@drift-labs/sdk 0.1.18-orders.0 → 0.1.18-orders.4

package/lib/clearingHouse.d.ts

@@ -1,7 +1,7 @@
 /// <reference types="node" />
 /// <reference types="bn.js" />
 import { BN, Program, Provider } from '@project-serum/anchor';
-import { MarketsAccount, StateAccount, CurveHistoryAccount, DepositHistoryAccount, FundingPaymentHistoryAccount, FundingRateHistoryAccount, IWallet, LiquidationHistoryAccount, PositionDirection, TradeHistoryAccount, UserAccount, Market, OrderHistoryAccount, OrderStateAccount, OrderParams, Order } from './types';
+import { MarketsAccount, StateAccount, DepositHistoryAccount, FundingPaymentHistoryAccount, FundingRateHistoryAccount, IWallet, LiquidationHistoryAccount, PositionDirection, TradeHistoryAccount, UserAccount, Market, OrderHistoryAccount, OrderStateAccount, OrderParams, Order, ExtendedCurveHistoryAccount } from './types';
 import { Connection, PublicKey, TransactionSignature, Keypair, ConfirmOptions, TransactionInstruction } from '@solana/web3.js';
 import { MockUSDCFaucet } from './mockUSDCFaucet';
 import { EventEmitter } from 'events';
@@ -12,7 +12,7 @@ import { TxSender } from './tx/types';
  * # ClearingHouse
  * This class is the main way to interact with Drift Protocol. It allows you to subscribe to the various accounts where the Market's state is stored, as well as: opening positions, liquidating, settling funding, depositing & withdrawing, and more.
  *
- * The default way to construct a ClearingHouse instance is using the {@link from} method. This will create an instance using the static {@link DefaultClearingHouseAccountSubscriber}, which will use a websocket for each state account subscription.
+ * The default way to construct a ClearingHouse instance is using the {@link from} method. This will create an instance using the static {@link WebSocketClearingHouseAccountSubscriber}, which will use a websocket for each state account subscription.
  * Alternatively, if you want to implement your own method of subscribing to the state accounts on the blockchain, you can implement a {@link ClearingHouseAccountSubscriber} and use it in the {@link ClearingHouse.constructor}
  */
 export declare class ClearingHouse {
@@ -23,8 +23,18 @@ export declare class ClearingHouse {
     opts?: ConfirmOptions;
     accountSubscriber: ClearingHouseAccountSubscriber;
     eventEmitter: StrictEventEmitter<EventEmitter, ClearingHouseAccountEvents>;
-    isSubscribed: boolean;
+    _isSubscribed: boolean;
     txSender: TxSender;
+    get isSubscribed(): boolean;
+    set isSubscribed(val: boolean);
+    /**
+     * @deprecated You should use the getClearingHouse factory method instead
+     * @param connection
+     * @param wallet
+     * @param clearingHouseProgramId
+     * @param opts
+     * @returns
+     */
     static from(connection: Connection, wallet: IWallet, clearingHouseProgramId: PublicKey, opts?: ConfirmOptions): ClearingHouse;
     constructor(connection: Connection, wallet: IWallet, program: Program, accountSubscriber: ClearingHouseAccountSubscriber, txSender: TxSender, opts: ConfirmOptions);
     /**
@@ -56,7 +66,7 @@ export declare class ClearingHouse {
     getTradeHistoryAccount(): TradeHistoryAccount;
     getLiquidationHistoryAccount(): LiquidationHistoryAccount;
     getDepositHistoryAccount(): DepositHistoryAccount;
-    getCurveHistoryAccount(): CurveHistoryAccount;
+    getCurveHistoryAccount(): ExtendedCurveHistoryAccount;
     getOrderHistoryAccount(): OrderHistoryAccount;
     orderStatePublicKey?: PublicKey;
     getOrderStatePublicKey(): Promise<PublicKey>;
@@ -91,6 +101,8 @@ export declare class ClearingHouse {
      * @returns
      */
     getUserOrdersAccountPublicKey(): Promise<PublicKey>;
+    userOrdersExist?: boolean;
+    userOrdersAccountExists(): Promise<boolean>;
     depositCollateral(amount: BN, collateralAccountPublicKey: PublicKey, userPositionsAccountPublicKey?: PublicKey): Promise<TransactionSignature>;
     getDepositCollateralInstruction(amount: BN, collateralAccountPublicKey: PublicKey, userPositionsAccountPublicKey?: PublicKey): Promise<TransactionInstruction>;
     /**
@@ -106,12 +118,16 @@ export declare class ClearingHouse {
     getWithdrawCollateralIx(amount: BN, collateralAccountPublicKey: PublicKey): Promise<TransactionInstruction>;
     openPosition(direction: PositionDirection, amount: BN, marketIndex: BN, limitPrice?: BN, discountToken?: PublicKey, referrer?: PublicKey): Promise<TransactionSignature>;
     getOpenPositionIx(direction: PositionDirection, amount: BN, marketIndex: BN, limitPrice?: BN, discountToken?: PublicKey, referrer?: PublicKey): Promise<TransactionInstruction>;
+    initializeUserOrdersThenPlaceOrder(orderParams: OrderParams, discountToken?: PublicKey, referrer?: PublicKey): Promise<TransactionSignature>;
     placeOrder(orderParams: OrderParams, discountToken?: PublicKey, referrer?: PublicKey): Promise<TransactionSignature>;
     getPlaceOrderIx(orderParams: OrderParams, discountToken?: PublicKey, referrer?: PublicKey): Promise<TransactionInstruction>;
     cancelOrder(orderId: BN): Promise<TransactionSignature>;
     getCancelOrderIx(orderId: BN): Promise<TransactionInstruction>;
+    cancelOrderByUserId(userOrderId: number): Promise<TransactionSignature>;
+    getCancelOrderByUserIdIx(userOrderId: number): Promise<TransactionInstruction>;
     fillOrder(userAccountPublicKey: PublicKey, userOrdersAccountPublicKey: PublicKey, order: Order): Promise<TransactionSignature>;
     getFillOrderIx(userAccountPublicKey: PublicKey, userOrdersAccountPublicKey: PublicKey, order: Order): Promise<TransactionInstruction>;
+    initializeUserOrdersThenPlaceAndFillOrder(orderParams: OrderParams, discountToken?: PublicKey, referrer?: PublicKey): Promise<TransactionSignature>;
     placeAndFillOrder(orderParams: OrderParams, discountToken?: PublicKey, referrer?: PublicKey): Promise<TransactionSignature>;
     getPlaceAndFillOrderIx(orderParams: OrderParams, discountToken?: PublicKey, referrer?: PublicKey): Promise<TransactionInstruction>;
     /**

package/lib/clearingHouse.js

@@ -38,19 +38,19 @@ const anchor = __importStar(require("@project-serum/anchor"));
 const clearing_house_json_1 = __importDefault(require("./idl/clearing_house.json"));
 const web3_js_1 = require("@solana/web3.js");
 const addresses_1 = require("./addresses");
-const defaultClearingHouseAccountSubscriber_1 = require("./accounts/defaultClearingHouseAccountSubscriber");
 const defaultTxSender_1 = require("./tx/defaultTxSender");
 const utils_1 = require("./tx/utils");
+const clearingHouse_1 = require("./factory/clearingHouse");
 /**
  * # ClearingHouse
  * This class is the main way to interact with Drift Protocol. It allows you to subscribe to the various accounts where the Market's state is stored, as well as: opening positions, liquidating, settling funding, depositing & withdrawing, and more.
  *
- * The default way to construct a ClearingHouse instance is using the {@link from} method. This will create an instance using the static {@link DefaultClearingHouseAccountSubscriber}, which will use a websocket for each state account subscription.
+ * The default way to construct a ClearingHouse instance is using the {@link from} method. This will create an instance using the static {@link WebSocketClearingHouseAccountSubscriber}, which will use a websocket for each state account subscription.
  * Alternatively, if you want to implement your own method of subscribing to the state accounts on the blockchain, you can implement a {@link ClearingHouseAccountSubscriber} and use it in the {@link ClearingHouse.constructor}
  */
 class ClearingHouse {
     constructor(connection, wallet, program, accountSubscriber, txSender, opts) {
-        this.isSubscribed = false;
+        this._isSubscribed = false;
         this.connection = connection;
         this.wallet = wallet;
         this.opts = opts;
@@ -59,12 +59,23 @@ class ClearingHouse {
         this.eventEmitter = this.accountSubscriber.eventEmitter;
         this.txSender = txSender;
     }
+    get isSubscribed() {
+        return this._isSubscribed && this.accountSubscriber.isSubscribed;
+    }
+    set isSubscribed(val) {
+        this._isSubscribed = val;
+    }
+    /**
+     * @deprecated You should use the getClearingHouse factory method instead
+     * @param connection
+     * @param wallet
+     * @param clearingHouseProgramId
+     * @param opts
+     * @returns
+     */
     static from(connection, wallet, clearingHouseProgramId, opts = anchor_1.Provider.defaultOptions()) {
-        const provider = new anchor_1.Provider(connection, wallet, opts);
-        const program = new anchor_1.Program(clearing_house_json_1.default, clearingHouseProgramId, provider);
-        const accountSubscriber = new defaultClearingHouseAccountSubscriber_1.DefaultClearingHouseAccountSubscriber(program);
-        const txSender = new defaultTxSender_1.DefaultTxSender(provider);
-        return new ClearingHouse(connection, wallet, program, accountSubscriber, txSender, opts);
+        const config = clearingHouse_1.getWebSocketClearingHouseConfig(connection, wallet, clearingHouseProgramId, opts);
+        return clearingHouse_1.getClearingHouse(config);
     }
     /**
      *
@@ -230,10 +241,10 @@ class ClearingHouse {
     }
     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();
             }
+            const [userOrdersAccountPublicKey, userOrdersAccountNonce] = yield addresses_1.getUserOrdersAccountPublicKeyAndNonce(this.program.programId, userAccountPublicKey);
             return yield this.program.instruction.initializeUserOrders(userOrdersAccountNonce, {
                 accounts: {
                     user: userAccountPublicKey,
@@ -277,10 +288,20 @@ class ClearingHouse {
             if (this.userOrdersAccountPublicKey) {
                 return this.userOrdersAccountPublicKey;
             }
-            this.userOrdersAccountPublicKey = yield addresses_1.getUserOrdersAccountPublicKey(this.program.programId, this.wallet.publicKey);
+            this.userOrdersAccountPublicKey = yield addresses_1.getUserOrdersAccountPublicKey(this.program.programId, yield this.getUserAccountPublicKey());
             return this.userOrdersAccountPublicKey;
         });
     }
+    userOrdersAccountExists() {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (this.userOrdersExist) {
+                return this.userOrdersExist;
+            }
+            const userOrdersAccountRPCResponse = yield this.connection.getParsedAccountInfo(yield this.getUserOrdersAccountPublicKey());
+            this.userOrdersExist = userOrdersAccountRPCResponse.value !== null;
+            return this.userOrdersExist;
+        });
+    }
     depositCollateral(amount, collateralAccountPublicKey, userPositionsAccountPublicKey) {
         return __awaiter(this, void 0, void 0, function* () {
             const depositCollateralIx = yield this.getDepositCollateralInstruction(amount, collateralAccountPublicKey, userPositionsAccountPublicKey);
@@ -438,6 +459,21 @@ class ClearingHouse {
             });
         });
     }
+    initializeUserOrdersThenPlaceOrder(orderParams, discountToken, referrer) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const instructions = [];
+            const userOrdersAccountExists = yield this.userOrdersAccountExists();
+            if (!userOrdersAccountExists) {
+                instructions.push(yield this.getInitializeUserOrdersInstruction());
+            }
+            instructions.push(yield this.getPlaceOrderIx(orderParams, discountToken, referrer));
+            const tx = new web3_js_1.Transaction();
+            for (const instruction of instructions) {
+                tx.add(instruction);
+            }
+            return yield this.txSender.send(tx, [], this.opts);
+        });
+    }
     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);
@@ -517,6 +553,33 @@ class ClearingHouse {
             });
         });
     }
+    cancelOrderByUserId(userOrderId) {
+        return __awaiter(this, void 0, void 0, function* () {
+            return yield this.txSender.send(utils_1.wrapInTx(yield this.getCancelOrderByUserIdIx(userOrderId)), [], this.opts);
+        });
+    }
+    getCancelOrderByUserIdIx(userOrderId) {
+        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.cancelOrderByUserId(userOrderId, {
+                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);
@@ -553,12 +616,28 @@ class ClearingHouse {
                     fundingRateHistory: state.fundingRateHistory,
                     orderState: yield this.getOrderStatePublicKey(),
                     orderHistory: orderState.orderHistory,
+                    extendedCurveHistory: state.extendedCurveHistory,
                     oracle: oracle,
                 },
                 remainingAccounts,
             });
         });
     }
+    initializeUserOrdersThenPlaceAndFillOrder(orderParams, discountToken, referrer) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const instructions = [];
+            const userOrdersAccountExists = yield this.userOrdersAccountExists();
+            if (!userOrdersAccountExists) {
+                instructions.push(yield this.getInitializeUserOrdersInstruction());
+            }
+            instructions.push(yield this.getPlaceAndFillOrderIx(orderParams, discountToken, referrer));
+            const tx = new web3_js_1.Transaction();
+            for (const instruction of instructions) {
+                tx.add(instruction);
+            }
+            return yield this.txSender.send(tx, [], this.opts);
+        });
+    }
     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);
@@ -606,6 +685,7 @@ class ClearingHouse {
                     fundingRateHistory: state.fundingRateHistory,
                     orderState: yield this.getOrderStatePublicKey(),
                     orderHistory: orderState.orderHistory,
+                    extendedCurveHistory: state.extendedCurveHistory,
                     oracle: priceOracle,
                 },
                 remainingAccounts,

package/lib/clearingHouseUser.d.ts

@@ -1,20 +1,28 @@
 /// <reference types="node" />
+/// <reference types="bn.js" />
 import { PublicKey } from '@solana/web3.js';
-import BN from 'bn.js';
 import { EventEmitter } from 'events';
 import StrictEventEmitter from 'strict-event-emitter-types';
 import { ClearingHouse } from './clearingHouse';
 import { Order, UserAccount, UserOrdersAccount, UserPosition, UserPositionsAccount } from './types';
 import { UserAccountSubscriber, UserAccountEvents } from './accounts/types';
-import { PositionDirection } from '.';
+import { PositionDirection, BN } from '.';
 export declare class ClearingHouseUser {
     clearingHouse: ClearingHouse;
     authority: PublicKey;
     accountSubscriber: UserAccountSubscriber;
     userAccountPublicKey?: PublicKey;
     userOrdersAccountPublicKey?: PublicKey;
-    isSubscribed: boolean;
+    _isSubscribed: boolean;
     eventEmitter: StrictEventEmitter<EventEmitter, UserAccountEvents>;
+    get isSubscribed(): boolean;
+    set isSubscribed(val: boolean);
+    /**
+     * @deprecated You should use getClearingHouseUser factory method instead
+     * @param clearingHouse
+     * @param authority
+     * @returns
+     */
     static from(clearingHouse: ClearingHouse, authority: PublicKey): ClearingHouseUser;
     constructor(clearingHouse: ClearingHouse, authority: PublicKey, accountSubscriber: UserAccountSubscriber);
     /**
@@ -29,7 +37,7 @@ export declare class ClearingHouseUser {
     unsubscribe(): Promise<void>;
     getUserAccount(): UserAccount;
     getUserPositionsAccount(): UserPositionsAccount;
-    getUserOrdersAccount(): UserOrdersAccount;
+    getUserOrdersAccount(): UserOrdersAccount | undefined;
     /**
      * Gets the user's current position for a given market. If the user has no position returns undefined
      * @param marketIndex

package/lib/clearingHouseUser.js

@@ -8,28 +8,38 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
         step((generator = generator.apply(thisArg, _arguments || [])).next());
     });
 };
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.ClearingHouseUser = void 0;
-const bn_js_1 = __importDefault(require("bn.js"));
 const position_1 = require("./math/position");
 const numericConstants_1 = require("./constants/numericConstants");
-const defaultUserAccountSubscriber_1 = require("./accounts/defaultUserAccountSubscriber");
 const _1 = require(".");
 const addresses_1 = require("./addresses");
+const clearingHouseUser_1 = require("./factory/clearingHouseUser");
 class ClearingHouseUser {
     constructor(clearingHouse, authority, accountSubscriber) {
-        this.isSubscribed = false;
+        this._isSubscribed = false;
         this.clearingHouse = clearingHouse;
         this.authority = authority;
         this.accountSubscriber = accountSubscriber;
         this.eventEmitter = this.accountSubscriber.eventEmitter;
     }
+    get isSubscribed() {
+        return this._isSubscribed && this.accountSubscriber.isSubscribed;
+    }
+    set isSubscribed(val) {
+        this._isSubscribed = val;
+    }
+    /**
+     * @deprecated You should use getClearingHouseUser factory method instead
+     * @param clearingHouse
+     * @param authority
+     * @returns
+     */
     static from(clearingHouse, authority) {
-        const accountSubscriber = new defaultUserAccountSubscriber_1.DefaultUserAccountSubscriber(clearingHouse.program, authority);
-        return new ClearingHouseUser(clearingHouse, authority, accountSubscriber);
+        if (clearingHouse.accountSubscriber.type !== 'websocket')
+            throw 'This method only works for clearing houses with a websocket account listener. Try using the getClearingHouseUser factory method to initialize a ClearingHouseUser instead';
+        const config = clearingHouseUser_1.getWebSocketClearingHouseUserConfig(clearingHouse, authority);
+        return clearingHouseUser_1.getClearingHouseUser(config);
     }
     /**
      * Subscribe to ClearingHouseUser state accounts
@@ -104,7 +114,7 @@ class ClearingHouseUser {
             if (this.userOrdersAccountPublicKey) {
                 return this.userOrdersAccountPublicKey;
             }
-            this.userOrdersAccountPublicKey = yield _1.getUserOrdersAccountPublicKey(this.clearingHouse.program.programId, this.authority);
+            this.userOrdersAccountPublicKey = yield _1.getUserOrdersAccountPublicKey(this.clearingHouse.program.programId, yield this.getUserAccountPublicKey());
             return this.userOrdersAccountPublicKey;
         });
     }
@@ -163,7 +173,7 @@ class ClearingHouseUser {
      */
     getTotalCollateral() {
         var _a;
-        return ((_a = this.getUserAccount().collateral.add(this.getUnrealizedPNL(true))) !== null && _a !== void 0 ? _a : new bn_js_1.default(0));
+        return ((_a = this.getUserAccount().collateral.add(this.getUnrealizedPNL(true))) !== null && _a !== void 0 ? _a : new _1.BN(0));
     }
     /**
      * calculates sum of position value across all positions
@@ -331,9 +341,9 @@ class ClearingHouseUser {
         const proposedMarketPosition = {
             marketIndex: targetMarket.marketIndex,
             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),
+            lastCumulativeFundingRate: new _1.BN(0),
+            quoteAssetAmount: new _1.BN(0),
+            openOrders: new _1.BN(0),
         };
         const market = this.clearingHouse.getMarket(proposedMarketPosition.marketIndex);
         const proposedMarketPositionValueUSDC = _1.calculateBaseAssetValue(market, proposedMarketPosition);
@@ -350,7 +360,7 @@ class ClearingHouseUser {
         // if the position value after the trade is less than total collateral, there is no liq price
         if (targetTotalPositionValueUSDC.lte(totalFreeCollateralUSDC) &&
             proposedMarketPosition.baseAssetAmount.gt(numericConstants_1.ZERO)) {
-            return new bn_js_1.default(-1);
+            return new _1.BN(-1);
         }
         // get current margin ratio based on current collateral and proposed total position value
         let marginRatio;
@@ -377,7 +387,7 @@ class ClearingHouseUser {
             if (numericConstants_1.TEN_THOUSAND.lte(pctChange)) {
                 // no liquidation price, position is a fully/over collateralized long
                 // handle as NaN on UI
-                return new bn_js_1.default(-1);
+                return new _1.BN(-1);
             }
             pctChange = numericConstants_1.TEN_THOUSAND.sub(pctChange);
         }
@@ -406,7 +416,7 @@ class ClearingHouseUser {
         const tpv = this.getTotalPositionValue();
         const partialLev = 16;
         const maintLev = 20;
-        const thisLev = partial ? new bn_js_1.default(partialLev) : new bn_js_1.default(maintLev);
+        const thisLev = partial ? new _1.BN(partialLev) : new _1.BN(maintLev);
         // calculate the total position value ignoring any value from the target market of the trade
         const totalCurrentPositionValueIgnoringTargetUSDC = this.getTotalPositionValueExcludingMarket(targetMarket.marketIndex);
         const currentMarketPosition = this.getUserPosition(targetMarket.marketIndex) ||
@@ -418,8 +428,8 @@ class ClearingHouseUser {
             marketIndex: targetMarket.marketIndex,
             baseAssetAmount: proposedBaseAssetAmount,
             lastCumulativeFundingRate: currentMarketPosition.lastCumulativeFundingRate,
-            quoteAssetAmount: new bn_js_1.default(0),
-            openOrders: new bn_js_1.default(0),
+            quoteAssetAmount: new _1.BN(0),
+            openOrders: new _1.BN(0),
         };
         const market = this.clearingHouse.getMarket(proposedMarketPosition.marketIndex);
         const proposedMarketPositionValueUSDC = _1.calculateBaseAssetValue(market, proposedMarketPosition);
@@ -439,14 +449,14 @@ class ClearingHouseUser {
                 .mul(thisLev)
                 .sub(tpv)
                 .mul(numericConstants_1.PRICE_TO_QUOTE_PRECISION)
-                .div(thisLev.add(new bn_js_1.default(1)));
+                .div(thisLev.add(new _1.BN(1)));
         }
         else {
             priceDelt = tc
                 .mul(thisLev)
                 .sub(tpv)
                 .mul(numericConstants_1.PRICE_TO_QUOTE_PRECISION)
-                .div(thisLev.sub(new bn_js_1.default(1)));
+                .div(thisLev.sub(new _1.BN(1)));
         }
         let currentPrice;
         if (positionBaseSizeChange.eq(numericConstants_1.ZERO)) {
@@ -461,15 +471,15 @@ class ClearingHouseUser {
         // if the position value after the trade is less than total collateral, there is no liq price
         if (targetTotalPositionValueUSDC.lte(totalFreeCollateralUSDC) &&
             proposedMarketPosition.baseAssetAmount.gt(numericConstants_1.ZERO)) {
-            return new bn_js_1.default(-1);
+            return new _1.BN(-1);
         }
         if (proposedBaseAssetAmount.eq(numericConstants_1.ZERO))
-            return new bn_js_1.default(-1);
+            return new _1.BN(-1);
         const eatMargin2 = priceDelt
             .mul(numericConstants_1.AMM_RESERVE_PRECISION)
             .div(proposedBaseAssetAmount);
         if (eatMargin2.gt(currentPrice)) {
-            return new bn_js_1.default(-1);
+            return new _1.BN(-1);
         }
         const liqPrice = currentPrice.sub(eatMargin2);
         return liqPrice;
@@ -522,7 +532,7 @@ class ClearingHouseUser {
         const currentLeverage = this.getLeverage();
         // remaining leverage
         // let remainingLeverage = userMaxLeverageSetting;
-        const remainingLeverage = bn_js_1.default.max(userMaxLeverageSetting.sub(currentLeverage), numericConstants_1.ZERO);
+        const remainingLeverage = _1.BN.max(userMaxLeverageSetting.sub(currentLeverage), numericConstants_1.ZERO);
         // get total collateral
         const totalCollateral = this.getTotalCollateral();
         // position side allowed based purely on current leverage
@@ -531,7 +541,7 @@ class ClearingHouseUser {
             .div(numericConstants_1.TEN_THOUSAND);
         // 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)));
+        maxPositionSize = maxPositionSize.add(oppositeSizeValueUSDC.mul(new _1.BN(2)));
         // subtract oneMillionth of maxPositionSize
         // => to avoid rounding errors when taking max leverage
         const oneMilli = maxPositionSize.div(numericConstants_1.QUOTE_PRECISION);

package/lib/config.js

@@ -5,7 +5,7 @@ exports.configs = {
     devnet: {
         ENV: 'devnet',
         PYTH_ORACLE_MAPPING_ADDRESS: 'BmA9Z6FjioHJPpjT39QazZyhDRUdZy2ezwx4GiDdE2u2',
-        CLEARING_HOUSE_PROGRAM_ID: 'HiZ8CnfEE9LrBZTfc8hBneWrPg1Cbsn8Wdy6SPLfae9V',
+        CLEARING_HOUSE_PROGRAM_ID: '3PfbDmWxR6e2rJ2brhSv7KJyUrHbSCu63d3FHqdLhxUJ',
         USDC_MINT_ADDRESS: '8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2',
     },
     'mainnet-beta': {

package/lib/constants/markets.d.ts

@@ -1,4 +1,5 @@
-import BN from 'bn.js';
+/// <reference types="bn.js" />
+import { BN } from '../';
 declare type Market = {
     symbol: string;
     baseAssetSymbol: string;

package/lib/constants/markets.js

@@ -1,15 +1,12 @@
 "use strict";
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Markets = void 0;
-const bn_js_1 = __importDefault(require("bn.js"));
+const __1 = require("../");
 exports.Markets = [
     {
         symbol: 'SOL-PERP',
         baseAssetSymbol: 'SOL',
-        marketIndex: new bn_js_1.default(0),
+        marketIndex: new __1.BN(0),
         devnetPythOracle: 'J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix',
         mainnetPythOracle: 'H6ARHf6YXhGYeQfUzQNGk6rDNnLBQKrenN712K4AQJEG',
         launchTs: 1635209696886,
@@ -17,7 +14,7 @@ exports.Markets = [
     {
         symbol: 'BTC-PERP',
         baseAssetSymbol: 'BTC',
-        marketIndex: new bn_js_1.default(1),
+        marketIndex: new __1.BN(1),
         devnetPythOracle: 'HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J',
         mainnetPythOracle: 'GVXRSBjFk6e6J3NbVPXohDJetcTjaeeuykUpbQF8UoMU',
         launchTs: 1637691088868,
@@ -25,7 +22,7 @@ exports.Markets = [
     {
         symbol: 'ETH-PERP',
         baseAssetSymbol: 'ETH',
-        marketIndex: new bn_js_1.default(2),
+        marketIndex: new __1.BN(2),
         devnetPythOracle: 'EdVCmQ9FSPcVe5YySXDPCRmc8aDQLKJ9xvYBMZPie1Vw',
         mainnetPythOracle: 'JBu1AL4obBcCMqKBBxhpWCNUt136ijcuMZLFvTP7iWdB',
         launchTs: 1637691133472,
@@ -33,7 +30,7 @@ exports.Markets = [
     {
         symbol: 'LUNA-PERP',
         baseAssetSymbol: 'LUNA',
-        marketIndex: new bn_js_1.default(3),
+        marketIndex: new __1.BN(3),
         devnetPythOracle: '8PugCXTAHLM9kfLSQWe2njE5pzAgUdpPk3Nx5zSm7BD3',
         mainnetPythOracle: '5bmWuR1dgP4avtGYMNKLuxumZTVKGgoN2BCMXWDNL9nY',
         launchTs: 1638821738525,
@@ -41,7 +38,7 @@ exports.Markets = [
     {
         symbol: 'AVAX-PERP',
         baseAssetSymbol: 'AVAX',
-        marketIndex: new bn_js_1.default(4),
+        marketIndex: new __1.BN(4),
         devnetPythOracle: 'FVb5h1VmHPfVb1RfqZckchq18GxRv4iKt8T4eVTQAqdz',
         mainnetPythOracle: 'Ax9ujW5B9oqcv59N8m6f1BpTBq2rGeGaBcpKjC5UYsXU',
         launchTs: 1639092501080,
@@ -49,7 +46,7 @@ exports.Markets = [
     {
         symbol: 'BNB-PERP',
         baseAssetSymbol: 'BNB',
-        marketIndex: new bn_js_1.default(5),
+        marketIndex: new __1.BN(5),
         devnetPythOracle: 'GwzBgrXb4PG59zjce24SF2b9JXbLEjJJTBkmytuEZj1b',
         mainnetPythOracle: '4CkQJBxhU8EZ2UjhigbtdaPbpTe6mqf811fipYBFbSYN',
         launchTs: 1639523193012,
@@ -57,7 +54,7 @@ exports.Markets = [
     {
         symbol: 'MATIC-PERP',
         baseAssetSymbol: 'MATIC',
-        marketIndex: new bn_js_1.default(6),
+        marketIndex: new __1.BN(6),
         devnetPythOracle: 'FBirwuDFuRAu4iSGc7RGxN5koHB7EJM1wbCmyPuQoGur',
         mainnetPythOracle: '7KVswB9vkCgeM3SHP7aGDijvdRAHK8P5wi9JXViCrtYh',
         launchTs: 1641488603564,
@@ -65,7 +62,7 @@ exports.Markets = [
     {
         symbol: 'ATOM-PERP',
         baseAssetSymbol: 'ATOM',
-        marketIndex: new bn_js_1.default(7),
+        marketIndex: new __1.BN(7),
         devnetPythOracle: '7YAze8qFUMkBnyLVdKT4TFUUFui99EwS5gfRArMcrvFk',
         mainnetPythOracle: 'CrCpTerNqtZvqLcKqz1k13oVeXV9WkMD2zA9hBKXrsbN',
         launchTs: 1641920238195,
@@ -73,7 +70,7 @@ exports.Markets = [
     {
         symbol: 'DOT-PERP',
         baseAssetSymbol: 'DOT',
-        marketIndex: new bn_js_1.default(8),
+        marketIndex: new __1.BN(8),
         devnetPythOracle: '4dqq5VBpN4EwYb7wyywjjfknvMKu7m78j9mKZRXTj462',
         mainnetPythOracle: 'EcV1X1gY2yb4KXxjVQtTHTbioum2gvmPnFk4zYAt7zne',
         launchTs: 1642629253786,
@@ -81,9 +78,33 @@ exports.Markets = [
     {
         symbol: 'ADA-PERP',
         baseAssetSymbol: 'ADA',
-        marketIndex: new bn_js_1.default(9),
+        marketIndex: new __1.BN(9),
         devnetPythOracle: '8oGTURNmSQkrBS1AQ5NjB2p8qY34UVmMA9ojrw8vnHus',
         mainnetPythOracle: '3pyn4svBbxJ9Wnn3RVeafyLWfzie6yC5eTig2S62v9SC',
         launchTs: 1643084413000,
     },
+    {
+        symbol: 'ALGO-PERP',
+        baseAssetSymbol: 'ALGO',
+        marketIndex: new __1.BN(10),
+        devnetPythOracle: 'c1A946dY5NHuVda77C8XXtXytyR3wK1SCP3eA9VRfC3',
+        mainnetPythOracle: 'HqFyq1wh1xKvL7KDqqT7NJeSPdAqsDqnmBisUC2XdXAX',
+        launchTs: 1643686767000,
+    },
+    {
+        symbol: 'FTT-PERP',
+        baseAssetSymbol: 'FTT',
+        marketIndex: new __1.BN(11),
+        devnetPythOracle: '6vivTRs5ZPeeXbjo7dfburfaYDWoXjBtdtuYgQRuGfu',
+        mainnetPythOracle: '8JPJJkmDScpcNmBRKGZuPuG2GYAveQgP3t5gFuMymwvF',
+        launchTs: 1644382122000,
+    },
+    // {
+    // 	symbol: 'mSOL-PERP',
+    // 	baseAssetSymbol: 'mSOL',
+    // 	marketIndex: new BN(11), //todo
+    // 	devnetPythOracle: '9a6RNx3tCu1TSs6TBSfV2XRXEPEZXQ6WB7jRojZRvyeZ',
+    // 	mainnetPythOracle: 'E4v1BBgoso9s64TQvmyownAVJbhbEPGyzA3qn4n46qj9',
+    // 	launchTs: 1643346125000,
+    // },
 ];

package/lib/constants/numericConstants.d.ts

@@ -1,4 +1,5 @@
-import BN from 'bn.js';
+/// <reference types="bn.js" />
+import { BN } from '../';
 export declare const ZERO: BN;
 export declare const ONE: BN;
 export declare const TEN_THOUSAND: BN;
@@ -11,6 +12,7 @@ export declare const MARK_PRICE_PRECISION: BN;
 export declare const FUNDING_PAYMENT_PRECISION: BN;
 export declare const PEG_PRECISION: BN;
 export declare const AMM_RESERVE_PRECISION: BN;
+export declare const BASE_PRECISION: BN;
 export declare const AMM_TO_QUOTE_PRECISION_RATIO: BN;
 export declare const PRICE_TO_QUOTE_PRECISION: BN;
 export declare const AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO: BN;

package/lib/constants/numericConstants.js

@@ -1,22 +1,20 @@
 "use strict";
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.PRICE_TO_QUOTE_PRECISION = exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION = exports.PEG_PRECISION = exports.FUNDING_PAYMENT_PRECISION = exports.MARK_PRICE_PRECISION = exports.QUOTE_PRECISION = exports.PARTIAL_LIQUIDATION_RATIO = exports.FULL_LIQUIDATION_RATIO = exports.MAX_LEVERAGE = exports.BN_MAX = exports.TEN_THOUSAND = exports.ONE = exports.ZERO = void 0;
-const bn_js_1 = __importDefault(require("bn.js"));
-exports.ZERO = new bn_js_1.default(0);
-exports.ONE = new bn_js_1.default(1);
-exports.TEN_THOUSAND = new bn_js_1.default(10000);
-exports.BN_MAX = new bn_js_1.default(Number.MAX_SAFE_INTEGER);
-exports.MAX_LEVERAGE = new bn_js_1.default(5);
-exports.FULL_LIQUIDATION_RATIO = new bn_js_1.default(500);
-exports.PARTIAL_LIQUIDATION_RATIO = new bn_js_1.default(625);
-exports.QUOTE_PRECISION = new bn_js_1.default(Math.pow(10, 6));
-exports.MARK_PRICE_PRECISION = new bn_js_1.default(Math.pow(10, 10));
-exports.FUNDING_PAYMENT_PRECISION = new bn_js_1.default(10000);
-exports.PEG_PRECISION = new bn_js_1.default(1000);
-exports.AMM_RESERVE_PRECISION = new bn_js_1.default(Math.pow(10, 13));
+exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.PRICE_TO_QUOTE_PRECISION = exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION = exports.PEG_PRECISION = exports.FUNDING_PAYMENT_PRECISION = exports.MARK_PRICE_PRECISION = exports.QUOTE_PRECISION = exports.PARTIAL_LIQUIDATION_RATIO = exports.FULL_LIQUIDATION_RATIO = exports.MAX_LEVERAGE = exports.BN_MAX = exports.TEN_THOUSAND = exports.ONE = exports.ZERO = void 0;
+const __1 = require("../");
+exports.ZERO = new __1.BN(0);
+exports.ONE = new __1.BN(1);
+exports.TEN_THOUSAND = new __1.BN(10000);
+exports.BN_MAX = new __1.BN(Number.MAX_SAFE_INTEGER);
+exports.MAX_LEVERAGE = new __1.BN(5);
+exports.FULL_LIQUIDATION_RATIO = new __1.BN(500);
+exports.PARTIAL_LIQUIDATION_RATIO = new __1.BN(625);
+exports.QUOTE_PRECISION = new __1.BN(Math.pow(10, 6));
+exports.MARK_PRICE_PRECISION = new __1.BN(Math.pow(10, 10));
+exports.FUNDING_PAYMENT_PRECISION = new __1.BN(10000);
+exports.PEG_PRECISION = new __1.BN(1000);
+exports.AMM_RESERVE_PRECISION = new __1.BN(Math.pow(10, 13));
+exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION;
 exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.div(exports.QUOTE_PRECISION); // 10^7
 exports.PRICE_TO_QUOTE_PRECISION = exports.MARK_PRICE_PRECISION.div(exports.QUOTE_PRECISION);
 exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.mul(exports.PEG_PRECISION).div(exports.QUOTE_PRECISION); // 10^10