@drift-labs/sdk 0.1.29-master.0 → 0.1.30-master.0

package/lib/accounts/bulkAccountLoader.d.ts

@@ -29,5 +29,6 @@ export declare class BulkAccountLoader {
     getAccountData(publicKey: PublicKey): Buffer | undefined;
     startPolling(): void;
     stopPolling(): void;
+    log(msg: string): void;
 }
 export {};

package/lib/accounts/bulkAccountLoader.js

@@ -29,11 +29,14 @@ class BulkAccountLoader {
     addAccount(publicKey, callback) {
         const existingSize = this.accountsToLoad.size;
         const callbackId = (0, uuid_1.v4)();
+        this.log(`Adding account ${publicKey.toString()} callback id ${callbackId}`);
         const existingAccountToLoad = this.accountsToLoad.get(publicKey.toString());
         if (existingAccountToLoad) {
+            this.log(`account already exists`);
             existingAccountToLoad.callbacks.set(callbackId, callback);
         }
         else {
+            this.log(`account doesn't already exist. creating new callback map`);
             const callbacks = new Map();
             callbacks.set(callbackId, callback);
             const newAccountToLoad = {
@@ -50,6 +53,7 @@ class BulkAccountLoader {
         return callbackId;
     }
     removeAccount(publicKey, callbackId) {
+        this.log(`Removing account ${publicKey.toString()} callback id ${callbackId}`);
         const existingAccountToLoad = this.accountsToLoad.get(publicKey.toString());
         if (existingAccountToLoad) {
             existingAccountToLoad.callbacks.delete(callbackId);
@@ -78,13 +82,16 @@ class BulkAccountLoader {
     load() {
         return __awaiter(this, void 0, void 0, function* () {
             if (this.loadPromise) {
+                this.log(`Load promise exists. Returning early`);
                 return this.loadPromise;
             }
             this.loadPromise = new Promise((resolver) => {
                 this.loadPromiseResolver = resolver;
             });
+            this.log(`Loading`);
             try {
                 const chunks = this.chunks(Array.from(this.accountsToLoad.values()), GET_MULTIPLE_ACCOUNTS_CHUNK_SIZE);
+                this.log(`${chunks.length} chunks`);
                 yield Promise.all(chunks.map((chunk) => {
                     return this.loadChunk(chunk);
                 }));
@@ -95,15 +102,15 @@ class BulkAccountLoader {
                 for (const [_, callback] of this.errorCallbacks) {
                     callback(e);
                 }
+                this.log('finished error callbacks');
             }
             finally {
+                this.log(`resetting load promise`);
                 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.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);
@@ -114,6 +121,7 @@ class BulkAccountLoader {
     loadChunk(accountsToLoad) {
         return __awaiter(this, void 0, void 0, function* () {
             if (accountsToLoad.length === 0) {
+                this.log(`no accounts in chunk`);
                 return;
             }
             const args = [
@@ -125,8 +133,8 @@ 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));
+            if (oneMinuteSinceLastUpdate) {
+                this.log('rpcResponse ' + JSON.stringify(rpcResponse));
             }
             const newSlot = rpcResponse.result.context.slot;
             for (const i in accountsToLoad) {
@@ -139,10 +147,11 @@ class BulkAccountLoader {
                     const dataType = rpcResponse.result.value[i].data[1];
                     newBuffer = Buffer.from(raw, dataType);
                 }
-                if (this.loggingEnabled && oneMinuteSinceLastUpdate) {
-                    console.log('oldRPCResponse', oldRPCResponse);
+                if (oneMinuteSinceLastUpdate) {
+                    this.log('oldRPCResponse' + oldRPCResponse);
                 }
                 if (!oldRPCResponse) {
+                    this.log('No old rpc response, updating account data');
                     this.accountData.set(key, {
                         slot: newSlot,
                         buffer: newBuffer,
@@ -152,10 +161,12 @@ class BulkAccountLoader {
                     continue;
                 }
                 if (newSlot <= oldRPCResponse.slot) {
+                    this.log(`new slot ${newSlot} old slot ${oldRPCResponse.slot}`);
                     continue;
                 }
                 const oldBuffer = oldRPCResponse.buffer;
                 if (newBuffer && (!oldBuffer || !newBuffer.equals(oldBuffer))) {
+                    this.log('new buffer, updating account data');
                     this.accountData.set(key, {
                         slot: newSlot,
                         buffer: newBuffer,
@@ -163,13 +174,21 @@ class BulkAccountLoader {
                     this.handleAccountCallbacks(accountToLoad, newBuffer);
                     this.lastUpdate = Date.now();
                 }
+                else {
+                    this.log('unable to update account for newest slot');
+                    this.log('oldBuffer ' + oldBuffer);
+                    this.log('newBuffer ' + newBuffer);
+                    this.log('buffers equal ' + newBuffer.equals(oldBuffer));
+                }
             }
         });
     }
     handleAccountCallbacks(accountToLoad, buffer) {
+        this.log('handling account callbacks');
         for (const [_, callback] of accountToLoad.callbacks) {
             callback(buffer);
         }
+        this.log('finished account callbacks');
     }
     getAccountData(publicKey) {
         const accountData = this.accountData.get(publicKey.toString());
@@ -179,18 +198,19 @@ class BulkAccountLoader {
         if (this.intervalId) {
             return;
         }
-        if (this.loggingEnabled) {
-            console.log(`startPolling`);
-        }
+        this.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`);
-            }
+            this.log('stopPolling');
+        }
+    }
+    log(msg) {
+        if (this.loggingEnabled) {
+            console.log(msg);
         }
     }
 }

package/lib/clearingHouse.d.ts

@@ -1,7 +1,7 @@
 /// <reference types="node" />
 /// <reference types="bn.js" />
 import { BN, Program, Provider } from '@project-serum/anchor';
-import { MarketsAccount, StateAccount, DepositHistoryAccount, FundingPaymentHistoryAccount, FundingRateHistoryAccount, IWallet, LiquidationHistoryAccount, PositionDirection, TradeHistoryAccount, UserAccount, Market, OrderHistoryAccount, OrderStateAccount, OrderParams, Order, ExtendedCurveHistoryAccount } from './types';
+import { MarketsAccount, StateAccount, DepositHistoryAccount, FundingPaymentHistoryAccount, FundingRateHistoryAccount, IWallet, LiquidationHistoryAccount, PositionDirection, TradeHistoryAccount, UserAccount, Market, OrderHistoryAccount, OrderStateAccount, OrderParams, Order, ExtendedCurveHistoryAccount, UserPositionsAccount } from './types';
 import { Connection, PublicKey, TransactionSignature, Keypair, ConfirmOptions, TransactionInstruction } from '@solana/web3.js';
 import { MockUSDCFaucet } from './mockUSDCFaucet';
 import { EventEmitter } from 'events';
@@ -127,6 +127,8 @@ export declare class ClearingHouse {
     getCancelOrderIx(orderId: BN, oracle?: PublicKey): Promise<TransactionInstruction>;
     cancelOrderByUserId(userOrderId: number, oracle?: PublicKey): Promise<TransactionSignature>;
     getCancelOrderByUserIdIx(userOrderId: number, oracle?: PublicKey): Promise<TransactionInstruction>;
+    cancelAllOrders(oracles?: PublicKey[]): Promise<TransactionSignature>;
+    getCancelAllOrdersIx(oracles: PublicKey[]): Promise<TransactionInstruction>;
     fillOrder(userAccountPublicKey: PublicKey, userOrdersAccountPublicKey: PublicKey, order: Order): Promise<TransactionSignature>;
     getFillOrderIx(userAccountPublicKey: PublicKey, userOrdersAccountPublicKey: PublicKey, order: Order): Promise<TransactionInstruction>;
     initializeUserOrdersThenPlaceAndFillOrder(orderParams: OrderParams, discountToken?: PublicKey, referrer?: PublicKey): Promise<TransactionSignature>;
@@ -141,6 +143,7 @@ export declare class ClearingHouse {
      */
     closePosition(marketIndex: BN, discountToken?: PublicKey, referrer?: PublicKey): Promise<TransactionSignature>;
     getClosePositionIx(marketIndex: BN, discountToken?: PublicKey, referrer?: PublicKey): Promise<TransactionInstruction>;
+    closeAllPositions(userPositionsAccount: UserPositionsAccount, discountToken?: PublicKey, referrer?: PublicKey): Promise<TransactionSignature>;
     liquidate(liquidateeUserAccountPublicKey: PublicKey): Promise<TransactionSignature>;
     getLiquidateIx(liquidateeUserAccountPublicKey: PublicKey): Promise<TransactionInstruction>;
     updateFundingRate(oracle: PublicKey, marketIndex: BN): Promise<TransactionSignature>;

package/lib/clearingHouse.js

@@ -634,6 +634,42 @@ class ClearingHouse {
             });
         });
     }
+    cancelAllOrders(oracles) {
+        return __awaiter(this, void 0, void 0, function* () {
+            return yield this.txSender.send((0, utils_1.wrapInTx)(yield this.getCancelAllOrdersIx(oracles)), [], this.opts);
+        });
+    }
+    getCancelAllOrdersIx(oracles) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const userAccountPublicKey = yield this.getUserAccountPublicKey();
+            const userAccount = yield this.getUserAccount();
+            const state = this.getStateAccount();
+            const orderState = this.getOrderStateAccount();
+            const remainingAccounts = [];
+            for (const oracle of oracles) {
+                remainingAccounts.push({
+                    pubkey: oracle,
+                    isWritable: false,
+                    isSigner: false,
+                });
+            }
+            return yield this.program.instruction.cancelAllOrders({
+                accounts: {
+                    state: yield this.getStatePublicKey(),
+                    user: userAccountPublicKey,
+                    authority: this.wallet.publicKey,
+                    markets: state.markets,
+                    userOrders: yield this.getUserOrdersAccountPublicKey(),
+                    userPositions: userAccount.positions,
+                    fundingPaymentHistory: state.fundingPaymentHistory,
+                    fundingRateHistory: state.fundingRateHistory,
+                    orderState: yield this.getOrderStatePublicKey(),
+                    orderHistory: orderState.orderHistory,
+                },
+                remainingAccounts,
+            });
+        });
+    }
     fillOrder(userAccountPublicKey, userOrdersAccountPublicKey, order) {
         return __awaiter(this, void 0, void 0, function* () {
             return yield this.txSender.send((0, utils_1.wrapInTx)(yield this.getFillOrderIx(userAccountPublicKey, userOrdersAccountPublicKey, order)), [], this.opts);
@@ -801,6 +837,19 @@ class ClearingHouse {
             });
         });
     }
+    closeAllPositions(userPositionsAccount, discountToken, referrer) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const ixs = [];
+            for (const userPosition of userPositionsAccount.positions) {
+                if (userPosition.baseAssetAmount.eq(numericConstants_1.ZERO)) {
+                    continue;
+                }
+                ixs.push(yield this.getClosePositionIx(userPosition.marketIndex, discountToken, referrer));
+            }
+            const tx = new web3_js_1.Transaction().add(...ixs);
+            return this.txSender.send(tx, [], this.opts);
+        });
+    }
     liquidate(liquidateeUserAccountPublicKey) {
         return __awaiter(this, void 0, void 0, function* () {
             return this.txSender.send((0, utils_1.wrapInTx)(yield this.getLiquidateIx(liquidateeUserAccountPublicKey)), [], this.opts);

package/lib/constants/markets.js

@@ -177,6 +177,17 @@ exports.Markets = [
         launchTs: 1648607439000,
         oracleSource: __1.OracleSource.PYTH,
     },
+    {
+        fullName: 'Near',
+        category: ['L1', 'Infra'],
+        symbol: 'NEAR-PERP',
+        baseAssetSymbol: 'NEAR',
+        marketIndex: new __1.BN(16),
+        devnetPublicKey: '3gnSbT7bhoTdGkFVZc1dW1PvjreWzpUNUD5ppXwv1N59',
+        mainnetPublicKey: 'ECSFWQ1bnnpqPVvoy9237t2wddZAaHisW88mYxuEHKWf',
+        launchTs: 1649105516000,
+        oracleSource: __1.OracleSource.PYTH,
+    },
     // {
     // 	symbol: 'mSOL-PERP',
     // 	baseAssetSymbol: 'mSOL',

package/lib/idl/clearing_house.json

@@ -677,6 +677,57 @@
                 }
             ]
         },
+        {
+            "name": "cancelAllOrders",
+            "accounts": [
+                {
+                    "name": "state",
+                    "isMut": false,
+                    "isSigner": false
+                },
+                {
+                    "name": "orderState",
+                    "isMut": false,
+                    "isSigner": false
+                },
+                {
+                    "name": "user",
+                    "isMut": false,
+                    "isSigner": false
+                },
+                {
+                    "name": "authority",
+                    "isMut": false,
+                    "isSigner": true
+                },
+                {
+                    "name": "markets",
+                    "isMut": false,
+                    "isSigner": false
+                },
+                {
+                    "name": "userPositions",
+                    "isMut": true,
+                    "isSigner": false
+                },
+                {
+                    "name": "userOrders",
+                    "isMut": true,
+                    "isSigner": false
+                },
+                {
+                    "name": "fundingPaymentHistory",
+                    "isMut": true,
+                    "isSigner": false
+                },
+                {
+                    "name": "orderHistory",
+                    "isMut": true,
+                    "isSigner": false
+                }
+            ],
+            "args": []
+        },
         {
             "name": "expireOrders",
             "accounts": [
@@ -1444,6 +1495,11 @@
                     "isMut": true,
                     "isSigner": false
                 },
+                {
+                    "name": "userOrders",
+                    "isMut": true,
+                    "isSigner": false
+                },
                 {
                     "name": "authority",
                     "isMut": false,
@@ -3236,8 +3292,8 @@
                         "type": "u128"
                     },
                     {
-                        "name": "padding1",
-                        "type": "u64"
+                        "name": "netRevenueSinceLastFunding",
+                        "type": "i64"
                     },
                     {
                         "name": "padding2",
@@ -4244,6 +4300,11 @@
             "code": 6060,
             "name": "CantExpireOrders",
             "msg": "CantExpireOrders"
+        },
+        {
+            "code": 6061,
+            "name": "InvalidRepegPriceImpact",
+            "msg": "AMM repeg mark price impact vs oracle too large"
         }
     ]
 }

package/lib/index.d.ts

@@ -28,6 +28,7 @@ export * from './math/position';
 export * from './math/amm';
 export * from './math/trade';
 export * from './math/orders';
+export * from './math/repeg';
 export * from './orders';
 export * from './orderParams';
 export * from './wallet';

package/lib/index.js

@@ -47,6 +47,7 @@ __exportStar(require("./math/position"), exports);
 __exportStar(require("./math/amm"), exports);
 __exportStar(require("./math/trade"), exports);
 __exportStar(require("./math/orders"), exports);
+__exportStar(require("./math/repeg"), exports);
 __exportStar(require("./orders"), exports);
 __exportStar(require("./orderParams"), exports);
 __exportStar(require("./wallet"), exports);

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
  *
@@ -64,5 +46,3 @@ export declare function calculateRepegCost(market: Market, marketIndex: BN, newP
  */
 export declare function calculateTerminalPrice(market: Market): BN;
 export declare function calculateMaxBaseAssetAmountToTrade(amm: AMM, limit_price: BN): [BN, PositionDirection];
-export declare function calculateBudgetedK(market: Market, cost: BN): [BN, BN];
-export declare function calculateBudgetedPeg(market: Market, cost: BN): BN;

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.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
  *
@@ -219,66 +132,3 @@ function calculateMaxBaseAssetAmountToTrade(amm, limit_price) {
     }
 }
 exports.calculateMaxBaseAssetAmountToTrade = calculateMaxBaseAssetAmountToTrade;
-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(numericConstants_1.PEG_PRECISION)
-        .div(numericConstants_1.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/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;