@drift-labs/sdk 0.1.28 → 0.1.29

package/src/math/amm.ts

@@ -4,11 +4,7 @@ import {
 	MARK_PRICE_PRECISION,
 	PEG_PRECISION,
 	ZERO,
-	AMM_TO_QUOTE_PRECISION_RATIO,
-	QUOTE_PRECISION,
-	AMM_RESERVE_PRECISION,
 } from '../constants/numericConstants';
-import { calculateBaseAssetValue } from './position';
 import {
 	AMM,
 	PositionDirection,
@@ -17,12 +13,7 @@ import {
 	isVariant,
 } from '../types';
 import { assert } from '../assert/assert';
-import {
-	calculatePositionPNL,
-	calculateMarkPrice,
-	convertToNumber,
-	squareRootBN,
-} from '..';
+import { squareRootBN } from '..';
 
 /**
  * Calculates a price given an arbitrary base and quote amount (they must have the same precision)
@@ -139,125 +130,6 @@ export function getSwapDirection(
 	return SwapDirection.ADD;
 }
 
-/**
- * Helper function calculating adjust k cost
- * @param market
- * @param marketIndex
- * @param numerator
- * @param denomenator
- * @returns cost : Precision QUOTE_ASSET_PRECISION
- */
-export function calculateAdjustKCost(
-	market: Market,
-	marketIndex: BN,
-	numerator: BN,
-	denomenator: BN
-): BN {
-	const netUserPosition = {
-		baseAssetAmount: market.baseAssetAmount,
-		lastCumulativeFundingRate: market.amm.cumulativeFundingRate,
-		marketIndex: new BN(marketIndex),
-		quoteAssetAmount: new BN(0),
-		openOrders: new BN(0),
-	};
-
-	const currentValue = 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 = calculatePositionPNL(marketNewK, netUserPosition);
-
-	const p = 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 = PEG_PRECISION.sub(p).mul(y).div(PEG_PRECISION);
-	const numer20 = k
-		.mul(p)
-		.mul(p)
-		.div(PEG_PRECISION)
-		.div(PEG_PRECISION)
-		.div(x.mul(p).div(PEG_PRECISION).add(delta));
-	const numer21 = k.div(x.add(delta));
-
-	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));
-
-	// p.div(p.mul(x).add(delta)).sub()
-
-	return cost;
-}
-
-/**
- * Helper function calculating adjust pegMultiplier (repeg) cost
- *
- * @param market
- * @param marketIndex
- * @param newPeg
- * @returns cost : Precision QUOTE_ASSET_PRECISION
- */
-export function calculateRepegCost(
-	market: Market,
-	marketIndex: BN,
-	newPeg: BN
-): BN {
-	const netUserPosition = {
-		baseAssetAmount: market.baseAssetAmount,
-		lastCumulativeFundingRate: market.amm.cumulativeFundingRate,
-		marketIndex: new BN(marketIndex),
-		quoteAssetAmount: new BN(0),
-		openOrders: new BN(0),
-	};
-
-	const currentValue = calculateBaseAssetValue(market, netUserPosition);
-	netUserPosition.quoteAssetAmount = currentValue;
-	const prevMarketPrice = 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',
-		convertToNumber(prevMarketPrice),
-		'to',
-		convertToNumber(calculateMarkPrice(marketNewPeg))
-	);
-
-	const cost = 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(AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO);
-	console.log(convertToNumber(cost2, QUOTE_PRECISION));
-	return cost;
-}
-
 /**
  * Helper function calculating terminal price of amm
  *
@@ -315,86 +187,3 @@ export function calculateMaxBaseAssetAmountToTrade(
 		return [new BN(0), PositionDirection.LONG];
 	}
 }
-
-export function calculateBudgetedK(market: Market, cost: BN): [BN, BN] {
-	// 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 BN(-1));
-
-	const numer1 = y.mul(d).mul(Q).div(AMM_RESERVE_PRECISION).div(PEG_PRECISION);
-	const numer2 = C.mul(x.add(d)).div(QUOTE_PRECISION);
-	const denom1 = C.mul(x)
-		.mul(x.add(d))
-		.div(AMM_RESERVE_PRECISION)
-		.div(QUOTE_PRECISION);
-	const denom2 = y
-		.mul(d)
-		.mul(d)
-		.mul(Q)
-		.div(AMM_RESERVE_PRECISION)
-		.div(AMM_RESERVE_PRECISION)
-		.div(PEG_PRECISION);
-
-	const numerator = d
-		.mul(numer1.add(numer2))
-		.div(AMM_RESERVE_PRECISION)
-		.div(AMM_RESERVE_PRECISION)
-		.div(AMM_TO_QUOTE_PRECISION_RATIO);
-	const denominator = denom1
-		.add(denom2)
-		.div(AMM_RESERVE_PRECISION)
-		.div(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];
-}
-
-export function calculateBudgetedPeg(market: Market, cost: BN): BN {
-	// 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 BN(-1));
-
-	const deltaQuoteAssetReserves = y.sub(k.div(x.add(d)));
-	const deltaPegMultiplier = C.mul(MARK_PRICE_PRECISION)
-		.div(deltaQuoteAssetReserves.div(AMM_TO_QUOTE_PRECISION_RATIO))
-		.mul(PEG_PRECISION)
-		.div(QUOTE_PRECISION);
-	console.log(
-		Q.toNumber(),
-		'change by',
-		deltaPegMultiplier.toNumber() / MARK_PRICE_PRECISION.toNumber()
-	);
-	const newPeg = Q.sub(
-		deltaPegMultiplier.mul(PEG_PRECISION).div(MARK_PRICE_PRECISION)
-	);
-
-	return newPeg;
-}

package/src/math/repeg.ts

@@ -0,0 +1,253 @@
+import { BN } from '@project-serum/anchor';
+import {
+	MARK_PRICE_PRECISION,
+	AMM_RESERVE_PRECISION,
+	PEG_PRECISION,
+	AMM_TO_QUOTE_PRECISION_RATIO,
+	QUOTE_PRECISION,
+	ZERO,
+} from '../constants/numericConstants';
+import { calculateBaseAssetValue } from './position';
+import { calculateTerminalPrice } from './amm';
+
+import { Market } from '../types';
+import { calculatePositionPNL, calculateMarkPrice, convertToNumber } from '..';
+
+/**
+ * Helper function calculating adjust k cost
+ * @param market
+ * @param marketIndex
+ * @param numerator
+ * @param denomenator
+ * @returns cost : Precision QUOTE_ASSET_PRECISION
+ */
+export function calculateAdjustKCost(
+	market: Market,
+	marketIndex: BN,
+	numerator: BN,
+	denomenator: BN
+): BN {
+	const netUserPosition = {
+		baseAssetAmount: market.baseAssetAmount,
+		lastCumulativeFundingRate: market.amm.cumulativeFundingRate,
+		marketIndex: new BN(marketIndex),
+		quoteAssetAmount: ZERO,
+		openOrders: ZERO,
+	};
+
+	const currentValue = 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 = calculatePositionPNL(marketNewK, netUserPosition);
+
+	return cost;
+}
+
+/**
+ * Helper function calculating adjust pegMultiplier (repeg) cost
+ *
+ * @param market
+ * @param marketIndex
+ * @param newPeg
+ * @returns cost : Precision QUOTE_ASSET_PRECISION
+ */
+export function calculateRepegCost(
+	market: Market,
+	marketIndex: BN,
+	newPeg: BN
+): BN {
+	const netUserPosition = {
+		baseAssetAmount: market.baseAssetAmount,
+		lastCumulativeFundingRate: market.amm.cumulativeFundingRate,
+		marketIndex: new BN(marketIndex),
+		quoteAssetAmount: new BN(0),
+		openOrders: ZERO,
+	};
+
+	const currentValue = calculateBaseAssetValue(market, netUserPosition);
+	netUserPosition.quoteAssetAmount = currentValue;
+	const prevMarketPrice = 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',
+		convertToNumber(prevMarketPrice),
+		'to',
+		convertToNumber(calculateMarkPrice(marketNewPeg))
+	);
+
+	const cost = calculatePositionPNL(marketNewPeg, netUserPosition);
+
+	return cost;
+}
+
+/**
+ * Helper function calculating adjust pegMultiplier (repeg) cost
+ *
+ * @param market
+ * @param marketIndex
+ * @param newPeg
+ * @returns cost : Precision QUOTE_ASSET_PRECISION
+ */
+export function calculateReserveRebalanceCost(
+	market: Market,
+	marketIndex: BN
+): BN {
+	const netUserPosition = {
+		baseAssetAmount: market.baseAssetAmount,
+		lastCumulativeFundingRate: market.amm.cumulativeFundingRate,
+		marketIndex: new BN(marketIndex),
+		quoteAssetAmount: new BN(0),
+		openOrders: ZERO,
+	};
+
+	const currentValue = calculateBaseAssetValue(market, netUserPosition);
+	netUserPosition.quoteAssetAmount = currentValue;
+	const prevMarketPrice = calculateMarkPrice(market);
+	const marketNewPeg = Object.assign({}, market);
+	marketNewPeg.amm = Object.assign({}, market.amm);
+
+	// const marketNewPeg = JSON.parse(JSON.stringify(market));
+	const newPeg = calculateTerminalPrice(market)
+		.mul(PEG_PRECISION)
+		.div(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:',
+		convertToNumber(newQuoteReserve, AMM_RESERVE_PRECISION),
+		'base:',
+		convertToNumber(newBaseReserve, 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',
+		convertToNumber(prevMarketPrice),
+		'to',
+		convertToNumber(calculateMarkPrice(marketNewPeg))
+	);
+
+	const cost = calculatePositionPNL(marketNewPeg, netUserPosition);
+
+	return cost;
+}
+
+export function calculateBudgetedK(market: Market, cost: BN): [BN, BN] {
+	// 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 BN(-1));
+
+	const numer1 = y.mul(d).mul(Q).div(AMM_RESERVE_PRECISION).div(PEG_PRECISION);
+	const numer2 = C.mul(x.add(d)).div(QUOTE_PRECISION);
+	const denom1 = C.mul(x)
+		.mul(x.add(d))
+		.div(AMM_RESERVE_PRECISION)
+		.div(QUOTE_PRECISION);
+	const denom2 = y
+		.mul(d)
+		.mul(d)
+		.mul(Q)
+		.div(AMM_RESERVE_PRECISION)
+		.div(AMM_RESERVE_PRECISION)
+		.div(PEG_PRECISION);
+
+	const numerator = d
+		.mul(numer1.add(numer2))
+		.div(AMM_RESERVE_PRECISION)
+		.div(AMM_RESERVE_PRECISION)
+		.div(AMM_TO_QUOTE_PRECISION_RATIO);
+	const denominator = denom1
+		.add(denom2)
+		.div(AMM_RESERVE_PRECISION)
+		.div(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];
+}
+
+export function calculateBudgetedPeg(market: Market, cost: BN): BN {
+	// 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 BN(-1));
+
+	const deltaQuoteAssetReserves = y.sub(k.div(x.add(d)));
+	const deltaPegMultiplier = C.mul(MARK_PRICE_PRECISION).div(
+		deltaQuoteAssetReserves.div(AMM_TO_QUOTE_PRECISION_RATIO)
+	);
+	// .mul(PEG_PRECISION)
+	// .div(QUOTE_PRECISION);
+	console.log(
+		Q.toNumber(),
+		'change by',
+		deltaPegMultiplier.toNumber() / MARK_PRICE_PRECISION.toNumber()
+	);
+	const newPeg = Q.sub(
+		deltaPegMultiplier.mul(PEG_PRECISION).div(MARK_PRICE_PRECISION)
+	);
+
+	return newPeg;
+}

package/src/oracles/pythClient.ts

@@ -28,7 +28,7 @@ export class PythClient {
 	): Promise<OraclePriceData> {
 		const priceData = parsePriceData(buffer);
 		return {
-			price: convertPythPrice(priceData.price, priceData.exponent),
+			price: convertPythPrice(priceData.aggregate.price, priceData.exponent),
 			slot: new BN(priceData.lastSlot.toString()),
 			confidence: convertPythPrice(priceData.confidence, priceData.exponent),
 			twap: convertPythPrice(priceData.twap.value, priceData.exponent),

package/src/orderParams.ts

@@ -17,7 +17,8 @@ export function getLimitOrderParams(
 	referrer = false,
 	userOrderId = 0,
 	postOnly = false,
-	oraclePriceOffset = ZERO
+	oraclePriceOffset = ZERO,
+	immediateOrCancel = false
 ): OrderParams {
 	return {
 		orderType: OrderType.LIMIT,
@@ -29,7 +30,7 @@ export function getLimitOrderParams(
 		price,
 		reduceOnly,
 		postOnly,
-		immediateOrCancel: false,
+		immediateOrCancel,
 		positionLimit: ZERO,
 		padding0: true,
 		padding1: ZERO,

package/src/accounts/bulkAccountLoader.js

@@ -1,180 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-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 fiveMinutes = 5 * 60 * 1000;
-class BulkAccountLoader {
-    constructor(connection, commitment, pollingFrequency) {
-        this.accountsToLoad = new Map();
-        this.accountData = new Map();
-        this.errorCallbacks = new Map();
-        this.loggingEnabled = false;
-        this.lastUpdate = Date.now();
-        this.connection = connection;
-        this.commitment = commitment;
-        this.pollingFrequency = pollingFrequency;
-    }
-    addAccount(publicKey, callback) {
-        const existingSize = this.accountsToLoad.size;
-        const callbackId = (0, uuid_1.v4)();
-        const existingAccountToLoad = this.accountsToLoad.get(publicKey.toString());
-        if (existingAccountToLoad) {
-            existingAccountToLoad.callbacks.set(callbackId, callback);
-        }
-        else {
-            const callbacks = new Map();
-            callbacks.set(callbackId, callback);
-            const newAccountToLoad = {
-                publicKey,
-                callbacks,
-            };
-            this.accountsToLoad.set(publicKey.toString(), newAccountToLoad);
-        }
-        if (existingSize === 0) {
-            this.startPolling();
-        }
-        // if a new account needs to be polled, remove the cached loadPromise in case client calls load immediately after
-        this.loadPromise = undefined;
-        return callbackId;
-    }
-    removeAccount(publicKey, callbackId) {
-        const existingAccountToLoad = this.accountsToLoad.get(publicKey.toString());
-        if (existingAccountToLoad) {
-            existingAccountToLoad.callbacks.delete(callbackId);
-            if (existingAccountToLoad.callbacks.size === 0) {
-                this.accountsToLoad.delete(existingAccountToLoad.publicKey.toString());
-            }
-        }
-        if (this.accountsToLoad.size === 0) {
-            this.stopPolling();
-        }
-    }
-    addErrorCallbacks(callback) {
-        const callbackId = (0, uuid_1.v4)();
-        this.errorCallbacks.set(callbackId, callback);
-        return callbackId;
-    }
-    removeErrorCallbacks(callbackId) {
-        this.errorCallbacks.delete(callbackId);
-    }
-    chunks(array, size) {
-        return new Array(Math.ceil(array.length / size))
-            .fill(null)
-            .map((_, index) => index * size)
-            .map((begin) => array.slice(begin, begin + size));
-    }
-    async load() {
-        if (this.loadPromise) {
-            return this.loadPromise;
-        }
-        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);
-            await Promise.all(chunks.map((chunk) => {
-                return this.loadChunk(chunk);
-            }));
-        }
-        catch (e) {
-            console.error(`Error in bulkAccountLoader.load()`);
-            console.error(e);
-            for (const [_, callback] of this.errorCallbacks) {
-                callback(e);
-            }
-        }
-        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 web3_js_1.Connection(
-                // @ts-ignore
-                this.connection._rpcEndpoint, this.connection.commitment);
-            }
-        }
-    }
-    async loadChunk(accountsToLoad) {
-        if (accountsToLoad.length === 0) {
-            return;
-        }
-        const args = [
-            accountsToLoad.map((accountToLoad) => {
-                return accountToLoad.publicKey.toBase58();
-            }),
-            { commitment: this.commitment },
-        ];
-        // @ts-ignore
-        const rpcResponse = await this.connection._rpcRequest('getMultipleAccounts', args);
-        const newSlot = rpcResponse.result.context.slot;
-        for (const i in accountsToLoad) {
-            const accountToLoad = accountsToLoad[i];
-            const key = accountToLoad.publicKey.toString();
-            const oldRPCResponse = this.accountData.get(key);
-            let newBuffer = undefined;
-            if (rpcResponse.result.value[i]) {
-                const raw = rpcResponse.result.value[i].data[0];
-                const dataType = rpcResponse.result.value[i].data[1];
-                newBuffer = Buffer.from(raw, dataType);
-            }
-            if (!oldRPCResponse) {
-                this.accountData.set(key, {
-                    slot: newSlot,
-                    buffer: newBuffer,
-                });
-                this.handleAccountCallbacks(accountToLoad, newBuffer);
-                this.lastUpdate = Date.now();
-                continue;
-            }
-            if (newSlot <= oldRPCResponse.slot) {
-                continue;
-            }
-            const oldBuffer = oldRPCResponse.buffer;
-            if (newBuffer && (!oldBuffer || !newBuffer.equals(oldBuffer))) {
-                this.accountData.set(key, {
-                    slot: newSlot,
-                    buffer: newBuffer,
-                });
-                this.handleAccountCallbacks(accountToLoad, newBuffer);
-                this.lastUpdate = Date.now();
-            }
-        }
-    }
-    handleAccountCallbacks(accountToLoad, buffer) {
-        for (const [_, callback] of accountToLoad.callbacks) {
-            callback(buffer);
-        }
-    }
-    getAccountData(publicKey) {
-        const accountData = this.accountData.get(publicKey.toString());
-        return accountData === null || accountData === void 0 ? void 0 : accountData.buffer;
-    }
-    startPolling() {
-        if (this.intervalId) {
-            return;
-        }
-        if (this.loggingEnabled) {
-            console.log(`startPolling`);
-        }
-        this.intervalId = setInterval(this.load.bind(this), this.pollingFrequency);
-    }
-    stopPolling() {
-        if (this.intervalId) {
-            clearInterval(this.intervalId);
-            this.intervalId = undefined;
-            if (this.loggingEnabled) {
-                console.log(`stopPolling`);
-            }
-        }
-    }
-}
-exports.BulkAccountLoader = BulkAccountLoader;
-//# sourceMappingURL=bulkAccountLoader.js.map