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

package/lib/util/tps.d.ts

@@ -1,2 +1,3 @@
 import { Connection, PublicKey } from '@solana/web3.js';
 export declare function estimateTps(programId: PublicKey, connection: Connection, failed: boolean): Promise<number>;
+//# sourceMappingURL=tps.d.ts.map

package/lib/util/tps.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"tps.d.ts","sourceRoot":"","sources":["../../src/util/tps.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,UAAU,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAExD,wBAAsB,WAAW,CAChC,SAAS,EAAE,SAAS,EACpB,UAAU,EAAE,UAAU,EACtB,MAAM,EAAE,OAAO,GACb,OAAO,CAAC,MAAM,CAAC,CAoBjB"}

package/lib/wallet.d.ts

@@ -7,3 +7,4 @@ export declare class Wallet implements IWallet {
     signAllTransactions(txs: Transaction[]): Promise<Transaction[]>;
     get publicKey(): PublicKey;
 }
+//# sourceMappingURL=wallet.d.ts.map

package/lib/wallet.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"wallet.d.ts","sourceRoot":"","sources":["../src/wallet.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,OAAO,EAAE,SAAS,EAAE,WAAW,EAAE,MAAM,iBAAiB,CAAC;AAClE,OAAO,EAAE,OAAO,EAAE,MAAM,SAAS,CAAC;AAElC,qBAAa,MAAO,YAAW,OAAO;IACzB,QAAQ,CAAC,KAAK,EAAE,OAAO;gBAAd,KAAK,EAAE,OAAO;IAE7B,eAAe,CAAC,EAAE,EAAE,WAAW,GAAG,OAAO,CAAC,WAAW,CAAC;IAKtD,mBAAmB,CAAC,GAAG,EAAE,WAAW,EAAE,GAAG,OAAO,CAAC,WAAW,EAAE,CAAC;IAOrE,IAAI,SAAS,IAAI,SAAS,CAEzB;CACD"}

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "0.1.18-orders.1",
+	"version": "0.1.18",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/accounts/defaultClearingHouseAccountSubscriber.ts

@@ -5,14 +5,12 @@ import {
 } from './types';
 import { AccountSubscriber, NotSubscribedError } from './types';
 import {
-	CurveHistoryAccount,
 	DepositHistoryAccount,
+	ExtendedCurveHistoryAccount,
 	FundingPaymentHistoryAccount,
 	FundingRateHistoryAccount,
 	LiquidationHistoryAccount,
 	MarketsAccount,
-	OrderHistoryAccount,
-	OrderStateAccount,
 	StateAccount,
 	TradeHistoryAccount,
 } from '../types';
@@ -34,10 +32,8 @@ export class DefaultClearingHouseAccountSubscriber
 	depositHistoryAccountSubscriber?: AccountSubscriber<DepositHistoryAccount>;
 	fundingPaymentHistoryAccountSubscriber?: AccountSubscriber<FundingPaymentHistoryAccount>;
 	fundingRateHistoryAccountSubscriber?: AccountSubscriber<FundingRateHistoryAccount>;
-	curveHistoryAccountSubscriber?: AccountSubscriber<CurveHistoryAccount>;
+	curveHistoryAccountSubscriber?: AccountSubscriber<ExtendedCurveHistoryAccount>;
 	liquidationHistoryAccountSubscriber?: AccountSubscriber<LiquidationHistoryAccount>;
-	orderStateAccountSubscriber?: AccountSubscriber<OrderStateAccount>;
-	orderHistoryAccountSubscriber?: AccountSubscriber<OrderHistoryAccount>;
 
 	optionalExtraSubscriptions: ClearingHouseAccountTypes[] = [];
 
@@ -96,21 +92,6 @@ export class DefaultClearingHouseAccountSubscriber
 			this.eventEmitter.emit('update');
 		});
 
-		this.orderStateAccountSubscriber = new WebSocketAccountSubscriber(
-			'orderState',
-			this.program,
-			state.orderState
-		);
-
-		await this.orderStateAccountSubscriber.subscribe(
-			(data: OrderStateAccount) => {
-				this.eventEmitter.emit('orderStateAccountUpdate', data);
-				this.eventEmitter.emit('update');
-			}
-		);
-
-		const orderState = this.orderStateAccountSubscriber.data;
-
 		// create subscribers for other state accounts
 
 		this.tradeHistoryAccountSubscriber = new WebSocketAccountSubscriber(
@@ -145,15 +126,9 @@ export class DefaultClearingHouseAccountSubscriber
 		);
 
 		this.curveHistoryAccountSubscriber = new WebSocketAccountSubscriber(
-			'curveHistory',
+			'extendedCurveHistory',
 			this.program,
-			state.curveHistory
-		);
-
-		this.orderHistoryAccountSubscriber = new WebSocketAccountSubscriber(
-			'orderHistory',
-			this.program,
-			orderState.orderHistory
+			state.extendedCurveHistory
 		);
 
 		const extraSusbcribersToUse: {
@@ -197,12 +172,6 @@ export class DefaultClearingHouseAccountSubscriber
 				eventType: 'curveHistoryAccountUpdate',
 			});
 
-		if (optionalSubscriptions?.includes('orderHistoryAccount'))
-			extraSusbcribersToUse.push({
-				subscriber: this.orderHistoryAccountSubscriber,
-				eventType: 'orderHistoryAccountUpdate',
-			});
-
 		this.optionalExtraSubscriptions = optionalSubscriptions ?? [];
 
 		// await all subcriptions in parallel to boost performance
@@ -250,7 +219,6 @@ export class DefaultClearingHouseAccountSubscriber
 
 		await this.stateAccountSubscriber.unsubscribe();
 		await this.marketsAccountSubscriber.unsubscribe();
-		await this.orderStateAccountSubscriber.unsubscribe();
 
 		if (this.optionalExtraSubscriptions.includes('tradeHistoryAccount')) {
 			await this.tradeHistoryAccountSubscriber.unsubscribe();
@@ -278,10 +246,6 @@ export class DefaultClearingHouseAccountSubscriber
 			await this.liquidationHistoryAccountSubscriber.unsubscribe();
 		}
 
-		if (this.optionalExtraSubscriptions.includes('orderHistoryAccount')) {
-			await this.orderHistoryAccountSubscriber.unsubscribe();
-		}
-
 		this.isSubscribed = false;
 	}
 
@@ -343,7 +307,7 @@ export class DefaultClearingHouseAccountSubscriber
 		return this.fundingRateHistoryAccountSubscriber.data;
 	}
 
-	public getCurveHistoryAccount(): CurveHistoryAccount {
+	public getCurveHistoryAccount(): ExtendedCurveHistoryAccount {
 		this.assertIsSubscribed();
 		this.assertOptionalIsSubscribed('curveHistoryAccount');
 		return this.curveHistoryAccountSubscriber.data;
@@ -354,15 +318,4 @@ export class DefaultClearingHouseAccountSubscriber
 		this.assertOptionalIsSubscribed('liquidationHistoryAccount');
 		return this.liquidationHistoryAccountSubscriber.data;
 	}
-
-	public getOrderHistoryAccount(): OrderHistoryAccount {
-		this.assertIsSubscribed();
-		this.assertOptionalIsSubscribed('orderHistoryAccount');
-		return this.orderHistoryAccountSubscriber.data;
-	}
-
-	public getOrderStateAccount(): OrderStateAccount {
-		this.assertIsSubscribed();
-		return this.orderStateAccountSubscriber.data;
-	}
 }

package/src/accounts/defaultUserAccountSubscriber.ts

@@ -8,12 +8,9 @@ import { Program } from '@project-serum/anchor';
 import StrictEventEmitter from 'strict-event-emitter-types';
 import { EventEmitter } from 'events';
 import { PublicKey } from '@solana/web3.js';
-import {
-	getUserAccountPublicKey,
-	getUserOrdersAccountPublicKey,
-} from '../addresses';
+import { getUserAccountPublicKey } from '../addresses';
 import { WebSocketAccountSubscriber } from './webSocketAccountSubscriber';
-import { UserAccount, UserOrdersAccount, UserPositionsAccount } from '../types';
+import { UserAccount, UserPositionsAccount } from '../types';
 
 export class DefaultUserAccountSubscriber implements UserAccountSubscriber {
 	isSubscribed: boolean;
@@ -23,7 +20,6 @@ export class DefaultUserAccountSubscriber implements UserAccountSubscriber {
 
 	userDataAccountSubscriber: AccountSubscriber<UserAccount>;
 	userPositionsAccountSubscriber: AccountSubscriber<UserPositionsAccount>;
-	userOrdersAccountSubscriber: AccountSubscriber<UserOrdersAccount>;
 
 	public constructor(program: Program, authority: PublicKey) {
 		this.isSubscribed = false;
@@ -65,23 +61,6 @@ export class DefaultUserAccountSubscriber implements UserAccountSubscriber {
 			}
 		);
 
-		const userOrdersPublicKey = await getUserOrdersAccountPublicKey(
-			this.program.programId,
-			this.authority
-		);
-
-		this.userOrdersAccountSubscriber = new WebSocketAccountSubscriber(
-			'userOrders',
-			this.program,
-			userOrdersPublicKey
-		);
-		await this.userOrdersAccountSubscriber.subscribe(
-			(data: UserOrdersAccount) => {
-				this.eventEmitter.emit('userOrdersData', data);
-				this.eventEmitter.emit('update');
-			}
-		);
-
 		this.eventEmitter.emit('update');
 		this.isSubscribed = true;
 		return true;
@@ -91,7 +70,6 @@ export class DefaultUserAccountSubscriber implements UserAccountSubscriber {
 		await Promise.all([
 			this.userDataAccountSubscriber.fetch(),
 			this.userPositionsAccountSubscriber.fetch(),
-			this.userOrdersAccountSubscriber.fetch(),
 		]);
 	}
 
@@ -100,9 +78,10 @@ export class DefaultUserAccountSubscriber implements UserAccountSubscriber {
 			return;
 		}
 
-		this.userDataAccountSubscriber.unsubscribe();
-		this.userPositionsAccountSubscriber.unsubscribe();
-		this.userOrdersAccountSubscriber.unsubscribe();
+		await Promise.all([
+			this.userDataAccountSubscriber.unsubscribe(),
+			this.userPositionsAccountSubscriber.unsubscribe(),
+		]);
 
 		this.isSubscribed = false;
 	}
@@ -124,8 +103,4 @@ export class DefaultUserAccountSubscriber implements UserAccountSubscriber {
 		this.assertIsSubscribed();
 		return this.userPositionsAccountSubscriber.data;
 	}
-
-	public getUserOrdersAccount(): UserOrdersAccount {
-		return this.userOrdersAccountSubscriber.data;
-	}
 }

package/src/accounts/types.ts

@@ -1,16 +1,13 @@
 import {
-	CurveHistoryAccount,
 	DepositHistoryAccount,
+	ExtendedCurveHistoryAccount,
 	FundingPaymentHistoryAccount,
 	FundingRateHistoryAccount,
 	LiquidationHistoryAccount,
 	MarketsAccount,
-	OrderHistoryAccount,
-	OrderStateAccount,
 	StateAccount,
 	TradeHistoryAccount,
 	UserAccount,
-	UserOrdersAccount,
 	UserPositionsAccount,
 } from '../types';
 import StrictEventEmitter from 'strict-event-emitter-types';
@@ -20,7 +17,7 @@ export interface AccountSubscriber<T> {
 	data?: T;
 	subscribe(onChange: (data: T) => void): Promise<void>;
 	fetch(): Promise<void>;
-	unsubscribe(): void;
+	unsubscribe(): Promise<void>;
 }
 
 export class NotSubscribedError extends Error {
@@ -37,9 +34,7 @@ export interface ClearingHouseAccountEvents {
 	tradeHistoryAccountUpdate: (payload: TradeHistoryAccount) => void;
 	liquidationHistoryAccountUpdate: (payload: LiquidationHistoryAccount) => void;
 	depositHistoryAccountUpdate: (payload: DepositHistoryAccount) => void;
-	curveHistoryAccountUpdate: (payload: CurveHistoryAccount) => void;
-	orderHistoryAccountUpdate: (payload: OrderHistoryAccount) => void;
-	orderStateAccountUpdate: (payload: OrderStateAccount) => void;
+	curveHistoryAccountUpdate: (payload: ExtendedCurveHistoryAccount) => void;
 	update: void;
 }
 
@@ -49,8 +44,7 @@ export type ClearingHouseAccountTypes =
 	| 'fundingPaymentHistoryAccount'
 	| 'fundingRateHistoryAccount'
 	| 'curveHistoryAccount'
-	| 'liquidationHistoryAccount'
-	| 'orderHistoryAccount';
+	| 'liquidationHistoryAccount';
 
 export interface ClearingHouseAccountSubscriber {
 	eventEmitter: StrictEventEmitter<EventEmitter, ClearingHouseAccountEvents>;
@@ -70,43 +64,13 @@ export interface ClearingHouseAccountSubscriber {
 	getDepositHistoryAccount(): DepositHistoryAccount;
 	getFundingPaymentHistoryAccount(): FundingPaymentHistoryAccount;
 	getFundingRateHistoryAccount(): FundingRateHistoryAccount;
-	getCurveHistoryAccount(): CurveHistoryAccount;
-	getLiquidationHistoryAccount(): LiquidationHistoryAccount;
-	getOrderStateAccount(): OrderStateAccount;
-	getOrderHistoryAccount(): OrderHistoryAccount;
-}
-
-export interface HistoryAccountEvents {
-	fundingPaymentHistoryAccountUpdate: (
-		payload: FundingPaymentHistoryAccount
-	) => void;
-	fundingRateHistoryAccountUpdate: (payload: FundingRateHistoryAccount) => void;
-	tradeHistoryAccountUpdate: (payload: TradeHistoryAccount) => void;
-	liquidationHistoryAccountUpdate: (payload: LiquidationHistoryAccount) => void;
-	depositHistoryAccountUpdate: (payload: DepositHistoryAccount) => void;
-	curveHistoryAccountUpdate: (payload: CurveHistoryAccount) => void;
-	update: void;
-}
-
-export interface HistoryAccountSubscriber {
-	eventEmitter: StrictEventEmitter<EventEmitter, HistoryAccountEvents>;
-	isSubscribed: boolean;
-
-	subscribe(): Promise<boolean>;
-	unsubscribe(): Promise<void>;
-
-	getTradeHistoryAccount(): TradeHistoryAccount;
-	getDepositHistoryAccount(): DepositHistoryAccount;
-	getFundingPaymentHistoryAccount(): FundingPaymentHistoryAccount;
-	getFundingRateHistoryAccount(): FundingRateHistoryAccount;
-	getCurveHistoryAccount(): CurveHistoryAccount;
+	getCurveHistoryAccount(): ExtendedCurveHistoryAccount;
 	getLiquidationHistoryAccount(): LiquidationHistoryAccount;
 }
 
 export interface UserAccountEvents {
 	userAccountData: (payload: UserAccount) => void;
 	userPositionsData: (payload: UserPositionsAccount) => void;
-	userOrdersData: (payload: UserOrdersAccount) => void;
 	update: void;
 }
 
@@ -120,5 +84,4 @@ export interface UserAccountSubscriber {
 
 	getUserAccount(): UserAccount;
 	getUserPositionsAccount(): UserPositionsAccount;
-	getUserOrdersAccount(): UserOrdersAccount;
 }

package/src/addresses.ts

@@ -10,21 +10,6 @@ export async function getClearingHouseStateAccountPublicKeyAndNonce(
 	);
 }
 
-export async function getOrderStateAccountPublicKey(
-	programId: PublicKey
-): Promise<PublicKey> {
-	return (await getOrderStateAccountPublicKeyAndNonce(programId))[0];
-}
-
-export async function getOrderStateAccountPublicKeyAndNonce(
-	programId: PublicKey
-): Promise<[PublicKey, number]> {
-	return anchor.web3.PublicKey.findProgramAddress(
-		[Buffer.from(anchor.utils.bytes.utf8.encode('order_state'))],
-		programId
-	);
-}
-
 export async function getClearingHouseStateAccountPublicKey(
 	programId: PublicKey
 ): Promise<PublicKey> {
@@ -47,23 +32,3 @@ export async function getUserAccountPublicKey(
 ): Promise<PublicKey> {
 	return (await getUserAccountPublicKeyAndNonce(programId, authority))[0];
 }
-
-export async function getUserOrdersAccountPublicKeyAndNonce(
-	programId: PublicKey,
-	authority: PublicKey
-): Promise<[PublicKey, number]> {
-	return anchor.web3.PublicKey.findProgramAddress(
-		[
-			Buffer.from(anchor.utils.bytes.utf8.encode('user_orders')),
-			authority.toBuffer(),
-		],
-		programId
-	);
-}
-
-export async function getUserOrdersAccountPublicKey(
-	programId: PublicKey,
-	authority: PublicKey
-): Promise<PublicKey> {
-	return (await getUserOrdersAccountPublicKeyAndNonce(programId, authority))[0];
-}

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 +314,26 @@ 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,
 			},
 		});
 	}
@@ -500,21 +499,6 @@ 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 +539,12 @@ 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,
 			{