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

package/src/admin.ts

@@ -5,20 +5,10 @@ import {
 	SYSVAR_RENT_PUBKEY,
 	TransactionSignature,
 } from '@solana/web3.js';
-import {
-	FeeStructure,
-	IWallet,
-	OracleGuardRails,
-	OracleSource,
-	OrderFillerRewardStructure,
-} from './types';
+import { FeeStructure, IWallet, OracleGuardRails, OracleSource } from './types';
 import { BN, Idl, Program, Provider } from '@project-serum/anchor';
 import * as anchor from '@project-serum/anchor';
-import {
-	getClearingHouseStateAccountPublicKey,
-	getClearingHouseStateAccountPublicKeyAndNonce,
-	getOrderStateAccountPublicKeyAndNonce,
-} from './addresses';
+import { getClearingHouseStateAccountPublicKeyAndNonce } from './addresses';
 import { TOKEN_PROGRAM_ID } from '@solana/spl-token';
 import { ClearingHouse } from './clearingHouse';
 import { PEG_PRECISION } from './constants/numericConstants';
@@ -58,9 +48,7 @@ export class Admin extends ClearingHouse {
 	public async initialize(
 		usdcMint: PublicKey,
 		adminControlsPrices: boolean
-	): Promise<
-		[TransactionSignature, TransactionSignature, TransactionSignature]
-	> {
+	): Promise<[TransactionSignature, TransactionSignature]> {
 		const stateAccountRPCResponse = await this.connection.getParsedAccountInfo(
 			await this.getStatePublicKey()
 		);
@@ -165,7 +153,7 @@ export class Admin extends ClearingHouse {
 					await this.program.account.depositHistory.createInstruction(
 						depositHistory
 					),
-					await this.program.account.curveHistory.createInstruction(
+					await this.program.account.extendedCurveHistory.createInstruction(
 						curveHistory
 					),
 				],
@@ -184,40 +172,7 @@ export class Admin extends ClearingHouse {
 			this.opts
 		);
 
-		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
-		);
+		return [initializeTxSig, initializeHistoryTxSig];
 	}
 
 	public async initializeMarket(
@@ -275,13 +230,38 @@ export class Admin extends ClearingHouse {
 		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.updateK(sqrtK, marketIndex, {
 			accounts: {
 				state: await this.getStatePublicKey(),
 				admin: this.wallet.publicKey,
 				markets: state.markets,
+				curveHistory: state.extendedCurveHistory,
+				oracle: ammData.oracle,
+			},
+		});
+	}
+
+	public async updateCurveHistory(): Promise<TransactionSignature> {
+		const extendedCurveHistory = anchor.web3.Keypair.generate();
+
+		const state = this.getStateAccount();
+		return await this.program.rpc.updateCurveHistory({
+			accounts: {
+				state: await this.getStatePublicKey(),
+				admin: this.wallet.publicKey,
 				curveHistory: state.curveHistory,
+				extendedCurveHistory: extendedCurveHistory.publicKey,
 			},
+			instructions: [
+				await this.program.account.extendedCurveHistory.createInstruction(
+					extendedCurveHistory
+				),
+			],
+			signers: [extendedCurveHistory],
 		});
 	}
 
@@ -334,7 +314,45 @@ export class Admin extends ClearingHouse {
 				admin: this.wallet.publicKey,
 				oracle: ammData.oracle,
 				markets: state.markets,
-				curveHistory: state.curveHistory,
+				curveHistory: state.extendedCurveHistory,
+			},
+		});
+	}
+
+	public async updateAmmOracleTwap(
+		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.updateAmmOracleTwap(marketIndex, {
+			accounts: {
+				state: await this.getStatePublicKey(),
+				admin: this.wallet.publicKey,
+				oracle: ammData.oracle,
+				markets: state.markets,
+				curveHistory: state.extendedCurveHistory,
+			},
+		});
+	}
+
+	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,
 			},
 		});
 	}
@@ -500,21 +518,6 @@ 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: {
@@ -555,30 +558,12 @@ export class Admin extends ClearingHouse {
 		);
 	}
 
-	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(
+	public async updateMarketMinimumTradeSize(
 		marketIndex: BN,
 		minimumTradeSize: BN
 	): Promise<TransactionSignature> {
 		const state = this.getStateAccount();
-		return await this.program.rpc.updateMarketMinimumBaseAssetTradeSize(
+		return await this.program.rpc.updateMarketMinimumTradeSize(
 			marketIndex,
 			minimumTradeSize,
 			{

package/src/clearingHouse.ts

@@ -7,7 +7,6 @@ import {
 import {
 	MarketsAccount,
 	StateAccount,
-	CurveHistoryAccount,
 	DepositHistoryAccount,
 	FundingPaymentHistoryAccount,
 	FundingRateHistoryAccount,
@@ -17,10 +16,7 @@ import {
 	TradeHistoryAccount,
 	UserAccount,
 	Market,
-	OrderHistoryAccount,
-	OrderStateAccount,
-	OrderParams,
-	Order,
+	ExtendedCurveHistoryAccount,
 } from './types';
 import * as anchor from '@project-serum/anchor';
 import clearingHouseIDL from './idl/clearing_house.json';
@@ -40,11 +36,8 @@ import { EventEmitter } from 'events';
 import StrictEventEmitter from 'strict-event-emitter-types';
 import {
 	getClearingHouseStateAccountPublicKey,
-	getOrderStateAccountPublicKey,
 	getUserAccountPublicKey,
 	getUserAccountPublicKeyAndNonce,
-	getUserOrdersAccountPublicKey,
-	getUserOrdersAccountPublicKeyAndNonce,
 } from './addresses';
 import {
 	ClearingHouseAccountSubscriber,
@@ -143,7 +136,6 @@ export class ClearingHouse {
 			'fundingRateHistoryAccount',
 			'liquidationHistoryAccount',
 			'tradeHistoryAccount',
-			'orderHistoryAccount',
 		]);
 	}
 
@@ -208,29 +200,10 @@ export class ClearingHouse {
 		return this.accountSubscriber.getDepositHistoryAccount();
 	}
 
-	public getCurveHistoryAccount(): CurveHistoryAccount {
+	public getCurveHistoryAccount(): ExtendedCurveHistoryAccount {
 		return this.accountSubscriber.getCurveHistoryAccount();
 	}
 
-	public getOrderHistoryAccount(): OrderHistoryAccount {
-		return this.accountSubscriber.getOrderHistoryAccount();
-	}
-
-	orderStatePublicKey?: PublicKey;
-	public async getOrderStatePublicKey(): Promise<PublicKey> {
-		if (this.orderStatePublicKey) {
-			return this.orderStatePublicKey;
-		}
-		this.orderStatePublicKey = await getOrderStateAccountPublicKey(
-			this.program.programId
-		);
-		return this.orderStatePublicKey;
-	}
-
-	public getOrderStateAccount(): OrderStateAccount {
-		return this.accountSubscriber.getOrderStateAccount();
-	}
-
 	/**
 	 * Update the wallet to use for clearing house transactions and linked user account
 	 * @param newWallet
@@ -259,12 +232,9 @@ export class ClearingHouse {
 			userPositionsAccount,
 			userAccountPublicKey,
 			initializeUserAccountIx,
-			initializeUserOrdersAccountIx,
 		] = await this.getInitializeUserInstructions();
 
-		const tx = new Transaction()
-			.add(initializeUserAccountIx)
-			.add(initializeUserOrdersAccountIx);
+		const tx = new Transaction().add(initializeUserAccountIx);
 		const txSig = await this.txSender.send(
 			tx,
 			[userPositionsAccount],
@@ -274,9 +244,9 @@ export class ClearingHouse {
 	}
 
 	async getInitializeUserInstructions(): Promise<
-		[Keypair, PublicKey, TransactionInstruction, TransactionInstruction]
+		[Keypair, PublicKey, TransactionInstruction]
 	> {
-		const [userAccountPublicKey, userAccountNonce] =
+		const [userPublicKey, userAccountNonce] =
 			await getUserAccountPublicKeyAndNonce(
 				this.program.programId,
 				this.wallet.publicKey
@@ -310,7 +280,7 @@ export class ClearingHouse {
 				optionalAccounts,
 				{
 					accounts: {
-						user: userAccountPublicKey,
+						user: userPublicKey,
 						authority: this.wallet.publicKey,
 						rent: anchor.web3.SYSVAR_RENT_PUBKEY,
 						systemProgram: anchor.web3.SystemProgram.programId,
@@ -320,44 +290,7 @@ export class ClearingHouse {
 					remainingAccounts: remainingAccounts,
 				}
 			);
-
-		const initializeUserOrdersAccountIx =
-			await this.getInitializeUserOrdersInstruction(userAccountPublicKey);
-
-		return [
-			userPositions,
-			userAccountPublicKey,
-			initializeUserAccountIx,
-			initializeUserOrdersAccountIx,
-		];
-	}
-
-	async getInitializeUserOrdersInstruction(
-		userAccountPublicKey?: PublicKey
-	): Promise<TransactionInstruction> {
-		const [userOrdersAccountPublicKey, userOrdersAccountNonce] =
-			await getUserOrdersAccountPublicKeyAndNonce(
-				this.program.programId,
-				this.wallet.publicKey
-			);
-
-		if (!userAccountPublicKey) {
-			userAccountPublicKey = await this.getUserAccountPublicKey();
-		}
-
-		return await this.program.instruction.initializeUserOrders(
-			userOrdersAccountNonce,
-			{
-				accounts: {
-					user: userAccountPublicKey,
-					authority: this.wallet.publicKey,
-					rent: anchor.web3.SYSVAR_RENT_PUBKEY,
-					systemProgram: anchor.web3.SystemProgram.programId,
-					userOrders: userOrdersAccountPublicKey,
-					state: await this.getStatePublicKey(),
-				},
-			}
-		);
+		return [userPositions, userPublicKey, initializeUserAccountIx];
 	}
 
 	userAccountPublicKey?: PublicKey;
@@ -389,23 +322,6 @@ export class ClearingHouse {
 		return this.userAccount;
 	}
 
-	userOrdersAccountPublicKey?: PublicKey;
-	/**
-	 * Get the address for the Clearing House User Order's account. NOT the user's wallet address.
-	 * @returns
-	 */
-	public async getUserOrdersAccountPublicKey(): Promise<PublicKey> {
-		if (this.userOrdersAccountPublicKey) {
-			return this.userOrdersAccountPublicKey;
-		}
-
-		this.userOrdersAccountPublicKey = await getUserOrdersAccountPublicKey(
-			this.program.programId,
-			this.wallet.publicKey
-		);
-		return this.userOrdersAccountPublicKey;
-	}
-
 	public async depositCollateral(
 		amount: BN,
 		collateralAccountPublicKey: PublicKey,
@@ -463,7 +379,6 @@ export class ClearingHouse {
 			userPositionsAccount,
 			userAccountPublicKey,
 			initializeUserAccountIx,
-			initializeUserOrdersAccountIx,
 		] = await this.getInitializeUserInstructions();
 
 		const depositCollateralIx = await this.getDepositCollateralInstruction(
@@ -474,7 +389,6 @@ export class ClearingHouse {
 
 		const tx = new Transaction()
 			.add(initializeUserAccountIx)
-			.add(initializeUserOrdersAccountIx)
 			.add(depositCollateralIx);
 
 		const txSig = await this.program.provider.send(tx, [userPositionsAccount]);
@@ -496,7 +410,6 @@ export class ClearingHouse {
 			userPositionsAccount,
 			userAccountPublicKey,
 			initializeUserAccountIx,
-			initializeUserOrdersAccountIx,
 		] = await this.getInitializeUserInstructions();
 
 		const depositCollateralIx = await this.getDepositCollateralInstruction(
@@ -509,7 +422,6 @@ export class ClearingHouse {
 			.add(createAssociatedAccountIx)
 			.add(mintToIx)
 			.add(initializeUserAccountIx)
-			.add(initializeUserOrdersAccountIx)
 			.add(depositCollateralIx);
 
 		const txSig = await this.program.provider.send(tx, [userPositionsAccount]);
@@ -660,251 +572,6 @@ export class ClearingHouse {
 		);
 	}
 
-	public async placeOrder(
-		orderParams: OrderParams,
-		discountToken?: PublicKey,
-		referrer?: PublicKey
-	): Promise<TransactionSignature> {
-		return await this.txSender.send(
-			wrapInTx(
-				await this.getPlaceOrderIx(orderParams, discountToken, referrer)
-			),
-			[],
-			this.opts
-		);
-	}
-
-	public async getPlaceOrderIx(
-		orderParams: OrderParams,
-		discountToken?: PublicKey,
-		referrer?: PublicKey
-	): Promise<TransactionInstruction> {
-		const userAccountPublicKey = await this.getUserAccountPublicKey();
-		const userAccount = await this.getUserAccount();
-
-		const priceOracle =
-			this.getMarketsAccount().markets[orderParams.marketIndex.toNumber()].amm
-				.oracle;
-
-		const remainingAccounts = [];
-		if (orderParams.optionalAccounts.discountToken) {
-			if (!discountToken) {
-				throw Error(
-					'Optional accounts specified discount token but no discount token present'
-				);
-			}
-
-			remainingAccounts.push({
-				pubkey: discountToken,
-				isWritable: false,
-				isSigner: false,
-			});
-		}
-
-		if (orderParams.optionalAccounts.referrer) {
-			if (!referrer) {
-				throw Error(
-					'Optional accounts specified referrer but no referrer present'
-				);
-			}
-
-			remainingAccounts.push({
-				pubkey: referrer,
-				isWritable: false,
-				isSigner: false,
-			});
-		}
-
-		const state = this.getStateAccount();
-		const orderState = this.getOrderStateAccount();
-		return await this.program.instruction.placeOrder(orderParams, {
-			accounts: {
-				state: await this.getStatePublicKey(),
-				user: userAccountPublicKey,
-				authority: this.wallet.publicKey,
-				markets: state.markets,
-				userOrders: await this.getUserOrdersAccountPublicKey(),
-				userPositions: userAccount.positions,
-				fundingPaymentHistory: state.fundingPaymentHistory,
-				fundingRateHistory: state.fundingRateHistory,
-				orderState: await this.getOrderStatePublicKey(),
-				orderHistory: orderState.orderHistory,
-				oracle: priceOracle,
-			},
-			remainingAccounts,
-		});
-	}
-
-	public async cancelOrder(orderId: BN): Promise<TransactionSignature> {
-		return await this.txSender.send(
-			wrapInTx(await this.getCancelOrderIx(orderId)),
-			[],
-			this.opts
-		);
-	}
-
-	public async getCancelOrderIx(orderId: BN): Promise<TransactionInstruction> {
-		const userAccountPublicKey = await this.getUserAccountPublicKey();
-		const userAccount = await this.getUserAccount();
-
-		const state = this.getStateAccount();
-		const orderState = this.getOrderStateAccount();
-		return await this.program.instruction.cancelOrder(orderId, {
-			accounts: {
-				state: await this.getStatePublicKey(),
-				user: userAccountPublicKey,
-				authority: this.wallet.publicKey,
-				markets: state.markets,
-				userOrders: await this.getUserOrdersAccountPublicKey(),
-				userPositions: userAccount.positions,
-				fundingPaymentHistory: state.fundingPaymentHistory,
-				fundingRateHistory: state.fundingRateHistory,
-				orderState: await this.getOrderStatePublicKey(),
-				orderHistory: orderState.orderHistory,
-			},
-		});
-	}
-
-	public async fillOrder(
-		userAccountPublicKey: PublicKey,
-		userOrdersAccountPublicKey: PublicKey,
-		order: Order
-	): Promise<TransactionSignature> {
-		return await this.txSender.send(
-			wrapInTx(
-				await this.getFillOrderIx(
-					userAccountPublicKey,
-					userOrdersAccountPublicKey,
-					order
-				)
-			),
-			[],
-			this.opts
-		);
-	}
-
-	public async getFillOrderIx(
-		userAccountPublicKey: PublicKey,
-		userOrdersAccountPublicKey: PublicKey,
-		order: Order
-	): Promise<TransactionInstruction> {
-		const fillerPublicKey = await this.getUserAccountPublicKey();
-		const userAccount: any = await this.program.account.user.fetch(
-			userAccountPublicKey
-		);
-
-		const marketIndex = order.marketIndex;
-		const oracle = this.getMarket(marketIndex).amm.oracle;
-
-		const state = this.getStateAccount();
-		const orderState = this.getOrderStateAccount();
-
-		const remainingAccounts = [];
-		if (!order.referrer.equals(PublicKey.default)) {
-			remainingAccounts.push({
-				pubkey: order.referrer,
-				isWritable: true,
-				isSigner: false,
-			});
-		}
-
-		const orderId = order.orderId;
-		return await this.program.instruction.fillOrder(orderId, {
-			accounts: {
-				state: await this.getStatePublicKey(),
-				filler: fillerPublicKey,
-				user: userAccountPublicKey,
-				authority: this.wallet.publicKey,
-				markets: state.markets,
-				userPositions: userAccount.positions,
-				userOrders: userOrdersAccountPublicKey,
-				tradeHistory: state.tradeHistory,
-				fundingPaymentHistory: state.fundingPaymentHistory,
-				fundingRateHistory: state.fundingRateHistory,
-				orderState: await this.getOrderStatePublicKey(),
-				orderHistory: orderState.orderHistory,
-				oracle: oracle,
-			},
-			remainingAccounts,
-		});
-	}
-
-	public async placeAndFillOrder(
-		orderParams: OrderParams,
-		discountToken?: PublicKey,
-		referrer?: PublicKey
-	): Promise<TransactionSignature> {
-		return await this.txSender.send(
-			wrapInTx(
-				await this.getPlaceAndFillOrderIx(orderParams, discountToken, referrer)
-			),
-			[],
-			this.opts
-		);
-	}
-
-	public async getPlaceAndFillOrderIx(
-		orderParams: OrderParams,
-		discountToken?: PublicKey,
-		referrer?: PublicKey
-	): Promise<TransactionInstruction> {
-		const userAccountPublicKey = await this.getUserAccountPublicKey();
-		const userAccount = await this.getUserAccount();
-
-		const priceOracle =
-			this.getMarketsAccount().markets[orderParams.marketIndex.toNumber()].amm
-				.oracle;
-
-		const remainingAccounts = [];
-		if (orderParams.optionalAccounts.discountToken) {
-			if (!discountToken) {
-				throw Error(
-					'Optional accounts specified discount token but no discount token present'
-				);
-			}
-
-			remainingAccounts.push({
-				pubkey: discountToken,
-				isWritable: false,
-				isSigner: false,
-			});
-		}
-
-		if (orderParams.optionalAccounts.referrer) {
-			if (!referrer) {
-				throw Error(
-					'Optional accounts specified referrer but no referrer present'
-				);
-			}
-
-			remainingAccounts.push({
-				pubkey: referrer,
-				isWritable: true,
-				isSigner: false,
-			});
-		}
-
-		const state = this.getStateAccount();
-		const orderState = this.getOrderStateAccount();
-		return await this.program.instruction.placeAndFillOrder(orderParams, {
-			accounts: {
-				state: await this.getStatePublicKey(),
-				user: userAccountPublicKey,
-				authority: this.wallet.publicKey,
-				markets: state.markets,
-				userOrders: await this.getUserOrdersAccountPublicKey(),
-				userPositions: userAccount.positions,
-				tradeHistory: state.tradeHistory,
-				fundingPaymentHistory: state.fundingPaymentHistory,
-				fundingRateHistory: state.fundingRateHistory,
-				orderState: await this.getOrderStatePublicKey(),
-				orderHistory: orderState.orderHistory,
-				oracle: priceOracle,
-			},
-			remainingAccounts,
-		});
-	}
-
 	/**
 	 * Close an entire position. If you want to reduce a position, use the {@link openPosition} method in the opposite direction of the current position.
 	 * @param marketIndex