@drift-labs/sdk 0.1.18-master.8 → 0.1.18-orders.3

package/src/accounts/types.ts

@@ -5,13 +5,19 @@ import {
 	FundingRateHistoryAccount,
 	LiquidationHistoryAccount,
 	MarketsAccount,
+	OrderHistoryAccount,
+	OrderStateAccount,
 	StateAccount,
 	TradeHistoryAccount,
 	UserAccount,
+	UserOrdersAccount,
 	UserPositionsAccount,
 } from '../types';
 import StrictEventEmitter from 'strict-event-emitter-types';
 import { EventEmitter } from 'events';
+import { PublicKey } from '@solana/web3.js';
+import { AccountInfo } from '@solana/spl-token';
+import { ClearingHouseConfigType, ClearingHouseUserConfigType } from '..';
 
 export interface AccountSubscriber<T> {
 	data?: T;
@@ -35,7 +41,10 @@ export interface ClearingHouseAccountEvents {
 	liquidationHistoryAccountUpdate: (payload: LiquidationHistoryAccount) => void;
 	depositHistoryAccountUpdate: (payload: DepositHistoryAccount) => void;
 	curveHistoryAccountUpdate: (payload: ExtendedCurveHistoryAccount) => void;
+	orderHistoryAccountUpdate: (payload: OrderHistoryAccount) => void;
+	orderStateAccountUpdate: (payload: OrderStateAccount) => void;
 	update: void;
+	error: (e: Error) => void;
 }
 
 export type ClearingHouseAccountTypes =
@@ -44,7 +53,8 @@ export type ClearingHouseAccountTypes =
 	| 'fundingPaymentHistoryAccount'
 	| 'fundingRateHistoryAccount'
 	| 'curveHistoryAccount'
-	| 'liquidationHistoryAccount';
+	| 'liquidationHistoryAccount'
+	| 'orderHistoryAccount';
 
 export interface ClearingHouseAccountSubscriber {
 	eventEmitter: StrictEventEmitter<EventEmitter, ClearingHouseAccountEvents>;
@@ -66,12 +76,18 @@ export interface ClearingHouseAccountSubscriber {
 	getFundingRateHistoryAccount(): FundingRateHistoryAccount;
 	getCurveHistoryAccount(): ExtendedCurveHistoryAccount;
 	getLiquidationHistoryAccount(): LiquidationHistoryAccount;
+	getOrderStateAccount(): OrderStateAccount;
+	getOrderHistoryAccount(): OrderHistoryAccount;
+
+	type: ClearingHouseConfigType;
 }
 
 export interface UserAccountEvents {
 	userAccountData: (payload: UserAccount) => void;
 	userPositionsData: (payload: UserPositionsAccount) => void;
+	userOrdersData: (payload: UserOrdersAccount) => void;
 	update: void;
+	error: (e: Error) => void;
 }
 
 export interface UserAccountSubscriber {
@@ -84,4 +100,30 @@ export interface UserAccountSubscriber {
 
 	getUserAccount(): UserAccount;
 	getUserPositionsAccount(): UserPositionsAccount;
+	getUserOrdersAccount(): UserOrdersAccount;
+	type: ClearingHouseUserConfigType;
+}
+
+export interface TokenAccountEvents {
+	tokenAccountUpdate: (payload: AccountInfo) => void;
+	update: void;
+	error: (e: Error) => void;
 }
+
+export interface TokenAccountSubscriber {
+	eventEmitter: StrictEventEmitter<EventEmitter, TokenAccountEvents>;
+	isSubscribed: boolean;
+
+	subscribe(): Promise<boolean>;
+	fetch(): Promise<void>;
+	unsubscribe(): Promise<void>;
+
+	getTokenAccount(): AccountInfo;
+}
+
+export type AccountToPoll = {
+	key: string;
+	publicKey: PublicKey;
+	eventType: string;
+	callbackId?: string;
+};

package/src/accounts/utils.ts

@@ -0,0 +1,3 @@
+export function capitalize(value: string): string {
+	return value[0].toUpperCase() + value.slice(1);
+}

package/src/accounts/{defaultClearingHouseAccountSubscriber.ts → webSocketClearingHouseAccountSubscriber.ts}

@@ -11,6 +11,8 @@ import {
 	FundingRateHistoryAccount,
 	LiquidationHistoryAccount,
 	MarketsAccount,
+	OrderHistoryAccount,
+	OrderStateAccount,
 	StateAccount,
 	TradeHistoryAccount,
 } from '../types';
@@ -19,8 +21,9 @@ import StrictEventEmitter from 'strict-event-emitter-types';
 import { EventEmitter } from 'events';
 import { getClearingHouseStateAccountPublicKey } from '../addresses';
 import { WebSocketAccountSubscriber } from './webSocketAccountSubscriber';
+import { ClearingHouseConfigType } from '../factory/clearingHouse';
 
-export class DefaultClearingHouseAccountSubscriber
+export class WebSocketClearingHouseAccountSubscriber
 	implements ClearingHouseAccountSubscriber
 {
 	isSubscribed: boolean;
@@ -34,9 +37,13 @@ export class DefaultClearingHouseAccountSubscriber
 	fundingRateHistoryAccountSubscriber?: AccountSubscriber<FundingRateHistoryAccount>;
 	curveHistoryAccountSubscriber?: AccountSubscriber<ExtendedCurveHistoryAccount>;
 	liquidationHistoryAccountSubscriber?: AccountSubscriber<LiquidationHistoryAccount>;
+	orderStateAccountSubscriber?: AccountSubscriber<OrderStateAccount>;
+	orderHistoryAccountSubscriber?: AccountSubscriber<OrderHistoryAccount>;
 
 	optionalExtraSubscriptions: ClearingHouseAccountTypes[] = [];
 
+	type: ClearingHouseConfigType = 'websocket';
+
 	private isSubscribing = false;
 	private subscriptionPromise: Promise<boolean>;
 	private subscriptionPromiseResolver: (val: boolean) => void;
@@ -92,6 +99,21 @@ 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(
@@ -131,6 +153,12 @@ export class DefaultClearingHouseAccountSubscriber
 			state.extendedCurveHistory
 		);
 
+		this.orderHistoryAccountSubscriber = new WebSocketAccountSubscriber(
+			'orderHistory',
+			this.program,
+			orderState.orderHistory
+		);
+
 		const extraSusbcribersToUse: {
 			subscriber: AccountSubscriber<any>;
 			eventType: keyof ClearingHouseAccountEvents;
@@ -172,6 +200,12 @@ 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 +253,7 @@ 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 +281,10 @@ export class DefaultClearingHouseAccountSubscriber
 			await this.liquidationHistoryAccountSubscriber.unsubscribe();
 		}
 
+		if (this.optionalExtraSubscriptions.includes('orderHistoryAccount')) {
+			await this.orderHistoryAccountSubscriber.unsubscribe();
+		}
+
 		this.isSubscribed = false;
 	}
 
@@ -318,4 +357,15 @@ 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;
+	}
 }

package/src/accounts/{defaultUserAccountSubscriber.ts → webSocketUserAccountSubscriber.ts}

@@ -8,11 +8,15 @@ import { Program } from '@project-serum/anchor';
 import StrictEventEmitter from 'strict-event-emitter-types';
 import { EventEmitter } from 'events';
 import { PublicKey } from '@solana/web3.js';
-import { getUserAccountPublicKey } from '../addresses';
+import {
+	getUserAccountPublicKey,
+	getUserOrdersAccountPublicKey,
+} from '../addresses';
 import { WebSocketAccountSubscriber } from './webSocketAccountSubscriber';
-import { UserAccount, UserPositionsAccount } from '../types';
+import { UserAccount, UserOrdersAccount, UserPositionsAccount } from '../types';
+import { ClearingHouseConfigType } from '../factory/clearingHouse';
 
-export class DefaultUserAccountSubscriber implements UserAccountSubscriber {
+export class WebSocketUserAccountSubscriber implements UserAccountSubscriber {
 	isSubscribed: boolean;
 	program: Program;
 	eventEmitter: StrictEventEmitter<EventEmitter, UserAccountEvents>;
@@ -20,6 +24,9 @@ export class DefaultUserAccountSubscriber implements UserAccountSubscriber {
 
 	userDataAccountSubscriber: AccountSubscriber<UserAccount>;
 	userPositionsAccountSubscriber: AccountSubscriber<UserPositionsAccount>;
+	userOrdersAccountSubscriber: AccountSubscriber<UserOrdersAccount>;
+
+	type: ClearingHouseConfigType = 'websocket';
 
 	public constructor(program: Program, authority: PublicKey) {
 		this.isSubscribed = false;
@@ -61,6 +68,23 @@ export class DefaultUserAccountSubscriber implements UserAccountSubscriber {
 			}
 		);
 
+		const userOrdersPublicKey = await getUserOrdersAccountPublicKey(
+			this.program.programId,
+			userPublicKey
+		);
+
+		this.userOrdersAccountSubscriber = new WebSocketAccountSubscriber(
+			'userOrders',
+			this.program,
+			userOrdersPublicKey
+		);
+		await this.userOrdersAccountSubscriber.subscribe(
+			(data: UserOrdersAccount) => {
+				this.eventEmitter.emit('userOrdersData', data);
+				this.eventEmitter.emit('update');
+			}
+		);
+
 		this.eventEmitter.emit('update');
 		this.isSubscribed = true;
 		return true;
@@ -70,6 +94,7 @@ export class DefaultUserAccountSubscriber implements UserAccountSubscriber {
 		await Promise.all([
 			this.userDataAccountSubscriber.fetch(),
 			this.userPositionsAccountSubscriber.fetch(),
+			this.userOrdersAccountSubscriber.fetch(),
 		]);
 	}
 
@@ -81,6 +106,7 @@ export class DefaultUserAccountSubscriber implements UserAccountSubscriber {
 		await Promise.all([
 			this.userDataAccountSubscriber.unsubscribe(),
 			this.userPositionsAccountSubscriber.unsubscribe(),
+			await this.userOrdersAccountSubscriber.unsubscribe(),
 		]);
 
 		this.isSubscribed = false;
@@ -103,4 +129,8 @@ export class DefaultUserAccountSubscriber implements UserAccountSubscriber {
 		this.assertIsSubscribed();
 		return this.userPositionsAccountSubscriber.data;
 	}
+
+	public getUserOrdersAccount(): UserOrdersAccount {
+		return this.userOrdersAccountSubscriber.data;
+	}
 }

package/src/addresses.ts

@@ -10,6 +10,21 @@ export async function getClearingHouseStateAccountPublicKeyAndNonce(
 	);
 }
 
+export async function getOrderStateAccountPublicKey(
+	programId: PublicKey
+): Promise<PublicKey> {
+	return (await getOrderStateAccountPublicKeyAndNonce(programId))[0];
+}
+
+export async function getOrderStateAccountPublicKeyAndNonce(
+	programId: PublicKey
+): Promise<[PublicKey, number]> {
+	return anchor.web3.PublicKey.findProgramAddress(
+		[Buffer.from(anchor.utils.bytes.utf8.encode('order_state'))],
+		programId
+	);
+}
+
 export async function getClearingHouseStateAccountPublicKey(
 	programId: PublicKey
 ): Promise<PublicKey> {
@@ -32,3 +47,25 @@ export async function getUserAccountPublicKey(
 ): Promise<PublicKey> {
 	return (await getUserAccountPublicKeyAndNonce(programId, authority))[0];
 }
+
+export async function getUserOrdersAccountPublicKeyAndNonce(
+	programId: PublicKey,
+	userAccount: PublicKey
+): Promise<[PublicKey, number]> {
+	return anchor.web3.PublicKey.findProgramAddress(
+		[
+			Buffer.from(anchor.utils.bytes.utf8.encode('user_orders')),
+			userAccount.toBuffer(),
+		],
+		programId
+	);
+}
+
+export async function getUserOrdersAccountPublicKey(
+	programId: PublicKey,
+	userAccount: PublicKey
+): Promise<PublicKey> {
+	return (
+		await getUserOrdersAccountPublicKeyAndNonce(programId, userAccount)
+	)[0];
+}

package/src/admin.ts

@@ -5,18 +5,29 @@ import {
 	SYSVAR_RENT_PUBKEY,
 	TransactionSignature,
 } from '@solana/web3.js';
-import { FeeStructure, IWallet, OracleGuardRails, OracleSource } from './types';
-import { BN, Idl, Program, Provider } from '@project-serum/anchor';
+import {
+	FeeStructure,
+	IWallet,
+	OracleGuardRails,
+	OracleSource,
+	OrderFillerRewardStructure,
+} from './types';
+import { BN, Provider } from '@project-serum/anchor';
 import * as anchor from '@project-serum/anchor';
-import { getClearingHouseStateAccountPublicKeyAndNonce } from './addresses';
+import {
+	getClearingHouseStateAccountPublicKey,
+	getClearingHouseStateAccountPublicKeyAndNonce,
+	getOrderStateAccountPublicKeyAndNonce,
+} from './addresses';
 import { TOKEN_PROGRAM_ID } from '@solana/spl-token';
 import { ClearingHouse } from './clearingHouse';
 import { PEG_PRECISION } from './constants/numericConstants';
-import clearingHouseIDL from './idl/clearing_house.json';
-import { DefaultClearingHouseAccountSubscriber } from './accounts/defaultClearingHouseAccountSubscriber';
-import { DefaultTxSender } from './tx/defaultTxSender';
 import { calculateTargetPriceTrade } from './math/trade';
 import { calculateAmmReservesAfterSwap, getSwapDirection } from './math/amm';
+import {
+	getAdmin,
+	getWebSocketClearingHouseConfig,
+} from './factory/clearingHouse';
 
 export class Admin extends ClearingHouse {
 	public static from(
@@ -25,30 +36,21 @@ export class Admin extends ClearingHouse {
 		clearingHouseProgramId: PublicKey,
 		opts: ConfirmOptions = Provider.defaultOptions()
 	): Admin {
-		const provider = new Provider(connection, wallet, opts);
-		const program = new Program(
-			clearingHouseIDL as Idl,
-			clearingHouseProgramId,
-			provider
-		);
-		const accountSubscriber = new DefaultClearingHouseAccountSubscriber(
-			program
-		);
-		const txSender = new DefaultTxSender(provider);
-		return new Admin(
+		const config = getWebSocketClearingHouseConfig(
 			connection,
 			wallet,
-			program,
-			accountSubscriber,
-			txSender,
+			clearingHouseProgramId,
 			opts
 		);
+		return getAdmin(config);
 	}
 
 	public async initialize(
 		usdcMint: PublicKey,
 		adminControlsPrices: boolean
-	): Promise<[TransactionSignature, TransactionSignature]> {
+	): Promise<
+		[TransactionSignature, TransactionSignature, TransactionSignature]
+	> {
 		const stateAccountRPCResponse = await this.connection.getParsedAccountInfo(
 			await this.getStatePublicKey()
 		);
@@ -172,7 +174,40 @@ export class Admin extends ClearingHouse {
 			this.opts
 		);
 
-		return [initializeTxSig, initializeHistoryTxSig];
+		const initializeOrderStateTxSig = await this.initializeOrderState();
+
+		return [initializeTxSig, initializeHistoryTxSig, initializeOrderStateTxSig];
+	}
+
+	public async initializeOrderState(): Promise<TransactionSignature> {
+		const orderHistory = anchor.web3.Keypair.generate();
+		const [orderStatePublicKey, orderStateNonce] =
+			await getOrderStateAccountPublicKeyAndNonce(this.program.programId);
+		const clearingHouseStatePublicKey =
+			await getClearingHouseStateAccountPublicKey(this.program.programId);
+
+		const initializeOrderStateTx =
+			await this.program.transaction.initializeOrderState(orderStateNonce, {
+				accounts: {
+					admin: this.wallet.publicKey,
+					state: clearingHouseStatePublicKey,
+					orderHistory: orderHistory.publicKey,
+					orderState: orderStatePublicKey,
+					rent: SYSVAR_RENT_PUBKEY,
+					systemProgram: anchor.web3.SystemProgram.programId,
+				},
+				instructions: [
+					await this.program.account.orderHistory.createInstruction(
+						orderHistory
+					),
+				],
+			});
+
+		return await this.txSender.send(
+			initializeOrderStateTx,
+			[orderHistory],
+			this.opts
+		);
 	}
 
 	public async initializeMarket(
@@ -338,6 +373,25 @@ export class Admin extends ClearingHouse {
 		});
 	}
 
+	public async resetAmmOracleTwap(
+		marketIndex: BN
+	): Promise<TransactionSignature> {
+		const state = this.getStateAccount();
+		const markets = this.getMarketsAccount();
+		const marketData = markets.markets[marketIndex.toNumber()];
+		const ammData = marketData.amm;
+
+		return await this.program.rpc.resetAmmOracleTwap(marketIndex, {
+			accounts: {
+				state: await this.getStatePublicKey(),
+				admin: this.wallet.publicKey,
+				oracle: ammData.oracle,
+				markets: state.markets,
+				curveHistory: state.extendedCurveHistory,
+			},
+		});
+	}
+
 	public async withdrawFromInsuranceVault(
 		amount: BN,
 		recipient: PublicKey
@@ -499,6 +553,21 @@ export class Admin extends ClearingHouse {
 		);
 	}
 
+	public async updateOrderFillerRewardStructure(
+		orderFillerRewardStructure: OrderFillerRewardStructure
+	): Promise<TransactionSignature> {
+		return await this.program.rpc.updateOrderFillerRewardStructure(
+			orderFillerRewardStructure,
+			{
+				accounts: {
+					admin: this.wallet.publicKey,
+					state: await this.getStatePublicKey(),
+					orderState: await this.getOrderStatePublicKey(),
+				},
+			}
+		);
+	}
+
 	public async updateFee(fees: FeeStructure): Promise<TransactionSignature> {
 		return await this.program.rpc.updateFee(fees, {
 			accounts: {
@@ -539,12 +608,30 @@ export class Admin extends ClearingHouse {
 		);
 	}
 
-	public async updateMarketMinimumTradeSize(
+	public async updateMarketMinimumQuoteAssetTradeSize(
+		marketIndex: BN,
+		minimumTradeSize: BN
+	): Promise<TransactionSignature> {
+		const state = this.getStateAccount();
+		return await this.program.rpc.updateMarketMinimumQuoteAssetTradeSize(
+			marketIndex,
+			minimumTradeSize,
+			{
+				accounts: {
+					admin: this.wallet.publicKey,
+					state: await this.getStatePublicKey(),
+					markets: state.markets,
+				},
+			}
+		);
+	}
+
+	public async updateMarketMinimumBaseAssetTradeSize(
 		marketIndex: BN,
 		minimumTradeSize: BN
 	): Promise<TransactionSignature> {
 		const state = this.getStateAccount();
-		return await this.program.rpc.updateMarketMinimumTradeSize(
+		return await this.program.rpc.updateMarketMinimumBaseAssetTradeSize(
 			marketIndex,
 			minimumTradeSize,
 			{