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

package/lib/index.d.ts

@@ -3,6 +3,7 @@ export * from './mockUSDCFaucet';
 export * from './pythClient';
 export * from './types';
 export * from './constants/markets';
+export * from './accounts/defaultHistoryAccountSubscriber';
 export * from './accounts/defaultClearingHouseAccountSubscriber';
 export * from './accounts/types';
 export * from './addresses';
@@ -16,6 +17,8 @@ export * from './math/market';
 export * from './math/position';
 export * from './math/amm';
 export * from './math/trade';
+export * from './orders';
+export * from './orderParams';
 export * from './wallet';
 export * from './types';
 export * from './math/utils';
@@ -24,4 +27,3 @@ export * from './constants/numericConstants';
 export * from './util/computeUnits';
 export * from './util/tps';
 export { BN };
-//# sourceMappingURL=index.d.ts.map

package/lib/index.js

@@ -17,6 +17,7 @@ __exportStar(require("./mockUSDCFaucet"), exports);
 __exportStar(require("./pythClient"), exports);
 __exportStar(require("./types"), exports);
 __exportStar(require("./constants/markets"), exports);
+__exportStar(require("./accounts/defaultHistoryAccountSubscriber"), exports);
 __exportStar(require("./accounts/defaultClearingHouseAccountSubscriber"), exports);
 __exportStar(require("./accounts/types"), exports);
 __exportStar(require("./addresses"), exports);
@@ -30,6 +31,8 @@ __exportStar(require("./math/market"), exports);
 __exportStar(require("./math/position"), exports);
 __exportStar(require("./math/amm"), exports);
 __exportStar(require("./math/trade"), exports);
+__exportStar(require("./orders"), exports);
+__exportStar(require("./orderParams"), exports);
 __exportStar(require("./wallet"), exports);
 __exportStar(require("./types"), exports);
 __exportStar(require("./math/utils"), exports);

package/lib/math/amm.d.ts

@@ -63,4 +63,4 @@ export declare function calculateRepegCost(market: Market, marketIndex: BN, newP
  * @returns cost : Precision MARK_PRICE_PRECISION
  */
 export declare function calculateTerminalPrice(market: Market): BN;
-//# sourceMappingURL=amm.d.ts.map
+export declare function calculateMaxBaseAssetAmountToTrade(amm: AMM, limit_price: BN): [BN, PositionDirection];

package/lib/math/amm.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateTerminalPrice = exports.calculateRepegCost = exports.calculateAdjustKCost = exports.getSwapDirection = exports.calculateSwapOutput = exports.calculateAmmReservesAfterSwap = exports.calculatePrice = void 0;
+exports.calculateMaxBaseAssetAmountToTrade = exports.calculateTerminalPrice = exports.calculateRepegCost = exports.calculateAdjustKCost = exports.getSwapDirection = exports.calculateSwapOutput = exports.calculateAmmReservesAfterSwap = exports.calculatePrice = void 0;
 const anchor_1 = require("@project-serum/anchor");
 const numericConstants_1 = require("../constants/numericConstants");
 const position_1 = require("./position");
@@ -79,12 +79,10 @@ exports.calculateSwapOutput = calculateSwapOutput;
  * @param positionDirection
  */
 function getSwapDirection(inputAssetType, positionDirection) {
-    if (positionDirection === types_1.PositionDirection.LONG &&
-        inputAssetType === 'base') {
+    if (types_1.isVariant(positionDirection, 'long') && inputAssetType === 'base') {
         return types_1.SwapDirection.REMOVE;
     }
-    if (positionDirection === types_1.PositionDirection.SHORT &&
-        inputAssetType === 'quote') {
+    if (types_1.isVariant(positionDirection, 'short') && inputAssetType === 'quote') {
         return types_1.SwapDirection.REMOVE;
     }
     return types_1.SwapDirection.ADD;
@@ -104,6 +102,7 @@ function calculateAdjustKCost(market, marketIndex, numerator, denomenator) {
         lastCumulativeFundingRate: market.amm.cumulativeFundingRate,
         marketIndex: new anchor_1.BN(marketIndex),
         quoteAssetAmount: new anchor_1.BN(0),
+        openOrders: new anchor_1.BN(0),
     };
     const currentValue = position_1.calculateBaseAssetValue(market, netUserPosition);
     const marketNewK = Object.assign({}, market);
@@ -134,6 +133,7 @@ function calculateRepegCost(market, marketIndex, newPeg) {
         lastCumulativeFundingRate: market.amm.cumulativeFundingRate,
         marketIndex: new anchor_1.BN(marketIndex),
         quoteAssetAmount: new anchor_1.BN(0),
+        openOrders: new anchor_1.BN(0),
     };
     const currentValue = position_1.calculateBaseAssetValue(market, netUserPosition);
     netUserPosition.quoteAssetAmount = currentValue;
@@ -154,9 +154,6 @@ exports.calculateRepegCost = calculateRepegCost;
  * @returns cost : Precision MARK_PRICE_PRECISION
  */
 function calculateTerminalPrice(market) {
-    if (!market.initialized) {
-        return new anchor_1.BN(0);
-    }
     const directionToClose = market.baseAssetAmount.gt(numericConstants_1.ZERO)
         ? types_1.PositionDirection.SHORT
         : types_1.PositionDirection.LONG;
@@ -169,3 +166,29 @@ function calculateTerminalPrice(market) {
     return terminalPrice;
 }
 exports.calculateTerminalPrice = calculateTerminalPrice;
+function calculateMaxBaseAssetAmountToTrade(amm, limit_price) {
+    const invariant = amm.sqrtK.mul(amm.sqrtK);
+    const newBaseAssetReserveSquared = invariant
+        .mul(numericConstants_1.MARK_PRICE_PRECISION)
+        .mul(amm.pegMultiplier)
+        .div(limit_price)
+        .div(numericConstants_1.PEG_PRECISION);
+    const newBaseAssetReserve = __1.squareRootBN(newBaseAssetReserveSquared);
+    if (newBaseAssetReserve.gt(amm.baseAssetReserve)) {
+        return [
+            newBaseAssetReserve.sub(amm.baseAssetReserve),
+            types_1.PositionDirection.SHORT,
+        ];
+    }
+    else if (newBaseAssetReserve.lt(amm.baseAssetReserve)) {
+        return [
+            amm.baseAssetReserve.sub(newBaseAssetReserve),
+            types_1.PositionDirection.LONG,
+        ];
+    }
+    else {
+        console.log('tradeSize Too Small');
+        return [new anchor_1.BN(0), types_1.PositionDirection.LONG];
+    }
+}
+exports.calculateMaxBaseAssetAmountToTrade = calculateMaxBaseAssetAmountToTrade;

package/lib/math/conversion.d.ts

@@ -1,4 +1,3 @@
 import BN from 'bn.js';
 export declare const convertToNumber: (bigNumber: BN, precision?: BN) => number;
 export declare const convertBaseAssetAmountToNumber: (baseAssetAmount: BN) => number;
-//# sourceMappingURL=conversion.d.ts.map

package/lib/math/funding.d.ts

@@ -41,4 +41,3 @@ export declare function calculateLongShortFundingRateAndLiveTwaps(market: Market
  * @returns Estimated fee pool size
  */
 export declare function calculateFundingPool(market: Market): BN;
-//# sourceMappingURL=funding.d.ts.map

package/lib/math/insuranceFund.d.ts

@@ -12,4 +12,3 @@ import { Connection } from '@solana/web3.js';
  * @returns Precision : QUOTE_ASSET_PRECISION
  */
 export declare function calculateInsuranceFundSize(connection: Connection, state: StateAccount, marketsAccount: MarketsAccount): Promise<BN>;
-//# sourceMappingURL=insuranceFund.d.ts.map

package/lib/math/market.d.ts

@@ -1,6 +1,6 @@
 /// <reference types="bn.js" />
 import { BN } from '@project-serum/anchor';
-import { Market } from '../types';
+import { Market, PositionDirection } from '../types';
 /**
  * Calculates market mark price
  *
@@ -8,4 +8,4 @@ import { Market } from '../types';
  * @return markPrice : Precision MARK_PRICE_PRECISION
  */
 export declare function calculateMarkPrice(market: Market): BN;
-//# sourceMappingURL=market.d.ts.map
+export declare function calculateNewMarketAfterTrade(baseAssetAmount: BN, direction: PositionDirection, market: Market): Market;

package/lib/math/market.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateMarkPrice = void 0;
+exports.calculateNewMarketAfterTrade = exports.calculateMarkPrice = void 0;
 const amm_1 = require("./amm");
 /**
  * Calculates market mark price
@@ -12,3 +12,13 @@ function calculateMarkPrice(market) {
     return amm_1.calculatePrice(market.amm.baseAssetReserve, market.amm.quoteAssetReserve, market.amm.pegMultiplier);
 }
 exports.calculateMarkPrice = calculateMarkPrice;
+function calculateNewMarketAfterTrade(baseAssetAmount, direction, market) {
+    const [newQuoteAssetReserve, newBaseAssetReserve] = amm_1.calculateAmmReservesAfterSwap(market.amm, 'base', baseAssetAmount.abs(), amm_1.getSwapDirection('base', direction));
+    const newAmm = Object.assign({}, market.amm);
+    const newMarket = Object.assign({}, market);
+    newMarket.amm = newAmm;
+    newMarket.amm.quoteAssetReserve = newQuoteAssetReserve;
+    newMarket.amm.baseAssetReserve = newBaseAssetReserve;
+    return newMarket;
+}
+exports.calculateNewMarketAfterTrade = calculateNewMarketAfterTrade;

package/lib/math/orders.d.ts

@@ -0,0 +1,3 @@
+import { ClearingHouseUser } from '../clearingHouseUser';
+import { Order } from '../types';
+export declare function isOrderRiskIncreasing(user: ClearingHouseUser, order: Order): boolean;

package/lib/math/orders.js

@@ -0,0 +1,30 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.isOrderRiskIncreasing = void 0;
+const types_1 = require("../types");
+const numericConstants_1 = require("../constants/numericConstants");
+function isOrderRiskIncreasing(user, order) {
+    if (types_1.isVariant(order.status, 'init')) {
+        return false;
+    }
+    const position = user.getUserPosition(order.marketIndex) ||
+        user.getEmptyPosition(order.marketIndex);
+    // if no position exists, it's risk increasing
+    if (position.baseAssetAmount.eq(numericConstants_1.ZERO)) {
+        return true;
+    }
+    // if position is long and order is long
+    if (position.baseAssetAmount.gt(numericConstants_1.ZERO) && types_1.isVariant(order.direction, 'long')) {
+        return true;
+    }
+    // if position is short and order is short
+    if (position.baseAssetAmount.lt(numericConstants_1.ZERO) &&
+        types_1.isVariant(order.direction, 'short')) {
+        return true;
+    }
+    // if order will flip position
+    if (position.baseAssetAmount.abs().gt(order.baseAssetAmountFilled)) {
+        return true;
+    }
+}
+exports.isOrderRiskIncreasing = isOrderRiskIncreasing;

package/lib/math/position.d.ts

@@ -1,5 +1,5 @@
 import BN from 'bn.js';
-import { Market, UserPosition } from '../types';
+import { Market, PositionDirection, UserPosition } from '../types';
 /**
  * calculateBaseAssetValue
  * = market value of closing entire position
@@ -30,4 +30,6 @@ export declare function calculatePositionFundingPNL(market: Market, marketPositi
  * @returns Precision: MARK_PRICE_PRECISION (10^10)
  */
 export declare function calculateEntryPrice(userPosition: UserPosition): BN;
-//# sourceMappingURL=position.d.ts.map
+export declare function findDirectionToClose(userPosition: UserPosition): PositionDirection;
+export declare function positionCurrentDirection(userPosition: UserPosition): PositionDirection;
+export declare function isEmptyPosition(userPosition: UserPosition): boolean;

package/lib/math/position.js

@@ -3,7 +3,7 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateEntryPrice = exports.calculatePositionFundingPNL = exports.calculatePositionPNL = exports.calculateBaseAssetValue = void 0;
+exports.isEmptyPosition = exports.positionCurrentDirection = exports.findDirectionToClose = exports.calculateEntryPrice = exports.calculatePositionFundingPNL = exports.calculatePositionPNL = exports.calculateBaseAssetValue = void 0;
 const bn_js_1 = __importDefault(require("bn.js"));
 const numericConstants_1 = require("../constants/numericConstants");
 const types_1 = require("../types");
@@ -19,9 +19,7 @@ function calculateBaseAssetValue(market, userPosition) {
     if (userPosition.baseAssetAmount.eq(numericConstants_1.ZERO)) {
         return numericConstants_1.ZERO;
     }
-    const directionToClose = userPosition.baseAssetAmount.gt(numericConstants_1.ZERO)
-        ? types_1.PositionDirection.SHORT
-        : types_1.PositionDirection.LONG;
+    const directionToClose = findDirectionToClose(userPosition);
     const [newQuoteAssetReserve, _] = amm_1.calculateAmmReservesAfterSwap(market.amm, 'base', userPosition.baseAssetAmount.abs(), amm_1.getSwapDirection('base', directionToClose));
     switch (directionToClose) {
         case types_1.PositionDirection.SHORT:
@@ -106,3 +104,19 @@ function calculateEntryPrice(userPosition) {
         .abs();
 }
 exports.calculateEntryPrice = calculateEntryPrice;
+function findDirectionToClose(userPosition) {
+    return userPosition.baseAssetAmount.gt(numericConstants_1.ZERO)
+        ? types_1.PositionDirection.SHORT
+        : types_1.PositionDirection.LONG;
+}
+exports.findDirectionToClose = findDirectionToClose;
+function positionCurrentDirection(userPosition) {
+    return userPosition.baseAssetAmount.gte(numericConstants_1.ZERO)
+        ? types_1.PositionDirection.LONG
+        : types_1.PositionDirection.SHORT;
+}
+exports.positionCurrentDirection = positionCurrentDirection;
+function isEmptyPosition(userPosition) {
+    return (userPosition.baseAssetAmount.eq(numericConstants_1.ZERO) && userPosition.openOrders.eq(numericConstants_1.ZERO));
+}
+exports.isEmptyPosition = isEmptyPosition;

package/lib/math/trade.d.ts

@@ -45,4 +45,3 @@ export declare function calculateTradeAcquiredAmounts(direction: PositionDirecti
  * ]
  */
 export declare function calculateTargetPriceTrade(market: Market, targetPrice: BN, pct?: BN, outputAssetType?: AssetType): [PositionDirection, BN, BN, BN];
-//# sourceMappingURL=trade.d.ts.map

package/lib/math/utils.d.ts

@@ -1,3 +1,2 @@
 /// <reference types="bn.js" />
 export declare const squareRootBN: (n: any, closeness?: import("bn.js")) => any;
-//# sourceMappingURL=utils.d.ts.map

package/lib/mockUSDCFaucet.d.ts

@@ -33,4 +33,3 @@ export declare class MockUSDCFaucet {
         callback: (accountInfo: AccountInfo) => void;
     }): Promise<boolean>;
 }
-//# sourceMappingURL=mockUSDCFaucet.d.ts.map

package/lib/orderParams.d.ts

@@ -0,0 +1,7 @@
+/// <reference types="bn.js" />
+import { OrderParams, OrderTriggerCondition, PositionDirection } from './types';
+import { BN } from '@project-serum/anchor';
+export declare function getLimitOrderParams(marketIndex: BN, direction: PositionDirection, baseAssetAmount: BN, price: BN, reduceOnly: boolean, discountToken?: boolean, referrer?: boolean): OrderParams;
+export declare function getStopOrderParams(marketIndex: BN, direction: PositionDirection, baseAssetAmount: BN, triggerPrice: BN, triggerCondition: OrderTriggerCondition, reduceOnly: boolean, discountToken?: boolean, referrer?: boolean): OrderParams;
+export declare function getStopLimitOrderParams(marketIndex: BN, direction: PositionDirection, baseAssetAmount: BN, price: BN, triggerPrice: BN, triggerCondition: OrderTriggerCondition, reduceOnly: boolean, discountToken?: boolean, referrer?: boolean): OrderParams;
+export declare function getMarketOrderParams(marketIndex: BN, direction: PositionDirection, quoteAssetAmount: BN, baseAssetAmount: BN, reduceOnly: boolean, price?: BN, discountToken?: boolean, referrer?: boolean): OrderParams;

package/lib/orderParams.js

@@ -0,0 +1,88 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getMarketOrderParams = exports.getStopLimitOrderParams = exports.getStopOrderParams = exports.getLimitOrderParams = void 0;
+const types_1 = require("./types");
+const numericConstants_1 = require("./constants/numericConstants");
+function getLimitOrderParams(marketIndex, direction, baseAssetAmount, price, reduceOnly, discountToken = false, referrer = false) {
+    return {
+        orderType: types_1.OrderType.LIMIT,
+        marketIndex,
+        direction,
+        quoteAssetAmount: numericConstants_1.ZERO,
+        baseAssetAmount,
+        price,
+        reduceOnly,
+        postOnly: false,
+        immediateOrCancel: false,
+        optionalAccounts: {
+            discountToken,
+            referrer,
+        },
+        triggerCondition: types_1.OrderTriggerCondition.ABOVE,
+        triggerPrice: numericConstants_1.ZERO,
+    };
+}
+exports.getLimitOrderParams = getLimitOrderParams;
+function getStopOrderParams(marketIndex, direction, baseAssetAmount, triggerPrice, triggerCondition, reduceOnly, discountToken = false, referrer = false) {
+    return {
+        orderType: types_1.OrderType.STOP,
+        marketIndex,
+        direction,
+        quoteAssetAmount: numericConstants_1.ZERO,
+        baseAssetAmount,
+        price: numericConstants_1.ZERO,
+        reduceOnly,
+        postOnly: false,
+        immediateOrCancel: false,
+        optionalAccounts: {
+            discountToken,
+            referrer,
+        },
+        triggerCondition,
+        triggerPrice,
+    };
+}
+exports.getStopOrderParams = getStopOrderParams;
+function getStopLimitOrderParams(marketIndex, direction, baseAssetAmount, price, triggerPrice, triggerCondition, reduceOnly, discountToken = false, referrer = false) {
+    return {
+        orderType: types_1.OrderType.STOP_LIMIT,
+        marketIndex,
+        direction,
+        quoteAssetAmount: numericConstants_1.ZERO,
+        baseAssetAmount,
+        price,
+        reduceOnly,
+        postOnly: false,
+        immediateOrCancel: false,
+        optionalAccounts: {
+            discountToken,
+            referrer,
+        },
+        triggerCondition,
+        triggerPrice,
+    };
+}
+exports.getStopLimitOrderParams = getStopLimitOrderParams;
+function getMarketOrderParams(marketIndex, direction, quoteAssetAmount, baseAssetAmount, reduceOnly, price = numericConstants_1.ZERO, discountToken = false, referrer = false) {
+    if (baseAssetAmount.eq(numericConstants_1.ZERO) && quoteAssetAmount.eq(numericConstants_1.ZERO)) {
+        throw Error('baseAssetAmount or quoteAssetAmount must be zero');
+    }
+    return {
+        orderType: types_1.OrderType.MARKET,
+        marketIndex,
+        direction,
+        quoteAssetAmount,
+        baseAssetAmount,
+        price,
+        reduceOnly,
+        postOnly: false,
+        immediateOrCancel: false,
+        optionalAccounts: {
+            discountToken,
+            referrer,
+        },
+        triggerCondition: types_1.OrderTriggerCondition.ABOVE,
+        triggerPrice: numericConstants_1.ZERO,
+    };
+}
+exports.getMarketOrderParams = getMarketOrderParams;

package/lib/orders.d.ts

@@ -0,0 +1,5 @@
+import { Market, Order, UserAccount, UserPosition } from './types';
+import BN from 'bn.js';
+export declare function calculateNewStateAfterOrder(userAccount: UserAccount, userPosition: UserPosition, market: Market, order: Order): [UserAccount, UserPosition, Market] | null;
+export declare function calculateAmountToTradeForLimit(market: Market, order: Order): BN;
+export declare function calculateAmountToTradeForStopLimit(market: Market, order: Order): BN;

package/lib/orders.js

@@ -0,0 +1,136 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.calculateAmountToTradeForStopLimit = exports.calculateAmountToTradeForLimit = exports.calculateNewStateAfterOrder = void 0;
+const types_1 = require("./types");
+const market_1 = require("./math/market");
+const numericConstants_1 = require("./constants/numericConstants");
+const amm_1 = require("./math/amm");
+const position_1 = require("./math/position");
+function calculateNewStateAfterOrder(userAccount, userPosition, market, order) {
+    if (types_1.isVariant(order.status, 'init')) {
+        return null;
+    }
+    const baseAssetAmountToTrade = calculateAmountToTrade(market, order);
+    if (baseAssetAmountToTrade.lt(market.amm.minimumBaseAssetTradeSize)) {
+        return null;
+    }
+    const userAccountAfter = Object.assign({}, userAccount);
+    const userPositionAfter = Object.assign({}, userPosition);
+    const currentPositionDirection = position_1.positionCurrentDirection(userPosition);
+    const increasePosition = userPosition.baseAssetAmount.eq(numericConstants_1.ZERO) ||
+        isSameDirection(order.direction, currentPositionDirection);
+    if (increasePosition) {
+        const marketAfter = market_1.calculateNewMarketAfterTrade(baseAssetAmountToTrade, order.direction, market);
+        const { quoteAssetAmountSwapped, baseAssetAmountSwapped } = calculateAmountSwapped(market, marketAfter);
+        userPositionAfter.baseAssetAmount = userPositionAfter.baseAssetAmount.add(baseAssetAmountSwapped);
+        userPositionAfter.quoteAssetAmount = userPositionAfter.quoteAssetAmount.add(quoteAssetAmountSwapped);
+        return [userAccountAfter, userPositionAfter, marketAfter];
+    }
+    else {
+        const reversePosition = baseAssetAmountToTrade.gt(userPosition.baseAssetAmount.abs());
+        if (reversePosition) {
+            const intermediateMarket = market_1.calculateNewMarketAfterTrade(userPosition.baseAssetAmount, position_1.findDirectionToClose(userPosition), market);
+            const { quoteAssetAmountSwapped: baseAssetValue } = calculateAmountSwapped(market, intermediateMarket);
+            let pnl;
+            if (types_1.isVariant(currentPositionDirection, 'long')) {
+                pnl = baseAssetValue.sub(userPosition.quoteAssetAmount);
+            }
+            else {
+                pnl = userPosition.quoteAssetAmount.sub(baseAssetValue);
+            }
+            userAccountAfter.collateral = userAccountAfter.collateral.add(pnl);
+            const baseAssetAmountLeft = baseAssetAmountToTrade.sub(userPosition.baseAssetAmount.abs());
+            const marketAfter = market_1.calculateNewMarketAfterTrade(baseAssetAmountLeft, order.direction, intermediateMarket);
+            const { quoteAssetAmountSwapped, baseAssetAmountSwapped } = calculateAmountSwapped(intermediateMarket, marketAfter);
+            userPositionAfter.quoteAssetAmount = quoteAssetAmountSwapped;
+            userPositionAfter.baseAssetAmount = baseAssetAmountSwapped;
+            return [userAccountAfter, userPositionAfter, marketAfter];
+        }
+        else {
+            const marketAfter = market_1.calculateNewMarketAfterTrade(baseAssetAmountToTrade, order.direction, market);
+            const { quoteAssetAmountSwapped: baseAssetValue, baseAssetAmountSwapped, } = calculateAmountSwapped(market, marketAfter);
+            const costBasisRealized = userPosition.quoteAssetAmount
+                .mul(baseAssetAmountSwapped.abs())
+                .div(userPosition.baseAssetAmount.abs());
+            let pnl;
+            if (types_1.isVariant(currentPositionDirection, 'long')) {
+                pnl = baseAssetValue.sub(costBasisRealized);
+            }
+            else {
+                pnl = costBasisRealized.sub(baseAssetValue);
+            }
+            userAccountAfter.collateral = userAccountAfter.collateral.add(pnl);
+            userPositionAfter.baseAssetAmount = userPositionAfter.baseAssetAmount.add(baseAssetAmountSwapped);
+            userPositionAfter.quoteAssetAmount =
+                userPositionAfter.quoteAssetAmount.sub(costBasisRealized);
+            return [userAccountAfter, userPositionAfter, marketAfter];
+        }
+    }
+}
+exports.calculateNewStateAfterOrder = calculateNewStateAfterOrder;
+function calculateAmountSwapped(marketBefore, marketAfter) {
+    return {
+        quoteAssetAmountSwapped: marketBefore.amm.quoteAssetReserve
+            .sub(marketAfter.amm.quoteAssetReserve)
+            .abs()
+            .mul(marketBefore.amm.pegMultiplier)
+            .div(numericConstants_1.PEG_PRECISION)
+            .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO),
+        baseAssetAmountSwapped: marketBefore.amm.baseAssetReserve.sub(marketAfter.amm.baseAssetReserve),
+    };
+}
+function calculateAmountToTrade(market, order) {
+    if (types_1.isVariant(order.orderType, 'limit')) {
+        return calculateAmountToTradeForLimit(market, order);
+    }
+    else if (types_1.isVariant(order.orderType, 'stopLimit')) {
+        return calculateAmountToTradeForStopLimit(market, order);
+    }
+    else if (types_1.isVariant(order.orderType, 'market')) {
+        // should never be a market order queued
+        return numericConstants_1.ZERO;
+    }
+    else {
+        return calculateAmountToTradeForStop(market, order);
+    }
+}
+function calculateAmountToTradeForLimit(market, order) {
+    const [maxAmountToTrade, direction] = amm_1.calculateMaxBaseAssetAmountToTrade(market.amm, order.price);
+    // Check that directions are the same
+    const sameDirection = isSameDirection(direction, order.direction);
+    if (!sameDirection) {
+        return numericConstants_1.ZERO;
+    }
+    return maxAmountToTrade.gt(order.baseAssetAmount)
+        ? order.baseAssetAmount
+        : maxAmountToTrade;
+}
+exports.calculateAmountToTradeForLimit = calculateAmountToTradeForLimit;
+function calculateAmountToTradeForStopLimit(market, order) {
+    if (order.baseAssetAmountFilled.eq(numericConstants_1.ZERO)) {
+        const baseAssetAmount = calculateAmountToTradeForStop(market, order);
+        if (baseAssetAmount.eq(numericConstants_1.ZERO)) {
+            return numericConstants_1.ZERO;
+        }
+    }
+    return calculateAmountToTradeForLimit(market, order);
+}
+exports.calculateAmountToTradeForStopLimit = calculateAmountToTradeForStopLimit;
+function isSameDirection(firstDirection, secondDirection) {
+    return ((types_1.isVariant(firstDirection, 'long') && types_1.isVariant(secondDirection, 'long')) ||
+        (types_1.isVariant(firstDirection, 'short') && types_1.isVariant(secondDirection, 'short')));
+}
+function calculateAmountToTradeForStop(market, order) {
+    return isTriggerConditionSatisfied(market, order)
+        ? order.baseAssetAmount
+        : numericConstants_1.ZERO;
+}
+function isTriggerConditionSatisfied(market, order) {
+    const markPrice = market_1.calculateMarkPrice(market);
+    if (types_1.isVariant(order.triggerCondition, 'above')) {
+        return markPrice.gt(order.triggerPrice);
+    }
+    else {
+        return markPrice.lt(order.triggerPrice);
+    }
+}

package/lib/pythClient.d.ts

@@ -5,4 +5,3 @@ export declare class PythClient {
     constructor(connection: Connection);
     getPriceData(pricePublicKey: PublicKey): Promise<PriceData>;
 }
-//# sourceMappingURL=pythClient.d.ts.map

package/lib/tx/defaultTxSender.d.ts

@@ -6,4 +6,3 @@ export declare class DefaultTxSender implements TxSender {
     constructor(provider: Provider);
     send(tx: Transaction, additionalSigners?: Array<Signer>, opts?: ConfirmOptions): Promise<TransactionSignature>;
 }
-//# sourceMappingURL=defaultTxSender.d.ts.map

package/lib/tx/types.d.ts

@@ -2,4 +2,3 @@ import { ConfirmOptions, Signer, Transaction, TransactionSignature } from '@sola
 export interface TxSender {
     send(tx: Transaction, additionalSigners?: Array<Signer>, opts?: ConfirmOptions): Promise<TransactionSignature>;
 }
-//# sourceMappingURL=types.d.ts.map

package/lib/tx/utils.d.ts

@@ -1,3 +1,2 @@
 import { Transaction, TransactionInstruction } from '@solana/web3.js';
 export declare function wrapInTx(instruction: TransactionInstruction): Transaction;
-//# sourceMappingURL=utils.d.ts.map