@drift-labs/sdk 0.1.18-master.2 → 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.
- package/README.md +2 -1
- package/lib/idl/clearing_house.json +13 -0
- package/lib/math/funding.d.ts.map +1 -1
- package/lib/math/funding.js +4 -1
- package/lib/types.d.ts +1 -0
- package/lib/types.d.ts.map +1 -1
- package/package.json +1 -1
- package/src/idl/clearing_house.json +13 -0
- package/src/math/funding.ts +7 -2
- package/src/types.ts +1 -0
package/README.md
CHANGED
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@@ -84,7 +84,7 @@ convertToNumber(new BN(10500), new BN(1000)); // = 10.5
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### Setting up an account and making a trade
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```typescript
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87
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-
import { BN, Provider
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87
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+
import { BN, Provider } from '@project-serum/anchor';
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import { Token, TOKEN_PROGRAM_ID } from '@solana/spl-token';
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import { Connection, Keypair, PublicKey } from '@solana/web3.js';
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import {
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@@ -98,6 +98,7 @@ import {
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calculateTradeSlippage,
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MARK_PRICE_PRECISION,
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QUOTE_PRECISION,
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101
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+
Wallet
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} from '@drift-labs/sdk';
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export const getTokenAddress = (
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@@ -2014,6 +2014,19 @@
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2014
2014
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{
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2015
2015
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"name": "oraclePrice",
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2016
2016
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"type": "i128"
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2017
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+
},
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2018
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+
{
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2019
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+
"name": "tradeRecord",
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2020
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+
"type": "u128"
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2021
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+
},
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2022
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+
{
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2023
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"name": "padding",
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2024
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+
"type": {
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2025
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"array": [
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2026
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"u128",
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2027
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+
5
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2028
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]
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2029
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+
}
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2017
2030
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}
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2018
2031
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]
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2019
2032
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}
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@@ -1 +1 @@
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1
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-
{"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,
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1
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+
{"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"}
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package/lib/math/funding.js
CHANGED
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@@ -242,7 +242,10 @@ exports.calculateLongShortFundingRateAndLiveTwaps = calculateLongShortFundingRat
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function calculateFundingPool(market) {
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// todo
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const totalFeeLB = market.amm.totalFee.div(new anchor_1.BN(2));
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245
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-
const feePool = anchor_1.BN.max(numericConstants_1.ZERO,
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+
const feePool = anchor_1.BN.max(numericConstants_1.ZERO, market.amm.totalFeeMinusDistributions
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246
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+
.sub(totalFeeLB)
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247
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.mul(new anchor_1.BN(2))
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.div(new anchor_1.BN(3)));
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return feePool;
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}
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exports.calculateFundingPool = calculateFundingPool;
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package/lib/types.d.ts
CHANGED
package/lib/types.d.ts.map
CHANGED
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../src/types.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,WAAW,EAAE,MAAM,iBAAiB,CAAC;AACzD,OAAO,EAAE,MAAM,OAAO,CAAC;AAGvB,qBAAa,aAAa;IACzB,MAAM,CAAC,QAAQ,CAAC,GAAG;;MAAe;IAClC,MAAM,CAAC,QAAQ,CAAC,MAAM;;MAAkB;CACxC;AACD,qBAAa,iBAAiB;IAC7B,MAAM,CAAC,QAAQ,CAAC,IAAI;;MAAgB;IACpC,MAAM,CAAC,QAAQ,CAAC,KAAK;;MAAiB;CACtC;AAED,qBAAa,YAAY;IACxB,MAAM,CAAC,QAAQ,CAAC,IAAI;;MAAgB;IACpC,MAAM,CAAC,QAAQ,CAAC,WAAW;;MAAuB;CAClD;AAED,oBAAY,SAAS;IACpB,IAAI,IAAI;IACR,GAAG,IAAI;IACP,IAAI,IAAI;CACR;AAED,oBAAY,gBAAgB,GACzB,GAAG,GACH,GAAG,GACH,IAAI,GACJ,IAAI,GACJ,KAAK,GACL,GAAG,GACH,GAAG,GACH,GAAG,CAAC;AAGP,oBAAY,mBAAmB,GAAG;IACjC,IAAI,EAAE,EAAE,CAAC;IACT,YAAY,EAAE,WAAW,EAAE,CAAC;CAC5B,CAAC;AAEF,oBAAY,qBAAqB,GAAG;IACnC,IAAI,EAAE,EAAE,CAAC;IACT,cAAc,EAAE,aAAa,EAAE,CAAC;CAChC,CAAC;AAEF,oBAAY,2BAA2B,GAAG;IACzC,IAAI,EAAE,EAAE,CAAC;IACT,YAAY,EAAE,mBAAmB,EAAE,CAAC;CACpC,CAAC;AAEF,oBAAY,yBAAyB,GAAG;IACvC,IAAI,EAAE,EAAE,CAAC;IACT,kBAAkB,EAAE,iBAAiB,EAAE,CAAC;CACxC,CAAC;AAEF,oBAAY,4BAA4B,GAAG;IAC1C,IAAI,EAAE,EAAE,CAAC;IACT,qBAAqB,EAAE,oBAAoB,EAAE,CAAC;CAC9C,CAAC;AAEF,oBAAY,yBAAyB,GAAG;IACvC,IAAI,EAAE,EAAE,CAAC;IACT,kBAAkB,EAAE,iBAAiB,EAAE,CAAC;CACxC,CAAC;AAEF,oBAAY,aAAa,GAAG;IAC3B,EAAE,EAAE,EAAE,CAAC;IACP,QAAQ,EAAE,EAAE,CAAC;IACb,aAAa,EAAE,SAAS,CAAC;IACzB,IAAI,EAAE,SAAS,CAAC;IAChB,SAAS,EAAE;QACV,OAAO,CAAC,EAAE,GAAG,CAAC;QACd,QAAQ,CAAC,EAAE,GAAG,CAAC;KACf,CAAC;IACF,gBAAgB,EAAE,EAAE,CAAC;IACrB,wBAAwB,EAAE,EAAE,CAAC;IAC7B,MAAM,EAAE,EAAE,CAAC;CACX,CAAC;AAEF,oBAAY,mBAAmB,GAAG;IACjC,EAAE,EAAE,EAAE,CAAC;IACP,QAAQ,EAAE,EAAE,CAAC;IACb,WAAW,EAAE,EAAE,CAAC;IAChB,mBAAmB,EAAE,EAAE,CAAC;IACxB,sBAAsB,EAAE,EAAE,CAAC;IAC3B,uBAAuB,EAAE,EAAE,CAAC;IAC5B,WAAW,EAAE,EAAE,CAAC;IAChB,kBAAkB,EAAE,EAAE,CAAC;IACvB,qBAAqB,EAAE,EAAE,CAAC;IAC1B,sBAAsB,EAAE,EAAE,CAAC;IAC3B,UAAU,EAAE,EAAE,CAAC;IACf,mBAAmB,EAAE,EAAE,CAAC;IACxB,oBAAoB,EAAE,EAAE,CAAC;IACzB,eAAe,EAAE,EAAE,CAAC;IACpB,YAAY,EAAE,EAAE,CAAC;IACjB,WAAW,EAAE,EAAE,CAAC;
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1
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+
{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../src/types.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,WAAW,EAAE,MAAM,iBAAiB,CAAC;AACzD,OAAO,EAAE,MAAM,OAAO,CAAC;AAGvB,qBAAa,aAAa;IACzB,MAAM,CAAC,QAAQ,CAAC,GAAG;;MAAe;IAClC,MAAM,CAAC,QAAQ,CAAC,MAAM;;MAAkB;CACxC;AACD,qBAAa,iBAAiB;IAC7B,MAAM,CAAC,QAAQ,CAAC,IAAI;;MAAgB;IACpC,MAAM,CAAC,QAAQ,CAAC,KAAK;;MAAiB;CACtC;AAED,qBAAa,YAAY;IACxB,MAAM,CAAC,QAAQ,CAAC,IAAI;;MAAgB;IACpC,MAAM,CAAC,QAAQ,CAAC,WAAW;;MAAuB;CAClD;AAED,oBAAY,SAAS;IACpB,IAAI,IAAI;IACR,GAAG,IAAI;IACP,IAAI,IAAI;CACR;AAED,oBAAY,gBAAgB,GACzB,GAAG,GACH,GAAG,GACH,IAAI,GACJ,IAAI,GACJ,KAAK,GACL,GAAG,GACH,GAAG,GACH,GAAG,CAAC;AAGP,oBAAY,mBAAmB,GAAG;IACjC,IAAI,EAAE,EAAE,CAAC;IACT,YAAY,EAAE,WAAW,EAAE,CAAC;CAC5B,CAAC;AAEF,oBAAY,qBAAqB,GAAG;IACnC,IAAI,EAAE,EAAE,CAAC;IACT,cAAc,EAAE,aAAa,EAAE,CAAC;CAChC,CAAC;AAEF,oBAAY,2BAA2B,GAAG;IACzC,IAAI,EAAE,EAAE,CAAC;IACT,YAAY,EAAE,mBAAmB,EAAE,CAAC;CACpC,CAAC;AAEF,oBAAY,yBAAyB,GAAG;IACvC,IAAI,EAAE,EAAE,CAAC;IACT,kBAAkB,EAAE,iBAAiB,EAAE,CAAC;CACxC,CAAC;AAEF,oBAAY,4BAA4B,GAAG;IAC1C,IAAI,EAAE,EAAE,CAAC;IACT,qBAAqB,EAAE,oBAAoB,EAAE,CAAC;CAC9C,CAAC;AAEF,oBAAY,yBAAyB,GAAG;IACvC,IAAI,EAAE,EAAE,CAAC;IACT,kBAAkB,EAAE,iBAAiB,EAAE,CAAC;CACxC,CAAC;AAEF,oBAAY,aAAa,GAAG;IAC3B,EAAE,EAAE,EAAE,CAAC;IACP,QAAQ,EAAE,EAAE,CAAC;IACb,aAAa,EAAE,SAAS,CAAC;IACzB,IAAI,EAAE,SAAS,CAAC;IAChB,SAAS,EAAE;QACV,OAAO,CAAC,EAAE,GAAG,CAAC;QACd,QAAQ,CAAC,EAAE,GAAG,CAAC;KACf,CAAC;IACF,gBAAgB,EAAE,EAAE,CAAC;IACrB,wBAAwB,EAAE,EAAE,CAAC;IAC7B,MAAM,EAAE,EAAE,CAAC;CACX,CAAC;AAEF,oBAAY,mBAAmB,GAAG;IACjC,EAAE,EAAE,EAAE,CAAC;IACP,QAAQ,EAAE,EAAE,CAAC;IACb,WAAW,EAAE,EAAE,CAAC;IAChB,mBAAmB,EAAE,EAAE,CAAC;IACxB,sBAAsB,EAAE,EAAE,CAAC;IAC3B,uBAAuB,EAAE,EAAE,CAAC;IAC5B,WAAW,EAAE,EAAE,CAAC;IAChB,kBAAkB,EAAE,EAAE,CAAC;IACvB,qBAAqB,EAAE,EAAE,CAAC;IAC1B,sBAAsB,EAAE,EAAE,CAAC;IAC3B,UAAU,EAAE,EAAE,CAAC;IACf,mBAAmB,EAAE,EAAE,CAAC;IACxB,oBAAoB,EAAE,EAAE,CAAC;IACzB,eAAe,EAAE,EAAE,CAAC;IACpB,YAAY,EAAE,EAAE,CAAC;IACjB,WAAW,EAAE,EAAE,CAAC;IAChB,OAAO,EAAE,EAAE,CAAC;CACZ,CAAC;AAEF,oBAAY,WAAW,GAAG;IACzB,EAAE,EAAE,EAAE,CAAC;IACP,QAAQ,EAAE,EAAE,CAAC;IACb,aAAa,EAAE,SAAS,CAAC;IACzB,IAAI,EAAE,SAAS,CAAC;IAChB,SAAS,EAAE;QACV,IAAI,CAAC,EAAE,GAAG,CAAC;QACX,KAAK,CAAC,EAAE,GAAG,CAAC;KACZ,CAAC;IACF,eAAe,EAAE,EAAE,CAAC;IACpB,gBAAgB,EAAE,EAAE,CAAC;IACrB,eAAe,EAAE,EAAE,CAAC;IACpB,cAAc,EAAE,EAAE,CAAC;IACnB,GAAG,EAAE,EAAE,CAAC;IACR,cAAc,EAAE,EAAE,CAAC;IACnB,eAAe,EAAE,EAAE,CAAC;IACpB,aAAa,EAAE,EAAE,CAAC;IAClB,WAAW,EAAE,EAAE,CAAC;IAChB,WAAW,EAAE,OAAO,CAAC;IACrB,WAAW,EAAE,EAAE,CAAC;CAChB,CAAC;AAEF,oBAAY,iBAAiB,GAAG;IAC/B,EAAE,EAAE,EAAE,CAAC;IACP,QAAQ,EAAE,EAAE,CAAC;IACb,WAAW,EAAE,EAAE,CAAC;IAChB,WAAW,EAAE,EAAE,CAAC;IAChB,yBAAyB,EAAE,EAAE,CAAC;IAC9B,0BAA0B,EAAE,EAAE,CAAC;IAC/B,eAAe,EAAE,EAAE,CAAC;IACpB,aAAa,EAAE,EAAE,CAAC;CAClB,CAAC;AAEF,oBAAY,oBAAoB,GAAG;IAClC,EAAE,EAAE,EAAE,CAAC;IACP,QAAQ,EAAE,EAAE,CAAC;IACb,aAAa,EAAE,SAAS,CAAC;IACzB,IAAI,EAAE,SAAS,CAAC;IAChB,WAAW,EAAE,EAAE,CAAC;IAChB,cAAc,EAAE,EAAE,CAAC;IACnB,eAAe,EAAE,EAAE,CAAC;IACpB,yBAAyB,EAAE,EAAE,CAAC;IAC9B,qBAAqB,EAAE,EAAE,CAAC;IAC1B,wBAAwB,EAAE,EAAE,CAAC;IAC7B,yBAAyB,EAAE,EAAE,CAAC;CAC9B,CAAC;AAEF,oBAAY,iBAAiB,GAAG;IAC/B,EAAE,EAAE,EAAE,CAAC;IACP,QAAQ,EAAE,EAAE,CAAC;IACb,aAAa,EAAE,SAAS,CAAC;IACzB,IAAI,EAAE,SAAS,CAAC;IAChB,OAAO,EAAE,OAAO,CAAC;IACjB,cAAc,EAAE,EAAE,CAAC;IACnB,oBAAoB,EAAE,EAAE,CAAC;IACzB,cAAc,EAAE,EAAE,CAAC;IACnB,eAAe,EAAE,EAAE,CAAC;IACpB,kBAAkB,EAAE,EAAE,CAAC;IACvB,UAAU,EAAE,SAAS,CAAC;IACtB,eAAe,EAAE,EAAE,CAAC;IACpB,UAAU,EAAE,EAAE,CAAC;IACf,aAAa,EAAE,EAAE,CAAC;IAClB,WAAW,EAAE,EAAE,CAAC;CAChB,CAAC;AAEF,oBAAY,YAAY,GAAG;IAC1B,KAAK,EAAE,SAAS,CAAC;IACjB,aAAa,EAAE,OAAO,CAAC;IACvB,cAAc,EAAE,OAAO,CAAC;IACxB,mBAAmB,EAAE,OAAO,CAAC;IAC7B,cAAc,EAAE,SAAS,CAAC;IAC1B,eAAe,EAAE,SAAS,CAAC;IAC3B,wBAAwB,EAAE,SAAS,CAAC;IACpC,oBAAoB,EAAE,MAAM,CAAC;IAC7B,cAAc,EAAE,SAAS,CAAC;IAC1B,uBAAuB,EAAE,SAAS,CAAC;IACnC,mBAAmB,EAAE,MAAM,CAAC;IAC5B,kBAAkB,EAAE,EAAE,CAAC;IACvB,sBAAsB,EAAE,EAAE,CAAC;IAC3B,kBAAkB,EAAE,EAAE,CAAC;IACvB,OAAO,EAAE,SAAS,CAAC;IACnB,YAAY,EAAE,SAAS,CAAC;IACxB,cAAc,EAAE,SAAS,CAAC;IAC1B,kBAAkB,EAAE,SAAS,CAAC;IAC9B,qBAAqB,EAAE,SAAS,CAAC;IACjC,YAAY,EAAE,SAAS,CAAC;IACxB,kBAAkB,EAAE,SAAS,CAAC;IAC9B,0CAA0C,EAAE,EAAE,CAAC;IAC/C,4CAA4C,EAAE,EAAE,CAAC;IACjD,4CAA4C,EAAE,EAAE,CAAC;IACjD,8CAA8C,EAAE,EAAE,CAAC;IACnD,yCAAyC,EAAE,EAAE,CAAC;IAC9C,2CAA2C,EAAE,EAAE,CAAC;IAChD,4CAA4C,EAAE,EAAE,CAAC;IACjD,yCAAyC,EAAE,EAAE,CAAC;IAC9C,YAAY,EAAE,YAAY,CAAC;IAC3B,QAAQ,EAAE,EAAE,CAAC;IACb,iBAAiB,EAAE,EAAE,CAAC;IACtB,aAAa,EAAE,SAAS,CAAC;IACzB,YAAY,EAAE,SAAS,CAAC;IACxB,gBAAgB,EAAE,gBAAgB,CAAC;IACnC,UAAU,EAAE,EAAE,CAAC;IACf,oBAAoB,EAAE,SAAS,CAAC;CAChC,CAAC;AAEF,oBAAY,cAAc,GAAG;IAC5B,YAAY,EAAE,EAAE,CAAC;IACjB,OAAO,EAAE,MAAM,EAAE,CAAC;CAClB,CAAC;AAEF,oBAAY,MAAM,GAAG;IACpB,GAAG,EAAE,GAAG,CAAC;IACT,eAAe,EAAE,EAAE,CAAC;IACpB,mBAAmB,EAAE,EAAE,CAAC;IACxB,oBAAoB,EAAE,EAAE,CAAC;IACzB,WAAW,EAAE,OAAO,CAAC;IACrB,YAAY,EAAE,EAAE,CAAC;CACjB,CAAC;AAEF,oBAAY,GAAG,GAAG;IACjB,gBAAgB,EAAE,EAAE,CAAC;IACrB,KAAK,EAAE,EAAE,CAAC;IACV,qBAAqB,EAAE,EAAE,CAAC;IAC1B,eAAe,EAAE,EAAE,CAAC;IACpB,iBAAiB,EAAE,EAAE,CAAC;IACtB,iBAAiB,EAAE,EAAE,CAAC;IAC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|
package/package.json
CHANGED
|
@@ -2014,6 +2014,19 @@
|
|
|
2014
2014
|
{
|
|
2015
2015
|
"name": "oraclePrice",
|
|
2016
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
|
+
}
|
|
2017
2030
|
}
|
|
2018
2031
|
]
|
|
2019
2032
|
}
|
package/src/math/funding.ts
CHANGED
|
@@ -121,7 +121,6 @@ export async function calculateAllEstimatedFundingRate(
|
|
|
121
121
|
.div(hoursInDay)
|
|
122
122
|
.div(MARK_PRICE_PRECISION.div(QUOTE_PRECISION));
|
|
123
123
|
|
|
124
|
-
|
|
125
124
|
let feePoolSize = calculateFundingPool(market);
|
|
126
125
|
if (interpRateQuote.lt(new BN(0))) {
|
|
127
126
|
feePoolSize = feePoolSize.mul(new BN(-1));
|
|
@@ -289,6 +288,12 @@ export async function calculateLongShortFundingRateAndLiveTwaps(
|
|
|
289
288
|
export function calculateFundingPool(market: Market): BN {
|
|
290
289
|
// todo
|
|
291
290
|
const totalFeeLB = market.amm.totalFee.div(new BN(2));
|
|
292
|
-
const feePool = BN.max(
|
|
291
|
+
const feePool = BN.max(
|
|
292
|
+
ZERO,
|
|
293
|
+
market.amm.totalFeeMinusDistributions
|
|
294
|
+
.sub(totalFeeLB)
|
|
295
|
+
.mul(new BN(2))
|
|
296
|
+
.div(new BN(3))
|
|
297
|
+
);
|
|
293
298
|
return feePool;
|
|
294
299
|
}
|