@drift-labs/sdk 0.1.34-master.3 → 0.1.34-master.4

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Files changed (3) hide show
  1. package/lib/math/funding.js +2 -1
  2. package/package.json +1 -1
  3. package/src/math/funding.ts +7 -3
package/lib/math/funding.js CHANGED
@@ -28,6 +28,7 @@ function calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustm
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  // 24 * 365.25: annualized
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  const secondsInHour = new anchor_1.BN(3600);
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  const hoursInDay = new anchor_1.BN(24);
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+ const ONE = new anchor_1.BN(1);
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  if (!market.initialized) {
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  return [numericConstants_1.ZERO, numericConstants_1.ZERO, numericConstants_1.ZERO, numericConstants_1.ZERO, numericConstants_1.ZERO];
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  }
@@ -51,7 +52,7 @@ function calculateAllEstimatedFundingRate(market, oraclePriceData, periodAdjustm
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  const lastOraclePriceTwapTs = market.amm.lastOraclePriceTwapTs;
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  const oracleInvalidDuration = anchor_1.BN.max(numericConstants_1.ZERO, lastMarkPriceTwapTs.sub(lastOraclePriceTwapTs));
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  const timeSinceLastOracleTwapUpdate = now.sub(lastOraclePriceTwapTs);
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- const oracleTwapTimeSinceLastUpdate = anchor_1.BN.min(secondsInHour, anchor_1.BN.max(numericConstants_1.ZERO, secondsInHour.sub(timeSinceLastOracleTwapUpdate)));
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+ const oracleTwapTimeSinceLastUpdate = anchor_1.BN.max(ONE, anchor_1.BN.min(secondsInHour, anchor_1.BN.max(ONE, secondsInHour.sub(timeSinceLastOracleTwapUpdate))));
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  let oracleTwapWithMantissa = lastOracleTwapWithMantissa;
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  // if passing live oracle data, improve predicted calc estimate
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  if (oraclePriceData) {
package/package.json CHANGED
@@ -1,6 +1,6 @@
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  {
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  "name": "@drift-labs/sdk",
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- "version": "0.1.34-master.3",
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+ "version": "0.1.34-master.4",
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  "main": "lib/index.js",
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  "types": "lib/index.d.ts",
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  "author": "crispheaney",
package/src/math/funding.ts CHANGED
@@ -27,6 +27,7 @@ export async function calculateAllEstimatedFundingRate(
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  // 24 * 365.25: annualized
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  const secondsInHour = new BN(3600);
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  const hoursInDay = new BN(24);
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+ const ONE = new BN(1);
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  if (!market.initialized) {
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  return [ZERO, ZERO, ZERO, ZERO, ZERO];
@@ -65,9 +66,12 @@ export async function calculateAllEstimatedFundingRate(
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  );
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  const timeSinceLastOracleTwapUpdate = now.sub(lastOraclePriceTwapTs);
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- const oracleTwapTimeSinceLastUpdate = BN.min(
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- secondsInHour,
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- BN.max(ZERO, secondsInHour.sub(timeSinceLastOracleTwapUpdate))
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+ const oracleTwapTimeSinceLastUpdate = BN.max(
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+ ONE,
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+ BN.min(
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+ secondsInHour,
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+ BN.max(ONE, secondsInHour.sub(timeSinceLastOracleTwapUpdate))
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+ )
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  );
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  let oracleTwapWithMantissa = lastOracleTwapWithMantissa;
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