@drift-labs/sdk 0.1.18-orders.1 → 0.1.18-orders.5

package/src/factory/clearingHouseUser.ts

@@ -0,0 +1,73 @@
+import { PublicKey } from '@solana/web3.js';
+import { ClearingHouse } from '../clearingHouse';
+import { BulkAccountLoader } from '../accounts/bulkAccountLoader';
+import { ClearingHouseUser } from '../clearingHouseUser';
+import { UserAccountSubscriber } from '../accounts/types';
+import { WebSocketUserAccountSubscriber } from '../accounts/webSocketUserAccountSubscriber';
+import { PollingUserAccountSubscriber } from '../accounts/pollingUserAccountSubscriber';
+
+export type ClearingHouseUserConfigType = 'websocket' | 'polling' | 'custom';
+
+type BaseClearingHouseUserConfig = {
+	type: ClearingHouseUserConfigType;
+	clearingHouse: ClearingHouse;
+	authority: PublicKey;
+};
+
+type WebSocketClearingHouseUserConfig = BaseClearingHouseUserConfig;
+
+type PollingClearingHouseUserConfig = BaseClearingHouseUserConfig & {
+	accountLoader: BulkAccountLoader;
+};
+
+type ClearingHouseUserConfig =
+	| PollingClearingHouseUserConfig
+	| WebSocketClearingHouseUserConfig;
+
+export function getWebSocketClearingHouseUserConfig(
+	clearingHouse: ClearingHouse,
+	authority: PublicKey
+): WebSocketClearingHouseUserConfig {
+	return {
+		type: 'websocket',
+		clearingHouse,
+		authority,
+	};
+}
+
+export function getPollingClearingHouseUserConfig(
+	clearingHouse: ClearingHouse,
+	authority: PublicKey,
+	accountLoader: BulkAccountLoader
+): PollingClearingHouseUserConfig {
+	return {
+		type: 'polling',
+		clearingHouse,
+		authority,
+		accountLoader,
+	};
+}
+
+export function getClearingHouseUser(
+	config: ClearingHouseUserConfig
+): ClearingHouseUser {
+	let accountSubscriber: UserAccountSubscriber;
+	if (config.type === 'websocket') {
+		accountSubscriber = new WebSocketUserAccountSubscriber(
+			config.clearingHouse.program,
+			config.authority
+		);
+	} else if (config.type === 'polling') {
+		accountSubscriber = new PollingUserAccountSubscriber(
+			config.clearingHouse.program,
+			config.authority,
+			(config as PollingClearingHouseUserConfig).accountLoader
+		);
+	}
+
+	return new ClearingHouseUser(
+		config.clearingHouse,
+		config.authority,
+		accountSubscriber
+	);
+}

package/src/idl/clearing_house.json

@@ -604,13 +604,69 @@
       ]
     },
     {
-      "name": "fillOrder",
+      "name": "cancelOrderByUserId",
       "accounts": [
         {
           "name": "state",
+          "isMut": false,
+          "isSigner": false
+        },
+        {
+          "name": "orderState",
+          "isMut": false,
+          "isSigner": false
+        },
+        {
+          "name": "user",
+          "isMut": false,
+          "isSigner": false
+        },
+        {
+          "name": "authority",
+          "isMut": false,
+          "isSigner": true
+        },
+        {
+          "name": "markets",
           "isMut": true,
           "isSigner": false
         },
+        {
+          "name": "userPositions",
+          "isMut": true,
+          "isSigner": false
+        },
+        {
+          "name": "userOrders",
+          "isMut": true,
+          "isSigner": false
+        },
+        {
+          "name": "fundingPaymentHistory",
+          "isMut": true,
+          "isSigner": false
+        },
+        {
+          "name": "orderHistory",
+          "isMut": true,
+          "isSigner": false
+        }
+      ],
+      "args": [
+        {
+          "name": "userOrderId",
+          "type": "u8"
+        }
+      ]
+    },
+    {
+      "name": "fillOrder",
+      "accounts": [
+        {
+          "name": "state",
+          "isMut": false,
+          "isSigner": false
+        },
         {
           "name": "orderState",
           "isMut": false,
@@ -666,6 +722,11 @@
           "isMut": true,
           "isSigner": false
         },
+        {
+          "name": "extendedCurveHistory",
+          "isMut": true,
+          "isSigner": false
+        },
         {
           "name": "oracle",
           "isMut": false,
@@ -737,6 +798,11 @@
           "isMut": true,
           "isSigner": false
         },
+        {
+          "name": "extendedCurveHistory",
+          "isMut": true,
+          "isSigner": false
+        },
         {
           "name": "oracle",
           "isMut": false,
@@ -1043,6 +1109,78 @@
         }
       ]
     },
+    {
+      "name": "updateAmmOracleTwap",
+      "accounts": [
+        {
+          "name": "state",
+          "isMut": false,
+          "isSigner": false
+        },
+        {
+          "name": "markets",
+          "isMut": true,
+          "isSigner": false
+        },
+        {
+          "name": "oracle",
+          "isMut": false,
+          "isSigner": false
+        },
+        {
+          "name": "admin",
+          "isMut": false,
+          "isSigner": true
+        },
+        {
+          "name": "curveHistory",
+          "isMut": true,
+          "isSigner": false
+        }
+      ],
+      "args": [
+        {
+          "name": "marketIndex",
+          "type": "u64"
+        }
+      ]
+    },
+    {
+      "name": "resetAmmOracleTwap",
+      "accounts": [
+        {
+          "name": "state",
+          "isMut": false,
+          "isSigner": false
+        },
+        {
+          "name": "markets",
+          "isMut": true,
+          "isSigner": false
+        },
+        {
+          "name": "oracle",
+          "isMut": false,
+          "isSigner": false
+        },
+        {
+          "name": "admin",
+          "isMut": false,
+          "isSigner": true
+        },
+        {
+          "name": "curveHistory",
+          "isMut": true,
+          "isSigner": false
+        }
+      ],
+      "args": [
+        {
+          "name": "marketIndex",
+          "type": "u64"
+        }
+      ]
+    },
     {
       "name": "initializeUser",
       "accounts": [
@@ -1284,6 +1422,11 @@
           "isMut": true,
           "isSigner": false
         },
+        {
+          "name": "oracle",
+          "isMut": false,
+          "isSigner": false
+        },
         {
           "name": "curveHistory",
           "isMut": true,
@@ -1301,6 +1444,32 @@
         }
       ]
     },
+    {
+      "name": "updateCurveHistory",
+      "accounts": [
+        {
+          "name": "admin",
+          "isMut": false,
+          "isSigner": true
+        },
+        {
+          "name": "state",
+          "isMut": true,
+          "isSigner": false
+        },
+        {
+          "name": "extendedCurveHistory",
+          "isMut": true,
+          "isSigner": false
+        },
+        {
+          "name": "curveHistory",
+          "isMut": false,
+          "isSigner": false
+        }
+      ],
+      "args": []
+    },
     {
       "name": "updateMarginRatio",
       "accounts": [
@@ -1771,7 +1940,7 @@
             "type": "u64"
           },
           {
-            "name": "depositRecords",
+            "name": "curveRecords",
             "type": {
               "array": [
                 {
@@ -1784,6 +1953,29 @@
         ]
       }
     },
+    {
+      "name": "ExtendedCurveHistory",
+      "type": {
+        "kind": "struct",
+        "fields": [
+          {
+            "name": "head",
+            "type": "u64"
+          },
+          {
+            "name": "curveRecords",
+            "type": {
+              "array": [
+                {
+                  "defined": "ExtendedCurveRecord"
+                },
+                1024
+              ]
+            }
+          }
+        ]
+      }
+    },
     {
       "name": "DepositHistory",
       "type": {
@@ -1940,6 +2132,15 @@
           {
             "name": "minOrderQuoteAssetAmount",
             "type": "u128"
+          },
+          {
+            "name": "padding",
+            "type": {
+              "array": [
+                "u128",
+                10
+              ]
+            }
           }
         ]
       }
@@ -2093,6 +2294,10 @@
             "name": "orderState",
             "type": "publicKey"
           },
+          {
+            "name": "extendedCurveHistory",
+            "type": "publicKey"
+          },
           {
             "name": "padding0",
             "type": "u128"
@@ -2108,14 +2313,6 @@
           {
             "name": "padding3",
             "type": "u128"
-          },
-          {
-            "name": "padding4",
-            "type": "u128"
-          },
-          {
-            "name": "padding5",
-            "type": "u128"
           }
         ]
       }
@@ -2292,6 +2489,10 @@
               "defined": "PositionDirection"
             }
           },
+          {
+            "name": "userOrderId",
+            "type": "u8"
+          },
           {
             "name": "quoteAssetAmount",
             "type": "u128"
@@ -2335,6 +2536,22 @@
             "type": {
               "defined": "OrderParamsOptionalAccounts"
             }
+          },
+          {
+            "name": "positionLimit",
+            "type": "u128"
+          },
+          {
+            "name": "oraclePriceOffset",
+            "type": "u128"
+          },
+          {
+            "name": "padding0",
+            "type": "bool"
+          },
+          {
+            "name": "padding1",
+            "type": "bool"
           }
         ]
       }
@@ -2435,6 +2652,103 @@
         ]
       }
     },
+    {
+      "name": "ExtendedCurveRecord",
+      "type": {
+        "kind": "struct",
+        "fields": [
+          {
+            "name": "ts",
+            "type": "i64"
+          },
+          {
+            "name": "recordId",
+            "type": "u128"
+          },
+          {
+            "name": "marketIndex",
+            "type": "u64"
+          },
+          {
+            "name": "pegMultiplierBefore",
+            "type": "u128"
+          },
+          {
+            "name": "baseAssetReserveBefore",
+            "type": "u128"
+          },
+          {
+            "name": "quoteAssetReserveBefore",
+            "type": "u128"
+          },
+          {
+            "name": "sqrtKBefore",
+            "type": "u128"
+          },
+          {
+            "name": "pegMultiplierAfter",
+            "type": "u128"
+          },
+          {
+            "name": "baseAssetReserveAfter",
+            "type": "u128"
+          },
+          {
+            "name": "quoteAssetReserveAfter",
+            "type": "u128"
+          },
+          {
+            "name": "sqrtKAfter",
+            "type": "u128"
+          },
+          {
+            "name": "baseAssetAmountLong",
+            "type": "u128"
+          },
+          {
+            "name": "baseAssetAmountShort",
+            "type": "u128"
+          },
+          {
+            "name": "baseAssetAmount",
+            "type": "i128"
+          },
+          {
+            "name": "openInterest",
+            "type": "u128"
+          },
+          {
+            "name": "totalFee",
+            "type": "u128"
+          },
+          {
+            "name": "totalFeeMinusDistributions",
+            "type": "u128"
+          },
+          {
+            "name": "adjustmentCost",
+            "type": "i128"
+          },
+          {
+            "name": "oraclePrice",
+            "type": "i128"
+          },
+          {
+            "name": "tradeRecord",
+            "type": "u128"
+          },
+          {
+            "name": "padding",
+            "type": {
+              "array": [
+                "u128",
+                5
+              ]
+            }
+          }
+        ]
+      }
+    },
     {
       "name": "DepositRecord",
       "type": {
@@ -2783,16 +3097,16 @@
             "type": "i64"
           },
           {
-            "name": "minimumBaseAssetTradeSize",
-            "type": "u128"
+            "name": "lastOraclePrice",
+            "type": "i128"
           },
           {
-            "name": "padding0",
-            "type": "u64"
+            "name": "minimumBaseAssetTradeSize",
+            "type": "u128"
           },
           {
             "name": "padding1",
-            "type": "u128"
+            "type": "u64"
           },
           {
             "name": "padding2",
@@ -2861,6 +3175,15 @@
           {
             "name": "fillerReward",
             "type": "u128"
+          },
+          {
+            "name": "padding",
+            "type": {
+              "array": [
+                "u64",
+                10
+              ]
+            }
           }
         ]
       }
@@ -3212,6 +3535,10 @@
             "name": "orderId",
             "type": "u128"
           },
+          {
+            "name": "userOrderId",
+            "type": "u8"
+          },
           {
             "name": "marketIndex",
             "type": "u64"
@@ -3220,6 +3547,10 @@
             "name": "price",
             "type": "u128"
           },
+          {
+            "name": "userBaseAssetAmount",
+            "type": "i128"
+          },
           {
             "name": "quoteAssetAmount",
             "type": "u128"
@@ -3277,6 +3608,19 @@
           {
             "name": "referrer",
             "type": "publicKey"
+          },
+          {
+            "name": "oraclePriceOffset",
+            "type": "i128"
+          },
+          {
+            "name": "padding",
+            "type": {
+              "array": [
+                "u16",
+                3
+              ]
+            }
           }
         ]
       }
@@ -3394,10 +3738,10 @@
             "name": "Limit"
           },
           {
-            "name": "Stop"
+            "name": "TriggerMarket"
           },
           {
-            "name": "StopLimit"
+            "name": "TriggerLimit"
           }
         ]
       }
@@ -3715,6 +4059,11 @@
       "code": 6054,
       "name": "MarketOrderMustBeInPlaceAndFill",
       "msg": "Market order must be in place and fill"
+    },
+    {
+      "code": 6055,
+      "name": "UserOrderIdAlreadyInUse",
+      "msg": "User Order Id Already In Use"
     }
   ]
 }

package/src/index.ts

@@ -1,16 +1,21 @@
 import { BN } from '@project-serum/anchor';
+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/conversion.ts

@@ -1,4 +1,4 @@
-import BN from 'bn.js';
+import { BN } from '../';
 import {
 	MARK_PRICE_PRECISION,
 	PEG_PRECISION,

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/insuranceFund.ts

@@ -1,5 +1,5 @@
 import { MarketsAccount, StateAccount } from '../types';
-import BN from 'bn.js';
+import { BN } from '../';
 import { Connection } from '@solana/web3.js';
 
 /**

package/src/math/position.ts

@@ -1,4 +1,4 @@
-import BN from 'bn.js';
+import { BN } from '../';
 import {
 	AMM_RESERVE_PRECISION,
 	AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO,

package/src/math/utils.ts

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

package/src/mockUSDCFaucet.ts

@@ -17,7 +17,7 @@ import {
 	TransactionInstruction,
 	TransactionSignature,
 } from '@solana/web3.js';
-import BN from 'bn.js';
+import { BN } from '.';
 import mockUSDCFaucetIDL from './idl/mock_usdc_faucet.json';
 import { IWallet } from './types';