@drift-labs/sdk 0.1.18-master.0 → 0.1.18-orders.1

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/pythClient.js

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

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

package/lib/types.d.ts

@@ -24,6 +24,65 @@ export declare class OracleSource {
         switchboard: {};
     };
 }
+export declare class OrderType {
+    static readonly LIMIT: {
+        limit: {};
+    };
+    static readonly STOP: {
+        stop: {};
+    };
+    static readonly STOP_LIMIT: {
+        stopLimit: {};
+    };
+    static readonly MARKET: {
+        market: {};
+    };
+}
+export declare class OrderStatus {
+    static readonly INIT: {
+        init: {};
+    };
+    static readonly OPEN: {
+        open: {};
+    };
+}
+export declare class OrderDiscountTier {
+    static readonly NONE: {
+        none: {};
+    };
+    static readonly FIRST: {
+        first: {};
+    };
+    static readonly SECOND: {
+        second: {};
+    };
+    static readonly THIRD: {
+        third: {};
+    };
+    static readonly FOURTH: {
+        fourth: {};
+    };
+}
+export declare class OrderAction {
+    static readonly PLACE: {
+        place: {};
+    };
+    static readonly CANCEL: {
+        cancel: {};
+    };
+    static readonly FILL: {
+        fill: {};
+    };
+}
+export declare class OrderTriggerCondition {
+    static readonly ABOVE: {
+        above: {};
+    };
+    static readonly BELOW: {
+        below: {};
+    };
+}
+export declare function isVariant(object: unknown, type: string): boolean;
 export declare enum TradeSide {
     None = 0,
     Buy = 1,
@@ -38,9 +97,9 @@ export declare type DepositHistoryAccount = {
     head: BN;
     depositRecords: DepositRecord[];
 };
-export declare type ExtendedCurveHistoryAccount = {
+export declare type CurveHistoryAccount = {
     head: BN;
-    curveRecords: ExtendedCurveRecord[];
+    curveRecords: CurveRecord[];
 };
 export declare type FundingRateHistoryAccount = {
     head: BN;
@@ -54,6 +113,11 @@ export declare type LiquidationHistoryAccount = {
     head: BN;
     liquidationRecords: LiquidationRecord[];
 };
+export declare type OrderHistoryAccount = {
+    head: BN;
+    lastOrderId: BN;
+    orderRecords: OrderRecord[];
+};
 export declare type DepositRecord = {
     ts: BN;
     recordId: BN;
@@ -67,7 +131,7 @@ export declare type DepositRecord = {
     cumulativeDepositsBefore: BN;
     amount: BN;
 };
-export declare type ExtendedCurveRecord = {
+export declare type CurveRecord = {
     ts: BN;
     recordId: BN;
     marketIndex: BN;
@@ -83,7 +147,6 @@ export declare type ExtendedCurveRecord = {
     baseAssetAmountShort: BN;
     baseAssetAmount: BN;
     openInterest: BN;
-    oraclePrice: BN;
 };
 export declare type TradeRecord = {
     ts: BN;
@@ -146,6 +209,20 @@ export declare type LiquidationRecord = {
     unrealizedPnl: BN;
     marginRatio: BN;
 };
+export declare type OrderRecord = {
+    ts: BN;
+    recordId: BN;
+    order: Order;
+    user: PublicKey;
+    authority: PublicKey;
+    action: OrderAction;
+    filler: PublicKey;
+    baseAssetAmountFilled: BN;
+    quoteAssetAmountFilled: BN;
+    fee: BN;
+    fillerReward: BN;
+    tradeRecordId: BN;
+};
 export declare type StateAccount = {
     admin: PublicKey;
     fundingPaused: boolean;
@@ -183,7 +260,12 @@ export declare type StateAccount = {
     discountMint: PublicKey;
     oracleGuardRails: OracleGuardRails;
     maxDeposit: BN;
-    extendedCurveHistory: PublicKey;
+    orderState: PublicKey;
+};
+export declare type OrderStateAccount = {
+    orderHistory: PublicKey;
+    orderFillerRewardStructure: OrderFillerRewardStructure;
+    minOrderQuoteAssetAmount: BN;
 };
 export declare type MarketsAccount = {
     accountIndex: BN;
@@ -219,13 +301,15 @@ export declare type AMM = {
     totalFeeMinusDistributions: BN;
     totalFeeWithdrawn: BN;
     totalFee: BN;
-    minimumTradeSize: BN;
+    minimumQuoteAssetTradeSize: BN;
+    minimumBaseAssetTradeSize: BN;
 };
 export declare type UserPosition = {
     baseAssetAmount: BN;
     lastCumulativeFundingRate: BN;
     marketIndex: BN;
     quoteAssetAmount: BN;
+    openOrders: BN;
 };
 export declare type UserPositionsAccount = {
     positions: UserPosition[];
@@ -237,6 +321,51 @@ export declare type UserAccount = {
     cumulativeDeposits: BN;
     positions: PublicKey;
     totalFeePaid: BN;
+    totalTokenDiscount: BN;
+    totalReferralReward: BN;
+    totalRefereeDiscount: BN;
+};
+export declare type UserOrdersAccount = {
+    orders: Order[];
+    user: PublicKey;
+};
+export declare type Order = {
+    status: OrderStatus;
+    orderType: OrderType;
+    ts: BN;
+    orderId: BN;
+    marketIndex: BN;
+    price: BN;
+    baseAssetAmount: BN;
+    baseAssetAmountFilled: BN;
+    quoteAssetAmount: BN;
+    quoteAssetAmountFilled: BN;
+    fee: BN;
+    direction: PositionDirection;
+    reduceOnly: boolean;
+    triggerPrice: BN;
+    triggerCondition: OrderTriggerCondition;
+    discountTier: OrderDiscountTier;
+    referrer: PublicKey;
+    postOnly: boolean;
+    immediateOrCancel: boolean;
+};
+export declare type OrderParams = {
+    orderType: OrderType;
+    direction: PositionDirection;
+    quoteAssetAmount: BN;
+    baseAssetAmount: BN;
+    price: BN;
+    marketIndex: BN;
+    reduceOnly: boolean;
+    postOnly: boolean;
+    immediateOrCancel: boolean;
+    triggerPrice: BN;
+    triggerCondition: OrderTriggerCondition;
+    optionalAccounts: {
+        discountToken: boolean;
+        referrer: boolean;
+    };
 };
 export interface IWallet {
     signTransaction(tx: Transaction): Promise<Transaction>;
@@ -287,4 +416,8 @@ export declare type OracleGuardRails = {
     };
     useForLiquidations: boolean;
 };
-//# sourceMappingURL=types.d.ts.map
+export declare type OrderFillerRewardStructure = {
+    rewardNumerator: BN;
+    rewardDenominator: BN;
+    timeBasedRewardLowerBound: BN;
+};

package/lib/types.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.TradeSide = exports.OracleSource = exports.PositionDirection = exports.SwapDirection = void 0;
+exports.TradeSide = exports.isVariant = exports.OrderTriggerCondition = exports.OrderAction = exports.OrderDiscountTier = exports.OrderStatus = exports.OrderType = exports.OracleSource = exports.PositionDirection = exports.SwapDirection = void 0;
 // # Utility Types / Enums / Constants
 class SwapDirection {
 }
@@ -17,6 +17,41 @@ class OracleSource {
 exports.OracleSource = OracleSource;
 OracleSource.PYTH = { pyth: {} };
 OracleSource.SWITCHBOARD = { switchboard: {} };
+class OrderType {
+}
+exports.OrderType = OrderType;
+OrderType.LIMIT = { limit: {} };
+OrderType.STOP = { stop: {} };
+OrderType.STOP_LIMIT = { stopLimit: {} };
+OrderType.MARKET = { market: {} };
+class OrderStatus {
+}
+exports.OrderStatus = OrderStatus;
+OrderStatus.INIT = { init: {} };
+OrderStatus.OPEN = { open: {} };
+class OrderDiscountTier {
+}
+exports.OrderDiscountTier = OrderDiscountTier;
+OrderDiscountTier.NONE = { none: {} };
+OrderDiscountTier.FIRST = { first: {} };
+OrderDiscountTier.SECOND = { second: {} };
+OrderDiscountTier.THIRD = { third: {} };
+OrderDiscountTier.FOURTH = { fourth: {} };
+class OrderAction {
+}
+exports.OrderAction = OrderAction;
+OrderAction.PLACE = { place: {} };
+OrderAction.CANCEL = { cancel: {} };
+OrderAction.FILL = { fill: {} };
+class OrderTriggerCondition {
+}
+exports.OrderTriggerCondition = OrderTriggerCondition;
+OrderTriggerCondition.ABOVE = { above: {} };
+OrderTriggerCondition.BELOW = { below: {} };
+function isVariant(object, type) {
+    return object.hasOwnProperty(type);
+}
+exports.isVariant = isVariant;
 var TradeSide;
 (function (TradeSide) {
     TradeSide[TradeSide["None"] = 0] = "None";

package/lib/util/computeUnits.d.ts

@@ -1,3 +1,2 @@
 import { Connection, Finality, PublicKey } from '@solana/web3.js';
 export declare function findComputeUnitConsumption(programId: PublicKey, connection: Connection, txSignature: string, commitment?: Finality): Promise<number[]>;
-//# sourceMappingURL=computeUnits.d.ts.map

package/lib/util/tps.d.ts

@@ -1,3 +1,2 @@
 import { Connection, PublicKey } from '@solana/web3.js';
 export declare function estimateTps(programId: PublicKey, connection: Connection, failed: boolean): Promise<number>;
-//# sourceMappingURL=tps.d.ts.map

package/lib/wallet.d.ts

@@ -7,4 +7,3 @@ export declare class Wallet implements IWallet {
     signAllTransactions(txs: Transaction[]): Promise<Transaction[]>;
     get publicKey(): PublicKey;
 }
-//# sourceMappingURL=wallet.d.ts.map

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "0.1.18-master.0",
+	"version": "0.1.18-orders.1",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/accounts/defaultClearingHouseAccountSubscriber.ts

@@ -5,12 +5,14 @@ import {
 } from './types';
 import { AccountSubscriber, NotSubscribedError } from './types';
 import {
+	CurveHistoryAccount,
 	DepositHistoryAccount,
-	ExtendedCurveHistoryAccount,
 	FundingPaymentHistoryAccount,
 	FundingRateHistoryAccount,
 	LiquidationHistoryAccount,
 	MarketsAccount,
+	OrderHistoryAccount,
+	OrderStateAccount,
 	StateAccount,
 	TradeHistoryAccount,
 } from '../types';
@@ -32,8 +34,10 @@ export class DefaultClearingHouseAccountSubscriber
 	depositHistoryAccountSubscriber?: AccountSubscriber<DepositHistoryAccount>;
 	fundingPaymentHistoryAccountSubscriber?: AccountSubscriber<FundingPaymentHistoryAccount>;
 	fundingRateHistoryAccountSubscriber?: AccountSubscriber<FundingRateHistoryAccount>;
-	curveHistoryAccountSubscriber?: AccountSubscriber<ExtendedCurveHistoryAccount>;
+	curveHistoryAccountSubscriber?: AccountSubscriber<CurveHistoryAccount>;
 	liquidationHistoryAccountSubscriber?: AccountSubscriber<LiquidationHistoryAccount>;
+	orderStateAccountSubscriber?: AccountSubscriber<OrderStateAccount>;
+	orderHistoryAccountSubscriber?: AccountSubscriber<OrderHistoryAccount>;
 
 	optionalExtraSubscriptions: ClearingHouseAccountTypes[] = [];
 
@@ -92,6 +96,21 @@ export class DefaultClearingHouseAccountSubscriber
 			this.eventEmitter.emit('update');
 		});
 
+		this.orderStateAccountSubscriber = new WebSocketAccountSubscriber(
+			'orderState',
+			this.program,
+			state.orderState
+		);
+
+		await this.orderStateAccountSubscriber.subscribe(
+			(data: OrderStateAccount) => {
+				this.eventEmitter.emit('orderStateAccountUpdate', data);
+				this.eventEmitter.emit('update');
+			}
+		);
+
+		const orderState = this.orderStateAccountSubscriber.data;
+
 		// create subscribers for other state accounts
 
 		this.tradeHistoryAccountSubscriber = new WebSocketAccountSubscriber(
@@ -126,9 +145,15 @@ export class DefaultClearingHouseAccountSubscriber
 		);
 
 		this.curveHistoryAccountSubscriber = new WebSocketAccountSubscriber(
-			'extendedCurveHistory',
+			'curveHistory',
 			this.program,
-			state.extendedCurveHistory
+			state.curveHistory
+		);
+
+		this.orderHistoryAccountSubscriber = new WebSocketAccountSubscriber(
+			'orderHistory',
+			this.program,
+			orderState.orderHistory
 		);
 
 		const extraSusbcribersToUse: {
@@ -172,6 +197,12 @@ export class DefaultClearingHouseAccountSubscriber
 				eventType: 'curveHistoryAccountUpdate',
 			});
 
+		if (optionalSubscriptions?.includes('orderHistoryAccount'))
+			extraSusbcribersToUse.push({
+				subscriber: this.orderHistoryAccountSubscriber,
+				eventType: 'orderHistoryAccountUpdate',
+			});
+
 		this.optionalExtraSubscriptions = optionalSubscriptions ?? [];
 
 		// await all subcriptions in parallel to boost performance
@@ -219,6 +250,7 @@ export class DefaultClearingHouseAccountSubscriber
 
 		await this.stateAccountSubscriber.unsubscribe();
 		await this.marketsAccountSubscriber.unsubscribe();
+		await this.orderStateAccountSubscriber.unsubscribe();
 
 		if (this.optionalExtraSubscriptions.includes('tradeHistoryAccount')) {
 			await this.tradeHistoryAccountSubscriber.unsubscribe();
@@ -246,6 +278,10 @@ export class DefaultClearingHouseAccountSubscriber
 			await this.liquidationHistoryAccountSubscriber.unsubscribe();
 		}
 
+		if (this.optionalExtraSubscriptions.includes('orderHistoryAccount')) {
+			await this.orderHistoryAccountSubscriber.unsubscribe();
+		}
+
 		this.isSubscribed = false;
 	}
 
@@ -307,7 +343,7 @@ export class DefaultClearingHouseAccountSubscriber
 		return this.fundingRateHistoryAccountSubscriber.data;
 	}
 
-	public getCurveHistoryAccount(): ExtendedCurveHistoryAccount {
+	public getCurveHistoryAccount(): CurveHistoryAccount {
 		this.assertIsSubscribed();
 		this.assertOptionalIsSubscribed('curveHistoryAccount');
 		return this.curveHistoryAccountSubscriber.data;
@@ -318,4 +354,15 @@ export class DefaultClearingHouseAccountSubscriber
 		this.assertOptionalIsSubscribed('liquidationHistoryAccount');
 		return this.liquidationHistoryAccountSubscriber.data;
 	}
+
+	public getOrderHistoryAccount(): OrderHistoryAccount {
+		this.assertIsSubscribed();
+		this.assertOptionalIsSubscribed('orderHistoryAccount');
+		return this.orderHistoryAccountSubscriber.data;
+	}
+
+	public getOrderStateAccount(): OrderStateAccount {
+		this.assertIsSubscribed();
+		return this.orderStateAccountSubscriber.data;
+	}
 }