@drift-labs/sdk 0.1.24 → 0.1.27

package/lib/index.d.ts

@@ -1,13 +1,16 @@
 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';
 export * from './accounts/bulkAccountLoader';
 export * from './accounts/bulkUserSubscription';
 export * from './accounts/pollingClearingHouseAccountSubscriber';
+export * from './accounts/pollingOracleSubscriber';
 export * from './accounts/pollingTokenAccountSubscriber';
 export * from './accounts/types';
 export * from './addresses';
@@ -16,6 +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/lib/index.js

@@ -1,7 +1,11 @@
 "use strict";
 var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
     if (k2 === undefined) k2 = k;
-    Object.defineProperty(o, k2, { enumerable: true, get: function() { return m[k]; } });
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
 }) : (function(o, m, k, k2) {
     if (k2 === undefined) k2 = k;
     o[k2] = m[k];
@@ -16,13 +20,16 @@ Object.defineProperty(exports, "BN", { enumerable: true, get: function () { retu
 const web3_js_1 = require("@solana/web3.js");
 Object.defineProperty(exports, "PublicKey", { enumerable: true, get: function () { return web3_js_1.PublicKey; } });
 __exportStar(require("./mockUSDCFaucet"), exports);
-__exportStar(require("./pythClient"), exports);
+__exportStar(require("./oracles/types"), exports);
+__exportStar(require("./oracles/pythClient"), exports);
+__exportStar(require("./oracles/switchboardClient"), exports);
 __exportStar(require("./types"), exports);
 __exportStar(require("./constants/markets"), exports);
 __exportStar(require("./accounts/webSocketClearingHouseAccountSubscriber"), exports);
 __exportStar(require("./accounts/bulkAccountLoader"), exports);
 __exportStar(require("./accounts/bulkUserSubscription"), exports);
 __exportStar(require("./accounts/pollingClearingHouseAccountSubscriber"), exports);
+__exportStar(require("./accounts/pollingOracleSubscriber"), exports);
 __exportStar(require("./accounts/pollingTokenAccountSubscriber"), exports);
 __exportStar(require("./accounts/types"), exports);
 __exportStar(require("./addresses"), exports);
@@ -31,6 +38,7 @@ __exportStar(require("./clearingHouseUser"), exports);
 __exportStar(require("./clearingHouse"), exports);
 __exportStar(require("./factory/clearingHouse"), exports);
 __exportStar(require("./factory/clearingHouseUser"), exports);
+__exportStar(require("./factory/oracleClient"), exports);
 __exportStar(require("./math/conversion"), exports);
 __exportStar(require("./math/funding"), exports);
 __exportStar(require("./math/insuranceFund"), exports);

package/lib/math/amm.js

@@ -36,7 +36,7 @@ exports.calculatePrice = calculatePrice;
  * @returns quoteAssetReserve and baseAssetReserve after swap. : Precision AMM_RESERVE_PRECISION
  */
 function calculateAmmReservesAfterSwap(amm, inputAssetType, swapAmount, swapDirection) {
-    assert_1.assert(swapAmount.gte(numericConstants_1.ZERO), 'swapAmount must be greater than 0');
+    (0, assert_1.assert)(swapAmount.gte(numericConstants_1.ZERO), 'swapAmount must be greater than 0');
     let newQuoteAssetReserve;
     let newBaseAssetReserve;
     if (inputAssetType === 'quote') {
@@ -79,10 +79,10 @@ exports.calculateSwapOutput = calculateSwapOutput;
  * @param positionDirection
  */
 function getSwapDirection(inputAssetType, positionDirection) {
-    if (types_1.isVariant(positionDirection, 'long') && inputAssetType === 'base') {
+    if ((0, types_1.isVariant)(positionDirection, 'long') && inputAssetType === 'base') {
         return types_1.SwapDirection.REMOVE;
     }
-    if (types_1.isVariant(positionDirection, 'short') && inputAssetType === 'quote') {
+    if ((0, types_1.isVariant)(positionDirection, 'short') && inputAssetType === 'quote') {
         return types_1.SwapDirection.REMOVE;
     }
     return types_1.SwapDirection.ADD;
@@ -104,7 +104,7 @@ function calculateAdjustKCost(market, marketIndex, numerator, denomenator) {
         quoteAssetAmount: new anchor_1.BN(0),
         openOrders: new anchor_1.BN(0),
     };
-    const currentValue = position_1.calculateBaseAssetValue(market, netUserPosition);
+    const currentValue = (0, position_1.calculateBaseAssetValue)(market, netUserPosition);
     const marketNewK = Object.assign({}, market);
     marketNewK.amm = Object.assign({}, market.amm);
     marketNewK.amm.baseAssetReserve = market.amm.baseAssetReserve
@@ -115,7 +115,7 @@ function calculateAdjustKCost(market, marketIndex, numerator, denomenator) {
         .div(denomenator);
     marketNewK.amm.sqrtK = market.amm.sqrtK.mul(numerator).div(denomenator);
     netUserPosition.quoteAssetAmount = currentValue;
-    const cost = __1.calculatePositionPNL(marketNewK, netUserPosition);
+    const cost = (0, __1.calculatePositionPNL)(marketNewK, netUserPosition);
     const p = numericConstants_1.PEG_PRECISION.mul(numerator).div(denomenator);
     const x = market.amm.baseAssetReserve;
     const y = market.amm.quoteAssetReserve;
@@ -134,7 +134,7 @@ function calculateAdjustKCost(market, marketIndex, numerator, denomenator) {
         .sub(numer1)
         .mul(market.amm.pegMultiplier)
         .div(numericConstants_1.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO);
-    console.log(__1.convertToNumber(formulaCost, numericConstants_1.QUOTE_PRECISION));
+    console.log((0, __1.convertToNumber)(formulaCost, numericConstants_1.QUOTE_PRECISION));
     // p.div(p.mul(x).add(delta)).sub()
     return cost;
 }
@@ -155,22 +155,22 @@ function calculateRepegCost(market, marketIndex, newPeg) {
         quoteAssetAmount: new anchor_1.BN(0),
         openOrders: new anchor_1.BN(0),
     };
-    const currentValue = position_1.calculateBaseAssetValue(market, netUserPosition);
+    const currentValue = (0, position_1.calculateBaseAssetValue)(market, netUserPosition);
     netUserPosition.quoteAssetAmount = currentValue;
-    const prevMarketPrice = __1.calculateMarkPrice(market);
+    const prevMarketPrice = (0, __1.calculateMarkPrice)(market);
     const marketNewPeg = Object.assign({}, market);
     marketNewPeg.amm = Object.assign({}, market.amm);
     // const marketNewPeg = JSON.parse(JSON.stringify(market));
     marketNewPeg.amm.pegMultiplier = newPeg;
-    console.log('Price moves from', __1.convertToNumber(prevMarketPrice), 'to', __1.convertToNumber(__1.calculateMarkPrice(marketNewPeg)));
-    const cost = __1.calculatePositionPNL(marketNewPeg, netUserPosition);
+    console.log('Price moves from', (0, __1.convertToNumber)(prevMarketPrice), 'to', (0, __1.convertToNumber)((0, __1.calculateMarkPrice)(marketNewPeg)));
+    const cost = (0, __1.calculatePositionPNL)(marketNewPeg, netUserPosition);
     const k = market.amm.sqrtK.mul(market.amm.sqrtK);
     const newQuoteAssetReserve = k.div(market.amm.baseAssetReserve.add(netUserPosition.baseAssetAmount));
     const deltaQuoteAssetReserves = newQuoteAssetReserve.sub(market.amm.quoteAssetReserve);
     const cost2 = deltaQuoteAssetReserves
         .mul(market.amm.pegMultiplier.sub(newPeg))
         .div(numericConstants_1.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO);
-    console.log(__1.convertToNumber(cost2, numericConstants_1.QUOTE_PRECISION));
+    console.log((0, __1.convertToNumber)(cost2, numericConstants_1.QUOTE_PRECISION));
     return cost;
 }
 exports.calculateRepegCost = calculateRepegCost;
@@ -200,7 +200,7 @@ function calculateMaxBaseAssetAmountToTrade(amm, limit_price) {
         .mul(amm.pegMultiplier)
         .div(limit_price)
         .div(numericConstants_1.PEG_PRECISION);
-    const newBaseAssetReserve = __1.squareRootBN(newBaseAssetReserveSquared);
+    const newBaseAssetReserve = (0, __1.squareRootBN)(newBaseAssetReserveSquared);
     if (newBaseAssetReserve.gt(amm.baseAssetReserve)) {
         return [
             newBaseAssetReserve.sub(amm.baseAssetReserve),

package/lib/math/conversion.js

@@ -10,6 +10,6 @@ const convertToNumber = (bigNumber, precision = numericConstants_1.MARK_PRICE_PR
 };
 exports.convertToNumber = convertToNumber;
 const convertBaseAssetAmountToNumber = (baseAssetAmount) => {
-    return exports.convertToNumber(baseAssetAmount, numericConstants_1.MARK_PRICE_PRECISION.mul(numericConstants_1.PEG_PRECISION));
+    return (0, exports.convertToNumber)(baseAssetAmount, numericConstants_1.MARK_PRICE_PRECISION.mul(numericConstants_1.PEG_PRECISION));
 };
 exports.convertBaseAssetAmountToNumber = convertBaseAssetAmountToNumber;

package/lib/math/funding.d.ts

@@ -1,15 +1,15 @@
 /// <reference types="bn.js" />
 import { BN } from '@project-serum/anchor';
-import { PriceData } from '@pythnetwork/client';
 import { Market } from '../types';
+import { OraclePriceData } from '../oracles/types';
 /**
  *
  * @param market
- * @param pythClient
+ * @param oraclePriceData
  * @param periodAdjustment
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
-export declare function calculateAllEstimatedFundingRate(market: Market, oraclePriceData: PriceData, periodAdjustment?: BN): Promise<[BN, BN, BN, BN, BN]>;
+export declare function calculateAllEstimatedFundingRate(market: Market, oraclePriceData: OraclePriceData, periodAdjustment?: BN): Promise<[BN, BN, BN, BN, BN]>;
 /**
  *
  * @param market
@@ -18,7 +18,7 @@ export declare function calculateAllEstimatedFundingRate(market: Market, oracleP
  * @param estimationMethod
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
-export declare function calculateEstimatedFundingRate(market: Market, oraclePriceData: PriceData, periodAdjustment: BN, estimationMethod: 'interpolated' | 'lowerbound' | 'capped'): Promise<BN>;
+export declare function calculateEstimatedFundingRate(market: Market, oraclePriceData: OraclePriceData, periodAdjustment: BN, estimationMethod: 'interpolated' | 'lowerbound' | 'capped'): Promise<BN>;
 /**
  *
  * @param market
@@ -26,7 +26,7 @@ export declare function calculateEstimatedFundingRate(market: Market, oraclePric
  * @param periodAdjustment
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
-export declare function calculateLongShortFundingRate(market: Market, oraclePriceData: PriceData, periodAdjustment?: BN): Promise<[BN, BN]>;
+export declare function calculateLongShortFundingRate(market: Market, oraclePriceData: OraclePriceData, periodAdjustment?: BN): Promise<[BN, BN]>;
 /**
  *
  * @param market
@@ -34,7 +34,7 @@ export declare function calculateLongShortFundingRate(market: Market, oraclePric
  * @param periodAdjustment
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
-export declare function calculateLongShortFundingRateAndLiveTwaps(market: Market, oraclePriceData: PriceData, periodAdjustment?: BN): Promise<[BN, BN, BN, BN]>;
+export declare function calculateLongShortFundingRateAndLiveTwaps(market: Market, oraclePriceData: OraclePriceData, periodAdjustment?: BN): Promise<[BN, BN, BN, BN]>;
 /**
  *
  * @param market

package/lib/math/funding.js

@@ -16,7 +16,7 @@ const market_1 = require("./market");
 /**
  *
  * @param market
- * @param pythClient
+ * @param oraclePriceData
  * @param periodAdjustment
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
@@ -40,7 +40,7 @@ function calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustm
         const lastMarkPriceTwapTs = market.amm.lastMarkPriceTwapTs;
         const timeSinceLastMarkChange = now.sub(lastMarkPriceTwapTs);
         const markTwapTimeSinceLastUpdate = anchor_1.BN.max(secondsInHour, secondsInHour.sub(timeSinceLastMarkChange));
-        const baseAssetPriceWithMantissa = market_1.calculateMarkPrice(market);
+        const baseAssetPriceWithMantissa = (0, market_1.calculateMarkPrice)(market);
         const markTwapWithMantissa = markTwapTimeSinceLastUpdate
             .mul(lastMarkTwapWithMantissa)
             .add(timeSinceLastMarkChange.mul(baseAssetPriceWithMantissa))
@@ -51,21 +51,9 @@ function calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustm
         const lastOraclePriceTwapTs = market.amm.lastOraclePriceTwapTs;
         const timeSinceLastOracleTwapUpdate = now.sub(lastOraclePriceTwapTs);
         const oracleTwapTimeSinceLastUpdate = anchor_1.BN.max(secondsInHour, 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 anchor_1.BN(oracleStablePriceNum * numericConstants_1.MARK_PRICE_PRECISION.toNumber());
+        const oraclePrice = oraclePriceData.price;
         let oracleTwapWithMantissa = lastOracleTwapWithMantissa;
-        const oracleLiveVsTwap = oraclePriceStableWithMantissa
+        const oracleLiveVsTwap = oraclePrice
             .sub(lastOracleTwapWithMantissa)
             .abs()
             .mul(numericConstants_1.MARK_PRICE_PRECISION)
@@ -75,7 +63,7 @@ function calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustm
         if (oracleLiveVsTwap.lte(numericConstants_1.MARK_PRICE_PRECISION.mul(new anchor_1.BN(10)))) {
             oracleTwapWithMantissa = oracleTwapTimeSinceLastUpdate
                 .mul(lastOracleTwapWithMantissa)
-                .add(timeSinceLastMarkChange.mul(oraclePriceStableWithMantissa))
+                .add(timeSinceLastMarkChange.mul(oraclePrice))
                 .div(timeSinceLastOracleTwapUpdate.add(oracleTwapTimeSinceLastUpdate));
         }
         const twapSpread = lastMarkTwapWithMantissa.sub(lastOracleTwapWithMantissa);

package/lib/math/market.d.ts

@@ -1,6 +1,7 @@
 /// <reference types="bn.js" />
 import { BN } from '@project-serum/anchor';
 import { Market, PositionDirection } from '../types';
+import { OraclePriceData } from '../oracles/types';
 /**
  * Calculates market mark price
  *
@@ -9,3 +10,4 @@ import { Market, PositionDirection } from '../types';
  */
 export declare function calculateMarkPrice(market: Market): BN;
 export declare function calculateNewMarketAfterTrade(baseAssetAmount: BN, direction: PositionDirection, market: Market): Market;
+export declare function calculateMarkOracleSpread(market: Market, oraclePriceData: OraclePriceData): BN;

package/lib/math/market.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateNewMarketAfterTrade = exports.calculateMarkPrice = void 0;
+exports.calculateMarkOracleSpread = exports.calculateNewMarketAfterTrade = exports.calculateMarkPrice = void 0;
 const amm_1 = require("./amm");
 /**
  * Calculates market mark price
@@ -9,11 +9,11 @@ const amm_1 = require("./amm");
  * @return markPrice : Precision MARK_PRICE_PRECISION
  */
 function calculateMarkPrice(market) {
-    return amm_1.calculatePrice(market.amm.baseAssetReserve, market.amm.quoteAssetReserve, market.amm.pegMultiplier);
+    return (0, amm_1.calculatePrice)(market.amm.baseAssetReserve, market.amm.quoteAssetReserve, market.amm.pegMultiplier);
 }
 exports.calculateMarkPrice = calculateMarkPrice;
 function calculateNewMarketAfterTrade(baseAssetAmount, direction, market) {
-    const [newQuoteAssetReserve, newBaseAssetReserve] = amm_1.calculateAmmReservesAfterSwap(market.amm, 'base', baseAssetAmount.abs(), amm_1.getSwapDirection('base', direction));
+    const [newQuoteAssetReserve, newBaseAssetReserve] = (0, amm_1.calculateAmmReservesAfterSwap)(market.amm, 'base', baseAssetAmount.abs(), (0, amm_1.getSwapDirection)('base', direction));
     const newAmm = Object.assign({}, market.amm);
     const newMarket = Object.assign({}, market);
     newMarket.amm = newAmm;
@@ -22,3 +22,8 @@ function calculateNewMarketAfterTrade(baseAssetAmount, direction, market) {
     return newMarket;
 }
 exports.calculateNewMarketAfterTrade = calculateNewMarketAfterTrade;
+function calculateMarkOracleSpread(market, oraclePriceData) {
+    const markPrice = calculateMarkPrice(market);
+    return markPrice.sub(oraclePriceData.price);
+}
+exports.calculateMarkOracleSpread = calculateMarkOracleSpread;

package/lib/math/orders.js

@@ -4,7 +4,7 @@ exports.isOrderReduceOnly = exports.isOrderRiskIncreasingInSameDirection = expor
 const types_1 = require("../types");
 const numericConstants_1 = require("../constants/numericConstants");
 function isOrderRiskIncreasing(user, order) {
-    if (types_1.isVariant(order.status, 'init')) {
+    if ((0, types_1.isVariant)(order.status, 'init')) {
         return false;
     }
     const position = user.getUserPosition(order.marketIndex) ||
@@ -14,12 +14,12 @@ function isOrderRiskIncreasing(user, order) {
         return true;
     }
     // if position is long and order is long
-    if (position.baseAssetAmount.gt(numericConstants_1.ZERO) && types_1.isVariant(order.direction, 'long')) {
+    if (position.baseAssetAmount.gt(numericConstants_1.ZERO) && (0, types_1.isVariant)(order.direction, 'long')) {
         return true;
     }
     // if position is short and order is short
     if (position.baseAssetAmount.lt(numericConstants_1.ZERO) &&
-        types_1.isVariant(order.direction, 'short')) {
+        (0, types_1.isVariant)(order.direction, 'short')) {
         return true;
     }
     const baseAssetAmountToFill = order.baseAssetAmount.sub(order.baseAssetAmountFilled);
@@ -31,7 +31,7 @@ function isOrderRiskIncreasing(user, order) {
 }
 exports.isOrderRiskIncreasing = isOrderRiskIncreasing;
 function isOrderRiskIncreasingInSameDirection(user, order) {
-    if (types_1.isVariant(order.status, 'init')) {
+    if ((0, types_1.isVariant)(order.status, 'init')) {
         return false;
     }
     const position = user.getUserPosition(order.marketIndex) ||
@@ -41,30 +41,30 @@ function isOrderRiskIncreasingInSameDirection(user, order) {
         return true;
     }
     // if position is long and order is long
-    if (position.baseAssetAmount.gt(numericConstants_1.ZERO) && types_1.isVariant(order.direction, 'long')) {
+    if (position.baseAssetAmount.gt(numericConstants_1.ZERO) && (0, types_1.isVariant)(order.direction, 'long')) {
         return true;
     }
     // if position is short and order is short
     if (position.baseAssetAmount.lt(numericConstants_1.ZERO) &&
-        types_1.isVariant(order.direction, 'short')) {
+        (0, types_1.isVariant)(order.direction, 'short')) {
         return true;
     }
     return false;
 }
 exports.isOrderRiskIncreasingInSameDirection = isOrderRiskIncreasingInSameDirection;
 function isOrderReduceOnly(user, order) {
-    if (types_1.isVariant(order.status, 'init')) {
+    if ((0, types_1.isVariant)(order.status, 'init')) {
         return false;
     }
     const position = user.getUserPosition(order.marketIndex) ||
         user.getEmptyPosition(order.marketIndex);
     // if position is long and order is long
-    if (position.baseAssetAmount.gt(numericConstants_1.ZERO) && types_1.isVariant(order.direction, 'long')) {
+    if (position.baseAssetAmount.gt(numericConstants_1.ZERO) && (0, types_1.isVariant)(order.direction, 'long')) {
         return false;
     }
     // if position is short and order is short
     if (position.baseAssetAmount.lt(numericConstants_1.ZERO) &&
-        types_1.isVariant(order.direction, 'short')) {
+        (0, types_1.isVariant)(order.direction, 'short')) {
         return false;
     }
     return order.baseAssetAmount.abs().lte(position.baseAssetAmount.abs());

package/lib/math/position.js

@@ -17,7 +17,7 @@ function calculateBaseAssetValue(market, userPosition) {
         return numericConstants_1.ZERO;
     }
     const directionToClose = findDirectionToClose(userPosition);
-    const [newQuoteAssetReserve, _] = amm_1.calculateAmmReservesAfterSwap(market.amm, 'base', userPosition.baseAssetAmount.abs(), amm_1.getSwapDirection('base', directionToClose));
+    const [newQuoteAssetReserve, _] = (0, amm_1.calculateAmmReservesAfterSwap)(market.amm, 'base', userPosition.baseAssetAmount.abs(), (0, amm_1.getSwapDirection)('base', directionToClose));
     switch (directionToClose) {
         case types_1.PositionDirection.SHORT:
             return market.amm.quoteAssetReserve

package/lib/math/trade.js

@@ -25,18 +25,18 @@ const MAXPCT = new anchor_1.BN(1000); //percentage units are [0,1000] => [0,1]
  * 'newPrice' => the price of the asset after the trade : Precision MARK_PRICE_PRECISION
  */
 function calculateTradeSlippage(direction, amount, market, inputAssetType = 'quote') {
-    const oldPrice = market_1.calculateMarkPrice(market);
+    const oldPrice = (0, market_1.calculateMarkPrice)(market);
     if (amount.eq(numericConstants_1.ZERO)) {
         return [numericConstants_1.ZERO, numericConstants_1.ZERO, oldPrice, oldPrice];
     }
     const [acquiredBase, acquiredQuote] = calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType);
-    const entryPrice = amm_1.calculatePrice(acquiredBase, acquiredQuote, market.amm.pegMultiplier).mul(new anchor_1.BN(-1));
-    const newPrice = amm_1.calculatePrice(market.amm.baseAssetReserve.sub(acquiredBase), market.amm.quoteAssetReserve.sub(acquiredQuote), market.amm.pegMultiplier);
+    const entryPrice = (0, amm_1.calculatePrice)(acquiredBase, acquiredQuote, market.amm.pegMultiplier).mul(new anchor_1.BN(-1));
+    const newPrice = (0, amm_1.calculatePrice)(market.amm.baseAssetReserve.sub(acquiredBase), market.amm.quoteAssetReserve.sub(acquiredQuote), market.amm.pegMultiplier);
     if (direction == types_1.PositionDirection.SHORT) {
-        assert_1.assert(newPrice.lt(oldPrice));
+        (0, assert_1.assert)(newPrice.lt(oldPrice));
     }
     else {
-        assert_1.assert(oldPrice.lt(newPrice));
+        (0, assert_1.assert)(oldPrice.lt(newPrice));
     }
     const pctMaxSlippage = newPrice
         .sub(oldPrice)
@@ -64,11 +64,11 @@ function calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType
     if (amount.eq(numericConstants_1.ZERO)) {
         return [numericConstants_1.ZERO, numericConstants_1.ZERO];
     }
-    const swapDirection = amm_1.getSwapDirection(inputAssetType, direction);
-    const [newQuoteAssetReserve, newBaseAssetReserve] = amm_1.calculateAmmReservesAfterSwap(market.amm, inputAssetType, amount, swapDirection);
+    const swapDirection = (0, amm_1.getSwapDirection)(inputAssetType, direction);
+    const [newQuoteAssetReserve, newBaseAssetReserve] = (0, amm_1.calculateAmmReservesAfterSwap)(market.amm, inputAssetType, amount, swapDirection);
     const acquiredBase = market.amm.baseAssetReserve.sub(newBaseAssetReserve);
     let acquiredQuote = market.amm.quoteAssetReserve.sub(newQuoteAssetReserve);
-    if (inputAssetType === 'base' && types_1.isVariant(swapDirection, 'remove')) {
+    if (inputAssetType === 'base' && (0, types_1.isVariant)(swapDirection, 'remove')) {
         acquiredQuote = acquiredQuote.sub(numericConstants_1.ONE);
     }
     return [acquiredBase, acquiredQuote];
@@ -90,10 +90,10 @@ exports.calculateTradeAcquiredAmounts = calculateTradeAcquiredAmounts;
  * ]
  */
 function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAssetType = 'quote') {
-    assert_1.assert(market.amm.baseAssetReserve.gt(numericConstants_1.ZERO));
-    assert_1.assert(targetPrice.gt(numericConstants_1.ZERO));
-    assert_1.assert(pct.lte(MAXPCT) && pct.gt(numericConstants_1.ZERO));
-    const markPriceBefore = market_1.calculateMarkPrice(market);
+    (0, assert_1.assert)(market.amm.baseAssetReserve.gt(numericConstants_1.ZERO));
+    (0, assert_1.assert)(targetPrice.gt(numericConstants_1.ZERO));
+    (0, assert_1.assert)(pct.lte(MAXPCT) && pct.gt(numericConstants_1.ZERO));
+    const markPriceBefore = (0, market_1.calculateMarkPrice)(market);
     if (targetPrice.gt(markPriceBefore)) {
         const priceGap = targetPrice.sub(markPriceBefore);
         const priceGapScaled = priceGap.mul(pct).div(MAXPCT);
@@ -118,11 +118,11 @@ function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAsse
     let markPriceAfter;
     if (markPriceBefore.gt(targetPrice)) {
         // overestimate y2
-        baseAssetReserveAfter = utils_1.squareRootBN(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).sub(biasModifier)).sub(new anchor_1.BN(1));
+        baseAssetReserveAfter = (0, utils_1.squareRootBN)(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).sub(biasModifier)).sub(new anchor_1.BN(1));
         quoteAssetReserveAfter = k
             .div(numericConstants_1.MARK_PRICE_PRECISION)
             .div(baseAssetReserveAfter);
-        markPriceAfter = amm_1.calculatePrice(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
+        markPriceAfter = (0, amm_1.calculatePrice)(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
         direction = types_1.PositionDirection.SHORT;
         tradeSize = quoteAssetReserveBefore
             .sub(quoteAssetReserveAfter)
@@ -133,11 +133,11 @@ function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAsse
     }
     else if (markPriceBefore.lt(targetPrice)) {
         // underestimate y2
-        baseAssetReserveAfter = utils_1.squareRootBN(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).add(biasModifier)).add(new anchor_1.BN(1));
+        baseAssetReserveAfter = (0, utils_1.squareRootBN)(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).add(biasModifier)).add(new anchor_1.BN(1));
         quoteAssetReserveAfter = k
             .div(numericConstants_1.MARK_PRICE_PRECISION)
             .div(baseAssetReserveAfter);
-        markPriceAfter = amm_1.calculatePrice(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
+        markPriceAfter = (0, amm_1.calculatePrice)(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
         direction = types_1.PositionDirection.LONG;
         tradeSize = quoteAssetReserveAfter
             .sub(quoteAssetReserveBefore)
@@ -164,8 +164,8 @@ function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAsse
         .mul(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
         .mul(numericConstants_1.MARK_PRICE_PRECISION)
         .div(baseSize.abs());
-    assert_1.assert(tp1.sub(tp2).lte(originalDiff), 'Target Price Calculation incorrect');
-    assert_1.assert(tp2.lte(tp1) || tp2.sub(tp1).abs() < 100000, 'Target Price Calculation incorrect' +
+    (0, assert_1.assert)(tp1.sub(tp2).lte(originalDiff), 'Target Price Calculation incorrect');
+    (0, assert_1.assert)(tp2.lte(tp1) || tp2.sub(tp1).abs() < 100000, 'Target Price Calculation incorrect' +
         tp2.toString() +
         '>=' +
         tp1.toString() +

package/lib/mockUSDCFaucet.js

@@ -1,7 +1,11 @@
 "use strict";
 var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
     if (k2 === undefined) k2 = k;
-    Object.defineProperty(o, k2, { enumerable: true, get: function() { return m[k]; } });
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
 }) : (function(o, m, k, k2) {
     if (k2 === undefined) k2 = k;
     o[k2] = m[k];

package/lib/oracles/pythClient.d.ts

@@ -0,0 +1,14 @@
+/// <reference types="node" />
+/// <reference types="bn.js" />
+import { PriceData } from '@pythnetwork/client';
+import { Connection, PublicKey } from '@solana/web3.js';
+import { OraclePriceData } from './types';
+import { BN } from '@project-serum/anchor';
+export declare class PythClient {
+    private connection;
+    constructor(connection: Connection);
+    getPriceData(pricePublicKey: PublicKey): Promise<PriceData>;
+    getOraclePriceData(pricePublicKey: PublicKey): Promise<OraclePriceData>;
+    getOraclePriceDataFromBuffer(buffer: Buffer): Promise<OraclePriceData>;
+}
+export declare function convertPythPrice(price: number, exponent: number): BN;

package/lib/oracles/pythClient.js

@@ -0,0 +1,53 @@
+"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.convertPythPrice = exports.PythClient = void 0;
+const client_1 = require("@pythnetwork/client");
+const anchor_1 = require("@project-serum/anchor");
+const numericConstants_1 = require("../constants/numericConstants");
+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 (0, client_1.parsePriceData)(account.data);
+        });
+    }
+    getOraclePriceData(pricePublicKey) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const accountInfo = yield this.connection.getAccountInfo(pricePublicKey);
+            return this.getOraclePriceDataFromBuffer(accountInfo.data);
+        });
+    }
+    getOraclePriceDataFromBuffer(buffer) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const priceData = (0, client_1.parsePriceData)(buffer);
+            return {
+                price: convertPythPrice(priceData.price, priceData.exponent),
+                slot: new anchor_1.BN(priceData.lastSlot.toString()),
+                confidence: convertPythPrice(priceData.confidence, priceData.exponent),
+                twap: convertPythPrice(priceData.twap.value, priceData.exponent),
+                twapConfidence: convertPythPrice(priceData.twac.value, priceData.exponent),
+            };
+        });
+    }
+}
+exports.PythClient = PythClient;
+function convertPythPrice(price, exponent) {
+    exponent = Math.abs(exponent);
+    const pythPrecision = numericConstants_1.TEN.pow(new anchor_1.BN(exponent).abs());
+    return new anchor_1.BN(price * Math.pow(10, exponent))
+        .mul(numericConstants_1.MARK_PRICE_PRECISION)
+        .div(pythPrecision);
+}
+exports.convertPythPrice = convertPythPrice;

package/lib/oracles/switchboardClient.d.ts

@@ -0,0 +1,13 @@
+/// <reference types="node" />
+import { Connection, PublicKey } from '@solana/web3.js';
+import { DriftEnv } from '../config';
+import { Program } from '@project-serum/anchor';
+import { OracleClient, OraclePriceData } from './types';
+export declare class SwitchboardClient implements OracleClient {
+    connection: Connection;
+    env: DriftEnv;
+    constructor(connection: Connection, env: DriftEnv);
+    getOraclePriceData(pricePublicKey: PublicKey): Promise<OraclePriceData>;
+    getOraclePriceDataFromBuffer(buffer: Buffer): Promise<OraclePriceData>;
+    getProgram(): Promise<Program>;
+}