,OAAO,CAAC;IAiJN,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC;IAkBtB,WAAW,IAAI,OAAO,CAAC,IAAI,CAAC;IAqCzC,kBAAkB,IAAI,IAAI;IAQ1B,0BAA0B,CACzB,oBAAoB,EAAE,yBAAyB,GAC7C,IAAI;IAcA,eAAe,IAAI,YAAY;IAK/B,iBAAiB,IAAI,cAAc;IAKnC,sBAAsB,IAAI,mBAAmB;IAM7C,wBAAwB,IAAI,qBAAqB;IAMjD,+BAA+B,IAAI,4BAA4B;IAM/D,4BAA4B,IAAI,yBAAyB;IAMzD,sBAAsB,IAAI,2BAA2B;IAMrD,4BAA4B,IAAI,yBAAyB;CAKhE"}
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@@ -54,7 +54,7 @@ class DefaultClearingHouseAccountSubscriber {
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new webSocketAccountSubscriber_1.WebSocketAccountSubscriber('fundingPaymentHistory', this.program, state.fundingPaymentHistory);
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this.fundingRateHistoryAccountSubscriber = new webSocketAccountSubscriber_1.WebSocketAccountSubscriber('fundingRateHistory', this.program, state.fundingRateHistory);
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this.liquidationHistoryAccountSubscriber = new webSocketAccountSubscriber_1.WebSocketAccountSubscriber('liquidationHistory', this.program, state.liquidationHistory);
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this.curveHistoryAccountSubscriber = new webSocketAccountSubscriber_1.WebSocketAccountSubscriber('
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this.curveHistoryAccountSubscriber = new webSocketAccountSubscriber_1.WebSocketAccountSubscriber('extendedCurveHistory', this.program, state.extendedCurveHistory);
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const extraSusbcribersToUse = [];
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if (optionalSubscriptions === null || optionalSubscriptions === void 0 ? void 0 : optionalSubscriptions.includes('tradeHistoryAccount'))
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extraSusbcribersToUse.push({
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@@ -56,8 +56,8 @@ class DefaultUserAccountSubscriber {
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if (!this.isSubscribed) {
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return;
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}
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this.userDataAccountSubscriber.unsubscribe();
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this.userPositionsAccountSubscriber.unsubscribe();
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yield this.userDataAccountSubscriber.unsubscribe();
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yield this.userPositionsAccountSubscriber.unsubscribe();
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this.isSubscribed = false;
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});
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}
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package/lib/accounts/types.d.ts
CHANGED
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@@ -1,12 +1,12 @@
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/// <reference types="node" />
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import {
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import { DepositHistoryAccount, ExtendedCurveHistoryAccount, FundingPaymentHistoryAccount, FundingRateHistoryAccount, LiquidationHistoryAccount, MarketsAccount, StateAccount, TradeHistoryAccount, UserAccount, UserPositionsAccount } from '../types';
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import StrictEventEmitter from 'strict-event-emitter-types';
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import { EventEmitter } from 'events';
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export interface AccountSubscriber<T> {
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data?: T;
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subscribe(onChange: (data: T) => void): Promise<void>;
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fetch(): Promise<void>;
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unsubscribe(): void
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unsubscribe(): Promise<void>;
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}
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export declare class NotSubscribedError extends Error {
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name: string;
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@@ -19,7 +19,7 @@ export interface ClearingHouseAccountEvents {
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tradeHistoryAccountUpdate: (payload: TradeHistoryAccount) => void;
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liquidationHistoryAccountUpdate: (payload: LiquidationHistoryAccount) => void;
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depositHistoryAccountUpdate: (payload: DepositHistoryAccount) => void;
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curveHistoryAccountUpdate: (payload:
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curveHistoryAccountUpdate: (payload: ExtendedCurveHistoryAccount) => void;
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update: void;
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}
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export declare type ClearingHouseAccountTypes = 'tradeHistoryAccount' | 'depositHistoryAccount' | 'fundingPaymentHistoryAccount' | 'fundingRateHistoryAccount' | 'curveHistoryAccount' | 'liquidationHistoryAccount';
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@@ -36,7 +36,7 @@ export interface ClearingHouseAccountSubscriber {
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getDepositHistoryAccount(): DepositHistoryAccount;
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getFundingPaymentHistoryAccount(): FundingPaymentHistoryAccount;
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getFundingRateHistoryAccount(): FundingRateHistoryAccount;
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getCurveHistoryAccount():
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getCurveHistoryAccount(): ExtendedCurveHistoryAccount;
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getLiquidationHistoryAccount(): LiquidationHistoryAccount;
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}
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export interface UserAccountEvents {
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@@ -1 +1 @@
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{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../../src/accounts/types.ts"],"names":[],"mappings":";AAAA,OAAO,EACN,
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{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../../src/accounts/types.ts"],"names":[],"mappings":";AAAA,OAAO,EACN,qBAAqB,EACrB,2BAA2B,EAC3B,4BAA4B,EAC5B,yBAAyB,EACzB,yBAAyB,EACzB,cAAc,EACd,YAAY,EACZ,mBAAmB,EACnB,WAAW,EACX,oBAAoB,EACpB,MAAM,UAAU,CAAC;AAClB,OAAO,kBAAkB,MAAM,4BAA4B,CAAC;AAC5D,OAAO,EAAE,YAAY,EAAE,MAAM,QAAQ,CAAC;AAEtC,MAAM,WAAW,iBAAiB,CAAC,CAAC;IACnC,IAAI,CAAC,EAAE,CAAC,CAAC;IACT,SAAS,CAAC,QAAQ,EAAE,CAAC,IAAI,EAAE,CAAC,KAAK,IAAI,GAAG,OAAO,CAAC,IAAI,CAAC,CAAC;IACtD,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC,CAAC;IACvB,WAAW,IAAI,OAAO,CAAC,IAAI,CAAC,CAAC;CAC7B;AAED,qBAAa,kBAAmB,SAAQ,KAAK;IAC5C,IAAI,SAAwB;CAC5B;AAED,MAAM,WAAW,0BAA0B;IAC1C,kBAAkB,EAAE,CAAC,OAAO,EAAE,YAAY,KAAK,IAAI,CAAC;IACpD,oBAAoB,EAAE,CAAC,OAAO,EAAE,cAAc,KAAK,IAAI,CAAC;IACxD,kCAAkC,EAAE,CACnC,OAAO,EAAE,4BAA4B,KACjC,IAAI,CAAC;IACV,+BAA+B,EAAE,CAAC,OAAO,EAAE,yBAAyB,KAAK,IAAI,CAAC;IAC9E,yBAAyB,EAAE,CAAC,OAAO,EAAE,mBAAmB,KAAK,IAAI,CAAC;IAClE,+BAA+B,EAAE,CAAC,OAAO,EAAE,yBAAyB,KAAK,IAAI,CAAC;IAC9E,2BAA2B,EAAE,CAAC,OAAO,EAAE,qBAAqB,KAAK,IAAI,CAAC;IACtE,yBAAyB,EAAE,CAAC,OAAO,EAAE,2BAA2B,KAAK,IAAI,CAAC;IAC1E,MAAM,EAAE,IAAI,CAAC;CACb;AAED,oBAAY,yBAAyB,GAClC,qBAAqB,GACrB,uBAAuB,GACvB,8BAA8B,GAC9B,2BAA2B,GAC3B,qBAAqB,GACrB,2BAA2B,CAAC;AAE/B,MAAM,WAAW,8BAA8B;IAC9C,YAAY,EAAE,kBAAkB,CAAC,YAAY,EAAE,0BAA0B,CAAC,CAAC;IAC3E,YAAY,EAAE,OAAO,CAAC;IAEtB,0BAA0B,EAAE,yBAAyB,EAAE,CAAC;IAExD,SAAS,CACR,qBAAqB,CAAC,EAAE,yBAAyB,EAAE,GACjD,OAAO,CAAC,OAAO,CAAC,CAAC;IACpB,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC,CAAC;IACvB,WAAW,IAAI,OAAO,CAAC,IAAI,CAAC,CAAC;IAE7B,eAAe,IAAI,YAAY,CAAC;IAChC,iBAAiB,IAAI,cAAc,CAAC;IACpC,sBAAsB,IAAI,mBAAmB,CAAC;IAC9C,wBAAwB,IAAI,qBAAqB,CAAC;IAClD,+BAA+B,IAAI,4BAA4B,CAAC;IAChE,4BAA4B,IAAI,yBAAyB,CAAC;IAC1D,sBAAsB,IAAI,2BAA2B,CAAC;IACtD,4BAA4B,IAAI,yBAAyB,CAAC;CAC1D;AAED,MAAM,WAAW,iBAAiB;IACjC,eAAe,EAAE,CAAC,OAAO,EAAE,WAAW,KAAK,IAAI,CAAC;IAChD,iBAAiB,EAAE,CAAC,OAAO,EAAE,oBAAoB,KAAK,IAAI,CAAC;IAC3D,MAAM,EAAE,IAAI,CAAC;CACb;AAED,MAAM,WAAW,qBAAqB;IACrC,YAAY,EAAE,kBAAkB,CAAC,YAAY,EAAE,iBAAiB,CAAC,CAAC;IAClE,YAAY,EAAE,OAAO,CAAC;IAEtB,SAAS,IAAI,OAAO,CAAC,OAAO,CAAC,CAAC;IAC9B,KAAK,IAAI,OAAO,CAAC,IAAI,CAAC,CAAC;IACvB,WAAW,IAAI,OAAO,CAAC,IAAI,CAAC,CAAC;IAE7B,cAAc,IAAI,WAAW,CAAC;IAC9B,uBAAuB,IAAI,oBAAoB,CAAC;CAChD"}
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package/lib/admin.d.ts
CHANGED
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@@ -9,6 +9,7 @@ export declare class Admin extends ClearingHouse {
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initializeMarket(marketIndex: BN, priceOracle: PublicKey, baseAssetReserve: BN, quoteAssetReserve: BN, periodicity: BN, pegMultiplier?: BN): Promise<TransactionSignature>;
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moveAmmPrice(baseAssetReserve: BN, quoteAssetReserve: BN, marketIndex: BN): Promise<TransactionSignature>;
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updateK(sqrtK: BN, marketIndex: BN): Promise<TransactionSignature>;
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updateCurveHistory(): Promise<TransactionSignature>;
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moveAmmToPrice(marketIndex: BN, targetPrice: BN): Promise<TransactionSignature>;
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repegAmmCurve(newPeg: BN, marketIndex: BN): Promise<TransactionSignature>;
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withdrawFromInsuranceVault(amount: BN, recipient: PublicKey): Promise<TransactionSignature>;
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package/lib/admin.d.ts.map
CHANGED
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{"version":3,"file":"admin.d.ts","sourceRoot":"","sources":["../src/admin.ts"],"names":[],"mappings":";AAAA,OAAO,EACN,cAAc,EACd,UAAU,EACV,SAAS,EAET,oBAAoB,EACpB,MAAM,iBAAiB,CAAC;AACzB,OAAO,EAAE,YAAY,EAAE,OAAO,EAAE,gBAAgB,EAAE,YAAY,EAAE,MAAM,SAAS,CAAC;AAChF,OAAO,EAAE,EAAE,EAA0B,MAAM,uBAAuB,CAAC;AAInE,OAAO,EAAE,aAAa,EAAE,MAAM,iBAAiB,CAAC;AAQhD,qBAAa,KAAM,SAAQ,aAAa;WACzB,IAAI,CACjB,UAAU,EAAE,UAAU,EACtB,MAAM,EAAE,OAAO,EACf,sBAAsB,EAAE,SAAS,EACjC,IAAI,GAAE,cAA0C,GAC9C,KAAK;IAqBK,UAAU,CACtB,QAAQ,EAAE,SAAS,EACnB,mBAAmB,EAAE,OAAO,GAC1B,OAAO,CAAC,CAAC,oBAAoB,EAAE,oBAAoB,CAAC,CAAC;IA+H3C,gBAAgB,CAC5B,WAAW,EAAE,EAAE,EACf,WAAW,EAAE,SAAS,EACtB,gBAAgB,EAAE,EAAE,EACpB,iBAAiB,EAAE,EAAE,EACrB,WAAW,EAAE,EAAE,EACf,aAAa,GAAE,EAAkB,GAC/B,OAAO,CAAC,oBAAoB,CAAC;IAuBnB,YAAY,CACxB,gBAAgB,EAAE,EAAE,EACpB,iBAAiB,EAAE,EAAE,EACrB,WAAW,EAAE,EAAE,GACb,OAAO,CAAC,oBAAoB,CAAC;IAgBnB,OAAO,CACnB,KAAK,EAAE,EAAE,EACT,WAAW,EAAE,EAAE,GACb,OAAO,CAAC,oBAAoB,CAAC;
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|
+
{"version":3,"file":"admin.d.ts","sourceRoot":"","sources":["../src/admin.ts"],"names":[],"mappings":";AAAA,OAAO,EACN,cAAc,EACd,UAAU,EACV,SAAS,EAET,oBAAoB,EACpB,MAAM,iBAAiB,CAAC;AACzB,OAAO,EAAE,YAAY,EAAE,OAAO,EAAE,gBAAgB,EAAE,YAAY,EAAE,MAAM,SAAS,CAAC;AAChF,OAAO,EAAE,EAAE,EAA0B,MAAM,uBAAuB,CAAC;AAInE,OAAO,EAAE,aAAa,EAAE,MAAM,iBAAiB,CAAC;AAQhD,qBAAa,KAAM,SAAQ,aAAa;WACzB,IAAI,CACjB,UAAU,EAAE,UAAU,EACtB,MAAM,EAAE,OAAO,EACf,sBAAsB,EAAE,SAAS,EACjC,IAAI,GAAE,cAA0C,GAC9C,KAAK;IAqBK,UAAU,CACtB,QAAQ,EAAE,SAAS,EACnB,mBAAmB,EAAE,OAAO,GAC1B,OAAO,CAAC,CAAC,oBAAoB,EAAE,oBAAoB,CAAC,CAAC;IA+H3C,gBAAgB,CAC5B,WAAW,EAAE,EAAE,EACf,WAAW,EAAE,SAAS,EACtB,gBAAgB,EAAE,EAAE,EACpB,iBAAiB,EAAE,EAAE,EACrB,WAAW,EAAE,EAAE,EACf,aAAa,GAAE,EAAkB,GAC/B,OAAO,CAAC,oBAAoB,CAAC;IAuBnB,YAAY,CACxB,gBAAgB,EAAE,EAAE,EACpB,iBAAiB,EAAE,EAAE,EACrB,WAAW,EAAE,EAAE,GACb,OAAO,CAAC,oBAAoB,CAAC;IAgBnB,OAAO,CACnB,KAAK,EAAE,EAAE,EACT,WAAW,EAAE,EAAE,GACb,OAAO,CAAC,oBAAoB,CAAC;IAiBnB,kBAAkB,IAAI,OAAO,CAAC,oBAAoB,CAAC;IAoBnD,cAAc,CAC1B,WAAW,EAAE,EAAE,EACf,WAAW,EAAE,EAAE,GACb,OAAO,CAAC,oBAAoB,CAAC;IA+BnB,aAAa,CACzB,MAAM,EAAE,EAAE,EACV,WAAW,EAAE,EAAE,GACb,OAAO,CAAC,oBAAoB,CAAC;IAiBnB,0BAA0B,CACtC,MAAM,EAAE,EAAE,EACV,SAAS,EAAE,SAAS,GAClB,OAAO,CAAC,oBAAoB,CAAC;IAcnB,YAAY,CACxB,WAAW,EAAE,EAAE,EACf,MAAM,EAAE,EAAE,EACV,SAAS,EAAE,SAAS,GAClB,OAAO,CAAC,oBAAoB,CAAC;IAenB,kCAAkC,CAC9C,WAAW,EAAE,EAAE,EACf,MAAM,EAAE,EAAE,GACR,OAAO,CAAC,oBAAoB,CAAC;IAmBnB,WAAW,CAAC,KAAK,EAAE,SAAS,GAAG,OAAO,CAAC,oBAAoB,CAAC;IAS5D,iBAAiB,CAC7B,kBAAkB,EAAE,EAAE,EACtB,kBAAkB,EAAE,EAAE,EACtB,sBAAsB,EAAE,EAAE,GACxB,OAAO,CAAC,oBAAoB,CAAC;IAcnB,uCAAuC,CACnD,SAAS,EAAE,EAAE,EACb,WAAW,EAAE,EAAE,GACb,OAAO,CAAC,oBAAoB,CAAC;IAanB,yCAAyC,CACrD,SAAS,EAAE,EAAE,EACb,WAAW,EAAE,EAAE,GACb,OAAO,CAAC,oBAAoB,CAAC;IAanB,sCAAsC,CAClD,SAAS,EAAE,EAAE,EACb,WAAW,EAAE,EAAE,GACb,OAAO,CAAC,oBAAoB,CAAC;IAanB,wCAAwC,CACpD,WAAW,EAAE,EAAE,GACb,OAAO,CAAC,oBAAoB,CAAC;IAYnB,qCAAqC,CACjD,WAAW,EAAE,EAAE,GACb,OAAO,CAAC,oBAAoB,CAAC;IAYnB,SAAS,CAAC,IAAI,EAAE,YAAY,GAAG,OAAO,CAAC,oBAAoB,CAAC;IAS5D,sBAAsB,CAClC,gBAAgB,EAAE,gBAAgB,GAChC,OAAO,CAAC,oBAAoB,CAAC;IASnB,kBAAkB,CAC9B,WAAW,EAAE,EAAE,EACf,MAAM,EAAE,SAAS,EACjB,YAAY,EAAE,YAAY,GACxB,OAAO,CAAC,oBAAoB,CAAC;IAgBnB,4BAA4B,CACxC,WAAW,EAAE,EAAE,EACf,gBAAgB,EAAE,EAAE,GAClB,OAAO,CAAC,oBAAoB,CAAC;IAenB,mBAAmB,CAC/B,aAAa,CAAC,EAAE,SAAS,GACvB,OAAO,CAAC,oBAAoB,CAAC;IASnB,kBAAkB,CAC9B,YAAY,EAAE,SAAS,GACrB,OAAO,CAAC,oBAAoB,CAAC;IASnB,gBAAgB,CAAC,UAAU,EAAE,EAAE,GAAG,OAAO,CAAC,oBAAoB,CAAC;IAS/D,mBAAmB,CAC/B,aAAa,EAAE,OAAO,GACpB,OAAO,CAAC,oBAAoB,CAAC;IASnB,oBAAoB,CAChC,cAAc,EAAE,OAAO,GACrB,OAAO,CAAC,oBAAoB,CAAC;IASnB,0BAA0B,IAAI,OAAO,CAAC,oBAAoB,CAAC;CAQxE"}
|
package/lib/admin.js
CHANGED
|
@@ -108,7 +108,7 @@ class Admin extends clearingHouse_1.ClearingHouse {
|
|
|
108
108
|
yield this.program.account.tradeHistory.createInstruction(tradeHistory),
|
|
109
109
|
yield this.program.account.liquidationHistory.createInstruction(liquidationHistory),
|
|
110
110
|
yield this.program.account.depositHistory.createInstruction(depositHistory),
|
|
111
|
-
yield this.program.account.
|
|
111
|
+
yield this.program.account.extendedCurveHistory.createInstruction(curveHistory),
|
|
112
112
|
],
|
|
113
113
|
});
|
|
114
114
|
const initializeHistoryTxSig = yield this.txSender.send(initializeHistoryTx, [
|
|
@@ -153,13 +153,35 @@ class Admin extends clearingHouse_1.ClearingHouse {
|
|
|
153
153
|
updateK(sqrtK, marketIndex) {
|
|
154
154
|
return __awaiter(this, void 0, void 0, function* () {
|
|
155
155
|
const state = this.getStateAccount();
|
|
156
|
+
const markets = this.getMarketsAccount();
|
|
157
|
+
const marketData = markets.markets[marketIndex.toNumber()];
|
|
158
|
+
const ammData = marketData.amm;
|
|
156
159
|
return yield this.program.rpc.updateK(sqrtK, marketIndex, {
|
|
157
160
|
accounts: {
|
|
158
161
|
state: yield this.getStatePublicKey(),
|
|
159
162
|
admin: this.wallet.publicKey,
|
|
160
163
|
markets: state.markets,
|
|
164
|
+
curveHistory: state.extendedCurveHistory,
|
|
165
|
+
oracle: ammData.oracle,
|
|
166
|
+
},
|
|
167
|
+
});
|
|
168
|
+
});
|
|
169
|
+
}
|
|
170
|
+
updateCurveHistory() {
|
|
171
|
+
return __awaiter(this, void 0, void 0, function* () {
|
|
172
|
+
const extendedCurveHistory = anchor.web3.Keypair.generate();
|
|
173
|
+
const state = this.getStateAccount();
|
|
174
|
+
return yield this.program.rpc.updateCurveHistory({
|
|
175
|
+
accounts: {
|
|
176
|
+
state: yield this.getStatePublicKey(),
|
|
177
|
+
admin: this.wallet.publicKey,
|
|
161
178
|
curveHistory: state.curveHistory,
|
|
179
|
+
extendedCurveHistory: extendedCurveHistory.publicKey,
|
|
162
180
|
},
|
|
181
|
+
instructions: [
|
|
182
|
+
yield this.program.account.extendedCurveHistory.createInstruction(extendedCurveHistory),
|
|
183
|
+
],
|
|
184
|
+
signers: [extendedCurveHistory],
|
|
163
185
|
});
|
|
164
186
|
});
|
|
165
187
|
}
|
|
@@ -190,7 +212,7 @@ class Admin extends clearingHouse_1.ClearingHouse {
|
|
|
190
212
|
admin: this.wallet.publicKey,
|
|
191
213
|
oracle: ammData.oracle,
|
|
192
214
|
markets: state.markets,
|
|
193
|
-
curveHistory: state.
|
|
215
|
+
curveHistory: state.extendedCurveHistory,
|
|
194
216
|
},
|
|
195
217
|
});
|
|
196
218
|
});
|
package/lib/clearingHouse.d.ts
CHANGED
|
@@ -1,7 +1,7 @@
|
|
|
1
1
|
/// <reference types="node" />
|
|
2
2
|
/// <reference types="bn.js" />
|
|
3
3
|
import { BN, Program, Provider } from '@project-serum/anchor';
|
|
4
|
-
import { MarketsAccount, StateAccount,
|
|
4
|
+
import { MarketsAccount, StateAccount, DepositHistoryAccount, FundingPaymentHistoryAccount, FundingRateHistoryAccount, IWallet, LiquidationHistoryAccount, PositionDirection, TradeHistoryAccount, UserAccount, Market, ExtendedCurveHistoryAccount } from './types';
|
|
5
5
|
import { Connection, PublicKey, TransactionSignature, Keypair, ConfirmOptions, TransactionInstruction } from '@solana/web3.js';
|
|
6
6
|
import { MockUSDCFaucet } from './mockUSDCFaucet';
|
|
7
7
|
import { EventEmitter } from 'events';
|
|
@@ -56,7 +56,7 @@ export declare class ClearingHouse {
|
|
|
56
56
|
getTradeHistoryAccount(): TradeHistoryAccount;
|
|
57
57
|
getLiquidationHistoryAccount(): LiquidationHistoryAccount;
|
|
58
58
|
getDepositHistoryAccount(): DepositHistoryAccount;
|
|
59
|
-
getCurveHistoryAccount():
|
|
59
|
+
getCurveHistoryAccount(): ExtendedCurveHistoryAccount;
|
|
60
60
|
/**
|
|
61
61
|
* Update the wallet to use for clearing house transactions and linked user account
|
|
62
62
|
* @param newWallet
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"clearingHouse.d.ts","sourceRoot":"","sources":["../src/clearingHouse.ts"],"names":[],"mappings":";;AAAA,OAAO,EAAE,EAAE,EAAO,OAAO,EAAE,QAAQ,EAAE,MAAM,uBAAuB,CAAC;AAMnE,OAAO,EACN,cAAc,EACd,YAAY,EACZ,
|
|
1
|
+
{"version":3,"file":"clearingHouse.d.ts","sourceRoot":"","sources":["../src/clearingHouse.ts"],"names":[],"mappings":";;AAAA,OAAO,EAAE,EAAE,EAAO,OAAO,EAAE,QAAQ,EAAE,MAAM,uBAAuB,CAAC;AAMnE,OAAO,EACN,cAAc,EACd,YAAY,EACZ,qBAAqB,EACrB,4BAA4B,EAC5B,yBAAyB,EACzB,OAAO,EACP,yBAAyB,EACzB,iBAAiB,EACjB,mBAAmB,EACnB,WAAW,EACX,MAAM,EACN,2BAA2B,EAC3B,MAAM,SAAS,CAAC;AAIjB,OAAO,EACN,UAAU,EACV,SAAS,EACT,oBAAoB,EACpB,OAAO,EACP,cAAc,EAEd,sBAAsB,EACtB,MAAM,iBAAiB,CAAC;AAEzB,OAAO,EAAE,cAAc,EAAE,MAAM,kBAAkB,CAAC;AAClD,OAAO,EAAE,YAAY,EAAE,MAAM,QAAQ,CAAC;AACtC,OAAO,kBAAkB,MAAM,4BAA4B,CAAC;AAM5D,OAAO,EACN,8BAA8B,EAC9B,0BAA0B,EAC1B,yBAAyB,EACzB,MAAM,kBAAkB,CAAC;AAE1B,OAAO,EAAE,QAAQ,EAAE,MAAM,YAAY,CAAC;AAItC;;;;;;GAMG;AACH,qBAAa,aAAa;IACzB,UAAU,EAAE,UAAU,CAAC;IACvB,MAAM,EAAE,OAAO,CAAC;IACT,OAAO,EAAE,OAAO,CAAC;IACxB,QAAQ,EAAE,QAAQ,CAAC;IACnB,IAAI,CAAC,EAAE,cAAc,CAAC;IACtB,iBAAiB,EAAE,8BAA8B,CAAC;IAClD,YAAY,EAAE,kBAAkB,CAAC,YAAY,EAAE,0BAA0B,CAAC,CAAC;IAC3E,YAAY,UAAS;IACrB,QAAQ,EAAE,QAAQ,CAAC;WAEL,IAAI,CACjB,UAAU,EAAE,UAAU,EACtB,MAAM,EAAE,OAAO,EACf,sBAAsB,EAAE,SAAS,EACjC,IAAI,GAAE,cAA0C,GAC9C,aAAa;gBAsBf,UAAU,EAAE,UAAU,EACtB,MAAM,EAAE,OAAO,EACf,OAAO,EAAE,OAAO,EAChB,iBAAiB,EAAE,8BAA8B,EACjD,QAAQ,EAAE,QAAQ,EAClB,IAAI,EAAE,cAAc;IAWrB;;;;OAIG;IACU,SAAS,CACrB,qBAAqB,CAAC,EAAE,yBAAyB,EAAE,GACjD,OAAO,CAAC,OAAO,CAAC;IAOnB;;;OAGG;IACU,cAAc,IAAI,OAAO,CAAC,OAAO,CAAC;IAW/C;;OAEG;IACU,aAAa,IAAI,OAAO,CAAC,IAAI,CAAC;IAI3C;;OAEG;IACU,WAAW,IAAI,OAAO,CAAC,IAAI,CAAC;IAKzC,cAAc,CAAC,EAAE,SAAS,CAAC;IACd,iBAAiB,IAAI,OAAO,CAAC,SAAS,CAAC;IAU7C,eAAe,IAAI,YAAY;IAI/B,iBAAiB,IAAI,cAAc;IAInC,SAAS,CAAC,WAAW,EAAE,EAAE,GAAG,MAAM,GAAG,MAAM;IAO3C,+BAA+B,IAAI,4BAA4B;IAI/D,4BAA4B,IAAI,yBAAyB;IAIzD,sBAAsB,IAAI,mBAAmB;IAI7C,4BAA4B,IAAI,yBAAyB;IAIzD,wBAAwB,IAAI,qBAAqB;IAIjD,sBAAsB,IAAI,2BAA2B;IAI5D;;;OAGG;IACI,YAAY,CAAC,SAAS,EAAE,OAAO,GAAG,IAAI;IAiBhC,qBAAqB,IAAI,OAAO,CAC5C;QAAC,oBAAoB;QAAE,SAAS;KAAC,CACjC;IAgBK,6BAA6B,IAAI,OAAO,CAC7C;QAAC,OAAO;QAAE,SAAS;QAAE,sBAAsB;KAAC,CAC5C;IAgDD,oBAAoB,CAAC,EAAE,SAAS,CAAC;IACjC;;;OAGG;IACU,uBAAuB,IAAI,OAAO,CAAC,SAAS,CAAC;IAY1D,WAAW,CAAC,EAAE,WAAW,CAAC;IACb,cAAc,IAAI,OAAO,CAAC,WAAW,CAAC;IAWtC,iBAAiB,CAC7B,MAAM,EAAE,EAAE,EACV,0BAA0B,EAAE,SAAS,EACrC,6BAA6B,CAAC,EAAE,SAAS,GACvC,OAAO,CAAC,oBAAoB,CAAC;IAY1B,+BAA+B,CACpC,MAAM,EAAE,EAAE,EACV,0BAA0B,EAAE,SAAS,EACrC,6BAA6B,CAAC,EAAE,SAAS,GACvC,OAAO,CAAC,sBAAsB,CAAC;IAuBlC;;;;;OAKG;IACU,yCAAyC,CACrD,MAAM,EAAE,EAAE,EACV,0BAA0B,EAAE,SAAS,GACnC,OAAO,CAAC,CAAC,oBAAoB,EAAE,SAAS,CAAC,CAAC;IAsBhC,8BAA8B,CAC1C,cAAc,EAAE,cAAc,EAC9B,MAAM,EAAE,EAAE,GACR,OAAO,CAAC,CAAC,oBAAoB,EAAE,SAAS,CAAC,CAAC;IA8BhC,UAAU,IAAI,OAAO,CAAC,oBAAoB,CAAC;IAa3C,kBAAkB,CAC9B,MAAM,EAAE,EAAE,EACV,0BAA0B,EAAE,SAAS,GACnC,OAAO,CAAC,oBAAoB,CAAC;IAUnB,uBAAuB,CACnC,MAAM,EAAE,EAAE,EACV,0BAA0B,EAAE,SAAS,GACnC,OAAO,CAAC,sBAAsB,CAAC;IA0BrB,YAAY,CACxB,SAAS,EAAE,iBAAiB,EAC5B,MAAM,EAAE,EAAE,EACV,WAAW,EAAE,EAAE,EACf,UAAU,CAAC,EAAE,EAAE,EACf,aAAa,CAAC,EAAE,SAAS,EACzB,QAAQ,CAAC,EAAE,SAAS,GAClB,OAAO,CAAC,oBAAoB,CAAC;IAiBnB,iBAAiB,CAC7B,SAAS,EAAE,iBAAiB,EAC5B,MAAM,EAAE,EAAE,EACV,WAAW,EAAE,EAAE,EACf,UAAU,CAAC,EAAE,EAAE,EACf,aAAa,CAAC,EAAE,SAAS,EACzB,QAAQ,CAAC,EAAE,SAAS,GAClB,OAAO,CAAC,sBAAsB,CAAC;IAyDlC;;;;;;OAMG;IACU,aAAa,CACzB,WAAW,EAAE,EAAE,EACf,aAAa,CAAC,EAAE,SAAS,EACzB,QAAQ,CAAC,EAAE,SAAS,GAClB,OAAO,CAAC,oBAAoB,CAAC;IAUnB,kBAAkB,CAC9B,WAAW,EAAE,EAAE,EACf,aAAa,CAAC,EAAE,SAAS,EACzB,QAAQ,CAAC,EAAE,SAAS,GAClB,OAAO,CAAC,sBAAsB,CAAC;IAkDrB,SAAS,CACrB,8BAA8B,EAAE,SAAS,GACvC,OAAO,CAAC,oBAAoB,CAAC;IAQnB,cAAc,CAC1B,8BAA8B,EAAE,SAAS,GACvC,OAAO,CAAC,sBAAsB,CAAC;IA8CrB,iBAAiB,CAC7B,MAAM,EAAE,SAAS,EACjB,WAAW,EAAE,EAAE,GACb,OAAO,CAAC,oBAAoB,CAAC;IAQnB,sBAAsB,CAClC,MAAM,EAAE,SAAS,EACjB,WAAW,EAAE,EAAE,GACb,OAAO,CAAC,sBAAsB,CAAC;IAYrB,oBAAoB,CAChC,WAAW,EAAE,SAAS,EACtB,oBAAoB,EAAE,SAAS,GAC7B,OAAO,CAAC,oBAAoB,CAAC;IAUnB,yBAAyB,CACrC,WAAW,EAAE,SAAS,EACtB,oBAAoB,EAAE,SAAS,GAC7B,OAAO,CAAC,sBAAsB,CAAC;IAa3B,YAAY,CAAC,SAAS,EAAE,MAAM,0BAA0B,EAAE,IAAI,CAAC,EAAE,GAAG;CAG3E"}
|
|
@@ -939,6 +939,11 @@
|
|
|
939
939
|
"isMut": true,
|
|
940
940
|
"isSigner": false
|
|
941
941
|
},
|
|
942
|
+
{
|
|
943
|
+
"name": "oracle",
|
|
944
|
+
"isMut": false,
|
|
945
|
+
"isSigner": false
|
|
946
|
+
},
|
|
942
947
|
{
|
|
943
948
|
"name": "curveHistory",
|
|
944
949
|
"isMut": true,
|
|
@@ -956,6 +961,32 @@
|
|
|
956
961
|
}
|
|
957
962
|
]
|
|
958
963
|
},
|
|
964
|
+
{
|
|
965
|
+
"name": "updateCurveHistory",
|
|
966
|
+
"accounts": [
|
|
967
|
+
{
|
|
968
|
+
"name": "admin",
|
|
969
|
+
"isMut": false,
|
|
970
|
+
"isSigner": true
|
|
971
|
+
},
|
|
972
|
+
{
|
|
973
|
+
"name": "state",
|
|
974
|
+
"isMut": true,
|
|
975
|
+
"isSigner": false
|
|
976
|
+
},
|
|
977
|
+
{
|
|
978
|
+
"name": "extendedCurveHistory",
|
|
979
|
+
"isMut": true,
|
|
980
|
+
"isSigner": false
|
|
981
|
+
},
|
|
982
|
+
{
|
|
983
|
+
"name": "curveHistory",
|
|
984
|
+
"isMut": false,
|
|
985
|
+
"isSigner": false
|
|
986
|
+
}
|
|
987
|
+
],
|
|
988
|
+
"args": []
|
|
989
|
+
},
|
|
959
990
|
{
|
|
960
991
|
"name": "updateMarginRatio",
|
|
961
992
|
"accounts": [
|
|
@@ -1368,7 +1399,7 @@
|
|
|
1368
1399
|
"type": "u64"
|
|
1369
1400
|
},
|
|
1370
1401
|
{
|
|
1371
|
-
"name": "
|
|
1402
|
+
"name": "curveRecords",
|
|
1372
1403
|
"type": {
|
|
1373
1404
|
"array": [
|
|
1374
1405
|
{
|
|
@@ -1381,6 +1412,29 @@
|
|
|
1381
1412
|
]
|
|
1382
1413
|
}
|
|
1383
1414
|
},
|
|
1415
|
+
{
|
|
1416
|
+
"name": "ExtendedCurveHistory",
|
|
1417
|
+
"type": {
|
|
1418
|
+
"kind": "struct",
|
|
1419
|
+
"fields": [
|
|
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|
+
{
|
|
1421
|
+
"name": "head",
|
|
1422
|
+
"type": "u64"
|
|
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|
+
},
|
|
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|
+
{
|
|
1425
|
+
"name": "curveRecords",
|
|
1426
|
+
"type": {
|
|
1427
|
+
"array": [
|
|
1428
|
+
{
|
|
1429
|
+
"defined": "ExtendedCurveRecord"
|
|
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|
+
},
|
|
1431
|
+
1024
|
|
1432
|
+
]
|
|
1433
|
+
}
|
|
1434
|
+
}
|
|
1435
|
+
]
|
|
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|
+
}
|
|
1437
|
+
},
|
|
1384
1438
|
{
|
|
1385
1439
|
"name": "DepositHistory",
|
|
1386
1440
|
"type": {
|
|
@@ -1637,6 +1691,10 @@
|
|
|
1637
1691
|
"name": "maxDeposit",
|
|
1638
1692
|
"type": "u128"
|
|
1639
1693
|
},
|
|
1694
|
+
{
|
|
1695
|
+
"name": "extendedCurveHistory",
|
|
1696
|
+
"type": "publicKey"
|
|
1697
|
+
},
|
|
1640
1698
|
{
|
|
1641
1699
|
"name": "padding0",
|
|
1642
1700
|
"type": "u128"
|
|
@@ -1660,14 +1718,6 @@
|
|
|
1660
1718
|
{
|
|
1661
1719
|
"name": "padding5",
|
|
1662
1720
|
"type": "u128"
|
|
1663
|
-
},
|
|
1664
|
-
{
|
|
1665
|
-
"name": "padding6",
|
|
1666
|
-
"type": "u128"
|
|
1667
|
-
},
|
|
1668
|
-
{
|
|
1669
|
-
"name": "padding7",
|
|
1670
|
-
"type": "u128"
|
|
1671
1721
|
}
|
|
1672
1722
|
]
|
|
1673
1723
|
}
|
|
@@ -1884,6 +1934,90 @@
|
|
|
1884
1934
|
]
|
|
1885
1935
|
}
|
|
1886
1936
|
},
|
|
1937
|
+
{
|
|
1938
|
+
"name": "ExtendedCurveRecord",
|
|
1939
|
+
"type": {
|
|
1940
|
+
"kind": "struct",
|
|
1941
|
+
"fields": [
|
|
1942
|
+
{
|
|
1943
|
+
"name": "ts",
|
|
1944
|
+
"type": "i64"
|
|
1945
|
+
},
|
|
1946
|
+
{
|
|
1947
|
+
"name": "recordId",
|
|
1948
|
+
"type": "u128"
|
|
1949
|
+
},
|
|
1950
|
+
{
|
|
1951
|
+
"name": "marketIndex",
|
|
1952
|
+
"type": "u64"
|
|
1953
|
+
},
|
|
1954
|
+
{
|
|
1955
|
+
"name": "pegMultiplierBefore",
|
|
1956
|
+
"type": "u128"
|
|
1957
|
+
},
|
|
1958
|
+
{
|
|
1959
|
+
"name": "baseAssetReserveBefore",
|
|
1960
|
+
"type": "u128"
|
|
1961
|
+
},
|
|
1962
|
+
{
|
|
1963
|
+
"name": "quoteAssetReserveBefore",
|
|
1964
|
+
"type": "u128"
|
|
1965
|
+
},
|
|
1966
|
+
{
|
|
1967
|
+
"name": "sqrtKBefore",
|
|
1968
|
+
"type": "u128"
|
|
1969
|
+
},
|
|
1970
|
+
{
|
|
1971
|
+
"name": "pegMultiplierAfter",
|
|
1972
|
+
"type": "u128"
|
|
1973
|
+
},
|
|
1974
|
+
{
|
|
1975
|
+
"name": "baseAssetReserveAfter",
|
|
1976
|
+
"type": "u128"
|
|
1977
|
+
},
|
|
1978
|
+
{
|
|
1979
|
+
"name": "quoteAssetReserveAfter",
|
|
1980
|
+
"type": "u128"
|
|
1981
|
+
},
|
|
1982
|
+
{
|
|
1983
|
+
"name": "sqrtKAfter",
|
|
1984
|
+
"type": "u128"
|
|
1985
|
+
},
|
|
1986
|
+
{
|
|
1987
|
+
"name": "baseAssetAmountLong",
|
|
1988
|
+
"type": "u128"
|
|
1989
|
+
},
|
|
1990
|
+
{
|
|
1991
|
+
"name": "baseAssetAmountShort",
|
|
1992
|
+
"type": "u128"
|
|
1993
|
+
},
|
|
1994
|
+
{
|
|
1995
|
+
"name": "baseAssetAmount",
|
|
1996
|
+
"type": "i128"
|
|
1997
|
+
},
|
|
1998
|
+
{
|
|
1999
|
+
"name": "openInterest",
|
|
2000
|
+
"type": "u128"
|
|
2001
|
+
},
|
|
2002
|
+
{
|
|
2003
|
+
"name": "totalFee",
|
|
2004
|
+
"type": "u128"
|
|
2005
|
+
},
|
|
2006
|
+
{
|
|
2007
|
+
"name": "totalFeeMinusDistributions",
|
|
2008
|
+
"type": "u128"
|
|
2009
|
+
},
|
|
2010
|
+
{
|
|
2011
|
+
"name": "adjustmentCost",
|
|
2012
|
+
"type": "i128"
|
|
2013
|
+
},
|
|
2014
|
+
{
|
|
2015
|
+
"name": "oraclePrice",
|
|
2016
|
+
"type": "i128"
|
|
2017
|
+
}
|
|
2018
|
+
]
|
|
2019
|
+
}
|
|
2020
|
+
},
|
|
1887
2021
|
{
|
|
1888
2022
|
"name": "DepositRecord",
|
|
1889
2023
|
"type": {
|
|
@@ -1 +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,
|
|
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,CA4K/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,CAKvD"}
|
package/lib/math/funding.js
CHANGED
|
@@ -242,7 +242,7 @@ exports.calculateLongShortFundingRateAndLiveTwaps = calculateLongShortFundingRat
|
|
|
242
242
|
function calculateFundingPool(market) {
|
|
243
243
|
// todo
|
|
244
244
|
const totalFeeLB = market.amm.totalFee.div(new anchor_1.BN(2));
|
|
245
|
-
const feePool = anchor_1.BN.max(numericConstants_1.ZERO, market.amm.totalFeeMinusDistributions.sub(totalFeeLB));
|
|
245
|
+
const feePool = anchor_1.BN.max(numericConstants_1.ZERO, (market.amm.totalFeeMinusDistributions.sub(totalFeeLB)).mul(new anchor_1.BN(2)).div(new anchor_1.BN(3)));
|
|
246
246
|
return feePool;
|
|
247
247
|
}
|
|
248
248
|
exports.calculateFundingPool = calculateFundingPool;
|
package/lib/types.d.ts
CHANGED
|
@@ -38,9 +38,9 @@ export declare type DepositHistoryAccount = {
|
|
|
38
38
|
head: BN;
|
|
39
39
|
depositRecords: DepositRecord[];
|
|
40
40
|
};
|
|
41
|
-
export declare type
|
|
41
|
+
export declare type ExtendedCurveHistoryAccount = {
|
|
42
42
|
head: BN;
|
|
43
|
-
curveRecords:
|
|
43
|
+
curveRecords: ExtendedCurveRecord[];
|
|
44
44
|
};
|
|
45
45
|
export declare type FundingRateHistoryAccount = {
|
|
46
46
|
head: BN;
|
|
@@ -67,7 +67,7 @@ export declare type DepositRecord = {
|
|
|
67
67
|
cumulativeDepositsBefore: BN;
|
|
68
68
|
amount: BN;
|
|
69
69
|
};
|
|
70
|
-
export declare type
|
|
70
|
+
export declare type ExtendedCurveRecord = {
|
|
71
71
|
ts: BN;
|
|
72
72
|
recordId: BN;
|
|
73
73
|
marketIndex: BN;
|
|
@@ -83,6 +83,7 @@ export declare type CurveRecord = {
|
|
|
83
83
|
baseAssetAmountShort: BN;
|
|
84
84
|
baseAssetAmount: BN;
|
|
85
85
|
openInterest: BN;
|
|
86
|
+
oraclePrice: BN;
|
|
86
87
|
};
|
|
87
88
|
export declare type TradeRecord = {
|
|
88
89
|
ts: BN;
|
|
@@ -182,6 +183,7 @@ export declare type StateAccount = {
|
|
|
182
183
|
discountMint: PublicKey;
|
|
183
184
|
oracleGuardRails: OracleGuardRails;
|
|
184
185
|
maxDeposit: BN;
|
|
186
|
+
extendedCurveHistory: PublicKey;
|
|
185
187
|
};
|
|
186
188
|
export declare type MarketsAccount = {
|
|
187
189
|
accountIndex: BN;
|
package/lib/types.d.ts.map
CHANGED
|
@@ -1 +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,
|
|
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,2BAA2B,GAAG;IACzC,IAAI,EAAE,EAAE,CAAC;IACT,YAAY,EAAE,mBAAmB,EAAE,CAAC;CACpC,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,mBAAmB,GAAG;IACjC,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;IACjB,WAAW,EAAE,EAAE,CAAC;CAChB,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;IACf,oBAAoB,EAAE,SAAS,CAAC;CAChC,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/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@drift-labs/sdk",
|
|
3
|
-
"version": "0.1.
|
|
3
|
+
"version": "0.1.18-master.2",
|
|
4
4
|
"main": "lib/index.js",
|
|
5
5
|
"types": "lib/index.d.ts",
|
|
6
6
|
"author": "crispheaney",
|
|
@@ -28,7 +28,7 @@
|
|
|
28
28
|
},
|
|
29
29
|
"dependencies": {
|
|
30
30
|
"@project-serum/anchor": "0.19.1-beta.1",
|
|
31
|
-
"@pythnetwork/client": "^2.
|
|
31
|
+
"@pythnetwork/client": "^2.5.1",
|
|
32
32
|
"@solana/spl-token": "^0.1.6",
|
|
33
33
|
"@solana/web3.js": "^1.22.0",
|
|
34
34
|
"@types/bn.js": "^5.1.0",
|
|
@@ -5,8 +5,8 @@ import {
|
|
|
5
5
|
} from './types';
|
|
6
6
|
import { AccountSubscriber, NotSubscribedError } from './types';
|
|
7
7
|
import {
|
|
8
|
-
CurveHistoryAccount,
|
|
9
8
|
DepositHistoryAccount,
|
|
9
|
+
ExtendedCurveHistoryAccount,
|
|
10
10
|
FundingPaymentHistoryAccount,
|
|
11
11
|
FundingRateHistoryAccount,
|
|
12
12
|
LiquidationHistoryAccount,
|
|
@@ -32,7 +32,7 @@ export class DefaultClearingHouseAccountSubscriber
|
|
|
32
32
|
depositHistoryAccountSubscriber?: AccountSubscriber<DepositHistoryAccount>;
|
|
33
33
|
fundingPaymentHistoryAccountSubscriber?: AccountSubscriber<FundingPaymentHistoryAccount>;
|
|
34
34
|
fundingRateHistoryAccountSubscriber?: AccountSubscriber<FundingRateHistoryAccount>;
|
|
35
|
-
curveHistoryAccountSubscriber?: AccountSubscriber<
|
|
35
|
+
curveHistoryAccountSubscriber?: AccountSubscriber<ExtendedCurveHistoryAccount>;
|
|
36
36
|
liquidationHistoryAccountSubscriber?: AccountSubscriber<LiquidationHistoryAccount>;
|
|
37
37
|
|
|
38
38
|
optionalExtraSubscriptions: ClearingHouseAccountTypes[] = [];
|
|
@@ -126,9 +126,9 @@ export class DefaultClearingHouseAccountSubscriber
|
|
|
126
126
|
);
|
|
127
127
|
|
|
128
128
|
this.curveHistoryAccountSubscriber = new WebSocketAccountSubscriber(
|
|
129
|
-
'
|
|
129
|
+
'extendedCurveHistory',
|
|
130
130
|
this.program,
|
|
131
|
-
state.
|
|
131
|
+
state.extendedCurveHistory
|
|
132
132
|
);
|
|
133
133
|
|
|
134
134
|
const extraSusbcribersToUse: {
|
|
@@ -307,7 +307,7 @@ export class DefaultClearingHouseAccountSubscriber
|
|
|
307
307
|
return this.fundingRateHistoryAccountSubscriber.data;
|
|
308
308
|
}
|
|
309
309
|
|
|
310
|
-
public getCurveHistoryAccount():
|
|
310
|
+
public getCurveHistoryAccount(): ExtendedCurveHistoryAccount {
|
|
311
311
|
this.assertIsSubscribed();
|
|
312
312
|
this.assertOptionalIsSubscribed('curveHistoryAccount');
|
|
313
313
|
return this.curveHistoryAccountSubscriber.data;
|
|
@@ -78,8 +78,8 @@ export class DefaultUserAccountSubscriber implements UserAccountSubscriber {
|
|
|
78
78
|
return;
|
|
79
79
|
}
|
|
80
80
|
|
|
81
|
-
this.userDataAccountSubscriber.unsubscribe();
|
|
82
|
-
this.userPositionsAccountSubscriber.unsubscribe();
|
|
81
|
+
await this.userDataAccountSubscriber.unsubscribe();
|
|
82
|
+
await this.userPositionsAccountSubscriber.unsubscribe();
|
|
83
83
|
|
|
84
84
|
this.isSubscribed = false;
|
|
85
85
|
}
|
package/src/accounts/types.ts
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
import {
|
|
2
|
-
CurveHistoryAccount,
|
|
3
2
|
DepositHistoryAccount,
|
|
3
|
+
ExtendedCurveHistoryAccount,
|
|
4
4
|
FundingPaymentHistoryAccount,
|
|
5
5
|
FundingRateHistoryAccount,
|
|
6
6
|
LiquidationHistoryAccount,
|
|
@@ -17,7 +17,7 @@ export interface AccountSubscriber<T> {
|
|
|
17
17
|
data?: T;
|
|
18
18
|
subscribe(onChange: (data: T) => void): Promise<void>;
|
|
19
19
|
fetch(): Promise<void>;
|
|
20
|
-
unsubscribe(): void
|
|
20
|
+
unsubscribe(): Promise<void>;
|
|
21
21
|
}
|
|
22
22
|
|
|
23
23
|
export class NotSubscribedError extends Error {
|
|
@@ -34,7 +34,7 @@ export interface ClearingHouseAccountEvents {
|
|
|
34
34
|
tradeHistoryAccountUpdate: (payload: TradeHistoryAccount) => void;
|
|
35
35
|
liquidationHistoryAccountUpdate: (payload: LiquidationHistoryAccount) => void;
|
|
36
36
|
depositHistoryAccountUpdate: (payload: DepositHistoryAccount) => void;
|
|
37
|
-
curveHistoryAccountUpdate: (payload:
|
|
37
|
+
curveHistoryAccountUpdate: (payload: ExtendedCurveHistoryAccount) => void;
|
|
38
38
|
update: void;
|
|
39
39
|
}
|
|
40
40
|
|
|
@@ -64,7 +64,7 @@ export interface ClearingHouseAccountSubscriber {
|
|
|
64
64
|
getDepositHistoryAccount(): DepositHistoryAccount;
|
|
65
65
|
getFundingPaymentHistoryAccount(): FundingPaymentHistoryAccount;
|
|
66
66
|
getFundingRateHistoryAccount(): FundingRateHistoryAccount;
|
|
67
|
-
getCurveHistoryAccount():
|
|
67
|
+
getCurveHistoryAccount(): ExtendedCurveHistoryAccount;
|
|
68
68
|
getLiquidationHistoryAccount(): LiquidationHistoryAccount;
|
|
69
69
|
}
|
|
70
70
|
|
package/src/admin.ts
CHANGED
|
@@ -153,7 +153,7 @@ export class Admin extends ClearingHouse {
|
|
|
153
153
|
await this.program.account.depositHistory.createInstruction(
|
|
154
154
|
depositHistory
|
|
155
155
|
),
|
|
156
|
-
await this.program.account.
|
|
156
|
+
await this.program.account.extendedCurveHistory.createInstruction(
|
|
157
157
|
curveHistory
|
|
158
158
|
),
|
|
159
159
|
],
|
|
@@ -230,13 +230,38 @@ export class Admin extends ClearingHouse {
|
|
|
230
230
|
marketIndex: BN
|
|
231
231
|
): Promise<TransactionSignature> {
|
|
232
232
|
const state = this.getStateAccount();
|
|
233
|
+
const markets = this.getMarketsAccount();
|
|
234
|
+
const marketData = markets.markets[marketIndex.toNumber()];
|
|
235
|
+
const ammData = marketData.amm;
|
|
236
|
+
|
|
233
237
|
return await this.program.rpc.updateK(sqrtK, marketIndex, {
|
|
234
238
|
accounts: {
|
|
235
239
|
state: await this.getStatePublicKey(),
|
|
236
240
|
admin: this.wallet.publicKey,
|
|
237
241
|
markets: state.markets,
|
|
242
|
+
curveHistory: state.extendedCurveHistory,
|
|
243
|
+
oracle: ammData.oracle,
|
|
244
|
+
},
|
|
245
|
+
});
|
|
246
|
+
}
|
|
247
|
+
|
|
248
|
+
public async updateCurveHistory(): Promise<TransactionSignature> {
|
|
249
|
+
const extendedCurveHistory = anchor.web3.Keypair.generate();
|
|
250
|
+
|
|
251
|
+
const state = this.getStateAccount();
|
|
252
|
+
return await this.program.rpc.updateCurveHistory({
|
|
253
|
+
accounts: {
|
|
254
|
+
state: await this.getStatePublicKey(),
|
|
255
|
+
admin: this.wallet.publicKey,
|
|
238
256
|
curveHistory: state.curveHistory,
|
|
257
|
+
extendedCurveHistory: extendedCurveHistory.publicKey,
|
|
239
258
|
},
|
|
259
|
+
instructions: [
|
|
260
|
+
await this.program.account.extendedCurveHistory.createInstruction(
|
|
261
|
+
extendedCurveHistory
|
|
262
|
+
),
|
|
263
|
+
],
|
|
264
|
+
signers: [extendedCurveHistory],
|
|
240
265
|
});
|
|
241
266
|
}
|
|
242
267
|
|
|
@@ -289,7 +314,7 @@ export class Admin extends ClearingHouse {
|
|
|
289
314
|
admin: this.wallet.publicKey,
|
|
290
315
|
oracle: ammData.oracle,
|
|
291
316
|
markets: state.markets,
|
|
292
|
-
curveHistory: state.
|
|
317
|
+
curveHistory: state.extendedCurveHistory,
|
|
293
318
|
},
|
|
294
319
|
});
|
|
295
320
|
}
|
package/src/clearingHouse.ts
CHANGED
|
@@ -7,7 +7,6 @@ import {
|
|
|
7
7
|
import {
|
|
8
8
|
MarketsAccount,
|
|
9
9
|
StateAccount,
|
|
10
|
-
CurveHistoryAccount,
|
|
11
10
|
DepositHistoryAccount,
|
|
12
11
|
FundingPaymentHistoryAccount,
|
|
13
12
|
FundingRateHistoryAccount,
|
|
@@ -17,6 +16,7 @@ import {
|
|
|
17
16
|
TradeHistoryAccount,
|
|
18
17
|
UserAccount,
|
|
19
18
|
Market,
|
|
19
|
+
ExtendedCurveHistoryAccount,
|
|
20
20
|
} from './types';
|
|
21
21
|
import * as anchor from '@project-serum/anchor';
|
|
22
22
|
import clearingHouseIDL from './idl/clearing_house.json';
|
|
@@ -200,7 +200,7 @@ export class ClearingHouse {
|
|
|
200
200
|
return this.accountSubscriber.getDepositHistoryAccount();
|
|
201
201
|
}
|
|
202
202
|
|
|
203
|
-
public getCurveHistoryAccount():
|
|
203
|
+
public getCurveHistoryAccount(): ExtendedCurveHistoryAccount {
|
|
204
204
|
return this.accountSubscriber.getCurveHistoryAccount();
|
|
205
205
|
}
|
|
206
206
|
|
|
@@ -939,6 +939,11 @@
|
|
|
939
939
|
"isMut": true,
|
|
940
940
|
"isSigner": false
|
|
941
941
|
},
|
|
942
|
+
{
|
|
943
|
+
"name": "oracle",
|
|
944
|
+
"isMut": false,
|
|
945
|
+
"isSigner": false
|
|
946
|
+
},
|
|
942
947
|
{
|
|
943
948
|
"name": "curveHistory",
|
|
944
949
|
"isMut": true,
|
|
@@ -956,6 +961,32 @@
|
|
|
956
961
|
}
|
|
957
962
|
]
|
|
958
963
|
},
|
|
964
|
+
{
|
|
965
|
+
"name": "updateCurveHistory",
|
|
966
|
+
"accounts": [
|
|
967
|
+
{
|
|
968
|
+
"name": "admin",
|
|
969
|
+
"isMut": false,
|
|
970
|
+
"isSigner": true
|
|
971
|
+
},
|
|
972
|
+
{
|
|
973
|
+
"name": "state",
|
|
974
|
+
"isMut": true,
|
|
975
|
+
"isSigner": false
|
|
976
|
+
},
|
|
977
|
+
{
|
|
978
|
+
"name": "extendedCurveHistory",
|
|
979
|
+
"isMut": true,
|
|
980
|
+
"isSigner": false
|
|
981
|
+
},
|
|
982
|
+
{
|
|
983
|
+
"name": "curveHistory",
|
|
984
|
+
"isMut": false,
|
|
985
|
+
"isSigner": false
|
|
986
|
+
}
|
|
987
|
+
],
|
|
988
|
+
"args": []
|
|
989
|
+
},
|
|
959
990
|
{
|
|
960
991
|
"name": "updateMarginRatio",
|
|
961
992
|
"accounts": [
|
|
@@ -1368,7 +1399,7 @@
|
|
|
1368
1399
|
"type": "u64"
|
|
1369
1400
|
},
|
|
1370
1401
|
{
|
|
1371
|
-
"name": "
|
|
1402
|
+
"name": "curveRecords",
|
|
1372
1403
|
"type": {
|
|
1373
1404
|
"array": [
|
|
1374
1405
|
{
|
|
@@ -1381,6 +1412,29 @@
|
|
|
1381
1412
|
]
|
|
1382
1413
|
}
|
|
1383
1414
|
},
|
|
1415
|
+
{
|
|
1416
|
+
"name": "ExtendedCurveHistory",
|
|
1417
|
+
"type": {
|
|
1418
|
+
"kind": "struct",
|
|
1419
|
+
"fields": [
|
|
1420
|
+
{
|
|
1421
|
+
"name": "head",
|
|
1422
|
+
"type": "u64"
|
|
1423
|
+
},
|
|
1424
|
+
{
|
|
1425
|
+
"name": "curveRecords",
|
|
1426
|
+
"type": {
|
|
1427
|
+
"array": [
|
|
1428
|
+
{
|
|
1429
|
+
"defined": "ExtendedCurveRecord"
|
|
1430
|
+
},
|
|
1431
|
+
1024
|
|
1432
|
+
]
|
|
1433
|
+
}
|
|
1434
|
+
}
|
|
1435
|
+
]
|
|
1436
|
+
}
|
|
1437
|
+
},
|
|
1384
1438
|
{
|
|
1385
1439
|
"name": "DepositHistory",
|
|
1386
1440
|
"type": {
|
|
@@ -1637,6 +1691,10 @@
|
|
|
1637
1691
|
"name": "maxDeposit",
|
|
1638
1692
|
"type": "u128"
|
|
1639
1693
|
},
|
|
1694
|
+
{
|
|
1695
|
+
"name": "extendedCurveHistory",
|
|
1696
|
+
"type": "publicKey"
|
|
1697
|
+
},
|
|
1640
1698
|
{
|
|
1641
1699
|
"name": "padding0",
|
|
1642
1700
|
"type": "u128"
|
|
@@ -1660,14 +1718,6 @@
|
|
|
1660
1718
|
{
|
|
1661
1719
|
"name": "padding5",
|
|
1662
1720
|
"type": "u128"
|
|
1663
|
-
},
|
|
1664
|
-
{
|
|
1665
|
-
"name": "padding6",
|
|
1666
|
-
"type": "u128"
|
|
1667
|
-
},
|
|
1668
|
-
{
|
|
1669
|
-
"name": "padding7",
|
|
1670
|
-
"type": "u128"
|
|
1671
1721
|
}
|
|
1672
1722
|
]
|
|
1673
1723
|
}
|
|
@@ -1884,6 +1934,90 @@
|
|
|
1884
1934
|
]
|
|
1885
1935
|
}
|
|
1886
1936
|
},
|
|
1937
|
+
{
|
|
1938
|
+
"name": "ExtendedCurveRecord",
|
|
1939
|
+
"type": {
|
|
1940
|
+
"kind": "struct",
|
|
1941
|
+
"fields": [
|
|
1942
|
+
{
|
|
1943
|
+
"name": "ts",
|
|
1944
|
+
"type": "i64"
|
|
1945
|
+
},
|
|
1946
|
+
{
|
|
1947
|
+
"name": "recordId",
|
|
1948
|
+
"type": "u128"
|
|
1949
|
+
},
|
|
1950
|
+
{
|
|
1951
|
+
"name": "marketIndex",
|
|
1952
|
+
"type": "u64"
|
|
1953
|
+
},
|
|
1954
|
+
{
|
|
1955
|
+
"name": "pegMultiplierBefore",
|
|
1956
|
+
"type": "u128"
|
|
1957
|
+
},
|
|
1958
|
+
{
|
|
1959
|
+
"name": "baseAssetReserveBefore",
|
|
1960
|
+
"type": "u128"
|
|
1961
|
+
},
|
|
1962
|
+
{
|
|
1963
|
+
"name": "quoteAssetReserveBefore",
|
|
1964
|
+
"type": "u128"
|
|
1965
|
+
},
|
|
1966
|
+
{
|
|
1967
|
+
"name": "sqrtKBefore",
|
|
1968
|
+
"type": "u128"
|
|
1969
|
+
},
|
|
1970
|
+
{
|
|
1971
|
+
"name": "pegMultiplierAfter",
|
|
1972
|
+
"type": "u128"
|
|
1973
|
+
},
|
|
1974
|
+
{
|
|
1975
|
+
"name": "baseAssetReserveAfter",
|
|
1976
|
+
"type": "u128"
|
|
1977
|
+
},
|
|
1978
|
+
{
|
|
1979
|
+
"name": "quoteAssetReserveAfter",
|
|
1980
|
+
"type": "u128"
|
|
1981
|
+
},
|
|
1982
|
+
{
|
|
1983
|
+
"name": "sqrtKAfter",
|
|
1984
|
+
"type": "u128"
|
|
1985
|
+
},
|
|
1986
|
+
{
|
|
1987
|
+
"name": "baseAssetAmountLong",
|
|
1988
|
+
"type": "u128"
|
|
1989
|
+
},
|
|
1990
|
+
{
|
|
1991
|
+
"name": "baseAssetAmountShort",
|
|
1992
|
+
"type": "u128"
|
|
1993
|
+
},
|
|
1994
|
+
{
|
|
1995
|
+
"name": "baseAssetAmount",
|
|
1996
|
+
"type": "i128"
|
|
1997
|
+
},
|
|
1998
|
+
{
|
|
1999
|
+
"name": "openInterest",
|
|
2000
|
+
"type": "u128"
|
|
2001
|
+
},
|
|
2002
|
+
{
|
|
2003
|
+
"name": "totalFee",
|
|
2004
|
+
"type": "u128"
|
|
2005
|
+
},
|
|
2006
|
+
{
|
|
2007
|
+
"name": "totalFeeMinusDistributions",
|
|
2008
|
+
"type": "u128"
|
|
2009
|
+
},
|
|
2010
|
+
{
|
|
2011
|
+
"name": "adjustmentCost",
|
|
2012
|
+
"type": "i128"
|
|
2013
|
+
},
|
|
2014
|
+
{
|
|
2015
|
+
"name": "oraclePrice",
|
|
2016
|
+
"type": "i128"
|
|
2017
|
+
}
|
|
2018
|
+
]
|
|
2019
|
+
}
|
|
2020
|
+
},
|
|
1887
2021
|
{
|
|
1888
2022
|
"name": "DepositRecord",
|
|
1889
2023
|
"type": {
|
package/src/math/funding.ts
CHANGED
|
@@ -120,6 +120,8 @@ export async function calculateAllEstimatedFundingRate(
|
|
|
120
120
|
.mul(periodAdjustment)
|
|
121
121
|
.div(hoursInDay)
|
|
122
122
|
.div(MARK_PRICE_PRECISION.div(QUOTE_PRECISION));
|
|
123
|
+
|
|
124
|
+
|
|
123
125
|
let feePoolSize = calculateFundingPool(market);
|
|
124
126
|
if (interpRateQuote.lt(new BN(0))) {
|
|
125
127
|
feePoolSize = feePoolSize.mul(new BN(-1));
|
|
@@ -287,9 +289,6 @@ export async function calculateLongShortFundingRateAndLiveTwaps(
|
|
|
287
289
|
export function calculateFundingPool(market: Market): BN {
|
|
288
290
|
// todo
|
|
289
291
|
const totalFeeLB = market.amm.totalFee.div(new BN(2));
|
|
290
|
-
const feePool = BN.max(
|
|
291
|
-
ZERO,
|
|
292
|
-
market.amm.totalFeeMinusDistributions.sub(totalFeeLB)
|
|
293
|
-
);
|
|
292
|
+
const feePool = BN.max(ZERO, (market.amm.totalFeeMinusDistributions.sub(totalFeeLB)).mul(new BN(2)).div(new BN(3)));
|
|
294
293
|
return feePool;
|
|
295
294
|
}
|
package/src/types.ts
CHANGED
|
@@ -43,9 +43,9 @@ export type DepositHistoryAccount = {
|
|
|
43
43
|
depositRecords: DepositRecord[];
|
|
44
44
|
};
|
|
45
45
|
|
|
46
|
-
export type
|
|
46
|
+
export type ExtendedCurveHistoryAccount = {
|
|
47
47
|
head: BN;
|
|
48
|
-
curveRecords:
|
|
48
|
+
curveRecords: ExtendedCurveRecord[];
|
|
49
49
|
};
|
|
50
50
|
|
|
51
51
|
export type FundingRateHistoryAccount = {
|
|
@@ -77,7 +77,7 @@ export type DepositRecord = {
|
|
|
77
77
|
amount: BN;
|
|
78
78
|
};
|
|
79
79
|
|
|
80
|
-
export type
|
|
80
|
+
export type ExtendedCurveRecord = {
|
|
81
81
|
ts: BN;
|
|
82
82
|
recordId: BN;
|
|
83
83
|
marketIndex: BN;
|
|
@@ -93,6 +93,7 @@ export type CurveRecord = {
|
|
|
93
93
|
baseAssetAmountShort: BN;
|
|
94
94
|
baseAssetAmount: BN;
|
|
95
95
|
openInterest: BN;
|
|
96
|
+
oraclePrice: BN;
|
|
96
97
|
};
|
|
97
98
|
|
|
98
99
|
export type TradeRecord = {
|
|
@@ -197,6 +198,7 @@ export type StateAccount = {
|
|
|
197
198
|
discountMint: PublicKey;
|
|
198
199
|
oracleGuardRails: OracleGuardRails;
|
|
199
200
|
maxDeposit: BN;
|
|
201
|
+
extendedCurveHistory: PublicKey;
|
|
200
202
|
};
|
|
201
203
|
|
|
202
204
|
export type MarketsAccount = {
|