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

package/src/math/amm.js

@@ -1,285 +0,0 @@
-"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;
-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("..");
-/**
- * Calculates a price given an arbitrary base and quote amount (they must have the same precision)
- *
- * @param baseAssetAmount
- * @param quoteAssetAmount
- * @param peg_multiplier
- * @returns price : Precision MARK_PRICE_PRECISION
- */
-function calculatePrice(baseAssetAmount, quoteAssetAmount, peg_multiplier) {
-    if (baseAssetAmount.abs().lte(numericConstants_1.ZERO)) {
-        return new anchor_1.BN(0);
-    }
-    return quoteAssetAmount
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .mul(peg_multiplier)
-        .div(numericConstants_1.PEG_PRECISION)
-        .div(baseAssetAmount);
-}
-exports.calculatePrice = calculatePrice;
-/**
- * Calculates what the amm reserves would be after swapping a quote or base asset amount.
- *
- * @param amm
- * @param inputAssetType
- * @param swapAmount
- * @param swapDirection
- * @returns quoteAssetReserve and baseAssetReserve after swap. : Precision AMM_RESERVE_PRECISION
- */
-function calculateAmmReservesAfterSwap(amm, inputAssetType, swapAmount, swapDirection) {
-    (0, assert_1.assert)(swapAmount.gte(numericConstants_1.ZERO), 'swapAmount must be greater than 0');
-    let newQuoteAssetReserve;
-    let newBaseAssetReserve;
-    if (inputAssetType === 'quote') {
-        swapAmount = swapAmount
-            .mul(numericConstants_1.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO)
-            .div(amm.pegMultiplier);
-        [newQuoteAssetReserve, newBaseAssetReserve] = calculateSwapOutput(amm.quoteAssetReserve, swapAmount, swapDirection, amm.sqrtK.mul(amm.sqrtK));
-    }
-    else {
-        [newBaseAssetReserve, newQuoteAssetReserve] = calculateSwapOutput(amm.baseAssetReserve, swapAmount, swapDirection, amm.sqrtK.mul(amm.sqrtK));
-    }
-    return [newQuoteAssetReserve, newBaseAssetReserve];
-}
-exports.calculateAmmReservesAfterSwap = calculateAmmReservesAfterSwap;
-/**
- * Helper function calculating constant product curve output. Agnostic to whether input asset is quote or base
- *
- * @param inputAssetReserve
- * @param swapAmount
- * @param swapDirection
- * @param invariant
- * @returns newInputAssetReserve and newOutputAssetReserve after swap. : Precision AMM_RESERVE_PRECISION
- */
-function calculateSwapOutput(inputAssetReserve, swapAmount, swapDirection, invariant) {
-    let newInputAssetReserve;
-    if (swapDirection === types_1.SwapDirection.ADD) {
-        newInputAssetReserve = inputAssetReserve.add(swapAmount);
-    }
-    else {
-        newInputAssetReserve = inputAssetReserve.sub(swapAmount);
-    }
-    const newOutputAssetReserve = invariant.div(newInputAssetReserve);
-    return [newInputAssetReserve, newOutputAssetReserve];
-}
-exports.calculateSwapOutput = calculateSwapOutput;
-/**
- * Translate long/shorting quote/base asset into amm operation
- *
- * @param inputAssetType
- * @param positionDirection
- */
-function getSwapDirection(inputAssetType, positionDirection) {
-    if ((0, types_1.isVariant)(positionDirection, 'long') && inputAssetType === 'base') {
-        return types_1.SwapDirection.REMOVE;
-    }
-    if ((0, types_1.isVariant)(positionDirection, 'short') && inputAssetType === 'quote') {
-        return types_1.SwapDirection.REMOVE;
-    }
-    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
- *
- * @param market
- * @returns cost : Precision MARK_PRICE_PRECISION
- */
-function calculateTerminalPrice(market) {
-    const directionToClose = market.baseAssetAmount.gt(numericConstants_1.ZERO)
-        ? types_1.PositionDirection.SHORT
-        : types_1.PositionDirection.LONG;
-    const [newQuoteAssetReserve, newBaseAssetReserve] = calculateAmmReservesAfterSwap(market.amm, 'base', market.baseAssetAmount.abs(), getSwapDirection('base', directionToClose));
-    const terminalPrice = newQuoteAssetReserve
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .mul(market.amm.pegMultiplier)
-        .div(numericConstants_1.PEG_PRECISION)
-        .div(newBaseAssetReserve);
-    return terminalPrice;
-}
-exports.calculateTerminalPrice = calculateTerminalPrice;
-function calculateMaxBaseAssetAmountToTrade(amm, limit_price) {
-    const invariant = amm.sqrtK.mul(amm.sqrtK);
-    const newBaseAssetReserveSquared = invariant
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .mul(amm.pegMultiplier)
-        .div(limit_price)
-        .div(numericConstants_1.PEG_PRECISION);
-    const newBaseAssetReserve = (0, __1.squareRootBN)(newBaseAssetReserveSquared);
-    if (newBaseAssetReserve.gt(amm.baseAssetReserve)) {
-        return [
-            newBaseAssetReserve.sub(amm.baseAssetReserve),
-            types_1.PositionDirection.SHORT,
-        ];
-    }
-    else if (newBaseAssetReserve.lt(amm.baseAssetReserve)) {
-        return [
-            amm.baseAssetReserve.sub(newBaseAssetReserve),
-            types_1.PositionDirection.LONG,
-        ];
-    }
-    else {
-        console.log('tradeSize Too Small');
-        return [new anchor_1.BN(0), types_1.PositionDirection.LONG];
-    }
-}
-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;
-//# sourceMappingURL=amm.js.map

package/src/math/amm.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"amm.js","sourceRoot":"","sources":["amm.ts"],"names":[],"mappings":";;;AAAA,kDAA2C;AAC3C,oEAQuC;AACvC,yCAAqD;AACrD,oCAMkB;AAClB,6CAA0C;AAC1C,0BAKY;AAEZ;;;;;;;GAOG;AACH,SAAgB,cAAc,CAC7B,eAAmB,EACnB,gBAAoB,EACpB,cAAkB;IAElB,IAAI,eAAe,CAAC,GAAG,EAAE,CAAC,GAAG,CAAC,uBAAI,CAAC,EAAE;QACpC,OAAO,IAAI,WAAE,CAAC,CAAC,CAAC,CAAC;KACjB;IAED,OAAO,gBAAgB;SACrB,GAAG,CAAC,uCAAoB,CAAC;SACzB,GAAG,CAAC,cAAc,CAAC;SACnB,GAAG,CAAC,gCAAa,CAAC;SAClB,GAAG,CAAC,eAAe,CAAC,CAAC;AACxB,CAAC;AAdD,wCAcC;AAID;;;;;;;;GAQG;AACH,SAAgB,6BAA6B,CAC5C,GAAQ,EACR,cAAyB,EACzB,UAAc,EACd,aAA4B;IAE5B,IAAA,eAAM,EAAC,UAAU,CAAC,GAAG,CAAC,uBAAI,CAAC,EAAE,mCAAmC,CAAC,CAAC;IAElE,IAAI,oBAAoB,CAAC;IACzB,IAAI,mBAAmB,CAAC;IAExB,IAAI,cAAc,KAAK,OAAO,EAAE;QAC/B,UAAU,GAAG,UAAU;aACrB,GAAG,CAAC,yDAAsC,CAAC;aAC3C,GAAG,CAAC,GAAG,CAAC,aAAa,CAAC,CAAC;QAEzB,CAAC,oBAAoB,EAAE,mBAAmB,CAAC,GAAG,mBAAmB,CAChE,GAAG,CAAC,iBAAiB,EACrB,UAAU,EACV,aAAa,EACb,GAAG,CAAC,KAAK,CAAC,GAAG,CAAC,GAAG,CAAC,KAAK,CAAC,CACxB,CAAC;KACF;SAAM;QACN,CAAC,mBAAmB,EAAE,oBAAoB,CAAC,GAAG,mBAAmB,CAChE,GAAG,CAAC,gBAAgB,EACpB,UAAU,EACV,aAAa,EACb,GAAG,CAAC,KAAK,CAAC,GAAG,CAAC,GAAG,CAAC,KAAK,CAAC,CACxB,CAAC;KACF;IAED,OAAO,CAAC,oBAAoB,EAAE,mBAAmB,CAAC,CAAC;AACpD,CAAC;AAhCD,sEAgCC;AAED;;;;;;;;GAQG;AACH,SAAgB,mBAAmB,CAClC,iBAAqB,EACrB,UAAc,EACd,aAA4B,EAC5B,SAAa;IAEb,IAAI,oBAAoB,CAAC;IACzB,IAAI,aAAa,KAAK,qBAAa,CAAC,GAAG,EAAE;QACxC,oBAAoB,GAAG,iBAAiB,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;KACzD;SAAM;QACN,oBAAoB,GAAG,iBAAiB,CAAC,GAAG,CAAC,UAAU,CAAC,CAAC;KACzD;IACD,MAAM,qBAAqB,GAAG,SAAS,CAAC,GAAG,CAAC,oBAAoB,CAAC,CAAC;IAClE,OAAO,CAAC,oBAAoB,EAAE,qBAAqB,CAAC,CAAC;AACtD,CAAC;AAdD,kDAcC;AAED;;;;;GAKG;AACH,SAAgB,gBAAgB,CAC/B,cAAyB,EACzB,iBAAoC;IAEpC,IAAI,IAAA,iBAAS,EAAC,iBAAiB,EAAE,MAAM,CAAC,IAAI,cAAc,KAAK,MAAM,EAAE;QACtE,OAAO,qBAAa,CAAC,MAAM,CAAC;KAC5B;IAED,IAAI,IAAA,iBAAS,EAAC,iBAAiB,EAAE,OAAO,CAAC,IAAI,cAAc,KAAK,OAAO,EAAE;QACxE,OAAO,qBAAa,CAAC,MAAM,CAAC;KAC5B;IAED,OAAO,qBAAa,CAAC,GAAG,CAAC;AAC1B,CAAC;AAbD,4CAaC;AAED;;;;;;;GAOG;AACH,SAAgB,oBAAoB,CACnC,MAAc,EACd,WAAe,EACf,SAAa,EACb,WAAe;IAEf,MAAM,eAAe,GAAG;QACvB,eAAe,EAAE,MAAM,CAAC,eAAe;QACvC,yBAAyB,EAAE,MAAM,CAAC,GAAG,CAAC,qBAAqB;QAC3D,WAAW,EAAE,IAAI,WAAE,CAAC,WAAW,CAAC;QAChC,gBAAgB,EAAE,IAAI,WAAE,CAAC,CAAC,CAAC;QAC3B,UAAU,EAAE,IAAI,WAAE,CAAC,CAAC,CAAC;KACrB,CAAC;IAEF,MAAM,YAAY,GAAG,IAAA,kCAAuB,EAAC,MAAM,EAAE,eAAe,CAAC,CAAC;IAEtE,MAAM,UAAU,GAAG,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,MAAM,CAAC,CAAC;IAC7C,UAAU,CAAC,GAAG,GAAG,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,MAAM,CAAC,GAAG,CAAC,CAAC;IAE/C,UAAU,CAAC,GAAG,CAAC,gBAAgB,GAAG,MAAM,CAAC,GAAG,CAAC,gBAAgB;SAC3D,GAAG,CAAC,SAAS,CAAC;SACd,GAAG,CAAC,WAAW,CAAC,CAAC;IACnB,UAAU,CAAC,GAAG,CAAC,iBAAiB,GAAG,MAAM,CAAC,GAAG,CAAC,iBAAiB;SAC7D,GAAG,CAAC,SAAS,CAAC;SACd,GAAG,CAAC,WAAW,CAAC,CAAC;IACnB,UAAU,CAAC,GAAG,CAAC,KAAK,GAAG,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC;IAExE,eAAe,CAAC,gBAAgB,GAAG,YAAY,CAAC;IAEhD,MAAM,IAAI,GAAG,IAAA,wBAAoB,EAAC,UAAU,EAAE,eAAe,CAAC,CAAC;IAE/D,MAAM,CAAC,GAAG,gCAAa,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC;IACxD,MAAM,CAAC,GAAG,MAAM,CAAC,GAAG,CAAC,gBAAgB,CAAC;IACtC,MAAM,CAAC,GAAG,MAAM,CAAC,GAAG,CAAC,iBAAiB,CAAC;IACvC,MAAM,KAAK,GAAG,MAAM,CAAC,eAAe,CAAC;IACrC,MAAM,CAAC,GAAG,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC;IAEjD,MAAM,MAAM,GAAG,gCAAa,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,gCAAa,CAAC,CAAC;IAC9D,MAAM,OAAO,GAAG,CAAC;SACf,GAAG,CAAC,CAAC,CAAC;SACN,GAAG,CAAC,CAAC,CAAC;SACN,GAAG,CAAC,gCAAa,CAAC;SAClB,GAAG,CAAC,gCAAa,CAAC;SAClB,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,gCAAa,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,CAAC;IAC9C,MAAM,OAAO,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC,CAAC;IAEpC,MAAM,WAAW,GAAG,OAAO;SACzB,GAAG,CAAC,OAAO,CAAC;SACZ,GAAG,CAAC,MAAM,CAAC;SACX,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,aAAa,CAAC;SAC7B,GAAG,CAAC,yDAAsC,CAAC,CAAC;IAC9C,OAAO,CAAC,GAAG,CAAC,IAAA,mBAAe,EAAC,WAAW,EAAE,kCAAe,CAAC,CAAC,CAAC;IAE3D,mCAAmC;IAEnC,OAAO,IAAI,CAAC;AACb,CAAC;AAxDD,oDAwDC;AAED;;;;;;;GAOG;AACH,SAAgB,kBAAkB,CACjC,MAAc,EACd,WAAe,EACf,MAAU;IAEV,MAAM,eAAe,GAAG;QACvB,eAAe,EAAE,MAAM,CAAC,eAAe;QACvC,yBAAyB,EAAE,MAAM,CAAC,GAAG,CAAC,qBAAqB;QAC3D,WAAW,EAAE,IAAI,WAAE,CAAC,WAAW,CAAC;QAChC,gBAAgB,EAAE,IAAI,WAAE,CAAC,CAAC,CAAC;QAC3B,UAAU,EAAE,IAAI,WAAE,CAAC,CAAC,CAAC;KACrB,CAAC;IAEF,MAAM,YAAY,GAAG,IAAA,kCAAuB,EAAC,MAAM,EAAE,eAAe,CAAC,CAAC;IACtE,eAAe,CAAC,gBAAgB,GAAG,YAAY,CAAC;IAChD,MAAM,eAAe,GAAG,IAAA,sBAAkB,EAAC,MAAM,CAAC,CAAC;IACnD,MAAM,YAAY,GAAG,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,MAAM,CAAC,CAAC;IAC/C,YAAY,CAAC,GAAG,GAAG,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,MAAM,CAAC,GAAG,CAAC,CAAC;IAEjD,2DAA2D;IAC3D,YAAY,CAAC,GAAG,CAAC,aAAa,GAAG,MAAM,CAAC;IAExC,OAAO,CAAC,GAAG,CACV,kBAAkB,EAClB,IAAA,mBAAe,EAAC,eAAe,CAAC,EAChC,IAAI,EACJ,IAAA,mBAAe,EAAC,IAAA,sBAAkB,EAAC,YAAY,CAAC,CAAC,CACjD,CAAC;IAEF,MAAM,IAAI,GAAG,IAAA,wBAAoB,EAAC,YAAY,EAAE,eAAe,CAAC,CAAC;IAEjE,MAAM,CAAC,GAAG,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,KAAK,CAAC,CAAC;IACjD,MAAM,oBAAoB,GAAG,CAAC,CAAC,GAAG,CACjC,MAAM,CAAC,GAAG,CAAC,gBAAgB,CAAC,GAAG,CAAC,eAAe,C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package/src/oracles/pythClient.js

@@ -1,39 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.convertPythPrice = exports.PythClient = void 0;
-const client_1 = require("@pythnetwork/client");
-const anchor_1 = require("@project-serum/anchor");
-const numericConstants_1 = require("../constants/numericConstants");
-class PythClient {
-    constructor(connection) {
-        this.connection = connection;
-    }
-    async getPriceData(pricePublicKey) {
-        const account = await this.connection.getAccountInfo(pricePublicKey);
-        return (0, client_1.parsePriceData)(account.data);
-    }
-    async getOraclePriceData(pricePublicKey) {
-        const accountInfo = await this.connection.getAccountInfo(pricePublicKey);
-        return this.getOraclePriceDataFromBuffer(accountInfo.data);
-    }
-    async getOraclePriceDataFromBuffer(buffer) {
-        const priceData = (0, client_1.parsePriceData)(buffer);
-        return {
-            price: convertPythPrice(priceData.price, priceData.exponent),
-            slot: new anchor_1.BN(priceData.lastSlot.toString()),
-            confidence: convertPythPrice(priceData.confidence, priceData.exponent),
-            twap: convertPythPrice(priceData.twap.value, priceData.exponent),
-            twapConfidence: convertPythPrice(priceData.twac.value, priceData.exponent),
-        };
-    }
-}
-exports.PythClient = PythClient;
-function convertPythPrice(price, exponent) {
-    exponent = Math.abs(exponent);
-    const pythPrecision = numericConstants_1.TEN.pow(new anchor_1.BN(exponent).abs());
-    return new anchor_1.BN(price * Math.pow(10, exponent))
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .div(pythPrecision);
-}
-exports.convertPythPrice = convertPythPrice;
-//# sourceMappingURL=pythClient.js.map

package/src/oracles/pythClient.js.map

@@ -1 +0,0 @@
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