@drift-labs/sdk 0.1.19-master.1 → 0.1.21-master.3

package/lib/clearingHouseUser.js

@@ -8,28 +8,38 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
         step((generator = generator.apply(thisArg, _arguments || [])).next());
     });
 };
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.ClearingHouseUser = void 0;
-const bn_js_1 = __importDefault(require("bn.js"));
 const position_1 = require("./math/position");
 const numericConstants_1 = require("./constants/numericConstants");
-const defaultUserAccountSubscriber_1 = require("./accounts/defaultUserAccountSubscriber");
 const _1 = require(".");
 const addresses_1 = require("./addresses");
+const clearingHouseUser_1 = require("./factory/clearingHouseUser");
 class ClearingHouseUser {
     constructor(clearingHouse, authority, accountSubscriber) {
-        this.isSubscribed = false;
+        this._isSubscribed = false;
         this.clearingHouse = clearingHouse;
         this.authority = authority;
         this.accountSubscriber = accountSubscriber;
         this.eventEmitter = this.accountSubscriber.eventEmitter;
     }
+    get isSubscribed() {
+        return this._isSubscribed && this.accountSubscriber.isSubscribed;
+    }
+    set isSubscribed(val) {
+        this._isSubscribed = val;
+    }
+    /**
+     * @deprecated You should use getClearingHouseUser factory method instead
+     * @param clearingHouse
+     * @param authority
+     * @returns
+     */
     static from(clearingHouse, authority) {
-        const accountSubscriber = new defaultUserAccountSubscriber_1.DefaultUserAccountSubscriber(clearingHouse.program, authority);
-        return new ClearingHouseUser(clearingHouse, authority, accountSubscriber);
+        if (clearingHouse.accountSubscriber.type !== 'websocket')
+            throw 'This method only works for clearing houses with a websocket account listener. Try using the getClearingHouseUser factory method to initialize a ClearingHouseUser instead';
+        const config = clearingHouseUser_1.getWebSocketClearingHouseUserConfig(clearingHouse, authority);
+        return clearingHouseUser_1.getClearingHouseUser(config);
     }
     /**
      * Subscribe to ClearingHouseUser state accounts
@@ -63,6 +73,9 @@ class ClearingHouseUser {
     getUserPositionsAccount() {
         return this.accountSubscriber.getUserPositionsAccount();
     }
+    getUserOrdersAccount() {
+        return this.accountSubscriber.getUserOrdersAccount();
+    }
     /**
      * Gets the user's current position for a given market. If the user has no position returns undefined
      * @param marketIndex
@@ -77,17 +90,41 @@ class ClearingHouseUser {
             lastCumulativeFundingRate: numericConstants_1.ZERO,
             marketIndex,
             quoteAssetAmount: numericConstants_1.ZERO,
+            openOrders: numericConstants_1.ZERO,
         };
     }
+    /**
+     * @param orderId
+     * @returns Order
+     */
+    getOrder(orderId) {
+        return this.getUserOrdersAccount().orders.find((order) => order.orderId.eq(orderId));
+    }
+    /**
+     * @param userOrderId
+     * @returns Order
+     */
+    getOrderByUserOrderId(userOrderId) {
+        return this.getUserOrdersAccount().orders.find((order) => order.userOrderId === userOrderId);
+    }
     getUserAccountPublicKey() {
         return __awaiter(this, void 0, void 0, function* () {
             if (this.userAccountPublicKey) {
                 return this.userAccountPublicKey;
             }
-            this.userAccountPublicKey = yield (0, addresses_1.getUserAccountPublicKey)(this.clearingHouse.program.programId, this.authority);
+            this.userAccountPublicKey = yield addresses_1.getUserAccountPublicKey(this.clearingHouse.program.programId, this.authority);
             return this.userAccountPublicKey;
         });
     }
+    getUserOrdersAccountPublicKey() {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (this.userOrdersAccountPublicKey) {
+                return this.userOrdersAccountPublicKey;
+            }
+            this.userOrdersAccountPublicKey = yield _1.getUserOrdersAccountPublicKey(this.clearingHouse.program.programId, yield this.getUserAccountPublicKey());
+            return this.userOrdersAccountPublicKey;
+        });
+    }
     exists() {
         return __awaiter(this, void 0, void 0, function* () {
             const userAccountPublicKey = yield this.getUserAccountPublicKey();
@@ -122,7 +159,7 @@ class ClearingHouseUser {
             .positions.filter((pos) => marketIndex ? pos.marketIndex === marketIndex : true)
             .reduce((pnl, marketPosition) => {
             const market = this.clearingHouse.getMarket(marketPosition.marketIndex);
-            return pnl.add((0, _1.calculatePositionPNL)(market, marketPosition, withFunding));
+            return pnl.add(_1.calculatePositionPNL(market, marketPosition, withFunding));
         }, numericConstants_1.ZERO);
     }
     /**
@@ -134,7 +171,7 @@ class ClearingHouseUser {
             .positions.filter((pos) => marketIndex ? pos.marketIndex === marketIndex : true)
             .reduce((pnl, marketPosition) => {
             const market = this.clearingHouse.getMarket(marketPosition.marketIndex);
-            return pnl.add((0, _1.calculatePositionFundingPNL)(market, marketPosition));
+            return pnl.add(_1.calculatePositionFundingPNL(market, marketPosition));
         }, numericConstants_1.ZERO);
     }
     /**
@@ -143,7 +180,7 @@ class ClearingHouseUser {
      */
     getTotalCollateral() {
         var _a;
-        return ((_a = this.getUserAccount().collateral.add(this.getUnrealizedPNL(true))) !== null && _a !== void 0 ? _a : new bn_js_1.default(0));
+        return ((_a = this.getUserAccount().collateral.add(this.getUnrealizedPNL(true))) !== null && _a !== void 0 ? _a : new _1.BN(0));
     }
     /**
      * calculates sum of position value across all positions
@@ -152,7 +189,7 @@ class ClearingHouseUser {
     getTotalPositionValue() {
         return this.getUserPositionsAccount().positions.reduce((positionValue, marketPosition) => {
             const market = this.clearingHouse.getMarket(marketPosition.marketIndex);
-            return positionValue.add((0, _1.calculateBaseAssetValue)(market, marketPosition));
+            return positionValue.add(_1.calculateBaseAssetValue(market, marketPosition));
         }, numericConstants_1.ZERO);
     }
     /**
@@ -162,7 +199,7 @@ class ClearingHouseUser {
     getPositionValue(marketIndex) {
         const userPosition = this.getUserPosition(marketIndex) || this.getEmptyPosition(marketIndex);
         const market = this.clearingHouse.getMarket(userPosition.marketIndex);
-        return (0, _1.calculateBaseAssetValue)(market, userPosition);
+        return _1.calculateBaseAssetValue(market, userPosition);
     }
     getPositionSide(currentPosition) {
         if (currentPosition.baseAssetAmount.gt(numericConstants_1.ZERO)) {
@@ -181,10 +218,10 @@ class ClearingHouseUser {
      */
     getPositionEstimatedExitPriceAndPnl(position, amountToClose) {
         const market = this.clearingHouse.getMarket(position.marketIndex);
-        const entryPrice = (0, position_1.calculateEntryPrice)(position);
+        const entryPrice = position_1.calculateEntryPrice(position);
         if (amountToClose) {
             if (amountToClose.eq(numericConstants_1.ZERO)) {
-                return [(0, _1.calculateMarkPrice)(market), numericConstants_1.ZERO];
+                return [_1.calculateMarkPrice(market), numericConstants_1.ZERO];
             }
             position = {
                 baseAssetAmount: amountToClose,
@@ -193,7 +230,7 @@ class ClearingHouseUser {
                 quoteAssetAmount: position.quoteAssetAmount,
             };
         }
-        const baseAssetValue = (0, _1.calculateBaseAssetValue)(market, position);
+        const baseAssetValue = _1.calculateBaseAssetValue(market, position);
         if (position.baseAssetAmount.eq(numericConstants_1.ZERO)) {
             return [numericConstants_1.ZERO, numericConstants_1.ZERO];
         }
@@ -300,7 +337,7 @@ class ClearingHouseUser {
 
         for 10x long, BTC down $400:
         3. (10k - 4k) / (100k - 4k) = 6k/96k => .0625 */
-        const currentPrice = (0, _1.calculateMarkPrice)(this.clearingHouse.getMarket(targetMarket.marketIndex));
+        const currentPrice = _1.calculateMarkPrice(this.clearingHouse.getMarket(targetMarket.marketIndex));
         const totalCollateralUSDC = this.getTotalCollateral();
         // calculate the total position value ignoring any value from the target market of the trade
         const totalCurrentPositionValueIgnoringTargetUSDC = this.getTotalPositionValueExcludingMarket(targetMarket.marketIndex);
@@ -311,11 +348,12 @@ class ClearingHouseUser {
         const proposedMarketPosition = {
             marketIndex: targetMarket.marketIndex,
             baseAssetAmount: currentMarketPositionBaseSize.add(positionBaseSizeChange),
-            lastCumulativeFundingRate: new bn_js_1.default(0),
-            quoteAssetAmount: new bn_js_1.default(0),
+            lastCumulativeFundingRate: new _1.BN(0),
+            quoteAssetAmount: new _1.BN(0),
+            openOrders: new _1.BN(0),
         };
         const market = this.clearingHouse.getMarket(proposedMarketPosition.marketIndex);
-        const proposedMarketPositionValueUSDC = (0, _1.calculateBaseAssetValue)(market, proposedMarketPosition);
+        const proposedMarketPositionValueUSDC = _1.calculateBaseAssetValue(market, proposedMarketPosition);
         // total position value after trade
         const targetTotalPositionValueUSDC = totalCurrentPositionValueIgnoringTargetUSDC.add(proposedMarketPositionValueUSDC);
         let totalFreeCollateralUSDC = this.getTotalCollateral().sub(this.getTotalPositionValue()
@@ -329,7 +367,7 @@ class ClearingHouseUser {
         // if the position value after the trade is less than total collateral, there is no liq price
         if (targetTotalPositionValueUSDC.lte(totalFreeCollateralUSDC) &&
             proposedMarketPosition.baseAssetAmount.gt(numericConstants_1.ZERO)) {
-            return new bn_js_1.default(-1);
+            return new _1.BN(-1);
         }
         // get current margin ratio based on current collateral and proposed total position value
         let marginRatio;
@@ -356,7 +394,7 @@ class ClearingHouseUser {
             if (numericConstants_1.TEN_THOUSAND.lte(pctChange)) {
                 // no liquidation price, position is a fully/over collateralized long
                 // handle as NaN on UI
-                return new bn_js_1.default(-1);
+                return new _1.BN(-1);
             }
             pctChange = numericConstants_1.TEN_THOUSAND.sub(pctChange);
         }
@@ -373,19 +411,19 @@ class ClearingHouseUser {
     liquidationPrice(targetMarket, positionBaseSizeChange = numericConstants_1.ZERO, partial = false) {
         // solves formula for example calc below
         /* example: assume BTC price is $40k (examine 10% up/down)
-            
-            if 10k deposit and levered 10x short BTC => BTC up $400 means:
-            1. higher base_asset_value (+$4k)
-            2. lower collateral (-$4k)
-            3. (10k - 4k)/(100k + 4k) => 6k/104k => .0576
-    
-            for 10x long, BTC down $400:
-            3. (10k - 4k) / (100k - 4k) = 6k/96k => .0625 */
+
+        if 10k deposit and levered 10x short BTC => BTC up $400 means:
+        1. higher base_asset_value (+$4k)
+        2. lower collateral (-$4k)
+        3. (10k - 4k)/(100k + 4k) => 6k/104k => .0576
+
+        for 10x long, BTC down $400:
+        3. (10k - 4k) / (100k - 4k) = 6k/96k => .0625 */
         const tc = this.getTotalCollateral();
         const tpv = this.getTotalPositionValue();
         const partialLev = 16;
         const maintLev = 20;
-        const thisLev = partial ? new bn_js_1.default(partialLev) : new bn_js_1.default(maintLev);
+        const thisLev = partial ? new _1.BN(partialLev) : new _1.BN(maintLev);
         // calculate the total position value ignoring any value from the target market of the trade
         const totalCurrentPositionValueIgnoringTargetUSDC = this.getTotalPositionValueExcludingMarket(targetMarket.marketIndex);
         const currentMarketPosition = this.getUserPosition(targetMarket.marketIndex) ||
@@ -397,10 +435,11 @@ class ClearingHouseUser {
             marketIndex: targetMarket.marketIndex,
             baseAssetAmount: proposedBaseAssetAmount,
             lastCumulativeFundingRate: currentMarketPosition.lastCumulativeFundingRate,
-            quoteAssetAmount: new bn_js_1.default(0),
+            quoteAssetAmount: new _1.BN(0),
+            openOrders: new _1.BN(0),
         };
         const market = this.clearingHouse.getMarket(proposedMarketPosition.marketIndex);
-        const proposedMarketPositionValueUSDC = (0, _1.calculateBaseAssetValue)(market, proposedMarketPosition);
+        const proposedMarketPositionValueUSDC = _1.calculateBaseAssetValue(market, proposedMarketPosition);
         // total position value after trade
         const targetTotalPositionValueUSDC = totalCurrentPositionValueIgnoringTargetUSDC.add(proposedMarketPositionValueUSDC);
         let totalFreeCollateralUSDC = tc.sub(totalCurrentPositionValueIgnoringTargetUSDC
@@ -417,37 +456,37 @@ class ClearingHouseUser {
                 .mul(thisLev)
                 .sub(tpv)
                 .mul(numericConstants_1.PRICE_TO_QUOTE_PRECISION)
-                .div(thisLev.add(new bn_js_1.default(1)));
+                .div(thisLev.add(new _1.BN(1)));
         }
         else {
             priceDelt = tc
                 .mul(thisLev)
                 .sub(tpv)
                 .mul(numericConstants_1.PRICE_TO_QUOTE_PRECISION)
-                .div(thisLev.sub(new bn_js_1.default(1)));
+                .div(thisLev.sub(new _1.BN(1)));
         }
         let currentPrice;
         if (positionBaseSizeChange.eq(numericConstants_1.ZERO)) {
-            currentPrice = (0, _1.calculateMarkPrice)(this.clearingHouse.getMarket(targetMarket.marketIndex));
+            currentPrice = _1.calculateMarkPrice(this.clearingHouse.getMarket(targetMarket.marketIndex));
         }
         else {
             const direction = positionBaseSizeChange.gt(numericConstants_1.ZERO)
                 ? _1.PositionDirection.LONG
                 : _1.PositionDirection.SHORT;
-            currentPrice = (0, _1.calculateTradeSlippage)(direction, positionBaseSizeChange.abs(), this.clearingHouse.getMarket(targetMarket.marketIndex), 'base')[3]; // newPrice after swap
+            currentPrice = _1.calculateTradeSlippage(direction, positionBaseSizeChange.abs(), this.clearingHouse.getMarket(targetMarket.marketIndex), 'base')[3]; // newPrice after swap
         }
         // if the position value after the trade is less than total collateral, there is no liq price
         if (targetTotalPositionValueUSDC.lte(totalFreeCollateralUSDC) &&
             proposedMarketPosition.baseAssetAmount.gt(numericConstants_1.ZERO)) {
-            return new bn_js_1.default(-1);
+            return new _1.BN(-1);
         }
         if (proposedBaseAssetAmount.eq(numericConstants_1.ZERO))
-            return new bn_js_1.default(-1);
+            return new _1.BN(-1);
         const eatMargin2 = priceDelt
             .mul(numericConstants_1.AMM_RESERVE_PRECISION)
             .div(proposedBaseAssetAmount);
         if (eatMargin2.gt(currentPrice)) {
-            return new bn_js_1.default(-1);
+            return new _1.BN(-1);
         }
         const liqPrice = currentPrice.sub(eatMargin2);
         return liqPrice;
@@ -474,86 +513,42 @@ class ClearingHouseUser {
     }
     /**
      * Get the maximum trade size for a given market, taking into account the user's current leverage, positions, collateral, etc.
-     *
-     * To Calculate Max Quote Available:
-     *
-     * Case 1: SameSide
-     * 	=> Remaining quote to get to maxLeverage
-     *
-     * Case 2: NOT SameSide && currentLeverage <= maxLeverage
-     * 	=> Current opposite position x2 + remaining to get to maxLeverage
-     *
-     * Case 3: NOT SameSide && currentLeverage > maxLeverage && otherPositions - currentPosition > maxLeverage
-     * 	=> strictly reduce current position size
-     *
-     * Case 4: NOT SameSide && currentLeverage > maxLeverage && otherPositions - currentPosition < maxLeverage
-     * 	=> current position + remaining to get to maxLeverage
-     *
      * @param marketIndex
      * @param tradeSide
      * @param userMaxLeverageSetting - leverage : Precision TEN_THOUSAND
      * @returns tradeSizeAllowed : Precision QUOTE_PRECISION
      */
     getMaxTradeSizeUSDC(targetMarketIndex, tradeSide, userMaxLeverageSetting) {
+        // inline function which get's the current position size on the opposite side of the target trade
+        const getOppositePositionValueUSDC = () => {
+            if (!currentPosition)
+                return numericConstants_1.ZERO;
+            const side = tradeSide === _1.PositionDirection.SHORT ? 'short' : 'long';
+            if (side === 'long' && (currentPosition === null || currentPosition === void 0 ? void 0 : currentPosition.baseAssetAmount.isNeg())) {
+                return this.getPositionValue(targetMarketIndex);
+            }
+            else if (side === 'short' &&
+                !(currentPosition === null || currentPosition === void 0 ? void 0 : currentPosition.baseAssetAmount.isNeg())) {
+                return this.getPositionValue(targetMarketIndex);
+            }
+            return numericConstants_1.ZERO;
+        };
         const currentPosition = this.getUserPosition(targetMarketIndex) ||
             this.getEmptyPosition(targetMarketIndex);
-        const targetSide = tradeSide === _1.PositionDirection.SHORT ? 'short' : 'long';
-        const currentPositionSide = (currentPosition === null || currentPosition === void 0 ? void 0 : currentPosition.baseAssetAmount.isNeg())
-            ? 'short'
-            : 'long';
-        const targettingSameSide = !currentPosition
-            ? true
-            : targetSide === currentPositionSide;
-        // add any position we have on the opposite side of the current trade, because we can "flip" the size of this position without taking any extra leverage.
-        const oppositeSizeValueUSDC = targettingSameSide
-            ? numericConstants_1.ZERO
-            : this.getPositionValue(targetMarketIndex);
         // get current leverage
         const currentLeverage = this.getLeverage();
-        const remainingLeverage = bn_js_1.default.max(userMaxLeverageSetting.sub(currentLeverage), numericConstants_1.ZERO);
+        // remaining leverage
+        // let remainingLeverage = userMaxLeverageSetting;
+        const remainingLeverage = _1.BN.max(userMaxLeverageSetting.sub(currentLeverage), numericConstants_1.ZERO);
         // get total collateral
         const totalCollateral = this.getTotalCollateral();
         // position side allowed based purely on current leverage
         let maxPositionSize = remainingLeverage
             .mul(totalCollateral)
             .div(numericConstants_1.TEN_THOUSAND);
-        if (userMaxLeverageSetting.sub(currentLeverage).gte(numericConstants_1.ZERO)) {
-            if (oppositeSizeValueUSDC.eq(numericConstants_1.ZERO)) {
-                // case 1 : Regular trade where current total position less than max, and no opposite position to account for
-                // do nothing
-            }
-            else {
-                // case 2 : trade where current total position less than max, but need to account for flipping the current position over to the other side
-                maxPositionSize = maxPositionSize.add(oppositeSizeValueUSDC.mul(new bn_js_1.default(2)));
-            }
-        }
-        else {
-            // current leverage is greater than max leverage - can only reduce position size
-            if (!targettingSameSide) {
-                const currentPositionQuoteSize = this.getPositionValue(targetMarketIndex);
-                const currentTotalQuoteSize = currentLeverage
-                    .mul(totalCollateral)
-                    .div(numericConstants_1.TEN_THOUSAND);
-                const otherPositionsTotalQuoteSize = currentTotalQuoteSize.sub(currentPositionQuoteSize);
-                const quoteValueOfMaxLeverage = userMaxLeverageSetting
-                    .mul(totalCollateral)
-                    .div(numericConstants_1.TEN_THOUSAND);
-                if (otherPositionsTotalQuoteSize
-                    .sub(currentPositionQuoteSize)
-                    .gte(quoteValueOfMaxLeverage)) {
-                    // case 3: Can only reduce the current position because it will still be greater than max leverage
-                    maxPositionSize = currentPositionQuoteSize;
-                }
-                else {
-                    // case 4: Can reduce the position, and then take extra remaining quote to get to max leverage
-                    const allowedQuoteSizeAfterClosingCurrentPosition = quoteValueOfMaxLeverage.sub(otherPositionsTotalQuoteSize);
-                    maxPositionSize = currentPositionQuoteSize.add(allowedQuoteSizeAfterClosingCurrentPosition);
-                }
-            }
-            else {
-                // do nothing if targetting same side
-            }
-        }
+        // add any position we have on the opposite side of the current trade, because we can "flip" the size of this position without taking any extra leverage.
+        const oppositeSizeValueUSDC = getOppositePositionValueUSDC();
+        maxPositionSize = maxPositionSize.add(oppositeSizeValueUSDC.mul(new _1.BN(2)));
         // subtract oneMillionth of maxPositionSize
         // => to avoid rounding errors when taking max leverage
         const oneMilli = maxPositionSize.div(numericConstants_1.QUOTE_PRECISION);
@@ -582,18 +577,12 @@ class ClearingHouseUser {
             .add(tradeQuoteAmount)
             .abs();
         const totalPositionAfterTradeExcludingTargetMarket = this.getTotalPositionValueExcludingMarket(targetMarketIndex);
-        const totalCollateral = this.getTotalCollateral();
-        if (totalCollateral.gt(numericConstants_1.ZERO)) {
-            const newLeverage = currentMarketPositionAfterTrade
-                .add(totalPositionAfterTradeExcludingTargetMarket)
-                .abs()
-                .mul(numericConstants_1.TEN_THOUSAND)
-                .div(totalCollateral);
-            return newLeverage;
-        }
-        else {
-            return new bn_js_1.default(0);
-        }
+        const newLeverage = currentMarketPositionAfterTrade
+            .add(totalPositionAfterTradeExcludingTargetMarket)
+            .abs()
+            .mul(numericConstants_1.TEN_THOUSAND)
+            .div(this.getTotalCollateral());
+        return newLeverage;
     }
     /**
      * Calculates how much fee will be taken for a given sized trade
@@ -616,9 +605,51 @@ class ClearingHouseUser {
             this.getEmptyPosition(marketToIgnore);
         let currentMarketPositionValueUSDC = numericConstants_1.ZERO;
         if (currentMarketPosition) {
-            currentMarketPositionValueUSDC = this.getPositionValue(marketToIgnore);
+            const market = this.clearingHouse.getMarket(currentMarketPosition.marketIndex);
+            currentMarketPositionValueUSDC = _1.calculateBaseAssetValue(market, currentMarketPosition);
         }
         return this.getTotalPositionValue().sub(currentMarketPositionValueUSDC);
     }
+    canFillOrder(order) {
+        const userAccount = this.getUserAccount();
+        const userPositionsAccount = this.getUserPositionsAccount();
+        const userPosition = this.getUserPosition(order.marketIndex);
+        const market = this.clearingHouse.getMarket(order.marketIndex);
+        if (position_1.isEmptyPosition(userPosition)) {
+            return false;
+        }
+        const newState = _1.calculateNewStateAfterOrder(userAccount, userPosition, market, order);
+        if (newState === null) {
+            return false;
+        }
+        const [userAccountAfter, userPositionAfter, marketAfter] = newState;
+        const totalPositionValue = userPositionsAccount.positions.reduce((positionValue, marketPosition) => {
+            let market = this.clearingHouse.getMarket(marketPosition.marketIndex);
+            if (marketPosition.marketIndex.eq(order.marketIndex)) {
+                market = marketAfter;
+                marketPosition = userPositionAfter;
+            }
+            return positionValue.add(_1.calculateBaseAssetValue(market, marketPosition));
+        }, numericConstants_1.ZERO);
+        if (totalPositionValue.eq(numericConstants_1.ZERO)) {
+            return true;
+        }
+        const unrealizedPnL = userPositionsAccount.positions.reduce((pnl, marketPosition) => {
+            let market = this.clearingHouse.getMarket(marketPosition.marketIndex);
+            pnl = pnl.add(_1.calculatePositionFundingPNL(market, marketPosition).div(numericConstants_1.PRICE_TO_QUOTE_PRECISION));
+            if (marketPosition.marketIndex.eq(order.marketIndex)) {
+                market = marketAfter;
+                marketPosition = userPositionAfter;
+            }
+            // update
+            return pnl.add(_1.calculatePositionPNL(market, marketPosition, false));
+        }, numericConstants_1.ZERO);
+        const totalCollateral = userAccountAfter.collateral.add(unrealizedPnL);
+        const marginRatioAfter = totalCollateral
+            .mul(numericConstants_1.TEN_THOUSAND)
+            .div(totalPositionValue);
+        const marginRatioInitial = this.clearingHouse.getStateAccount().marginRatioInitial;
+        return marginRatioAfter.gte(marginRatioInitial);
+    }
 }
 exports.ClearingHouseUser = ClearingHouseUser;

package/lib/config.d.ts

@@ -21,4 +21,3 @@ export declare const initialize: (props: {
     overrideEnv?: Partial<DriftConfig>;
 }) => DriftConfig;
 export {};
-//# sourceMappingURL=config.d.ts.map

package/lib/constants/markets.d.ts

@@ -1,4 +1,5 @@
-import BN from 'bn.js';
+/// <reference types="bn.js" />
+import { BN } from '../';
 declare type Market = {
     symbol: string;
     baseAssetSymbol: string;
@@ -9,4 +10,3 @@ declare type Market = {
 };
 export declare const Markets: Market[];
 export {};
-//# sourceMappingURL=markets.d.ts.map

package/lib/constants/markets.js

@@ -1,15 +1,12 @@
 "use strict";
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.Markets = void 0;
-const bn_js_1 = __importDefault(require("bn.js"));
+const __1 = require("../");
 exports.Markets = [
     {
         symbol: 'SOL-PERP',
         baseAssetSymbol: 'SOL',
-        marketIndex: new bn_js_1.default(0),
+        marketIndex: new __1.BN(0),
         devnetPythOracle: 'J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix',
         mainnetPythOracle: 'H6ARHf6YXhGYeQfUzQNGk6rDNnLBQKrenN712K4AQJEG',
         launchTs: 1635209696886,
@@ -17,7 +14,7 @@ exports.Markets = [
     {
         symbol: 'BTC-PERP',
         baseAssetSymbol: 'BTC',
-        marketIndex: new bn_js_1.default(1),
+        marketIndex: new __1.BN(1),
         devnetPythOracle: 'HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J',
         mainnetPythOracle: 'GVXRSBjFk6e6J3NbVPXohDJetcTjaeeuykUpbQF8UoMU',
         launchTs: 1637691088868,
@@ -25,7 +22,7 @@ exports.Markets = [
     {
         symbol: 'ETH-PERP',
         baseAssetSymbol: 'ETH',
-        marketIndex: new bn_js_1.default(2),
+        marketIndex: new __1.BN(2),
         devnetPythOracle: 'EdVCmQ9FSPcVe5YySXDPCRmc8aDQLKJ9xvYBMZPie1Vw',
         mainnetPythOracle: 'JBu1AL4obBcCMqKBBxhpWCNUt136ijcuMZLFvTP7iWdB',
         launchTs: 1637691133472,
@@ -33,7 +30,7 @@ exports.Markets = [
     {
         symbol: 'LUNA-PERP',
         baseAssetSymbol: 'LUNA',
-        marketIndex: new bn_js_1.default(3),
+        marketIndex: new __1.BN(3),
         devnetPythOracle: '8PugCXTAHLM9kfLSQWe2njE5pzAgUdpPk3Nx5zSm7BD3',
         mainnetPythOracle: '5bmWuR1dgP4avtGYMNKLuxumZTVKGgoN2BCMXWDNL9nY',
         launchTs: 1638821738525,
@@ -41,7 +38,7 @@ exports.Markets = [
     {
         symbol: 'AVAX-PERP',
         baseAssetSymbol: 'AVAX',
-        marketIndex: new bn_js_1.default(4),
+        marketIndex: new __1.BN(4),
         devnetPythOracle: 'FVb5h1VmHPfVb1RfqZckchq18GxRv4iKt8T4eVTQAqdz',
         mainnetPythOracle: 'Ax9ujW5B9oqcv59N8m6f1BpTBq2rGeGaBcpKjC5UYsXU',
         launchTs: 1639092501080,
@@ -49,7 +46,7 @@ exports.Markets = [
     {
         symbol: 'BNB-PERP',
         baseAssetSymbol: 'BNB',
-        marketIndex: new bn_js_1.default(5),
+        marketIndex: new __1.BN(5),
         devnetPythOracle: 'GwzBgrXb4PG59zjce24SF2b9JXbLEjJJTBkmytuEZj1b',
         mainnetPythOracle: '4CkQJBxhU8EZ2UjhigbtdaPbpTe6mqf811fipYBFbSYN',
         launchTs: 1639523193012,
@@ -57,7 +54,7 @@ exports.Markets = [
     {
         symbol: 'MATIC-PERP',
         baseAssetSymbol: 'MATIC',
-        marketIndex: new bn_js_1.default(6),
+        marketIndex: new __1.BN(6),
         devnetPythOracle: 'FBirwuDFuRAu4iSGc7RGxN5koHB7EJM1wbCmyPuQoGur',
         mainnetPythOracle: '7KVswB9vkCgeM3SHP7aGDijvdRAHK8P5wi9JXViCrtYh',
         launchTs: 1641488603564,
@@ -65,7 +62,7 @@ exports.Markets = [
     {
         symbol: 'ATOM-PERP',
         baseAssetSymbol: 'ATOM',
-        marketIndex: new bn_js_1.default(7),
+        marketIndex: new __1.BN(7),
         devnetPythOracle: '7YAze8qFUMkBnyLVdKT4TFUUFui99EwS5gfRArMcrvFk',
         mainnetPythOracle: 'CrCpTerNqtZvqLcKqz1k13oVeXV9WkMD2zA9hBKXrsbN',
         launchTs: 1641920238195,
@@ -73,7 +70,7 @@ exports.Markets = [
     {
         symbol: 'DOT-PERP',
         baseAssetSymbol: 'DOT',
-        marketIndex: new bn_js_1.default(8),
+        marketIndex: new __1.BN(8),
         devnetPythOracle: '4dqq5VBpN4EwYb7wyywjjfknvMKu7m78j9mKZRXTj462',
         mainnetPythOracle: 'EcV1X1gY2yb4KXxjVQtTHTbioum2gvmPnFk4zYAt7zne',
         launchTs: 1642629253786,
@@ -81,7 +78,7 @@ exports.Markets = [
     {
         symbol: 'ADA-PERP',
         baseAssetSymbol: 'ADA',
-        marketIndex: new bn_js_1.default(9),
+        marketIndex: new __1.BN(9),
         devnetPythOracle: '8oGTURNmSQkrBS1AQ5NjB2p8qY34UVmMA9ojrw8vnHus',
         mainnetPythOracle: '3pyn4svBbxJ9Wnn3RVeafyLWfzie6yC5eTig2S62v9SC',
         launchTs: 1643084413000,
@@ -89,11 +86,27 @@ exports.Markets = [
     {
         symbol: 'ALGO-PERP',
         baseAssetSymbol: 'ALGO',
-        marketIndex: new bn_js_1.default(10),
+        marketIndex: new __1.BN(10),
         devnetPythOracle: 'c1A946dY5NHuVda77C8XXtXytyR3wK1SCP3eA9VRfC3',
         mainnetPythOracle: 'HqFyq1wh1xKvL7KDqqT7NJeSPdAqsDqnmBisUC2XdXAX',
         launchTs: 1643686767000,
     },
+    {
+        symbol: 'FTT-PERP',
+        baseAssetSymbol: 'FTT',
+        marketIndex: new __1.BN(11),
+        devnetPythOracle: '6vivTRs5ZPeeXbjo7dfburfaYDWoXjBtdtuYgQRuGfu',
+        mainnetPythOracle: '8JPJJkmDScpcNmBRKGZuPuG2GYAveQgP3t5gFuMymwvF',
+        launchTs: 1644382122000,
+    },
+    {
+        symbol: 'LTC-PERP',
+        baseAssetSymbol: 'LTC',
+        marketIndex: new __1.BN(12),
+        devnetPythOracle: 'BLArYBCUYhdWiY8PCUTpvFE21iaJq85dvxLk9bYMobcU',
+        mainnetPythOracle: '8RMnV1eD55iqUFJLMguPkYBkq8DCtx81XcmAja93LvRR',
+        launchTs: 1645027429000,
+    },
     // {
     // 	symbol: 'mSOL-PERP',
     // 	baseAssetSymbol: 'mSOL',

package/lib/constants/numericConstants.d.ts

@@ -1,6 +1,8 @@
-import BN from 'bn.js';
+/// <reference types="bn.js" />
+import { BN } from '../';
 export declare const ZERO: BN;
 export declare const ONE: BN;
+export declare const TWO: BN;
 export declare const TEN_THOUSAND: BN;
 export declare const BN_MAX: BN;
 export declare const MAX_LEVERAGE: BN;
@@ -11,7 +13,7 @@ export declare const MARK_PRICE_PRECISION: BN;
 export declare const FUNDING_PAYMENT_PRECISION: BN;
 export declare const PEG_PRECISION: BN;
 export declare const AMM_RESERVE_PRECISION: BN;
+export declare const BASE_PRECISION: BN;
 export declare const AMM_TO_QUOTE_PRECISION_RATIO: BN;
 export declare const PRICE_TO_QUOTE_PRECISION: BN;
 export declare const AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO: BN;
-//# sourceMappingURL=numericConstants.d.ts.map