@drift-labs/sdk 0.1.31 → 0.1.32

package/lib/accounts/bulkAccountLoader.d.ts

@@ -30,5 +30,6 @@ export declare class BulkAccountLoader {
     startPolling(): void;
     stopPolling(): void;
     log(msg: string, force?: boolean): void;
+    updatePollingFrequency(pollingFrequency: number): void;
 }
 export {};

package/lib/accounts/bulkAccountLoader.js

@@ -210,5 +210,12 @@ class BulkAccountLoader {
             console.log(msg);
         }
     }
+    updatePollingFrequency(pollingFrequency) {
+        this.stopPolling();
+        this.pollingFrequency = pollingFrequency;
+        if (this.accountsToLoad.size > 0) {
+            this.startPolling();
+        }
+    }
 }
 exports.BulkAccountLoader = BulkAccountLoader;

package/lib/constants/markets.js

@@ -210,4 +210,15 @@ exports.Markets = [
         launchTs: 1650507526000,
         oracleSource: __1.OracleSource.SWITCHBOARD,
     },
+    {
+        fullName: 'Curve DAO Token',
+        category: ['Exchange'],
+        symbol: 'CRV-PERP',
+        baseAssetSymbol: 'CRV',
+        marketIndex: new __1.BN(19),
+        devnetPublicKey: 'AuEiE5XG5kD1NFoKgEPrWuN9CdT44A3K7yGDuiUPvh9S',
+        mainnetPublicKey: '61NzdQ9y6KhMhWxyJ8kXEe25NxdixVL1YUnGYLDMaUxH',
+        launchTs: 1651017354000,
+        oracleSource: __1.OracleSource.SWITCHBOARD,
+    },
 ];

package/lib/math/funding.js

@@ -39,7 +39,7 @@ function calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustm
         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 markTwapTimeSinceLastUpdate = anchor_1.BN.max(secondsInHour, anchor_1.BN.max(numericConstants_1.ZERO, secondsInHour.sub(timeSinceLastMarkChange)));
         const baseAssetPriceWithMantissa = (0, market_1.calculateMarkPrice)(market);
         const markTwapWithMantissa = markTwapTimeSinceLastUpdate
             .mul(lastMarkTwapWithMantissa)
@@ -49,6 +49,7 @@ function calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustm
         // note: oracle twap depends on `when the chord is struck` (market is trade)
         const lastOracleTwapWithMantissa = market.amm.lastOraclePriceTwap;
         const lastOraclePriceTwapTs = market.amm.lastOraclePriceTwapTs;
+        const oracleInvalidDuration = anchor_1.BN.max(numericConstants_1.ZERO, lastMarkPriceTwapTs.sub(lastOraclePriceTwapTs));
         const timeSinceLastOracleTwapUpdate = now.sub(lastOraclePriceTwapTs);
         const oracleTwapTimeSinceLastUpdate = anchor_1.BN.max(secondsInHour, secondsInHour.sub(timeSinceLastOracleTwapUpdate));
         const oraclePrice = oraclePriceData.price;
@@ -64,7 +65,8 @@ function calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustm
             oracleTwapWithMantissa = oracleTwapTimeSinceLastUpdate
                 .mul(lastOracleTwapWithMantissa)
                 .add(timeSinceLastMarkChange.mul(oraclePrice))
-                .div(timeSinceLastOracleTwapUpdate.add(oracleTwapTimeSinceLastUpdate));
+                .add(oracleInvalidDuration.mul(lastMarkTwapWithMantissa))
+                .div(timeSinceLastMarkChange.add(oracleTwapTimeSinceLastUpdate).add(oracleInvalidDuration));
         }
         const twapSpread = lastMarkTwapWithMantissa.sub(lastOracleTwapWithMantissa);
         const twapSpreadPct = twapSpread

package/lib/tx/retryTxSender.d.ts

@@ -18,5 +18,6 @@ export declare class RetryTxSender implements TxSender {
     sleep(reference: ResolveReference): Promise<void>;
     promiseTimeout<T>(promises: Promise<T>[], timeoutMs: number): Promise<T | null>;
     sendToAdditionalConnections(rawTx: Buffer, opts: ConfirmOptions): void;
+    addAdditionalConnection(newConnection: Connection): void;
 }
 export {};

package/lib/tx/retryTxSender.js

@@ -173,5 +173,14 @@ class RetryTxSender {
             });
         });
     }
+    addAdditionalConnection(newConnection) {
+        const alreadyUsingConnection = this.additionalConnections.filter((connection) => {
+            // @ts-ignore
+            return connection._rpcEndpoint === newConnection.rpcEndpoint;
+        }).length > 0;
+        if (!alreadyUsingConnection) {
+            this.additionalConnections.push(newConnection);
+        }
+    }
 }
 exports.RetryTxSender = RetryTxSender;

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "0.1.31",
+	"version": "0.1.32",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/accounts/bulkAccountLoader.ts

@@ -257,4 +257,12 @@ export class BulkAccountLoader {
 			console.log(msg);
 		}
 	}
+
+	public updatePollingFrequency(pollingFrequency: number): void {
+		this.stopPolling();
+		this.pollingFrequency = pollingFrequency;
+		if (this.accountsToLoad.size > 0) {
+			this.startPolling();
+		}
+	}
 }

package/src/constants/markets.ts

@@ -220,4 +220,15 @@ export const Markets: MarketConfig[] = [
 		launchTs: 1650507526000,
 		oracleSource: OracleSource.SWITCHBOARD,
 	},
+	{
+		fullName: 'Curve DAO Token',
+		category: ['Exchange'],
+		symbol: 'CRV-PERP',
+		baseAssetSymbol: 'CRV',
+		marketIndex: new BN(19),
+		devnetPublicKey: 'AuEiE5XG5kD1NFoKgEPrWuN9CdT44A3K7yGDuiUPvh9S',
+		mainnetPublicKey: '61NzdQ9y6KhMhWxyJ8kXEe25NxdixVL1YUnGYLDMaUxH',
+		launchTs: 1651017354000,
+		oracleSource: OracleSource.SWITCHBOARD,
+	},
 ];

package/src/math/funding.ts

@@ -43,9 +43,13 @@ export async function calculateAllEstimatedFundingRate(
 	const lastMarkPriceTwapTs = market.amm.lastMarkPriceTwapTs;
 
 	const timeSinceLastMarkChange = now.sub(lastMarkPriceTwapTs);
-	const markTwapTimeSinceLastUpdate = BN.max(
+	const markTwapTimeSinceLastUpdate = 
+		BN.max(
 		secondsInHour,
-		secondsInHour.sub(timeSinceLastMarkChange)
+		BN.max(
+			ZERO,
+			secondsInHour.sub(timeSinceLastMarkChange)
+		)
 	);
 	const baseAssetPriceWithMantissa = calculateMarkPrice(market);
 
@@ -59,6 +63,8 @@ export async function calculateAllEstimatedFundingRate(
 	const lastOracleTwapWithMantissa = market.amm.lastOraclePriceTwap;
 	const lastOraclePriceTwapTs = market.amm.lastOraclePriceTwapTs;
 
+	const oracleInvalidDuration = BN.max(ZERO, lastMarkPriceTwapTs.sub(lastOraclePriceTwapTs));
+
 	const timeSinceLastOracleTwapUpdate = now.sub(lastOraclePriceTwapTs);
 	const oracleTwapTimeSinceLastUpdate = BN.max(
 		secondsInHour,
@@ -80,7 +86,8 @@ export async function calculateAllEstimatedFundingRate(
 		oracleTwapWithMantissa = oracleTwapTimeSinceLastUpdate
 			.mul(lastOracleTwapWithMantissa)
 			.add(timeSinceLastMarkChange.mul(oraclePrice))
-			.div(timeSinceLastOracleTwapUpdate.add(oracleTwapTimeSinceLastUpdate));
+			.add(oracleInvalidDuration.mul(lastMarkTwapWithMantissa))
+			.div(timeSinceLastMarkChange.add(oracleTwapTimeSinceLastUpdate).add(oracleInvalidDuration));
 	}
 
 	const twapSpread = lastMarkTwapWithMantissa.sub(lastOracleTwapWithMantissa);

package/src/tx/retryTxSender.ts

@@ -227,4 +227,16 @@ export class RetryTxSender implements TxSender {
 			});
 		});
 	}
+
+	public addAdditionalConnection(newConnection: Connection): void {
+		const alreadyUsingConnection =
+			this.additionalConnections.filter((connection) => {
+				// @ts-ignore
+				return connection._rpcEndpoint === newConnection.rpcEndpoint;
+			}).length > 0;
+
+		if (!alreadyUsingConnection) {
+			this.additionalConnections.push(newConnection);
+		}
+	}
 }

package/src/math/market.js

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

package/src/math/market.js.map

@@ -1 +0,0 @@
-{"version":3,"file":"market.js","sourceRoot":"","sources":["market.ts"],"names":[],"mappings":";;;AAEA,+BAIe;AAGf;;;;;GAKG;AACH,SAAgB,kBAAkB,CAAC,MAAc;IAChD,OAAO,IAAA,oBAAc,EACpB,MAAM,CAAC,GAAG,CAAC,gBAAgB,EAC3B,MAAM,CAAC,GAAG,CAAC,iBAAiB,EAC5B,MAAM,CAAC,GAAG,CAAC,aAAa,CACxB,CAAC;AACH,CAAC;AAND,gDAMC;AAED,SAAgB,4BAA4B,CAC3C,eAAmB,EACnB,SAA4B,EAC5B,MAAc;IAEd,MAAM,CAAC,oBAAoB,EAAE,mBAAmB,CAAC,GAChD,IAAA,mCAA6B,EAC5B,MAAM,CAAC,GAAG,EACV,MAAM,EACN,eAAe,CAAC,GAAG,EAAE,EACrB,IAAA,sBAAgB,EAAC,MAAM,EAAE,SAAS,CAAC,CACnC,CAAC;IAEH,MAAM,MAAM,GAAG,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,MAAM,CAAC,GAAG,CAAC,CAAC;IAC7C,MAAM,SAAS,GAAG,MAAM,CAAC,MAAM,CAAC,EAAE,EAAE,MAAM,CAAC,CAAC;IAC5C,SAAS,CAAC,GAAG,GAAG,MAAM,CAAC;IACvB,SAAS,CAAC,GAAG,CAAC,iBAAiB,GAAG,oBAAoB,CAAC;IACvD,SAAS,CAAC,GAAG,CAAC,gBAAgB,GAAG,mBAAmB,CAAC;IAErD,OAAO,SAAS,CAAC;AAClB,CAAC;AApBD,oEAoBC;AAED,SAAgB,yBAAyB,CACxC,MAAc,EACd,eAAgC;IAEhC,MAAM,SAAS,GAAG,kBAAkB,CAAC,MAAM,CAAC,CAAC;IAC7C,OAAO,eAAe,CAAC,KAAK,CAAC,GAAG,CAAC,SAAS,CAAC,CAAC;AAC7C,CAAC;AAND,8DAMC"}