@drift-labs/sdk 0.1.30-master.4 → 0.1.31

package/lib/constants/markets.js

@@ -190,7 +190,7 @@ exports.Markets = [
     },
     {
         fullName: 'Serum',
-        category: ['DEX'],
+        category: ['Solana', 'Exchange'],
         symbol: 'SRM-PERP',
         baseAssetSymbol: 'SRM',
         marketIndex: new __1.BN(17),
@@ -199,4 +199,15 @@ exports.Markets = [
         launchTs: 1649877367000,
         oracleSource: __1.OracleSource.PYTH,
     },
+    {
+        fullName: 'StepN',
+        category: ['Solana', 'Shoe'],
+        symbol: 'GMT-PERP',
+        baseAssetSymbol: 'GMT',
+        marketIndex: new __1.BN(18),
+        devnetPublicKey: '7GBoA2oGXMTepYjFgrdHyYVGcPs4FWskUF7S1dGzQsY9',
+        mainnetPublicKey: '81kbdwDfTNsg4d5D1BxE9FHEdxEMk8xCJUj5ujjWQyvd',
+        launchTs: 1650507526000,
+        oracleSource: __1.OracleSource.SWITCHBOARD,
+    },
 ];

package/lib/idl/clearing_house.json

@@ -3832,6 +3832,23 @@
                 ]
             }
         },
+        {
+            "name": "MarginType",
+            "type": {
+                "kind": "enum",
+                "variants": [
+                    {
+                        "name": "Init"
+                    },
+                    {
+                        "name": "Partial"
+                    },
+                    {
+                        "name": "Maint"
+                    }
+                ]
+            }
+        },
         {
             "name": "LiquidationType",
             "type": {

package/lib/orders.js

@@ -102,7 +102,15 @@ function calculateAmountToTradeForLimit(market, order, oraclePriceData) {
         if (!oraclePriceData) {
             throw Error('Cant calculate limit price for oracle offset oracle without OraclePriceData');
         }
-        limitPrice = oraclePriceData.price.add(order.oraclePriceOffset);
+        const floatingPrice = oraclePriceData.price.add(order.oraclePriceOffset);
+        if (order.postOnly) {
+            limitPrice = (0, types_1.isVariant)(order.direction, 'long')
+                ? _1.BN.min(order.price, floatingPrice)
+                : _1.BN.max(order.price, floatingPrice);
+        }
+        else {
+            limitPrice = floatingPrice;
+        }
     }
     const [maxAmountToTrade, direction] = (0, amm_1.calculateMaxBaseAssetAmountToTrade)(market.amm, limitPrice);
     // Check that directions are the same

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "0.1.30-master.4",
+	"version": "0.1.31",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/assert/assert.js

@@ -0,0 +1,10 @@
+"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

@@ -0,0 +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"}

package/src/constants/markets.ts

@@ -200,7 +200,7 @@ export const Markets: MarketConfig[] = [
 	},
 	{
 		fullName: 'Serum',
-		category: ['DEX'],
+		category: ['Solana', 'Exchange'],
 		symbol: 'SRM-PERP',
 		baseAssetSymbol: 'SRM',
 		marketIndex: new BN(17),
@@ -209,4 +209,15 @@ export const Markets: MarketConfig[] = [
 		launchTs: 1649877367000,
 		oracleSource: OracleSource.PYTH,
 	},
+	{
+		fullName: 'StepN',
+		category: ['Solana', 'Shoe'],
+		symbol: 'GMT-PERP',
+		baseAssetSymbol: 'GMT',
+		marketIndex: new BN(18),
+		devnetPublicKey: '7GBoA2oGXMTepYjFgrdHyYVGcPs4FWskUF7S1dGzQsY9',
+		mainnetPublicKey: '81kbdwDfTNsg4d5D1BxE9FHEdxEMk8xCJUj5ujjWQyvd',
+		launchTs: 1650507526000,
+		oracleSource: OracleSource.SWITCHBOARD,
+	},
 ];

package/src/idl/clearing_house.json

@@ -3832,6 +3832,23 @@
         ]
       }
     },
+    {
+      "name": "MarginType",
+      "type": {
+        "kind": "enum",
+        "variants": [
+          {
+            "name": "Init"
+          },
+          {
+            "name": "Partial"
+          },
+          {
+            "name": "Maint"
+          }
+        ]
+      }
+    },
     {
       "name": "LiquidationType",
       "type": {

package/src/math/conversion.js

@@ -0,0 +1,16 @@
+"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

@@ -0,0 +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"}

package/src/math/funding.js

@@ -0,0 +1,223 @@
+"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

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

@@ -0,0 +1,23 @@
+"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

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

@@ -0,0 +1,30 @@
+"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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package/src/math/position.js

@@ -0,0 +1,121 @@
+"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

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

@@ -0,0 +1,27 @@
+"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

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

@@ -0,0 +1,60 @@
+"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

@@ -0,0 +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

@@ -199,7 +199,14 @@ export function calculateAmountToTradeForLimit(
 				'Cant calculate limit price for oracle offset oracle without OraclePriceData'
 			);
 		}
-		limitPrice = oraclePriceData.price.add(order.oraclePriceOffset);
+		const floatingPrice = oraclePriceData.price.add(order.oraclePriceOffset);
+		if (order.postOnly) {
+			limitPrice = isVariant(order.direction, 'long')
+				? BN.min(order.price, floatingPrice)
+				: BN.max(order.price, floatingPrice);
+		} else {
+			limitPrice = floatingPrice;
+		}
 	}
 
 	const [maxAmountToTrade, direction] = calculateMaxBaseAssetAmountToTrade(

package/src/token/index.js

@@ -0,0 +1,39 @@
+"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

@@ -0,0 +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"}

package/src/tx/defaultTxSender.js

@@ -0,0 +1,13 @@
+"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

@@ -0,0 +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"}

package/src/tx/types.js

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

package/src/tx/types.js.map

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

package/src/tx/utils.js

@@ -0,0 +1,9 @@
+"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

@@ -0,0 +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"}

package/src/util/computeUnits.js

@@ -0,0 +1,17 @@
+"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

@@ -0,0 +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"}

package/src/util/tps.js

@@ -0,0 +1,17 @@
+"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

@@ -0,0 +1 @@
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