@drift-labs/sdk 0.1.27 → 0.1.29-master.1

package/lib/accounts/bulkAccountLoader.js

@@ -13,6 +13,7 @@ exports.BulkAccountLoader = void 0;
 const web3_js_1 = require("@solana/web3.js");
 const uuid_1 = require("uuid");
 const GET_MULTIPLE_ACCOUNTS_CHUNK_SIZE = 99;
+const oneMinute = 60 * 1000;
 const fiveMinutes = 5 * 60 * 1000;
 class BulkAccountLoader {
     constructor(connection, commitment, pollingFrequency) {
@@ -82,9 +83,6 @@ class BulkAccountLoader {
             this.loadPromise = new Promise((resolver) => {
                 this.loadPromiseResolver = resolver;
             });
-            if (this.loggingEnabled) {
-                console.log('Loading accounts');
-            }
             try {
                 const chunks = this.chunks(Array.from(this.accountsToLoad.values()), GET_MULTIPLE_ACCOUNTS_CHUNK_SIZE);
                 yield Promise.all(chunks.map((chunk) => {
@@ -126,6 +124,10 @@ class BulkAccountLoader {
             ];
             // @ts-ignore
             const rpcResponse = yield this.connection._rpcRequest('getMultipleAccounts', args);
+            const oneMinuteSinceLastUpdate = Date.now() - this.lastUpdate > oneMinute;
+            if (this.loggingEnabled && oneMinuteSinceLastUpdate) {
+                console.log('rpcResponse', JSON.stringify(rpcResponse));
+            }
             const newSlot = rpcResponse.result.context.slot;
             for (const i in accountsToLoad) {
                 const accountToLoad = accountsToLoad[i];
@@ -137,6 +139,9 @@ class BulkAccountLoader {
                     const dataType = rpcResponse.result.value[i].data[1];
                     newBuffer = Buffer.from(raw, dataType);
                 }
+                if (this.loggingEnabled && oneMinuteSinceLastUpdate) {
+                    console.log('oldRPCResponse', oldRPCResponse);
+                }
                 if (!oldRPCResponse) {
                     this.accountData.set(key, {
                         slot: newSlot,
@@ -158,6 +163,11 @@ class BulkAccountLoader {
                     this.handleAccountCallbacks(accountToLoad, newBuffer);
                     this.lastUpdate = Date.now();
                 }
+                else if (this.loggingEnabled) {
+                    console.log('unable to update account for newest slot');
+                    console.log('oldBuffer', oldBuffer);
+                    console.log('newBuffer', newBuffer);
+                }
             }
         });
     }

package/lib/clearingHouse.d.ts

@@ -121,6 +121,8 @@ export declare class ClearingHouse {
     initializeUserOrdersThenPlaceOrder(orderParams: OrderParams, discountToken?: PublicKey, referrer?: PublicKey): Promise<TransactionSignature>;
     placeOrder(orderParams: OrderParams, discountToken?: PublicKey, referrer?: PublicKey): Promise<TransactionSignature>;
     getPlaceOrderIx(orderParams: OrderParams, discountToken?: PublicKey, referrer?: PublicKey): Promise<TransactionInstruction>;
+    expireOrders(userAccountPublicKey: PublicKey, userOrdersAccountPublicKey: PublicKey): Promise<TransactionSignature>;
+    getExpireOrdersIx(userAccountPublicKey: PublicKey, userOrdersAccountPublicKey: PublicKey): Promise<TransactionInstruction>;
     cancelOrder(orderId: BN, oracle?: PublicKey): Promise<TransactionSignature>;
     getCancelOrderIx(orderId: BN, oracle?: PublicKey): Promise<TransactionInstruction>;
     cancelOrderByUserId(userOrderId: number, oracle?: PublicKey): Promise<TransactionSignature>;

package/lib/clearingHouse.js

@@ -538,6 +538,30 @@ class ClearingHouse {
             });
         });
     }
+    expireOrders(userAccountPublicKey, userOrdersAccountPublicKey) {
+        return __awaiter(this, void 0, void 0, function* () {
+            return yield this.txSender.send((0, utils_1.wrapInTx)(yield this.getExpireOrdersIx(userAccountPublicKey, userOrdersAccountPublicKey)), [], this.opts);
+        });
+    }
+    getExpireOrdersIx(userAccountPublicKey, userOrdersAccountPublicKey) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const fillerPublicKey = yield this.getUserAccountPublicKey();
+            const userAccount = yield this.program.account.user.fetch(userAccountPublicKey);
+            const orderState = this.getOrderStateAccount();
+            return yield this.program.instruction.expireOrders({
+                accounts: {
+                    state: yield this.getStatePublicKey(),
+                    filler: fillerPublicKey,
+                    user: userAccountPublicKey,
+                    authority: this.wallet.publicKey,
+                    userPositions: userAccount.positions,
+                    userOrders: userOrdersAccountPublicKey,
+                    orderState: yield this.getOrderStatePublicKey(),
+                    orderHistory: orderState.orderHistory,
+                },
+            });
+        });
+    }
     cancelOrder(orderId, oracle) {
         return __awaiter(this, void 0, void 0, function* () {
             return yield this.txSender.send((0, utils_1.wrapInTx)(yield this.getCancelOrderIx(orderId, oracle)), [], this.opts);

package/lib/constants/markets.js

@@ -156,7 +156,7 @@ exports.Markets = [
         oracleSource: __1.OracleSource.SWITCHBOARD,
     },
     {
-        fullName: 'Ape',
+        fullName: 'ApeCoin',
         category: ['NFT'],
         symbol: 'APE-PERP',
         baseAssetSymbol: 'APE',
@@ -166,6 +166,17 @@ exports.Markets = [
         launchTs: 1648475932000,
         oracleSource: __1.OracleSource.SWITCHBOARD,
     },
+    {
+        fullName: 'DogeCoin',
+        category: ['Meme', 'NFT'],
+        symbol: 'DOGE-PERP',
+        baseAssetSymbol: 'DOGE',
+        marketIndex: new __1.BN(15),
+        devnetPublicKey: '4L6YhY8VvUgmqG5MvJkUJATtzB2rFqdrJwQCmFLv4Jzy',
+        mainnetPublicKey: 'FsSM3s38PX9K7Dn6eGzuE29S2Dsk1Sss1baytTQdCaQj',
+        launchTs: 1648607439000,
+        oracleSource: __1.OracleSource.PYTH,
+    },
     // {
     // 	symbol: 'mSOL-PERP',
     // 	baseAssetSymbol: 'mSOL',

package/lib/idl/clearing_house.json

@@ -677,6 +677,52 @@
                 }
             ]
         },
+        {
+            "name": "expireOrders",
+            "accounts": [
+                {
+                    "name": "state",
+                    "isMut": false,
+                    "isSigner": false
+                },
+                {
+                    "name": "orderState",
+                    "isMut": false,
+                    "isSigner": false
+                },
+                {
+                    "name": "authority",
+                    "isMut": false,
+                    "isSigner": true
+                },
+                {
+                    "name": "filler",
+                    "isMut": true,
+                    "isSigner": false
+                },
+                {
+                    "name": "user",
+                    "isMut": true,
+                    "isSigner": false
+                },
+                {
+                    "name": "userPositions",
+                    "isMut": true,
+                    "isSigner": false
+                },
+                {
+                    "name": "userOrders",
+                    "isMut": true,
+                    "isSigner": false
+                },
+                {
+                    "name": "orderHistory",
+                    "isMut": true,
+                    "isSigner": false
+                }
+            ],
+            "args": []
+        },
         {
             "name": "fillOrder",
             "accounts": [
@@ -1398,6 +1444,11 @@
                     "isMut": true,
                     "isSigner": false
                 },
+                {
+                    "name": "userOrders",
+                    "isMut": true,
+                    "isSigner": false
+                },
                 {
                     "name": "authority",
                     "isMut": false,
@@ -3190,8 +3241,8 @@
                         "type": "u128"
                     },
                     {
-                        "name": "padding1",
-                        "type": "u64"
+                        "name": "netRevenueSinceLastFunding",
+                        "type": "i64"
                     },
                     {
                         "name": "padding2",
@@ -3800,6 +3851,9 @@
                     },
                     {
                         "name": "Fill"
+                    },
+                    {
+                        "name": "Expire"
                     }
                 ]
             }
@@ -4190,6 +4244,16 @@
             "code": 6059,
             "name": "InvalidOracleOffset",
             "msg": "InvalidOracleOffset"
+        },
+        {
+            "code": 6060,
+            "name": "CantExpireOrders",
+            "msg": "CantExpireOrders"
+        },
+        {
+            "code": 6061,
+            "name": "InvalidRepegPriceImpact",
+            "msg": "AMM repeg mark price impact vs oracle too large"
         }
     ]
 }

package/lib/math/amm.d.ts

@@ -38,24 +38,6 @@ export declare function calculateSwapOutput(inputAssetReserve: BN, swapAmount: B
  * @param positionDirection
  */
 export declare function getSwapDirection(inputAssetType: AssetType, positionDirection: PositionDirection): SwapDirection;
-/**
- * Helper function calculating adjust k cost
- * @param market
- * @param marketIndex
- * @param numerator
- * @param denomenator
- * @returns cost : Precision QUOTE_ASSET_PRECISION
- */
-export declare function calculateAdjustKCost(market: Market, marketIndex: BN, numerator: BN, denomenator: BN): BN;
-/**
- * Helper function calculating adjust pegMultiplier (repeg) cost
- *
- * @param market
- * @param marketIndex
- * @param newPeg
- * @returns cost : Precision QUOTE_ASSET_PRECISION
- */
-export declare function calculateRepegCost(market: Market, marketIndex: BN, newPeg: BN): BN;
 /**
  * Helper function calculating terminal price of amm
  *

package/lib/math/amm.js

@@ -1,9 +1,8 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateBudgetedPeg = exports.calculateBudgetedK = exports.calculateMaxBaseAssetAmountToTrade = exports.calculateTerminalPrice = exports.calculateRepegCost = exports.calculateAdjustKCost = exports.getSwapDirection = exports.calculateSwapOutput = exports.calculateAmmReservesAfterSwap = exports.calculatePrice = void 0;
+exports.calculateBudgetedPeg = exports.calculateBudgetedK = exports.calculateMaxBaseAssetAmountToTrade = exports.calculateTerminalPrice = exports.getSwapDirection = exports.calculateSwapOutput = exports.calculateAmmReservesAfterSwap = exports.calculatePrice = void 0;
 const anchor_1 = require("@project-serum/anchor");
 const numericConstants_1 = require("../constants/numericConstants");
-const position_1 = require("./position");
 const types_1 = require("../types");
 const assert_1 = require("../assert/assert");
 const __1 = require("..");
@@ -88,92 +87,6 @@ function getSwapDirection(inputAssetType, positionDirection) {
     return types_1.SwapDirection.ADD;
 }
 exports.getSwapDirection = getSwapDirection;
-/**
- * Helper function calculating adjust k cost
- * @param market
- * @param marketIndex
- * @param numerator
- * @param denomenator
- * @returns cost : Precision QUOTE_ASSET_PRECISION
- */
-function calculateAdjustKCost(market, marketIndex, numerator, denomenator) {
-    const netUserPosition = {
-        baseAssetAmount: market.baseAssetAmount,
-        lastCumulativeFundingRate: market.amm.cumulativeFundingRate,
-        marketIndex: new anchor_1.BN(marketIndex),
-        quoteAssetAmount: new anchor_1.BN(0),
-        openOrders: new anchor_1.BN(0),
-    };
-    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
-        .mul(numerator)
-        .div(denomenator);
-    marketNewK.amm.quoteAssetReserve = market.amm.quoteAssetReserve
-        .mul(numerator)
-        .div(denomenator);
-    marketNewK.amm.sqrtK = market.amm.sqrtK.mul(numerator).div(denomenator);
-    netUserPosition.quoteAssetAmount = currentValue;
-    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;
-    const delta = market.baseAssetAmount;
-    const k = market.amm.sqrtK.mul(market.amm.sqrtK);
-    const numer1 = numericConstants_1.PEG_PRECISION.sub(p).mul(y).div(numericConstants_1.PEG_PRECISION);
-    const numer20 = k
-        .mul(p)
-        .mul(p)
-        .div(numericConstants_1.PEG_PRECISION)
-        .div(numericConstants_1.PEG_PRECISION)
-        .div(x.mul(p).div(numericConstants_1.PEG_PRECISION).add(delta));
-    const numer21 = k.div(x.add(delta));
-    const formulaCost = numer21
-        .sub(numer20)
-        .sub(numer1)
-        .mul(market.amm.pegMultiplier)
-        .div(numericConstants_1.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO);
-    console.log((0, __1.convertToNumber)(formulaCost, numericConstants_1.QUOTE_PRECISION));
-    // p.div(p.mul(x).add(delta)).sub()
-    return cost;
-}
-exports.calculateAdjustKCost = calculateAdjustKCost;
-/**
- * Helper function calculating adjust pegMultiplier (repeg) cost
- *
- * @param market
- * @param marketIndex
- * @param newPeg
- * @returns cost : Precision QUOTE_ASSET_PRECISION
- */
-function calculateRepegCost(market, marketIndex, newPeg) {
-    const netUserPosition = {
-        baseAssetAmount: market.baseAssetAmount,
-        lastCumulativeFundingRate: market.amm.cumulativeFundingRate,
-        marketIndex: new anchor_1.BN(marketIndex),
-        quoteAssetAmount: new anchor_1.BN(0),
-        openOrders: new anchor_1.BN(0),
-    };
-    const currentValue = (0, position_1.calculateBaseAssetValue)(market, netUserPosition);
-    netUserPosition.quoteAssetAmount = currentValue;
-    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', (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((0, __1.convertToNumber)(cost2, numericConstants_1.QUOTE_PRECISION));
-    return cost;
-}
-exports.calculateRepegCost = calculateRepegCost;
 /**
  * Helper function calculating terminal price of amm
  *

package/lib/math/repeg.d.ts

@@ -0,0 +1,32 @@
+/// <reference types="bn.js" />
+import { BN } from '@project-serum/anchor';
+import { Market } from '../types';
+/**
+ * Helper function calculating adjust k cost
+ * @param market
+ * @param marketIndex
+ * @param numerator
+ * @param denomenator
+ * @returns cost : Precision QUOTE_ASSET_PRECISION
+ */
+export declare function calculateAdjustKCost(market: Market, marketIndex: BN, numerator: BN, denomenator: BN): BN;
+/**
+ * Helper function calculating adjust pegMultiplier (repeg) cost
+ *
+ * @param market
+ * @param marketIndex
+ * @param newPeg
+ * @returns cost : Precision QUOTE_ASSET_PRECISION
+ */
+export declare function calculateRepegCost(market: Market, marketIndex: BN, newPeg: BN): BN;
+/**
+ * Helper function calculating adjust pegMultiplier (repeg) cost
+ *
+ * @param market
+ * @param marketIndex
+ * @param newPeg
+ * @returns cost : Precision QUOTE_ASSET_PRECISION
+ */
+export declare function calculateReserveRebalanceCost(market: Market, marketIndex: BN): BN;
+export declare function calculateBudgetedK(market: Market, cost: BN): [BN, BN];
+export declare function calculateBudgetedPeg(market: Market, cost: BN): BN;

package/lib/math/repeg.js

@@ -0,0 +1,178 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.calculateBudgetedPeg = exports.calculateBudgetedK = exports.calculateReserveRebalanceCost = exports.calculateRepegCost = exports.calculateAdjustKCost = void 0;
+const anchor_1 = require("@project-serum/anchor");
+const numericConstants_1 = require("../constants/numericConstants");
+const position_1 = require("./position");
+const amm_1 = require("./amm");
+const __1 = require("..");
+/**
+ * Helper function calculating adjust k cost
+ * @param market
+ * @param marketIndex
+ * @param numerator
+ * @param denomenator
+ * @returns cost : Precision QUOTE_ASSET_PRECISION
+ */
+function calculateAdjustKCost(market, marketIndex, numerator, denomenator) {
+    const netUserPosition = {
+        baseAssetAmount: market.baseAssetAmount,
+        lastCumulativeFundingRate: market.amm.cumulativeFundingRate,
+        marketIndex: new anchor_1.BN(marketIndex),
+        quoteAssetAmount: numericConstants_1.ZERO,
+        openOrders: numericConstants_1.ZERO,
+    };
+    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
+        .mul(numerator)
+        .div(denomenator);
+    marketNewK.amm.quoteAssetReserve = market.amm.quoteAssetReserve
+        .mul(numerator)
+        .div(denomenator);
+    marketNewK.amm.sqrtK = market.amm.sqrtK.mul(numerator).div(denomenator);
+    netUserPosition.quoteAssetAmount = currentValue;
+    const cost = (0, __1.calculatePositionPNL)(marketNewK, netUserPosition);
+    return cost;
+}
+exports.calculateAdjustKCost = calculateAdjustKCost;
+/**
+ * Helper function calculating adjust pegMultiplier (repeg) cost
+ *
+ * @param market
+ * @param marketIndex
+ * @param newPeg
+ * @returns cost : Precision QUOTE_ASSET_PRECISION
+ */
+function calculateRepegCost(market, marketIndex, newPeg) {
+    const netUserPosition = {
+        baseAssetAmount: market.baseAssetAmount,
+        lastCumulativeFundingRate: market.amm.cumulativeFundingRate,
+        marketIndex: new anchor_1.BN(marketIndex),
+        quoteAssetAmount: new anchor_1.BN(0),
+        openOrders: numericConstants_1.ZERO,
+    };
+    const currentValue = (0, position_1.calculateBaseAssetValue)(market, netUserPosition);
+    netUserPosition.quoteAssetAmount = currentValue;
+    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', (0, __1.convertToNumber)(prevMarketPrice), 'to', (0, __1.convertToNumber)((0, __1.calculateMarkPrice)(marketNewPeg)));
+    const cost = (0, __1.calculatePositionPNL)(marketNewPeg, netUserPosition);
+    return cost;
+}
+exports.calculateRepegCost = calculateRepegCost;
+/**
+ * Helper function calculating adjust pegMultiplier (repeg) cost
+ *
+ * @param market
+ * @param marketIndex
+ * @param newPeg
+ * @returns cost : Precision QUOTE_ASSET_PRECISION
+ */
+function calculateReserveRebalanceCost(market, marketIndex) {
+    const netUserPosition = {
+        baseAssetAmount: market.baseAssetAmount,
+        lastCumulativeFundingRate: market.amm.cumulativeFundingRate,
+        marketIndex: new anchor_1.BN(marketIndex),
+        quoteAssetAmount: new anchor_1.BN(0),
+        openOrders: numericConstants_1.ZERO,
+    };
+    const currentValue = (0, position_1.calculateBaseAssetValue)(market, netUserPosition);
+    netUserPosition.quoteAssetAmount = currentValue;
+    const prevMarketPrice = (0, __1.calculateMarkPrice)(market);
+    const marketNewPeg = Object.assign({}, market);
+    marketNewPeg.amm = Object.assign({}, market.amm);
+    // const marketNewPeg = JSON.parse(JSON.stringify(market));
+    const newPeg = (0, amm_1.calculateTerminalPrice)(market)
+        .mul(numericConstants_1.PEG_PRECISION)
+        .div(numericConstants_1.MARK_PRICE_PRECISION);
+    // const newPeg = prevMarketPrice.mul(PEG_PRECISION).div(MARK_PRICE_PRECISION);
+    const newBaseReserve = market.amm.baseAssetReserve.add(market.baseAssetAmount);
+    const newQuoteReserve = market.amm.sqrtK
+        .mul(market.amm.sqrtK)
+        .div(newBaseReserve);
+    console.log('current reserves on close, quote:', (0, __1.convertToNumber)(newQuoteReserve, numericConstants_1.AMM_RESERVE_PRECISION), 'base:', (0, __1.convertToNumber)(newBaseReserve, numericConstants_1.AMM_RESERVE_PRECISION));
+    let newSqrtK;
+    if (newPeg.lt(market.amm.pegMultiplier)) {
+        newSqrtK = newBaseReserve;
+    }
+    else {
+        newSqrtK = newQuoteReserve;
+    }
+    marketNewPeg.amm.baseAssetReserve = newSqrtK.sub(market.baseAssetAmount); // newSqrtK.sub(market.baseAssetAmount);
+    marketNewPeg.amm.quoteAssetReserve = newSqrtK
+        .mul(newSqrtK)
+        .div(marketNewPeg.amm.baseAssetReserve);
+    marketNewPeg.amm.sqrtK = newSqrtK;
+    marketNewPeg.amm.pegMultiplier = newPeg;
+    console.log('Price moves from', (0, __1.convertToNumber)(prevMarketPrice), 'to', (0, __1.convertToNumber)((0, __1.calculateMarkPrice)(marketNewPeg)));
+    const cost = (0, __1.calculatePositionPNL)(marketNewPeg, netUserPosition);
+    return cost;
+}
+exports.calculateReserveRebalanceCost = calculateReserveRebalanceCost;
+function calculateBudgetedK(market, cost) {
+    // wolframalpha.com
+    // (1/(x+d) - p/(x*p+d))*y*d*Q = C solve for p
+    // p = (d(y*d*Q - C(x+d))) / (C*x(x+d) + y*y*d*Q)
+    // todo: assumes k = x * y
+    // otherwise use: (y(1-p) + (kp^2/(x*p+d)) - k/(x+d)) * Q = C solve for p
+    // const k = market.amm.sqrtK.mul(market.amm.sqrtK);
+    const x = market.amm.baseAssetReserve;
+    const y = market.amm.quoteAssetReserve;
+    const d = market.baseAssetAmount;
+    const Q = market.amm.pegMultiplier;
+    const C = cost.mul(new anchor_1.BN(-1));
+    const numer1 = y.mul(d).mul(Q).div(numericConstants_1.AMM_RESERVE_PRECISION).div(numericConstants_1.PEG_PRECISION);
+    const numer2 = C.mul(x.add(d)).div(numericConstants_1.QUOTE_PRECISION);
+    const denom1 = C.mul(x)
+        .mul(x.add(d))
+        .div(numericConstants_1.AMM_RESERVE_PRECISION)
+        .div(numericConstants_1.QUOTE_PRECISION);
+    const denom2 = y
+        .mul(d)
+        .mul(d)
+        .mul(Q)
+        .div(numericConstants_1.AMM_RESERVE_PRECISION)
+        .div(numericConstants_1.AMM_RESERVE_PRECISION)
+        .div(numericConstants_1.PEG_PRECISION);
+    const numerator = d
+        .mul(numer1.add(numer2))
+        .div(numericConstants_1.AMM_RESERVE_PRECISION)
+        .div(numericConstants_1.AMM_RESERVE_PRECISION)
+        .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO);
+    const denominator = denom1
+        .add(denom2)
+        .div(numericConstants_1.AMM_RESERVE_PRECISION)
+        .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO);
+    console.log(numerator, denominator);
+    // const p = (numerator).div(denominator);
+    // const formulaCost = (numer21.sub(numer20).sub(numer1)).mul(market.amm.pegMultiplier).div(AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO)
+    // console.log(convertToNumber(formulaCost, QUOTE_PRECISION))
+    return [numerator, denominator];
+}
+exports.calculateBudgetedK = calculateBudgetedK;
+function calculateBudgetedPeg(market, cost) {
+    // wolframalpha.com
+    // (1/(x+d) - p/(x*p+d))*y*d*Q = C solve for p
+    // p = (d(y*d*Q - C(x+d))) / (C*x(x+d) + y*y*d*Q)
+    // todo: assumes k = x * y
+    // otherwise use: (y(1-p) + (kp^2/(x*p+d)) - k/(x+d)) * Q = C solve for p
+    const k = market.amm.sqrtK.mul(market.amm.sqrtK);
+    const x = market.amm.baseAssetReserve;
+    const y = market.amm.quoteAssetReserve;
+    const d = market.baseAssetAmount;
+    const Q = market.amm.pegMultiplier;
+    const C = cost.mul(new anchor_1.BN(-1));
+    const deltaQuoteAssetReserves = y.sub(k.div(x.add(d)));
+    const deltaPegMultiplier = C.mul(numericConstants_1.MARK_PRICE_PRECISION).div(deltaQuoteAssetReserves.div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO));
+    // .mul(PEG_PRECISION)
+    // .div(QUOTE_PRECISION);
+    console.log(Q.toNumber(), 'change by', deltaPegMultiplier.toNumber() / numericConstants_1.MARK_PRICE_PRECISION.toNumber());
+    const newPeg = Q.sub(deltaPegMultiplier.mul(numericConstants_1.PEG_PRECISION).div(numericConstants_1.MARK_PRICE_PRECISION));
+    return newPeg;
+}
+exports.calculateBudgetedPeg = calculateBudgetedPeg;

package/lib/types.d.ts

@@ -71,6 +71,9 @@ export declare class OrderAction {
     static readonly CANCEL: {
         cancel: {};
     };
+    static readonly EXPIRE: {
+        expire: {};
+    };
     static readonly FILL: {
         fill: {};
     };

package/lib/types.js

@@ -42,6 +42,7 @@ class OrderAction {
 exports.OrderAction = OrderAction;
 OrderAction.PLACE = { place: {} };
 OrderAction.CANCEL = { cancel: {} };
+OrderAction.EXPIRE = { expire: {} };
 OrderAction.FILL = { fill: {} };
 class OrderTriggerCondition {
 }

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "0.1.27",
+	"version": "0.1.29-master.1",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/accounts/bulkAccountLoader.ts

@@ -9,6 +9,7 @@ type AccountToLoad = {
 
 const GET_MULTIPLE_ACCOUNTS_CHUNK_SIZE = 99;
 
+const oneMinute = 60 * 1000;
 const fiveMinutes = 5 * 60 * 1000;
 
 export class BulkAccountLoader {
@@ -104,10 +105,6 @@ export class BulkAccountLoader {
 			this.loadPromiseResolver = resolver;
 		});
 
-		if (this.loggingEnabled) {
-			console.log('Loading accounts');
-		}
-
 		try {
 			const chunks = this.chunks(
 				Array.from(this.accountsToLoad.values()),
@@ -163,6 +160,11 @@ export class BulkAccountLoader {
 			args
 		);
 
+		const oneMinuteSinceLastUpdate = Date.now() - this.lastUpdate > oneMinute;
+		if (this.loggingEnabled && oneMinuteSinceLastUpdate) {
+			console.log('rpcResponse', JSON.stringify(rpcResponse));
+		}
+
 		const newSlot = rpcResponse.result.context.slot;
 
 		for (const i in accountsToLoad) {
@@ -177,6 +179,10 @@ export class BulkAccountLoader {
 				newBuffer = Buffer.from(raw, dataType);
 			}
 
+			if (this.loggingEnabled && oneMinuteSinceLastUpdate) {
+				console.log('oldRPCResponse', oldRPCResponse);
+			}
+
 			if (!oldRPCResponse) {
 				this.accountData.set(key, {
 					slot: newSlot,
@@ -199,6 +205,10 @@ export class BulkAccountLoader {
 				});
 				this.handleAccountCallbacks(accountToLoad, newBuffer);
 				this.lastUpdate = Date.now();
+			} else if (this.loggingEnabled) {
+				console.log('unable to update account for newest slot');
+				console.log('oldBuffer', oldBuffer);
+				console.log('newBuffer', newBuffer);
 			}
 		}
 	}