@drift-labs/sdk 0.1.17 → 0.1.18-orders.0

package/lib/clearingHouse.js

@@ -90,6 +90,7 @@ class ClearingHouse {
                 'fundingRateHistoryAccount',
                 'liquidationHistoryAccount',
                 'tradeHistoryAccount',
+                'orderHistoryAccount',
             ]);
         });
     }
@@ -149,6 +150,21 @@ class ClearingHouse {
     getCurveHistoryAccount() {
         return this.accountSubscriber.getCurveHistoryAccount();
     }
+    getOrderHistoryAccount() {
+        return this.accountSubscriber.getOrderHistoryAccount();
+    }
+    getOrderStatePublicKey() {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (this.orderStatePublicKey) {
+                return this.orderStatePublicKey;
+            }
+            this.orderStatePublicKey = yield addresses_1.getOrderStateAccountPublicKey(this.program.programId);
+            return this.orderStatePublicKey;
+        });
+    }
+    getOrderStateAccount() {
+        return this.accountSubscriber.getOrderStateAccount();
+    }
     /**
      * Update the wallet to use for clearing house transactions and linked user account
      * @param newWallet
@@ -166,15 +182,17 @@ class ClearingHouse {
     }
     initializeUserAccount() {
         return __awaiter(this, void 0, void 0, function* () {
-            const [userPositionsAccount, userAccountPublicKey, initializeUserAccountIx,] = yield this.getInitializeUserInstructions();
-            const tx = new web3_js_1.Transaction().add(initializeUserAccountIx);
+            const [userPositionsAccount, userAccountPublicKey, initializeUserAccountIx, initializeUserOrdersAccountIx,] = yield this.getInitializeUserInstructions();
+            const tx = new web3_js_1.Transaction()
+                .add(initializeUserAccountIx)
+                .add(initializeUserOrdersAccountIx);
             const txSig = yield this.txSender.send(tx, [userPositionsAccount], this.opts);
             return [txSig, userAccountPublicKey];
         });
     }
     getInitializeUserInstructions() {
         return __awaiter(this, void 0, void 0, function* () {
-            const [userPublicKey, userAccountNonce] = yield addresses_1.getUserAccountPublicKeyAndNonce(this.program.programId, this.wallet.publicKey);
+            const [userAccountPublicKey, userAccountNonce] = yield addresses_1.getUserAccountPublicKeyAndNonce(this.program.programId, this.wallet.publicKey);
             const remainingAccounts = [];
             const optionalAccounts = {
                 whitelistToken: false,
@@ -192,7 +210,7 @@ class ClearingHouse {
             const userPositions = new web3_js_1.Keypair();
             const initializeUserAccountIx = yield this.program.instruction.initializeUser(userAccountNonce, optionalAccounts, {
                 accounts: {
-                    user: userPublicKey,
+                    user: userAccountPublicKey,
                     authority: this.wallet.publicKey,
                     rent: anchor.web3.SYSVAR_RENT_PUBKEY,
                     systemProgram: anchor.web3.SystemProgram.programId,
@@ -201,7 +219,31 @@ class ClearingHouse {
                 },
                 remainingAccounts: remainingAccounts,
             });
-            return [userPositions, userPublicKey, initializeUserAccountIx];
+            const initializeUserOrdersAccountIx = yield this.getInitializeUserOrdersInstruction(userAccountPublicKey);
+            return [
+                userPositions,
+                userAccountPublicKey,
+                initializeUserAccountIx,
+                initializeUserOrdersAccountIx,
+            ];
+        });
+    }
+    getInitializeUserOrdersInstruction(userAccountPublicKey) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const [userOrdersAccountPublicKey, userOrdersAccountNonce] = yield addresses_1.getUserOrdersAccountPublicKeyAndNonce(this.program.programId, this.wallet.publicKey);
+            if (!userAccountPublicKey) {
+                userAccountPublicKey = yield this.getUserAccountPublicKey();
+            }
+            return yield this.program.instruction.initializeUserOrders(userOrdersAccountNonce, {
+                accounts: {
+                    user: userAccountPublicKey,
+                    authority: this.wallet.publicKey,
+                    rent: anchor.web3.SYSVAR_RENT_PUBKEY,
+                    systemProgram: anchor.web3.SystemProgram.programId,
+                    userOrders: userOrdersAccountPublicKey,
+                    state: yield this.getStatePublicKey(),
+                },
+            });
         });
     }
     /**
@@ -226,6 +268,19 @@ class ClearingHouse {
             return this.userAccount;
         });
     }
+    /**
+     * Get the address for the Clearing House User Order's account. NOT the user's wallet address.
+     * @returns
+     */
+    getUserOrdersAccountPublicKey() {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (this.userOrdersAccountPublicKey) {
+                return this.userOrdersAccountPublicKey;
+            }
+            this.userOrdersAccountPublicKey = yield addresses_1.getUserOrdersAccountPublicKey(this.program.programId, this.wallet.publicKey);
+            return this.userOrdersAccountPublicKey;
+        });
+    }
     depositCollateral(amount, collateralAccountPublicKey, userPositionsAccountPublicKey) {
         return __awaiter(this, void 0, void 0, function* () {
             const depositCollateralIx = yield this.getDepositCollateralInstruction(amount, collateralAccountPublicKey, userPositionsAccountPublicKey);
@@ -264,10 +319,11 @@ class ClearingHouse {
      */
     initializeUserAccountAndDepositCollateral(amount, collateralAccountPublicKey) {
         return __awaiter(this, void 0, void 0, function* () {
-            const [userPositionsAccount, userAccountPublicKey, initializeUserAccountIx,] = yield this.getInitializeUserInstructions();
+            const [userPositionsAccount, userAccountPublicKey, initializeUserAccountIx, initializeUserOrdersAccountIx,] = yield this.getInitializeUserInstructions();
             const depositCollateralIx = yield this.getDepositCollateralInstruction(amount, collateralAccountPublicKey, userPositionsAccount.publicKey);
             const tx = new web3_js_1.Transaction()
                 .add(initializeUserAccountIx)
+                .add(initializeUserOrdersAccountIx)
                 .add(depositCollateralIx);
             const txSig = yield this.program.provider.send(tx, [userPositionsAccount]);
             return [txSig, userAccountPublicKey];
@@ -276,12 +332,13 @@ class ClearingHouse {
     initializeUserAccountForDevnet(mockUSDCFaucet, amount) {
         return __awaiter(this, void 0, void 0, function* () {
             const [associateTokenPublicKey, createAssociatedAccountIx, mintToIx] = yield mockUSDCFaucet.createAssociatedTokenAccountAndMintToInstructions(this.wallet.publicKey, amount);
-            const [userPositionsAccount, userAccountPublicKey, initializeUserAccountIx,] = yield this.getInitializeUserInstructions();
+            const [userPositionsAccount, userAccountPublicKey, initializeUserAccountIx, initializeUserOrdersAccountIx,] = yield this.getInitializeUserInstructions();
             const depositCollateralIx = yield this.getDepositCollateralInstruction(amount, associateTokenPublicKey, userPositionsAccount.publicKey);
             const tx = new web3_js_1.Transaction()
                 .add(createAssociatedAccountIx)
                 .add(mintToIx)
                 .add(initializeUserAccountIx)
+                .add(initializeUserOrdersAccountIx)
                 .add(depositCollateralIx);
             const txSig = yield this.program.provider.send(tx, [userPositionsAccount]);
             return [txSig, userAccountPublicKey];
@@ -381,6 +438,180 @@ class ClearingHouse {
             });
         });
     }
+    placeOrder(orderParams, discountToken, referrer) {
+        return __awaiter(this, void 0, void 0, function* () {
+            return yield this.txSender.send(utils_1.wrapInTx(yield this.getPlaceOrderIx(orderParams, discountToken, referrer)), [], this.opts);
+        });
+    }
+    getPlaceOrderIx(orderParams, discountToken, referrer) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const userAccountPublicKey = yield this.getUserAccountPublicKey();
+            const userAccount = yield this.getUserAccount();
+            const priceOracle = this.getMarketsAccount().markets[orderParams.marketIndex.toNumber()].amm
+                .oracle;
+            const remainingAccounts = [];
+            if (orderParams.optionalAccounts.discountToken) {
+                if (!discountToken) {
+                    throw Error('Optional accounts specified discount token but no discount token present');
+                }
+                remainingAccounts.push({
+                    pubkey: discountToken,
+                    isWritable: false,
+                    isSigner: false,
+                });
+            }
+            if (orderParams.optionalAccounts.referrer) {
+                if (!referrer) {
+                    throw Error('Optional accounts specified referrer but no referrer present');
+                }
+                remainingAccounts.push({
+                    pubkey: referrer,
+                    isWritable: false,
+                    isSigner: false,
+                });
+            }
+            const state = this.getStateAccount();
+            const orderState = this.getOrderStateAccount();
+            return yield this.program.instruction.placeOrder(orderParams, {
+                accounts: {
+                    state: yield this.getStatePublicKey(),
+                    user: userAccountPublicKey,
+                    authority: this.wallet.publicKey,
+                    markets: state.markets,
+                    userOrders: yield this.getUserOrdersAccountPublicKey(),
+                    userPositions: userAccount.positions,
+                    fundingPaymentHistory: state.fundingPaymentHistory,
+                    fundingRateHistory: state.fundingRateHistory,
+                    orderState: yield this.getOrderStatePublicKey(),
+                    orderHistory: orderState.orderHistory,
+                    oracle: priceOracle,
+                },
+                remainingAccounts,
+            });
+        });
+    }
+    cancelOrder(orderId) {
+        return __awaiter(this, void 0, void 0, function* () {
+            return yield this.txSender.send(utils_1.wrapInTx(yield this.getCancelOrderIx(orderId)), [], this.opts);
+        });
+    }
+    getCancelOrderIx(orderId) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const userAccountPublicKey = yield this.getUserAccountPublicKey();
+            const userAccount = yield this.getUserAccount();
+            const state = this.getStateAccount();
+            const orderState = this.getOrderStateAccount();
+            return yield this.program.instruction.cancelOrder(orderId, {
+                accounts: {
+                    state: yield this.getStatePublicKey(),
+                    user: userAccountPublicKey,
+                    authority: this.wallet.publicKey,
+                    markets: state.markets,
+                    userOrders: yield this.getUserOrdersAccountPublicKey(),
+                    userPositions: userAccount.positions,
+                    fundingPaymentHistory: state.fundingPaymentHistory,
+                    fundingRateHistory: state.fundingRateHistory,
+                    orderState: yield this.getOrderStatePublicKey(),
+                    orderHistory: orderState.orderHistory,
+                },
+            });
+        });
+    }
+    fillOrder(userAccountPublicKey, userOrdersAccountPublicKey, order) {
+        return __awaiter(this, void 0, void 0, function* () {
+            return yield this.txSender.send(utils_1.wrapInTx(yield this.getFillOrderIx(userAccountPublicKey, userOrdersAccountPublicKey, order)), [], this.opts);
+        });
+    }
+    getFillOrderIx(userAccountPublicKey, userOrdersAccountPublicKey, order) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const fillerPublicKey = yield this.getUserAccountPublicKey();
+            const userAccount = yield this.program.account.user.fetch(userAccountPublicKey);
+            const marketIndex = order.marketIndex;
+            const oracle = this.getMarket(marketIndex).amm.oracle;
+            const state = this.getStateAccount();
+            const orderState = this.getOrderStateAccount();
+            const remainingAccounts = [];
+            if (!order.referrer.equals(web3_js_1.PublicKey.default)) {
+                remainingAccounts.push({
+                    pubkey: order.referrer,
+                    isWritable: true,
+                    isSigner: false,
+                });
+            }
+            const orderId = order.orderId;
+            return yield this.program.instruction.fillOrder(orderId, {
+                accounts: {
+                    state: yield this.getStatePublicKey(),
+                    filler: fillerPublicKey,
+                    user: userAccountPublicKey,
+                    authority: this.wallet.publicKey,
+                    markets: state.markets,
+                    userPositions: userAccount.positions,
+                    userOrders: userOrdersAccountPublicKey,
+                    tradeHistory: state.tradeHistory,
+                    fundingPaymentHistory: state.fundingPaymentHistory,
+                    fundingRateHistory: state.fundingRateHistory,
+                    orderState: yield this.getOrderStatePublicKey(),
+                    orderHistory: orderState.orderHistory,
+                    oracle: oracle,
+                },
+                remainingAccounts,
+            });
+        });
+    }
+    placeAndFillOrder(orderParams, discountToken, referrer) {
+        return __awaiter(this, void 0, void 0, function* () {
+            return yield this.txSender.send(utils_1.wrapInTx(yield this.getPlaceAndFillOrderIx(orderParams, discountToken, referrer)), [], this.opts);
+        });
+    }
+    getPlaceAndFillOrderIx(orderParams, discountToken, referrer) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const userAccountPublicKey = yield this.getUserAccountPublicKey();
+            const userAccount = yield this.getUserAccount();
+            const priceOracle = this.getMarketsAccount().markets[orderParams.marketIndex.toNumber()].amm
+                .oracle;
+            const remainingAccounts = [];
+            if (orderParams.optionalAccounts.discountToken) {
+                if (!discountToken) {
+                    throw Error('Optional accounts specified discount token but no discount token present');
+                }
+                remainingAccounts.push({
+                    pubkey: discountToken,
+                    isWritable: false,
+                    isSigner: false,
+                });
+            }
+            if (orderParams.optionalAccounts.referrer) {
+                if (!referrer) {
+                    throw Error('Optional accounts specified referrer but no referrer present');
+                }
+                remainingAccounts.push({
+                    pubkey: referrer,
+                    isWritable: true,
+                    isSigner: false,
+                });
+            }
+            const state = this.getStateAccount();
+            const orderState = this.getOrderStateAccount();
+            return yield this.program.instruction.placeAndFillOrder(orderParams, {
+                accounts: {
+                    state: yield this.getStatePublicKey(),
+                    user: userAccountPublicKey,
+                    authority: this.wallet.publicKey,
+                    markets: state.markets,
+                    userOrders: yield this.getUserOrdersAccountPublicKey(),
+                    userPositions: userAccount.positions,
+                    tradeHistory: state.tradeHistory,
+                    fundingPaymentHistory: state.fundingPaymentHistory,
+                    fundingRateHistory: state.fundingRateHistory,
+                    orderState: yield this.getOrderStatePublicKey(),
+                    orderHistory: orderState.orderHistory,
+                    oracle: priceOracle,
+                },
+                remainingAccounts,
+            });
+        });
+    }
     /**
      * Close an entire position. If you want to reduce a position, use the {@link openPosition} method in the opposite direction of the current position.
      * @param marketIndex

package/lib/clearingHouseUser.d.ts

@@ -4,7 +4,7 @@ import BN from 'bn.js';
 import { EventEmitter } from 'events';
 import StrictEventEmitter from 'strict-event-emitter-types';
 import { ClearingHouse } from './clearingHouse';
-import { UserAccount, UserPosition, UserPositionsAccount } from './types';
+import { Order, UserAccount, UserOrdersAccount, UserPosition, UserPositionsAccount } from './types';
 import { UserAccountSubscriber, UserAccountEvents } from './accounts/types';
 import { PositionDirection } from '.';
 export declare class ClearingHouseUser {
@@ -12,6 +12,7 @@ export declare class ClearingHouseUser {
     authority: PublicKey;
     accountSubscriber: UserAccountSubscriber;
     userAccountPublicKey?: PublicKey;
+    userOrdersAccountPublicKey?: PublicKey;
     isSubscribed: boolean;
     eventEmitter: StrictEventEmitter<EventEmitter, UserAccountEvents>;
     static from(clearingHouse: ClearingHouse, authority: PublicKey): ClearingHouseUser;
@@ -28,6 +29,7 @@ export declare class ClearingHouseUser {
     unsubscribe(): Promise<void>;
     getUserAccount(): UserAccount;
     getUserPositionsAccount(): UserPositionsAccount;
+    getUserOrdersAccount(): UserOrdersAccount;
     /**
      * Gets the user's current position for a given market. If the user has no position returns undefined
      * @param marketIndex
@@ -35,7 +37,13 @@ export declare class ClearingHouseUser {
      */
     getUserPosition(marketIndex: BN): UserPosition | undefined;
     getEmptyPosition(marketIndex: BN): UserPosition;
+    /**
+     * @param orderId
+     * @returns Order
+     */
+    getOrder(orderId: BN): Order | undefined;
     getUserAccountPublicKey(): Promise<PublicKey>;
+    getUserOrdersAccountPublicKey(): Promise<PublicKey>;
     exists(): Promise<boolean>;
     /**
      * calculates Buying Power = FC * MAX_LEVERAGE
@@ -125,21 +133,6 @@ export declare class ClearingHouseUser {
     liquidationPriceAfterClose(positionMarketIndex: BN, closeQuoteAmount: BN): BN;
     /**
      * Get the maximum trade size for a given market, taking into account the user's current leverage, positions, collateral, etc.
-     *
-     * To Calculate Max Quote Available:
-     *
-     * Case 1: SameSide
-     * 	=> Remaining quote to get to maxLeverage
-     *
-     * Case 2: NOT SameSide && currentLeverage <= maxLeverage
-     * 	=> Current opposite position x2 + remaining to get to maxLeverage
-     *
-     * Case 3: NOT SameSide && currentLeverage > maxLeverage && otherPositions - currentPosition > maxLeverage
-     * 	=> strictly reduce current position size
-     *
-     * Case 4: NOT SameSide && currentLeverage > maxLeverage && otherPositions - currentPosition < maxLeverage
-     * 	=> current position + remaining to get to maxLeverage
-     *
      * @param marketIndex
      * @param tradeSide
      * @param userMaxLeverageSetting - leverage : Precision TEN_THOUSAND
@@ -166,5 +159,5 @@ export declare class ClearingHouseUser {
      * @returns positionValue : Precision QUOTE_PRECISION
      */
     private getTotalPositionValueExcludingMarket;
+    canFillOrder(order: Order): boolean;
 }
-//# sourceMappingURL=clearingHouseUser.d.ts.map

package/lib/clearingHouseUser.js

@@ -63,6 +63,9 @@ class ClearingHouseUser {
     getUserPositionsAccount() {
         return this.accountSubscriber.getUserPositionsAccount();
     }
+    getUserOrdersAccount() {
+        return this.accountSubscriber.getUserOrdersAccount();
+    }
     /**
      * Gets the user's current position for a given market. If the user has no position returns undefined
      * @param marketIndex
@@ -77,8 +80,16 @@ class ClearingHouseUser {
             lastCumulativeFundingRate: numericConstants_1.ZERO,
             marketIndex,
             quoteAssetAmount: numericConstants_1.ZERO,
+            openOrders: numericConstants_1.ZERO,
         };
     }
+    /**
+     * @param orderId
+     * @returns Order
+     */
+    getOrder(orderId) {
+        return this.getUserOrdersAccount().orders.find((order) => order.orderId.eq(orderId));
+    }
     getUserAccountPublicKey() {
         return __awaiter(this, void 0, void 0, function* () {
             if (this.userAccountPublicKey) {
@@ -88,6 +99,15 @@ class ClearingHouseUser {
             return this.userAccountPublicKey;
         });
     }
+    getUserOrdersAccountPublicKey() {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (this.userOrdersAccountPublicKey) {
+                return this.userOrdersAccountPublicKey;
+            }
+            this.userOrdersAccountPublicKey = yield _1.getUserOrdersAccountPublicKey(this.clearingHouse.program.programId, this.authority);
+            return this.userOrdersAccountPublicKey;
+        });
+    }
     exists() {
         return __awaiter(this, void 0, void 0, function* () {
             const userAccountPublicKey = yield this.getUserAccountPublicKey();
@@ -313,6 +333,7 @@ class ClearingHouseUser {
             baseAssetAmount: currentMarketPositionBaseSize.add(positionBaseSizeChange),
             lastCumulativeFundingRate: new bn_js_1.default(0),
             quoteAssetAmount: new bn_js_1.default(0),
+            openOrders: new bn_js_1.default(0),
         };
         const market = this.clearingHouse.getMarket(proposedMarketPosition.marketIndex);
         const proposedMarketPositionValueUSDC = _1.calculateBaseAssetValue(market, proposedMarketPosition);
@@ -373,14 +394,14 @@ class ClearingHouseUser {
     liquidationPrice(targetMarket, positionBaseSizeChange = numericConstants_1.ZERO, partial = false) {
         // solves formula for example calc below
         /* example: assume BTC price is $40k (examine 10% up/down)
-            
-            if 10k deposit and levered 10x short BTC => BTC up $400 means:
-            1. higher base_asset_value (+$4k)
-            2. lower collateral (-$4k)
-            3. (10k - 4k)/(100k + 4k) => 6k/104k => .0576
-    
-            for 10x long, BTC down $400:
-            3. (10k - 4k) / (100k - 4k) = 6k/96k => .0625 */
+
+        if 10k deposit and levered 10x short BTC => BTC up $400 means:
+        1. higher base_asset_value (+$4k)
+        2. lower collateral (-$4k)
+        3. (10k - 4k)/(100k + 4k) => 6k/104k => .0576
+
+        for 10x long, BTC down $400:
+        3. (10k - 4k) / (100k - 4k) = 6k/96k => .0625 */
         const tc = this.getTotalCollateral();
         const tpv = this.getTotalPositionValue();
         const partialLev = 16;
@@ -398,6 +419,7 @@ class ClearingHouseUser {
             baseAssetAmount: proposedBaseAssetAmount,
             lastCumulativeFundingRate: currentMarketPosition.lastCumulativeFundingRate,
             quoteAssetAmount: new bn_js_1.default(0),
+            openOrders: new bn_js_1.default(0),
         };
         const market = this.clearingHouse.getMarket(proposedMarketPosition.marketIndex);
         const proposedMarketPositionValueUSDC = _1.calculateBaseAssetValue(market, proposedMarketPosition);
@@ -474,42 +496,32 @@ class ClearingHouseUser {
     }
     /**
      * Get the maximum trade size for a given market, taking into account the user's current leverage, positions, collateral, etc.
-     *
-     * To Calculate Max Quote Available:
-     *
-     * Case 1: SameSide
-     * 	=> Remaining quote to get to maxLeverage
-     *
-     * Case 2: NOT SameSide && currentLeverage <= maxLeverage
-     * 	=> Current opposite position x2 + remaining to get to maxLeverage
-     *
-     * Case 3: NOT SameSide && currentLeverage > maxLeverage && otherPositions - currentPosition > maxLeverage
-     * 	=> strictly reduce current position size
-     *
-     * Case 4: NOT SameSide && currentLeverage > maxLeverage && otherPositions - currentPosition < maxLeverage
-     * 	=> current position + remaining to get to maxLeverage
-     *
      * @param marketIndex
      * @param tradeSide
      * @param userMaxLeverageSetting - leverage : Precision TEN_THOUSAND
      * @returns tradeSizeAllowed : Precision QUOTE_PRECISION
      */
     getMaxTradeSizeUSDC(targetMarketIndex, tradeSide, userMaxLeverageSetting) {
+        // inline function which get's the current position size on the opposite side of the target trade
+        const getOppositePositionValueUSDC = () => {
+            if (!currentPosition)
+                return numericConstants_1.ZERO;
+            const side = tradeSide === _1.PositionDirection.SHORT ? 'short' : 'long';
+            if (side === 'long' && (currentPosition === null || currentPosition === void 0 ? void 0 : currentPosition.baseAssetAmount.isNeg())) {
+                return this.getPositionValue(targetMarketIndex);
+            }
+            else if (side === 'short' &&
+                !(currentPosition === null || currentPosition === void 0 ? void 0 : currentPosition.baseAssetAmount.isNeg())) {
+                return this.getPositionValue(targetMarketIndex);
+            }
+            return numericConstants_1.ZERO;
+        };
         const currentPosition = this.getUserPosition(targetMarketIndex) ||
             this.getEmptyPosition(targetMarketIndex);
-        const targetSide = tradeSide === _1.PositionDirection.SHORT ? 'short' : 'long';
-        const currentPositionSide = (currentPosition === null || currentPosition === void 0 ? void 0 : currentPosition.baseAssetAmount.isNeg())
-            ? 'short'
-            : 'long';
-        const targettingSameSide = !currentPosition
-            ? true
-            : targetSide === currentPositionSide;
-        // add any position we have on the opposite side of the current trade, because we can "flip" the size of this position without taking any extra leverage.
-        const oppositeSizeValueUSDC = targettingSameSide
-            ? numericConstants_1.ZERO
-            : this.getPositionValue(targetMarketIndex);
         // get current leverage
         const currentLeverage = this.getLeverage();
+        // remaining leverage
+        // let remainingLeverage = userMaxLeverageSetting;
         const remainingLeverage = bn_js_1.default.max(userMaxLeverageSetting.sub(currentLeverage), numericConstants_1.ZERO);
         // get total collateral
         const totalCollateral = this.getTotalCollateral();
@@ -517,43 +529,9 @@ class ClearingHouseUser {
         let maxPositionSize = remainingLeverage
             .mul(totalCollateral)
             .div(numericConstants_1.TEN_THOUSAND);
-        if (userMaxLeverageSetting.sub(currentLeverage).gte(numericConstants_1.ZERO)) {
-            if (oppositeSizeValueUSDC.eq(numericConstants_1.ZERO)) {
-                // case 1 : Regular trade where current total position less than max, and no opposite position to account for
-                // do nothing
-            }
-            else {
-                // case 2 : trade where current total position less than max, but need to account for flipping the current position over to the other side
-                maxPositionSize = maxPositionSize.add(oppositeSizeValueUSDC.mul(new bn_js_1.default(2)));
-            }
-        }
-        else {
-            // current leverage is greater than max leverage - can only reduce position size
-            if (!targettingSameSide) {
-                const currentPositionQuoteSize = this.getPositionValue(targetMarketIndex);
-                const currentTotalQuoteSize = currentLeverage
-                    .mul(totalCollateral)
-                    .div(numericConstants_1.TEN_THOUSAND);
-                const otherPositionsTotalQuoteSize = currentTotalQuoteSize.sub(currentPositionQuoteSize);
-                const quoteValueOfMaxLeverage = userMaxLeverageSetting
-                    .mul(totalCollateral)
-                    .div(numericConstants_1.TEN_THOUSAND);
-                if (otherPositionsTotalQuoteSize
-                    .sub(currentPositionQuoteSize)
-                    .gte(quoteValueOfMaxLeverage)) {
-                    // case 3: Can only reduce the current position because it will still be greater than max leverage
-                    maxPositionSize = currentPositionQuoteSize;
-                }
-                else {
-                    // case 4: Can reduce the position, and then take extra remaining quote to get to max leverage
-                    const allowedQuoteSizeAfterClosingCurrentPosition = quoteValueOfMaxLeverage.sub(otherPositionsTotalQuoteSize);
-                    maxPositionSize = currentPositionQuoteSize.add(allowedQuoteSizeAfterClosingCurrentPosition);
-                }
-            }
-            else {
-                // do nothing if targetting same side
-            }
-        }
+        // add any position we have on the opposite side of the current trade, because we can "flip" the size of this position without taking any extra leverage.
+        const oppositeSizeValueUSDC = getOppositePositionValueUSDC();
+        maxPositionSize = maxPositionSize.add(oppositeSizeValueUSDC.mul(new bn_js_1.default(2)));
         // subtract oneMillionth of maxPositionSize
         // => to avoid rounding errors when taking max leverage
         const oneMilli = maxPositionSize.div(numericConstants_1.QUOTE_PRECISION);
@@ -582,18 +560,12 @@ class ClearingHouseUser {
             .add(tradeQuoteAmount)
             .abs();
         const totalPositionAfterTradeExcludingTargetMarket = this.getTotalPositionValueExcludingMarket(targetMarketIndex);
-        const totalCollateral = this.getTotalCollateral();
-        if (totalCollateral.gt(numericConstants_1.ZERO)) {
-            const newLeverage = currentMarketPositionAfterTrade
-                .add(totalPositionAfterTradeExcludingTargetMarket)
-                .abs()
-                .mul(numericConstants_1.TEN_THOUSAND)
-                .div(totalCollateral);
-            return newLeverage;
-        }
-        else {
-            return new bn_js_1.default(0);
-        }
+        const newLeverage = currentMarketPositionAfterTrade
+            .add(totalPositionAfterTradeExcludingTargetMarket)
+            .abs()
+            .mul(numericConstants_1.TEN_THOUSAND)
+            .div(this.getTotalCollateral());
+        return newLeverage;
     }
     /**
      * Calculates how much fee will be taken for a given sized trade
@@ -616,9 +588,51 @@ class ClearingHouseUser {
             this.getEmptyPosition(marketToIgnore);
         let currentMarketPositionValueUSDC = numericConstants_1.ZERO;
         if (currentMarketPosition) {
-            currentMarketPositionValueUSDC = this.getPositionValue(marketToIgnore);
+            const market = this.clearingHouse.getMarket(currentMarketPosition.marketIndex);
+            currentMarketPositionValueUSDC = _1.calculateBaseAssetValue(market, currentMarketPosition);
         }
         return this.getTotalPositionValue().sub(currentMarketPositionValueUSDC);
     }
+    canFillOrder(order) {
+        const userAccount = this.getUserAccount();
+        const userPositionsAccount = this.getUserPositionsAccount();
+        const userPosition = this.getUserPosition(order.marketIndex);
+        const market = this.clearingHouse.getMarket(order.marketIndex);
+        if (position_1.isEmptyPosition(userPosition)) {
+            return false;
+        }
+        const newState = _1.calculateNewStateAfterOrder(userAccount, userPosition, market, order);
+        if (newState === null) {
+            return false;
+        }
+        const [userAccountAfter, userPositionAfter, marketAfter] = newState;
+        const totalPositionValue = userPositionsAccount.positions.reduce((positionValue, marketPosition) => {
+            let market = this.clearingHouse.getMarket(marketPosition.marketIndex);
+            if (marketPosition.marketIndex.eq(order.marketIndex)) {
+                market = marketAfter;
+                marketPosition = userPositionAfter;
+            }
+            return positionValue.add(_1.calculateBaseAssetValue(market, marketPosition));
+        }, numericConstants_1.ZERO);
+        if (totalPositionValue.eq(numericConstants_1.ZERO)) {
+            return true;
+        }
+        const unrealizedPnL = userPositionsAccount.positions.reduce((pnl, marketPosition) => {
+            let market = this.clearingHouse.getMarket(marketPosition.marketIndex);
+            pnl = pnl.add(_1.calculatePositionFundingPNL(market, marketPosition).div(numericConstants_1.PRICE_TO_QUOTE_PRECISION));
+            if (marketPosition.marketIndex.eq(order.marketIndex)) {
+                market = marketAfter;
+                marketPosition = userPositionAfter;
+            }
+            // update
+            return pnl.add(_1.calculatePositionPNL(market, marketPosition, false));
+        }, numericConstants_1.ZERO);
+        const totalCollateral = userAccountAfter.collateral.add(unrealizedPnL);
+        const marginRatioAfter = totalCollateral
+            .mul(numericConstants_1.TEN_THOUSAND)
+            .div(totalPositionValue);
+        const marginRatioInitial = this.clearingHouse.getStateAccount().marginRatioInitial;
+        return marginRatioAfter.gte(marginRatioInitial);
+    }
 }
 exports.ClearingHouseUser = ClearingHouseUser;

package/lib/config.d.ts

@@ -21,4 +21,3 @@ export declare const initialize: (props: {
     overrideEnv?: Partial<DriftConfig>;
 }) => DriftConfig;
 export {};
-//# sourceMappingURL=config.d.ts.map

package/lib/config.js

@@ -5,7 +5,7 @@ exports.configs = {
     devnet: {
         ENV: 'devnet',
         PYTH_ORACLE_MAPPING_ADDRESS: 'BmA9Z6FjioHJPpjT39QazZyhDRUdZy2ezwx4GiDdE2u2',
-        CLEARING_HOUSE_PROGRAM_ID: 'AsW7LnXB9UA1uec9wi9MctYTgTz7YH9snhxd16GsFaGX',
+        CLEARING_HOUSE_PROGRAM_ID: 'HiZ8CnfEE9LrBZTfc8hBneWrPg1Cbsn8Wdy6SPLfae9V',
         USDC_MINT_ADDRESS: '8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2',
     },
     'mainnet-beta': {

package/lib/constants/markets.d.ts

@@ -9,4 +9,3 @@ declare type Market = {
 };
 export declare const Markets: Market[];
 export {};
-//# sourceMappingURL=markets.d.ts.map