@drift-labs/sdk 0.1.17 → 0.1.18-master.3

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.
Files changed (35) hide show
  1. package/README.md +2 -1
  2. package/lib/accounts/defaultClearingHouseAccountSubscriber.d.ts +3 -3
  3. package/lib/accounts/defaultClearingHouseAccountSubscriber.d.ts.map +1 -1
  4. package/lib/accounts/defaultClearingHouseAccountSubscriber.js +2 -2
  5. package/lib/accounts/defaultUserAccountSubscriber.js +3 -3
  6. package/lib/accounts/types.d.ts +4 -4
  7. package/lib/accounts/types.d.ts.map +1 -1
  8. package/lib/admin.d.ts +1 -0
  9. package/lib/admin.d.ts.map +1 -1
  10. package/lib/admin.js +27 -5
  11. package/lib/clearingHouse.d.ts +2 -2
  12. package/lib/clearingHouse.d.ts.map +1 -1
  13. package/lib/clearingHouse.js +9 -9
  14. package/lib/clearingHouseUser.js +13 -13
  15. package/lib/examples/makeTradeExample.js +6 -6
  16. package/lib/idl/clearing_house.json +156 -9
  17. package/lib/math/amm.js +7 -7
  18. package/lib/math/conversion.js +1 -1
  19. package/lib/math/funding.d.ts.map +1 -1
  20. package/lib/math/funding.js +5 -2
  21. package/lib/math/market.js +1 -1
  22. package/lib/math/position.js +1 -1
  23. package/lib/math/trade.js +16 -16
  24. package/lib/pythClient.js +1 -1
  25. package/lib/types.d.ts +6 -3
  26. package/lib/types.d.ts.map +1 -1
  27. package/package.json +1 -1
  28. package/src/accounts/defaultClearingHouseAccountSubscriber.ts +5 -5
  29. package/src/accounts/defaultUserAccountSubscriber.ts +2 -2
  30. package/src/accounts/types.ts +4 -4
  31. package/src/admin.ts +27 -2
  32. package/src/clearingHouse.ts +2 -2
  33. package/src/idl/clearing_house.json +156 -9
  34. package/src/math/funding.ts +5 -1
  35. package/src/types.ts +6 -3
package/lib/idl/clearing_house.json CHANGED
@@ -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": "depositRecords",
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 +1934,103 @@
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
+ "name": "tradeRecord",
2020
+ "type": "u128"
2021
+ },
2022
+ {
2023
+ "name": "padding",
2024
+ "type": {
2025
+ "array": [
2026
+ "u128",
2027
+ 5
2028
+ ]
2029
+ }
2030
+ }
2031
+ ]
2032
+ }
2033
+ },
1887
2034
  {
1888
2035
  "name": "DepositRecord",
1889
2036
  "type": {
package/lib/math/amm.js CHANGED
@@ -36,7 +36,7 @@ exports.calculatePrice = calculatePrice;
36
36
  * @returns quoteAssetReserve and baseAssetReserve after swap. : Precision AMM_RESERVE_PRECISION
37
37
  */
38
38
  function calculateAmmReservesAfterSwap(amm, inputAssetType, swapAmount, swapDirection) {
39
- assert_1.assert(swapAmount.gte(numericConstants_1.ZERO), 'swapAmount must be greater than 0');
39
+ (0, assert_1.assert)(swapAmount.gte(numericConstants_1.ZERO), 'swapAmount must be greater than 0');
40
40
  let newQuoteAssetReserve;
41
41
  let newBaseAssetReserve;
42
42
  if (inputAssetType === 'quote') {
@@ -105,7 +105,7 @@ function calculateAdjustKCost(market, marketIndex, numerator, denomenator) {
105
105
  marketIndex: new anchor_1.BN(marketIndex),
106
106
  quoteAssetAmount: new anchor_1.BN(0),
107
107
  };
108
- const currentValue = position_1.calculateBaseAssetValue(market, netUserPosition);
108
+ const currentValue = (0, position_1.calculateBaseAssetValue)(market, netUserPosition);
109
109
  const marketNewK = Object.assign({}, market);
110
110
  marketNewK.amm = Object.assign({}, market.amm);
111
111
  marketNewK.amm.baseAssetReserve = market.amm.baseAssetReserve
@@ -116,7 +116,7 @@ function calculateAdjustKCost(market, marketIndex, numerator, denomenator) {
116
116
  .div(denomenator);
117
117
  marketNewK.amm.sqrtK = market.amm.sqrtK.mul(numerator).div(denomenator);
118
118
  netUserPosition.quoteAssetAmount = currentValue;
119
- const cost = __1.calculatePositionPNL(marketNewK, netUserPosition);
119
+ const cost = (0, __1.calculatePositionPNL)(marketNewK, netUserPosition);
120
120
  return cost;
121
121
  }
122
122
  exports.calculateAdjustKCost = calculateAdjustKCost;
@@ -135,15 +135,15 @@ function calculateRepegCost(market, marketIndex, newPeg) {
135
135
  marketIndex: new anchor_1.BN(marketIndex),
136
136
  quoteAssetAmount: new anchor_1.BN(0),
137
137
  };
138
- const currentValue = position_1.calculateBaseAssetValue(market, netUserPosition);
138
+ const currentValue = (0, position_1.calculateBaseAssetValue)(market, netUserPosition);
139
139
  netUserPosition.quoteAssetAmount = currentValue;
140
- const prevMarketPrice = __1.calculateMarkPrice(market);
140
+ const prevMarketPrice = (0, __1.calculateMarkPrice)(market);
141
141
  const marketNewPeg = Object.assign({}, market);
142
142
  marketNewPeg.amm = Object.assign({}, market.amm);
143
143
  // const marketNewPeg = JSON.parse(JSON.stringify(market));
144
144
  marketNewPeg.amm.pegMultiplier = newPeg;
145
- console.log('Price moves from', __1.convertToNumber(prevMarketPrice), 'to', __1.convertToNumber(__1.calculateMarkPrice(marketNewPeg)));
146
- const cost = __1.calculatePositionPNL(marketNewPeg, netUserPosition);
145
+ console.log('Price moves from', (0, __1.convertToNumber)(prevMarketPrice), 'to', (0, __1.convertToNumber)((0, __1.calculateMarkPrice)(marketNewPeg)));
146
+ const cost = (0, __1.calculatePositionPNL)(marketNewPeg, netUserPosition);
147
147
  return cost;
148
148
  }
149
149
  exports.calculateRepegCost = calculateRepegCost;
package/lib/math/conversion.js CHANGED
@@ -10,6 +10,6 @@ const convertToNumber = (bigNumber, precision = numericConstants_1.MARK_PRICE_PR
10
10
  };
11
11
  exports.convertToNumber = convertToNumber;
12
12
  const convertBaseAssetAmountToNumber = (baseAssetAmount) => {
13
- return exports.convertToNumber(baseAssetAmount, numericConstants_1.MARK_PRICE_PRECISION.mul(numericConstants_1.PEG_PRECISION));
13
+ return (0, exports.convertToNumber)(baseAssetAmount, numericConstants_1.MARK_PRICE_PRECISION.mul(numericConstants_1.PEG_PRECISION));
14
14
  };
15
15
  exports.convertBaseAssetAmountToNumber = convertBaseAssetAmountToNumber;
package/lib/math/funding.d.ts.map CHANGED
@@ -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,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"}
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,CA2K/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,CAWvD"}
package/lib/math/funding.js CHANGED
@@ -40,7 +40,7 @@ function calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustm
40
40
  const lastMarkPriceTwapTs = market.amm.lastMarkPriceTwapTs;
41
41
  const timeSinceLastMarkChange = now.sub(lastMarkPriceTwapTs);
42
42
  const markTwapTimeSinceLastUpdate = anchor_1.BN.max(secondsInHour, secondsInHour.sub(timeSinceLastMarkChange));
43
- const baseAssetPriceWithMantissa = market_1.calculateMarkPrice(market);
43
+ const baseAssetPriceWithMantissa = (0, market_1.calculateMarkPrice)(market);
44
44
  const markTwapWithMantissa = markTwapTimeSinceLastUpdate
45
45
  .mul(lastMarkTwapWithMantissa)
46
46
  .add(timeSinceLastMarkChange.mul(baseAssetPriceWithMantissa))
@@ -242,7 +242,10 @@ 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
246
+ .sub(totalFeeLB)
247
+ .mul(new anchor_1.BN(2))
248
+ .div(new anchor_1.BN(3)));
246
249
  return feePool;
247
250
  }
248
251
  exports.calculateFundingPool = calculateFundingPool;
package/lib/math/market.js CHANGED
@@ -9,6 +9,6 @@ const amm_1 = require("./amm");
9
9
  * @return markPrice : Precision MARK_PRICE_PRECISION
10
10
  */
11
11
  function calculateMarkPrice(market) {
12
- return amm_1.calculatePrice(market.amm.baseAssetReserve, market.amm.quoteAssetReserve, market.amm.pegMultiplier);
12
+ return (0, amm_1.calculatePrice)(market.amm.baseAssetReserve, market.amm.quoteAssetReserve, market.amm.pegMultiplier);
13
13
  }
14
14
  exports.calculateMarkPrice = calculateMarkPrice;
package/lib/math/position.js CHANGED
@@ -22,7 +22,7 @@ function calculateBaseAssetValue(market, userPosition) {
22
22
  const directionToClose = userPosition.baseAssetAmount.gt(numericConstants_1.ZERO)
23
23
  ? types_1.PositionDirection.SHORT
24
24
  : types_1.PositionDirection.LONG;
25
- const [newQuoteAssetReserve, _] = amm_1.calculateAmmReservesAfterSwap(market.amm, 'base', userPosition.baseAssetAmount.abs(), amm_1.getSwapDirection('base', directionToClose));
25
+ const [newQuoteAssetReserve, _] = (0, amm_1.calculateAmmReservesAfterSwap)(market.amm, 'base', userPosition.baseAssetAmount.abs(), (0, amm_1.getSwapDirection)('base', directionToClose));
26
26
  switch (directionToClose) {
27
27
  case types_1.PositionDirection.SHORT:
28
28
  return market.amm.quoteAssetReserve
package/lib/math/trade.js CHANGED
@@ -25,18 +25,18 @@ const MAXPCT = new anchor_1.BN(1000); //percentage units are [0,1000] => [0,1]
25
25
  * 'newPrice' => the price of the asset after the trade : Precision MARK_PRICE_PRECISION
26
26
  */
27
27
  function calculateTradeSlippage(direction, amount, market, inputAssetType = 'quote') {
28
- const oldPrice = market_1.calculateMarkPrice(market);
28
+ const oldPrice = (0, market_1.calculateMarkPrice)(market);
29
29
  if (amount.eq(numericConstants_1.ZERO)) {
30
30
  return [numericConstants_1.ZERO, numericConstants_1.ZERO, oldPrice, oldPrice];
31
31
  }
32
32
  const [acquiredBase, acquiredQuote] = calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType);
33
- const entryPrice = amm_1.calculatePrice(acquiredBase, acquiredQuote, market.amm.pegMultiplier).mul(new anchor_1.BN(-1));
34
- const newPrice = amm_1.calculatePrice(market.amm.baseAssetReserve.sub(acquiredBase), market.amm.quoteAssetReserve.sub(acquiredQuote), market.amm.pegMultiplier);
33
+ const entryPrice = (0, amm_1.calculatePrice)(acquiredBase, acquiredQuote, market.amm.pegMultiplier).mul(new anchor_1.BN(-1));
34
+ const newPrice = (0, amm_1.calculatePrice)(market.amm.baseAssetReserve.sub(acquiredBase), market.amm.quoteAssetReserve.sub(acquiredQuote), market.amm.pegMultiplier);
35
35
  if (direction == types_1.PositionDirection.SHORT) {
36
- assert_1.assert(newPrice.lt(oldPrice));
36
+ (0, assert_1.assert)(newPrice.lt(oldPrice));
37
37
  }
38
38
  else {
39
- assert_1.assert(oldPrice.lt(newPrice));
39
+ (0, assert_1.assert)(oldPrice.lt(newPrice));
40
40
  }
41
41
  const pctMaxSlippage = newPrice
42
42
  .sub(oldPrice)
@@ -64,7 +64,7 @@ function calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType
64
64
  if (amount.eq(numericConstants_1.ZERO)) {
65
65
  return [numericConstants_1.ZERO, numericConstants_1.ZERO];
66
66
  }
67
- const [newQuoteAssetReserve, newBaseAssetReserve] = amm_1.calculateAmmReservesAfterSwap(market.amm, inputAssetType, amount, amm_1.getSwapDirection(inputAssetType, direction));
67
+ const [newQuoteAssetReserve, newBaseAssetReserve] = (0, amm_1.calculateAmmReservesAfterSwap)(market.amm, inputAssetType, amount, (0, amm_1.getSwapDirection)(inputAssetType, direction));
68
68
  const acquiredBase = market.amm.baseAssetReserve.sub(newBaseAssetReserve);
69
69
  const acquiredQuote = market.amm.quoteAssetReserve.sub(newQuoteAssetReserve);
70
70
  return [acquiredBase, acquiredQuote];
@@ -86,10 +86,10 @@ exports.calculateTradeAcquiredAmounts = calculateTradeAcquiredAmounts;
86
86
  * ]
87
87
  */
88
88
  function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAssetType = 'quote') {
89
- assert_1.assert(market.amm.baseAssetReserve.gt(numericConstants_1.ZERO));
90
- assert_1.assert(targetPrice.gt(numericConstants_1.ZERO));
91
- assert_1.assert(pct.lte(MAXPCT) && pct.gt(numericConstants_1.ZERO));
92
- const markPriceBefore = market_1.calculateMarkPrice(market);
89
+ (0, assert_1.assert)(market.amm.baseAssetReserve.gt(numericConstants_1.ZERO));
90
+ (0, assert_1.assert)(targetPrice.gt(numericConstants_1.ZERO));
91
+ (0, assert_1.assert)(pct.lte(MAXPCT) && pct.gt(numericConstants_1.ZERO));
92
+ const markPriceBefore = (0, market_1.calculateMarkPrice)(market);
93
93
  if (targetPrice.gt(markPriceBefore)) {
94
94
  const priceGap = targetPrice.sub(markPriceBefore);
95
95
  const priceGapScaled = priceGap.mul(pct).div(MAXPCT);
@@ -114,11 +114,11 @@ function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAsse
114
114
  let markPriceAfter;
115
115
  if (markPriceBefore.gt(targetPrice)) {
116
116
  // overestimate y2
117
- baseAssetReserveAfter = utils_1.squareRootBN(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).sub(biasModifier)).sub(new anchor_1.BN(1));
117
+ baseAssetReserveAfter = (0, utils_1.squareRootBN)(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).sub(biasModifier)).sub(new anchor_1.BN(1));
118
118
  quoteAssetReserveAfter = k
119
119
  .div(numericConstants_1.MARK_PRICE_PRECISION)
120
120
  .div(baseAssetReserveAfter);
121
- markPriceAfter = amm_1.calculatePrice(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
121
+ markPriceAfter = (0, amm_1.calculatePrice)(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
122
122
  direction = types_1.PositionDirection.SHORT;
123
123
  tradeSize = quoteAssetReserveBefore
124
124
  .sub(quoteAssetReserveAfter)
@@ -129,11 +129,11 @@ function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAsse
129
129
  }
130
130
  else if (markPriceBefore.lt(targetPrice)) {
131
131
  // underestimate y2
132
- baseAssetReserveAfter = utils_1.squareRootBN(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).add(biasModifier)).add(new anchor_1.BN(1));
132
+ baseAssetReserveAfter = (0, utils_1.squareRootBN)(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).add(biasModifier)).add(new anchor_1.BN(1));
133
133
  quoteAssetReserveAfter = k
134
134
  .div(numericConstants_1.MARK_PRICE_PRECISION)
135
135
  .div(baseAssetReserveAfter);
136
- markPriceAfter = amm_1.calculatePrice(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
136
+ markPriceAfter = (0, amm_1.calculatePrice)(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
137
137
  direction = types_1.PositionDirection.LONG;
138
138
  tradeSize = quoteAssetReserveAfter
139
139
  .sub(quoteAssetReserveBefore)
@@ -160,8 +160,8 @@ function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAsse
160
160
  .mul(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
161
161
  .mul(numericConstants_1.MARK_PRICE_PRECISION)
162
162
  .div(baseSize.abs());
163
- assert_1.assert(tp1.sub(tp2).lte(originalDiff), 'Target Price Calculation incorrect');
164
- assert_1.assert(tp2.lte(tp1) || tp2.sub(tp1).abs() < 100000, 'Target Price Calculation incorrect' +
163
+ (0, assert_1.assert)(tp1.sub(tp2).lte(originalDiff), 'Target Price Calculation incorrect');
164
+ (0, assert_1.assert)(tp2.lte(tp1) || tp2.sub(tp1).abs() < 100000, 'Target Price Calculation incorrect' +
165
165
  tp2.toString() +
166
166
  '>=' +
167
167
  tp1.toString() +
package/lib/pythClient.js CHANGED
@@ -18,7 +18,7 @@ class PythClient {
18
18
  getPriceData(pricePublicKey) {
19
19
  return __awaiter(this, void 0, void 0, function* () {
20
20
  const account = yield this.connection.getAccountInfo(pricePublicKey);
21
- return client_1.parsePriceData(account.data);
21
+ return (0, client_1.parsePriceData)(account.data);
22
22
  });
23
23
  }
24
24
  }
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 CurveHistoryAccount = {
41
+ export declare type ExtendedCurveHistoryAccount = {
42
42
  head: BN;
43
- curveRecords: CurveRecord[];
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 CurveRecord = {
70
+ export declare type ExtendedCurveRecord = {
71
71
  ts: BN;
72
72
  recordId: BN;
73
73
  marketIndex: BN;
@@ -83,6 +83,8 @@ export declare type CurveRecord = {
83
83
  baseAssetAmountShort: BN;
84
84
  baseAssetAmount: BN;
85
85
  openInterest: BN;
86
+ oraclePrice: BN;
87
+ tradeId: BN;
86
88
  };
87
89
  export declare type TradeRecord = {
88
90
  ts: BN;
@@ -182,6 +184,7 @@ export declare type StateAccount = {
182
184
  discountMint: PublicKey;
183
185
  oracleGuardRails: OracleGuardRails;
184
186
  maxDeposit: BN;
187
+ extendedCurveHistory: PublicKey;
185
188
  };
186
189
  export declare type MarketsAccount = {
187
190
  accountIndex: BN;
package/lib/types.d.ts.map CHANGED
@@ -1 +1 @@
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1
+ 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package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@drift-labs/sdk",
3
- "version": "0.1.17",
3
+ "version": "0.1.18-master.3",
4
4
  "main": "lib/index.js",
5
5
  "types": "lib/index.d.ts",
6
6
  "author": "crispheaney",
package/src/accounts/defaultClearingHouseAccountSubscriber.ts CHANGED
@@ -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<CurveHistoryAccount>;
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
- 'curveHistory',
129
+ 'extendedCurveHistory',
130
130
  this.program,
131
- state.curveHistory
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(): CurveHistoryAccount {
310
+ public getCurveHistoryAccount(): ExtendedCurveHistoryAccount {
311
311
  this.assertIsSubscribed();
312
312
  this.assertOptionalIsSubscribed('curveHistoryAccount');
313
313
  return this.curveHistoryAccountSubscriber.data;
package/src/accounts/defaultUserAccountSubscriber.ts CHANGED
@@ -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: CurveHistoryAccount) => void;
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(): CurveHistoryAccount;
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.curveHistory.createInstruction(
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.curveHistory,
317
+ curveHistory: state.extendedCurveHistory,
293
318
  },
294
319
  });
295
320
  }