@drift-labs/sdk 0.1.18-orders.0 → 0.1.19-master.1

package/lib/index.d.ts

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

package/lib/index.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,EAAE,EAAE,MAAM,uBAAuB,CAAC;AAE3C,cAAc,kBAAkB,CAAC;AACjC,cAAc,cAAc,CAAC;AAC7B,cAAc,SAAS,CAAC;AACxB,cAAc,qBAAqB,CAAC;AACpC,cAAc,kDAAkD,CAAC;AACjE,cAAc,kBAAkB,CAAC;AACjC,cAAc,aAAa,CAAC;AAC5B,cAAc,SAAS,CAAC;AACxB,cAAc,qBAAqB,CAAC;AACpC,cAAc,iBAAiB,CAAC;AAChC,cAAc,mBAAmB,CAAC;AAClC,cAAc,gBAAgB,CAAC;AAC/B,cAAc,sBAAsB,CAAC;AACrC,cAAc,eAAe,CAAC;AAC9B,cAAc,iBAAiB,CAAC;AAChC,cAAc,YAAY,CAAC;AAC3B,cAAc,cAAc,CAAC;AAC7B,cAAc,UAAU,CAAC;AACzB,cAAc,SAAS,CAAC;AACxB,cAAc,cAAc,CAAC;AAC7B,cAAc,UAAU,CAAC;AACzB,cAAc,8BAA8B,CAAC;AAC7C,cAAc,qBAAqB,CAAC;AACpC,cAAc,YAAY,CAAC;AAE3B,OAAO,EAAE,EAAE,EAAE,CAAC"}

package/lib/index.js

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

package/lib/math/amm.d.ts

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

package/lib/math/amm.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"amm.d.ts","sourceRoot":"","sources":["../../src/math/amm.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,EAAE,EAAE,MAAM,uBAAuB,CAAC;AAQ3C,OAAO,EAAE,GAAG,EAAE,iBAAiB,EAAE,aAAa,EAAE,MAAM,EAAE,MAAM,UAAU,CAAC;AAIzE;;;;;;;GAOG;AACH,wBAAgB,cAAc,CAC7B,eAAe,EAAE,EAAE,EACnB,gBAAgB,EAAE,EAAE,EACpB,cAAc,EAAE,EAAE,GAChB,EAAE,CAUJ;AAED,oBAAY,SAAS,GAAG,OAAO,GAAG,MAAM,CAAC;AAEzC;;;;;;;;GAQG;AACH,wBAAgB,6BAA6B,CAC5C,GAAG,EAAE,GAAG,EACR,cAAc,EAAE,SAAS,EACzB,UAAU,EAAE,EAAE,EACd,aAAa,EAAE,aAAa,GAC1B,CAAC,EAAE,EAAE,EAAE,CAAC,CA2BV;AAED;;;;;;;;GAQG;AACH,wBAAgB,mBAAmB,CAClC,iBAAiB,EAAE,EAAE,EACrB,UAAU,EAAE,EAAE,EACd,aAAa,EAAE,aAAa,EAC5B,SAAS,EAAE,EAAE,GACX,CAAC,EAAE,EAAE,EAAE,CAAC,CASV;AAED;;;;;GAKG;AACH,wBAAgB,gBAAgB,CAC/B,cAAc,EAAE,SAAS,EACzB,iBAAiB,EAAE,iBAAiB,GAClC,aAAa,CAgBf;AAED;;;;;;;GAOG;AACH,wBAAgB,oBAAoB,CACnC,MAAM,EAAE,MAAM,EACd,WAAW,EAAE,EAAE,EACf,SAAS,EAAE,EAAE,EACb,WAAW,EAAE,EAAE,GACb,EAAE,CA0BJ;AAED;;;;;;;GAOG;AACH,wBAAgB,kBAAkB,CACjC,MAAM,EAAE,MAAM,EACd,WAAW,EAAE,EAAE,EACf,MAAM,EAAE,EAAE,GACR,EAAE,CA2BJ;AAED;;;;;GAKG;AACH,wBAAgB,sBAAsB,CAAC,MAAM,EAAE,MAAM,MAuBpD"}

package/lib/math/amm.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateMaxBaseAssetAmountToTrade = exports.calculateTerminalPrice = exports.calculateRepegCost = exports.calculateAdjustKCost = exports.getSwapDirection = exports.calculateSwapOutput = exports.calculateAmmReservesAfterSwap = exports.calculatePrice = void 0;
+exports.calculateTerminalPrice = exports.calculateRepegCost = exports.calculateAdjustKCost = exports.getSwapDirection = exports.calculateSwapOutput = exports.calculateAmmReservesAfterSwap = exports.calculatePrice = void 0;
 const anchor_1 = require("@project-serum/anchor");
 const numericConstants_1 = require("../constants/numericConstants");
 const position_1 = require("./position");
@@ -36,7 +36,7 @@ exports.calculatePrice = calculatePrice;
  * @returns quoteAssetReserve and baseAssetReserve after swap. : Precision AMM_RESERVE_PRECISION
  */
 function calculateAmmReservesAfterSwap(amm, inputAssetType, swapAmount, swapDirection) {
-    assert_1.assert(swapAmount.gte(numericConstants_1.ZERO), 'swapAmount must be greater than 0');
+    (0, assert_1.assert)(swapAmount.gte(numericConstants_1.ZERO), 'swapAmount must be greater than 0');
     let newQuoteAssetReserve;
     let newBaseAssetReserve;
     if (inputAssetType === 'quote') {
@@ -79,10 +79,12 @@ exports.calculateSwapOutput = calculateSwapOutput;
  * @param positionDirection
  */
 function getSwapDirection(inputAssetType, positionDirection) {
-    if (types_1.isVariant(positionDirection, 'long') && inputAssetType === 'base') {
+    if (positionDirection === types_1.PositionDirection.LONG &&
+        inputAssetType === 'base') {
         return types_1.SwapDirection.REMOVE;
     }
-    if (types_1.isVariant(positionDirection, 'short') && inputAssetType === 'quote') {
+    if (positionDirection === types_1.PositionDirection.SHORT &&
+        inputAssetType === 'quote') {
         return types_1.SwapDirection.REMOVE;
     }
     return types_1.SwapDirection.ADD;
@@ -102,9 +104,8 @@ function calculateAdjustKCost(market, marketIndex, numerator, denomenator) {
         lastCumulativeFundingRate: market.amm.cumulativeFundingRate,
         marketIndex: new anchor_1.BN(marketIndex),
         quoteAssetAmount: new anchor_1.BN(0),
-        openOrders: new anchor_1.BN(0),
     };
-    const currentValue = position_1.calculateBaseAssetValue(market, netUserPosition);
+    const currentValue = (0, position_1.calculateBaseAssetValue)(market, netUserPosition);
     const marketNewK = Object.assign({}, market);
     marketNewK.amm = Object.assign({}, market.amm);
     marketNewK.amm.baseAssetReserve = market.amm.baseAssetReserve
@@ -115,7 +116,7 @@ function calculateAdjustKCost(market, marketIndex, numerator, denomenator) {
         .div(denomenator);
     marketNewK.amm.sqrtK = market.amm.sqrtK.mul(numerator).div(denomenator);
     netUserPosition.quoteAssetAmount = currentValue;
-    const cost = __1.calculatePositionPNL(marketNewK, netUserPosition);
+    const cost = (0, __1.calculatePositionPNL)(marketNewK, netUserPosition);
     return cost;
 }
 exports.calculateAdjustKCost = calculateAdjustKCost;
@@ -133,17 +134,16 @@ function calculateRepegCost(market, marketIndex, newPeg) {
         lastCumulativeFundingRate: market.amm.cumulativeFundingRate,
         marketIndex: new anchor_1.BN(marketIndex),
         quoteAssetAmount: new anchor_1.BN(0),
-        openOrders: new anchor_1.BN(0),
     };
-    const currentValue = position_1.calculateBaseAssetValue(market, netUserPosition);
+    const currentValue = (0, position_1.calculateBaseAssetValue)(market, netUserPosition);
     netUserPosition.quoteAssetAmount = currentValue;
-    const prevMarketPrice = __1.calculateMarkPrice(market);
+    const prevMarketPrice = (0, __1.calculateMarkPrice)(market);
     const marketNewPeg = Object.assign({}, market);
     marketNewPeg.amm = Object.assign({}, market.amm);
     // const marketNewPeg = JSON.parse(JSON.stringify(market));
     marketNewPeg.amm.pegMultiplier = newPeg;
-    console.log('Price moves from', __1.convertToNumber(prevMarketPrice), 'to', __1.convertToNumber(__1.calculateMarkPrice(marketNewPeg)));
-    const cost = __1.calculatePositionPNL(marketNewPeg, netUserPosition);
+    console.log('Price moves from', (0, __1.convertToNumber)(prevMarketPrice), 'to', (0, __1.convertToNumber)((0, __1.calculateMarkPrice)(marketNewPeg)));
+    const cost = (0, __1.calculatePositionPNL)(marketNewPeg, netUserPosition);
     return cost;
 }
 exports.calculateRepegCost = calculateRepegCost;
@@ -154,6 +154,9 @@ exports.calculateRepegCost = calculateRepegCost;
  * @returns cost : Precision MARK_PRICE_PRECISION
  */
 function calculateTerminalPrice(market) {
+    if (!market.initialized) {
+        return new anchor_1.BN(0);
+    }
     const directionToClose = market.baseAssetAmount.gt(numericConstants_1.ZERO)
         ? types_1.PositionDirection.SHORT
         : types_1.PositionDirection.LONG;
@@ -166,29 +169,3 @@ function calculateTerminalPrice(market) {
     return terminalPrice;
 }
 exports.calculateTerminalPrice = calculateTerminalPrice;
-function calculateMaxBaseAssetAmountToTrade(amm, limit_price) {
-    const invariant = amm.sqrtK.mul(amm.sqrtK);
-    const newBaseAssetReserveSquared = invariant
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .mul(amm.pegMultiplier)
-        .div(limit_price)
-        .div(numericConstants_1.PEG_PRECISION);
-    const newBaseAssetReserve = __1.squareRootBN(newBaseAssetReserveSquared);
-    if (newBaseAssetReserve.gt(amm.baseAssetReserve)) {
-        return [
-            newBaseAssetReserve.sub(amm.baseAssetReserve),
-            types_1.PositionDirection.SHORT,
-        ];
-    }
-    else if (newBaseAssetReserve.lt(amm.baseAssetReserve)) {
-        return [
-            amm.baseAssetReserve.sub(newBaseAssetReserve),
-            types_1.PositionDirection.LONG,
-        ];
-    }
-    else {
-        console.log('tradeSize Too Small');
-        return [new anchor_1.BN(0), types_1.PositionDirection.LONG];
-    }
-}
-exports.calculateMaxBaseAssetAmountToTrade = calculateMaxBaseAssetAmountToTrade;

package/lib/math/conversion.d.ts

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

package/lib/math/conversion.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"conversion.d.ts","sourceRoot":"","sources":["../../src/math/conversion.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,OAAO,CAAC;AAMvB,eAAO,MAAM,eAAe,cAChB,EAAE,cACF,EAAE,WAOb,CAAC;AAEF,eAAO,MAAM,8BAA8B,oBAAqB,EAAE,WAKjE,CAAC"}

package/lib/math/conversion.js

@@ -10,6 +10,6 @@ const convertToNumber = (bigNumber, precision = numericConstants_1.MARK_PRICE_PR
 };
 exports.convertToNumber = convertToNumber;
 const convertBaseAssetAmountToNumber = (baseAssetAmount) => {
-    return exports.convertToNumber(baseAssetAmount, numericConstants_1.MARK_PRICE_PRECISION.mul(numericConstants_1.PEG_PRECISION));
+    return (0, exports.convertToNumber)(baseAssetAmount, numericConstants_1.MARK_PRICE_PRECISION.mul(numericConstants_1.PEG_PRECISION));
 };
 exports.convertBaseAssetAmountToNumber = convertBaseAssetAmountToNumber;

package/lib/math/funding.d.ts

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

package/lib/math/funding.d.ts.map

@@ -0,0 +1 @@
+{"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"}

package/lib/math/funding.js

@@ -40,7 +40,7 @@ function calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustm
         const lastMarkPriceTwapTs = market.amm.lastMarkPriceTwapTs;
         const timeSinceLastMarkChange = now.sub(lastMarkPriceTwapTs);
         const markTwapTimeSinceLastUpdate = anchor_1.BN.max(secondsInHour, secondsInHour.sub(timeSinceLastMarkChange));
-        const baseAssetPriceWithMantissa = market_1.calculateMarkPrice(market);
+        const baseAssetPriceWithMantissa = (0, market_1.calculateMarkPrice)(market);
         const markTwapWithMantissa = markTwapTimeSinceLastUpdate
             .mul(lastMarkTwapWithMantissa)
             .add(timeSinceLastMarkChange.mul(baseAssetPriceWithMantissa))
@@ -242,7 +242,10 @@ exports.calculateLongShortFundingRateAndLiveTwaps = calculateLongShortFundingRat
 function calculateFundingPool(market) {
     // todo
     const totalFeeLB = market.amm.totalFee.div(new anchor_1.BN(2));
-    const feePool = anchor_1.BN.max(numericConstants_1.ZERO, market.amm.totalFeeMinusDistributions.sub(totalFeeLB));
+    const feePool = anchor_1.BN.max(numericConstants_1.ZERO, market.amm.totalFeeMinusDistributions
+        .sub(totalFeeLB)
+        .mul(new anchor_1.BN(2))
+        .div(new anchor_1.BN(3)));
     return feePool;
 }
 exports.calculateFundingPool = calculateFundingPool;

package/lib/math/insuranceFund.d.ts

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

package/lib/math/insuranceFund.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"insuranceFund.d.ts","sourceRoot":"","sources":["../../src/math/insuranceFund.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,cAAc,EAAE,YAAY,EAAE,MAAM,UAAU,CAAC;AACxD,OAAO,EAAE,MAAM,OAAO,CAAC;AACvB,OAAO,EAAE,UAAU,EAAE,MAAM,iBAAiB,CAAC;AAE7C;;;;;;;;;GASG;AACH,wBAAsB,0BAA0B,CAC/C,UAAU,EAAE,UAAU,EACtB,KAAK,EAAE,YAAY,EACnB,cAAc,EAAE,cAAc,GAC5B,OAAO,CAAC,EAAE,CAAC,CAUb"}

package/lib/math/market.d.ts

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

package/lib/math/market.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"market.d.ts","sourceRoot":"","sources":["../../src/math/market.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,EAAE,EAAE,MAAM,uBAAuB,CAAC;AAC3C,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAC;AAGlC;;;;;GAKG;AACH,wBAAgB,kBAAkB,CAAC,MAAM,EAAE,MAAM,GAAG,EAAE,CAMrD"}

package/lib/math/market.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateNewMarketAfterTrade = exports.calculateMarkPrice = void 0;
+exports.calculateMarkPrice = void 0;
 const amm_1 = require("./amm");
 /**
  * Calculates market mark price
@@ -9,16 +9,6 @@ const amm_1 = require("./amm");
  * @return markPrice : Precision MARK_PRICE_PRECISION
  */
 function calculateMarkPrice(market) {
-    return amm_1.calculatePrice(market.amm.baseAssetReserve, market.amm.quoteAssetReserve, market.amm.pegMultiplier);
+    return (0, amm_1.calculatePrice)(market.amm.baseAssetReserve, market.amm.quoteAssetReserve, market.amm.pegMultiplier);
 }
 exports.calculateMarkPrice = calculateMarkPrice;
-function calculateNewMarketAfterTrade(baseAssetAmount, direction, market) {
-    const [newQuoteAssetReserve, newBaseAssetReserve] = amm_1.calculateAmmReservesAfterSwap(market.amm, 'base', baseAssetAmount.abs(), amm_1.getSwapDirection('base', direction));
-    const newAmm = Object.assign({}, market.amm);
-    const newMarket = Object.assign({}, market);
-    newMarket.amm = newAmm;
-    newMarket.amm.quoteAssetReserve = newQuoteAssetReserve;
-    newMarket.amm.baseAssetReserve = newBaseAssetReserve;
-    return newMarket;
-}
-exports.calculateNewMarketAfterTrade = calculateNewMarketAfterTrade;

package/lib/math/position.d.ts

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

package/lib/math/position.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"position.d.ts","sourceRoot":"","sources":["../../src/math/position.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,OAAO,CAAC;AAWvB,OAAO,EAAE,MAAM,EAAqB,YAAY,EAAE,MAAM,UAAU,CAAC;AAGnE;;;;;;GAMG;AACH,wBAAgB,uBAAuB,CACtC,MAAM,EAAE,MAAM,EACd,YAAY,EAAE,YAAY,GACxB,EAAE,CA6BJ;AAED;;;;;;;GAOG;AACH,wBAAgB,oBAAoB,CACnC,MAAM,EAAE,MAAM,EACd,cAAc,EAAE,YAAY,EAC5B,WAAW,UAAQ,GACjB,EAAE,CAwBJ;AAED;;;;;GAKG;AACH,wBAAgB,2BAA2B,CAC1C,MAAM,EAAE,MAAM,EACd,cAAc,EAAE,YAAY,GAC1B,EAAE,CAoBJ;AAED;;;;GAIG;AACH,wBAAgB,mBAAmB,CAAC,YAAY,EAAE,YAAY,GAAG,EAAE,CAUlE"}

package/lib/math/position.js

@@ -3,7 +3,7 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.isEmptyPosition = exports.positionCurrentDirection = exports.findDirectionToClose = exports.calculateEntryPrice = exports.calculatePositionFundingPNL = exports.calculatePositionPNL = exports.calculateBaseAssetValue = void 0;
+exports.calculateEntryPrice = exports.calculatePositionFundingPNL = exports.calculatePositionPNL = exports.calculateBaseAssetValue = void 0;
 const bn_js_1 = __importDefault(require("bn.js"));
 const numericConstants_1 = require("../constants/numericConstants");
 const types_1 = require("../types");
@@ -19,8 +19,10 @@ function calculateBaseAssetValue(market, userPosition) {
     if (userPosition.baseAssetAmount.eq(numericConstants_1.ZERO)) {
         return numericConstants_1.ZERO;
     }
-    const directionToClose = findDirectionToClose(userPosition);
-    const [newQuoteAssetReserve, _] = amm_1.calculateAmmReservesAfterSwap(market.amm, 'base', userPosition.baseAssetAmount.abs(), amm_1.getSwapDirection('base', directionToClose));
+    const directionToClose = userPosition.baseAssetAmount.gt(numericConstants_1.ZERO)
+        ? types_1.PositionDirection.SHORT
+        : types_1.PositionDirection.LONG;
+    const [newQuoteAssetReserve, _] = (0, amm_1.calculateAmmReservesAfterSwap)(market.amm, 'base', userPosition.baseAssetAmount.abs(), (0, amm_1.getSwapDirection)('base', directionToClose));
     switch (directionToClose) {
         case types_1.PositionDirection.SHORT:
             return market.amm.quoteAssetReserve
@@ -104,19 +106,3 @@ function calculateEntryPrice(userPosition) {
         .abs();
 }
 exports.calculateEntryPrice = calculateEntryPrice;
-function findDirectionToClose(userPosition) {
-    return userPosition.baseAssetAmount.gt(numericConstants_1.ZERO)
-        ? types_1.PositionDirection.SHORT
-        : types_1.PositionDirection.LONG;
-}
-exports.findDirectionToClose = findDirectionToClose;
-function positionCurrentDirection(userPosition) {
-    return userPosition.baseAssetAmount.gte(numericConstants_1.ZERO)
-        ? types_1.PositionDirection.LONG
-        : types_1.PositionDirection.SHORT;
-}
-exports.positionCurrentDirection = positionCurrentDirection;
-function isEmptyPosition(userPosition) {
-    return (userPosition.baseAssetAmount.eq(numericConstants_1.ZERO) && userPosition.openOrders.eq(numericConstants_1.ZERO));
-}
-exports.isEmptyPosition = isEmptyPosition;

package/lib/math/trade.d.ts

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

package/lib/math/trade.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"trade.d.ts","sourceRoot":"","sources":["../../src/math/trade.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,MAAM,EAAE,iBAAiB,EAAE,MAAM,UAAU,CAAC;AACrD,OAAO,EAAE,EAAE,EAAE,MAAM,uBAAuB,CAAC;AAS3C,OAAO,EAIN,SAAS,EACT,MAAM,OAAO,CAAC;AAKf,oBAAY,eAAe,GACxB,YAAY,GACZ,UAAU,GACV,YAAY,GACZ,oBAAoB,GACpB,QAAQ,GACR,QAAQ,GACR,kBAAkB,GAClB,qBAAqB,GACrB,yBAAyB,GACzB,0BAA0B,GAC1B,KAAK,CAAC;AAET;;;;;;;;;;;;;;GAcG;AACH,wBAAgB,sBAAsB,CACrC,SAAS,EAAE,iBAAiB,EAC5B,MAAM,EAAE,EAAE,EACV,MAAM,EAAE,MAAM,EACd,cAAc,GAAE,SAAmB,GACjC,CAAC,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,CAAC,CA0ClB;AAED;;;;;;;;GAQG;AACH,wBAAgB,6BAA6B,CAC5C,SAAS,EAAE,iBAAiB,EAC5B,MAAM,EAAE,EAAE,EACV,MAAM,EAAE,MAAM,EACd,cAAc,GAAE,SAAmB,GACjC,CAAC,EAAE,EAAE,EAAE,CAAC,CAiBV;AAED;;;;;;;;;;;;;;GAcG;AACH,wBAAgB,yBAAyB,CACxC,MAAM,EAAE,MAAM,EACd,WAAW,EAAE,EAAE,EACf,GAAG,GAAE,EAAW,EAChB,eAAe,GAAE,SAAmB,GAClC,CAAC,iBAAiB,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,CAAC,CAgHjC"}

package/lib/math/trade.js

@@ -25,18 +25,18 @@ const MAXPCT = new anchor_1.BN(1000); //percentage units are [0,1000] => [0,1]
  * 'newPrice' => the price of the asset after the trade : Precision MARK_PRICE_PRECISION
  */
 function calculateTradeSlippage(direction, amount, market, inputAssetType = 'quote') {
-    const oldPrice = market_1.calculateMarkPrice(market);
+    const oldPrice = (0, market_1.calculateMarkPrice)(market);
     if (amount.eq(numericConstants_1.ZERO)) {
         return [numericConstants_1.ZERO, numericConstants_1.ZERO, oldPrice, oldPrice];
     }
     const [acquiredBase, acquiredQuote] = calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType);
-    const entryPrice = amm_1.calculatePrice(acquiredBase, acquiredQuote, market.amm.pegMultiplier).mul(new anchor_1.BN(-1));
-    const newPrice = amm_1.calculatePrice(market.amm.baseAssetReserve.sub(acquiredBase), market.amm.quoteAssetReserve.sub(acquiredQuote), market.amm.pegMultiplier);
+    const entryPrice = (0, amm_1.calculatePrice)(acquiredBase, acquiredQuote, market.amm.pegMultiplier).mul(new anchor_1.BN(-1));
+    const newPrice = (0, amm_1.calculatePrice)(market.amm.baseAssetReserve.sub(acquiredBase), market.amm.quoteAssetReserve.sub(acquiredQuote), market.amm.pegMultiplier);
     if (direction == types_1.PositionDirection.SHORT) {
-        assert_1.assert(newPrice.lt(oldPrice));
+        (0, assert_1.assert)(newPrice.lt(oldPrice));
     }
     else {
-        assert_1.assert(oldPrice.lt(newPrice));
+        (0, assert_1.assert)(oldPrice.lt(newPrice));
     }
     const pctMaxSlippage = newPrice
         .sub(oldPrice)
@@ -64,7 +64,7 @@ function calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType
     if (amount.eq(numericConstants_1.ZERO)) {
         return [numericConstants_1.ZERO, numericConstants_1.ZERO];
     }
-    const [newQuoteAssetReserve, newBaseAssetReserve] = amm_1.calculateAmmReservesAfterSwap(market.amm, inputAssetType, amount, amm_1.getSwapDirection(inputAssetType, direction));
+    const [newQuoteAssetReserve, newBaseAssetReserve] = (0, amm_1.calculateAmmReservesAfterSwap)(market.amm, inputAssetType, amount, (0, amm_1.getSwapDirection)(inputAssetType, direction));
     const acquiredBase = market.amm.baseAssetReserve.sub(newBaseAssetReserve);
     const acquiredQuote = market.amm.quoteAssetReserve.sub(newQuoteAssetReserve);
     return [acquiredBase, acquiredQuote];
@@ -86,10 +86,10 @@ exports.calculateTradeAcquiredAmounts = calculateTradeAcquiredAmounts;
  * ]
  */
 function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAssetType = 'quote') {
-    assert_1.assert(market.amm.baseAssetReserve.gt(numericConstants_1.ZERO));
-    assert_1.assert(targetPrice.gt(numericConstants_1.ZERO));
-    assert_1.assert(pct.lte(MAXPCT) && pct.gt(numericConstants_1.ZERO));
-    const markPriceBefore = market_1.calculateMarkPrice(market);
+    (0, assert_1.assert)(market.amm.baseAssetReserve.gt(numericConstants_1.ZERO));
+    (0, assert_1.assert)(targetPrice.gt(numericConstants_1.ZERO));
+    (0, assert_1.assert)(pct.lte(MAXPCT) && pct.gt(numericConstants_1.ZERO));
+    const markPriceBefore = (0, market_1.calculateMarkPrice)(market);
     if (targetPrice.gt(markPriceBefore)) {
         const priceGap = targetPrice.sub(markPriceBefore);
         const priceGapScaled = priceGap.mul(pct).div(MAXPCT);
@@ -114,11 +114,11 @@ function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAsse
     let markPriceAfter;
     if (markPriceBefore.gt(targetPrice)) {
         // overestimate y2
-        baseAssetReserveAfter = utils_1.squareRootBN(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).sub(biasModifier)).sub(new anchor_1.BN(1));
+        baseAssetReserveAfter = (0, utils_1.squareRootBN)(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).sub(biasModifier)).sub(new anchor_1.BN(1));
         quoteAssetReserveAfter = k
             .div(numericConstants_1.MARK_PRICE_PRECISION)
             .div(baseAssetReserveAfter);
-        markPriceAfter = amm_1.calculatePrice(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
+        markPriceAfter = (0, amm_1.calculatePrice)(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
         direction = types_1.PositionDirection.SHORT;
         tradeSize = quoteAssetReserveBefore
             .sub(quoteAssetReserveAfter)
@@ -129,11 +129,11 @@ function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAsse
     }
     else if (markPriceBefore.lt(targetPrice)) {
         // underestimate y2
-        baseAssetReserveAfter = utils_1.squareRootBN(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).add(biasModifier)).add(new anchor_1.BN(1));
+        baseAssetReserveAfter = (0, utils_1.squareRootBN)(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).add(biasModifier)).add(new anchor_1.BN(1));
         quoteAssetReserveAfter = k
             .div(numericConstants_1.MARK_PRICE_PRECISION)
             .div(baseAssetReserveAfter);
-        markPriceAfter = amm_1.calculatePrice(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
+        markPriceAfter = (0, amm_1.calculatePrice)(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
         direction = types_1.PositionDirection.LONG;
         tradeSize = quoteAssetReserveAfter
             .sub(quoteAssetReserveBefore)
@@ -160,8 +160,8 @@ function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAsse
         .mul(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
         .mul(numericConstants_1.MARK_PRICE_PRECISION)
         .div(baseSize.abs());
-    assert_1.assert(tp1.sub(tp2).lte(originalDiff), 'Target Price Calculation incorrect');
-    assert_1.assert(tp2.lte(tp1) || tp2.sub(tp1).abs() < 100000, 'Target Price Calculation incorrect' +
+    (0, assert_1.assert)(tp1.sub(tp2).lte(originalDiff), 'Target Price Calculation incorrect');
+    (0, assert_1.assert)(tp2.lte(tp1) || tp2.sub(tp1).abs() < 100000, 'Target Price Calculation incorrect' +
         tp2.toString() +
         '>=' +
         tp1.toString() +

package/lib/math/utils.d.ts

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

package/lib/math/utils.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"utils.d.ts","sourceRoot":"","sources":["../../src/math/utils.ts"],"names":[],"mappings":";AAEA,eAAO,MAAM,YAAY,8CA0BxB,CAAC"}

package/lib/mockUSDCFaucet.d.ts

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

package/lib/mockUSDCFaucet.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"mockUSDCFaucet.d.ts","sourceRoot":"","sources":["../src/mockUSDCFaucet.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,MAAM,MAAM,uBAAuB,CAAC;AAChD,OAAO,EAAO,OAAO,EAAE,QAAQ,EAAE,MAAM,uBAAuB,CAAC;AAC/D,OAAO,EACN,WAAW,EAKX,MAAM,mBAAmB,CAAC;AAC3B,OAAO,EACN,cAAc,EACd,UAAU,EACV,SAAS,EAIT,sBAAsB,EACtB,oBAAoB,EACpB,MAAM,iBAAiB,CAAC;AACzB,OAAO,EAAE,MAAM,OAAO,CAAC;AAEvB,OAAO,EAAE,OAAO,EAAE,MAAM,SAAS,CAAC;AAElC,qBAAa,cAAc;IAC1B,UAAU,EAAE,UAAU,CAAC;IACvB,MAAM,EAAE,OAAO,CAAC;IACT,OAAO,EAAE,OAAO,CAAC;IACxB,QAAQ,EAAE,QAAQ,CAAC;IACnB,IAAI,CAAC,EAAE,cAAc,CAAC;gBAGrB,UAAU,EAAE,UAAU,EACtB,MAAM,EAAE,OAAO,EACf,SAAS,EAAE,SAAS,EACpB,IAAI,CAAC,EAAE,cAAc;IAUT,uCAAuC,IAAI,OAAO,CAC9D;QAAC,SAAS;QAAE,MAAM;KAAC,CACnB;IAOD,4BAA4B,CAAC,EAAE,SAAS,CAAC;IAC5B,+BAA+B,IAAI,OAAO,CAAC,SAAS,CAAC;IAUrD,UAAU,IAAI,OAAO,CAAC,oBAAoB,CAAC;IA8C3C,UAAU,IAAI,OAAO,CAAC,GAAG,CAAC;IAM1B,UAAU,CACtB,gBAAgB,EAAE,SAAS,EAC3B,MAAM,EAAE,EAAE,GACR,OAAO,CAAC,oBAAoB,CAAC;IAanB,qCAAqC,CACjD,aAAa,EAAE,SAAS,EACxB,MAAM,EAAE,EAAE,GACR,OAAO,CAAC,CAAC,SAAS,EAAE,oBAAoB,CAAC,CAAC;IAWhC,iDAAiD,CAC7D,aAAa,EAAE,SAAS,EACxB,MAAM,EAAE,EAAE,GACR,OAAO,CAAC,CAAC,SAAS,EAAE,sBAAsB,EAAE,sBAAsB,CAAC,CAAC;IA8B1D,gCAAgC,CAAC,KAAK,EAAE;QACpD,UAAU,EAAE,SAAS,CAAC;KACtB,GAAG,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,SAAS,CAAC;IAWrB,mBAAmB,CAAC,KAAK,EAAE;QACvC,UAAU,EAAE,SAAS,CAAC;KACtB,GAAG,OAAO,CAAC,WAAW,CAAC;IAiBX,uBAAuB,CAAC,KAAK,EAAE;QAC3C,UAAU,EAAE,SAAS,CAAC;QACtB,QAAQ,EAAE,CAAC,WAAW,EAAE,WAAW,KAAK,IAAI,CAAC;KAC7C,GAAG,OAAO,CAAC,OAAO,CAAC;CAuBpB"}

package/lib/pythClient.d.ts

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

package/lib/pythClient.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"pythClient.d.ts","sourceRoot":"","sources":["../src/pythClient.ts"],"names":[],"mappings":"AAAA,OAAO,EAAkB,SAAS,EAAE,MAAM,qBAAqB,CAAC;AAChE,OAAO,EAAE,UAAU,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAExD,qBAAa,UAAU;IACtB,OAAO,CAAC,UAAU,CAAa;gBAEZ,UAAU,EAAE,UAAU;IAI5B,YAAY,CAAC,cAAc,EAAE,SAAS,GAAG,OAAO,CAAC,SAAS,CAAC;CAIxE"}

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 client_1.parsePriceData(account.data);
+            return (0, client_1.parsePriceData)(account.data);
         });
     }
 }

package/lib/tx/defaultTxSender.d.ts

@@ -6,3 +6,4 @@ 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/defaultTxSender.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"defaultTxSender.d.ts","sourceRoot":"","sources":["../../src/tx/defaultTxSender.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,SAAS,CAAC;AACnC,OAAO,EACN,cAAc,EACd,MAAM,EACN,WAAW,EACX,oBAAoB,EACpB,MAAM,iBAAiB,CAAC;AACzB,OAAO,EAAE,QAAQ,EAAE,MAAM,uBAAuB,CAAC;AAEjD,qBAAa,eAAgB,YAAW,QAAQ;IAC/C,QAAQ,EAAE,QAAQ,CAAC;gBAEA,QAAQ,EAAE,QAAQ;IAIrC,IAAI,CACH,EAAE,EAAE,WAAW,EACf,iBAAiB,CAAC,EAAE,KAAK,CAAC,MAAM,CAAC,EACjC,IAAI,CAAC,EAAE,cAAc,GACnB,OAAO,CAAC,oBAAoB,CAAC;CAGhC"}

package/lib/tx/types.d.ts

@@ -2,3 +2,4 @@ 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/types.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../../src/tx/types.ts"],"names":[],"mappings":"AAAA,OAAO,EACN,cAAc,EACd,MAAM,EACN,WAAW,EACX,oBAAoB,EACpB,MAAM,iBAAiB,CAAC;AAEzB,MAAM,WAAW,QAAQ;IACxB,IAAI,CACH,EAAE,EAAE,WAAW,EACf,iBAAiB,CAAC,EAAE,KAAK,CAAC,MAAM,CAAC,EACjC,IAAI,CAAC,EAAE,cAAc,GACnB,OAAO,CAAC,oBAAoB,CAAC,CAAC;CACjC"}

package/lib/tx/utils.d.ts

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

package/lib/tx/utils.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"utils.d.ts","sourceRoot":"","sources":["../../src/tx/utils.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,WAAW,EAAE,sBAAsB,EAAE,MAAM,iBAAiB,CAAC;AAEtE,wBAAgB,QAAQ,CAAC,WAAW,EAAE,sBAAsB,GAAG,WAAW,CAEzE"}