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

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": [

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

@@ -46,5 +46,3 @@ export declare function getSwapDirection(inputAssetType: AssetType, positionDire
  */
 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

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateBudgetedPeg = exports.calculateBudgetedK = exports.calculateMaxBaseAssetAmountToTrade = exports.calculateTerminalPrice = 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 types_1 = require("../types");
@@ -132,66 +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/oracles/pythClient.js

@@ -33,7 +33,7 @@ class PythClient {
         return __awaiter(this, void 0, void 0, function* () {
             const priceData = (0, client_1.parsePriceData)(buffer);
             return {
-                price: convertPythPrice(priceData.price, priceData.exponent),
+                price: convertPythPrice(priceData.aggregate.price, priceData.exponent),
                 slot: new anchor_1.BN(priceData.lastSlot.toString()),
                 confidence: convertPythPrice(priceData.confidence, priceData.exponent),
                 twap: convertPythPrice(priceData.twap.value, priceData.exponent),

package/lib/orderParams.d.ts

@@ -1,7 +1,7 @@
 /// <reference types="bn.js" />
 import { OrderParams, OrderTriggerCondition, PositionDirection } from './types';
 import { BN } from '@project-serum/anchor';
-export declare function getLimitOrderParams(marketIndex: BN, direction: PositionDirection, baseAssetAmount: BN, price: BN, reduceOnly: boolean, discountToken?: boolean, referrer?: boolean, userOrderId?: number, postOnly?: boolean, oraclePriceOffset?: BN): OrderParams;
+export declare function getLimitOrderParams(marketIndex: BN, direction: PositionDirection, baseAssetAmount: BN, price: BN, reduceOnly: boolean, discountToken?: boolean, referrer?: boolean, userOrderId?: number, postOnly?: boolean, oraclePriceOffset?: BN, immediateOrCancel?: boolean): OrderParams;
 export declare function getTriggerMarketOrderParams(marketIndex: BN, direction: PositionDirection, baseAssetAmount: BN, triggerPrice: BN, triggerCondition: OrderTriggerCondition, reduceOnly: boolean, discountToken?: boolean, referrer?: boolean, userOrderId?: number): OrderParams;
 export declare function getTriggerLimitOrderParams(marketIndex: BN, direction: PositionDirection, baseAssetAmount: BN, price: BN, triggerPrice: BN, triggerCondition: OrderTriggerCondition, reduceOnly: boolean, discountToken?: boolean, referrer?: boolean, userOrderId?: number): OrderParams;
 export declare function getMarketOrderParams(marketIndex: BN, direction: PositionDirection, quoteAssetAmount: BN, baseAssetAmount: BN, reduceOnly: boolean, price?: BN, discountToken?: boolean, referrer?: boolean): OrderParams;

package/lib/orderParams.js

@@ -3,7 +3,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.getMarketOrderParams = exports.getTriggerLimitOrderParams = exports.getTriggerMarketOrderParams = exports.getLimitOrderParams = void 0;
 const types_1 = require("./types");
 const numericConstants_1 = require("./constants/numericConstants");
-function getLimitOrderParams(marketIndex, direction, baseAssetAmount, price, reduceOnly, discountToken = false, referrer = false, userOrderId = 0, postOnly = false, oraclePriceOffset = numericConstants_1.ZERO) {
+function getLimitOrderParams(marketIndex, direction, baseAssetAmount, price, reduceOnly, discountToken = false, referrer = false, userOrderId = 0, postOnly = false, oraclePriceOffset = numericConstants_1.ZERO, immediateOrCancel = false) {
     return {
         orderType: types_1.OrderType.LIMIT,
         userOrderId,
@@ -14,7 +14,7 @@ function getLimitOrderParams(marketIndex, direction, baseAssetAmount, price, red
         price,
         reduceOnly,
         postOnly,
-        immediateOrCancel: false,
+        immediateOrCancel,
         positionLimit: numericConstants_1.ZERO,
         padding0: true,
         padding1: numericConstants_1.ZERO,

package/package.json

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

package/src/clearingHouse.ts

@@ -21,6 +21,7 @@ import {
 	OrderParams,
 	Order,
 	ExtendedCurveHistoryAccount,
+	UserPositionsAccount,
 } from './types';
 import * as anchor from '@project-serum/anchor';
 import clearingHouseIDL from './idl/clearing_house.json';
@@ -922,6 +923,51 @@ export class ClearingHouse {
 		});
 	}
 
+	public async cancelAllOrders(
+		oracles?: PublicKey[]
+	): Promise<TransactionSignature> {
+		return await this.txSender.send(
+			wrapInTx(await this.getCancelAllOrdersIx(oracles)),
+			[],
+			this.opts
+		);
+	}
+
+	public async getCancelAllOrdersIx(
+		oracles: PublicKey[]
+	): Promise<TransactionInstruction> {
+		const userAccountPublicKey = await this.getUserAccountPublicKey();
+		const userAccount = await 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 await this.program.instruction.cancelAllOrders({
+			accounts: {
+				state: await this.getStatePublicKey(),
+				user: userAccountPublicKey,
+				authority: this.wallet.publicKey,
+				markets: state.markets,
+				userOrders: await this.getUserOrdersAccountPublicKey(),
+				userPositions: userAccount.positions,
+				fundingPaymentHistory: state.fundingPaymentHistory,
+				fundingRateHistory: state.fundingRateHistory,
+				orderState: await this.getOrderStatePublicKey(),
+				orderHistory: orderState.orderHistory,
+			},
+			remainingAccounts,
+		});
+	}
+
 	public async fillOrder(
 		userAccountPublicKey: PublicKey,
 		userOrdersAccountPublicKey: PublicKey,
@@ -1160,6 +1206,31 @@ export class ClearingHouse {
 		);
 	}
 
+	public async closeAllPositions(
+		userPositionsAccount: UserPositionsAccount,
+		discountToken?: PublicKey,
+		referrer?: PublicKey
+	): Promise<TransactionSignature> {
+		const ixs: TransactionInstruction[] = [];
+		for (const userPosition of userPositionsAccount.positions) {
+			if (userPosition.baseAssetAmount.eq(ZERO)) {
+				continue;
+			}
+
+			ixs.push(
+				await this.getClosePositionIx(
+					userPosition.marketIndex,
+					discountToken,
+					referrer
+				)
+			);
+		}
+
+		const tx = new Transaction().add(...ixs);
+
+		return this.txSender.send(tx, [], this.opts);
+	}
+
 	public async liquidate(
 		liquidateeUserAccountPublicKey: PublicKey
 	): Promise<TransactionSignature> {

package/src/constants/markets.ts

@@ -187,6 +187,17 @@ export const Markets: MarketConfig[] = [
 		launchTs: 1648607439000,
 		oracleSource: OracleSource.PYTH,
 	},
+	{
+		fullName: 'Near',
+		category: ['L1', 'Infra'],
+		symbol: 'NEAR-PERP',
+		baseAssetSymbol: 'NEAR',
+		marketIndex: new BN(16),
+		devnetPublicKey: '3gnSbT7bhoTdGkFVZc1dW1PvjreWzpUNUD5ppXwv1N59',
+		mainnetPublicKey: 'ECSFWQ1bnnpqPVvoy9237t2wddZAaHisW88mYxuEHKWf',
+		launchTs: 1649105516000,
+		oracleSource: OracleSource.PYTH,
+	},
 	// {
 	// 	symbol: 'mSOL-PERP',
 	// 	baseAssetSymbol: 'mSOL',

package/src/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": [

package/src/index.ts

@@ -29,6 +29,7 @@ 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/src/math/amm.ts

@@ -2,11 +2,8 @@ import { BN } from '@project-serum/anchor';
 import {
 	AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO,
 	MARK_PRICE_PRECISION,
-	AMM_RESERVE_PRECISION,
 	PEG_PRECISION,
 	ZERO,
-	AMM_TO_QUOTE_PRECISION_RATIO,
-	QUOTE_PRECISION,
 } from '../constants/numericConstants';
 import {
 	AMM,
@@ -190,86 +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/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,