@drift-labs/sdk 0.1.24 → 0.1.25-master.0

package/lib/orderParams.js

@@ -3,7 +3,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.getMarketOrderParams = exports.getTriggerLimitOrderParams = exports.getTriggerMarketOrderParams = exports.getLimitOrderParams = void 0;
 const types_1 = require("./types");
 const numericConstants_1 = require("./constants/numericConstants");
-function getLimitOrderParams(marketIndex, direction, baseAssetAmount, price, reduceOnly, discountToken = false, referrer = false, userOrderId = 0) {
+function getLimitOrderParams(marketIndex, direction, baseAssetAmount, price, reduceOnly, discountToken = false, referrer = false, userOrderId = 0, postOnly = false) {
     return {
         orderType: types_1.OrderType.LIMIT,
         userOrderId,
@@ -13,7 +13,7 @@ function getLimitOrderParams(marketIndex, direction, baseAssetAmount, price, red
         baseAssetAmount,
         price,
         reduceOnly,
-        postOnly: false,
+        postOnly,
         immediateOrCancel: false,
         positionLimit: numericConstants_1.ZERO,
         padding0: true,

package/lib/orders.js

@@ -8,7 +8,7 @@ const numericConstants_1 = require("./constants/numericConstants");
 const amm_1 = require("./math/amm");
 const position_1 = require("./math/position");
 function calculateNewStateAfterOrder(userAccount, userPosition, market, order) {
-    if (types_1.isVariant(order.status, 'init')) {
+    if ((0, types_1.isVariant)(order.status, 'init')) {
         return null;
     }
     const baseAssetAmountToTrade = calculateBaseAssetAmountMarketCanExecute(market, order);
@@ -17,11 +17,11 @@ function calculateNewStateAfterOrder(userAccount, userPosition, market, order) {
     }
     const userAccountAfter = Object.assign({}, userAccount);
     const userPositionAfter = Object.assign({}, userPosition);
-    const currentPositionDirection = position_1.positionCurrentDirection(userPosition);
+    const currentPositionDirection = (0, position_1.positionCurrentDirection)(userPosition);
     const increasePosition = userPosition.baseAssetAmount.eq(numericConstants_1.ZERO) ||
         isSameDirection(order.direction, currentPositionDirection);
     if (increasePosition) {
-        const marketAfter = market_1.calculateNewMarketAfterTrade(baseAssetAmountToTrade, order.direction, market);
+        const marketAfter = (0, market_1.calculateNewMarketAfterTrade)(baseAssetAmountToTrade, order.direction, market);
         const { quoteAssetAmountSwapped, baseAssetAmountSwapped } = calculateAmountSwapped(market, marketAfter);
         userPositionAfter.baseAssetAmount = userPositionAfter.baseAssetAmount.add(baseAssetAmountSwapped);
         userPositionAfter.quoteAssetAmount = userPositionAfter.quoteAssetAmount.add(quoteAssetAmountSwapped);
@@ -30,10 +30,10 @@ function calculateNewStateAfterOrder(userAccount, userPosition, market, order) {
     else {
         const reversePosition = baseAssetAmountToTrade.gt(userPosition.baseAssetAmount.abs());
         if (reversePosition) {
-            const intermediateMarket = market_1.calculateNewMarketAfterTrade(userPosition.baseAssetAmount, position_1.findDirectionToClose(userPosition), market);
+            const intermediateMarket = (0, market_1.calculateNewMarketAfterTrade)(userPosition.baseAssetAmount, (0, position_1.findDirectionToClose)(userPosition), market);
             const { quoteAssetAmountSwapped: baseAssetValue } = calculateAmountSwapped(market, intermediateMarket);
             let pnl;
-            if (types_1.isVariant(currentPositionDirection, 'long')) {
+            if ((0, types_1.isVariant)(currentPositionDirection, 'long')) {
                 pnl = baseAssetValue.sub(userPosition.quoteAssetAmount);
             }
             else {
@@ -41,20 +41,20 @@ function calculateNewStateAfterOrder(userAccount, userPosition, market, order) {
             }
             userAccountAfter.collateral = userAccountAfter.collateral.add(pnl);
             const baseAssetAmountLeft = baseAssetAmountToTrade.sub(userPosition.baseAssetAmount.abs());
-            const marketAfter = market_1.calculateNewMarketAfterTrade(baseAssetAmountLeft, order.direction, intermediateMarket);
+            const marketAfter = (0, market_1.calculateNewMarketAfterTrade)(baseAssetAmountLeft, order.direction, intermediateMarket);
             const { quoteAssetAmountSwapped, baseAssetAmountSwapped } = calculateAmountSwapped(intermediateMarket, marketAfter);
             userPositionAfter.quoteAssetAmount = quoteAssetAmountSwapped;
             userPositionAfter.baseAssetAmount = baseAssetAmountSwapped;
             return [userAccountAfter, userPositionAfter, marketAfter];
         }
         else {
-            const marketAfter = market_1.calculateNewMarketAfterTrade(baseAssetAmountToTrade, order.direction, market);
+            const marketAfter = (0, market_1.calculateNewMarketAfterTrade)(baseAssetAmountToTrade, order.direction, market);
             const { quoteAssetAmountSwapped: baseAssetValue, baseAssetAmountSwapped, } = calculateAmountSwapped(market, marketAfter);
             const costBasisRealized = userPosition.quoteAssetAmount
                 .mul(baseAssetAmountSwapped.abs())
                 .div(userPosition.baseAssetAmount.abs());
             let pnl;
-            if (types_1.isVariant(currentPositionDirection, 'long')) {
+            if ((0, types_1.isVariant)(currentPositionDirection, 'long')) {
                 pnl = baseAssetValue.sub(costBasisRealized);
             }
             else {
@@ -81,13 +81,13 @@ function calculateAmountSwapped(marketBefore, marketAfter) {
     };
 }
 function calculateBaseAssetAmountMarketCanExecute(market, order) {
-    if (types_1.isVariant(order.orderType, 'limit')) {
+    if ((0, types_1.isVariant)(order.orderType, 'limit')) {
         return calculateAmountToTradeForLimit(market, order);
     }
-    else if (types_1.isVariant(order.orderType, 'triggerLimit')) {
+    else if ((0, types_1.isVariant)(order.orderType, 'triggerLimit')) {
         return calculateAmountToTradeForTriggerLimit(market, order);
     }
-    else if (types_1.isVariant(order.orderType, 'market')) {
+    else if ((0, types_1.isVariant)(order.orderType, 'market')) {
         // should never be a market order queued
         return numericConstants_1.ZERO;
     }
@@ -97,7 +97,7 @@ function calculateBaseAssetAmountMarketCanExecute(market, order) {
 }
 exports.calculateBaseAssetAmountMarketCanExecute = calculateBaseAssetAmountMarketCanExecute;
 function calculateAmountToTradeForLimit(market, order) {
-    const [maxAmountToTrade, direction] = amm_1.calculateMaxBaseAssetAmountToTrade(market.amm, order.price);
+    const [maxAmountToTrade, direction] = (0, amm_1.calculateMaxBaseAssetAmountToTrade)(market.amm, order.price);
     // Check that directions are the same
     const sameDirection = isSameDirection(direction, order.direction);
     if (!sameDirection) {
@@ -119,8 +119,8 @@ function calculateAmountToTradeForTriggerLimit(market, order) {
 }
 exports.calculateAmountToTradeForTriggerLimit = calculateAmountToTradeForTriggerLimit;
 function isSameDirection(firstDirection, secondDirection) {
-    return ((types_1.isVariant(firstDirection, 'long') && types_1.isVariant(secondDirection, 'long')) ||
-        (types_1.isVariant(firstDirection, 'short') && types_1.isVariant(secondDirection, 'short')));
+    return (((0, types_1.isVariant)(firstDirection, 'long') && (0, types_1.isVariant)(secondDirection, 'long')) ||
+        ((0, types_1.isVariant)(firstDirection, 'short') && (0, types_1.isVariant)(secondDirection, 'short')));
 }
 function calculateAmountToTradeForTriggerMarket(market, order) {
     return isTriggerConditionSatisfied(market, order)
@@ -128,8 +128,8 @@ function calculateAmountToTradeForTriggerMarket(market, order) {
         : numericConstants_1.ZERO;
 }
 function isTriggerConditionSatisfied(market, order) {
-    const markPrice = market_1.calculateMarkPrice(market);
-    if (types_1.isVariant(order.triggerCondition, 'above')) {
+    const markPrice = (0, market_1.calculateMarkPrice)(market);
+    if ((0, types_1.isVariant)(order.triggerCondition, 'above')) {
         return markPrice.gt(order.triggerPrice);
     }
     else {
@@ -140,13 +140,13 @@ function calculateBaseAssetAmountUserCanExecute(market, order, user) {
     const maxLeverage = user.getMaxLeverage(order.marketIndex, 'Initial');
     const freeCollateral = user.getFreeCollateral();
     let quoteAssetAmount;
-    if (_1.isOrderRiskIncreasingInSameDirection(user, order)) {
+    if ((0, _1.isOrderRiskIncreasingInSameDirection)(user, order)) {
         quoteAssetAmount = freeCollateral.mul(maxLeverage).div(_1.TEN_THOUSAND);
     }
     else {
         const position = user.getUserPosition(order.marketIndex) ||
             user.getEmptyPosition(order.marketIndex);
-        const positionValue = _1.calculateBaseAssetValue(market, position);
+        const positionValue = (0, _1.calculateBaseAssetValue)(market, position);
         quoteAssetAmount = freeCollateral
             .mul(maxLeverage)
             .div(_1.TEN_THOUSAND)
@@ -156,7 +156,7 @@ function calculateBaseAssetAmountUserCanExecute(market, order, user) {
         return numericConstants_1.ZERO;
     }
     const baseAssetReservesBefore = market.amm.baseAssetReserve;
-    const [_, baseAssetReservesAfter] = _1.calculateAmmReservesAfterSwap(market.amm, 'quote', quoteAssetAmount, types_1.isVariant(order.direction, 'long')
+    const [_, baseAssetReservesAfter] = (0, _1.calculateAmmReservesAfterSwap)(market.amm, 'quote', quoteAssetAmount, (0, types_1.isVariant)(order.direction, 'long')
         ? types_1.SwapDirection.ADD
         : types_1.SwapDirection.REMOVE);
     return baseAssetReservesBefore.sub(baseAssetReservesAfter).abs();

package/lib/tx/retryTxSender.js

@@ -93,7 +93,7 @@ class RetryTxSender {
             catch (err) {
                 throw new Error('signature must be base58 encoded: ' + signature);
             }
-            assert_1.default(decodedSignature.length === 64, 'signature has invalid length');
+            (0, assert_1.default)(decodedSignature.length === 64, 'signature has invalid length');
             const start = Date.now();
             const subscriptionCommitment = commitment || this.provider.opts.commitment;
             let subscriptionId;

package/lib/types.d.ts

@@ -225,6 +225,7 @@ export declare type OrderRecord = {
     fee: BN;
     fillerReward: BN;
     tradeRecordId: BN;
+    quoteAssetAmountSurplus: BN;
 };
 export declare type StateAccount = {
     admin: PublicKey;

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "0.1.24",
+	"version": "0.1.25-master.0",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",
@@ -32,6 +32,7 @@
 		"@pythnetwork/client": "^2.5.1",
 		"@solana/spl-token": "^0.1.6",
 		"@solana/web3.js": "^1.22.0",
+		"@switchboard-xyz/switchboard-v2": "^0.0.67",
 		"strict-event-emitter-types": "^2.0.0",
 		"uuid": "^8.3.2"
 	},

package/src/accounts/bulkAccountLoader.ts

@@ -9,6 +9,8 @@ type AccountToLoad = {
 
 const GET_MULTIPLE_ACCOUNTS_CHUNK_SIZE = 99;
 
+const fiveMinutes = 5 * 60 * 1000;
+
 export class BulkAccountLoader {
 	connection: Connection;
 	commitment: Commitment;
@@ -21,6 +23,7 @@ export class BulkAccountLoader {
 	loadPromise?: Promise<void>;
 	loadPromiseResolver: () => void;
 	loggingEnabled = false;
+	lastUpdate = Date.now();
 
 	public constructor(
 		connection: Connection,
@@ -125,6 +128,20 @@ export class BulkAccountLoader {
 		} finally {
 			this.loadPromiseResolver();
 			this.loadPromise = undefined;
+
+			const now = Date.now();
+			if (now - this.lastUpdate > fiveMinutes) {
+				if (this.loggingEnabled) {
+					console.log(
+						"Haven't seen updated account in five minutes. Bulk account loader creating new Connection Object"
+					);
+				}
+				this.connection = new Connection(
+					// @ts-ignore
+					this.connection._rpcEndpoint,
+					this.connection.commitment
+				);
+			}
 		}
 	}
 
@@ -166,6 +183,7 @@ export class BulkAccountLoader {
 					buffer: newBuffer,
 				});
 				this.handleAccountCallbacks(accountToLoad, newBuffer);
+				this.lastUpdate = Date.now();
 				continue;
 			}
 
@@ -180,6 +198,7 @@ export class BulkAccountLoader {
 					buffer: newBuffer,
 				});
 				this.handleAccountCallbacks(accountToLoad, newBuffer);
+				this.lastUpdate = Date.now();
 			}
 		}
 	}

package/src/admin.ts

@@ -217,6 +217,7 @@ export class Admin extends ClearingHouse {
 		quoteAssetReserve: BN,
 		periodicity: BN,
 		pegMultiplier: BN = PEG_PRECISION,
+		oracleSource: OracleSource = OracleSource.PYTH,
 		marginRatioInitial = 2000,
 		marginRatioPartial = 625,
 		marginRatioMaintenance = 500
@@ -231,6 +232,7 @@ export class Admin extends ClearingHouse {
 			quoteAssetReserve,
 			periodicity,
 			pegMultiplier,
+			oracleSource,
 			marginRatioInitial,
 			marginRatioPartial,
 			marginRatioMaintenance,

package/src/clearingHouse.ts

@@ -258,6 +258,8 @@ export class ClearingHouse {
 		this.program = newProgram;
 		this.userAccountPublicKey = undefined;
 		this.userAccount = undefined;
+		this.userOrdersAccountPublicKey = undefined;
+		this.userOrdersExist = undefined;
 	}
 
 	public async initializeUserAccount(): Promise<

package/src/constants/markets.ts

@@ -1,15 +1,16 @@
-import { BN } from '../';
+import { BN, OracleSource } from '../';
 
-type Market = {
+export type MarketConfig = {
 	symbol: string;
 	baseAssetSymbol: string;
 	marketIndex: BN;
 	devnetPythOracle: string;
 	mainnetPythOracle: string;
 	launchTs: number;
+	oracleSource: OracleSource;
 };
 
-export const Markets: Market[] = [
+export const Markets: MarketConfig[] = [
 	{
 		symbol: 'SOL-PERP',
 		baseAssetSymbol: 'SOL',
@@ -17,6 +18,7 @@ export const Markets: Market[] = [
 		devnetPythOracle: 'J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix',
 		mainnetPythOracle: 'H6ARHf6YXhGYeQfUzQNGk6rDNnLBQKrenN712K4AQJEG',
 		launchTs: 1635209696886,
+		oracleSource: OracleSource.PYTH,
 	},
 	{
 		symbol: 'BTC-PERP',
@@ -25,6 +27,7 @@ export const Markets: Market[] = [
 		devnetPythOracle: 'HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J',
 		mainnetPythOracle: 'GVXRSBjFk6e6J3NbVPXohDJetcTjaeeuykUpbQF8UoMU',
 		launchTs: 1637691088868,
+		oracleSource: OracleSource.PYTH,
 	},
 	{
 		symbol: 'ETH-PERP',
@@ -33,6 +36,7 @@ export const Markets: Market[] = [
 		devnetPythOracle: 'EdVCmQ9FSPcVe5YySXDPCRmc8aDQLKJ9xvYBMZPie1Vw',
 		mainnetPythOracle: 'JBu1AL4obBcCMqKBBxhpWCNUt136ijcuMZLFvTP7iWdB',
 		launchTs: 1637691133472,
+		oracleSource: OracleSource.PYTH,
 	},
 	{
 		symbol: 'LUNA-PERP',
@@ -41,6 +45,7 @@ export const Markets: Market[] = [
 		devnetPythOracle: '8PugCXTAHLM9kfLSQWe2njE5pzAgUdpPk3Nx5zSm7BD3',
 		mainnetPythOracle: '5bmWuR1dgP4avtGYMNKLuxumZTVKGgoN2BCMXWDNL9nY',
 		launchTs: 1638821738525,
+		oracleSource: OracleSource.PYTH,
 	},
 	{
 		symbol: 'AVAX-PERP',
@@ -49,6 +54,7 @@ export const Markets: Market[] = [
 		devnetPythOracle: 'FVb5h1VmHPfVb1RfqZckchq18GxRv4iKt8T4eVTQAqdz',
 		mainnetPythOracle: 'Ax9ujW5B9oqcv59N8m6f1BpTBq2rGeGaBcpKjC5UYsXU',
 		launchTs: 1639092501080,
+		oracleSource: OracleSource.PYTH,
 	},
 	{
 		symbol: 'BNB-PERP',
@@ -57,6 +63,7 @@ export const Markets: Market[] = [
 		devnetPythOracle: 'GwzBgrXb4PG59zjce24SF2b9JXbLEjJJTBkmytuEZj1b',
 		mainnetPythOracle: '4CkQJBxhU8EZ2UjhigbtdaPbpTe6mqf811fipYBFbSYN',
 		launchTs: 1639523193012,
+		oracleSource: OracleSource.PYTH,
 	},
 	{
 		symbol: 'MATIC-PERP',
@@ -65,6 +72,7 @@ export const Markets: Market[] = [
 		devnetPythOracle: 'FBirwuDFuRAu4iSGc7RGxN5koHB7EJM1wbCmyPuQoGur',
 		mainnetPythOracle: '7KVswB9vkCgeM3SHP7aGDijvdRAHK8P5wi9JXViCrtYh',
 		launchTs: 1641488603564,
+		oracleSource: OracleSource.PYTH,
 	},
 	{
 		symbol: 'ATOM-PERP',
@@ -73,6 +81,7 @@ export const Markets: Market[] = [
 		devnetPythOracle: '7YAze8qFUMkBnyLVdKT4TFUUFui99EwS5gfRArMcrvFk',
 		mainnetPythOracle: 'CrCpTerNqtZvqLcKqz1k13oVeXV9WkMD2zA9hBKXrsbN',
 		launchTs: 1641920238195,
+		oracleSource: OracleSource.PYTH,
 	},
 	{
 		symbol: 'DOT-PERP',
@@ -81,6 +90,7 @@ export const Markets: Market[] = [
 		devnetPythOracle: '4dqq5VBpN4EwYb7wyywjjfknvMKu7m78j9mKZRXTj462',
 		mainnetPythOracle: 'EcV1X1gY2yb4KXxjVQtTHTbioum2gvmPnFk4zYAt7zne',
 		launchTs: 1642629253786,
+		oracleSource: OracleSource.PYTH,
 	},
 	{
 		symbol: 'ADA-PERP',
@@ -89,6 +99,7 @@ export const Markets: Market[] = [
 		devnetPythOracle: '8oGTURNmSQkrBS1AQ5NjB2p8qY34UVmMA9ojrw8vnHus',
 		mainnetPythOracle: '3pyn4svBbxJ9Wnn3RVeafyLWfzie6yC5eTig2S62v9SC',
 		launchTs: 1643084413000,
+		oracleSource: OracleSource.PYTH,
 	},
 	{
 		symbol: 'ALGO-PERP',
@@ -97,6 +108,7 @@ export const Markets: Market[] = [
 		devnetPythOracle: 'c1A946dY5NHuVda77C8XXtXytyR3wK1SCP3eA9VRfC3',
 		mainnetPythOracle: 'HqFyq1wh1xKvL7KDqqT7NJeSPdAqsDqnmBisUC2XdXAX',
 		launchTs: 1643686767000,
+		oracleSource: OracleSource.PYTH,
 	},
 	{
 		symbol: 'FTT-PERP',
@@ -105,6 +117,7 @@ export const Markets: Market[] = [
 		devnetPythOracle: '6vivTRs5ZPeeXbjo7dfburfaYDWoXjBtdtuYgQRuGfu',
 		mainnetPythOracle: '8JPJJkmDScpcNmBRKGZuPuG2GYAveQgP3t5gFuMymwvF',
 		launchTs: 1644382122000,
+		oracleSource: OracleSource.PYTH,
 	},
 	{
 		symbol: 'LTC-PERP',
@@ -113,6 +126,16 @@ export const Markets: Market[] = [
 		devnetPythOracle: 'BLArYBCUYhdWiY8PCUTpvFE21iaJq85dvxLk9bYMobcU',
 		mainnetPythOracle: '8RMnV1eD55iqUFJLMguPkYBkq8DCtx81XcmAja93LvRR',
 		launchTs: 1645027429000,
+		oracleSource: OracleSource.PYTH,
+	},
+	{
+		symbol: 'XRP-PERP',
+		baseAssetSymbol: 'XRP',
+		marketIndex: new BN(13),
+		devnetPythOracle: 'WMW5xc3HypXwTnPesyUT49uLsyHwNURsWAEk39onKuk',
+		mainnetPythOracle: 'WMW5xc3HypXwTnPesyUT49uLsyHwNURsWAEk39onKuk',
+		launchTs: 1647543166000,
+		oracleSource: OracleSource.SWITCHBOARD,
 	},
 	// {
 	// 	symbol: 'mSOL-PERP',

package/src/constants/numericConstants.ts

@@ -3,6 +3,7 @@ import { BN } from '../';
 export const ZERO = new BN(0);
 export const ONE = new BN(1);
 export const TWO = new BN(2);
+export const TEN = new BN(10);
 export const TEN_THOUSAND = new BN(10000);
 export const BN_MAX = new BN(Number.MAX_SAFE_INTEGER);
 

package/src/factory/oracleClient.ts

@@ -0,0 +1,22 @@
+import { isVariant, OracleSource } from '../types';
+import { Connection } from '@solana/web3.js';
+import { DriftEnv } from '../config';
+import { OracleClient } from '../oracles/types';
+import { PythClient } from '../oracles/pythClient';
+import { SwitchboardClient } from '../oracles/switchboardClient';
+
+export function getOracleClient(
+	oracleSource: OracleSource,
+	connection: Connection,
+	env: DriftEnv
+): OracleClient {
+	if (isVariant(oracleSource, 'pyth')) {
+		return new PythClient(connection);
+	}
+
+	if (isVariant(oracleSource, 'switchboard')) {
+		return new SwitchboardClient(connection, env);
+	}
+
+	throw new Error(`Unknown oracle source ${oracleSource}`);
+}

package/src/idl/clearing_house.json

@@ -212,6 +212,12 @@
           "name": "ammPegMultiplier",
           "type": "u128"
         },
+        {
+          "name": "oracleSource",
+          "type": {
+            "defined": "OracleSource"
+          }
+        },
         {
           "name": "marginRatioInitial",
           "type": "u32"
@@ -3255,12 +3261,16 @@
             "name": "fillerReward",
             "type": "u128"
           },
+          {
+            "name": "quoteAssetAmountSurplus",
+            "type": "u128"
+          },
           {
             "name": "padding",
             "type": {
               "array": [
                 "u64",
-                10
+                8
               ]
             }
           }