@drift-labs/sdk 0.1.30-master.1 → 0.1.30-master.4

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/lib/constants/markets.js

@@ -188,12 +188,15 @@ exports.Markets = [
         launchTs: 1649105516000,
         oracleSource: __1.OracleSource.PYTH,
     },
-    // {
-    // 	symbol: 'mSOL-PERP',
-    // 	baseAssetSymbol: 'mSOL',
-    // 	marketIndex: new BN(11), //todo
-    // 	devnetPythOracle: '9a6RNx3tCu1TSs6TBSfV2XRXEPEZXQ6WB7jRojZRvyeZ',
-    // 	mainnetPythOracle: 'E4v1BBgoso9s64TQvmyownAVJbhbEPGyzA3qn4n46qj9',
-    // 	launchTs: 1643346125000,
-    // },
+    {
+        fullName: 'Serum',
+        category: ['DEX'],
+        symbol: 'SRM-PERP',
+        baseAssetSymbol: 'SRM',
+        marketIndex: new __1.BN(17),
+        devnetPublicKey: '992moaMQKs32GKZ9dxi8keyM2bUmbrwBZpK4p2K6X5Vs',
+        mainnetPublicKey: '3NBReDRTLKMQEKiLD5tGcx4kXbTf88b7f2xLS9UuGjym',
+        launchTs: 1649877367000,
+        oracleSource: __1.OracleSource.PYTH,
+    },
 ];

package/lib/tx/retryTxSender.d.ts

@@ -16,7 +16,7 @@ export declare class RetryTxSender implements TxSender {
     confirmTransaction(signature: TransactionSignature, commitment?: Commitment): Promise<RpcResponseAndContext<SignatureResult>>;
     getTimestamp(): number;
     sleep(reference: ResolveReference): Promise<void>;
-    promiseTimeout<T>(promise: Promise<T>, timeoutMs: number): Promise<T | null>;
+    promiseTimeout<T>(promises: Promise<T>[], timeoutMs: number): Promise<T | null>;
     sendToAdditionalConnections(rawTx: Buffer, opts: ConfirmOptions): void;
 }
 export {};

package/lib/tx/retryTxSender.js

@@ -99,29 +99,40 @@ class RetryTxSender {
             (0, assert_1.default)(decodedSignature.length === 64, 'signature has invalid length');
             const start = Date.now();
             const subscriptionCommitment = commitment || this.provider.opts.commitment;
-            let subscriptionId;
+            const subscriptionIds = new Array();
+            const connections = [
+                this.provider.connection,
+                ...this.additionalConnections,
+            ];
             let response = null;
-            const confirmPromise = new Promise((resolve, reject) => {
-                try {
-                    subscriptionId = this.provider.connection.onSignature(signature, (result, context) => {
-                        subscriptionId = undefined;
-                        response = {
-                            context,
-                            value: result,
-                        };
-                        resolve(null);
-                    }, subscriptionCommitment);
-                }
-                catch (err) {
-                    reject(err);
-                }
+            const promises = connections.map((connection, i) => {
+                let subscriptionId;
+                const confirmPromise = new Promise((resolve, reject) => {
+                    try {
+                        subscriptionId = connection.onSignature(signature, (result, context) => {
+                            subscriptionIds[i] = undefined;
+                            response = {
+                                context,
+                                value: result,
+                            };
+                            resolve(null);
+                        }, subscriptionCommitment);
+                    }
+                    catch (err) {
+                        reject(err);
+                    }
+                });
+                subscriptionIds.push(subscriptionId);
+                return confirmPromise;
             });
             try {
-                yield this.promiseTimeout(confirmPromise, this.timeout);
+                yield this.promiseTimeout(promises, this.timeout);
             }
             finally {
-                if (subscriptionId) {
-                    this.provider.connection.removeSignatureListener(subscriptionId);
+                for (const [i, subscriptionId] of subscriptionIds.entries()) {
+                    if (subscriptionId) {
+                        connections[i].removeSignatureListener(subscriptionId);
+                    }
                 }
             }
             if (response === null) {
@@ -142,12 +153,12 @@ class RetryTxSender {
             });
         });
     }
-    promiseTimeout(promise, timeoutMs) {
+    promiseTimeout(promises, timeoutMs) {
         let timeoutId;
         const timeoutPromise = new Promise((resolve) => {
             timeoutId = setTimeout(() => resolve(null), timeoutMs);
         });
-        return Promise.race([promise, timeoutPromise]).then((result) => {
+        return Promise.race([...promises, timeoutPromise]).then((result) => {
             clearTimeout(timeoutId);
             return result;
         });

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "0.1.30-master.1",
+	"version": "0.1.30-master.4",
 	"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/constants/markets.ts

@@ -198,12 +198,15 @@ export const Markets: MarketConfig[] = [
 		launchTs: 1649105516000,
 		oracleSource: OracleSource.PYTH,
 	},
-	// {
-	// 	symbol: 'mSOL-PERP',
-	// 	baseAssetSymbol: 'mSOL',
-	// 	marketIndex: new BN(11), //todo
-	// 	devnetPythOracle: '9a6RNx3tCu1TSs6TBSfV2XRXEPEZXQ6WB7jRojZRvyeZ',
-	// 	mainnetPythOracle: 'E4v1BBgoso9s64TQvmyownAVJbhbEPGyzA3qn4n46qj9',
-	// 	launchTs: 1643346125000,
-	// },
+	{
+		fullName: 'Serum',
+		category: ['DEX'],
+		symbol: 'SRM-PERP',
+		baseAssetSymbol: 'SRM',
+		marketIndex: new BN(17),
+		devnetPublicKey: '992moaMQKs32GKZ9dxi8keyM2bUmbrwBZpK4p2K6X5Vs',
+		mainnetPublicKey: '3NBReDRTLKMQEKiLD5tGcx4kXbTf88b7f2xLS9UuGjym',
+		launchTs: 1649877367000,
+		oracleSource: OracleSource.PYTH,
+	},
 ];

package/src/tx/retryTxSender.ts

@@ -136,32 +136,43 @@ export class RetryTxSender implements TxSender {
 		const start = Date.now();
 		const subscriptionCommitment = commitment || this.provider.opts.commitment;
 
-		let subscriptionId;
+		const subscriptionIds = new Array<number>();
+		const connections = [
+			this.provider.connection,
+			...this.additionalConnections,
+		];
 		let response: RpcResponseAndContext<SignatureResult> | null = null;
-		const confirmPromise = new Promise((resolve, reject) => {
-			try {
-				subscriptionId = this.provider.connection.onSignature(
-					signature,
-					(result: SignatureResult, context: Context) => {
-						subscriptionId = undefined;
-						response = {
-							context,
-							value: result,
-						};
-						resolve(null);
-					},
-					subscriptionCommitment
-				);
-			} catch (err) {
-				reject(err);
-			}
+		const promises = connections.map((connection, i) => {
+			let subscriptionId;
+			const confirmPromise = new Promise((resolve, reject) => {
+				try {
+					subscriptionId = connection.onSignature(
+						signature,
+						(result: SignatureResult, context: Context) => {
+							subscriptionIds[i] = undefined;
+							response = {
+								context,
+								value: result,
+							};
+							resolve(null);
+						},
+						subscriptionCommitment
+					);
+				} catch (err) {
+					reject(err);
+				}
+			});
+			subscriptionIds.push(subscriptionId);
+			return confirmPromise;
 		});
 
 		try {
-			await this.promiseTimeout(confirmPromise, this.timeout);
+			await this.promiseTimeout(promises, this.timeout);
 		} finally {
-			if (subscriptionId) {
-				this.provider.connection.removeSignatureListener(subscriptionId);
+			for (const [i, subscriptionId] of subscriptionIds.entries()) {
+				if (subscriptionId) {
+					connections[i].removeSignatureListener(subscriptionId);
+				}
 			}
 		}
 
@@ -188,16 +199,21 @@ export class RetryTxSender implements TxSender {
 		});
 	}
 
-	promiseTimeout<T>(promise: Promise<T>, timeoutMs: number): Promise<T | null> {
+	promiseTimeout<T>(
+		promises: Promise<T>[],
+		timeoutMs: number
+	): Promise<T | null> {
 		let timeoutId: ReturnType<typeof setTimeout>;
 		const timeoutPromise: Promise<null> = new Promise((resolve) => {
 			timeoutId = setTimeout(() => resolve(null), timeoutMs);
 		});
 
-		return Promise.race([promise, timeoutPromise]).then((result: T | null) => {
-			clearTimeout(timeoutId);
-			return result;
-		});
+		return Promise.race([...promises, timeoutPromise]).then(
+			(result: T | null) => {
+				clearTimeout(timeoutId);
+				return result;
+			}
+		);
 	}
 
 	sendToAdditionalConnections(rawTx: Buffer, opts: ConfirmOptions): void {

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

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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

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