@drift-labs/sdk 0.1.23-master.4 → 0.1.26
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/lib/accounts/bulkAccountLoader.d.ts +2 -0
- package/lib/accounts/bulkAccountLoader.js +24 -0
- package/lib/addresses.js +5 -1
- package/lib/admin.d.ts +2 -2
- package/lib/admin.js +11 -5
- package/lib/clearingHouse.js +7 -1
- package/lib/clearingHouseUser.d.ts +12 -17
- package/lib/clearingHouseUser.js +114 -217
- package/lib/constants/markets.d.ts +6 -4
- package/lib/constants/markets.js +48 -0
- package/lib/constants/numericConstants.d.ts +2 -2
- package/lib/constants/numericConstants.js +3 -3
- package/lib/factory/oracleClient.d.ts +5 -0
- package/lib/factory/oracleClient.js +16 -0
- package/lib/idl/clearing_house.json +58 -5
- package/lib/idl/switchboard_v2.json +4663 -0
- package/lib/index.d.ts +4 -1
- package/lib/index.js +9 -2
- package/lib/math/funding.d.ts +6 -6
- package/lib/math/funding.js +4 -16
- package/lib/math/orders.d.ts +1 -0
- package/lib/math/orders.js +19 -1
- package/lib/mockUSDCFaucet.js +5 -1
- package/lib/oracles/pythClient.d.ts +14 -0
- package/lib/oracles/pythClient.js +53 -0
- package/lib/oracles/switchboardClient.d.ts +13 -0
- package/lib/oracles/switchboardClient.js +76 -0
- package/lib/oracles/types.d.ts +15 -0
- package/lib/oracles/types.js +2 -0
- package/lib/orderParams.d.ts +1 -1
- package/lib/orderParams.js +2 -2
- package/lib/orders.js +1 -1
- package/lib/types.d.ts +5 -1
- package/package.json +2 -1
- package/src/accounts/bulkAccountLoader.ts +32 -0
- package/src/accounts/types.js +10 -0
- package/src/accounts/utils.js +7 -0
- package/src/accounts/webSocketAccountSubscriber.js +76 -0
- package/src/addresses.js +83 -0
- package/src/admin.ts +15 -4
- package/src/clearingHouse.ts +2 -0
- package/src/clearingHouseUser.ts +161 -330
- package/src/constants/markets.ts +54 -3
- package/src/constants/numericConstants.ts +2 -2
- package/src/factory/oracleClient.ts +22 -0
- package/src/idl/clearing_house.json +58 -5
- package/src/idl/switchboard_v2.json +4663 -0
- package/src/index.ts +4 -1
- package/src/math/funding.ts +9 -25
- package/src/math/orders.ts +28 -0
- package/src/mockUSDCFaucet.js +171 -0
- package/src/oracles/pythClient.ts +49 -0
- package/src/oracles/switchboardClient.ts +87 -0
- package/src/oracles/types.ts +15 -0
- package/src/orderParams.ts +3 -2
- package/src/orders.ts +1 -1
- package/src/types.js +60 -0
- package/src/types.ts +6 -1
- package/lib/pythClient.d.ts +0 -7
- package/lib/pythClient.js +0 -25
- package/src/pythClient.ts +0 -15
package/src/index.ts
CHANGED
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@@ -2,7 +2,9 @@ import { BN } from '@project-serum/anchor';
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2
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import { PublicKey } from '@solana/web3.js';
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export * from './mockUSDCFaucet';
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-
export * from './
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export * from './oracles/types';
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export * from './oracles/pythClient';
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export * from './oracles/switchboardClient';
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export * from './types';
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export * from './constants/markets';
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export * from './accounts/webSocketClearingHouseAccountSubscriber';
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@@ -17,6 +19,7 @@ export * from './clearingHouseUser';
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export * from './clearingHouse';
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export * from './factory/clearingHouse';
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export * from './factory/clearingHouseUser';
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export * from './factory/oracleClient';
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export * from './math/conversion';
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export * from './math/funding';
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export * from './math/insuranceFund';
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package/src/math/funding.ts
CHANGED
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@@ -1,5 +1,4 @@
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import { BN } from '@project-serum/anchor';
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-
import { PriceData } from '@pythnetwork/client';
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import {
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AMM_RESERVE_PRECISION,
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MARK_PRICE_PRECISION,
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@@ -8,17 +7,18 @@ import {
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} from '../constants/numericConstants';
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import { Market } from '../types';
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import { calculateMarkPrice } from './market';
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import { OraclePriceData } from '../oracles/types';
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/**
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*
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* @param market
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-
* @param
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* @param oraclePriceData
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* @param periodAdjustment
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* @returns Estimated funding rate. : Precision //TODO-PRECISION
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*/
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export async function calculateAllEstimatedFundingRate(
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market: Market,
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oraclePriceData:
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oraclePriceData: OraclePriceData,
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periodAdjustment: BN = new BN(1)
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): Promise<[BN, BN, BN, BN, BN]> {
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// periodAdjustment
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@@ -65,26 +65,10 @@ export async function calculateAllEstimatedFundingRate(
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secondsInHour.sub(timeSinceLastOracleTwapUpdate)
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);
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let oracleStablePriceNum = 0;
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let oracleInputCount = 0;
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if (oraclePriceData.price >= 0) {
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oracleStablePriceNum += oraclePriceData.price;
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oracleInputCount += 1;
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}
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if (oraclePriceData.previousPrice >= 0) {
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oracleStablePriceNum += oraclePriceData.previousPrice;
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oracleInputCount += 1;
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}
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-
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oracleStablePriceNum = oracleStablePriceNum / oracleInputCount;
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const oraclePriceStableWithMantissa = new BN(
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oracleStablePriceNum * MARK_PRICE_PRECISION.toNumber()
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);
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-
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const oraclePrice = oraclePriceData.price;
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let oracleTwapWithMantissa = lastOracleTwapWithMantissa;
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const oracleLiveVsTwap =
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const oracleLiveVsTwap = oraclePrice
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.sub(lastOracleTwapWithMantissa)
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.abs()
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.mul(MARK_PRICE_PRECISION)
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@@ -95,7 +79,7 @@ export async function calculateAllEstimatedFundingRate(
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if (oracleLiveVsTwap.lte(MARK_PRICE_PRECISION.mul(new BN(10)))) {
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oracleTwapWithMantissa = oracleTwapTimeSinceLastUpdate
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.mul(lastOracleTwapWithMantissa)
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.add(timeSinceLastMarkChange.mul(
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.add(timeSinceLastMarkChange.mul(oraclePrice))
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.div(timeSinceLastOracleTwapUpdate.add(oracleTwapTimeSinceLastUpdate));
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}
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@@ -203,7 +187,7 @@ export async function calculateAllEstimatedFundingRate(
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*/
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export async function calculateEstimatedFundingRate(
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market: Market,
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oraclePriceData:
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oraclePriceData: OraclePriceData,
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periodAdjustment: BN = new BN(1),
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estimationMethod: 'interpolated' | 'lowerbound' | 'capped'
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): Promise<BN> {
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@@ -233,7 +217,7 @@ export async function calculateEstimatedFundingRate(
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*/
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export async function calculateLongShortFundingRate(
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market: Market,
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oraclePriceData:
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oraclePriceData: OraclePriceData,
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periodAdjustment: BN = new BN(1)
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): Promise<[BN, BN]> {
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const [_1, _2, _, cappedAltEst, interpEst] =
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@@ -261,7 +245,7 @@ export async function calculateLongShortFundingRate(
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*/
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export async function calculateLongShortFundingRateAndLiveTwaps(
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market: Market,
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oraclePriceData:
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oraclePriceData: OraclePriceData,
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periodAdjustment: BN = new BN(1)
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): Promise<[BN, BN, BN, BN]> {
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const [markTwapLive, oracleTwapLive, _2, cappedAltEst, interpEst] =
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package/src/math/orders.ts
CHANGED
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@@ -75,3 +75,31 @@ export function isOrderRiskIncreasingInSameDirection(
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return false;
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}
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export function isOrderReduceOnly(
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user: ClearingHouseUser,
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order: Order
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): boolean {
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if (isVariant(order.status, 'init')) {
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return false;
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}
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const position =
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user.getUserPosition(order.marketIndex) ||
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user.getEmptyPosition(order.marketIndex);
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// if position is long and order is long
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if (position.baseAssetAmount.gt(ZERO) && isVariant(order.direction, 'long')) {
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return false;
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}
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// if position is short and order is short
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if (
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position.baseAssetAmount.lt(ZERO) &&
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isVariant(order.direction, 'short')
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) {
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return false;
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}
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return order.baseAssetAmount.abs().lte(position.baseAssetAmount.abs());
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}
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@@ -0,0 +1,171 @@
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"use strict";
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var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
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if (k2 === undefined) k2 = k;
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Object.defineProperty(o, k2, { enumerable: true, get: function() { return m[k]; } });
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}) : (function(o, m, k, k2) {
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o[k2] = m[k];
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}));
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var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
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Object.defineProperty(o, "default", { enumerable: true, value: v });
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}) : function(o, v) {
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o["default"] = v;
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});
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var __importStar = (this && this.__importStar) || function (mod) {
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if (mod && mod.__esModule) return mod;
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var result = {};
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if (mod != null) for (var k in mod) if (k !== "default" && Object.prototype.hasOwnProperty.call(mod, k)) __createBinding(result, mod, k);
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__setModuleDefault(result, mod);
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return result;
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};
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var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
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function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
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function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
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function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
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function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
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step((generator = generator.apply(thisArg, _arguments || [])).next());
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});
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};
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var __importDefault = (this && this.__importDefault) || function (mod) {
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};
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Object.defineProperty(exports, "__esModule", { value: true });
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exports.MockUSDCFaucet = void 0;
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const anchor = __importStar(require("@project-serum/anchor"));
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const anchor_1 = require("@project-serum/anchor");
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const spl_token_1 = require("@solana/spl-token");
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const web3_js_1 = require("@solana/web3.js");
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const mock_usdc_faucet_json_1 = __importDefault(require("./idl/mock_usdc_faucet.json"));
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class MockUSDCFaucet {
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41
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constructor(connection, wallet, programId, opts) {
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this.connection = connection;
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this.wallet = wallet;
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this.opts = opts || anchor_1.Provider.defaultOptions();
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const provider = new anchor_1.Provider(connection, wallet, this.opts);
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this.provider = provider;
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this.program = new anchor_1.Program(mock_usdc_faucet_json_1.default, programId, provider);
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}
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getMockUSDCFaucetStatePublicKeyAndNonce() {
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return __awaiter(this, void 0, void 0, function* () {
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return anchor.web3.PublicKey.findProgramAddress([Buffer.from(anchor.utils.bytes.utf8.encode('mock_usdc_faucet'))], this.program.programId);
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});
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}
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getMockUSDCFaucetStatePublicKey() {
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return __awaiter(this, void 0, void 0, function* () {
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if (this.mockUSDCFaucetStatePublicKey) {
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return this.mockUSDCFaucetStatePublicKey;
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}
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this.mockUSDCFaucetStatePublicKey = (yield this.getMockUSDCFaucetStatePublicKeyAndNonce())[0];
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return this.mockUSDCFaucetStatePublicKey;
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});
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}
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initialize() {
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return __awaiter(this, void 0, void 0, function* () {
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const stateAccountRPCResponse = yield this.connection.getParsedAccountInfo(yield this.getMockUSDCFaucetStatePublicKey());
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if (stateAccountRPCResponse.value !== null) {
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throw new Error('Faucet already initialized');
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}
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const fakeUSDCMint = anchor.web3.Keypair.generate();
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const createUSDCMintAccountIx = web3_js_1.SystemProgram.createAccount({
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fromPubkey: this.wallet.publicKey,
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newAccountPubkey: fakeUSDCMint.publicKey,
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lamports: yield spl_token_1.Token.getMinBalanceRentForExemptMint(this.connection),
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space: spl_token_1.MintLayout.span,
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programId: spl_token_1.TOKEN_PROGRAM_ID,
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});
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const [mintAuthority, _mintAuthorityNonce] = yield web3_js_1.PublicKey.findProgramAddress([fakeUSDCMint.publicKey.toBuffer()], this.program.programId);
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const initUSDCMintIx = spl_token_1.Token.createInitMintInstruction(spl_token_1.TOKEN_PROGRAM_ID, fakeUSDCMint.publicKey, 6, mintAuthority, null);
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79
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const [mockUSDCFaucetStatePublicKey, mockUSDCFaucetStateNonce] = yield this.getMockUSDCFaucetStatePublicKeyAndNonce();
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80
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return yield this.program.rpc.initialize(mockUSDCFaucetStateNonce, {
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accounts: {
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mockUsdcFaucetState: mockUSDCFaucetStatePublicKey,
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admin: this.wallet.publicKey,
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mintAccount: fakeUSDCMint.publicKey,
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rent: web3_js_1.SYSVAR_RENT_PUBKEY,
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systemProgram: anchor.web3.SystemProgram.programId,
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},
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instructions: [createUSDCMintAccountIx, initUSDCMintIx],
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signers: [fakeUSDCMint],
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});
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});
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}
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fetchState() {
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return __awaiter(this, void 0, void 0, function* () {
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return yield this.program.account.mockUsdcFaucetState.fetch(yield this.getMockUSDCFaucetStatePublicKey());
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});
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97
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}
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mintToUser(userTokenAccount, amount) {
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return __awaiter(this, void 0, void 0, function* () {
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const state = yield this.fetchState();
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return yield this.program.rpc.mintToUser(amount, {
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accounts: {
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mockUsdcFaucetState: yield this.getMockUSDCFaucetStatePublicKey(),
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mintAccount: state.mint,
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userTokenAccount,
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mintAuthority: state.mintAuthority,
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tokenProgram: spl_token_1.TOKEN_PROGRAM_ID,
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},
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});
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});
|
|
111
|
+
}
|
|
112
|
+
createAssociatedTokenAccountAndMintTo(userPublicKey, amount) {
|
|
113
|
+
return __awaiter(this, void 0, void 0, function* () {
|
|
114
|
+
const [associatedTokenPublicKey, createAssociatedAccountIx, mintToTx] = yield this.createAssociatedTokenAccountAndMintToInstructions(userPublicKey, amount);
|
|
115
|
+
const tx = new web3_js_1.Transaction().add(createAssociatedAccountIx).add(mintToTx);
|
|
116
|
+
const txSig = yield this.program.provider.send(tx, [], this.opts);
|
|
117
|
+
return [associatedTokenPublicKey, txSig];
|
|
118
|
+
});
|
|
119
|
+
}
|
|
120
|
+
createAssociatedTokenAccountAndMintToInstructions(userPublicKey, amount) {
|
|
121
|
+
return __awaiter(this, void 0, void 0, function* () {
|
|
122
|
+
const state = yield this.fetchState();
|
|
123
|
+
const associateTokenPublicKey = yield this.getAssosciatedMockUSDMintAddress({ userPubKey: userPublicKey });
|
|
124
|
+
const createAssociatedAccountIx = spl_token_1.Token.createAssociatedTokenAccountInstruction(spl_token_1.ASSOCIATED_TOKEN_PROGRAM_ID, spl_token_1.TOKEN_PROGRAM_ID, state.mint, associateTokenPublicKey, userPublicKey, this.wallet.publicKey);
|
|
125
|
+
const mintToIx = yield this.program.instruction.mintToUser(amount, {
|
|
126
|
+
accounts: {
|
|
127
|
+
mockUsdcFaucetState: yield this.getMockUSDCFaucetStatePublicKey(),
|
|
128
|
+
mintAccount: state.mint,
|
|
129
|
+
userTokenAccount: associateTokenPublicKey,
|
|
130
|
+
mintAuthority: state.mintAuthority,
|
|
131
|
+
tokenProgram: spl_token_1.TOKEN_PROGRAM_ID,
|
|
132
|
+
},
|
|
133
|
+
});
|
|
134
|
+
return [associateTokenPublicKey, createAssociatedAccountIx, mintToIx];
|
|
135
|
+
});
|
|
136
|
+
}
|
|
137
|
+
getAssosciatedMockUSDMintAddress(props) {
|
|
138
|
+
return __awaiter(this, void 0, void 0, function* () {
|
|
139
|
+
const state = yield this.fetchState();
|
|
140
|
+
return spl_token_1.Token.getAssociatedTokenAddress(spl_token_1.ASSOCIATED_TOKEN_PROGRAM_ID, spl_token_1.TOKEN_PROGRAM_ID, state.mint, props.userPubKey);
|
|
141
|
+
});
|
|
142
|
+
}
|
|
143
|
+
getTokenAccountInfo(props) {
|
|
144
|
+
return __awaiter(this, void 0, void 0, function* () {
|
|
145
|
+
const assosciatedKey = yield this.getAssosciatedMockUSDMintAddress(props);
|
|
146
|
+
const state = yield this.fetchState();
|
|
147
|
+
const token = new spl_token_1.Token(this.connection, state.mint, spl_token_1.TOKEN_PROGRAM_ID,
|
|
148
|
+
// eslint-disable-next-line @typescript-eslint/ban-ts-comment
|
|
149
|
+
// @ts-ignore
|
|
150
|
+
this.provider.payer);
|
|
151
|
+
return yield token.getAccountInfo(assosciatedKey);
|
|
152
|
+
});
|
|
153
|
+
}
|
|
154
|
+
subscribeToTokenAccount(props) {
|
|
155
|
+
return __awaiter(this, void 0, void 0, function* () {
|
|
156
|
+
try {
|
|
157
|
+
const tokenAccountKey = yield this.getAssosciatedMockUSDMintAddress(props);
|
|
158
|
+
props.callback(yield this.getTokenAccountInfo(props));
|
|
159
|
+
// Couldn't find a way to do it using anchor framework subscription, someone on serum discord recommended this way
|
|
160
|
+
this.connection.onAccountChange(tokenAccountKey, (_accountInfo /* accountInfo is a buffer which we don't know how to deserialize */) => __awaiter(this, void 0, void 0, function* () {
|
|
161
|
+
props.callback(yield this.getTokenAccountInfo(props));
|
|
162
|
+
}));
|
|
163
|
+
return true;
|
|
164
|
+
}
|
|
165
|
+
catch (e) {
|
|
166
|
+
return false;
|
|
167
|
+
}
|
|
168
|
+
});
|
|
169
|
+
}
|
|
170
|
+
}
|
|
171
|
+
exports.MockUSDCFaucet = MockUSDCFaucet;
|
|
@@ -0,0 +1,49 @@
|
|
|
1
|
+
import { parsePriceData, PriceData } from '@pythnetwork/client';
|
|
2
|
+
import { Connection, PublicKey } from '@solana/web3.js';
|
|
3
|
+
import { OraclePriceData } from './types';
|
|
4
|
+
import { BN } from '@project-serum/anchor';
|
|
5
|
+
import { MARK_PRICE_PRECISION, TEN } from '../constants/numericConstants';
|
|
6
|
+
|
|
7
|
+
export class PythClient {
|
|
8
|
+
private connection: Connection;
|
|
9
|
+
|
|
10
|
+
public constructor(connection: Connection) {
|
|
11
|
+
this.connection = connection;
|
|
12
|
+
}
|
|
13
|
+
|
|
14
|
+
public async getPriceData(pricePublicKey: PublicKey): Promise<PriceData> {
|
|
15
|
+
const account = await this.connection.getAccountInfo(pricePublicKey);
|
|
16
|
+
return parsePriceData(account.data);
|
|
17
|
+
}
|
|
18
|
+
|
|
19
|
+
public async getOraclePriceData(
|
|
20
|
+
pricePublicKey: PublicKey
|
|
21
|
+
): Promise<OraclePriceData> {
|
|
22
|
+
const accountInfo = await this.connection.getAccountInfo(pricePublicKey);
|
|
23
|
+
return this.getOraclePriceDataFromBuffer(accountInfo.data);
|
|
24
|
+
}
|
|
25
|
+
|
|
26
|
+
public async getOraclePriceDataFromBuffer(
|
|
27
|
+
buffer: Buffer
|
|
28
|
+
): Promise<OraclePriceData> {
|
|
29
|
+
const priceData = parsePriceData(buffer);
|
|
30
|
+
return {
|
|
31
|
+
price: convertPythPrice(priceData.price, priceData.exponent),
|
|
32
|
+
slot: new BN(priceData.lastSlot.toString()),
|
|
33
|
+
confidence: convertPythPrice(priceData.confidence, priceData.exponent),
|
|
34
|
+
twap: convertPythPrice(priceData.twap.value, priceData.exponent),
|
|
35
|
+
twapConfidence: convertPythPrice(
|
|
36
|
+
priceData.twac.value,
|
|
37
|
+
priceData.exponent
|
|
38
|
+
),
|
|
39
|
+
};
|
|
40
|
+
}
|
|
41
|
+
}
|
|
42
|
+
|
|
43
|
+
export function convertPythPrice(price: number, exponent: number): BN {
|
|
44
|
+
exponent = Math.abs(exponent);
|
|
45
|
+
const pythPrecision = TEN.pow(new BN(exponent).abs());
|
|
46
|
+
return new BN(price * Math.pow(10, exponent))
|
|
47
|
+
.mul(MARK_PRICE_PRECISION)
|
|
48
|
+
.div(pythPrecision);
|
|
49
|
+
}
|
|
@@ -0,0 +1,87 @@
|
|
|
1
|
+
import {
|
|
2
|
+
getSwitchboardPid,
|
|
3
|
+
SwitchboardDecimal,
|
|
4
|
+
} from '@switchboard-xyz/switchboard-v2';
|
|
5
|
+
import { Connection, Keypair, PublicKey } from '@solana/web3.js';
|
|
6
|
+
import { DriftEnv } from '../config';
|
|
7
|
+
import { BN, Provider, Program, Idl } from '@project-serum/anchor';
|
|
8
|
+
import { MARK_PRICE_PRECISION, TEN } from '../constants/numericConstants';
|
|
9
|
+
import { OracleClient, OraclePriceData } from './types';
|
|
10
|
+
import { Wallet } from '../wallet';
|
|
11
|
+
import switchboardV2Idl from '../idl/switchboard_v2.json';
|
|
12
|
+
|
|
13
|
+
// cache switchboard program for every client object since itll always be the same
|
|
14
|
+
const programMap = new Map<string, Program>();
|
|
15
|
+
|
|
16
|
+
export class SwitchboardClient implements OracleClient {
|
|
17
|
+
connection: Connection;
|
|
18
|
+
env: DriftEnv;
|
|
19
|
+
|
|
20
|
+
public constructor(connection: Connection, env: DriftEnv) {
|
|
21
|
+
this.connection = connection;
|
|
22
|
+
this.env = env;
|
|
23
|
+
}
|
|
24
|
+
|
|
25
|
+
public async getOraclePriceData(
|
|
26
|
+
pricePublicKey: PublicKey
|
|
27
|
+
): Promise<OraclePriceData> {
|
|
28
|
+
const accountInfo = await this.connection.getAccountInfo(pricePublicKey);
|
|
29
|
+
return this.getOraclePriceDataFromBuffer(accountInfo.data);
|
|
30
|
+
}
|
|
31
|
+
|
|
32
|
+
public async getOraclePriceDataFromBuffer(
|
|
33
|
+
buffer: Buffer
|
|
34
|
+
): Promise<OraclePriceData> {
|
|
35
|
+
const program = await this.getProgram();
|
|
36
|
+
|
|
37
|
+
const aggregatorAccountData =
|
|
38
|
+
program.account.aggregatorAccountData.coder.accounts.decode(
|
|
39
|
+
'AggregatorAccountData',
|
|
40
|
+
buffer
|
|
41
|
+
);
|
|
42
|
+
const price = convertSwitchboardDecimal(
|
|
43
|
+
aggregatorAccountData.latestConfirmedRound.result as SwitchboardDecimal
|
|
44
|
+
);
|
|
45
|
+
|
|
46
|
+
const confidence = convertSwitchboardDecimal(
|
|
47
|
+
aggregatorAccountData.latestConfirmedRound
|
|
48
|
+
.stdDeviation as SwitchboardDecimal
|
|
49
|
+
);
|
|
50
|
+
|
|
51
|
+
const slot: BN = aggregatorAccountData.latestConfirmedRound.roundOpenSlot;
|
|
52
|
+
return {
|
|
53
|
+
price,
|
|
54
|
+
slot,
|
|
55
|
+
confidence,
|
|
56
|
+
};
|
|
57
|
+
}
|
|
58
|
+
|
|
59
|
+
public async getProgram(): Promise<Program> {
|
|
60
|
+
if (programMap.has(this.env)) {
|
|
61
|
+
return programMap.get(this.env);
|
|
62
|
+
}
|
|
63
|
+
|
|
64
|
+
const program = await getSwitchboardProgram(this.env, this.connection);
|
|
65
|
+
programMap.set(this.env, program);
|
|
66
|
+
return program;
|
|
67
|
+
}
|
|
68
|
+
}
|
|
69
|
+
|
|
70
|
+
async function getSwitchboardProgram(
|
|
71
|
+
env: DriftEnv,
|
|
72
|
+
connection: Connection
|
|
73
|
+
): Promise<Program> {
|
|
74
|
+
const DEFAULT_KEYPAIR = Keypair.fromSeed(new Uint8Array(32).fill(1));
|
|
75
|
+
const programId = getSwitchboardPid(env);
|
|
76
|
+
const wallet = new Wallet(DEFAULT_KEYPAIR);
|
|
77
|
+
const provider = new Provider(connection, wallet, {});
|
|
78
|
+
|
|
79
|
+
return new Program(switchboardV2Idl as Idl, programId, provider);
|
|
80
|
+
}
|
|
81
|
+
|
|
82
|
+
function convertSwitchboardDecimal(switchboardDecimal: SwitchboardDecimal): BN {
|
|
83
|
+
const switchboardPrecision = TEN.pow(new BN(switchboardDecimal.scale));
|
|
84
|
+
return switchboardDecimal.mantissa
|
|
85
|
+
.mul(MARK_PRICE_PRECISION)
|
|
86
|
+
.div(switchboardPrecision);
|
|
87
|
+
}
|
|
@@ -0,0 +1,15 @@
|
|
|
1
|
+
import { BN } from '@project-serum/anchor';
|
|
2
|
+
import { PublicKey } from '@solana/web3.js';
|
|
3
|
+
|
|
4
|
+
export type OraclePriceData = {
|
|
5
|
+
price: BN;
|
|
6
|
+
slot: BN;
|
|
7
|
+
confidence: BN;
|
|
8
|
+
twap?: BN;
|
|
9
|
+
twapConfidence?: BN;
|
|
10
|
+
};
|
|
11
|
+
|
|
12
|
+
export interface OracleClient {
|
|
13
|
+
getOraclePriceDataFromBuffer(buffer: Buffer): Promise<OraclePriceData>;
|
|
14
|
+
getOraclePriceData(publicKey: PublicKey): Promise<OraclePriceData>;
|
|
15
|
+
}
|
package/src/orderParams.ts
CHANGED
|
@@ -15,7 +15,8 @@ export function getLimitOrderParams(
|
|
|
15
15
|
reduceOnly: boolean,
|
|
16
16
|
discountToken = false,
|
|
17
17
|
referrer = false,
|
|
18
|
-
userOrderId = 0
|
|
18
|
+
userOrderId = 0,
|
|
19
|
+
postOnly = false
|
|
19
20
|
): OrderParams {
|
|
20
21
|
return {
|
|
21
22
|
orderType: OrderType.LIMIT,
|
|
@@ -26,7 +27,7 @@ export function getLimitOrderParams(
|
|
|
26
27
|
baseAssetAmount,
|
|
27
28
|
price,
|
|
28
29
|
reduceOnly,
|
|
29
|
-
postOnly
|
|
30
|
+
postOnly,
|
|
30
31
|
immediateOrCancel: false,
|
|
31
32
|
positionLimit: ZERO,
|
|
32
33
|
padding0: true,
|
package/src/orders.ts
CHANGED
|
@@ -255,7 +255,7 @@ export function calculateBaseAssetAmountUserCanExecute(
|
|
|
255
255
|
order: Order,
|
|
256
256
|
user: ClearingHouseUser
|
|
257
257
|
): BN {
|
|
258
|
-
const maxLeverage = user.getMaxLeverage('Initial');
|
|
258
|
+
const maxLeverage = user.getMaxLeverage(order.marketIndex, 'Initial');
|
|
259
259
|
const freeCollateral = user.getFreeCollateral();
|
|
260
260
|
let quoteAssetAmount: BN;
|
|
261
261
|
if (isOrderRiskIncreasingInSameDirection(user, order)) {
|
package/src/types.js
ADDED
|
@@ -0,0 +1,60 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.TradeSide = exports.isVariant = exports.OrderTriggerCondition = exports.OrderAction = exports.OrderDiscountTier = exports.OrderStatus = exports.OrderType = exports.OracleSource = exports.PositionDirection = exports.SwapDirection = void 0;
|
|
4
|
+
// # Utility Types / Enums / Constants
|
|
5
|
+
class SwapDirection {
|
|
6
|
+
}
|
|
7
|
+
exports.SwapDirection = SwapDirection;
|
|
8
|
+
SwapDirection.ADD = { add: {} };
|
|
9
|
+
SwapDirection.REMOVE = { remove: {} };
|
|
10
|
+
class PositionDirection {
|
|
11
|
+
}
|
|
12
|
+
exports.PositionDirection = PositionDirection;
|
|
13
|
+
PositionDirection.LONG = { long: {} };
|
|
14
|
+
PositionDirection.SHORT = { short: {} };
|
|
15
|
+
class OracleSource {
|
|
16
|
+
}
|
|
17
|
+
exports.OracleSource = OracleSource;
|
|
18
|
+
OracleSource.PYTH = { pyth: {} };
|
|
19
|
+
OracleSource.SWITCHBOARD = { switchboard: {} };
|
|
20
|
+
class OrderType {
|
|
21
|
+
}
|
|
22
|
+
exports.OrderType = OrderType;
|
|
23
|
+
OrderType.LIMIT = { limit: {} };
|
|
24
|
+
OrderType.TRIGGER_MARKET = { triggerMarket: {} };
|
|
25
|
+
OrderType.TRIGGER_LIMIT = { triggerLimit: {} };
|
|
26
|
+
OrderType.MARKET = { market: {} };
|
|
27
|
+
class OrderStatus {
|
|
28
|
+
}
|
|
29
|
+
exports.OrderStatus = OrderStatus;
|
|
30
|
+
OrderStatus.INIT = { init: {} };
|
|
31
|
+
OrderStatus.OPEN = { open: {} };
|
|
32
|
+
class OrderDiscountTier {
|
|
33
|
+
}
|
|
34
|
+
exports.OrderDiscountTier = OrderDiscountTier;
|
|
35
|
+
OrderDiscountTier.NONE = { none: {} };
|
|
36
|
+
OrderDiscountTier.FIRST = { first: {} };
|
|
37
|
+
OrderDiscountTier.SECOND = { second: {} };
|
|
38
|
+
OrderDiscountTier.THIRD = { third: {} };
|
|
39
|
+
OrderDiscountTier.FOURTH = { fourth: {} };
|
|
40
|
+
class OrderAction {
|
|
41
|
+
}
|
|
42
|
+
exports.OrderAction = OrderAction;
|
|
43
|
+
OrderAction.PLACE = { place: {} };
|
|
44
|
+
OrderAction.CANCEL = { cancel: {} };
|
|
45
|
+
OrderAction.FILL = { fill: {} };
|
|
46
|
+
class OrderTriggerCondition {
|
|
47
|
+
}
|
|
48
|
+
exports.OrderTriggerCondition = OrderTriggerCondition;
|
|
49
|
+
OrderTriggerCondition.ABOVE = { above: {} };
|
|
50
|
+
OrderTriggerCondition.BELOW = { below: {} };
|
|
51
|
+
function isVariant(object, type) {
|
|
52
|
+
return object.hasOwnProperty(type);
|
|
53
|
+
}
|
|
54
|
+
exports.isVariant = isVariant;
|
|
55
|
+
var TradeSide;
|
|
56
|
+
(function (TradeSide) {
|
|
57
|
+
TradeSide[TradeSide["None"] = 0] = "None";
|
|
58
|
+
TradeSide[TradeSide["Buy"] = 1] = "Buy";
|
|
59
|
+
TradeSide[TradeSide["Sell"] = 2] = "Sell";
|
|
60
|
+
})(TradeSide = exports.TradeSide || (exports.TradeSide = {}));
|
package/src/types.ts
CHANGED
|
@@ -217,6 +217,7 @@ export type OrderRecord = {
|
|
|
217
217
|
fee: BN;
|
|
218
218
|
fillerReward: BN;
|
|
219
219
|
tradeRecordId: BN;
|
|
220
|
+
quoteAssetAmountSurplus: BN;
|
|
220
221
|
};
|
|
221
222
|
|
|
222
223
|
export type StateAccount = {
|
|
@@ -267,7 +268,6 @@ export type OrderStateAccount = {
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267
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};
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268
269
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269
270
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export type MarketsAccount = {
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270
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-
accountIndex: BN;
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271
271
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markets: Market[];
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272
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};
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273
273
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@@ -278,6 +278,9 @@ export type Market = {
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278
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baseAssetAmountShort: BN;
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279
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initialized: boolean;
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280
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openInterest: BN;
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281
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+
marginRatioInitial: number;
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282
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+
marginRatioMaintenance: number;
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283
|
+
marginRatioPartial: number;
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281
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};
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282
285
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283
286
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export type AMM = {
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@@ -443,3 +446,5 @@ export type OrderFillerRewardStructure = {
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443
446
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rewardDenominator: BN;
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444
447
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timeBasedRewardLowerBound: BN;
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445
448
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};
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449
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+
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450
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+
export type MarginCategory = 'Initial' | 'Partial' | 'Maintenance';
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package/lib/pythClient.d.ts
DELETED
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@@ -1,7 +0,0 @@
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1
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-
import { PriceData } from '@pythnetwork/client';
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2
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-
import { Connection, PublicKey } from '@solana/web3.js';
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3
|
-
export declare class PythClient {
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4
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-
private connection;
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5
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-
constructor(connection: Connection);
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6
|
-
getPriceData(pricePublicKey: PublicKey): Promise<PriceData>;
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7
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-
}
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package/lib/pythClient.js
DELETED
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@@ -1,25 +0,0 @@
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1
|
-
"use strict";
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2
|
-
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
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3
|
-
function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
|
|
4
|
-
return new (P || (P = Promise))(function (resolve, reject) {
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5
|
-
function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
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6
|
-
function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
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|
7
|
-
function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
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8
|
-
step((generator = generator.apply(thisArg, _arguments || [])).next());
|
|
9
|
-
});
|
|
10
|
-
};
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|
11
|
-
Object.defineProperty(exports, "__esModule", { value: true });
|
|
12
|
-
exports.PythClient = void 0;
|
|
13
|
-
const client_1 = require("@pythnetwork/client");
|
|
14
|
-
class PythClient {
|
|
15
|
-
constructor(connection) {
|
|
16
|
-
this.connection = connection;
|
|
17
|
-
}
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|
18
|
-
getPriceData(pricePublicKey) {
|
|
19
|
-
return __awaiter(this, void 0, void 0, function* () {
|
|
20
|
-
const account = yield this.connection.getAccountInfo(pricePublicKey);
|
|
21
|
-
return (0, client_1.parsePriceData)(account.data);
|
|
22
|
-
});
|
|
23
|
-
}
|
|
24
|
-
}
|
|
25
|
-
exports.PythClient = PythClient;
|
package/src/pythClient.ts
DELETED
|
@@ -1,15 +0,0 @@
|
|
|
1
|
-
import { parsePriceData, PriceData } from '@pythnetwork/client';
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|
2
|
-
import { Connection, PublicKey } from '@solana/web3.js';
|
|
3
|
-
|
|
4
|
-
export class PythClient {
|
|
5
|
-
private connection: Connection;
|
|
6
|
-
|
|
7
|
-
public constructor(connection: Connection) {
|
|
8
|
-
this.connection = connection;
|
|
9
|
-
}
|
|
10
|
-
|
|
11
|
-
public async getPriceData(pricePublicKey: PublicKey): Promise<PriceData> {
|
|
12
|
-
const account = await this.connection.getAccountInfo(pricePublicKey);
|
|
13
|
-
return parsePriceData(account.data);
|
|
14
|
-
}
|
|
15
|
-
}
|