@drift-labs/sdk 0.1.21-master.0 → 0.1.21-master.3

package/lib/clearingHouseUser.js

@@ -73,6 +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
@@ -87,8 +90,23 @@ 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) {
@@ -98,6 +116,15 @@ class ClearingHouseUser {
             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();
@@ -323,6 +350,7 @@ class ClearingHouseUser {
             baseAssetAmount: currentMarketPositionBaseSize.add(positionBaseSizeChange),
             lastCumulativeFundingRate: new _1.BN(0),
             quoteAssetAmount: new _1.BN(0),
+            openOrders: new _1.BN(0),
         };
         const market = this.clearingHouse.getMarket(proposedMarketPosition.marketIndex);
         const proposedMarketPositionValueUSDC = _1.calculateBaseAssetValue(market, proposedMarketPosition);
@@ -383,14 +411,14 @@ 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;
@@ -408,6 +436,7 @@ class ClearingHouseUser {
             baseAssetAmount: proposedBaseAssetAmount,
             lastCumulativeFundingRate: currentMarketPosition.lastCumulativeFundingRate,
             quoteAssetAmount: new _1.BN(0),
+            openOrders: new _1.BN(0),
         };
         const market = this.clearingHouse.getMarket(proposedMarketPosition.marketIndex);
         const proposedMarketPositionValueUSDC = _1.calculateBaseAssetValue(market, proposedMarketPosition);
@@ -484,42 +513,32 @@ 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();
+        // remaining leverage
+        // let remainingLeverage = userMaxLeverageSetting;
         const remainingLeverage = _1.BN.max(userMaxLeverageSetting.sub(currentLeverage), numericConstants_1.ZERO);
         // get total collateral
         const totalCollateral = this.getTotalCollateral();
@@ -527,43 +546,9 @@ class ClearingHouseUser {
         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 _1.BN(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);
@@ -592,18 +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 _1.BN(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
@@ -626,9 +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

@@ -10,4 +10,3 @@ declare type Market = {
 };
 export declare const Markets: Market[];
 export {};
-//# sourceMappingURL=markets.d.ts.map

package/lib/constants/markets.js

@@ -99,6 +99,14 @@ exports.Markets = [
         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

@@ -2,6 +2,7 @@
 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;
@@ -16,4 +17,3 @@ 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

package/lib/constants/numericConstants.js

@@ -1,9 +1,10 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.PRICE_TO_QUOTE_PRECISION = exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION = exports.PEG_PRECISION = exports.FUNDING_PAYMENT_PRECISION = exports.MARK_PRICE_PRECISION = exports.QUOTE_PRECISION = exports.PARTIAL_LIQUIDATION_RATIO = exports.FULL_LIQUIDATION_RATIO = exports.MAX_LEVERAGE = exports.BN_MAX = exports.TEN_THOUSAND = exports.ONE = exports.ZERO = void 0;
+exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.PRICE_TO_QUOTE_PRECISION = exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION = exports.PEG_PRECISION = exports.FUNDING_PAYMENT_PRECISION = exports.MARK_PRICE_PRECISION = exports.QUOTE_PRECISION = exports.PARTIAL_LIQUIDATION_RATIO = exports.FULL_LIQUIDATION_RATIO = exports.MAX_LEVERAGE = exports.BN_MAX = exports.TEN_THOUSAND = exports.TWO = exports.ONE = exports.ZERO = void 0;
 const __1 = require("../");
 exports.ZERO = new __1.BN(0);
 exports.ONE = new __1.BN(1);
+exports.TWO = new __1.BN(2);
 exports.TEN_THOUSAND = new __1.BN(10000);
 exports.BN_MAX = new __1.BN(Number.MAX_SAFE_INTEGER);
 exports.MAX_LEVERAGE = new __1.BN(5);

package/lib/examples/makeTradeExample.d.ts

@@ -1,3 +1,2 @@
 import { PublicKey } from '@solana/web3.js';
 export declare const getTokenAddress: (mintAddress: string, userPubKey: string) => Promise<PublicKey>;
-//# sourceMappingURL=makeTradeExample.d.ts.map

package/lib/factory/clearingHouse.d.ts

@@ -23,4 +23,3 @@ export declare function getPollingClearingHouseConfig(connection: Connection, wa
 export declare function getClearingHouse(config: ClearingHouseConfig): ClearingHouse;
 export declare function getAdmin(config: ClearingHouseConfig): Admin;
 export {};
-//# sourceMappingURL=clearingHouse.d.ts.map

package/lib/factory/clearingHouseUser.d.ts

@@ -17,4 +17,3 @@ export declare function getWebSocketClearingHouseUserConfig(clearingHouse: Clear
 export declare function getPollingClearingHouseUserConfig(clearingHouse: ClearingHouse, authority: PublicKey, accountLoader: BulkAccountLoader): PollingClearingHouseUserConfig;
 export declare function getClearingHouseUser(config: ClearingHouseUserConfig): ClearingHouseUser;
 export {};
-//# sourceMappingURL=clearingHouseUser.d.ts.map