@drift-labs/sdk 0.1.36-master.3 → 0.1.36-master.6

package/lib/accounts/bulkAccountLoader.d.ts

@@ -16,6 +16,7 @@ export declare class BulkAccountLoader {
     loadPromise?: Promise<void>;
     loadPromiseResolver: () => void;
     lastTimeLoadingPromiseCleared: number;
+    mostRecentSlot: number;
     constructor(connection: Connection, commitment: Commitment, pollingFrequency: number);
     addAccount(publicKey: PublicKey, callback: (buffer: Buffer) => void): string;
     removeAccount(publicKey: PublicKey, callbackId: string): void;

package/lib/accounts/bulkAccountLoader.js

@@ -20,6 +20,7 @@ class BulkAccountLoader {
         this.accountData = new Map();
         this.errorCallbacks = new Map();
         this.lastTimeLoadingPromiseCleared = Date.now();
+        this.mostRecentSlot = 0;
         this.connection = connection;
         this.commitment = commitment;
         this.pollingFrequency = pollingFrequency;
@@ -127,6 +128,9 @@ class BulkAccountLoader {
                 return;
             }
             const newSlot = rpcResponse.result.context.slot;
+            if (newSlot > this.mostRecentSlot) {
+                this.mostRecentSlot = newSlot;
+            }
             for (const i in accountsToLoad) {
                 const accountToLoad = accountsToLoad[i];
                 const key = accountToLoad.publicKey.toString();

package/lib/admin.js

@@ -45,7 +45,7 @@ const trade_1 = require("./math/trade");
 const amm_1 = require("./math/amm");
 const clearingHouse_2 = require("./factory/clearingHouse");
 class Admin extends clearingHouse_1.ClearingHouse {
-    static from(connection, wallet, clearingHouseProgramId, opts = anchor_1.Provider.defaultOptions()) {
+    static from(connection, wallet, clearingHouseProgramId, opts = anchor_1.AnchorProvider.defaultOptions()) {
         const config = (0, clearingHouse_2.getWebSocketClearingHouseConfig)(connection, wallet, clearingHouseProgramId, opts);
         return (0, clearingHouse_2.getAdmin)(config);
     }

package/lib/clearingHouse.d.ts

@@ -1,6 +1,6 @@
 /// <reference types="node" />
 /// <reference types="bn.js" />
-import { BN, Program, Provider } from '@project-serum/anchor';
+import { AnchorProvider, BN, Program } from '@project-serum/anchor';
 import { MarketsAccount, StateAccount, DepositHistoryAccount, FundingPaymentHistoryAccount, FundingRateHistoryAccount, IWallet, LiquidationHistoryAccount, PositionDirection, TradeHistoryAccount, UserAccount, Market, OrderHistoryAccount, OrderStateAccount, OrderParams, Order, ExtendedCurveHistoryAccount, UserPositionsAccount } from './types';
 import { Connection, PublicKey, TransactionSignature, Keypair, ConfirmOptions, TransactionInstruction } from '@solana/web3.js';
 import { MockUSDCFaucet } from './mockUSDCFaucet';
@@ -19,7 +19,7 @@ export declare class ClearingHouse {
     connection: Connection;
     wallet: IWallet;
     program: Program;
-    provider: Provider;
+    provider: AnchorProvider;
     opts?: ConfirmOptions;
     accountSubscriber: ClearingHouseAccountSubscriber;
     eventEmitter: StrictEventEmitter<EventEmitter, ClearingHouseAccountEvents>;
@@ -126,8 +126,10 @@ export declare class ClearingHouse {
     getCancelOrderIx(orderId: BN, oracle?: PublicKey): Promise<TransactionInstruction>;
     cancelOrderByUserId(userOrderId: number, oracle?: PublicKey): Promise<TransactionSignature>;
     getCancelOrderByUserIdIx(userOrderId: number, oracle?: PublicKey): Promise<TransactionInstruction>;
-    cancelAllOrders(oracles?: PublicKey[]): Promise<TransactionSignature>;
-    getCancelAllOrdersIx(oracles: PublicKey[]): Promise<TransactionInstruction>;
+    cancelAllOrders(oracles?: PublicKey[], bestEffort?: boolean): Promise<TransactionSignature>;
+    getCancelAllOrdersIx(oracles: PublicKey[], bestEffort?: boolean): Promise<TransactionInstruction>;
+    cancelOrdersByMarketAndSide(oracles?: PublicKey[], bestEffort?: boolean, marketIndexOnly?: BN, directionOnly?: PositionDirection): Promise<TransactionSignature>;
+    getCancelOrdersByMarketAndSideIx(oracles: PublicKey[], bestEffort?: boolean, marketIndexOnly?: BN, directionOnly?: PositionDirection): Promise<TransactionInstruction>;
     fillOrder(userAccountPublicKey: PublicKey, userOrdersAccountPublicKey: PublicKey, order: Order): Promise<TransactionSignature>;
     getFillOrderIx(userAccountPublicKey: PublicKey, userOrdersAccountPublicKey: PublicKey, order: Order): Promise<TransactionInstruction>;
     initializeUserOrdersThenPlaceAndFillOrder(orderParams: OrderParams, discountToken?: PublicKey, referrer?: PublicKey): Promise<TransactionSignature>;

package/lib/clearingHouse.js

@@ -77,7 +77,7 @@ class ClearingHouse {
      * @param opts
      * @returns
      */
-    static from(connection, wallet, clearingHouseProgramId, opts = anchor_1.Provider.defaultOptions()) {
+    static from(connection, wallet, clearingHouseProgramId, opts = anchor_1.AnchorProvider.defaultOptions()) {
         const config = (0, clearingHouse_1.getWebSocketClearingHouseConfig)(connection, wallet, clearingHouseProgramId, opts);
         return (0, clearingHouse_1.getClearingHouse)(config);
     }
@@ -185,7 +185,7 @@ class ClearingHouse {
      * @param newWallet
      */
     updateWallet(newWallet) {
-        const newProvider = new anchor_1.Provider(this.connection, newWallet, this.opts);
+        const newProvider = new anchor_1.AnchorProvider(this.connection, newWallet, this.opts);
         const newProgram = new anchor_1.Program(clearing_house_json_1.default, this.program.programId, newProvider);
         // Update provider for txSender with new wallet details
         this.txSender.provider = newProvider;
@@ -352,7 +352,7 @@ class ClearingHouse {
                 .add(initializeUserAccountIx)
                 .add(initializeUserOrdersAccountIx)
                 .add(depositCollateralIx);
-            const txSig = yield this.program.provider.send(tx, [userPositionsAccount]);
+            const txSig = yield this.txSender.send(tx, [userPositionsAccount]);
             return [txSig, userAccountPublicKey];
         });
     }
@@ -367,7 +367,9 @@ class ClearingHouse {
                 .add(initializeUserAccountIx)
                 .add(initializeUserOrdersAccountIx)
                 .add(depositCollateralIx);
-            const txSig = yield this.program.provider.send(tx, [userPositionsAccount]);
+            const txSig = yield this.program.provider.sendAndConfirm(tx, [
+                userPositionsAccount,
+            ]);
             return [txSig, userAccountPublicKey];
         });
     }
@@ -620,12 +622,48 @@ class ClearingHouse {
             });
         });
     }
-    cancelAllOrders(oracles) {
+    cancelAllOrders(oracles, bestEffort) {
+        return __awaiter(this, void 0, void 0, function* () {
+            return yield this.txSender.send((0, utils_1.wrapInTx)(yield this.getCancelAllOrdersIx(oracles, bestEffort)), [], this.opts);
+        });
+    }
+    getCancelAllOrdersIx(oracles, bestEffort) {
+        return __awaiter(this, void 0, void 0, function* () {
+            const userAccountPublicKey = yield this.getUserAccountPublicKey();
+            const userAccount = yield this.getUserAccount();
+            const state = this.getStateAccount();
+            const orderState = this.getOrderStateAccount();
+            const remainingAccounts = [];
+            for (const oracle of oracles) {
+                remainingAccounts.push({
+                    pubkey: oracle,
+                    isWritable: false,
+                    isSigner: false,
+                });
+            }
+            return yield this.program.instruction.cancelAllOrders(bestEffort, {
+                accounts: {
+                    state: yield this.getStatePublicKey(),
+                    user: userAccountPublicKey,
+                    authority: this.wallet.publicKey,
+                    markets: state.markets,
+                    userOrders: yield this.getUserOrdersAccountPublicKey(),
+                    userPositions: userAccount.positions,
+                    fundingPaymentHistory: state.fundingPaymentHistory,
+                    fundingRateHistory: state.fundingRateHistory,
+                    orderState: yield this.getOrderStatePublicKey(),
+                    orderHistory: orderState.orderHistory,
+                },
+                remainingAccounts,
+            });
+        });
+    }
+    cancelOrdersByMarketAndSide(oracles, bestEffort, marketIndexOnly, directionOnly) {
         return __awaiter(this, void 0, void 0, function* () {
-            return yield this.txSender.send((0, utils_1.wrapInTx)(yield this.getCancelAllOrdersIx(oracles)), [], this.opts);
+            return yield this.txSender.send((0, utils_1.wrapInTx)(yield this.getCancelOrdersByMarketAndSideIx(oracles, bestEffort, marketIndexOnly, directionOnly)), [], this.opts);
         });
     }
-    getCancelAllOrdersIx(oracles) {
+    getCancelOrdersByMarketAndSideIx(oracles, bestEffort, marketIndexOnly, directionOnly) {
         return __awaiter(this, void 0, void 0, function* () {
             const userAccountPublicKey = yield this.getUserAccountPublicKey();
             const userAccount = yield this.getUserAccount();
@@ -639,7 +677,7 @@ class ClearingHouse {
                     isSigner: false,
                 });
             }
-            return yield this.program.instruction.cancelAllOrders({
+            return yield this.program.instruction.cancelOrdersByMarketAndSide(bestEffort, marketIndexOnly, directionOnly, {
                 accounts: {
                     state: yield this.getStatePublicKey(),
                     user: userAccountPublicKey,

package/lib/examples/makeTradeExample.js

@@ -30,7 +30,7 @@ const main = () => __awaiter(void 0, void 0, void 0, function* () {
     const rpcAddress = process.env.RPC_ADDRESS; // can use: https://api.devnet.solana.com for devnet; https://api.mainnet-beta.solana.com for mainnet;
     const connection = new web3_js_1.Connection(rpcAddress);
     // Set up the Provider
-    const provider = new anchor_1.Provider(connection, wallet, anchor_1.Provider.defaultOptions());
+    const provider = new anchor_1.AnchorProvider(connection, wallet, anchor_1.AnchorProvider.defaultOptions());
     // Check SOL Balance
     const lamportsBalance = yield connection.getBalance(wallet.publicKey);
     console.log('SOL balance:', lamportsBalance / Math.pow(10, 9));

package/lib/factory/clearingHouse.js

@@ -12,7 +12,7 @@ const defaultTxSender_1 = require("../tx/defaultTxSender");
 const pollingClearingHouseAccountSubscriber_1 = require("../accounts/pollingClearingHouseAccountSubscriber");
 const admin_1 = require("../admin");
 const retryTxSender_1 = require("../tx/retryTxSender");
-function getWebSocketClearingHouseConfig(connection, wallet, programID, opts = anchor_1.Provider.defaultOptions(), txSenderConfig) {
+function getWebSocketClearingHouseConfig(connection, wallet, programID, opts = anchor_1.AnchorProvider.defaultOptions(), txSenderConfig) {
     return {
         type: 'websocket',
         connection,
@@ -23,7 +23,7 @@ function getWebSocketClearingHouseConfig(connection, wallet, programID, opts = a
     };
 }
 exports.getWebSocketClearingHouseConfig = getWebSocketClearingHouseConfig;
-function getPollingClearingHouseConfig(connection, wallet, programID, accountLoader, opts = anchor_1.Provider.defaultOptions(), txSenderConfig) {
+function getPollingClearingHouseConfig(connection, wallet, programID, accountLoader, opts = anchor_1.AnchorProvider.defaultOptions(), txSenderConfig) {
     return {
         type: 'polling',
         connection,
@@ -37,7 +37,7 @@ function getPollingClearingHouseConfig(connection, wallet, programID, accountLoa
 exports.getPollingClearingHouseConfig = getPollingClearingHouseConfig;
 function getClearingHouse(config) {
     var _a;
-    const provider = new anchor_1.Provider(config.connection, config.wallet, config.opts);
+    const provider = new anchor_1.AnchorProvider(config.connection, config.wallet, config.opts);
     const program = new anchor_1.Program(clearing_house_json_1.default, config.programID, provider);
     let accountSubscriber;
     if (config.type === 'websocket') {
@@ -59,7 +59,7 @@ function getClearingHouse(config) {
 exports.getClearingHouse = getClearingHouse;
 function getAdmin(config) {
     var _a;
-    const provider = new anchor_1.Provider(config.connection, config.wallet, config.opts);
+    const provider = new anchor_1.AnchorProvider(config.connection, config.wallet, config.opts);
     const program = new anchor_1.Program(clearing_house_json_1.default, config.programID, provider);
     let accountSubscriber;
     if (config.type === 'websocket') {

package/lib/idl/clearing_house.json

@@ -726,7 +726,78 @@
                     "isSigner": false
                 }
             ],
-            "args": []
+            "args": [
+                {
+                    "name": "bestEffort",
+                    "type": "bool"
+                }
+            ]
+        },
+        {
+            "name": "cancelOrdersByMarketAndSide",
+            "accounts": [
+                {
+                    "name": "state",
+                    "isMut": false,
+                    "isSigner": false
+                },
+                {
+                    "name": "orderState",
+                    "isMut": false,
+                    "isSigner": false
+                },
+                {
+                    "name": "user",
+                    "isMut": false,
+                    "isSigner": false
+                },
+                {
+                    "name": "authority",
+                    "isMut": false,
+                    "isSigner": true
+                },
+                {
+                    "name": "markets",
+                    "isMut": false,
+                    "isSigner": false
+                },
+                {
+                    "name": "userPositions",
+                    "isMut": true,
+                    "isSigner": false
+                },
+                {
+                    "name": "userOrders",
+                    "isMut": true,
+                    "isSigner": false
+                },
+                {
+                    "name": "fundingPaymentHistory",
+                    "isMut": true,
+                    "isSigner": false
+                },
+                {
+                    "name": "orderHistory",
+                    "isMut": true,
+                    "isSigner": false
+                }
+            ],
+            "args": [
+                {
+                    "name": "bestEffort",
+                    "type": "bool"
+                },
+                {
+                    "name": "marketIndexOnly",
+                    "type": "u64"
+                },
+                {
+                    "name": "directionOnly",
+                    "type": {
+                        "defined": "PositionDirection"
+                    }
+                }
+            ]
         },
         {
             "name": "expireOrders",

package/lib/index.d.ts

@@ -25,6 +25,7 @@ export * from './math/funding';
 export * from './math/insuranceFund';
 export * from './math/market';
 export * from './math/position';
+export * from './math/oracles';
 export * from './math/amm';
 export * from './math/trade';
 export * from './math/orders';

package/lib/index.js

@@ -44,6 +44,7 @@ __exportStar(require("./math/funding"), exports);
 __exportStar(require("./math/insuranceFund"), exports);
 __exportStar(require("./math/market"), exports);
 __exportStar(require("./math/position"), exports);
+__exportStar(require("./math/oracles"), exports);
 __exportStar(require("./math/amm"), exports);
 __exportStar(require("./math/trade"), exports);
 __exportStar(require("./math/orders"), exports);

package/lib/math/oracles.d.ts

@@ -0,0 +1,3 @@
+import { AMM, OracleGuardRails } from '../types';
+import { OraclePriceData } from '../oracles/types';
+export declare function isOracleValid(amm: AMM, oraclePriceData: OraclePriceData, oracleGuardRails: OracleGuardRails, slot: number): boolean;

package/lib/math/oracles.js

@@ -0,0 +1,26 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.isOracleValid = void 0;
+const numericConstants_1 = require("../constants/numericConstants");
+const index_1 = require("../index");
+function isOracleValid(amm, oraclePriceData, oracleGuardRails, slot) {
+    const isOraclePriceNonPositive = oraclePriceData.price.lt(numericConstants_1.ZERO);
+    const isOraclePriceTooVolatile = oraclePriceData.price
+        .div(index_1.BN.max(numericConstants_1.ONE, amm.lastOraclePriceTwap))
+        .gt(oracleGuardRails.validity.tooVolatileRatio) ||
+        amm.lastOraclePriceTwap
+            .div(index_1.BN.max(numericConstants_1.ONE, oraclePriceData.price))
+            .gt(oracleGuardRails.validity.tooVolatileRatio);
+    const isConfidenceTooLarge = oraclePriceData.price
+        .div(index_1.BN.max(numericConstants_1.ONE, oraclePriceData.confidence))
+        .lt(oracleGuardRails.validity.confidenceIntervalMaxSize);
+    const oracleIsStale = oraclePriceData.slot
+        .sub(new index_1.BN(slot))
+        .gt(oracleGuardRails.validity.slotsBeforeStale);
+    return !(!oraclePriceData.hasSufficientNumberOfDataPoints ||
+        oracleIsStale ||
+        isOraclePriceNonPositive ||
+        isOraclePriceTooVolatile ||
+        isConfidenceTooLarge);
+}
+exports.isOracleValid = isOracleValid;

package/lib/math/trade.d.ts

@@ -8,6 +8,8 @@ export declare type PriceImpactUnit = 'entryPrice' | 'maxPrice' | 'priceDelta' |
  * @param direction
  * @param amount
  * @param market
+ * @param inputAssetType which asset is being traded
+ * @param useSpread whether to consider spread with calculating slippage
  * @return [pctAvgSlippage, pctMaxSlippage, entryPrice, newPrice]
  *
  * 'pctAvgSlippage' =>  the percentage change to entryPrice (average est slippage in execution) : Precision MARK_PRICE_PRECISION
@@ -18,7 +20,7 @@ export declare type PriceImpactUnit = 'entryPrice' | 'maxPrice' | 'priceDelta' |
  *
  * 'newPrice' => the price of the asset after the trade : Precision MARK_PRICE_PRECISION
  */
-export declare function calculateTradeSlippage(direction: PositionDirection, amount: BN, market: Market, inputAssetType?: AssetType): [BN, BN, BN, BN];
+export declare function calculateTradeSlippage(direction: PositionDirection, amount: BN, market: Market, inputAssetType?: AssetType, useSpread?: boolean): [BN, BN, BN, BN];
 /**
  * Calculates acquired amounts for trade executed
  * @param direction
@@ -27,7 +29,7 @@ export declare function calculateTradeSlippage(direction: PositionDirection, amo
  * @param inputAssetType
  * @param useSpread
  * @return
- * 	| 'acquiredBase' =>  positive/negative change in user's base : BN TODO-PRECISION
+ * 	| 'acquiredBase' =>  positive/negative change in user's base : BN AMM_RESERVE_PRECISION
  * 	| 'acquiredQuote' => positive/negative change in user's quote : BN TODO-PRECISION
  */
 export declare function calculateTradeAcquiredAmounts(direction: PositionDirection, amount: BN, market: Market, inputAssetType?: AssetType, useSpread?: boolean): [BN, BN];
@@ -37,13 +39,15 @@ export declare function calculateTradeAcquiredAmounts(direction: PositionDirecti
  * @param market
  * @param targetPrice
  * @param pct optional default is 100% gap filling, can set smaller.
+ * @param outputAssetType which asset to trade.
+ * @param useSpread whether or not to consider the spread when calculating the trade size
  * @returns trade direction/size in order to push price to a targetPrice,
  *
  * [
- *   direction => direction of trade required, TODO-PRECISION
+ *   direction => direction of trade required, PositionDirection
  *   tradeSize => size of trade required, TODO-PRECISION
- *   entryPrice => the entry price for the trade, TODO-PRECISION
- *   targetPrice => the target price TODO-PRECISION
+ *   entryPrice => the entry price for the trade, MARK_PRICE_PRECISION
+ *   targetPrice => the target price MARK_PRICE_PRECISION
  * ]
  */
-export declare function calculateTargetPriceTrade(market: Market, targetPrice: BN, pct?: BN, outputAssetType?: AssetType): [PositionDirection, BN, BN, BN];
+export declare function calculateTargetPriceTrade(market: Market, targetPrice: BN, pct?: BN, outputAssetType?: AssetType, useSpread?: boolean): [PositionDirection, BN, BN, BN];

package/lib/math/trade.js

@@ -8,12 +8,15 @@ const numericConstants_1 = require("../constants/numericConstants");
 const market_1 = require("./market");
 const amm_1 = require("./amm");
 const utils_1 = require("./utils");
+const types_2 = require("../types");
 const MAXPCT = new anchor_1.BN(1000); //percentage units are [0,1000] => [0,1]
 /**
  * Calculates avg/max slippage (price impact) for candidate trade
  * @param direction
  * @param amount
  * @param market
+ * @param inputAssetType which asset is being traded
+ * @param useSpread whether to consider spread with calculating slippage
  * @return [pctAvgSlippage, pctMaxSlippage, entryPrice, newPrice]
  *
  * 'pctAvgSlippage' =>  the percentage change to entryPrice (average est slippage in execution) : Precision MARK_PRICE_PRECISION
@@ -24,14 +27,38 @@ const MAXPCT = new anchor_1.BN(1000); //percentage units are [0,1000] => [0,1]
  *
  * 'newPrice' => the price of the asset after the trade : Precision MARK_PRICE_PRECISION
  */
-function calculateTradeSlippage(direction, amount, market, inputAssetType = 'quote') {
-    const oldPrice = (0, market_1.calculateMarkPrice)(market);
+function calculateTradeSlippage(direction, amount, market, inputAssetType = 'quote', useSpread = true) {
+    let oldPrice;
+    if (useSpread && market.amm.baseSpread > 0) {
+        if ((0, types_2.isVariant)(direction, 'long')) {
+            oldPrice = (0, market_1.calculateAskPrice)(market);
+        }
+        else {
+            oldPrice = (0, market_1.calculateBidPrice)(market);
+        }
+    }
+    else {
+        oldPrice = (0, market_1.calculateMarkPrice)(market);
+    }
     if (amount.eq(numericConstants_1.ZERO)) {
         return [numericConstants_1.ZERO, numericConstants_1.ZERO, oldPrice, oldPrice];
     }
-    const [acquiredBase, acquiredQuote] = calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType);
+    const [acquiredBase, acquiredQuote] = calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType, useSpread);
     const entryPrice = (0, amm_1.calculatePrice)(acquiredBase, acquiredQuote, market.amm.pegMultiplier).mul(new anchor_1.BN(-1));
-    const newPrice = (0, amm_1.calculatePrice)(market.amm.baseAssetReserve.sub(acquiredBase), market.amm.quoteAssetReserve.sub(acquiredQuote), market.amm.pegMultiplier);
+    let amm;
+    if (useSpread && market.amm.baseSpread > 0) {
+        const { baseAssetReserve, quoteAssetReserve } = (0, amm_1.calculateSpreadReserves)(market.amm, direction);
+        amm = {
+            baseAssetReserve,
+            quoteAssetReserve,
+            sqrtK: market.amm.sqrtK,
+            pegMultiplier: market.amm.pegMultiplier,
+        };
+    }
+    else {
+        amm = market.amm;
+    }
+    const newPrice = (0, amm_1.calculatePrice)(amm.baseAssetReserve.sub(acquiredBase), amm.quoteAssetReserve.sub(acquiredQuote), amm.pegMultiplier);
     if (direction == types_1.PositionDirection.SHORT) {
         (0, assert_1.assert)(newPrice.lt(oldPrice));
     }
@@ -59,7 +86,7 @@ exports.calculateTradeSlippage = calculateTradeSlippage;
  * @param inputAssetType
  * @param useSpread
  * @return
- * 	| 'acquiredBase' =>  positive/negative change in user's base : BN TODO-PRECISION
+ * 	| 'acquiredBase' =>  positive/negative change in user's base : BN AMM_RESERVE_PRECISION
  * 	| 'acquiredQuote' => positive/negative change in user's quote : BN TODO-PRECISION
  */
 function calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType = 'quote', useSpread = true) {
@@ -92,35 +119,50 @@ exports.calculateTradeAcquiredAmounts = calculateTradeAcquiredAmounts;
  * @param market
  * @param targetPrice
  * @param pct optional default is 100% gap filling, can set smaller.
+ * @param outputAssetType which asset to trade.
+ * @param useSpread whether or not to consider the spread when calculating the trade size
  * @returns trade direction/size in order to push price to a targetPrice,
  *
  * [
- *   direction => direction of trade required, TODO-PRECISION
+ *   direction => direction of trade required, PositionDirection
  *   tradeSize => size of trade required, TODO-PRECISION
- *   entryPrice => the entry price for the trade, TODO-PRECISION
- *   targetPrice => the target price TODO-PRECISION
+ *   entryPrice => the entry price for the trade, MARK_PRICE_PRECISION
+ *   targetPrice => the target price MARK_PRICE_PRECISION
  * ]
  */
-function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAssetType = 'quote') {
+function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAssetType = 'quote', useSpread = true) {
     (0, assert_1.assert)(market.amm.baseAssetReserve.gt(numericConstants_1.ZERO));
     (0, assert_1.assert)(targetPrice.gt(numericConstants_1.ZERO));
     (0, assert_1.assert)(pct.lte(MAXPCT) && pct.gt(numericConstants_1.ZERO));
     const markPriceBefore = (0, market_1.calculateMarkPrice)(market);
+    const bidPriceBefore = (0, market_1.calculateBidPrice)(market);
+    const askPriceBefore = (0, market_1.calculateAskPrice)(market);
+    let direction;
     if (targetPrice.gt(markPriceBefore)) {
         const priceGap = targetPrice.sub(markPriceBefore);
         const priceGapScaled = priceGap.mul(pct).div(MAXPCT);
         targetPrice = markPriceBefore.add(priceGapScaled);
+        direction = types_1.PositionDirection.LONG;
     }
     else {
         const priceGap = markPriceBefore.sub(targetPrice);
         const priceGapScaled = priceGap.mul(pct).div(MAXPCT);
         targetPrice = markPriceBefore.sub(priceGapScaled);
+        direction = types_1.PositionDirection.SHORT;
     }
-    let direction;
     let tradeSize;
     let baseSize;
-    const baseAssetReserveBefore = market.amm.baseAssetReserve;
-    const quoteAssetReserveBefore = market.amm.quoteAssetReserve;
+    let baseAssetReserveBefore;
+    let quoteAssetReserveBefore;
+    if (useSpread && market.amm.baseSpread > 0) {
+        const { baseAssetReserve, quoteAssetReserve } = (0, amm_1.calculateSpreadReserves)(market.amm, direction);
+        baseAssetReserveBefore = baseAssetReserve;
+        quoteAssetReserveBefore = quoteAssetReserve;
+    }
+    else {
+        baseAssetReserveBefore = market.amm.baseAssetReserve;
+        quoteAssetReserveBefore = market.amm.quoteAssetReserve;
+    }
     const peg = market.amm.pegMultiplier;
     const invariant = market.amm.sqrtK.mul(market.amm.sqrtK);
     const k = invariant.mul(numericConstants_1.MARK_PRICE_PRECISION);
@@ -128,7 +170,20 @@ function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAsse
     let quoteAssetReserveAfter;
     const biasModifier = new anchor_1.BN(1);
     let markPriceAfter;
-    if (markPriceBefore.gt(targetPrice)) {
+    if (useSpread &&
+        targetPrice.lt(askPriceBefore) &&
+        targetPrice.gt(bidPriceBefore)) {
+        // no trade, market is at target
+        if (markPriceBefore.gt(targetPrice)) {
+            direction = types_1.PositionDirection.SHORT;
+        }
+        else {
+            direction = types_1.PositionDirection.LONG;
+        }
+        tradeSize = numericConstants_1.ZERO;
+        return [direction, tradeSize, targetPrice, targetPrice];
+    }
+    else if (markPriceBefore.gt(targetPrice)) {
         // overestimate y2
         baseAssetReserveAfter = (0, utils_1.squareRootBN)(k.div(targetPrice).mul(peg).div(numericConstants_1.PEG_PRECISION).sub(biasModifier)).sub(new anchor_1.BN(1));
         quoteAssetReserveAfter = k

package/lib/mockUSDCFaucet.d.ts

@@ -1,6 +1,6 @@
 /// <reference types="bn.js" />
 import * as anchor from '@project-serum/anchor';
-import { Program, Provider } from '@project-serum/anchor';
+import { AnchorProvider, Program } from '@project-serum/anchor';
 import { AccountInfo } from '@solana/spl-token';
 import { ConfirmOptions, Connection, PublicKey, TransactionInstruction, TransactionSignature } from '@solana/web3.js';
 import { BN } from '.';
@@ -9,7 +9,7 @@ export declare class MockUSDCFaucet {
     connection: Connection;
     wallet: IWallet;
     program: Program;
-    provider: Provider;
+    provider: AnchorProvider;
     opts?: ConfirmOptions;
     constructor(connection: Connection, wallet: IWallet, programId: PublicKey, opts?: ConfirmOptions);
     getMockUSDCFaucetStatePublicKeyAndNonce(): Promise<[

package/lib/mockUSDCFaucet.js

@@ -45,8 +45,8 @@ class MockUSDCFaucet {
     constructor(connection, wallet, programId, opts) {
         this.connection = connection;
         this.wallet = wallet;
-        this.opts = opts || anchor_1.Provider.defaultOptions();
-        const provider = new anchor_1.Provider(connection, wallet, this.opts);
+        this.opts = opts || anchor_1.AnchorProvider.defaultOptions();
+        const provider = new anchor_1.AnchorProvider(connection, wallet, this.opts);
         this.provider = provider;
         this.program = new anchor_1.Program(mock_usdc_faucet_json_1.default, programId, provider);
     }
@@ -117,7 +117,7 @@ class MockUSDCFaucet {
         return __awaiter(this, void 0, void 0, function* () {
             const [associatedTokenPublicKey, createAssociatedAccountIx, mintToTx] = yield this.createAssociatedTokenAccountAndMintToInstructions(userPublicKey, amount);
             const tx = new web3_js_1.Transaction().add(createAssociatedAccountIx).add(mintToTx);
-            const txSig = yield this.program.provider.send(tx, [], this.opts);
+            const txSig = yield this.program.provider.sendAndConfirm(tx, [], this.opts);
             return [associatedTokenPublicKey, txSig];
         });
     }

package/lib/oracles/pythClient.js

@@ -38,6 +38,7 @@ class PythClient {
                 confidence: convertPythPrice(priceData.confidence, priceData.exponent),
                 twap: convertPythPrice(priceData.twap.value, priceData.exponent),
                 twapConfidence: convertPythPrice(priceData.twac.value, priceData.exponent),
+                hasSufficientNumberOfDataPoints: true,
             };
         });
     }

package/lib/oracles/switchboardClient.js

@@ -39,11 +39,14 @@ class SwitchboardClient {
             const price = convertSwitchboardDecimal(aggregatorAccountData.latestConfirmedRound.result);
             const confidence = convertSwitchboardDecimal(aggregatorAccountData.latestConfirmedRound
                 .stdDeviation);
+            const hasSufficientNumberOfDataPoints = aggregatorAccountData.latestConfirmedRound.numSuccess >=
+                aggregatorAccountData.minOracleResults;
             const slot = aggregatorAccountData.latestConfirmedRound.roundOpenSlot;
             return {
                 price,
                 slot,
                 confidence,
+                hasSufficientNumberOfDataPoints,
             };
         });
     }
@@ -64,7 +67,7 @@ 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, {});
+        const provider = new anchor_1.AnchorProvider(connection, wallet, {});
         return new anchor_1.Program(switchboard_v2_json_1.default, programId, provider);
     });
 }

package/lib/oracles/types.d.ts

@@ -6,6 +6,7 @@ export declare type OraclePriceData = {
     price: BN;
     slot: BN;
     confidence: BN;
+    hasSufficientNumberOfDataPoints: boolean;
     twap?: BN;
     twapConfidence?: BN;
 };

package/lib/tx/defaultTxSender.d.ts

@@ -1,8 +1,8 @@
 import { TxSender } from './types';
 import { ConfirmOptions, Signer, Transaction, TransactionSignature } from '@solana/web3.js';
-import { Provider } from '@project-serum/anchor';
+import { AnchorProvider } from '@project-serum/anchor';
 export declare class DefaultTxSender implements TxSender {
-    provider: Provider;
-    constructor(provider: Provider);
+    provider: AnchorProvider;
+    constructor(provider: AnchorProvider);
     send(tx: Transaction, additionalSigners?: Array<Signer>, opts?: ConfirmOptions): Promise<TransactionSignature>;
 }

package/lib/tx/defaultTxSender.js

@@ -6,7 +6,7 @@ class DefaultTxSender {
         this.provider = provider;
     }
     send(tx, additionalSigners, opts) {
-        return this.provider.send(tx, additionalSigners, opts);
+        return this.provider.sendAndConfirm(tx, additionalSigners, opts);
     }
 }
 exports.DefaultTxSender = DefaultTxSender;