@drift-labs/sdk 0.1.36-master.1 → 0.1.36-master.2

package/lib/math/amm.d.ts

@@ -21,6 +21,7 @@ export declare type AssetType = 'quote' | 'base';
  * @returns quoteAssetReserve and baseAssetReserve after swap. : Precision AMM_RESERVE_PRECISION
  */
 export declare function calculateAmmReservesAfterSwap(amm: Pick<AMM, 'pegMultiplier' | 'quoteAssetReserve' | 'sqrtK' | 'baseAssetReserve'>, inputAssetType: AssetType, swapAmount: BN, swapDirection: SwapDirection): [BN, BN];
+export declare function calculateSpread(amm: AMM, direction: PositionDirection): number;
 export declare function calculateSpreadReserves(amm: AMM, direction: PositionDirection): {
     baseAssetReserve: BN;
     quoteAssetReserve: BN;

package/lib/math/amm.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateQuoteAssetAmountSwapped = exports.calculateBudgetedPeg = exports.calculateBudgetedK = exports.calculateMaxBaseAssetAmountToTrade = exports.calculateTerminalPrice = exports.calculateRepegCost = exports.calculateAdjustKCost = exports.getSwapDirection = exports.calculateSwapOutput = exports.calculateSpreadReserves = exports.calculateAmmReservesAfterSwap = exports.calculatePrice = void 0;
+exports.calculateQuoteAssetAmountSwapped = exports.calculateBudgetedPeg = exports.calculateBudgetedK = exports.calculateMaxBaseAssetAmountToTrade = exports.calculateTerminalPrice = exports.calculateRepegCost = exports.calculateAdjustKCost = exports.getSwapDirection = exports.calculateSwapOutput = exports.calculateSpreadReserves = exports.calculateSpread = exports.calculateAmmReservesAfterSwap = exports.calculatePrice = void 0;
 const anchor_1 = require("@project-serum/anchor");
 const numericConstants_1 = require("../constants/numericConstants");
 const position_1 = require("./position");
@@ -51,14 +51,27 @@ function calculateAmmReservesAfterSwap(amm, inputAssetType, swapAmount, swapDire
     return [newQuoteAssetReserve, newBaseAssetReserve];
 }
 exports.calculateAmmReservesAfterSwap = calculateAmmReservesAfterSwap;
+function calculateSpread(amm, direction) {
+    let spread;
+    // future logic
+    if ((0, types_1.isVariant)(direction, 'long')) {
+        spread = amm.baseSpread;
+    }
+    else {
+        spread = amm.baseSpread;
+    }
+    return spread;
+}
+exports.calculateSpread = calculateSpread;
 function calculateSpreadReserves(amm, direction) {
-    if (amm.baseSpread === 0) {
+    const spread = calculateSpread(amm, direction);
+    if (spread === 0) {
         return {
             baseAssetReserve: amm.baseAssetReserve,
             quoteAssetReserve: amm.quoteAssetReserve,
         };
     }
-    const quoteAsserReserveDelta = amm.quoteAssetReserve.div(numericConstants_1.BID_ASK_SPREAD_PRECISION.div(new anchor_1.BN(amm.baseSpread / 4)));
+    const quoteAsserReserveDelta = amm.quoteAssetReserve.div(numericConstants_1.BID_ASK_SPREAD_PRECISION.div(new anchor_1.BN(spread / 4)));
     let quoteAssetReserve;
     if ((0, types_1.isVariant)(direction, 'long')) {
         quoteAssetReserve = amm.quoteAssetReserve.add(quoteAsserReserveDelta);

package/lib/math/state.d.ts

@@ -0,0 +1,8 @@
+import { StateAccount } from '../types';
+/**
+ * Get the clearing house percent fee charged on notional of taking trades
+ *
+ * @param state
+ * @returns Precision : basis points (bps)
+ */
+export declare function getExchangeFee(state: StateAccount): number;

package/lib/math/state.js

@@ -0,0 +1,15 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.getExchangeFee = void 0;
+/**
+ * Get the clearing house percent fee charged on notional of taking trades
+ *
+ * @param state
+ * @returns Precision : basis points (bps)
+ */
+function getExchangeFee(state) {
+    const exchangeFee = state.feeStructure.feeNumerator.toNumber() /
+        state.feeStructure.feeDenominator.toNumber();
+    return exchangeFee;
+}
+exports.getExchangeFee = getExchangeFee;

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "0.1.36-master.1",
+	"version": "0.1.36-master.2",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",

package/src/math/amm.ts

@@ -98,6 +98,22 @@ export function calculateAmmReservesAfterSwap(
 	return [newQuoteAssetReserve, newBaseAssetReserve];
 }
 
+export function calculateSpread(
+	amm: AMM,
+	direction: PositionDirection
+): number {
+	let spread;
+
+	// future logic
+	if (isVariant(direction, 'long')) {
+		spread = amm.baseSpread;
+	} else {
+		spread = amm.baseSpread;
+	}
+
+	return spread;
+}
+
 export function calculateSpreadReserves(
 	amm: AMM,
 	direction: PositionDirection
@@ -105,7 +121,9 @@ export function calculateSpreadReserves(
 	baseAssetReserve: BN;
 	quoteAssetReserve: BN;
 } {
-	if (amm.baseSpread === 0) {
+	const spread = calculateSpread(amm, direction);
+
+	if (spread === 0) {
 		return {
 			baseAssetReserve: amm.baseAssetReserve,
 			quoteAssetReserve: amm.quoteAssetReserve,
@@ -113,7 +131,7 @@ export function calculateSpreadReserves(
 	}
 
 	const quoteAsserReserveDelta = amm.quoteAssetReserve.div(
-		BID_ASK_SPREAD_PRECISION.div(new BN(amm.baseSpread / 4))
+		BID_ASK_SPREAD_PRECISION.div(new BN(spread / 4))
 	);
 
 	let quoteAssetReserve;

package/src/math/state.ts

@@ -0,0 +1,14 @@
+import { StateAccount } from '../types';
+
+/**
+ * Get the clearing house percent fee charged on notional of taking trades
+ *
+ * @param state
+ * @returns Precision : basis points (bps)
+ */
+export function getExchangeFee(state: StateAccount): number {
+	const exchangeFee =
+		state.feeStructure.feeNumerator.toNumber() /
+		state.feeStructure.feeDenominator.toNumber();
+	return exchangeFee;
+}