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

package/src/index.ts

@@ -2,7 +2,9 @@ import { BN } from '@project-serum/anchor';
 import { PublicKey } from '@solana/web3.js';
 
 export * from './mockUSDCFaucet';
-export * from './pythClient';
+export * from './oracles/types';
+export * from './oracles/pythClient';
+export * from './oracles/switchboardClient';
 export * from './types';
 export * from './constants/markets';
 export * from './accounts/webSocketClearingHouseAccountSubscriber';
@@ -17,6 +19,7 @@ export * from './clearingHouseUser';
 export * from './clearingHouse';
 export * from './factory/clearingHouse';
 export * from './factory/clearingHouseUser';
+export * from './factory/oracleClient';
 export * from './math/conversion';
 export * from './math/funding';
 export * from './math/insuranceFund';

package/src/math/funding.ts

@@ -1,5 +1,4 @@
 import { BN } from '@project-serum/anchor';
-import { PriceData } from '@pythnetwork/client';
 import {
 	AMM_RESERVE_PRECISION,
 	MARK_PRICE_PRECISION,
@@ -8,17 +7,18 @@ import {
 } from '../constants/numericConstants';
 import { Market } from '../types';
 import { calculateMarkPrice } from './market';
+import { OraclePriceData } from '../oracles/types';
 
 /**
  *
  * @param market
- * @param pythClient
+ * @param oraclePriceData
  * @param periodAdjustment
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
 export async function calculateAllEstimatedFundingRate(
 	market: Market,
-	oraclePriceData: PriceData,
+	oraclePriceData: OraclePriceData,
 	periodAdjustment: BN = new BN(1)
 ): Promise<[BN, BN, BN, BN, BN]> {
 	// periodAdjustment
@@ -65,26 +65,10 @@ export async function calculateAllEstimatedFundingRate(
 		secondsInHour.sub(timeSinceLastOracleTwapUpdate)
 	);
 
-	// verify pyth input is positive for live update
-	let oracleStablePriceNum = 0;
-	let oracleInputCount = 0;
-	if (oraclePriceData.price >= 0) {
-		oracleStablePriceNum += oraclePriceData.price;
-		oracleInputCount += 1;
-	}
-	if (oraclePriceData.previousPrice >= 0) {
-		oracleStablePriceNum += oraclePriceData.previousPrice;
-		oracleInputCount += 1;
-	}
-
-	oracleStablePriceNum = oracleStablePriceNum / oracleInputCount;
-	const oraclePriceStableWithMantissa = new BN(
-		oracleStablePriceNum * MARK_PRICE_PRECISION.toNumber()
-	);
-
+	const oraclePrice = oraclePriceData.price;
 	let oracleTwapWithMantissa = lastOracleTwapWithMantissa;
 
-	const oracleLiveVsTwap = oraclePriceStableWithMantissa
+	const oracleLiveVsTwap = oraclePrice
 		.sub(lastOracleTwapWithMantissa)
 		.abs()
 		.mul(MARK_PRICE_PRECISION)
@@ -95,7 +79,7 @@ export async function calculateAllEstimatedFundingRate(
 	if (oracleLiveVsTwap.lte(MARK_PRICE_PRECISION.mul(new BN(10)))) {
 		oracleTwapWithMantissa = oracleTwapTimeSinceLastUpdate
 			.mul(lastOracleTwapWithMantissa)
-			.add(timeSinceLastMarkChange.mul(oraclePriceStableWithMantissa))
+			.add(timeSinceLastMarkChange.mul(oraclePrice))
 			.div(timeSinceLastOracleTwapUpdate.add(oracleTwapTimeSinceLastUpdate));
 	}
 
@@ -203,7 +187,7 @@ export async function calculateAllEstimatedFundingRate(
  */
 export async function calculateEstimatedFundingRate(
 	market: Market,
-	oraclePriceData: PriceData,
+	oraclePriceData: OraclePriceData,
 	periodAdjustment: BN = new BN(1),
 	estimationMethod: 'interpolated' | 'lowerbound' | 'capped'
 ): Promise<BN> {
@@ -233,7 +217,7 @@ export async function calculateEstimatedFundingRate(
  */
 export async function calculateLongShortFundingRate(
 	market: Market,
-	oraclePriceData: PriceData,
+	oraclePriceData: OraclePriceData,
 	periodAdjustment: BN = new BN(1)
 ): Promise<[BN, BN]> {
 	const [_1, _2, _, cappedAltEst, interpEst] =
@@ -261,7 +245,7 @@ export async function calculateLongShortFundingRate(
  */
 export async function calculateLongShortFundingRateAndLiveTwaps(
 	market: Market,
-	oraclePriceData: PriceData,
+	oraclePriceData: OraclePriceData,
 	periodAdjustment: BN = new BN(1)
 ): Promise<[BN, BN, BN, BN]> {
 	const [markTwapLive, oracleTwapLive, _2, cappedAltEst, interpEst] =

package/src/oracles/pythClient.ts

@@ -0,0 +1,49 @@
+import { parsePriceData, PriceData } from '@pythnetwork/client';
+import { Connection, PublicKey } from '@solana/web3.js';
+import { OraclePriceData } from './types';
+import { BN } from '@project-serum/anchor';
+import { MARK_PRICE_PRECISION, TEN } from '../constants/numericConstants';
+
+export class PythClient {
+	private connection: Connection;
+
+	public constructor(connection: Connection) {
+		this.connection = connection;
+	}
+
+	public async getPriceData(pricePublicKey: PublicKey): Promise<PriceData> {
+		const account = await this.connection.getAccountInfo(pricePublicKey);
+		return parsePriceData(account.data);
+	}
+
+	public async getOraclePriceData(
+		pricePublicKey: PublicKey
+	): Promise<OraclePriceData> {
+		const accountInfo = await this.connection.getAccountInfo(pricePublicKey);
+		return this.getOraclePriceDataFromBuffer(accountInfo.data);
+	}
+
+	public async getOraclePriceDataFromBuffer(
+		buffer: Buffer
+	): Promise<OraclePriceData> {
+		const priceData = parsePriceData(buffer);
+		return {
+			price: convertPythPrice(priceData.price, priceData.exponent),
+			slot: new BN(priceData.lastSlot.toString()),
+			confidence: convertPythPrice(priceData.confidence, priceData.exponent),
+			twap: convertPythPrice(priceData.twap.value, priceData.exponent),
+			twapConfidence: convertPythPrice(
+				priceData.twac.value,
+				priceData.exponent
+			),
+		};
+	}
+}
+
+export function convertPythPrice(price: number, exponent: number): BN {
+	exponent = Math.abs(exponent);
+	const pythPrecision = TEN.pow(new BN(exponent).abs());
+	return new BN(price * Math.pow(10, exponent))
+		.mul(MARK_PRICE_PRECISION)
+		.div(pythPrecision);
+}

package/src/oracles/switchboardClient.ts

@@ -0,0 +1,87 @@
+import {
+	getSwitchboardPid,
+	SwitchboardDecimal,
+} from '@switchboard-xyz/switchboard-v2';
+import { Connection, Keypair, PublicKey } from '@solana/web3.js';
+import { DriftEnv } from '../config';
+import { BN, Provider, Program, Idl } from '@project-serum/anchor';
+import { MARK_PRICE_PRECISION, TEN } from '../constants/numericConstants';
+import { OracleClient, OraclePriceData } from './types';
+import { Wallet } from '../wallet';
+import switchboardV2Idl from '../idl/switchboard_v2.json';
+
+// cache switchboard program for every client object since itll always be the same
+const programMap = new Map<string, Program>();
+
+export class SwitchboardClient implements OracleClient {
+	connection: Connection;
+	env: DriftEnv;
+
+	public constructor(connection: Connection, env: DriftEnv) {
+		this.connection = connection;
+		this.env = env;
+	}
+
+	public async getOraclePriceData(
+		pricePublicKey: PublicKey
+	): Promise<OraclePriceData> {
+		const accountInfo = await this.connection.getAccountInfo(pricePublicKey);
+		return this.getOraclePriceDataFromBuffer(accountInfo.data);
+	}
+
+	public async getOraclePriceDataFromBuffer(
+		buffer: Buffer
+	): Promise<OraclePriceData> {
+		const program = await this.getProgram();
+
+		const aggregatorAccountData =
+			program.account.aggregatorAccountData.coder.accounts.decode(
+				'AggregatorAccountData',
+				buffer
+			);
+		const price = convertSwitchboardDecimal(
+			aggregatorAccountData.latestConfirmedRound.result as SwitchboardDecimal
+		);
+
+		const confidence = convertSwitchboardDecimal(
+			aggregatorAccountData.latestConfirmedRound
+				.stdDeviation as SwitchboardDecimal
+		);
+
+		const slot: BN = aggregatorAccountData.latestConfirmedRound.roundOpenSlot;
+		return {
+			price,
+			slot,
+			confidence,
+		};
+	}
+
+	public async getProgram(): Promise<Program> {
+		if (programMap.has(this.env)) {
+			return programMap.get(this.env);
+		}
+
+		const program = await getSwitchboardProgram(this.env, this.connection);
+		programMap.set(this.env, program);
+		return program;
+	}
+}
+
+async function getSwitchboardProgram(
+	env: DriftEnv,
+	connection: Connection
+): Promise<Program> {
+	const DEFAULT_KEYPAIR = Keypair.fromSeed(new Uint8Array(32).fill(1));
+	const programId = getSwitchboardPid(env);
+	const wallet = new Wallet(DEFAULT_KEYPAIR);
+	const provider = new Provider(connection, wallet, {});
+
+	return new Program(switchboardV2Idl as Idl, programId, provider);
+}
+
+function convertSwitchboardDecimal(switchboardDecimal: SwitchboardDecimal): BN {
+	const switchboardPrecision = TEN.pow(new BN(switchboardDecimal.scale));
+	return switchboardDecimal.mantissa
+		.mul(MARK_PRICE_PRECISION)
+		.div(switchboardPrecision);
+}

package/src/oracles/types.ts

@@ -0,0 +1,15 @@
+import { BN } from '@project-serum/anchor';
+import { PublicKey } from '@solana/web3.js';
+
+export type OraclePriceData = {
+	price: BN;
+	slot: BN;
+	confidence: BN;
+	twap?: BN;
+	twapConfidence?: BN;
+};
+
+export interface OracleClient {
+	getOraclePriceDataFromBuffer(buffer: Buffer): Promise<OraclePriceData>;
+	getOraclePriceData(publicKey: PublicKey): Promise<OraclePriceData>;
+}

package/src/orderParams.ts

@@ -15,7 +15,8 @@ export function getLimitOrderParams(
 	reduceOnly: boolean,
 	discountToken = false,
 	referrer = false,
-	userOrderId = 0
+	userOrderId = 0,
+	postOnly = false
 ): OrderParams {
 	return {
 		orderType: OrderType.LIMIT,
@@ -26,7 +27,7 @@ export function getLimitOrderParams(
 		baseAssetAmount,
 		price,
 		reduceOnly,
-		postOnly: false,
+		postOnly,
 		immediateOrCancel: false,
 		positionLimit: ZERO,
 		padding0: true,

package/src/types.ts

@@ -217,6 +217,7 @@ export type OrderRecord = {
 	fee: BN;
 	fillerReward: BN;
 	tradeRecordId: BN;
+	quoteAssetAmountSurplus: BN;
 };
 
 export type StateAccount = {

package/lib/pythClient.d.ts

@@ -1,7 +0,0 @@
-import { PriceData } from '@pythnetwork/client';
-import { Connection, PublicKey } from '@solana/web3.js';
-export declare class PythClient {
-    private connection;
-    constructor(connection: Connection);
-    getPriceData(pricePublicKey: PublicKey): Promise<PriceData>;
-}

package/lib/pythClient.js

@@ -1,25 +0,0 @@
-"use strict";
-var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
-    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
-    return new (P || (P = Promise))(function (resolve, reject) {
-        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
-        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
-        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
-        step((generator = generator.apply(thisArg, _arguments || [])).next());
-    });
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.PythClient = void 0;
-const client_1 = require("@pythnetwork/client");
-class PythClient {
-    constructor(connection) {
-        this.connection = connection;
-    }
-    getPriceData(pricePublicKey) {
-        return __awaiter(this, void 0, void 0, function* () {
-            const account = yield this.connection.getAccountInfo(pricePublicKey);
-            return client_1.parsePriceData(account.data);
-        });
-    }
-}
-exports.PythClient = PythClient;

package/src/pythClient.ts

@@ -1,15 +0,0 @@
-import { parsePriceData, PriceData } from '@pythnetwork/client';
-import { Connection, PublicKey } from '@solana/web3.js';
-
-export class PythClient {
-	private connection: Connection;
-
-	public constructor(connection: Connection) {
-		this.connection = connection;
-	}
-
-	public async getPriceData(pricePublicKey: PublicKey): Promise<PriceData> {
-		const account = await this.connection.getAccountInfo(pricePublicKey);
-		return parsePriceData(account.data);
-	}
-}