@drift-labs/sdk 0.1.36-master.5 → 0.2.0-master.0

package/src/config.ts

@@ -1,8 +1,25 @@
+import {
+	DevnetMarkets,
+	MainnetMarkets,
+	MarketConfig,
+	Markets,
+} from './constants/markets';
+import {
+	BankConfig,
+	Banks,
+	DevnetBanks,
+	MainnetBanks,
+} from './constants/banks';
+import { BN } from '@project-serum/anchor';
+import { OracleInfo } from './oracles/types';
+
 type DriftConfig = {
 	ENV: DriftEnv;
 	PYTH_ORACLE_MAPPING_ADDRESS: string;
 	CLEARING_HOUSE_PROGRAM_ID: string;
 	USDC_MINT_ADDRESS: string;
+	MARKETS: MarketConfig[];
+	BANKS: BankConfig[];
 };
 
 export type DriftEnv = 'devnet' | 'mainnet-beta';
@@ -11,14 +28,18 @@ export const configs: { [key in DriftEnv]: DriftConfig } = {
 	devnet: {
 		ENV: 'devnet',
 		PYTH_ORACLE_MAPPING_ADDRESS: 'BmA9Z6FjioHJPpjT39QazZyhDRUdZy2ezwx4GiDdE2u2',
-		CLEARING_HOUSE_PROGRAM_ID: 'AsW7LnXB9UA1uec9wi9MctYTgTz7YH9snhxd16GsFaGX',
+		CLEARING_HOUSE_PROGRAM_ID: 'GCuH76fb1rXc7bjFXNcnNvWSekLgzpsnMbc1Ng4FsGSs',
 		USDC_MINT_ADDRESS: '8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2',
+		MARKETS: DevnetMarkets,
+		BANKS: DevnetBanks,
 	},
 	'mainnet-beta': {
 		ENV: 'mainnet-beta',
 		PYTH_ORACLE_MAPPING_ADDRESS: 'AHtgzX45WTKfkPG53L6WYhGEXwQkN1BVknET3sVsLL8J',
 		CLEARING_HOUSE_PROGRAM_ID: 'dammHkt7jmytvbS3nHTxQNEcP59aE57nxwV21YdqEDN',
 		USDC_MINT_ADDRESS: 'EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v',
+		MARKETS: MainnetMarkets,
+		BANKS: MainnetBanks,
 	},
 };
 
@@ -45,3 +66,35 @@ export const initialize = (props: {
 
 	return currentConfig;
 };
+
+export function getMarketsBanksAndOraclesForSubscription(env: DriftEnv): {
+	marketIndexes: BN[];
+	bankIndexes: BN[];
+	oracleInfos: OracleInfo[];
+} {
+	const marketIndexes = [];
+	const bankIndexes = [];
+	const oracleInfos = new Map<string, OracleInfo>();
+
+	for (const market of Markets[env]) {
+		marketIndexes.push(market.marketIndex);
+		oracleInfos.set(market.oracle.toString(), {
+			publicKey: market.oracle,
+			source: market.oracleSource,
+		});
+	}
+
+	for (const bank of Banks[env]) {
+		bankIndexes.push(bank.bankIndex);
+		oracleInfos.set(bank.oracle.toString(), {
+			publicKey: bank.oracle,
+			source: bank.oracleSource,
+		});
+	}
+
+	return {
+		marketIndexes,
+		bankIndexes,
+		oracleInfos: Array.from(oracleInfos.values()),
+	};
+}

package/src/constants/banks.ts

@@ -0,0 +1,43 @@
+import { BN, OracleSource } from '../';
+import { DriftEnv } from '../';
+import { PublicKey } from '@solana/web3.js';
+
+export type BankConfig = {
+	symbol: string;
+	bankIndex: BN;
+	oracle: PublicKey;
+	mint: PublicKey;
+	oracleSource: OracleSource;
+};
+
+export const DevnetBanks: BankConfig[] = [
+	{
+		symbol: 'USDC',
+		bankIndex: new BN(0),
+		oracle: PublicKey.default,
+		oracleSource: OracleSource.QUOTE_ASSET,
+		mint: new PublicKey('8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2'),
+	},
+	{
+		symbol: 'BTC',
+		bankIndex: new BN(1),
+		oracle: new PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
+		oracleSource: OracleSource.PYTH,
+		mint: new PublicKey('Gh9ZwEmdLJ8DscKNTkTqPbNwLNNBjuSzaG9Vp2KGtKJr'),
+	},
+];
+
+export const MainnetBanks: BankConfig[] = [
+	{
+		symbol: 'USDC',
+		bankIndex: new BN(0),
+		oracle: PublicKey.default,
+		oracleSource: OracleSource.QUOTE_ASSET,
+		mint: new PublicKey('EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v'),
+	},
+];
+
+export const Banks: { [key in DriftEnv]: BankConfig[] } = {
+	devnet: DevnetBanks,
+	'mainnet-beta': MainnetBanks,
+};

package/src/constants/markets.ts

@@ -1,4 +1,6 @@
 import { BN, OracleSource } from '../';
+import { DriftEnv } from '../';
+import { PublicKey } from '@solana/web3.js';
 
 export type MarketConfig = {
 	fullName?: string;
@@ -6,22 +8,20 @@ export type MarketConfig = {
 	symbol: string;
 	baseAssetSymbol: string;
 	marketIndex: BN;
-	devnetPublicKey: string;
-	mainnetPublicKey: string;
 	launchTs: number;
+	oracle: PublicKey;
 	oracleSource: OracleSource;
 };
 
-export const Markets: MarketConfig[] = [
+export const DevnetMarkets: MarketConfig[] = [
 	{
 		fullName: 'Solana',
 		category: ['L1', 'Infra'],
 		symbol: 'SOL-PERP',
 		baseAssetSymbol: 'SOL',
 		marketIndex: new BN(0),
-		devnetPublicKey: 'J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix',
-		mainnetPublicKey: 'H6ARHf6YXhGYeQfUzQNGk6rDNnLBQKrenN712K4AQJEG',
-		launchTs: 1635209696886,
+		oracle: new PublicKey('J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix'),
+		launchTs: 1655751353000,
 		oracleSource: OracleSource.PYTH,
 	},
 	{
@@ -30,9 +30,8 @@ export const Markets: MarketConfig[] = [
 		symbol: 'BTC-PERP',
 		baseAssetSymbol: 'BTC',
 		marketIndex: new BN(1),
-		devnetPublicKey: 'HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J',
-		mainnetPublicKey: 'GVXRSBjFk6e6J3NbVPXohDJetcTjaeeuykUpbQF8UoMU',
-		launchTs: 1637691088868,
+		oracle: new PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
+		launchTs: 1655751353000,
 		oracleSource: OracleSource.PYTH,
 	},
 	{
@@ -41,205 +40,15 @@ export const Markets: MarketConfig[] = [
 		symbol: 'ETH-PERP',
 		baseAssetSymbol: 'ETH',
 		marketIndex: new BN(2),
-		devnetPublicKey: 'EdVCmQ9FSPcVe5YySXDPCRmc8aDQLKJ9xvYBMZPie1Vw',
-		mainnetPublicKey: 'JBu1AL4obBcCMqKBBxhpWCNUt136ijcuMZLFvTP7iWdB',
+		oracle: new PublicKey('EdVCmQ9FSPcVe5YySXDPCRmc8aDQLKJ9xvYBMZPie1Vw'),
 		launchTs: 1637691133472,
 		oracleSource: OracleSource.PYTH,
 	},
-	{
-		fullName: 'Terra',
-		category: ['L1', 'Infra'],
-		symbol: 'LUNA-PERP',
-		baseAssetSymbol: 'LUNA',
-		marketIndex: new BN(3),
-		devnetPublicKey: '8PugCXTAHLM9kfLSQWe2njE5pzAgUdpPk3Nx5zSm7BD3',
-		mainnetPublicKey: '5bmWuR1dgP4avtGYMNKLuxumZTVKGgoN2BCMXWDNL9nY',
-		launchTs: 1638821738525,
-		oracleSource: OracleSource.PYTH,
-	},
-	{
-		symbol: 'AVAX-PERP',
-		category: ['L1', 'Infra'],
-		baseAssetSymbol: 'AVAX',
-		marketIndex: new BN(4),
-		devnetPublicKey: 'FVb5h1VmHPfVb1RfqZckchq18GxRv4iKt8T4eVTQAqdz',
-		mainnetPublicKey: 'Ax9ujW5B9oqcv59N8m6f1BpTBq2rGeGaBcpKjC5UYsXU',
-		launchTs: 1639092501080,
-		oracleSource: OracleSource.PYTH,
-	},
-	{
-		fullName: 'Binance Coin',
-		symbol: 'BNB-PERP',
-		category: ['L1', 'Exchange'],
-		baseAssetSymbol: 'BNB',
-		marketIndex: new BN(5),
-		devnetPublicKey: 'GwzBgrXb4PG59zjce24SF2b9JXbLEjJJTBkmytuEZj1b',
-		mainnetPublicKey: '4CkQJBxhU8EZ2UjhigbtdaPbpTe6mqf811fipYBFbSYN',
-		launchTs: 1639523193012,
-		oracleSource: OracleSource.PYTH,
-	},
-	{
-		fullName: 'Polygon',
-		category: ['L1', 'Infra'],
-		symbol: 'MATIC-PERP',
-		baseAssetSymbol: 'MATIC',
-		marketIndex: new BN(6),
-		devnetPublicKey: 'FBirwuDFuRAu4iSGc7RGxN5koHB7EJM1wbCmyPuQoGur',
-		mainnetPublicKey: '7KVswB9vkCgeM3SHP7aGDijvdRAHK8P5wi9JXViCrtYh',
-		launchTs: 1641488603564,
-		oracleSource: OracleSource.PYTH,
-	},
-	{
-		fullName: 'Cosmos',
-		category: ['L1', 'Infra'],
-		symbol: 'ATOM-PERP',
-		baseAssetSymbol: 'ATOM',
-		marketIndex: new BN(7),
-		devnetPublicKey: '7YAze8qFUMkBnyLVdKT4TFUUFui99EwS5gfRArMcrvFk',
-		mainnetPublicKey: 'CrCpTerNqtZvqLcKqz1k13oVeXV9WkMD2zA9hBKXrsbN',
-		launchTs: 1641920238195,
-		oracleSource: OracleSource.PYTH,
-	},
-	{
-		fullName: 'Polkadot',
-		symbol: 'DOT-PERP',
-		baseAssetSymbol: 'DOT',
-		marketIndex: new BN(8),
-		devnetPublicKey: '4dqq5VBpN4EwYb7wyywjjfknvMKu7m78j9mKZRXTj462',
-		mainnetPublicKey: 'EcV1X1gY2yb4KXxjVQtTHTbioum2gvmPnFk4zYAt7zne',
-		launchTs: 1642629253786,
-		oracleSource: OracleSource.PYTH,
-	},
-	{
-		fullName: 'Cardano',
-		category: ['L1', 'Infra'],
-		symbol: 'ADA-PERP',
-		baseAssetSymbol: 'ADA',
-		marketIndex: new BN(9),
-		devnetPublicKey: '8oGTURNmSQkrBS1AQ5NjB2p8qY34UVmMA9ojrw8vnHus',
-		mainnetPublicKey: '3pyn4svBbxJ9Wnn3RVeafyLWfzie6yC5eTig2S62v9SC',
-		launchTs: 1643084413000,
-		oracleSource: OracleSource.PYTH,
-	},
-	{
-		fullName: 'Algorand',
-		category: ['L1', 'Infra'],
-		symbol: 'ALGO-PERP',
-		baseAssetSymbol: 'ALGO',
-		marketIndex: new BN(10),
-		devnetPublicKey: 'c1A946dY5NHuVda77C8XXtXytyR3wK1SCP3eA9VRfC3',
-		mainnetPublicKey: 'HqFyq1wh1xKvL7KDqqT7NJeSPdAqsDqnmBisUC2XdXAX',
-		launchTs: 1643686767000,
-		oracleSource: OracleSource.PYTH,
-	},
-	{
-		fullName: 'FTX Coin',
-		category: ['L1', 'Exchange'],
-		symbol: 'FTT-PERP',
-		baseAssetSymbol: 'FTT',
-		marketIndex: new BN(11),
-		devnetPublicKey: '6vivTRs5ZPeeXbjo7dfburfaYDWoXjBtdtuYgQRuGfu',
-		mainnetPublicKey: '8JPJJkmDScpcNmBRKGZuPuG2GYAveQgP3t5gFuMymwvF',
-		launchTs: 1644382122000,
-		oracleSource: OracleSource.PYTH,
-	},
-	{
-		fullName: 'Litecoin',
-		category: ['L1', 'Payments'],
-		symbol: 'LTC-PERP',
-		baseAssetSymbol: 'LTC',
-		marketIndex: new BN(12),
-		devnetPublicKey: 'BLArYBCUYhdWiY8PCUTpvFE21iaJq85dvxLk9bYMobcU',
-		mainnetPublicKey: '8RMnV1eD55iqUFJLMguPkYBkq8DCtx81XcmAja93LvRR',
-		launchTs: 1645027429000,
-		oracleSource: OracleSource.PYTH,
-	},
-	{
-		fullName: 'Ripple',
-		category: ['L1', 'Payments'],
-		symbol: 'XRP-PERP',
-		baseAssetSymbol: 'XRP',
-		marketIndex: new BN(13),
-		devnetPublicKey: 'WMW5xc3HypXwTnPesyUT49uLsyHwNURsWAEk39onKuk',
-		mainnetPublicKey: 'WMW5xc3HypXwTnPesyUT49uLsyHwNURsWAEk39onKuk',
-		launchTs: 1647543166000,
-		oracleSource: OracleSource.SWITCHBOARD,
-	},
-	{
-		fullName: 'ApeCoin',
-		category: ['NFT'],
-		symbol: 'APE-PERP',
-		baseAssetSymbol: 'APE',
-		marketIndex: new BN(14),
-		devnetPublicKey: 'AwH6kBrJbkL9JTeqRd7Q59EdWh6UjPtoqoA5M4x4K2fA',
-		mainnetPublicKey: '74zeQpprjNtEghGiC3VEPsR9y4kR2GTd4Rq9YVk9tnjz',
-		launchTs: 1648475932000,
-		oracleSource: OracleSource.SWITCHBOARD,
-	},
-	{
-		fullName: 'DogeCoin',
-		category: ['Meme', 'NFT'],
-		symbol: 'DOGE-PERP',
-		baseAssetSymbol: 'DOGE',
-		marketIndex: new BN(15),
-		devnetPublicKey: '4L6YhY8VvUgmqG5MvJkUJATtzB2rFqdrJwQCmFLv4Jzy',
-		mainnetPublicKey: 'FsSM3s38PX9K7Dn6eGzuE29S2Dsk1Sss1baytTQdCaQj',
-		launchTs: 1648607439000,
-		oracleSource: OracleSource.PYTH,
-	},
-	{
-		fullName: 'Near',
-		category: ['L1', 'Infra'],
-		symbol: 'NEAR-PERP',
-		baseAssetSymbol: 'NEAR',
-		marketIndex: new BN(16),
-		devnetPublicKey: '3gnSbT7bhoTdGkFVZc1dW1PvjreWzpUNUD5ppXwv1N59',
-		mainnetPublicKey: 'ECSFWQ1bnnpqPVvoy9237t2wddZAaHisW88mYxuEHKWf',
-		launchTs: 1649105516000,
-		oracleSource: OracleSource.PYTH,
-	},
-	{
-		fullName: 'Serum',
-		category: ['Solana', 'Exchange'],
-		symbol: 'SRM-PERP',
-		baseAssetSymbol: 'SRM',
-		marketIndex: new BN(17),
-		devnetPublicKey: '992moaMQKs32GKZ9dxi8keyM2bUmbrwBZpK4p2K6X5Vs',
-		mainnetPublicKey: '3NBReDRTLKMQEKiLD5tGcx4kXbTf88b7f2xLS9UuGjym',
-		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,
-	},
-	{
-		fullName: 'Curve DAO Token',
-		category: ['Exchange'],
-		symbol: 'CRV-PERP',
-		baseAssetSymbol: 'CRV',
-		marketIndex: new BN(19),
-		devnetPublicKey: 'AuEiE5XG5kD1NFoKgEPrWuN9CdT44A3K7yGDuiUPvh9S',
-		mainnetPublicKey: '61NzdQ9y6KhMhWxyJ8kXEe25NxdixVL1YUnGYLDMaUxH',
-		launchTs: 1651017354000,
-		oracleSource: OracleSource.SWITCHBOARD,
-	},
-	{
-		fullName: 'Fantom',
-		category: ['L1', 'Infra'],
-		symbol: 'FTM-PERP',
-		baseAssetSymbol: 'FTM',
-		marketIndex: new BN(20),
-		devnetPublicKey: 'BTwrLU4so1oJMViWA3BTzh8YmFwiLZ6CL4U3JryG7Q5S',
-		mainnetPublicKey: '7Dn52EY5EGE8Nvvw98KVMGPWTiTGn3PF4y24TVLyXdT9',
-		launchTs: 1651559653000,
-		oracleSource: OracleSource.PYTH,
-	},
 ];
+
+export const MainnetMarkets: MarketConfig[] = [];
+
+export const Markets: { [key in DriftEnv]: MarketConfig[] } = {
+	devnet: DevnetMarkets,
+	'mainnet-beta': [],
+};

package/src/constants/numericConstants.ts

@@ -10,13 +10,37 @@ export const TEN_MILLION = TEN_THOUSAND.mul(TEN_THOUSAND);
 
 export const MAX_LEVERAGE = new BN(5);
 
-export const QUOTE_PRECISION = new BN(10 ** 6);
-export const MARK_PRICE_PRECISION = new BN(10 ** 10);
-export const FUNDING_PAYMENT_PRECISION = new BN(10000);
-export const PEG_PRECISION = new BN(1000);
+export const QUOTE_PRECISION_EXP = new BN(6);
+export const FUNDING_PAYMENT_PRECISION_EXP = new BN(4);
+export const MARK_PRICE_PRECISION_EXP = new BN(10);
+export const FUNDING_RATE_PRECISION_EXP = MARK_PRICE_PRECISION_EXP.mul(
+	FUNDING_PAYMENT_PRECISION_EXP
+);
+export const PEG_PRECISION_EXP = new BN(3);
+export const AMM_RESERVE_PRECISION_EXP = new BN(13);
+
+export const BANK_INTEREST_PRECISION = new BN(1000000);
+export const BANK_CUMULATIVE_INTEREST_PRECISION = new BN(10000000000);
+export const BANK_UTILIZATION_PRECISION = new BN(1000000);
+export const BANK_RATE_PRECISION = new BN(1000000);
+export const BANK_WEIGHT_PRECISION = new BN(100);
+export const BANK_BALANCE_PRECISION_EXP = new BN(6);
+export const BANK_BALANCE_PRECISION = new BN(10).pow(
+	BANK_BALANCE_PRECISION_EXP
+);
+
+export const QUOTE_PRECISION = new BN(10).pow(QUOTE_PRECISION_EXP);
+export const MARK_PRICE_PRECISION = new BN(10).pow(MARK_PRICE_PRECISION_EXP);
+export const FUNDING_PAYMENT_PRECISION = new BN(10).pow(
+	FUNDING_PAYMENT_PRECISION_EXP
+);
+export const PEG_PRECISION = new BN(10).pow(PEG_PRECISION_EXP);
+
+export const AMM_RESERVE_PRECISION = new BN(10).pow(AMM_RESERVE_PRECISION_EXP);
 
-export const AMM_RESERVE_PRECISION = new BN(10 ** 13);
 export const BASE_PRECISION = AMM_RESERVE_PRECISION;
+export const BASE_PRECISION_EXP = AMM_RESERVE_PRECISION_EXP;
+
 export const AMM_TO_QUOTE_PRECISION_RATIO =
 	AMM_RESERVE_PRECISION.div(QUOTE_PRECISION); // 10^7
 export const PRICE_TO_QUOTE_PRECISION =
@@ -25,3 +49,7 @@ export const AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO =
 	AMM_RESERVE_PRECISION.mul(PEG_PRECISION).div(QUOTE_PRECISION); // 10^10
 export const MARGIN_PRECISION = TEN_THOUSAND;
 export const BID_ASK_SPREAD_PRECISION = new BN(1000000);
+
+export const ONE_YEAR = new BN(31536000);
+
+export const QUOTE_ASSET_BANK_INDEX = new BN(0);

package/src/events/eventList.ts

@@ -0,0 +1,94 @@
+import {
+	EventType,
+	EventMap,
+	EventSubscriptionOrderDirection,
+	SortFn,
+} from './types';
+
+class Node<Type extends EventType, Event extends EventMap[Type]> {
+	constructor(
+		public event: Event,
+		public next?: Node<Type, Event>,
+		public prev?: Node<Type, Event>
+	) {}
+}
+
+export class EventList<Type extends EventType> {
+	size = 0;
+	head?: Node<Type, EventMap[Type]>;
+	tail?: Node<Type, EventMap[Type]>;
+
+	public constructor(
+		public eventType: Type,
+		public maxSize: number,
+		private sortFn: SortFn,
+		private orderDirection: EventSubscriptionOrderDirection
+	) {}
+
+	public insert(event: EventMap[Type]): void {
+		this.size++;
+		const newNode = new Node(event);
+		if (this.head === undefined) {
+			this.head = this.tail = newNode;
+			return;
+		}
+
+		if (
+			this.sortFn(this.head.event, newNode.event) ===
+			(this.orderDirection === 'asc' ? 'less than' : 'greater than')
+		) {
+			this.head.prev = newNode;
+			newNode.next = this.head;
+			this.head = newNode;
+		} else {
+			let currentNode = this.head;
+			while (
+				currentNode.next !== undefined &&
+				this.sortFn(currentNode.next.event, newNode.event) !==
+					(this.orderDirection === 'asc' ? 'less than' : 'greater than')
+			) {
+				currentNode = currentNode.next;
+			}
+
+			newNode.next = currentNode.next;
+			if (currentNode.next !== undefined) {
+				newNode.next.prev = newNode;
+			}
+			currentNode.next = newNode;
+			newNode.prev = currentNode;
+		}
+
+		if (this.size > this.maxSize) {
+			this.detach();
+		}
+	}
+
+	detach(): void {
+		const node = this.tail;
+		if (node.prev !== undefined) {
+			node.prev.next = node.next;
+		} else {
+			this.head = node.next;
+		}
+
+		if (node.next !== undefined) {
+			node.next.prev = node.prev;
+		} else {
+			this.tail = node.prev;
+		}
+
+		this.size--;
+	}
+
+	toArray(): EventMap[Type][] {
+		return Array.from(this);
+	}
+
+	*[Symbol.iterator]() {
+		let node = this.head;
+		while (node) {
+			yield node.event;
+			node = node.next;
+		}
+	}
+}