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

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/tx/retryTxSender.ts

@@ -8,6 +8,7 @@ import {
 	SignatureResult,
 	Transaction,
 	TransactionSignature,
+	Connection,
 } from '@solana/web3.js';
 import { Provider } from '@project-serum/anchor';
 import assert from 'assert';
@@ -24,15 +25,18 @@ export class RetryTxSender implements TxSender {
 	provider: Provider;
 	timeout: number;
 	retrySleep: number;
+	additionalConnections: Connection[];
 
 	public constructor(
 		provider: Provider,
 		timeout?: number,
-		retrySleep?: number
+		retrySleep?: number,
+		additionalConnections = new Array<Connection>()
 	) {
 		this.provider = provider;
 		this.timeout = timeout ?? DEFAULT_TIMEOUT;
 		this.retrySleep = retrySleep ?? DEFAULT_RETRY;
+		this.additionalConnections = additionalConnections;
 	}
 
 	async send(
@@ -54,6 +58,7 @@ export class RetryTxSender implements TxSender {
 
 		const txid: TransactionSignature =
 			await this.provider.connection.sendRawTransaction(rawTransaction, opts);
+		this.sendToAdditionalConnections(rawTransaction, opts);
 
 		let done = false;
 		const resolveReference: ResolveReference = {
@@ -76,6 +81,7 @@ export class RetryTxSender implements TxSender {
 							console.error(e);
 							stopWaiting();
 						});
+					this.sendToAdditionalConnections(rawTransaction, opts);
 				}
 			}
 		})();
@@ -193,4 +199,16 @@ export class RetryTxSender implements TxSender {
 			return result;
 		});
 	}
+
+	sendToAdditionalConnections(rawTx: Buffer, opts: ConfirmOptions): void {
+		this.additionalConnections.map((connection) => {
+			connection.sendRawTransaction(rawTx, opts).catch((e) => {
+				console.error(
+					// @ts-ignore
+					`error sending tx to additional connection ${connection._rpcEndpoint}`
+				);
+				console.error(e);
+			});
+		});
+	}
 }

package/src/accounts/bulkUserSubscription.js

@@ -1,56 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.bulkPollingUserSubscribe = void 0;
-/**
- * @param users
- * @param accountLoader
- */
-async function bulkPollingUserSubscribe(users, accountLoader) {
-    if (users.length === 0) {
-        await accountLoader.load();
-        return;
-    }
-    // Fetch all the accounts first
-    const program = users[0].clearingHouse.program;
-    let userProgramAccounts;
-    let orderProgramAccounts;
-    await Promise.all([
-        (async () => {
-            userProgramAccounts = await program.account.user.all();
-        })(),
-        (async () => {
-            orderProgramAccounts = await program.account.userOrders.all();
-        })(),
-    ]);
-    // Create a map of the authority to keys
-    const authorityToKeys = new Map();
-    const userToAuthority = new Map();
-    for (const userProgramAccount of userProgramAccounts) {
-        const userAccountPublicKey = userProgramAccount.publicKey;
-        const userAccount = userProgramAccount.account;
-        authorityToKeys.set(userAccount.authority.toString(), {
-            user: userAccountPublicKey,
-            userPositions: userAccount.positions,
-            userOrders: undefined,
-        });
-        userToAuthority.set(userAccountPublicKey.toString(), userAccount.authority.toString());
-    }
-    for (const orderProgramAccount of orderProgramAccounts) {
-        const userOrderAccountPublicKey = orderProgramAccount.publicKey;
-        const userOrderAccount = orderProgramAccount.account;
-        const authority = userToAuthority.get(userOrderAccount.user.toString());
-        const userPublicKeys = authorityToKeys.get(authority);
-        userPublicKeys.userOrders = userOrderAccountPublicKey;
-    }
-    await Promise.all(users.map((user) => {
-        // Pull the keys from the authority map so we can skip fetching them in addToAccountLoader
-        const userPublicKeys = authorityToKeys.get(user.authority.toString());
-        return user.accountSubscriber.addToAccountLoader(userPublicKeys);
-    }));
-    await accountLoader.load();
-    await Promise.all(users.map(async (user) => {
-        return user.subscribe();
-    }));
-}
-exports.bulkPollingUserSubscribe = bulkPollingUserSubscribe;
-//# sourceMappingURL=bulkUserSubscription.js.map

package/src/accounts/bulkUserSubscription.js.map

@@ -1 +0,0 @@
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