@drift-labs/sdk 0.1.30-master.0 → 0.1.30-master.3

package/src/accounts/webSocketClearingHouseAccountSubscriber.js.map

@@ -1 +0,0 @@
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package/src/assert/assert.js

@@ -1,10 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.assert = void 0;
-function assert(condition, error) {
-    if (!condition) {
-        throw new Error(error || 'Unspecified AssertionError');
-    }
-}
-exports.assert = assert;
-//# sourceMappingURL=assert.js.map

package/src/assert/assert.js.map

@@ -1 +0,0 @@
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package/src/constants/markets.js

@@ -1,167 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.Markets = void 0;
-const __1 = require("../");
-exports.Markets = [
-    {
-        fullName: 'Solana',
-        category: ['L1', 'Infra'],
-        symbol: 'SOL-PERP',
-        baseAssetSymbol: 'SOL',
-        marketIndex: new __1.BN(0),
-        devnetPublicKey: 'J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix',
-        mainnetPublicKey: 'H6ARHf6YXhGYeQfUzQNGk6rDNnLBQKrenN712K4AQJEG',
-        launchTs: 1635209696886,
-        oracleSource: __1.OracleSource.PYTH,
-    },
-    {
-        fullName: 'Bitcoin',
-        category: ['L1', 'Payment'],
-        symbol: 'BTC-PERP',
-        baseAssetSymbol: 'BTC',
-        marketIndex: new __1.BN(1),
-        devnetPublicKey: 'HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J',
-        mainnetPublicKey: 'GVXRSBjFk6e6J3NbVPXohDJetcTjaeeuykUpbQF8UoMU',
-        launchTs: 1637691088868,
-        oracleSource: __1.OracleSource.PYTH,
-    },
-    {
-        fullName: 'Ethereum',
-        category: ['L1', 'Infra'],
-        symbol: 'ETH-PERP',
-        baseAssetSymbol: 'ETH',
-        marketIndex: new __1.BN(2),
-        devnetPublicKey: 'EdVCmQ9FSPcVe5YySXDPCRmc8aDQLKJ9xvYBMZPie1Vw',
-        mainnetPublicKey: 'JBu1AL4obBcCMqKBBxhpWCNUt136ijcuMZLFvTP7iWdB',
-        launchTs: 1637691133472,
-        oracleSource: __1.OracleSource.PYTH,
-    },
-    {
-        fullName: 'Terra',
-        category: ['L1', 'Infra'],
-        symbol: 'LUNA-PERP',
-        baseAssetSymbol: 'LUNA',
-        marketIndex: new __1.BN(3),
-        devnetPublicKey: '8PugCXTAHLM9kfLSQWe2njE5pzAgUdpPk3Nx5zSm7BD3',
-        mainnetPublicKey: '5bmWuR1dgP4avtGYMNKLuxumZTVKGgoN2BCMXWDNL9nY',
-        launchTs: 1638821738525,
-        oracleSource: __1.OracleSource.PYTH,
-    },
-    {
-        symbol: 'AVAX-PERP',
-        category: ['L1', 'Infra'],
-        baseAssetSymbol: 'AVAX',
-        marketIndex: new __1.BN(4),
-        devnetPublicKey: 'FVb5h1VmHPfVb1RfqZckchq18GxRv4iKt8T4eVTQAqdz',
-        mainnetPublicKey: 'Ax9ujW5B9oqcv59N8m6f1BpTBq2rGeGaBcpKjC5UYsXU',
-        launchTs: 1639092501080,
-        oracleSource: __1.OracleSource.PYTH,
-    },
-    {
-        fullName: 'Binance Coin',
-        symbol: 'BNB-PERP',
-        category: ['L1', 'Exchange'],
-        baseAssetSymbol: 'BNB',
-        marketIndex: new __1.BN(5),
-        devnetPublicKey: 'GwzBgrXb4PG59zjce24SF2b9JXbLEjJJTBkmytuEZj1b',
-        mainnetPublicKey: '4CkQJBxhU8EZ2UjhigbtdaPbpTe6mqf811fipYBFbSYN',
-        launchTs: 1639523193012,
-        oracleSource: __1.OracleSource.PYTH,
-    },
-    {
-        fullName: 'Polygon',
-        category: ['L1', 'Infra'],
-        symbol: 'MATIC-PERP',
-        baseAssetSymbol: 'MATIC',
-        marketIndex: new __1.BN(6),
-        devnetPublicKey: 'FBirwuDFuRAu4iSGc7RGxN5koHB7EJM1wbCmyPuQoGur',
-        mainnetPublicKey: '7KVswB9vkCgeM3SHP7aGDijvdRAHK8P5wi9JXViCrtYh',
-        launchTs: 1641488603564,
-        oracleSource: __1.OracleSource.PYTH,
-    },
-    {
-        fullName: 'Cosmos',
-        category: ['L1', 'Infra'],
-        symbol: 'ATOM-PERP',
-        baseAssetSymbol: 'ATOM',
-        marketIndex: new __1.BN(7),
-        devnetPublicKey: '7YAze8qFUMkBnyLVdKT4TFUUFui99EwS5gfRArMcrvFk',
-        mainnetPublicKey: 'CrCpTerNqtZvqLcKqz1k13oVeXV9WkMD2zA9hBKXrsbN',
-        launchTs: 1641920238195,
-        oracleSource: __1.OracleSource.PYTH,
-    },
-    {
-        fullName: 'Polkadot',
-        symbol: 'DOT-PERP',
-        baseAssetSymbol: 'DOT',
-        marketIndex: new __1.BN(8),
-        devnetPublicKey: '4dqq5VBpN4EwYb7wyywjjfknvMKu7m78j9mKZRXTj462',
-        mainnetPublicKey: 'EcV1X1gY2yb4KXxjVQtTHTbioum2gvmPnFk4zYAt7zne',
-        launchTs: 1642629253786,
-        oracleSource: __1.OracleSource.PYTH,
-    },
-    {
-        fullName: 'Cardano',
-        category: ['L1', 'Infra'],
-        symbol: 'ADA-PERP',
-        baseAssetSymbol: 'ADA',
-        marketIndex: new __1.BN(9),
-        devnetPublicKey: '8oGTURNmSQkrBS1AQ5NjB2p8qY34UVmMA9ojrw8vnHus',
-        mainnetPublicKey: '3pyn4svBbxJ9Wnn3RVeafyLWfzie6yC5eTig2S62v9SC',
-        launchTs: 1643084413000,
-        oracleSource: __1.OracleSource.PYTH,
-    },
-    {
-        fullName: 'Algorand',
-        category: ['L1', 'Infra'],
-        symbol: 'ALGO-PERP',
-        baseAssetSymbol: 'ALGO',
-        marketIndex: new __1.BN(10),
-        devnetPublicKey: 'c1A946dY5NHuVda77C8XXtXytyR3wK1SCP3eA9VRfC3',
-        mainnetPublicKey: 'HqFyq1wh1xKvL7KDqqT7NJeSPdAqsDqnmBisUC2XdXAX',
-        launchTs: 1643686767000,
-        oracleSource: __1.OracleSource.PYTH,
-    },
-    {
-        fullName: 'FTX Coin',
-        category: ['L1', 'Exchange'],
-        symbol: 'FTT-PERP',
-        baseAssetSymbol: 'FTT',
-        marketIndex: new __1.BN(11),
-        devnetPublicKey: '6vivTRs5ZPeeXbjo7dfburfaYDWoXjBtdtuYgQRuGfu',
-        mainnetPublicKey: '8JPJJkmDScpcNmBRKGZuPuG2GYAveQgP3t5gFuMymwvF',
-        launchTs: 1644382122000,
-        oracleSource: __1.OracleSource.PYTH,
-    },
-    {
-        fullName: 'Litecoin',
-        category: ['L1', 'Payments'],
-        symbol: 'LTC-PERP',
-        baseAssetSymbol: 'LTC',
-        marketIndex: new __1.BN(12),
-        devnetPublicKey: 'BLArYBCUYhdWiY8PCUTpvFE21iaJq85dvxLk9bYMobcU',
-        mainnetPublicKey: '8RMnV1eD55iqUFJLMguPkYBkq8DCtx81XcmAja93LvRR',
-        launchTs: 1645027429000,
-        oracleSource: __1.OracleSource.PYTH,
-    },
-    {
-        fullName: 'Ripple',
-        category: ['L1', 'Payments'],
-        symbol: 'XRP-PERP',
-        baseAssetSymbol: 'XRP',
-        marketIndex: new __1.BN(13),
-        devnetPublicKey: 'WMW5xc3HypXwTnPesyUT49uLsyHwNURsWAEk39onKuk',
-        mainnetPublicKey: 'WMW5xc3HypXwTnPesyUT49uLsyHwNURsWAEk39onKuk',
-        launchTs: 1647543166000,
-        oracleSource: __1.OracleSource.SWITCHBOARD,
-    },
-    // {
-    // 	symbol: 'mSOL-PERP',
-    // 	baseAssetSymbol: 'mSOL',
-    // 	marketIndex: new BN(11), //todo
-    // 	devnetPythOracle: '9a6RNx3tCu1TSs6TBSfV2XRXEPEZXQ6WB7jRojZRvyeZ',
-    // 	mainnetPythOracle: 'E4v1BBgoso9s64TQvmyownAVJbhbEPGyzA3qn4n46qj9',
-    // 	launchTs: 1643346125000,
-    // },
-];
-//# sourceMappingURL=markets.js.map

package/src/constants/markets.js.map

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package/src/constants/numericConstants.js

@@ -1,22 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.MARGIN_PRECISION = exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.PRICE_TO_QUOTE_PRECISION = exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION = exports.PEG_PRECISION = exports.FUNDING_PAYMENT_PRECISION = exports.MARK_PRICE_PRECISION = exports.QUOTE_PRECISION = exports.MAX_LEVERAGE = exports.BN_MAX = exports.TEN_THOUSAND = exports.TEN = exports.TWO = exports.ONE = exports.ZERO = void 0;
-const __1 = require("../");
-exports.ZERO = new __1.BN(0);
-exports.ONE = new __1.BN(1);
-exports.TWO = new __1.BN(2);
-exports.TEN = new __1.BN(10);
-exports.TEN_THOUSAND = new __1.BN(10000);
-exports.BN_MAX = new __1.BN(Number.MAX_SAFE_INTEGER);
-exports.MAX_LEVERAGE = new __1.BN(5);
-exports.QUOTE_PRECISION = new __1.BN(10 ** 6);
-exports.MARK_PRICE_PRECISION = new __1.BN(10 ** 10);
-exports.FUNDING_PAYMENT_PRECISION = new __1.BN(10000);
-exports.PEG_PRECISION = new __1.BN(1000);
-exports.AMM_RESERVE_PRECISION = new __1.BN(10 ** 13);
-exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION;
-exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.div(exports.QUOTE_PRECISION); // 10^7
-exports.PRICE_TO_QUOTE_PRECISION = exports.MARK_PRICE_PRECISION.div(exports.QUOTE_PRECISION);
-exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.mul(exports.PEG_PRECISION).div(exports.QUOTE_PRECISION); // 10^10
-exports.MARGIN_PRECISION = exports.TEN_THOUSAND;
-//# sourceMappingURL=numericConstants.js.map

package/src/constants/numericConstants.js.map

@@ -1 +0,0 @@
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package/src/math/conversion.js

@@ -1,16 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.convertBaseAssetAmountToNumber = exports.convertToNumber = void 0;
-const numericConstants_1 = require("../constants/numericConstants");
-const convertToNumber = (bigNumber, precision = numericConstants_1.MARK_PRICE_PRECISION) => {
-    if (!bigNumber)
-        return 0;
-    return (bigNumber.div(precision).toNumber() +
-        bigNumber.mod(precision).toNumber() / precision.toNumber());
-};
-exports.convertToNumber = convertToNumber;
-const convertBaseAssetAmountToNumber = (baseAssetAmount) => {
-    return (0, exports.convertToNumber)(baseAssetAmount, numericConstants_1.MARK_PRICE_PRECISION.mul(numericConstants_1.PEG_PRECISION));
-};
-exports.convertBaseAssetAmountToNumber = convertBaseAssetAmountToNumber;
-//# sourceMappingURL=conversion.js.map

package/src/math/conversion.js.map

@@ -1 +0,0 @@
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package/src/math/funding.js

@@ -1,223 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateFundingPool = exports.calculateLongShortFundingRateAndLiveTwaps = exports.calculateLongShortFundingRate = exports.calculateEstimatedFundingRate = exports.calculateAllEstimatedFundingRate = void 0;
-const anchor_1 = require("@project-serum/anchor");
-const numericConstants_1 = require("../constants/numericConstants");
-const market_1 = require("./market");
-/**
- *
- * @param market
- * @param oraclePriceData
- * @param periodAdjustment
- * @returns Estimated funding rate. : Precision //TODO-PRECISION
- */
-async function calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustment = new anchor_1.BN(1)) {
-    // periodAdjustment
-    // 	1: hourly
-    //  24: daily
-    //  24 * 365.25: annualized
-    const secondsInHour = new anchor_1.BN(3600);
-    const hoursInDay = new anchor_1.BN(24);
-    if (!market.initialized) {
-        return [numericConstants_1.ZERO, numericConstants_1.ZERO, numericConstants_1.ZERO, numericConstants_1.ZERO, numericConstants_1.ZERO];
-    }
-    const payFreq = new anchor_1.BN(market.amm.fundingPeriod);
-    // todo: sufficiently differs from blockchain timestamp?
-    const now = new anchor_1.BN((Date.now() / 1000).toFixed(0));
-    const timeSinceLastUpdate = now.sub(market.amm.lastFundingRateTs);
-    // calculate real-time mark twap
-    const lastMarkTwapWithMantissa = market.amm.lastMarkPriceTwap;
-    const lastMarkPriceTwapTs = market.amm.lastMarkPriceTwapTs;
-    const timeSinceLastMarkChange = now.sub(lastMarkPriceTwapTs);
-    const markTwapTimeSinceLastUpdate = anchor_1.BN.max(secondsInHour, secondsInHour.sub(timeSinceLastMarkChange));
-    const baseAssetPriceWithMantissa = (0, market_1.calculateMarkPrice)(market);
-    const markTwapWithMantissa = markTwapTimeSinceLastUpdate
-        .mul(lastMarkTwapWithMantissa)
-        .add(timeSinceLastMarkChange.mul(baseAssetPriceWithMantissa))
-        .div(timeSinceLastMarkChange.add(markTwapTimeSinceLastUpdate));
-    // calculate real-time (predicted) oracle twap
-    // note: oracle twap depends on `when the chord is struck` (market is trade)
-    const lastOracleTwapWithMantissa = market.amm.lastOraclePriceTwap;
-    const lastOraclePriceTwapTs = market.amm.lastOraclePriceTwapTs;
-    const timeSinceLastOracleTwapUpdate = now.sub(lastOraclePriceTwapTs);
-    const oracleTwapTimeSinceLastUpdate = anchor_1.BN.max(secondsInHour, secondsInHour.sub(timeSinceLastOracleTwapUpdate));
-    const oraclePrice = oraclePriceData.price;
-    let oracleTwapWithMantissa = lastOracleTwapWithMantissa;
-    const oracleLiveVsTwap = oraclePrice
-        .sub(lastOracleTwapWithMantissa)
-        .abs()
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .mul(new anchor_1.BN(100))
-        .div(lastOracleTwapWithMantissa);
-    // verify pyth live input is within 10% of last twap for live update
-    if (oracleLiveVsTwap.lte(numericConstants_1.MARK_PRICE_PRECISION.mul(new anchor_1.BN(10)))) {
-        oracleTwapWithMantissa = oracleTwapTimeSinceLastUpdate
-            .mul(lastOracleTwapWithMantissa)
-            .add(timeSinceLastMarkChange.mul(oraclePrice))
-            .div(timeSinceLastOracleTwapUpdate.add(oracleTwapTimeSinceLastUpdate));
-    }
-    const twapSpread = lastMarkTwapWithMantissa.sub(lastOracleTwapWithMantissa);
-    const twapSpreadPct = twapSpread
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .mul(new anchor_1.BN(100))
-        .div(oracleTwapWithMantissa);
-    const lowerboundEst = twapSpreadPct
-        .mul(payFreq)
-        .mul(anchor_1.BN.min(secondsInHour, timeSinceLastUpdate))
-        .mul(periodAdjustment)
-        .div(secondsInHour)
-        .div(secondsInHour)
-        .div(hoursInDay);
-    const interpEst = twapSpreadPct.mul(periodAdjustment).div(hoursInDay);
-    const interpRateQuote = twapSpreadPct
-        .mul(periodAdjustment)
-        .div(hoursInDay)
-        .div(numericConstants_1.MARK_PRICE_PRECISION.div(numericConstants_1.QUOTE_PRECISION));
-    let feePoolSize = calculateFundingPool(market);
-    if (interpRateQuote.lt(new anchor_1.BN(0))) {
-        feePoolSize = feePoolSize.mul(new anchor_1.BN(-1));
-    }
-    let cappedAltEst;
-    let largerSide;
-    let smallerSide;
-    if (market.baseAssetAmountLong.gt(market.baseAssetAmountShort.abs())) {
-        largerSide = market.baseAssetAmountLong.abs();
-        smallerSide = market.baseAssetAmountShort.abs();
-        if (twapSpread.gt(new anchor_1.BN(0))) {
-            return [
-                markTwapWithMantissa,
-                oracleTwapWithMantissa,
-                lowerboundEst,
-                interpEst,
-                interpEst,
-            ];
-        }
-    }
-    else if (market.baseAssetAmountLong.lt(market.baseAssetAmountShort.abs())) {
-        largerSide = market.baseAssetAmountShort.abs();
-        smallerSide = market.baseAssetAmountLong.abs();
-        if (twapSpread.lt(new anchor_1.BN(0))) {
-            return [
-                markTwapWithMantissa,
-                oracleTwapWithMantissa,
-                lowerboundEst,
-                interpEst,
-                interpEst,
-            ];
-        }
-    }
-    else {
-        return [
-            markTwapWithMantissa,
-            oracleTwapWithMantissa,
-            lowerboundEst,
-            interpEst,
-            interpEst,
-        ];
-    }
-    if (largerSide.gt(numericConstants_1.ZERO)) {
-        // funding smaller flow
-        cappedAltEst = smallerSide.mul(twapSpread).div(hoursInDay);
-        const feePoolTopOff = feePoolSize
-            .mul(numericConstants_1.MARK_PRICE_PRECISION.div(numericConstants_1.QUOTE_PRECISION))
-            .mul(numericConstants_1.AMM_RESERVE_PRECISION);
-        cappedAltEst = cappedAltEst.add(feePoolTopOff).div(largerSide);
-        cappedAltEst = cappedAltEst
-            .mul(numericConstants_1.MARK_PRICE_PRECISION)
-            .mul(new anchor_1.BN(100))
-            .div(oracleTwapWithMantissa)
-            .mul(periodAdjustment);
-        if (cappedAltEst.abs().gte(interpEst.abs())) {
-            cappedAltEst = interpEst;
-        }
-    }
-    else {
-        cappedAltEst = interpEst;
-    }
-    return [
-        markTwapWithMantissa,
-        oracleTwapWithMantissa,
-        lowerboundEst,
-        cappedAltEst,
-        interpEst,
-    ];
-}
-exports.calculateAllEstimatedFundingRate = calculateAllEstimatedFundingRate;
-/**
- *
- * @param market
- * @param oraclePriceData
- * @param periodAdjustment
- * @param estimationMethod
- * @returns Estimated funding rate. : Precision //TODO-PRECISION
- */
-async function calculateEstimatedFundingRate(market, oraclePriceData, periodAdjustment = new anchor_1.BN(1), estimationMethod) {
-    const [_1, _2, lowerboundEst, cappedAltEst, interpEst] = await calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustment);
-    if (estimationMethod == 'lowerbound') {
-        //assuming remaining funding period has no gap
-        return lowerboundEst;
-    }
-    else if (estimationMethod == 'capped') {
-        return cappedAltEst;
-    }
-    else {
-        return interpEst;
-    }
-}
-exports.calculateEstimatedFundingRate = calculateEstimatedFundingRate;
-/**
- *
- * @param market
- * @param oraclePriceData
- * @param periodAdjustment
- * @returns Estimated funding rate. : Precision //TODO-PRECISION
- */
-async function calculateLongShortFundingRate(market, oraclePriceData, periodAdjustment = new anchor_1.BN(1)) {
-    const [_1, _2, _, cappedAltEst, interpEst] = await calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustment);
-    if (market.baseAssetAmountLong.gt(market.baseAssetAmountShort)) {
-        return [cappedAltEst, interpEst];
-    }
-    else if (market.baseAssetAmountLong.lt(market.baseAssetAmountShort)) {
-        return [interpEst, cappedAltEst];
-    }
-    else {
-        return [interpEst, interpEst];
-    }
-}
-exports.calculateLongShortFundingRate = calculateLongShortFundingRate;
-/**
- *
- * @param market
- * @param oraclePriceData
- * @param periodAdjustment
- * @returns Estimated funding rate. : Precision //TODO-PRECISION
- */
-async function calculateLongShortFundingRateAndLiveTwaps(market, oraclePriceData, periodAdjustment = new anchor_1.BN(1)) {
-    const [markTwapLive, oracleTwapLive, _2, cappedAltEst, interpEst] = await calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustment);
-    if (market.baseAssetAmountLong.gt(market.baseAssetAmountShort.abs())) {
-        return [markTwapLive, oracleTwapLive, cappedAltEst, interpEst];
-    }
-    else if (market.baseAssetAmountLong.lt(market.baseAssetAmountShort.abs())) {
-        return [markTwapLive, oracleTwapLive, interpEst, cappedAltEst];
-    }
-    else {
-        return [markTwapLive, oracleTwapLive, interpEst, interpEst];
-    }
-}
-exports.calculateLongShortFundingRateAndLiveTwaps = calculateLongShortFundingRateAndLiveTwaps;
-/**
- *
- * @param market
- * @returns Estimated fee pool size
- */
-function calculateFundingPool(market) {
-    // todo
-    const totalFeeLB = market.amm.totalFee.div(new anchor_1.BN(2));
-    const feePool = anchor_1.BN.max(numericConstants_1.ZERO, market.amm.totalFeeMinusDistributions
-        .sub(totalFeeLB)
-        .mul(new anchor_1.BN(2))
-        .div(new anchor_1.BN(3)));
-    return feePool;
-}
-exports.calculateFundingPool = calculateFundingPool;
-//# sourceMappingURL=funding.js.map

package/src/math/funding.js.map

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package/src/math/insuranceFund.js

@@ -1,23 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateInsuranceFundSize = void 0;
-const __1 = require("../");
-/**
- * In the case of a levered loss, the exchange first pays out undistributed fees and then the insurance fund.
- * Thus the de facto size of the insurance fund is the amount in the insurance vault plus the sum of each markets
- * undistributed fees.
- *
- * @param connection
- * @param state
- * @param marketsAccount
- * @returns Precision : QUOTE_ASSET_PRECISION
- */
-async function calculateInsuranceFundSize(connection, state, marketsAccount) {
-    const insuranceVaultPublicKey = state.insuranceVault;
-    const insuranceVaultAmount = new __1.BN((await connection.getTokenAccountBalance(insuranceVaultPublicKey)).value.amount);
-    return marketsAccount.markets.reduce((insuranceVaultAmount, market) => {
-        return insuranceVaultAmount.add(market.amm.totalFee.div(new __1.BN(2)));
-    }, insuranceVaultAmount);
-}
-exports.calculateInsuranceFundSize = calculateInsuranceFundSize;
-//# sourceMappingURL=insuranceFund.js.map

package/src/math/insuranceFund.js.map

@@ -1 +0,0 @@
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package/src/math/market.js

@@ -1,30 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateOracleMarkSpread = exports.calculateNewMarketAfterTrade = exports.calculateMarkPrice = void 0;
-const amm_1 = require("./amm");
-/**
- * Calculates market mark price
- *
- * @param market
- * @return markPrice : Precision MARK_PRICE_PRECISION
- */
-function calculateMarkPrice(market) {
-    return (0, amm_1.calculatePrice)(market.amm.baseAssetReserve, market.amm.quoteAssetReserve, market.amm.pegMultiplier);
-}
-exports.calculateMarkPrice = calculateMarkPrice;
-function calculateNewMarketAfterTrade(baseAssetAmount, direction, market) {
-    const [newQuoteAssetReserve, newBaseAssetReserve] = (0, amm_1.calculateAmmReservesAfterSwap)(market.amm, 'base', baseAssetAmount.abs(), (0, amm_1.getSwapDirection)('base', direction));
-    const newAmm = Object.assign({}, market.amm);
-    const newMarket = Object.assign({}, market);
-    newMarket.amm = newAmm;
-    newMarket.amm.quoteAssetReserve = newQuoteAssetReserve;
-    newMarket.amm.baseAssetReserve = newBaseAssetReserve;
-    return newMarket;
-}
-exports.calculateNewMarketAfterTrade = calculateNewMarketAfterTrade;
-function calculateOracleMarkSpread(market, oraclePriceData) {
-    const markPrice = calculateMarkPrice(market);
-    return oraclePriceData.price.sub(markPrice);
-}
-exports.calculateOracleMarkSpread = calculateOracleMarkSpread;
-//# sourceMappingURL=market.js.map

package/src/math/market.js.map

@@ -1 +0,0 @@
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package/src/math/orders.js

@@ -1,73 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.isOrderReduceOnly = exports.isOrderRiskIncreasingInSameDirection = exports.isOrderRiskIncreasing = void 0;
-const types_1 = require("../types");
-const numericConstants_1 = require("../constants/numericConstants");
-function isOrderRiskIncreasing(user, order) {
-    if ((0, types_1.isVariant)(order.status, 'init')) {
-        return false;
-    }
-    const position = user.getUserPosition(order.marketIndex) ||
-        user.getEmptyPosition(order.marketIndex);
-    // if no position exists, it's risk increasing
-    if (position.baseAssetAmount.eq(numericConstants_1.ZERO)) {
-        return true;
-    }
-    // if position is long and order is long
-    if (position.baseAssetAmount.gt(numericConstants_1.ZERO) && (0, types_1.isVariant)(order.direction, 'long')) {
-        return true;
-    }
-    // if position is short and order is short
-    if (position.baseAssetAmount.lt(numericConstants_1.ZERO) &&
-        (0, types_1.isVariant)(order.direction, 'short')) {
-        return true;
-    }
-    const baseAssetAmountToFill = order.baseAssetAmount.sub(order.baseAssetAmountFilled);
-    // if order will flip position
-    if (baseAssetAmountToFill.gt(position.baseAssetAmount.abs().mul(numericConstants_1.TWO))) {
-        return true;
-    }
-    return false;
-}
-exports.isOrderRiskIncreasing = isOrderRiskIncreasing;
-function isOrderRiskIncreasingInSameDirection(user, order) {
-    if ((0, types_1.isVariant)(order.status, 'init')) {
-        return false;
-    }
-    const position = user.getUserPosition(order.marketIndex) ||
-        user.getEmptyPosition(order.marketIndex);
-    // if no position exists, it's risk increasing
-    if (position.baseAssetAmount.eq(numericConstants_1.ZERO)) {
-        return true;
-    }
-    // if position is long and order is long
-    if (position.baseAssetAmount.gt(numericConstants_1.ZERO) && (0, types_1.isVariant)(order.direction, 'long')) {
-        return true;
-    }
-    // if position is short and order is short
-    if (position.baseAssetAmount.lt(numericConstants_1.ZERO) &&
-        (0, types_1.isVariant)(order.direction, 'short')) {
-        return true;
-    }
-    return false;
-}
-exports.isOrderRiskIncreasingInSameDirection = isOrderRiskIncreasingInSameDirection;
-function isOrderReduceOnly(user, order) {
-    if ((0, types_1.isVariant)(order.status, 'init')) {
-        return false;
-    }
-    const position = user.getUserPosition(order.marketIndex) ||
-        user.getEmptyPosition(order.marketIndex);
-    // if position is long and order is long
-    if (position.baseAssetAmount.gt(numericConstants_1.ZERO) && (0, types_1.isVariant)(order.direction, 'long')) {
-        return false;
-    }
-    // if position is short and order is short
-    if (position.baseAssetAmount.lt(numericConstants_1.ZERO) &&
-        (0, types_1.isVariant)(order.direction, 'short')) {
-        return false;
-    }
-    return order.baseAssetAmount.abs().lte(position.baseAssetAmount.abs());
-}
-exports.isOrderReduceOnly = isOrderReduceOnly;
-//# sourceMappingURL=orders.js.map

package/src/math/orders.js.map

@@ -1 +0,0 @@
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