@drift-labs/sdk 0.1.30-master.1 → 0.1.30-master.2

package/lib/accounts/bulkAccountLoader.js

@@ -175,7 +175,7 @@ class BulkAccountLoader {
                     this.log('unable to update account for newest slot');
                     this.log('oldBuffer ' + oldBuffer);
                     this.log('newBuffer ' + newBuffer);
-                    this.log('buffers equal ' + newBuffer.equals(oldBuffer));
+                    this.log('buffers equal ' + (newBuffer === null || newBuffer === void 0 ? void 0 : newBuffer.equals(oldBuffer)));
                 }
             }
         });

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "0.1.30-master.1",
+	"version": "0.1.30-master.2",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/accounts/bulkAccountLoader.ts

@@ -215,7 +215,7 @@ export class BulkAccountLoader {
 				this.log('unable to update account for newest slot');
 				this.log('oldBuffer ' + oldBuffer);
 				this.log('newBuffer ' + newBuffer);
-				this.log('buffers equal ' + newBuffer.equals(oldBuffer));
+				this.log('buffers equal ' + newBuffer?.equals(oldBuffer));
 			}
 		}
 	}

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 @@
-{"version":3,"file":"assert.js","sourceRoot":"","sources":["assert.ts"],"names":[],"mappings":";;;AAAA,SAAgB,MAAM,CAAC,SAAkB,EAAE,KAAc;IACxD,IAAI,CAAC,SAAS,EAAE;QACf,MAAM,IAAI,KAAK,CAAC,KAAK,IAAI,4BAA4B,CAAC,CAAC;KACvD;AACF,CAAC;AAJD,wBAIC"}

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 @@
-{"version":3,"file":"conversion.js","sourceRoot":"","sources":["conversion.ts"],"names":[],"mappings":";;;AACA,oEAGuC;AAEhC,MAAM,eAAe,GAAG,CAC9B,SAAa,EACb,YAAgB,uCAAoB,EACnC,EAAE;IACH,IAAI,CAAC,SAAS;QAAE,OAAO,CAAC,CAAC;IACzB,OAAO,CACN,SAAS,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,QAAQ,EAAE;QACnC,SAAS,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC,QAAQ,EAAE,GAAG,SAAS,CAAC,QAAQ,EAAE,CAC1D,CAAC;AACH,CAAC,CAAC;AATW,QAAA,eAAe,mBAS1B;AAEK,MAAM,8BAA8B,GAAG,CAAC,eAAmB,EAAE,EAAE;IACrE,OAAO,IAAA,uBAAe,EACrB,eAAe,EACf,uCAAoB,CAAC,GAAG,CAAC,gCAAa,CAAC,CACvC,CAAC;AACH,CAAC,CAAC;AALW,QAAA,8BAA8B,kCAKzC"}

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

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

@@ -1,121 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.isEmptyPosition = exports.positionCurrentDirection = exports.findDirectionToClose = exports.calculateEntryPrice = exports.calculatePositionFundingPNL = exports.calculatePositionPNL = exports.calculateBaseAssetValue = void 0;
-const __1 = require("../");
-const numericConstants_1 = require("../constants/numericConstants");
-const types_1 = require("../types");
-const amm_1 = require("./amm");
-/**
- * calculateBaseAssetValue
- * = market value of closing entire position
- * @param market
- * @param userPosition
- * @returns Base Asset Value. : Precision QUOTE_PRECISION
- */
-function calculateBaseAssetValue(market, userPosition) {
-    if (userPosition.baseAssetAmount.eq(numericConstants_1.ZERO)) {
-        return numericConstants_1.ZERO;
-    }
-    const directionToClose = findDirectionToClose(userPosition);
-    const [newQuoteAssetReserve, _] = (0, amm_1.calculateAmmReservesAfterSwap)(market.amm, 'base', userPosition.baseAssetAmount.abs(), (0, amm_1.getSwapDirection)('base', directionToClose));
-    switch (directionToClose) {
-        case types_1.PositionDirection.SHORT:
-            return market.amm.quoteAssetReserve
-                .sub(newQuoteAssetReserve)
-                .mul(market.amm.pegMultiplier)
-                .div(numericConstants_1.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO);
-        case types_1.PositionDirection.LONG:
-            return newQuoteAssetReserve
-                .sub(market.amm.quoteAssetReserve)
-                .mul(market.amm.pegMultiplier)
-                .div(numericConstants_1.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO)
-                .add(numericConstants_1.ONE);
-    }
-}
-exports.calculateBaseAssetValue = calculateBaseAssetValue;
-/**
- * calculatePositionPNL
- * = BaseAssetAmount * (Avg Exit Price - Avg Entry Price)
- * @param market
- * @param marketPosition
- * @param withFunding (adds unrealized funding payment pnl to result)
- * @returns BaseAssetAmount : Precision QUOTE_PRECISION
- */
-function calculatePositionPNL(market, marketPosition, withFunding = false) {
-    if (marketPosition.baseAssetAmount.eq(numericConstants_1.ZERO)) {
-        return numericConstants_1.ZERO;
-    }
-    const baseAssetValue = calculateBaseAssetValue(market, marketPosition);
-    let pnl;
-    if (marketPosition.baseAssetAmount.gt(numericConstants_1.ZERO)) {
-        pnl = baseAssetValue.sub(marketPosition.quoteAssetAmount);
-    }
-    else {
-        pnl = marketPosition.quoteAssetAmount.sub(baseAssetValue);
-    }
-    if (withFunding) {
-        const fundingRatePnL = calculatePositionFundingPNL(market, marketPosition).div(numericConstants_1.PRICE_TO_QUOTE_PRECISION);
-        pnl = pnl.add(fundingRatePnL);
-    }
-    return pnl;
-}
-exports.calculatePositionPNL = calculatePositionPNL;
-/**
- *
- * @param market
- * @param marketPosition
- * @returns // TODO-PRECISION
- */
-function calculatePositionFundingPNL(market, marketPosition) {
-    if (marketPosition.baseAssetAmount.eq(numericConstants_1.ZERO)) {
-        return numericConstants_1.ZERO;
-    }
-    let ammCumulativeFundingRate;
-    if (marketPosition.baseAssetAmount.gt(numericConstants_1.ZERO)) {
-        ammCumulativeFundingRate = market.amm.cumulativeFundingRateLong;
-    }
-    else {
-        ammCumulativeFundingRate = market.amm.cumulativeFundingRateShort;
-    }
-    const perPositionFundingRate = ammCumulativeFundingRate
-        .sub(marketPosition.lastCumulativeFundingRate)
-        .mul(marketPosition.baseAssetAmount)
-        .div(numericConstants_1.AMM_RESERVE_PRECISION)
-        .div(numericConstants_1.FUNDING_PAYMENT_PRECISION)
-        .mul(new __1.BN(-1));
-    return perPositionFundingRate;
-}
-exports.calculatePositionFundingPNL = calculatePositionFundingPNL;
-/**
- *
- * @param userPosition
- * @returns Precision: MARK_PRICE_PRECISION (10^10)
- */
-function calculateEntryPrice(userPosition) {
-    if (userPosition.baseAssetAmount.eq(numericConstants_1.ZERO)) {
-        return numericConstants_1.ZERO;
-    }
-    return userPosition.quoteAssetAmount
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .mul(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
-        .div(userPosition.baseAssetAmount)
-        .abs();
-}
-exports.calculateEntryPrice = calculateEntryPrice;
-function findDirectionToClose(userPosition) {
-    return userPosition.baseAssetAmount.gt(numericConstants_1.ZERO)
-        ? types_1.PositionDirection.SHORT
-        : types_1.PositionDirection.LONG;
-}
-exports.findDirectionToClose = findDirectionToClose;
-function positionCurrentDirection(userPosition) {
-    return userPosition.baseAssetAmount.gte(numericConstants_1.ZERO)
-        ? types_1.PositionDirection.LONG
-        : types_1.PositionDirection.SHORT;
-}
-exports.positionCurrentDirection = positionCurrentDirection;
-function isEmptyPosition(userPosition) {
-    return (userPosition.baseAssetAmount.eq(numericConstants_1.ZERO) && userPosition.openOrders.eq(numericConstants_1.ZERO));
-}
-exports.isEmptyPosition = isEmptyPosition;
-//# sourceMappingURL=position.js.map

package/src/math/position.js.map

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package/src/math/trade.js

@@ -1,182 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateTargetPriceTrade = exports.calculateTradeAcquiredAmounts = exports.calculateTradeSlippage = void 0;
-const types_1 = require("../types");
-const anchor_1 = require("@project-serum/anchor");
-const assert_1 = require("../assert/assert");
-const numericConstants_1 = require("../constants/numericConstants");
-const market_1 = require("./market");
-const amm_1 = require("./amm");
-const utils_1 = require("./utils");
-const MAXPCT = new anchor_1.BN(1000); //percentage units are [0,1000] => [0,1]
-/**
- * Calculates avg/max slippage (price impact) for candidate trade
- * @param direction
- * @param amount
- * @param market
- * @return [pctAvgSlippage, pctMaxSlippage, entryPrice, newPrice]
- *
- * 'pctAvgSlippage' =>  the percentage change to entryPrice (average est slippage in execution) : Precision MARK_PRICE_PRECISION
- *
- * 'pctMaxSlippage' =>  the percentage change to maxPrice (highest est slippage in execution) : Precision MARK_PRICE_PRECISION
- *
- * 'entryPrice' => the average price of the trade : Precision MARK_PRICE_PRECISION
- *
- * 'newPrice' => the price of the asset after the trade : Precision MARK_PRICE_PRECISION
- */
-function calculateTradeSlippage(direction, amount, market, inputAssetType = 'quote') {
-    const oldPrice = (0, market_1.calculateMarkPrice)(market);
-    if (amount.eq(numericConstants_1.ZERO)) {
-        return [numericConstants_1.ZERO, numericConstants_1.ZERO, oldPrice, oldPrice];
-    }
-    const [acquiredBase, acquiredQuote] = calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType);
-    const entryPrice = (0, amm_1.calculatePrice)(acquiredBase, acquiredQuote, market.amm.pegMultiplier).mul(new anchor_1.BN(-1));
-    const newPrice = (0, amm_1.calculatePrice)(market.amm.baseAssetReserve.sub(acquiredBase), market.amm.quoteAssetReserve.sub(acquiredQuote), market.amm.pegMultiplier);
-    if (direction == types_1.PositionDirection.SHORT) {
-        (0, assert_1.assert)(newPrice.lt(oldPrice));
-    }
-    else {
-        (0, assert_1.assert)(oldPrice.lt(newPrice));
-    }
-    const pctMaxSlippage = newPrice
-        .sub(oldPrice)
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .div(oldPrice)
-        .abs();
-    const pctAvgSlippage = entryPrice
-        .sub(oldPrice)
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .div(oldPrice)
-        .abs();
-    return [pctAvgSlippage, pctMaxSlippage, entryPrice, newPrice];
-}
-exports.calculateTradeSlippage = calculateTradeSlippage;
-/**
- * Calculates acquired amounts for trade executed
- * @param direction
- * @param amount
- * @param market
- * @return
- * 	| 'acquiredBase' =>  positive/negative change in user's base : BN TODO-PRECISION
- * 	| 'acquiredQuote' => positive/negative change in user's quote : BN TODO-PRECISION
- */
-function calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType = 'quote') {
-    if (amount.eq(numericConstants_1.ZERO)) {
-        return [numericConstants_1.ZERO, numericConstants_1.ZERO];
-    }
-    const swapDirection = (0, amm_1.getSwapDirection)(inputAssetType, direction);
-    const [newQuoteAssetReserve, newBaseAssetReserve] = (0, amm_1.calculateAmmReservesAfterSwap)(market.amm, inputAssetType, amount, swapDirection);
-    const acquiredBase = market.amm.baseAssetReserve.sub(newBaseAssetReserve);
-    let acquiredQuote = market.amm.quoteAssetReserve.sub(newQuoteAssetReserve);
-    if (inputAssetType === 'base' && (0, types_1.isVariant)(swapDirection, 'remove')) {
-        acquiredQuote = acquiredQuote.sub(numericConstants_1.ONE);
-    }
-    return [acquiredBase, acquiredQuote];
-}
-exports.calculateTradeAcquiredAmounts = calculateTradeAcquiredAmounts;
-/**
- * calculateTargetPriceTrade
- * simple function for finding arbitraging trades
- * @param market
- * @param targetPrice
- * @param pct optional default is 100% gap filling, can set smaller.
- * @returns trade direction/size in order to push price to a targetPrice,
- *
- * [
- *   direction => direction of trade required, TODO-PRECISION
- *   tradeSize => size of trade required, TODO-PRECISION
- *   entryPrice => the entry price for the trade, TODO-PRECISION
- *   targetPrice => the target price TODO-PRECISION
- * ]
- */
-function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAssetType = 'quote') {
-    (0, assert_1.assert)(market.amm.baseAssetReserve.gt(numericConstants_1.ZERO));
-    (0, assert_1.assert)(targetPrice.gt(numericConstants_1.ZERO));
-    (0, assert_1.assert)(pct.lte(MAXPCT) && pct.gt(numericConstants_1.ZERO));
-    const markPriceBefore = (0, market_1.calculateMarkPrice)(market);
-    if (targetPrice.gt(markPriceBefore)) {
-        const priceGap = targetPrice.sub(markPriceBefore);
-        const priceGapScaled = priceGap.mul(pct).div(MAXPCT);
-        targetPrice = markPriceBefore.add(priceGapScaled);
-    }
-    else {
-        const priceGap = markPriceBefore.sub(targetPrice);
-        const priceGapScaled = priceGap.mul(pct).div(MAXPCT);
-        targetPrice = markPriceBefore.sub(priceGapScaled);
-    }
-    let direction;
-    let tradeSize;
-    let baseSize;
-    const baseAssetReserveBefore = market.amm.baseAssetReserve;
-    const quoteAssetReserveBefore = market.amm.quoteAssetReserve;
-    const peg = market.amm.pegMultiplier;
-    const invariant = market.amm.sqrtK.mul(market.amm.sqrtK);
-    const k = invariant.mul(numericConstants_1.MARK_PRICE_PRECISION);
-    let baseAssetReserveAfter;
-    let quoteAssetReserveAfter;
-    const biasModifier = new anchor_1.BN(1);
-    let markPriceAfter;
-    if (markPriceBefore.gt(targetPrice)) {
-        // overestimate y2
-        baseAssetReserveAfter = (0, utils_1.squareRootBN)(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).sub(biasModifier)).sub(new anchor_1.BN(1));
-        quoteAssetReserveAfter = k
-            .div(numericConstants_1.MARK_PRICE_PRECISION)
-            .div(baseAssetReserveAfter);
-        markPriceAfter = (0, amm_1.calculatePrice)(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
-        direction = types_1.PositionDirection.SHORT;
-        tradeSize = quoteAssetReserveBefore
-            .sub(quoteAssetReserveAfter)
-            .mul(peg)
-            .div(numericConstants_1.PEG_PRECISION)
-            .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO);
-        baseSize = baseAssetReserveAfter.sub(baseAssetReserveBefore);
-    }
-    else if (markPriceBefore.lt(targetPrice)) {
-        // underestimate y2
-        baseAssetReserveAfter = (0, utils_1.squareRootBN)(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).add(biasModifier)).add(new anchor_1.BN(1));
-        quoteAssetReserveAfter = k
-            .div(numericConstants_1.MARK_PRICE_PRECISION)
-            .div(baseAssetReserveAfter);
-        markPriceAfter = (0, amm_1.calculatePrice)(baseAssetReserveAfter, quoteAssetReserveAfter, peg);
-        direction = types_1.PositionDirection.LONG;
-        tradeSize = quoteAssetReserveAfter
-            .sub(quoteAssetReserveBefore)
-            .mul(peg)
-            .div(numericConstants_1.PEG_PRECISION)
-            .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO);
-        baseSize = baseAssetReserveBefore.sub(baseAssetReserveAfter);
-    }
-    else {
-        // no trade, market is at target
-        direction = types_1.PositionDirection.LONG;
-        tradeSize = numericConstants_1.ZERO;
-        return [direction, tradeSize, targetPrice, targetPrice];
-    }
-    let tp1 = targetPrice;
-    let tp2 = markPriceAfter;
-    let originalDiff = targetPrice.sub(markPriceBefore);
-    if (direction == types_1.PositionDirection.SHORT) {
-        tp1 = markPriceAfter;
-        tp2 = targetPrice;
-        originalDiff = markPriceBefore.sub(targetPrice);
-    }
-    const entryPrice = tradeSize
-        .mul(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .div(baseSize.abs());
-    (0, assert_1.assert)(tp1.sub(tp2).lte(originalDiff), 'Target Price Calculation incorrect');
-    (0, assert_1.assert)(tp2.lte(tp1) || tp2.sub(tp1).abs() < 100000, 'Target Price Calculation incorrect' +
-        tp2.toString() +
-        '>=' +
-        tp1.toString() +
-        'err: ' +
-        tp2.sub(tp1).abs().toString());
-    if (outputAssetType == 'quote') {
-        return [direction, tradeSize, entryPrice, targetPrice];
-    }
-    else {
-        return [direction, baseSize, entryPrice, targetPrice];
-    }
-}
-exports.calculateTargetPriceTrade = calculateTargetPriceTrade;
-//# sourceMappingURL=trade.js.map

package/src/math/trade.js.map

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package/src/math/utils.js

@@ -1,27 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.squareRootBN = void 0;
-const __1 = require("../");
-const squareRootBN = (n, closeness = new __1.BN(1)) => {
-    // Assuming the sqrt of n as n only
-    let x = n;
-    // The closed guess will be stored in the root
-    let root;
-    // To count the number of iterations
-    let count = 0;
-    const TWO = new __1.BN(2);
-    // eslint-disable-next-line @typescript-eslint/ban-ts-comment
-    while (count < Number.MAX_SAFE_INTEGER) {
-        count++;
-        // Calculate more closed x
-        root = x.add(n.div(x)).div(TWO);
-        // Check for closeness
-        if (x.sub(root).abs().lte(closeness))
-            break;
-        // Update root
-        x = root;
-    }
-    return root;
-};
-exports.squareRootBN = squareRootBN;
-//# sourceMappingURL=utils.js.map

package/src/math/utils.js.map

@@ -1 +0,0 @@
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package/src/oracles/switchboardClient.js

@@ -1,60 +0,0 @@
-"use strict";
-var __importDefault = (this && this.__importDefault) || function (mod) {
-    return (mod && mod.__esModule) ? mod : { "default": mod };
-};
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.SwitchboardClient = void 0;
-const switchboard_v2_1 = require("@switchboard-xyz/switchboard-v2");
-const web3_js_1 = require("@solana/web3.js");
-const anchor_1 = require("@project-serum/anchor");
-const numericConstants_1 = require("../constants/numericConstants");
-const wallet_1 = require("../wallet");
-const switchboard_v2_json_1 = __importDefault(require("../idl/switchboard_v2.json"));
-// cache switchboard program for every client object since itll always be the same
-const programMap = new Map();
-class SwitchboardClient {
-    constructor(connection, env) {
-        this.connection = connection;
-        this.env = env;
-    }
-    async getOraclePriceData(pricePublicKey) {
-        const accountInfo = await this.connection.getAccountInfo(pricePublicKey);
-        return this.getOraclePriceDataFromBuffer(accountInfo.data);
-    }
-    async getOraclePriceDataFromBuffer(buffer) {
-        const program = await this.getProgram();
-        const aggregatorAccountData = program.account.aggregatorAccountData.coder.accounts.decode('AggregatorAccountData', buffer);
-        const price = convertSwitchboardDecimal(aggregatorAccountData.latestConfirmedRound.result);
-        const confidence = convertSwitchboardDecimal(aggregatorAccountData.latestConfirmedRound
-            .stdDeviation);
-        const slot = aggregatorAccountData.latestConfirmedRound.roundOpenSlot;
-        return {
-            price,
-            slot,
-            confidence,
-        };
-    }
-    async getProgram() {
-        if (programMap.has(this.env)) {
-            return programMap.get(this.env);
-        }
-        const program = await getSwitchboardProgram(this.env, this.connection);
-        programMap.set(this.env, program);
-        return program;
-    }
-}
-exports.SwitchboardClient = SwitchboardClient;
-async function getSwitchboardProgram(env, connection) {
-    const DEFAULT_KEYPAIR = web3_js_1.Keypair.fromSeed(new Uint8Array(32).fill(1));
-    const programId = (0, switchboard_v2_1.getSwitchboardPid)(env);
-    const wallet = new wallet_1.Wallet(DEFAULT_KEYPAIR);
-    const provider = new anchor_1.Provider(connection, wallet, {});
-    return new anchor_1.Program(switchboard_v2_json_1.default, programId, provider);
-}
-function convertSwitchboardDecimal(switchboardDecimal) {
-    const switchboardPrecision = numericConstants_1.TEN.pow(new anchor_1.BN(switchboardDecimal.scale));
-    return switchboardDecimal.mantissa
-        .mul(numericConstants_1.MARK_PRICE_PRECISION)
-        .div(switchboardPrecision);
-}
-//# sourceMappingURL=switchboardClient.js.map

package/src/oracles/switchboardClient.js.map

@@ -1 +0,0 @@
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package/src/oracles/types.js

@@ -1,3 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-//# sourceMappingURL=types.js.map

package/src/oracles/types.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"types.js","sourceRoot":"","sources":["types.ts"],"names":[],"mappings":""}

package/src/token/index.js

@@ -1,39 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.parseTokenAccount = void 0;
-const spl_token_1 = require("@solana/spl-token");
-const web3_js_1 = require("@solana/web3.js");
-function parseTokenAccount(data) {
-    const accountInfo = spl_token_1.AccountLayout.decode(data);
-    accountInfo.mint = new web3_js_1.PublicKey(accountInfo.mint);
-    accountInfo.owner = new web3_js_1.PublicKey(accountInfo.owner);
-    accountInfo.amount = spl_token_1.u64.fromBuffer(accountInfo.amount);
-    if (accountInfo.delegateOption === 0) {
-        accountInfo.delegate = null;
-        // eslint-disable-next-line new-cap
-        accountInfo.delegatedAmount = new spl_token_1.u64(0);
-    }
-    else {
-        accountInfo.delegate = new web3_js_1.PublicKey(accountInfo.delegate);
-        accountInfo.delegatedAmount = spl_token_1.u64.fromBuffer(accountInfo.delegatedAmount);
-    }
-    accountInfo.isInitialized = accountInfo.state !== 0;
-    accountInfo.isFrozen = accountInfo.state === 2;
-    if (accountInfo.isNativeOption === 1) {
-        accountInfo.rentExemptReserve = spl_token_1.u64.fromBuffer(accountInfo.isNative);
-        accountInfo.isNative = true;
-    }
-    else {
-        accountInfo.rentExemptReserve = null;
-        accountInfo.isNative = false;
-    }
-    if (accountInfo.closeAuthorityOption === 0) {
-        accountInfo.closeAuthority = null;
-    }
-    else {
-        accountInfo.closeAuthority = new web3_js_1.PublicKey(accountInfo.closeAuthority);
-    }
-    return accountInfo;
-}
-exports.parseTokenAccount = parseTokenAccount;
-//# sourceMappingURL=index.js.map

package/src/token/index.js.map

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package/src/tx/defaultTxSender.js

@@ -1,13 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.DefaultTxSender = void 0;
-class DefaultTxSender {
-    constructor(provider) {
-        this.provider = provider;
-    }
-    send(tx, additionalSigners, opts) {
-        return this.provider.send(tx, additionalSigners, opts);
-    }
-}
-exports.DefaultTxSender = DefaultTxSender;
-//# sourceMappingURL=defaultTxSender.js.map

package/src/tx/defaultTxSender.js.map

@@ -1 +0,0 @@
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package/src/tx/types.js

@@ -1,3 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-//# sourceMappingURL=types.js.map

package/src/tx/types.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"types.js","sourceRoot":"","sources":["types.ts"],"names":[],"mappings":""}

package/src/tx/utils.js

@@ -1,9 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.wrapInTx = void 0;
-const web3_js_1 = require("@solana/web3.js");
-function wrapInTx(instruction) {
-    return new web3_js_1.Transaction().add(instruction);
-}
-exports.wrapInTx = wrapInTx;
-//# sourceMappingURL=utils.js.map

package/src/tx/utils.js.map

@@ -1 +0,0 @@
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package/src/util/computeUnits.js

@@ -1,17 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.findComputeUnitConsumption = void 0;
-async function findComputeUnitConsumption(programId, connection, txSignature, commitment = 'confirmed') {
-    const tx = await connection.getTransaction(txSignature, { commitment });
-    const computeUnits = [];
-    const regex = new RegExp(`Program ${programId.toString()} consumed ([0-9]{0,6}) of 200000 compute units`);
-    tx.meta.logMessages.forEach((logMessage) => {
-        const match = logMessage.match(regex);
-        if (match && match[1]) {
-            computeUnits.push(match[1]);
-        }
-    });
-    return computeUnits;
-}
-exports.findComputeUnitConsumption = findComputeUnitConsumption;
-//# sourceMappingURL=computeUnits.js.map

package/src/util/computeUnits.js.map

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package/src/util/tps.js

@@ -1,17 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-exports.estimateTps = void 0;
-async function estimateTps(programId, connection, failed) {
-    let signatures = await connection.getSignaturesForAddress(programId, undefined, 'finalized');
-    if (failed) {
-        signatures = signatures.filter((signature) => signature.err);
-    }
-    const numberOfSignatures = signatures.length;
-    if (numberOfSignatures === 0) {
-        return 0;
-    }
-    return (numberOfSignatures /
-        (signatures[0].blockTime - signatures[numberOfSignatures - 1].blockTime));
-}
-exports.estimateTps = estimateTps;
-//# sourceMappingURL=tps.js.map

package/src/util/tps.js.map

@@ -1 +0,0 @@
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