@drift-labs/sdk 0.1.30-master.3 → 0.1.32

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (41) hide show
  1. package/lib/accounts/bulkAccountLoader.d.ts +1 -0
  2. package/lib/accounts/bulkAccountLoader.js +7 -0
  3. package/lib/constants/markets.js +23 -1
  4. package/lib/idl/clearing_house.json +17 -0
  5. package/lib/math/funding.js +4 -2
  6. package/lib/orders.js +9 -1
  7. package/lib/tx/retryTxSender.d.ts +2 -1
  8. package/lib/tx/retryTxSender.js +40 -20
  9. package/package.json +1 -1
  10. package/src/accounts/bulkAccountLoader.ts +8 -0
  11. package/src/assert/assert.js +10 -0
  12. package/src/assert/assert.js.map +1 -0
  13. package/src/constants/markets.ts +23 -1
  14. package/src/idl/clearing_house.json +17 -0
  15. package/src/math/conversion.js +16 -0
  16. package/src/math/conversion.js.map +1 -0
  17. package/src/math/funding.js +223 -0
  18. package/src/math/funding.js.map +1 -0
  19. package/src/math/funding.ts +10 -3
  20. package/src/math/insuranceFund.js +23 -0
  21. package/src/math/insuranceFund.js.map +1 -0
  22. package/src/math/position.js +121 -0
  23. package/src/math/position.js.map +1 -0
  24. package/src/math/utils.js +27 -0
  25. package/src/math/utils.js.map +1 -0
  26. package/src/oracles/switchboardClient.js +60 -0
  27. package/src/oracles/switchboardClient.js.map +1 -0
  28. package/src/orders.ts +8 -1
  29. package/src/token/index.js +39 -0
  30. package/src/token/index.js.map +1 -0
  31. package/src/tx/defaultTxSender.js +13 -0
  32. package/src/tx/defaultTxSender.js.map +1 -0
  33. package/src/tx/retryTxSender.ts +54 -26
  34. package/src/tx/types.js +3 -0
  35. package/src/tx/types.js.map +1 -0
  36. package/src/tx/utils.js +9 -0
  37. package/src/tx/utils.js.map +1 -0
  38. package/src/util/computeUnits.js +17 -0
  39. package/src/util/computeUnits.js.map +1 -0
  40. package/src/util/tps.js +17 -0
  41. package/src/util/tps.js.map +1 -0
@@ -30,5 +30,6 @@ export declare class BulkAccountLoader {
30
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  startPolling(): void;
31
31
  stopPolling(): void;
32
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  log(msg: string, force?: boolean): void;
33
+ updatePollingFrequency(pollingFrequency: number): void;
33
34
  }
34
35
  export {};
@@ -210,5 +210,12 @@ class BulkAccountLoader {
210
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  console.log(msg);
211
211
  }
212
212
  }
213
+ updatePollingFrequency(pollingFrequency) {
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+ this.stopPolling();
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+ this.pollingFrequency = pollingFrequency;
216
+ if (this.accountsToLoad.size > 0) {
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+ this.startPolling();
218
+ }
219
+ }
213
220
  }
214
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  exports.BulkAccountLoader = BulkAccountLoader;
@@ -190,7 +190,7 @@ exports.Markets = [
190
190
  },
191
191
  {
192
192
  fullName: 'Serum',
193
- category: ['DEX'],
193
+ category: ['Solana', 'Exchange'],
194
194
  symbol: 'SRM-PERP',
195
195
  baseAssetSymbol: 'SRM',
196
196
  marketIndex: new __1.BN(17),
@@ -199,4 +199,26 @@ exports.Markets = [
199
199
  launchTs: 1649877367000,
200
200
  oracleSource: __1.OracleSource.PYTH,
201
201
  },
202
+ {
203
+ fullName: 'StepN',
204
+ category: ['Solana', 'Shoe'],
205
+ symbol: 'GMT-PERP',
206
+ baseAssetSymbol: 'GMT',
207
+ marketIndex: new __1.BN(18),
208
+ devnetPublicKey: '7GBoA2oGXMTepYjFgrdHyYVGcPs4FWskUF7S1dGzQsY9',
209
+ mainnetPublicKey: '81kbdwDfTNsg4d5D1BxE9FHEdxEMk8xCJUj5ujjWQyvd',
210
+ launchTs: 1650507526000,
211
+ oracleSource: __1.OracleSource.SWITCHBOARD,
212
+ },
213
+ {
214
+ fullName: 'Curve DAO Token',
215
+ category: ['Exchange'],
216
+ symbol: 'CRV-PERP',
217
+ baseAssetSymbol: 'CRV',
218
+ marketIndex: new __1.BN(19),
219
+ devnetPublicKey: 'AuEiE5XG5kD1NFoKgEPrWuN9CdT44A3K7yGDuiUPvh9S',
220
+ mainnetPublicKey: '61NzdQ9y6KhMhWxyJ8kXEe25NxdixVL1YUnGYLDMaUxH',
221
+ launchTs: 1651017354000,
222
+ oracleSource: __1.OracleSource.SWITCHBOARD,
223
+ },
202
224
  ];
@@ -3832,6 +3832,23 @@
3832
3832
  ]
3833
3833
  }
3834
3834
  },
3835
+ {
3836
+ "name": "MarginType",
3837
+ "type": {
3838
+ "kind": "enum",
3839
+ "variants": [
3840
+ {
3841
+ "name": "Init"
3842
+ },
3843
+ {
3844
+ "name": "Partial"
3845
+ },
3846
+ {
3847
+ "name": "Maint"
3848
+ }
3849
+ ]
3850
+ }
3851
+ },
3835
3852
  {
3836
3853
  "name": "LiquidationType",
3837
3854
  "type": {
@@ -39,7 +39,7 @@ function calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustm
39
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  const lastMarkTwapWithMantissa = market.amm.lastMarkPriceTwap;
40
40
  const lastMarkPriceTwapTs = market.amm.lastMarkPriceTwapTs;
41
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  const timeSinceLastMarkChange = now.sub(lastMarkPriceTwapTs);
42
- const markTwapTimeSinceLastUpdate = anchor_1.BN.max(secondsInHour, secondsInHour.sub(timeSinceLastMarkChange));
42
+ const markTwapTimeSinceLastUpdate = anchor_1.BN.max(secondsInHour, anchor_1.BN.max(numericConstants_1.ZERO, secondsInHour.sub(timeSinceLastMarkChange)));
43
43
  const baseAssetPriceWithMantissa = (0, market_1.calculateMarkPrice)(market);
44
44
  const markTwapWithMantissa = markTwapTimeSinceLastUpdate
45
45
  .mul(lastMarkTwapWithMantissa)
@@ -49,6 +49,7 @@ function calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustm
49
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  // note: oracle twap depends on `when the chord is struck` (market is trade)
50
50
  const lastOracleTwapWithMantissa = market.amm.lastOraclePriceTwap;
51
51
  const lastOraclePriceTwapTs = market.amm.lastOraclePriceTwapTs;
52
+ const oracleInvalidDuration = anchor_1.BN.max(numericConstants_1.ZERO, lastMarkPriceTwapTs.sub(lastOraclePriceTwapTs));
52
53
  const timeSinceLastOracleTwapUpdate = now.sub(lastOraclePriceTwapTs);
53
54
  const oracleTwapTimeSinceLastUpdate = anchor_1.BN.max(secondsInHour, secondsInHour.sub(timeSinceLastOracleTwapUpdate));
54
55
  const oraclePrice = oraclePriceData.price;
@@ -64,7 +65,8 @@ function calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustm
64
65
  oracleTwapWithMantissa = oracleTwapTimeSinceLastUpdate
65
66
  .mul(lastOracleTwapWithMantissa)
66
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  .add(timeSinceLastMarkChange.mul(oraclePrice))
67
- .div(timeSinceLastOracleTwapUpdate.add(oracleTwapTimeSinceLastUpdate));
68
+ .add(oracleInvalidDuration.mul(lastMarkTwapWithMantissa))
69
+ .div(timeSinceLastMarkChange.add(oracleTwapTimeSinceLastUpdate).add(oracleInvalidDuration));
68
70
  }
69
71
  const twapSpread = lastMarkTwapWithMantissa.sub(lastOracleTwapWithMantissa);
70
72
  const twapSpreadPct = twapSpread
package/lib/orders.js CHANGED
@@ -102,7 +102,15 @@ function calculateAmountToTradeForLimit(market, order, oraclePriceData) {
102
102
  if (!oraclePriceData) {
103
103
  throw Error('Cant calculate limit price for oracle offset oracle without OraclePriceData');
104
104
  }
105
- limitPrice = oraclePriceData.price.add(order.oraclePriceOffset);
105
+ const floatingPrice = oraclePriceData.price.add(order.oraclePriceOffset);
106
+ if (order.postOnly) {
107
+ limitPrice = (0, types_1.isVariant)(order.direction, 'long')
108
+ ? _1.BN.min(order.price, floatingPrice)
109
+ : _1.BN.max(order.price, floatingPrice);
110
+ }
111
+ else {
112
+ limitPrice = floatingPrice;
113
+ }
106
114
  }
107
115
  const [maxAmountToTrade, direction] = (0, amm_1.calculateMaxBaseAssetAmountToTrade)(market.amm, limitPrice);
108
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  // Check that directions are the same
@@ -16,7 +16,8 @@ export declare class RetryTxSender implements TxSender {
16
16
  confirmTransaction(signature: TransactionSignature, commitment?: Commitment): Promise<RpcResponseAndContext<SignatureResult>>;
17
17
  getTimestamp(): number;
18
18
  sleep(reference: ResolveReference): Promise<void>;
19
- promiseTimeout<T>(promise: Promise<T>, timeoutMs: number): Promise<T | null>;
19
+ promiseTimeout<T>(promises: Promise<T>[], timeoutMs: number): Promise<T | null>;
20
20
  sendToAdditionalConnections(rawTx: Buffer, opts: ConfirmOptions): void;
21
+ addAdditionalConnection(newConnection: Connection): void;
21
22
  }
22
23
  export {};
@@ -99,29 +99,40 @@ class RetryTxSender {
99
99
  (0, assert_1.default)(decodedSignature.length === 64, 'signature has invalid length');
100
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  const start = Date.now();
101
101
  const subscriptionCommitment = commitment || this.provider.opts.commitment;
102
- let subscriptionId;
102
+ const subscriptionIds = new Array();
103
+ const connections = [
104
+ this.provider.connection,
105
+ ...this.additionalConnections,
106
+ ];
103
107
  let response = null;
104
- const confirmPromise = new Promise((resolve, reject) => {
105
- try {
106
- subscriptionId = this.provider.connection.onSignature(signature, (result, context) => {
107
- subscriptionId = undefined;
108
- response = {
109
- context,
110
- value: result,
111
- };
112
- resolve(null);
113
- }, subscriptionCommitment);
114
- }
115
- catch (err) {
116
- reject(err);
117
- }
108
+ const promises = connections.map((connection, i) => {
109
+ let subscriptionId;
110
+ const confirmPromise = new Promise((resolve, reject) => {
111
+ try {
112
+ subscriptionId = connection.onSignature(signature, (result, context) => {
113
+ subscriptionIds[i] = undefined;
114
+ response = {
115
+ context,
116
+ value: result,
117
+ };
118
+ resolve(null);
119
+ }, subscriptionCommitment);
120
+ }
121
+ catch (err) {
122
+ reject(err);
123
+ }
124
+ });
125
+ subscriptionIds.push(subscriptionId);
126
+ return confirmPromise;
118
127
  });
119
128
  try {
120
- yield this.promiseTimeout(confirmPromise, this.timeout);
129
+ yield this.promiseTimeout(promises, this.timeout);
121
130
  }
122
131
  finally {
123
- if (subscriptionId) {
124
- this.provider.connection.removeSignatureListener(subscriptionId);
132
+ for (const [i, subscriptionId] of subscriptionIds.entries()) {
133
+ if (subscriptionId) {
134
+ connections[i].removeSignatureListener(subscriptionId);
135
+ }
125
136
  }
126
137
  }
127
138
  if (response === null) {
@@ -142,12 +153,12 @@ class RetryTxSender {
142
153
  });
143
154
  });
144
155
  }
145
- promiseTimeout(promise, timeoutMs) {
156
+ promiseTimeout(promises, timeoutMs) {
146
157
  let timeoutId;
147
158
  const timeoutPromise = new Promise((resolve) => {
148
159
  timeoutId = setTimeout(() => resolve(null), timeoutMs);
149
160
  });
150
- return Promise.race([promise, timeoutPromise]).then((result) => {
161
+ return Promise.race([...promises, timeoutPromise]).then((result) => {
151
162
  clearTimeout(timeoutId);
152
163
  return result;
153
164
  });
@@ -162,5 +173,14 @@ class RetryTxSender {
162
173
  });
163
174
  });
164
175
  }
176
+ addAdditionalConnection(newConnection) {
177
+ const alreadyUsingConnection = this.additionalConnections.filter((connection) => {
178
+ // @ts-ignore
179
+ return connection._rpcEndpoint === newConnection.rpcEndpoint;
180
+ }).length > 0;
181
+ if (!alreadyUsingConnection) {
182
+ this.additionalConnections.push(newConnection);
183
+ }
184
+ }
165
185
  }
166
186
  exports.RetryTxSender = RetryTxSender;
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@drift-labs/sdk",
3
- "version": "0.1.30-master.3",
3
+ "version": "0.1.32",
4
4
  "main": "lib/index.js",
5
5
  "types": "lib/index.d.ts",
6
6
  "author": "crispheaney",
@@ -257,4 +257,12 @@ export class BulkAccountLoader {
257
257
  console.log(msg);
258
258
  }
259
259
  }
260
+
261
+ public updatePollingFrequency(pollingFrequency: number): void {
262
+ this.stopPolling();
263
+ this.pollingFrequency = pollingFrequency;
264
+ if (this.accountsToLoad.size > 0) {
265
+ this.startPolling();
266
+ }
267
+ }
260
268
  }
@@ -0,0 +1,10 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.assert = void 0;
4
+ function assert(condition, error) {
5
+ if (!condition) {
6
+ throw new Error(error || 'Unspecified AssertionError');
7
+ }
8
+ }
9
+ exports.assert = assert;
10
+ //# sourceMappingURL=assert.js.map
@@ -0,0 +1 @@
1
+ {"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"}
@@ -200,7 +200,7 @@ export const Markets: MarketConfig[] = [
200
200
  },
201
201
  {
202
202
  fullName: 'Serum',
203
- category: ['DEX'],
203
+ category: ['Solana', 'Exchange'],
204
204
  symbol: 'SRM-PERP',
205
205
  baseAssetSymbol: 'SRM',
206
206
  marketIndex: new BN(17),
@@ -209,4 +209,26 @@ export const Markets: MarketConfig[] = [
209
209
  launchTs: 1649877367000,
210
210
  oracleSource: OracleSource.PYTH,
211
211
  },
212
+ {
213
+ fullName: 'StepN',
214
+ category: ['Solana', 'Shoe'],
215
+ symbol: 'GMT-PERP',
216
+ baseAssetSymbol: 'GMT',
217
+ marketIndex: new BN(18),
218
+ devnetPublicKey: '7GBoA2oGXMTepYjFgrdHyYVGcPs4FWskUF7S1dGzQsY9',
219
+ mainnetPublicKey: '81kbdwDfTNsg4d5D1BxE9FHEdxEMk8xCJUj5ujjWQyvd',
220
+ launchTs: 1650507526000,
221
+ oracleSource: OracleSource.SWITCHBOARD,
222
+ },
223
+ {
224
+ fullName: 'Curve DAO Token',
225
+ category: ['Exchange'],
226
+ symbol: 'CRV-PERP',
227
+ baseAssetSymbol: 'CRV',
228
+ marketIndex: new BN(19),
229
+ devnetPublicKey: 'AuEiE5XG5kD1NFoKgEPrWuN9CdT44A3K7yGDuiUPvh9S',
230
+ mainnetPublicKey: '61NzdQ9y6KhMhWxyJ8kXEe25NxdixVL1YUnGYLDMaUxH',
231
+ launchTs: 1651017354000,
232
+ oracleSource: OracleSource.SWITCHBOARD,
233
+ },
212
234
  ];
@@ -3832,6 +3832,23 @@
3832
3832
  ]
3833
3833
  }
3834
3834
  },
3835
+ {
3836
+ "name": "MarginType",
3837
+ "type": {
3838
+ "kind": "enum",
3839
+ "variants": [
3840
+ {
3841
+ "name": "Init"
3842
+ },
3843
+ {
3844
+ "name": "Partial"
3845
+ },
3846
+ {
3847
+ "name": "Maint"
3848
+ }
3849
+ ]
3850
+ }
3851
+ },
3835
3852
  {
3836
3853
  "name": "LiquidationType",
3837
3854
  "type": {
@@ -0,0 +1,16 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.convertBaseAssetAmountToNumber = exports.convertToNumber = void 0;
4
+ const numericConstants_1 = require("../constants/numericConstants");
5
+ const convertToNumber = (bigNumber, precision = numericConstants_1.MARK_PRICE_PRECISION) => {
6
+ if (!bigNumber)
7
+ return 0;
8
+ return (bigNumber.div(precision).toNumber() +
9
+ bigNumber.mod(precision).toNumber() / precision.toNumber());
10
+ };
11
+ exports.convertToNumber = convertToNumber;
12
+ const convertBaseAssetAmountToNumber = (baseAssetAmount) => {
13
+ return (0, exports.convertToNumber)(baseAssetAmount, numericConstants_1.MARK_PRICE_PRECISION.mul(numericConstants_1.PEG_PRECISION));
14
+ };
15
+ exports.convertBaseAssetAmountToNumber = convertBaseAssetAmountToNumber;
16
+ //# sourceMappingURL=conversion.js.map
@@ -0,0 +1 @@
1
+ {"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"}
@@ -0,0 +1,223 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.calculateFundingPool = exports.calculateLongShortFundingRateAndLiveTwaps = exports.calculateLongShortFundingRate = exports.calculateEstimatedFundingRate = exports.calculateAllEstimatedFundingRate = void 0;
4
+ const anchor_1 = require("@project-serum/anchor");
5
+ const numericConstants_1 = require("../constants/numericConstants");
6
+ const market_1 = require("./market");
7
+ /**
8
+ *
9
+ * @param market
10
+ * @param oraclePriceData
11
+ * @param periodAdjustment
12
+ * @returns Estimated funding rate. : Precision //TODO-PRECISION
13
+ */
14
+ async function calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustment = new anchor_1.BN(1)) {
15
+ // periodAdjustment
16
+ // 1: hourly
17
+ // 24: daily
18
+ // 24 * 365.25: annualized
19
+ const secondsInHour = new anchor_1.BN(3600);
20
+ const hoursInDay = new anchor_1.BN(24);
21
+ if (!market.initialized) {
22
+ return [numericConstants_1.ZERO, numericConstants_1.ZERO, numericConstants_1.ZERO, numericConstants_1.ZERO, numericConstants_1.ZERO];
23
+ }
24
+ const payFreq = new anchor_1.BN(market.amm.fundingPeriod);
25
+ // todo: sufficiently differs from blockchain timestamp?
26
+ const now = new anchor_1.BN((Date.now() / 1000).toFixed(0));
27
+ const timeSinceLastUpdate = now.sub(market.amm.lastFundingRateTs);
28
+ // calculate real-time mark twap
29
+ const lastMarkTwapWithMantissa = market.amm.lastMarkPriceTwap;
30
+ const lastMarkPriceTwapTs = market.amm.lastMarkPriceTwapTs;
31
+ const timeSinceLastMarkChange = now.sub(lastMarkPriceTwapTs);
32
+ const markTwapTimeSinceLastUpdate = anchor_1.BN.max(secondsInHour, secondsInHour.sub(timeSinceLastMarkChange));
33
+ const baseAssetPriceWithMantissa = (0, market_1.calculateMarkPrice)(market);
34
+ const markTwapWithMantissa = markTwapTimeSinceLastUpdate
35
+ .mul(lastMarkTwapWithMantissa)
36
+ .add(timeSinceLastMarkChange.mul(baseAssetPriceWithMantissa))
37
+ .div(timeSinceLastMarkChange.add(markTwapTimeSinceLastUpdate));
38
+ // calculate real-time (predicted) oracle twap
39
+ // note: oracle twap depends on `when the chord is struck` (market is trade)
40
+ const lastOracleTwapWithMantissa = market.amm.lastOraclePriceTwap;
41
+ const lastOraclePriceTwapTs = market.amm.lastOraclePriceTwapTs;
42
+ const timeSinceLastOracleTwapUpdate = now.sub(lastOraclePriceTwapTs);
43
+ const oracleTwapTimeSinceLastUpdate = anchor_1.BN.max(secondsInHour, secondsInHour.sub(timeSinceLastOracleTwapUpdate));
44
+ const oraclePrice = oraclePriceData.price;
45
+ let oracleTwapWithMantissa = lastOracleTwapWithMantissa;
46
+ const oracleLiveVsTwap = oraclePrice
47
+ .sub(lastOracleTwapWithMantissa)
48
+ .abs()
49
+ .mul(numericConstants_1.MARK_PRICE_PRECISION)
50
+ .mul(new anchor_1.BN(100))
51
+ .div(lastOracleTwapWithMantissa);
52
+ // verify pyth live input is within 10% of last twap for live update
53
+ if (oracleLiveVsTwap.lte(numericConstants_1.MARK_PRICE_PRECISION.mul(new anchor_1.BN(10)))) {
54
+ oracleTwapWithMantissa = oracleTwapTimeSinceLastUpdate
55
+ .mul(lastOracleTwapWithMantissa)
56
+ .add(timeSinceLastMarkChange.mul(oraclePrice))
57
+ .div(timeSinceLastOracleTwapUpdate.add(oracleTwapTimeSinceLastUpdate));
58
+ }
59
+ const twapSpread = lastMarkTwapWithMantissa.sub(lastOracleTwapWithMantissa);
60
+ const twapSpreadPct = twapSpread
61
+ .mul(numericConstants_1.MARK_PRICE_PRECISION)
62
+ .mul(new anchor_1.BN(100))
63
+ .div(oracleTwapWithMantissa);
64
+ const lowerboundEst = twapSpreadPct
65
+ .mul(payFreq)
66
+ .mul(anchor_1.BN.min(secondsInHour, timeSinceLastUpdate))
67
+ .mul(periodAdjustment)
68
+ .div(secondsInHour)
69
+ .div(secondsInHour)
70
+ .div(hoursInDay);
71
+ const interpEst = twapSpreadPct.mul(periodAdjustment).div(hoursInDay);
72
+ const interpRateQuote = twapSpreadPct
73
+ .mul(periodAdjustment)
74
+ .div(hoursInDay)
75
+ .div(numericConstants_1.MARK_PRICE_PRECISION.div(numericConstants_1.QUOTE_PRECISION));
76
+ let feePoolSize = calculateFundingPool(market);
77
+ if (interpRateQuote.lt(new anchor_1.BN(0))) {
78
+ feePoolSize = feePoolSize.mul(new anchor_1.BN(-1));
79
+ }
80
+ let cappedAltEst;
81
+ let largerSide;
82
+ let smallerSide;
83
+ if (market.baseAssetAmountLong.gt(market.baseAssetAmountShort.abs())) {
84
+ largerSide = market.baseAssetAmountLong.abs();
85
+ smallerSide = market.baseAssetAmountShort.abs();
86
+ if (twapSpread.gt(new anchor_1.BN(0))) {
87
+ return [
88
+ markTwapWithMantissa,
89
+ oracleTwapWithMantissa,
90
+ lowerboundEst,
91
+ interpEst,
92
+ interpEst,
93
+ ];
94
+ }
95
+ }
96
+ else if (market.baseAssetAmountLong.lt(market.baseAssetAmountShort.abs())) {
97
+ largerSide = market.baseAssetAmountShort.abs();
98
+ smallerSide = market.baseAssetAmountLong.abs();
99
+ if (twapSpread.lt(new anchor_1.BN(0))) {
100
+ return [
101
+ markTwapWithMantissa,
102
+ oracleTwapWithMantissa,
103
+ lowerboundEst,
104
+ interpEst,
105
+ interpEst,
106
+ ];
107
+ }
108
+ }
109
+ else {
110
+ return [
111
+ markTwapWithMantissa,
112
+ oracleTwapWithMantissa,
113
+ lowerboundEst,
114
+ interpEst,
115
+ interpEst,
116
+ ];
117
+ }
118
+ if (largerSide.gt(numericConstants_1.ZERO)) {
119
+ // funding smaller flow
120
+ cappedAltEst = smallerSide.mul(twapSpread).div(hoursInDay);
121
+ const feePoolTopOff = feePoolSize
122
+ .mul(numericConstants_1.MARK_PRICE_PRECISION.div(numericConstants_1.QUOTE_PRECISION))
123
+ .mul(numericConstants_1.AMM_RESERVE_PRECISION);
124
+ cappedAltEst = cappedAltEst.add(feePoolTopOff).div(largerSide);
125
+ cappedAltEst = cappedAltEst
126
+ .mul(numericConstants_1.MARK_PRICE_PRECISION)
127
+ .mul(new anchor_1.BN(100))
128
+ .div(oracleTwapWithMantissa)
129
+ .mul(periodAdjustment);
130
+ if (cappedAltEst.abs().gte(interpEst.abs())) {
131
+ cappedAltEst = interpEst;
132
+ }
133
+ }
134
+ else {
135
+ cappedAltEst = interpEst;
136
+ }
137
+ return [
138
+ markTwapWithMantissa,
139
+ oracleTwapWithMantissa,
140
+ lowerboundEst,
141
+ cappedAltEst,
142
+ interpEst,
143
+ ];
144
+ }
145
+ exports.calculateAllEstimatedFundingRate = calculateAllEstimatedFundingRate;
146
+ /**
147
+ *
148
+ * @param market
149
+ * @param oraclePriceData
150
+ * @param periodAdjustment
151
+ * @param estimationMethod
152
+ * @returns Estimated funding rate. : Precision //TODO-PRECISION
153
+ */
154
+ async function calculateEstimatedFundingRate(market, oraclePriceData, periodAdjustment = new anchor_1.BN(1), estimationMethod) {
155
+ const [_1, _2, lowerboundEst, cappedAltEst, interpEst] = await calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustment);
156
+ if (estimationMethod == 'lowerbound') {
157
+ //assuming remaining funding period has no gap
158
+ return lowerboundEst;
159
+ }
160
+ else if (estimationMethod == 'capped') {
161
+ return cappedAltEst;
162
+ }
163
+ else {
164
+ return interpEst;
165
+ }
166
+ }
167
+ exports.calculateEstimatedFundingRate = calculateEstimatedFundingRate;
168
+ /**
169
+ *
170
+ * @param market
171
+ * @param oraclePriceData
172
+ * @param periodAdjustment
173
+ * @returns Estimated funding rate. : Precision //TODO-PRECISION
174
+ */
175
+ async function calculateLongShortFundingRate(market, oraclePriceData, periodAdjustment = new anchor_1.BN(1)) {
176
+ const [_1, _2, _, cappedAltEst, interpEst] = await calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustment);
177
+ if (market.baseAssetAmountLong.gt(market.baseAssetAmountShort)) {
178
+ return [cappedAltEst, interpEst];
179
+ }
180
+ else if (market.baseAssetAmountLong.lt(market.baseAssetAmountShort)) {
181
+ return [interpEst, cappedAltEst];
182
+ }
183
+ else {
184
+ return [interpEst, interpEst];
185
+ }
186
+ }
187
+ exports.calculateLongShortFundingRate = calculateLongShortFundingRate;
188
+ /**
189
+ *
190
+ * @param market
191
+ * @param oraclePriceData
192
+ * @param periodAdjustment
193
+ * @returns Estimated funding rate. : Precision //TODO-PRECISION
194
+ */
195
+ async function calculateLongShortFundingRateAndLiveTwaps(market, oraclePriceData, periodAdjustment = new anchor_1.BN(1)) {
196
+ const [markTwapLive, oracleTwapLive, _2, cappedAltEst, interpEst] = await calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustment);
197
+ if (market.baseAssetAmountLong.gt(market.baseAssetAmountShort.abs())) {
198
+ return [markTwapLive, oracleTwapLive, cappedAltEst, interpEst];
199
+ }
200
+ else if (market.baseAssetAmountLong.lt(market.baseAssetAmountShort.abs())) {
201
+ return [markTwapLive, oracleTwapLive, interpEst, cappedAltEst];
202
+ }
203
+ else {
204
+ return [markTwapLive, oracleTwapLive, interpEst, interpEst];
205
+ }
206
+ }
207
+ exports.calculateLongShortFundingRateAndLiveTwaps = calculateLongShortFundingRateAndLiveTwaps;
208
+ /**
209
+ *
210
+ * @param market
211
+ * @returns Estimated fee pool size
212
+ */
213
+ function calculateFundingPool(market) {
214
+ // todo
215
+ const totalFeeLB = market.amm.totalFee.div(new anchor_1.BN(2));
216
+ const feePool = anchor_1.BN.max(numericConstants_1.ZERO, market.amm.totalFeeMinusDistributions
217
+ .sub(totalFeeLB)
218
+ .mul(new anchor_1.BN(2))
219
+ .div(new anchor_1.BN(3)));
220
+ return feePool;
221
+ }
222
+ exports.calculateFundingPool = calculateFundingPool;
223
+ //# sourceMappingURL=funding.js.map
@@ -0,0 +1 @@
1
+ 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@@ -43,9 +43,13 @@ export async function calculateAllEstimatedFundingRate(
43
43
  const lastMarkPriceTwapTs = market.amm.lastMarkPriceTwapTs;
44
44
 
45
45
  const timeSinceLastMarkChange = now.sub(lastMarkPriceTwapTs);
46
- const markTwapTimeSinceLastUpdate = BN.max(
46
+ const markTwapTimeSinceLastUpdate =
47
+ BN.max(
47
48
  secondsInHour,
48
- secondsInHour.sub(timeSinceLastMarkChange)
49
+ BN.max(
50
+ ZERO,
51
+ secondsInHour.sub(timeSinceLastMarkChange)
52
+ )
49
53
  );
50
54
  const baseAssetPriceWithMantissa = calculateMarkPrice(market);
51
55
 
@@ -59,6 +63,8 @@ export async function calculateAllEstimatedFundingRate(
59
63
  const lastOracleTwapWithMantissa = market.amm.lastOraclePriceTwap;
60
64
  const lastOraclePriceTwapTs = market.amm.lastOraclePriceTwapTs;
61
65
 
66
+ const oracleInvalidDuration = BN.max(ZERO, lastMarkPriceTwapTs.sub(lastOraclePriceTwapTs));
67
+
62
68
  const timeSinceLastOracleTwapUpdate = now.sub(lastOraclePriceTwapTs);
63
69
  const oracleTwapTimeSinceLastUpdate = BN.max(
64
70
  secondsInHour,
@@ -80,7 +86,8 @@ export async function calculateAllEstimatedFundingRate(
80
86
  oracleTwapWithMantissa = oracleTwapTimeSinceLastUpdate
81
87
  .mul(lastOracleTwapWithMantissa)
82
88
  .add(timeSinceLastMarkChange.mul(oraclePrice))
83
- .div(timeSinceLastOracleTwapUpdate.add(oracleTwapTimeSinceLastUpdate));
89
+ .add(oracleInvalidDuration.mul(lastMarkTwapWithMantissa))
90
+ .div(timeSinceLastMarkChange.add(oracleTwapTimeSinceLastUpdate).add(oracleInvalidDuration));
84
91
  }
85
92
 
86
93
  const twapSpread = lastMarkTwapWithMantissa.sub(lastOracleTwapWithMantissa);
@@ -0,0 +1,23 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.calculateInsuranceFundSize = void 0;
4
+ const __1 = require("../");
5
+ /**
6
+ * In the case of a levered loss, the exchange first pays out undistributed fees and then the insurance fund.
7
+ * Thus the de facto size of the insurance fund is the amount in the insurance vault plus the sum of each markets
8
+ * undistributed fees.
9
+ *
10
+ * @param connection
11
+ * @param state
12
+ * @param marketsAccount
13
+ * @returns Precision : QUOTE_ASSET_PRECISION
14
+ */
15
+ async function calculateInsuranceFundSize(connection, state, marketsAccount) {
16
+ const insuranceVaultPublicKey = state.insuranceVault;
17
+ const insuranceVaultAmount = new __1.BN((await connection.getTokenAccountBalance(insuranceVaultPublicKey)).value.amount);
18
+ return marketsAccount.markets.reduce((insuranceVaultAmount, market) => {
19
+ return insuranceVaultAmount.add(market.amm.totalFee.div(new __1.BN(2)));
20
+ }, insuranceVaultAmount);
21
+ }
22
+ exports.calculateInsuranceFundSize = calculateInsuranceFundSize;
23
+ //# sourceMappingURL=insuranceFund.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"insuranceFund.js","sourceRoot":"","sources":["insuranceFund.ts"],"names":[],"mappings":";;;AACA,2BAAyB;AAGzB;;;;;;;;;GASG;AACI,KAAK,UAAU,0BAA0B,CAC/C,UAAsB,EACtB,KAAmB,EACnB,cAA8B;IAE9B,MAAM,uBAAuB,GAAG,KAAK,CAAC,cAAc,CAAC;IACrD,MAAM,oBAAoB,GAAG,IAAI,MAAE,CAClC,CACC,MAAM,UAAU,CAAC,sBAAsB,CAAC,uBAAuB,CAAC,CAChE,CAAC,KAAK,CAAC,MAAM,CACd,CAAC;IACF,OAAO,cAAc,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,oBAAoB,EAAE,MAAM,EAAE,EAAE;QACrE,OAAO,oBAAoB,CAAC,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,GAAG,CAAC,IAAI,MAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;IACrE,CAAC,EAAE,oBAAoB,CAAC,CAAC;AAC1B,CAAC;AAdD,gEAcC"}
@@ -0,0 +1,121 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.isEmptyPosition = exports.positionCurrentDirection = exports.findDirectionToClose = exports.calculateEntryPrice = exports.calculatePositionFundingPNL = exports.calculatePositionPNL = exports.calculateBaseAssetValue = void 0;
4
+ const __1 = require("../");
5
+ const numericConstants_1 = require("../constants/numericConstants");
6
+ const types_1 = require("../types");
7
+ const amm_1 = require("./amm");
8
+ /**
9
+ * calculateBaseAssetValue
10
+ * = market value of closing entire position
11
+ * @param market
12
+ * @param userPosition
13
+ * @returns Base Asset Value. : Precision QUOTE_PRECISION
14
+ */
15
+ function calculateBaseAssetValue(market, userPosition) {
16
+ if (userPosition.baseAssetAmount.eq(numericConstants_1.ZERO)) {
17
+ return numericConstants_1.ZERO;
18
+ }
19
+ const directionToClose = findDirectionToClose(userPosition);
20
+ const [newQuoteAssetReserve, _] = (0, amm_1.calculateAmmReservesAfterSwap)(market.amm, 'base', userPosition.baseAssetAmount.abs(), (0, amm_1.getSwapDirection)('base', directionToClose));
21
+ switch (directionToClose) {
22
+ case types_1.PositionDirection.SHORT:
23
+ return market.amm.quoteAssetReserve
24
+ .sub(newQuoteAssetReserve)
25
+ .mul(market.amm.pegMultiplier)
26
+ .div(numericConstants_1.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO);
27
+ case types_1.PositionDirection.LONG:
28
+ return newQuoteAssetReserve
29
+ .sub(market.amm.quoteAssetReserve)
30
+ .mul(market.amm.pegMultiplier)
31
+ .div(numericConstants_1.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO)
32
+ .add(numericConstants_1.ONE);
33
+ }
34
+ }
35
+ exports.calculateBaseAssetValue = calculateBaseAssetValue;
36
+ /**
37
+ * calculatePositionPNL
38
+ * = BaseAssetAmount * (Avg Exit Price - Avg Entry Price)
39
+ * @param market
40
+ * @param marketPosition
41
+ * @param withFunding (adds unrealized funding payment pnl to result)
42
+ * @returns BaseAssetAmount : Precision QUOTE_PRECISION
43
+ */
44
+ function calculatePositionPNL(market, marketPosition, withFunding = false) {
45
+ if (marketPosition.baseAssetAmount.eq(numericConstants_1.ZERO)) {
46
+ return numericConstants_1.ZERO;
47
+ }
48
+ const baseAssetValue = calculateBaseAssetValue(market, marketPosition);
49
+ let pnl;
50
+ if (marketPosition.baseAssetAmount.gt(numericConstants_1.ZERO)) {
51
+ pnl = baseAssetValue.sub(marketPosition.quoteAssetAmount);
52
+ }
53
+ else {
54
+ pnl = marketPosition.quoteAssetAmount.sub(baseAssetValue);
55
+ }
56
+ if (withFunding) {
57
+ const fundingRatePnL = calculatePositionFundingPNL(market, marketPosition).div(numericConstants_1.PRICE_TO_QUOTE_PRECISION);
58
+ pnl = pnl.add(fundingRatePnL);
59
+ }
60
+ return pnl;
61
+ }
62
+ exports.calculatePositionPNL = calculatePositionPNL;
63
+ /**
64
+ *
65
+ * @param market
66
+ * @param marketPosition
67
+ * @returns // TODO-PRECISION
68
+ */
69
+ function calculatePositionFundingPNL(market, marketPosition) {
70
+ if (marketPosition.baseAssetAmount.eq(numericConstants_1.ZERO)) {
71
+ return numericConstants_1.ZERO;
72
+ }
73
+ let ammCumulativeFundingRate;
74
+ if (marketPosition.baseAssetAmount.gt(numericConstants_1.ZERO)) {
75
+ ammCumulativeFundingRate = market.amm.cumulativeFundingRateLong;
76
+ }
77
+ else {
78
+ ammCumulativeFundingRate = market.amm.cumulativeFundingRateShort;
79
+ }
80
+ const perPositionFundingRate = ammCumulativeFundingRate
81
+ .sub(marketPosition.lastCumulativeFundingRate)
82
+ .mul(marketPosition.baseAssetAmount)
83
+ .div(numericConstants_1.AMM_RESERVE_PRECISION)
84
+ .div(numericConstants_1.FUNDING_PAYMENT_PRECISION)
85
+ .mul(new __1.BN(-1));
86
+ return perPositionFundingRate;
87
+ }
88
+ exports.calculatePositionFundingPNL = calculatePositionFundingPNL;
89
+ /**
90
+ *
91
+ * @param userPosition
92
+ * @returns Precision: MARK_PRICE_PRECISION (10^10)
93
+ */
94
+ function calculateEntryPrice(userPosition) {
95
+ if (userPosition.baseAssetAmount.eq(numericConstants_1.ZERO)) {
96
+ return numericConstants_1.ZERO;
97
+ }
98
+ return userPosition.quoteAssetAmount
99
+ .mul(numericConstants_1.MARK_PRICE_PRECISION)
100
+ .mul(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
101
+ .div(userPosition.baseAssetAmount)
102
+ .abs();
103
+ }
104
+ exports.calculateEntryPrice = calculateEntryPrice;
105
+ function findDirectionToClose(userPosition) {
106
+ return userPosition.baseAssetAmount.gt(numericConstants_1.ZERO)
107
+ ? types_1.PositionDirection.SHORT
108
+ : types_1.PositionDirection.LONG;
109
+ }
110
+ exports.findDirectionToClose = findDirectionToClose;
111
+ function positionCurrentDirection(userPosition) {
112
+ return userPosition.baseAssetAmount.gte(numericConstants_1.ZERO)
113
+ ? types_1.PositionDirection.LONG
114
+ : types_1.PositionDirection.SHORT;
115
+ }
116
+ exports.positionCurrentDirection = positionCurrentDirection;
117
+ function isEmptyPosition(userPosition) {
118
+ return (userPosition.baseAssetAmount.eq(numericConstants_1.ZERO) && userPosition.openOrders.eq(numericConstants_1.ZERO));
119
+ }
120
+ exports.isEmptyPosition = isEmptyPosition;
121
+ //# sourceMappingURL=position.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"position.js","sourceRoot":"","sources":["position.ts"],"names":[],"mappings":";;;AAAA,2BAAyB;AACzB,oEASuC;AACvC,oCAAmE;AACnE,+BAAwE;AAExE;;;;;;GAMG;AACH,SAAgB,uBAAuB,CACtC,MAAc,EACd,YAA0B;IAE1B,IAAI,YAAY,CAAC,eAAe,CAAC,EAAE,CAAC,uBAAI,CAAC,EAAE;QAC1C,OAAO,uBAAI,CAAC;KACZ;IAED,MAAM,gBAAgB,GAAG,oBAAoB,CAAC,YAAY,CAAC,CAAC;IAE5D,MAAM,CAAC,oBAAoB,EAAE,CAAC,CAAC,GAAG,IAAA,mCAA6B,EAC9D,MAAM,CAAC,GAAG,EACV,MAAM,EACN,YAAY,CAAC,eAAe,CAAC,GAAG,EAAE,EAClC,IAAA,sBAAgB,EAAC,MAAM,EAAE,gBAAgB,CAAC,CAC1C,CAAC;IAEF,QAAQ,gBAAgB,EAAE;QACzB,KAAK,yBAAiB,CAAC,KAAK;YAC3B,OAAO,MAAM,CAAC,GAAG,CAAC,iBAAiB;iBACjC,GAAG,CAAC,oBAAoB,CAAC;iBACzB,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,aAAa,CAAC;iBAC7B,GAAG,CAAC,yDAAsC,CAAC,CAAC;QAE/C,KAAK,yBAAiB,CAAC,IAAI;YAC1B,OAAO,oBAAoB;iBACzB,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,iBAAiB,CAAC;iBACjC,GAAG,CAAC,MAAM,CAAC,GAAG,CAAC,aAAa,CAAC;iBAC7B,GAAG,CAAC,yDAAsC,CAAC;iBAC3C,GAAG,CAAC,sBAAG,CAAC,CAAC;KACZ;AACF,CAAC;AA/BD,0DA+BC;AAED;;;;;;;GAOG;AACH,SAAgB,oBAAoB,CACnC,MAAc,EACd,cAA4B,EAC5B,WAAW,GAAG,KAAK;IAEnB,IAAI,cAAc,CAAC,eAAe,CAAC,EAAE,CAAC,uBAAI,CAAC,EAAE;QAC5C,OAAO,uBAAI,CAAC;KACZ;IAED,MAAM,cAAc,GAAG,uBAAuB,CAAC,MAAM,EAAE,cAAc,CAAC,CAAC;IAEvE,IAAI,GAAG,CAAC;IACR,IAAI,cAAc,CAAC,eAAe,CAAC,EAAE,CAAC,uBAAI,CAAC,EAAE;QAC5C,GAAG,GAAG,cAAc,CAAC,GAAG,CAAC,cAAc,CAAC,gBAAgB,CAAC,CAAC;KAC1D;SAAM;QACN,GAAG,GAAG,cAAc,CAAC,gBAAgB,CAAC,GAAG,CAAC,cAAc,CAAC,CAAC;KAC1D;IAED,IAAI,WAAW,EAAE;QAChB,MAAM,cAAc,GAAG,2BAA2B,CACjD,MAAM,EACN,cAAc,CACd,CAAC,GAAG,CAAC,2CAAwB,CAAC,CAAC;QAEhC,GAAG,GAAG,GAAG,CAAC,GAAG,CAAC,cAAc,CAAC,CAAC;KAC9B;IAED,OAAO,GAAG,CAAC;AACZ,CAAC;AA5BD,oDA4BC;AAED;;;;;GAKG;AACH,SAAgB,2BAA2B,CAC1C,MAAc,EACd,cAA4B;IAE5B,IAAI,cAAc,CAAC,eAAe,CAAC,EAAE,CAAC,uBAAI,CAAC,EAAE;QAC5C,OAAO,uBAAI,CAAC;KACZ;IAED,IAAI,wBAA4B,CAAC;IACjC,IAAI,cAAc,CAAC,eAAe,CAAC,EAAE,CAAC,uBAAI,CAAC,EAAE;QAC5C,wBAAwB,GAAG,MAAM,CAAC,GAAG,CAAC,yBAAyB,CAAC;KAChE;SAAM;QACN,wBAAwB,GAAG,MAAM,CAAC,GAAG,CAAC,0BAA0B,CAAC;KACjE;IAED,MAAM,sBAAsB,GAAG,wBAAwB;SACrD,GAAG,CAAC,cAAc,CAAC,yBAAyB,CAAC;SAC7C,GAAG,CAAC,cAAc,CAAC,eAAe,CAAC;SACnC,GAAG,CAAC,wCAAqB,CAAC;SAC1B,GAAG,CAAC,4CAAyB,CAAC;SAC9B,GAAG,CAAC,IAAI,MAAE,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC;IAElB,OAAO,sBAAsB,CAAC;AAC/B,CAAC;AAvBD,kEAuBC;AAED;;;;GAIG;AACH,SAAgB,mBAAmB,CAAC,YAA0B;IAC7D,IAAI,YAAY,CAAC,eAAe,CAAC,EAAE,CAAC,uBAAI,CAAC,EAAE;QAC1C,OAAO,uBAAI,CAAC;KACZ;IAED,OAAO,YAAY,CAAC,gBAAgB;SAClC,GAAG,CAAC,uCAAoB,CAAC;SACzB,GAAG,CAAC,+CAA4B,CAAC;SACjC,GAAG,CAAC,YAAY,CAAC,eAAe,CAAC;SACjC,GAAG,EAAE,CAAC;AACT,CAAC;AAVD,kDAUC;AAED,SAAgB,oBAAoB,CACnC,YAA0B;IAE1B,OAAO,YAAY,CAAC,eAAe,CAAC,EAAE,CAAC,uBAAI,CAAC;QAC3C,CAAC,CAAC,yBAAiB,CAAC,KAAK;QACzB,CAAC,CAAC,yBAAiB,CAAC,IAAI,CAAC;AAC3B,CAAC;AAND,oDAMC;AAED,SAAgB,wBAAwB,CACvC,YAA0B;IAE1B,OAAO,YAAY,CAAC,eAAe,CAAC,GAAG,CAAC,uBAAI,CAAC;QAC5C,CAAC,CAAC,yBAAiB,CAAC,IAAI;QACxB,CAAC,CAAC,yBAAiB,CAAC,KAAK,CAAC;AAC5B,CAAC;AAND,4DAMC;AAED,SAAgB,eAAe,CAAC,YAA0B;IACzD,OAAO,CACN,YAAY,CAAC,eAAe,CAAC,EAAE,CAAC,uBAAI,CAAC,IAAI,YAAY,CAAC,UAAU,CAAC,EAAE,CAAC,uBAAI,CAAC,CACzE,CAAC;AACH,CAAC;AAJD,0CAIC"}
@@ -0,0 +1,27 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.squareRootBN = void 0;
4
+ const __1 = require("../");
5
+ const squareRootBN = (n, closeness = new __1.BN(1)) => {
6
+ // Assuming the sqrt of n as n only
7
+ let x = n;
8
+ // The closed guess will be stored in the root
9
+ let root;
10
+ // To count the number of iterations
11
+ let count = 0;
12
+ const TWO = new __1.BN(2);
13
+ // eslint-disable-next-line @typescript-eslint/ban-ts-comment
14
+ while (count < Number.MAX_SAFE_INTEGER) {
15
+ count++;
16
+ // Calculate more closed x
17
+ root = x.add(n.div(x)).div(TWO);
18
+ // Check for closeness
19
+ if (x.sub(root).abs().lte(closeness))
20
+ break;
21
+ // Update root
22
+ x = root;
23
+ }
24
+ return root;
25
+ };
26
+ exports.squareRootBN = squareRootBN;
27
+ //# sourceMappingURL=utils.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"utils.js","sourceRoot":"","sources":["utils.ts"],"names":[],"mappings":";;;AAAA,2BAAyB;AAElB,MAAM,YAAY,GAAG,CAAC,CAAC,EAAE,SAAS,GAAG,IAAI,MAAE,CAAC,CAAC,CAAC,EAAE,EAAE;IACxD,mCAAmC;IACnC,IAAI,CAAC,GAAG,CAAC,CAAC;IAEV,8CAA8C;IAC9C,IAAI,IAAI,CAAC;IAET,oCAAoC;IACpC,IAAI,KAAK,GAAG,CAAC,CAAC;IACd,MAAM,GAAG,GAAG,IAAI,MAAE,CAAC,CAAC,CAAC,CAAC;IAEtB,6DAA6D;IAC7D,OAAO,KAAK,GAAG,MAAM,CAAC,gBAAgB,EAAE;QACvC,KAAK,EAAE,CAAC;QAER,0BAA0B;QAC1B,IAAI,GAAG,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC,CAAC,CAAC,GAAG,CAAC,GAAG,CAAC,CAAC;QAEhC,sBAAsB;QACtB,IAAI,CAAC,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,GAAG,EAAE,CAAC,GAAG,CAAC,SAAS,CAAC;YAAE,MAAM;QAE5C,cAAc;QACd,CAAC,GAAG,IAAI,CAAC;KACT;IAED,OAAO,IAAI,CAAC;AACb,CAAC,CAAC;AA1BW,QAAA,YAAY,gBA0BvB"}
@@ -0,0 +1,60 @@
1
+ "use strict";
2
+ var __importDefault = (this && this.__importDefault) || function (mod) {
3
+ return (mod && mod.__esModule) ? mod : { "default": mod };
4
+ };
5
+ Object.defineProperty(exports, "__esModule", { value: true });
6
+ exports.SwitchboardClient = void 0;
7
+ const switchboard_v2_1 = require("@switchboard-xyz/switchboard-v2");
8
+ const web3_js_1 = require("@solana/web3.js");
9
+ const anchor_1 = require("@project-serum/anchor");
10
+ const numericConstants_1 = require("../constants/numericConstants");
11
+ const wallet_1 = require("../wallet");
12
+ const switchboard_v2_json_1 = __importDefault(require("../idl/switchboard_v2.json"));
13
+ // cache switchboard program for every client object since itll always be the same
14
+ const programMap = new Map();
15
+ class SwitchboardClient {
16
+ constructor(connection, env) {
17
+ this.connection = connection;
18
+ this.env = env;
19
+ }
20
+ async getOraclePriceData(pricePublicKey) {
21
+ const accountInfo = await this.connection.getAccountInfo(pricePublicKey);
22
+ return this.getOraclePriceDataFromBuffer(accountInfo.data);
23
+ }
24
+ async getOraclePriceDataFromBuffer(buffer) {
25
+ const program = await this.getProgram();
26
+ const aggregatorAccountData = program.account.aggregatorAccountData.coder.accounts.decode('AggregatorAccountData', buffer);
27
+ const price = convertSwitchboardDecimal(aggregatorAccountData.latestConfirmedRound.result);
28
+ const confidence = convertSwitchboardDecimal(aggregatorAccountData.latestConfirmedRound
29
+ .stdDeviation);
30
+ const slot = aggregatorAccountData.latestConfirmedRound.roundOpenSlot;
31
+ return {
32
+ price,
33
+ slot,
34
+ confidence,
35
+ };
36
+ }
37
+ async getProgram() {
38
+ if (programMap.has(this.env)) {
39
+ return programMap.get(this.env);
40
+ }
41
+ const program = await getSwitchboardProgram(this.env, this.connection);
42
+ programMap.set(this.env, program);
43
+ return program;
44
+ }
45
+ }
46
+ exports.SwitchboardClient = SwitchboardClient;
47
+ async function getSwitchboardProgram(env, connection) {
48
+ const DEFAULT_KEYPAIR = web3_js_1.Keypair.fromSeed(new Uint8Array(32).fill(1));
49
+ const programId = (0, switchboard_v2_1.getSwitchboardPid)(env);
50
+ const wallet = new wallet_1.Wallet(DEFAULT_KEYPAIR);
51
+ const provider = new anchor_1.Provider(connection, wallet, {});
52
+ return new anchor_1.Program(switchboard_v2_json_1.default, programId, provider);
53
+ }
54
+ function convertSwitchboardDecimal(switchboardDecimal) {
55
+ const switchboardPrecision = numericConstants_1.TEN.pow(new anchor_1.BN(switchboardDecimal.scale));
56
+ return switchboardDecimal.mantissa
57
+ .mul(numericConstants_1.MARK_PRICE_PRECISION)
58
+ .div(switchboardPrecision);
59
+ }
60
+ //# sourceMappingURL=switchboardClient.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"switchboardClient.js","sourceRoot":"","sources":["switchboardClient.ts"],"names":[],"mappings":";;;;;;AAAA,oEAGyC;AACzC,6CAAiE;AAEjE,kDAAmE;AACnE,oEAA0E;AAE1E,sCAAmC;AACnC,qFAA0D;AAE1D,kFAAkF;AAClF,MAAM,UAAU,GAAG,IAAI,GAAG,EAAmB,CAAC;AAE9C,MAAa,iBAAiB;IAI7B,YAAmB,UAAsB,EAAE,GAAa;QACvD,IAAI,CAAC,UAAU,GAAG,UAAU,CAAC;QAC7B,IAAI,CAAC,GAAG,GAAG,GAAG,CAAC;IAChB,CAAC;IAEM,KAAK,CAAC,kBAAkB,CAC9B,cAAyB;QAEzB,MAAM,WAAW,GAAG,MAAM,IAAI,CAAC,UAAU,CAAC,cAAc,CAAC,cAAc,CAAC,CAAC;QACzE,OAAO,IAAI,CAAC,4BAA4B,CAAC,WAAW,CAAC,IAAI,CAAC,CAAC;IAC5D,CAAC;IAEM,KAAK,CAAC,4BAA4B,CACxC,MAAc;QAEd,MAAM,OAAO,GAAG,MAAM,IAAI,CAAC,UAAU,EAAE,CAAC;QAExC,MAAM,qBAAqB,GAC1B,OAAO,CAAC,OAAO,CAAC,qBAAqB,CAAC,KAAK,CAAC,QAAQ,CAAC,MAAM,CAC1D,uBAAuB,EACvB,MAAM,CACN,CAAC;QACH,MAAM,KAAK,GAAG,yBAAyB,CACtC,qBAAqB,CAAC,oBAAoB,CAAC,MAA4B,CACvE,CAAC;QAEF,MAAM,UAAU,GAAG,yBAAyB,CAC3C,qBAAqB,CAAC,oBAAoB;aACxC,YAAkC,CACpC,CAAC;QAEF,MAAM,IAAI,GAAO,qBAAqB,CAAC,oBAAoB,CAAC,aAAa,CAAC;QAC1E,OAAO;YACN,KAAK;YACL,IAAI;YACJ,UAAU;SACV,CAAC;IACH,CAAC;IAEM,KAAK,CAAC,UAAU;QACtB,IAAI,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,EAAE;YAC7B,OAAO,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;SAChC;QAED,MAAM,OAAO,GAAG,MAAM,qBAAqB,CAAC,IAAI,CAAC,GAAG,EAAE,IAAI,CAAC,UAAU,CAAC,CAAC;QACvE,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,GAAG,EAAE,OAAO,CAAC,CAAC;QAClC,OAAO,OAAO,CAAC;IAChB,CAAC;CACD;AApDD,8CAoDC;AAED,KAAK,UAAU,qBAAqB,CACnC,GAAa,EACb,UAAsB;IAEtB,MAAM,eAAe,GAAG,iBAAO,CAAC,QAAQ,CAAC,IAAI,UAAU,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC,CAAC;IACrE,MAAM,SAAS,GAAG,IAAA,kCAAiB,EAAC,GAAG,CAAC,CAAC;IACzC,MAAM,MAAM,GAAG,IAAI,eAAM,CAAC,eAAe,CAAC,CAAC;IAC3C,MAAM,QAAQ,GAAG,IAAI,iBAAQ,CAAC,UAAU,EAAE,MAAM,EAAE,EAAE,CAAC,CAAC;IAEtD,OAAO,IAAI,gBAAO,CAAC,6BAAuB,EAAE,SAAS,EAAE,QAAQ,CAAC,CAAC;AAClE,CAAC;AAED,SAAS,yBAAyB,CAAC,kBAAsC;IACxE,MAAM,oBAAoB,GAAG,sBAAG,CAAC,GAAG,CAAC,IAAI,WAAE,CAAC,kBAAkB,CAAC,KAAK,CAAC,CAAC,CAAC;IACvE,OAAO,kBAAkB,CAAC,QAAQ;SAChC,GAAG,CAAC,uCAAoB,CAAC;SACzB,GAAG,CAAC,oBAAoB,CAAC,CAAC;AAC7B,CAAC"}
package/src/orders.ts CHANGED
@@ -199,7 +199,14 @@ export function calculateAmountToTradeForLimit(
199
199
  'Cant calculate limit price for oracle offset oracle without OraclePriceData'
200
200
  );
201
201
  }
202
- limitPrice = oraclePriceData.price.add(order.oraclePriceOffset);
202
+ const floatingPrice = oraclePriceData.price.add(order.oraclePriceOffset);
203
+ if (order.postOnly) {
204
+ limitPrice = isVariant(order.direction, 'long')
205
+ ? BN.min(order.price, floatingPrice)
206
+ : BN.max(order.price, floatingPrice);
207
+ } else {
208
+ limitPrice = floatingPrice;
209
+ }
203
210
  }
204
211
 
205
212
  const [maxAmountToTrade, direction] = calculateMaxBaseAssetAmountToTrade(
@@ -0,0 +1,39 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.parseTokenAccount = void 0;
4
+ const spl_token_1 = require("@solana/spl-token");
5
+ const web3_js_1 = require("@solana/web3.js");
6
+ function parseTokenAccount(data) {
7
+ const accountInfo = spl_token_1.AccountLayout.decode(data);
8
+ accountInfo.mint = new web3_js_1.PublicKey(accountInfo.mint);
9
+ accountInfo.owner = new web3_js_1.PublicKey(accountInfo.owner);
10
+ accountInfo.amount = spl_token_1.u64.fromBuffer(accountInfo.amount);
11
+ if (accountInfo.delegateOption === 0) {
12
+ accountInfo.delegate = null;
13
+ // eslint-disable-next-line new-cap
14
+ accountInfo.delegatedAmount = new spl_token_1.u64(0);
15
+ }
16
+ else {
17
+ accountInfo.delegate = new web3_js_1.PublicKey(accountInfo.delegate);
18
+ accountInfo.delegatedAmount = spl_token_1.u64.fromBuffer(accountInfo.delegatedAmount);
19
+ }
20
+ accountInfo.isInitialized = accountInfo.state !== 0;
21
+ accountInfo.isFrozen = accountInfo.state === 2;
22
+ if (accountInfo.isNativeOption === 1) {
23
+ accountInfo.rentExemptReserve = spl_token_1.u64.fromBuffer(accountInfo.isNative);
24
+ accountInfo.isNative = true;
25
+ }
26
+ else {
27
+ accountInfo.rentExemptReserve = null;
28
+ accountInfo.isNative = false;
29
+ }
30
+ if (accountInfo.closeAuthorityOption === 0) {
31
+ accountInfo.closeAuthority = null;
32
+ }
33
+ else {
34
+ accountInfo.closeAuthority = new web3_js_1.PublicKey(accountInfo.closeAuthority);
35
+ }
36
+ return accountInfo;
37
+ }
38
+ exports.parseTokenAccount = parseTokenAccount;
39
+ //# sourceMappingURL=index.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"index.js","sourceRoot":"","sources":["index.ts"],"names":[],"mappings":";;;AAAA,iDAAoE;AACpE,6CAA4C;AAE5C,SAAgB,iBAAiB,CAAC,IAAY;IAC7C,MAAM,WAAW,GAAG,yBAAa,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC;IAC/C,WAAW,CAAC,IAAI,GAAG,IAAI,mBAAS,CAAC,WAAW,CAAC,IAAI,CAAC,CAAC;IACnD,WAAW,CAAC,KAAK,GAAG,IAAI,mBAAS,CAAC,WAAW,CAAC,KAAK,CAAC,CAAC;IACrD,WAAW,CAAC,MAAM,GAAG,eAAG,CAAC,UAAU,CAAC,WAAW,CAAC,MAAM,CAAC,CAAC;IAExD,IAAI,WAAW,CAAC,cAAc,KAAK,CAAC,EAAE;QACrC,WAAW,CAAC,QAAQ,GAAG,IAAI,CAAC;QAC5B,mCAAmC;QACnC,WAAW,CAAC,eAAe,GAAG,IAAI,eAAG,CAAC,CAAC,CAAC,CAAC;KACzC;SAAM;QACN,WAAW,CAAC,QAAQ,GAAG,IAAI,mBAAS,CAAC,WAAW,CAAC,QAAQ,CAAC,CAAC;QAC3D,WAAW,CAAC,eAAe,GAAG,eAAG,CAAC,UAAU,CAAC,WAAW,CAAC,eAAe,CAAC,CAAC;KAC1E;IAED,WAAW,CAAC,aAAa,GAAG,WAAW,CAAC,KAAK,KAAK,CAAC,CAAC;IACpD,WAAW,CAAC,QAAQ,GAAG,WAAW,CAAC,KAAK,KAAK,CAAC,CAAC;IAE/C,IAAI,WAAW,CAAC,cAAc,KAAK,CAAC,EAAE;QACrC,WAAW,CAAC,iBAAiB,GAAG,eAAG,CAAC,UAAU,CAAC,WAAW,CAAC,QAAQ,CAAC,CAAC;QACrE,WAAW,CAAC,QAAQ,GAAG,IAAI,CAAC;KAC5B;SAAM;QACN,WAAW,CAAC,iBAAiB,GAAG,IAAI,CAAC;QACrC,WAAW,CAAC,QAAQ,GAAG,KAAK,CAAC;KAC7B;IAED,IAAI,WAAW,CAAC,oBAAoB,KAAK,CAAC,EAAE;QAC3C,WAAW,CAAC,cAAc,GAAG,IAAI,CAAC;KAClC;SAAM;QACN,WAAW,CAAC,cAAc,GAAG,IAAI,mBAAS,CAAC,WAAW,CAAC,cAAc,CAAC,CAAC;KACvE;IAED,OAAO,WAAW,CAAC;AACpB,CAAC;AAjCD,8CAiCC"}
@@ -0,0 +1,13 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.DefaultTxSender = void 0;
4
+ class DefaultTxSender {
5
+ constructor(provider) {
6
+ this.provider = provider;
7
+ }
8
+ send(tx, additionalSigners, opts) {
9
+ return this.provider.send(tx, additionalSigners, opts);
10
+ }
11
+ }
12
+ exports.DefaultTxSender = DefaultTxSender;
13
+ //# sourceMappingURL=defaultTxSender.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"defaultTxSender.js","sourceRoot":"","sources":["defaultTxSender.ts"],"names":[],"mappings":";;;AASA,MAAa,eAAe;IAG3B,YAAmB,QAAkB;QACpC,IAAI,CAAC,QAAQ,GAAG,QAAQ,CAAC;IAC1B,CAAC;IAED,IAAI,CACH,EAAe,EACf,iBAAiC,EACjC,IAAqB;QAErB,OAAO,IAAI,CAAC,QAAQ,CAAC,IAAI,CAAC,EAAE,EAAE,iBAAiB,EAAE,IAAI,CAAC,CAAC;IACxD,CAAC;CACD;AAdD,0CAcC"}
@@ -136,32 +136,43 @@ export class RetryTxSender implements TxSender {
136
136
  const start = Date.now();
137
137
  const subscriptionCommitment = commitment || this.provider.opts.commitment;
138
138
 
139
- let subscriptionId;
139
+ const subscriptionIds = new Array<number>();
140
+ const connections = [
141
+ this.provider.connection,
142
+ ...this.additionalConnections,
143
+ ];
140
144
  let response: RpcResponseAndContext<SignatureResult> | null = null;
141
- const confirmPromise = new Promise((resolve, reject) => {
142
- try {
143
- subscriptionId = this.provider.connection.onSignature(
144
- signature,
145
- (result: SignatureResult, context: Context) => {
146
- subscriptionId = undefined;
147
- response = {
148
- context,
149
- value: result,
150
- };
151
- resolve(null);
152
- },
153
- subscriptionCommitment
154
- );
155
- } catch (err) {
156
- reject(err);
157
- }
145
+ const promises = connections.map((connection, i) => {
146
+ let subscriptionId;
147
+ const confirmPromise = new Promise((resolve, reject) => {
148
+ try {
149
+ subscriptionId = connection.onSignature(
150
+ signature,
151
+ (result: SignatureResult, context: Context) => {
152
+ subscriptionIds[i] = undefined;
153
+ response = {
154
+ context,
155
+ value: result,
156
+ };
157
+ resolve(null);
158
+ },
159
+ subscriptionCommitment
160
+ );
161
+ } catch (err) {
162
+ reject(err);
163
+ }
164
+ });
165
+ subscriptionIds.push(subscriptionId);
166
+ return confirmPromise;
158
167
  });
159
168
 
160
169
  try {
161
- await this.promiseTimeout(confirmPromise, this.timeout);
170
+ await this.promiseTimeout(promises, this.timeout);
162
171
  } finally {
163
- if (subscriptionId) {
164
- this.provider.connection.removeSignatureListener(subscriptionId);
172
+ for (const [i, subscriptionId] of subscriptionIds.entries()) {
173
+ if (subscriptionId) {
174
+ connections[i].removeSignatureListener(subscriptionId);
175
+ }
165
176
  }
166
177
  }
167
178
 
@@ -188,16 +199,21 @@ export class RetryTxSender implements TxSender {
188
199
  });
189
200
  }
190
201
 
191
- promiseTimeout<T>(promise: Promise<T>, timeoutMs: number): Promise<T | null> {
202
+ promiseTimeout<T>(
203
+ promises: Promise<T>[],
204
+ timeoutMs: number
205
+ ): Promise<T | null> {
192
206
  let timeoutId: ReturnType<typeof setTimeout>;
193
207
  const timeoutPromise: Promise<null> = new Promise((resolve) => {
194
208
  timeoutId = setTimeout(() => resolve(null), timeoutMs);
195
209
  });
196
210
 
197
- return Promise.race([promise, timeoutPromise]).then((result: T | null) => {
198
- clearTimeout(timeoutId);
199
- return result;
200
- });
211
+ return Promise.race([...promises, timeoutPromise]).then(
212
+ (result: T | null) => {
213
+ clearTimeout(timeoutId);
214
+ return result;
215
+ }
216
+ );
201
217
  }
202
218
 
203
219
  sendToAdditionalConnections(rawTx: Buffer, opts: ConfirmOptions): void {
@@ -211,4 +227,16 @@ export class RetryTxSender implements TxSender {
211
227
  });
212
228
  });
213
229
  }
230
+
231
+ public addAdditionalConnection(newConnection: Connection): void {
232
+ const alreadyUsingConnection =
233
+ this.additionalConnections.filter((connection) => {
234
+ // @ts-ignore
235
+ return connection._rpcEndpoint === newConnection.rpcEndpoint;
236
+ }).length > 0;
237
+
238
+ if (!alreadyUsingConnection) {
239
+ this.additionalConnections.push(newConnection);
240
+ }
241
+ }
214
242
  }
@@ -0,0 +1,3 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ //# sourceMappingURL=types.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"types.js","sourceRoot":"","sources":["types.ts"],"names":[],"mappings":""}
@@ -0,0 +1,9 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.wrapInTx = void 0;
4
+ const web3_js_1 = require("@solana/web3.js");
5
+ function wrapInTx(instruction) {
6
+ return new web3_js_1.Transaction().add(instruction);
7
+ }
8
+ exports.wrapInTx = wrapInTx;
9
+ //# sourceMappingURL=utils.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"utils.js","sourceRoot":"","sources":["utils.ts"],"names":[],"mappings":";;;AAAA,6CAAsE;AAEtE,SAAgB,QAAQ,CAAC,WAAmC;IAC3D,OAAO,IAAI,qBAAW,EAAE,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC;AAC3C,CAAC;AAFD,4BAEC"}
@@ -0,0 +1,17 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.findComputeUnitConsumption = void 0;
4
+ async function findComputeUnitConsumption(programId, connection, txSignature, commitment = 'confirmed') {
5
+ const tx = await connection.getTransaction(txSignature, { commitment });
6
+ const computeUnits = [];
7
+ const regex = new RegExp(`Program ${programId.toString()} consumed ([0-9]{0,6}) of 200000 compute units`);
8
+ tx.meta.logMessages.forEach((logMessage) => {
9
+ const match = logMessage.match(regex);
10
+ if (match && match[1]) {
11
+ computeUnits.push(match[1]);
12
+ }
13
+ });
14
+ return computeUnits;
15
+ }
16
+ exports.findComputeUnitConsumption = findComputeUnitConsumption;
17
+ //# sourceMappingURL=computeUnits.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"computeUnits.js","sourceRoot":"","sources":["computeUnits.ts"],"names":[],"mappings":";;;AAEO,KAAK,UAAU,0BAA0B,CAC/C,SAAoB,EACpB,UAAsB,EACtB,WAAmB,EACnB,aAAuB,WAAW;IAElC,MAAM,EAAE,GAAG,MAAM,UAAU,CAAC,cAAc,CAAC,WAAW,EAAE,EAAE,UAAU,EAAE,CAAC,CAAC;IACxE,MAAM,YAAY,GAAG,EAAE,CAAC;IACxB,MAAM,KAAK,GAAG,IAAI,MAAM,CACvB,WAAW,SAAS,CAAC,QAAQ,EAAE,gDAAgD,CAC/E,CAAC;IACF,EAAE,CAAC,IAAI,CAAC,WAAW,CAAC,OAAO,CAAC,CAAC,UAAU,EAAE,EAAE;QAC1C,MAAM,KAAK,GAAG,UAAU,CAAC,KAAK,CAAC,KAAK,CAAC,CAAC;QACtC,IAAI,KAAK,IAAI,KAAK,CAAC,CAAC,CAAC,EAAE;YACtB,YAAY,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,CAAC;SAC5B;IACF,CAAC,CAAC,CAAC;IACH,OAAO,YAAY,CAAC;AACrB,CAAC;AAlBD,gEAkBC"}
@@ -0,0 +1,17 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.estimateTps = void 0;
4
+ async function estimateTps(programId, connection, failed) {
5
+ let signatures = await connection.getSignaturesForAddress(programId, undefined, 'finalized');
6
+ if (failed) {
7
+ signatures = signatures.filter((signature) => signature.err);
8
+ }
9
+ const numberOfSignatures = signatures.length;
10
+ if (numberOfSignatures === 0) {
11
+ return 0;
12
+ }
13
+ return (numberOfSignatures /
14
+ (signatures[0].blockTime - signatures[numberOfSignatures - 1].blockTime));
15
+ }
16
+ exports.estimateTps = estimateTps;
17
+ //# sourceMappingURL=tps.js.map
@@ -0,0 +1 @@
1
+ {"version":3,"file":"tps.js","sourceRoot":"","sources":["tps.ts"],"names":[],"mappings":";;;AAEO,KAAK,UAAU,WAAW,CAChC,SAAoB,EACpB,UAAsB,EACtB,MAAe;IAEf,IAAI,UAAU,GAAG,MAAM,UAAU,CAAC,uBAAuB,CACxD,SAAS,EACT,SAAS,EACT,WAAW,CACX,CAAC;IACF,IAAI,MAAM,EAAE;QACX,UAAU,GAAG,UAAU,CAAC,MAAM,CAAC,CAAC,SAAS,EAAE,EAAE,CAAC,SAAS,CAAC,GAAG,CAAC,CAAC;KAC7D;IAED,MAAM,kBAAkB,GAAG,UAAU,CAAC,MAAM,CAAC;IAE7C,IAAI,kBAAkB,KAAK,CAAC,EAAE;QAC7B,OAAO,CAAC,CAAC;KACT;IAED,OAAO,CACN,kBAAkB;QAClB,CAAC,UAAU,CAAC,CAAC,CAAC,CAAC,SAAS,GAAG,UAAU,CAAC,kBAAkB,GAAG,CAAC,CAAC,CAAC,SAAS,CAAC,CACxE,CAAC;AACH,CAAC;AAxBD,kCAwBC"}