@drift-labs/sdk 0.1.18-orders.1 → 0.1.18-orders.2

package/src/index.ts

@@ -1,16 +1,21 @@
-import { BN } from '@project-serum/anchor';
+import BN from 'bn.js';
+import { PublicKey } from '@solana/web3.js';
 
 export * from './mockUSDCFaucet';
 export * from './pythClient';
 export * from './types';
 export * from './constants/markets';
-export * from './accounts/defaultHistoryAccountSubscriber';
-export * from './accounts/defaultClearingHouseAccountSubscriber';
+export * from './accounts/webSocketClearingHouseAccountSubscriber';
+export * from './accounts/bulkAccountLoader';
+export * from './accounts/pollingClearingHouseAccountSubscriber';
+export * from './accounts/pollingTokenAccountSubscriber';
 export * from './accounts/types';
 export * from './addresses';
 export * from './admin';
 export * from './clearingHouseUser';
 export * from './clearingHouse';
+export * from './factory/clearingHouse';
+export * from './factory/clearingHouseUser';
 export * from './math/conversion';
 export * from './math/funding';
 export * from './math/insuranceFund';
@@ -29,4 +34,4 @@ export * from './constants/numericConstants';
 export * from './util/computeUnits';
 export * from './util/tps';
 
-export { BN };
+export { BN, PublicKey };

package/src/math/funding.ts

@@ -120,6 +120,7 @@ export async function calculateAllEstimatedFundingRate(
 		.mul(periodAdjustment)
 		.div(hoursInDay)
 		.div(MARK_PRICE_PRECISION.div(QUOTE_PRECISION));
+
 	let feePoolSize = calculateFundingPool(market);
 	if (interpRateQuote.lt(new BN(0))) {
 		feePoolSize = feePoolSize.mul(new BN(-1));
@@ -289,7 +290,10 @@ export function calculateFundingPool(market: Market): BN {
 	const totalFeeLB = market.amm.totalFee.div(new BN(2));
 	const feePool = BN.max(
 		ZERO,
-		market.amm.totalFeeMinusDistributions.sub(totalFeeLB)
+		market.amm.totalFeeMinusDistributions
+			.sub(totalFeeLB)
+			.mul(new BN(2))
+			.div(new BN(3))
 	);
 	return feePool;
 }

package/src/math/utils.ts

@@ -1,4 +1,4 @@
-import { BN } from 'bn.js';
+import BN from 'bn.js';
 
 export const squareRootBN = (n, closeness = new BN(1)) => {
 	// Assuming the sqrt of n as n only

package/src/orderParams.ts

@@ -14,10 +14,12 @@ export function getLimitOrderParams(
 	price: BN,
 	reduceOnly: boolean,
 	discountToken = false,
-	referrer = false
+	referrer = false,
+	userOrderId = 0
 ): OrderParams {
 	return {
 		orderType: OrderType.LIMIT,
+		userOrderId,
 		marketIndex,
 		direction,
 		quoteAssetAmount: ZERO,
@@ -26,12 +28,16 @@ export function getLimitOrderParams(
 		reduceOnly,
 		postOnly: false,
 		immediateOrCancel: false,
+		positionLimit: ZERO,
+		padding0: true,
+		padding1: ZERO,
 		optionalAccounts: {
 			discountToken,
 			referrer,
 		},
 		triggerCondition: OrderTriggerCondition.ABOVE,
 		triggerPrice: ZERO,
+		oraclePriceOffset: ZERO,
 	};
 }
 
@@ -43,10 +49,12 @@ export function getStopOrderParams(
 	triggerCondition: OrderTriggerCondition,
 	reduceOnly: boolean,
 	discountToken = false,
-	referrer = false
+	referrer = false,
+	userOrderId = 0
 ): OrderParams {
 	return {
 		orderType: OrderType.STOP,
+		userOrderId,
 		marketIndex,
 		direction,
 		quoteAssetAmount: ZERO,
@@ -55,12 +63,16 @@ export function getStopOrderParams(
 		reduceOnly,
 		postOnly: false,
 		immediateOrCancel: false,
+		positionLimit: ZERO,
+		padding0: true,
+		padding1: ZERO,
 		optionalAccounts: {
 			discountToken,
 			referrer,
 		},
 		triggerCondition,
 		triggerPrice,
+		oraclePriceOffset: ZERO,
 	};
 }
 
@@ -73,10 +85,12 @@ export function getStopLimitOrderParams(
 	triggerCondition: OrderTriggerCondition,
 	reduceOnly: boolean,
 	discountToken = false,
-	referrer = false
+	referrer = false,
+	userOrderId = 0
 ): OrderParams {
 	return {
 		orderType: OrderType.STOP_LIMIT,
+		userOrderId,
 		marketIndex,
 		direction,
 		quoteAssetAmount: ZERO,
@@ -85,12 +99,16 @@ export function getStopLimitOrderParams(
 		reduceOnly,
 		postOnly: false,
 		immediateOrCancel: false,
+		positionLimit: ZERO,
+		padding0: true,
+		padding1: ZERO,
 		optionalAccounts: {
 			discountToken,
 			referrer,
 		},
 		triggerCondition,
 		triggerPrice,
+		oraclePriceOffset: ZERO,
 	};
 }
 
@@ -110,6 +128,7 @@ export function getMarketOrderParams(
 
 	return {
 		orderType: OrderType.MARKET,
+		userOrderId: 0,
 		marketIndex,
 		direction,
 		quoteAssetAmount,
@@ -118,11 +137,15 @@ export function getMarketOrderParams(
 		reduceOnly,
 		postOnly: false,
 		immediateOrCancel: false,
+		positionLimit: ZERO,
+		padding0: true,
+		padding1: ZERO,
 		optionalAccounts: {
 			discountToken,
 			referrer,
 		},
 		triggerCondition: OrderTriggerCondition.ABOVE,
 		triggerPrice: ZERO,
+		oraclePriceOffset: ZERO,
 	};
 }

package/src/token/index.ts

@@ -0,0 +1,37 @@
+import { AccountInfo, AccountLayout, u64 } from '@solana/spl-token';
+import { PublicKey } from '@solana/web3.js';
+
+export function parseTokenAccount(data: Buffer): AccountInfo {
+	const accountInfo = AccountLayout.decode(data);
+	accountInfo.mint = new PublicKey(accountInfo.mint);
+	accountInfo.owner = new PublicKey(accountInfo.owner);
+	accountInfo.amount = u64.fromBuffer(accountInfo.amount);
+
+	if (accountInfo.delegateOption === 0) {
+		accountInfo.delegate = null;
+		// eslint-disable-next-line new-cap
+		accountInfo.delegatedAmount = new u64(0);
+	} else {
+		accountInfo.delegate = new PublicKey(accountInfo.delegate);
+		accountInfo.delegatedAmount = u64.fromBuffer(accountInfo.delegatedAmount);
+	}
+
+	accountInfo.isInitialized = accountInfo.state !== 0;
+	accountInfo.isFrozen = accountInfo.state === 2;
+
+	if (accountInfo.isNativeOption === 1) {
+		accountInfo.rentExemptReserve = u64.fromBuffer(accountInfo.isNative);
+		accountInfo.isNative = true;
+	} else {
+		accountInfo.rentExemptReserve = null;
+		accountInfo.isNative = false;
+	}
+
+	if (accountInfo.closeAuthorityOption === 0) {
+		accountInfo.closeAuthority = null;
+	} else {
+		accountInfo.closeAuthority = new PublicKey(accountInfo.closeAuthority);
+	}
+
+	return accountInfo;
+}

package/src/types.ts

@@ -79,9 +79,9 @@ export type DepositHistoryAccount = {
 	depositRecords: DepositRecord[];
 };
 
-export type CurveHistoryAccount = {
+export type ExtendedCurveHistoryAccount = {
 	head: BN;
-	curveRecords: CurveRecord[];
+	curveRecords: ExtendedCurveRecord[];
 };
 
 export type FundingRateHistoryAccount = {
@@ -119,7 +119,7 @@ export type DepositRecord = {
 	amount: BN;
 };
 
-export type CurveRecord = {
+export type ExtendedCurveRecord = {
 	ts: BN;
 	recordId: BN;
 	marketIndex: BN;
@@ -135,6 +135,8 @@ export type CurveRecord = {
 	baseAssetAmountShort: BN;
 	baseAssetAmount: BN;
 	openInterest: BN;
+	oraclePrice: BN;
+	tradeId: BN;
 };
 
 export type TradeRecord = {
@@ -255,6 +257,7 @@ export type StateAccount = {
 	oracleGuardRails: OracleGuardRails;
 	maxDeposit: BN;
 	orderState: PublicKey;
+	extendedCurveHistory: PublicKey;
 };
 
 export type OrderStateAccount = {
@@ -301,6 +304,7 @@ export type AMM = {
 	totalFee: BN;
 	minimumQuoteAssetTradeSize: BN;
 	minimumBaseAssetTradeSize: BN;
+	lastOraclePrice: BN;
 };
 
 // # User Account Types
@@ -338,6 +342,7 @@ export type Order = {
 	orderType: OrderType;
 	ts: BN;
 	orderId: BN;
+	userOrderId: number;
 	marketIndex: BN;
 	price: BN;
 	baseAssetAmount: BN;
@@ -357,6 +362,7 @@ export type Order = {
 
 export type OrderParams = {
 	orderType: OrderType;
+	userOrderId: number;
 	direction: PositionDirection;
 	quoteAssetAmount: BN;
 	baseAssetAmount: BN;
@@ -367,6 +373,10 @@ export type OrderParams = {
 	immediateOrCancel: boolean;
 	triggerPrice: BN;
 	triggerCondition: OrderTriggerCondition;
+	positionLimit: BN;
+	oraclePriceOffset: BN;
+	padding0: boolean;
+	padding1: BN;
 	optionalAccounts: {
 		discountToken: boolean;
 		referrer: boolean;

package/lib/accounts/defaultHistoryAccountSubscriber.d.ts

@@ -1,28 +0,0 @@
-/// <reference types="node" />
-import { ClearingHouseAccountEvents, HistoryAccountSubscriber } from './types';
-import { AccountSubscriber } from './types';
-import { CurveHistoryAccount, DepositHistoryAccount, FundingPaymentHistoryAccount, FundingRateHistoryAccount, LiquidationHistoryAccount, TradeHistoryAccount } from '../types';
-import { Program } from '@project-serum/anchor';
-import StrictEventEmitter from 'strict-event-emitter-types';
-import { EventEmitter } from 'events';
-export declare class DefaultHistoryAccountSubscriber implements HistoryAccountSubscriber {
-    isSubscribed: boolean;
-    program: Program;
-    eventEmitter: StrictEventEmitter<EventEmitter, ClearingHouseAccountEvents>;
-    tradeHistoryAccountSubscriber?: AccountSubscriber<TradeHistoryAccount>;
-    depositHistoryAccountSubscriber?: AccountSubscriber<DepositHistoryAccount>;
-    fundingPaymentHistoryAccountSubscriber?: AccountSubscriber<FundingPaymentHistoryAccount>;
-    fundingRateHistoryAccountSubscriber?: AccountSubscriber<FundingRateHistoryAccount>;
-    curveHistoryAccountSubscriber?: AccountSubscriber<CurveHistoryAccount>;
-    liquidationHistoryAccountSubscriber?: AccountSubscriber<LiquidationHistoryAccount>;
-    constructor(program: Program);
-    subscribe(): Promise<boolean>;
-    unsubscribe(): Promise<void>;
-    assertIsSubscribed(): void;
-    getTradeHistoryAccount(): TradeHistoryAccount;
-    getDepositHistoryAccount(): DepositHistoryAccount;
-    getFundingPaymentHistoryAccount(): FundingPaymentHistoryAccount;
-    getFundingRateHistoryAccount(): FundingRateHistoryAccount;
-    getCurveHistoryAccount(): CurveHistoryAccount;
-    getLiquidationHistoryAccount(): LiquidationHistoryAccount;
-}

package/lib/accounts/defaultHistoryAccountSubscriber.js

@@ -1,110 +0,0 @@
-"use strict";
-var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
-    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
-    return new (P || (P = Promise))(function (resolve, reject) {
-        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
-        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
-        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
-        step((generator = generator.apply(thisArg, _arguments || [])).next());
-    });
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.DefaultHistoryAccountSubscriber = void 0;
-const types_1 = require("./types");
-const events_1 = require("events");
-const addresses_1 = require("../addresses");
-const webSocketAccountSubscriber_1 = require("./webSocketAccountSubscriber");
-class DefaultHistoryAccountSubscriber {
-    constructor(program) {
-        this.isSubscribed = false;
-        this.program = program;
-        this.eventEmitter = new events_1.EventEmitter();
-    }
-    subscribe() {
-        return __awaiter(this, void 0, void 0, function* () {
-            if (this.isSubscribed) {
-                return true;
-            }
-            const statePublicKey = yield addresses_1.getClearingHouseStateAccountPublicKey(this.program.programId);
-            const state = yield this.program.account.state.fetch(statePublicKey);
-            this.tradeHistoryAccountSubscriber = new webSocketAccountSubscriber_1.WebSocketAccountSubscriber('tradeHistory', this.program, state.tradeHistory);
-            yield this.tradeHistoryAccountSubscriber.subscribe((data) => {
-                this.eventEmitter.emit('tradeHistoryAccountUpdate', data);
-                this.eventEmitter.emit('update');
-            });
-            this.depositHistoryAccountSubscriber = new webSocketAccountSubscriber_1.WebSocketAccountSubscriber('depositHistory', this.program, state.depositHistory);
-            yield this.depositHistoryAccountSubscriber.subscribe((data) => {
-                this.eventEmitter.emit('depositHistoryAccountUpdate', data);
-                this.eventEmitter.emit('update');
-            });
-            this.fundingPaymentHistoryAccountSubscriber =
-                new webSocketAccountSubscriber_1.WebSocketAccountSubscriber('fundingPaymentHistory', this.program, state.fundingPaymentHistory);
-            yield this.fundingPaymentHistoryAccountSubscriber.subscribe((data) => {
-                this.eventEmitter.emit('fundingPaymentHistoryAccountUpdate', data);
-                this.eventEmitter.emit('update');
-            });
-            this.fundingRateHistoryAccountSubscriber = new webSocketAccountSubscriber_1.WebSocketAccountSubscriber('fundingRateHistory', this.program, state.fundingRateHistory);
-            yield this.fundingRateHistoryAccountSubscriber.subscribe((data) => {
-                this.eventEmitter.emit('fundingRateHistoryAccountUpdate', data);
-                this.eventEmitter.emit('update');
-            });
-            this.liquidationHistoryAccountSubscriber = new webSocketAccountSubscriber_1.WebSocketAccountSubscriber('liquidationHistory', this.program, state.liquidationHistory);
-            yield this.liquidationHistoryAccountSubscriber.subscribe((data) => {
-                this.eventEmitter.emit('liquidationHistoryAccountUpdate', data);
-                this.eventEmitter.emit('update');
-            });
-            this.curveHistoryAccountSubscriber = new webSocketAccountSubscriber_1.WebSocketAccountSubscriber('curveHistory', this.program, state.curveHistory);
-            yield this.curveHistoryAccountSubscriber.subscribe((data) => {
-                this.eventEmitter.emit('curveHistoryAccountUpdate', data);
-                this.eventEmitter.emit('update');
-            });
-            this.eventEmitter.emit('update');
-            this.isSubscribed = true;
-            return true;
-        });
-    }
-    unsubscribe() {
-        return __awaiter(this, void 0, void 0, function* () {
-            if (!this.isSubscribed) {
-                return;
-            }
-            yield this.tradeHistoryAccountSubscriber.unsubscribe();
-            yield this.fundingRateHistoryAccountSubscriber.unsubscribe();
-            yield this.fundingPaymentHistoryAccountSubscriber.unsubscribe();
-            yield this.depositHistoryAccountSubscriber.unsubscribe();
-            yield this.curveHistoryAccountSubscriber.unsubscribe();
-            yield this.liquidationHistoryAccountSubscriber.unsubscribe();
-            this.isSubscribed = false;
-        });
-    }
-    assertIsSubscribed() {
-        if (!this.isSubscribed) {
-            throw new types_1.NotSubscribedError('You must call `subscribe` before using this function');
-        }
-    }
-    getTradeHistoryAccount() {
-        this.assertIsSubscribed();
-        return this.tradeHistoryAccountSubscriber.data;
-    }
-    getDepositHistoryAccount() {
-        this.assertIsSubscribed();
-        return this.depositHistoryAccountSubscriber.data;
-    }
-    getFundingPaymentHistoryAccount() {
-        this.assertIsSubscribed();
-        return this.fundingPaymentHistoryAccountSubscriber.data;
-    }
-    getFundingRateHistoryAccount() {
-        this.assertIsSubscribed();
-        return this.fundingRateHistoryAccountSubscriber.data;
-    }
-    getCurveHistoryAccount() {
-        this.assertIsSubscribed();
-        return this.curveHistoryAccountSubscriber.data;
-    }
-    getLiquidationHistoryAccount() {
-        this.assertIsSubscribed();
-        return this.liquidationHistoryAccountSubscriber.data;
-    }
-}
-exports.DefaultHistoryAccountSubscriber = DefaultHistoryAccountSubscriber;

package/src/accounts/defaultHistoryAccountSubscriber.ts

@@ -1,176 +0,0 @@
-import { ClearingHouseAccountEvents, HistoryAccountSubscriber } from './types';
-import { AccountSubscriber, NotSubscribedError } from './types';
-import {
-	CurveHistoryAccount,
-	DepositHistoryAccount,
-	FundingPaymentHistoryAccount,
-	FundingRateHistoryAccount,
-	LiquidationHistoryAccount,
-	TradeHistoryAccount,
-} from '../types';
-import { Program } from '@project-serum/anchor';
-import StrictEventEmitter from 'strict-event-emitter-types';
-import { EventEmitter } from 'events';
-import { getClearingHouseStateAccountPublicKey } from '../addresses';
-import { WebSocketAccountSubscriber } from './webSocketAccountSubscriber';
-
-export class DefaultHistoryAccountSubscriber
-	implements HistoryAccountSubscriber
-{
-	isSubscribed: boolean;
-	program: Program;
-	eventEmitter: StrictEventEmitter<EventEmitter, ClearingHouseAccountEvents>;
-	tradeHistoryAccountSubscriber?: AccountSubscriber<TradeHistoryAccount>;
-	depositHistoryAccountSubscriber?: AccountSubscriber<DepositHistoryAccount>;
-	fundingPaymentHistoryAccountSubscriber?: AccountSubscriber<FundingPaymentHistoryAccount>;
-	fundingRateHistoryAccountSubscriber?: AccountSubscriber<FundingRateHistoryAccount>;
-	curveHistoryAccountSubscriber?: AccountSubscriber<CurveHistoryAccount>;
-	liquidationHistoryAccountSubscriber?: AccountSubscriber<LiquidationHistoryAccount>;
-
-	public constructor(program: Program) {
-		this.isSubscribed = false;
-		this.program = program;
-		this.eventEmitter = new EventEmitter();
-	}
-
-	public async subscribe(): Promise<boolean> {
-		if (this.isSubscribed) {
-			return true;
-		}
-
-		const statePublicKey = await getClearingHouseStateAccountPublicKey(
-			this.program.programId
-		);
-		const state: any = await this.program.account.state.fetch(statePublicKey);
-
-		this.tradeHistoryAccountSubscriber = new WebSocketAccountSubscriber(
-			'tradeHistory',
-			this.program,
-			state.tradeHistory
-		);
-		await this.tradeHistoryAccountSubscriber.subscribe(
-			(data: TradeHistoryAccount) => {
-				this.eventEmitter.emit('tradeHistoryAccountUpdate', data);
-				this.eventEmitter.emit('update');
-			}
-		);
-
-		this.depositHistoryAccountSubscriber = new WebSocketAccountSubscriber(
-			'depositHistory',
-			this.program,
-			state.depositHistory
-		);
-		await this.depositHistoryAccountSubscriber.subscribe(
-			(data: DepositHistoryAccount) => {
-				this.eventEmitter.emit('depositHistoryAccountUpdate', data);
-				this.eventEmitter.emit('update');
-			}
-		);
-
-		this.fundingPaymentHistoryAccountSubscriber =
-			new WebSocketAccountSubscriber(
-				'fundingPaymentHistory',
-				this.program,
-				state.fundingPaymentHistory
-			);
-		await this.fundingPaymentHistoryAccountSubscriber.subscribe(
-			(data: FundingPaymentHistoryAccount) => {
-				this.eventEmitter.emit('fundingPaymentHistoryAccountUpdate', data);
-				this.eventEmitter.emit('update');
-			}
-		);
-
-		this.fundingRateHistoryAccountSubscriber = new WebSocketAccountSubscriber(
-			'fundingRateHistory',
-			this.program,
-			state.fundingRateHistory
-		);
-		await this.fundingRateHistoryAccountSubscriber.subscribe(
-			(data: FundingRateHistoryAccount) => {
-				this.eventEmitter.emit('fundingRateHistoryAccountUpdate', data);
-				this.eventEmitter.emit('update');
-			}
-		);
-
-		this.liquidationHistoryAccountSubscriber = new WebSocketAccountSubscriber(
-			'liquidationHistory',
-			this.program,
-			state.liquidationHistory
-		);
-		await this.liquidationHistoryAccountSubscriber.subscribe(
-			(data: LiquidationHistoryAccount) => {
-				this.eventEmitter.emit('liquidationHistoryAccountUpdate', data);
-				this.eventEmitter.emit('update');
-			}
-		);
-
-		this.curveHistoryAccountSubscriber = new WebSocketAccountSubscriber(
-			'curveHistory',
-			this.program,
-			state.curveHistory
-		);
-		await this.curveHistoryAccountSubscriber.subscribe(
-			(data: CurveHistoryAccount) => {
-				this.eventEmitter.emit('curveHistoryAccountUpdate', data);
-				this.eventEmitter.emit('update');
-			}
-		);
-
-		this.eventEmitter.emit('update');
-
-		this.isSubscribed = true;
-		return true;
-	}
-
-	public async unsubscribe(): Promise<void> {
-		if (!this.isSubscribed) {
-			return;
-		}
-
-		await this.tradeHistoryAccountSubscriber.unsubscribe();
-		await this.fundingRateHistoryAccountSubscriber.unsubscribe();
-		await this.fundingPaymentHistoryAccountSubscriber.unsubscribe();
-		await this.depositHistoryAccountSubscriber.unsubscribe();
-		await this.curveHistoryAccountSubscriber.unsubscribe();
-		await this.liquidationHistoryAccountSubscriber.unsubscribe();
-		this.isSubscribed = false;
-	}
-
-	assertIsSubscribed(): void {
-		if (!this.isSubscribed) {
-			throw new NotSubscribedError(
-				'You must call `subscribe` before using this function'
-			);
-		}
-	}
-
-	public getTradeHistoryAccount(): TradeHistoryAccount {
-		this.assertIsSubscribed();
-		return this.tradeHistoryAccountSubscriber.data;
-	}
-
-	public getDepositHistoryAccount(): DepositHistoryAccount {
-		this.assertIsSubscribed();
-		return this.depositHistoryAccountSubscriber.data;
-	}
-
-	public getFundingPaymentHistoryAccount(): FundingPaymentHistoryAccount {
-		this.assertIsSubscribed();
-		return this.fundingPaymentHistoryAccountSubscriber.data;
-	}
-
-	public getFundingRateHistoryAccount(): FundingRateHistoryAccount {
-		this.assertIsSubscribed();
-		return this.fundingRateHistoryAccountSubscriber.data;
-	}
-
-	public getCurveHistoryAccount(): CurveHistoryAccount {
-		this.assertIsSubscribed();
-		return this.curveHistoryAccountSubscriber.data;
-	}
-
-	public getLiquidationHistoryAccount(): LiquidationHistoryAccount {
-		this.assertIsSubscribed();
-		return this.liquidationHistoryAccountSubscriber.data;
-	}
-}