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

package/src/factory/bigNum.ts

@@ -0,0 +1,507 @@
+import { BN } from '@project-serum/anchor';
+import { assert } from '../assert/assert';
+import { ZERO } from './../constants/numericConstants';
+
+export class BigNum {
+	val: BN;
+	precision: BN;
+
+	static delim = '.';
+	static spacer = ',';
+
+	constructor(
+		val: BN | number | string,
+		precisionVal: BN | number | string = new BN(0)
+	) {
+		this.val = new BN(val);
+		this.precision = new BN(precisionVal);
+	}
+
+	public add(bn: BigNum): BigNum {
+		assert(bn.precision.eq(this.precision), 'Adding unequal precisions');
+
+		return BigNum.from(this.val.add(bn.val), this.precision);
+	}
+
+	public sub(bn: BigNum): BigNum {
+		assert(bn.precision.eq(this.precision), 'Subtracting unequal precisions');
+
+		return BigNum.from(this.val.sub(bn.val), this.precision);
+	}
+
+	public mul(bn: BigNum | BN): BigNum {
+		const mulVal = bn instanceof BigNum ? bn : BigNum.from(bn);
+
+		return BigNum.from(
+			this.val.mul(mulVal.val),
+			this.precision.add(mulVal.precision)
+		);
+	}
+
+	/**
+	 * Multiplies by another big number then scales the result down by the big number's precision so that we're in the same precision space
+	 * @param bn
+	 * @returns
+	 */
+	public scalarMul(bn: BigNum | BN): BigNum {
+		if (bn instanceof BN) return BigNum.from(this.val.mul(bn), this.precision);
+
+		return BigNum.from(
+			this.val.mul(bn.val),
+			this.precision.add(bn.precision)
+		).shift(bn.precision.neg());
+	}
+
+	public div(bn: BigNum | BN): BigNum {
+		if (bn instanceof BN) return BigNum.from(this.val.div(bn), this.precision);
+		return BigNum.from(this.val.div(bn.val), this.precision.sub(bn.precision));
+	}
+
+	/**
+	 * Shift precision up or down
+	 * @param exponent
+	 * @param skipAdjustingPrecision
+	 * @returns
+	 */
+	public shift(exponent: BN | number, skipAdjustingPrecision = false): BigNum {
+		const shiftVal = typeof exponent === 'number' ? new BN(exponent) : exponent;
+
+		return BigNum.from(
+			shiftVal.isNeg()
+				? this.val.div(new BN(10).pow(shiftVal))
+				: this.val.mul(new BN(10).pow(shiftVal)),
+			skipAdjustingPrecision ? this.precision : this.precision.add(shiftVal)
+		);
+	}
+
+	/**
+	 * Shift to a target precision
+	 * @param targetPrecision
+	 * @returns
+	 */
+	public shiftTo(targetPrecision: BN): BigNum {
+		return this.shift(targetPrecision.sub(this.precision));
+	}
+
+	/**
+	 * Scale the number by a fraction
+	 * @param numerator
+	 * @param denominator
+	 * @returns
+	 */
+	public scale(numerator: BN | number, denominator: BN | number): BigNum {
+		return this.mul(BigNum.from(new BN(numerator))).div(new BN(denominator));
+	}
+
+	public toPercentage(denominator: BigNum, precision: number): string {
+		return this.shift(precision)
+			.shift(2, true)
+			.div(denominator)
+			.toPrecision(precision);
+	}
+
+	public gt(bn: BigNum | BN, ignorePrecision?: boolean): boolean {
+		const comparisonVal = bn instanceof BigNum ? bn : BigNum.from(bn);
+
+		if (!ignorePrecision && !comparisonVal.eq(ZERO)) {
+			assert(
+				comparisonVal.precision.eq(this.precision),
+				'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter'
+			);
+		}
+
+		return this.val.gt(comparisonVal.val);
+	}
+
+	public lt(bn: BigNum | BN, ignorePrecision?: boolean): boolean {
+		const comparisonVal = bn instanceof BigNum ? bn : BigNum.from(bn);
+
+		if (!ignorePrecision && !comparisonVal.val.eq(ZERO)) {
+			assert(
+				comparisonVal.precision.eq(this.precision),
+				'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter'
+			);
+		}
+
+		return this.val.lt(comparisonVal.val);
+	}
+
+	public gte(bn: BigNum | BN, ignorePrecision?: boolean): boolean {
+		const comparisonVal = bn instanceof BigNum ? bn : BigNum.from(bn);
+
+		if (!ignorePrecision && !comparisonVal.val.eq(ZERO)) {
+			assert(
+				comparisonVal.precision.eq(this.precision),
+				'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter'
+			);
+		}
+
+		return this.val.gte(comparisonVal.val);
+	}
+
+	public lte(bn: BigNum | BN, ignorePrecision?: boolean): boolean {
+		const comparisonVal = bn instanceof BigNum ? bn : BigNum.from(bn);
+
+		if (!ignorePrecision && !comparisonVal.val.eq(ZERO)) {
+			assert(
+				comparisonVal.precision.eq(this.precision),
+				'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter'
+			);
+		}
+
+		return this.val.lte(comparisonVal.val);
+	}
+
+	public eq(bn: BigNum | BN, ignorePrecision?: boolean): boolean {
+		const comparisonVal = bn instanceof BigNum ? bn : BigNum.from(bn);
+
+		if (!ignorePrecision && !comparisonVal.val.eq(ZERO)) {
+			assert(
+				comparisonVal.precision.eq(this.precision),
+				'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter'
+			);
+		}
+
+		return this.val.eq(comparisonVal.val);
+	}
+
+	public eqZero() {
+		return this.val.eq(ZERO);
+	}
+
+	public gtZero() {
+		return this.val.gt(ZERO);
+	}
+
+	public ltZero() {
+		return this.val.lt(ZERO);
+	}
+
+	public gteZero() {
+		return this.val.gte(ZERO);
+	}
+
+	public lteZero() {
+		return this.val.lte(ZERO);
+	}
+
+	public abs(): BigNum {
+		return new BigNum(this.val.abs(), this.precision);
+	}
+
+	public neg(): BigNum {
+		return new BigNum(this.val.neg(), this.precision);
+	}
+
+	public toString = (base?: number | 'hex', length?: number): string =>
+		this.val.toString(base, length);
+
+	/**
+	 * Pretty print the underlying value in human-readable form. Depends on precision being correct for the output string to be correct
+	 * @returns
+	 */
+	public print(): string {
+		assert(
+			this.precision.gte(ZERO),
+			'Tried to print a BN with precision lower than zero'
+		);
+
+		const plainString = this.toString();
+		const precisionNum = this.precision.toNumber();
+
+		// make a string with at least the precisionNum number of zeroes
+		let printString = [
+			...Array(this.precision.toNumber()).fill(0),
+			...plainString.split(''),
+		].join('');
+
+		// inject decimal
+		printString =
+			printString.substring(0, printString.length - precisionNum) +
+			BigNum.delim +
+			printString.substring(printString.length - precisionNum);
+
+		// remove leading zeroes
+		printString = printString.replace(/^0+/, '');
+
+		// add zero if leading delim
+		if (printString[0] === BigNum.delim) printString = `0${printString}`;
+
+		// remove trailing delim
+		if (printString[printString.length - 1] === BigNum.delim)
+			printString = printString.slice(0, printString.length - 1);
+
+		return printString;
+	}
+
+	public prettyPrint(): string {
+		const [leftSide, rightSide] = this.printShort().split(BigNum.delim);
+
+		let formattedLeftSide = leftSide;
+
+		const isNeg = formattedLeftSide.includes('-');
+		if (isNeg) {
+			formattedLeftSide = formattedLeftSide.replace('-', '');
+		}
+
+		let index = formattedLeftSide.length - 3;
+
+		while (index >= 1) {
+			const formattedLeftSideArray = formattedLeftSide.split('');
+
+			formattedLeftSideArray.splice(index, 0, BigNum.spacer);
+
+			formattedLeftSide = formattedLeftSideArray.join('');
+
+			index -= 3;
+		}
+
+		return `${isNeg ? '-' : ''}${formattedLeftSide}${
+			rightSide ? `${BigNum.delim}${rightSide}` : ''
+		}`;
+	}
+
+	/**
+	 * Print and remove unnecessary trailing zeroes
+	 * @returns
+	 */
+	public printShort(
+		useTradePrecision?: boolean,
+		precisionOverride?: number
+	): string {
+		const printVal = precisionOverride
+			? this.toPrecision(precisionOverride)
+			: useTradePrecision
+			? this.toTradePrecision()
+			: this.print();
+
+		return printVal.replace(/0+$/g, '').replace(/\.$/, '').replace(/,$/, '');
+	}
+
+	public debug() {
+		console.log(
+			`${this.toString()} | ${this.print()} | ${this.precision.toString()}`
+		);
+	}
+
+	/**
+	 * Pretty print with the specified number of decimal places
+	 * @param fixedPrecision
+	 * @returns
+	 */
+	public toFixed(fixedPrecision: number): string {
+		const printString = this.print();
+
+		const [leftSide, rightSide] = printString.split(BigNum.delim);
+
+		const filledRightSide = [
+			...(rightSide ?? '').slice(0, fixedPrecision),
+			...Array(fixedPrecision).fill('0'),
+		]
+			.slice(0, fixedPrecision)
+			.join('');
+
+		return `${leftSide}${BigNum.delim}${filledRightSide}`;
+	}
+
+	/**
+	 * Pretty print to the specified number of significant figures
+	 * @param fixedPrecision
+	 * @returns
+	 */
+	public toPrecision(fixedPrecision: number, trailingZeroes = false): string {
+		const printString = this.print();
+
+		let precisionPrintString = printString.slice(0, fixedPrecision + 1);
+
+		if (
+			!precisionPrintString.includes(BigNum.delim) ||
+			precisionPrintString[precisionPrintString.length - 1] === BigNum.delim
+		) {
+			precisionPrintString = printString.slice(0, fixedPrecision);
+		}
+
+		const pointsOfPrecision = precisionPrintString.replace(
+			BigNum.delim,
+			''
+		).length;
+
+		if (pointsOfPrecision < fixedPrecision) {
+			precisionPrintString = [
+				...precisionPrintString.split(''),
+				...Array(fixedPrecision - pointsOfPrecision).fill('0'),
+			].join('');
+		}
+
+		if (!precisionPrintString.includes(BigNum.delim)) {
+			const delimFullStringLocation = printString.indexOf(BigNum.delim);
+
+			let skipExponent = false;
+
+			if (delimFullStringLocation === -1) {
+				// no decimal, not missing any precision
+				skipExponent = true;
+			}
+
+			if (
+				precisionPrintString[precisionPrintString.length - 1] === BigNum.delim
+			) {
+				// decimal is at end of string, not missing any precision, do nothing
+				skipExponent = true;
+			}
+
+			if (printString.indexOf(BigNum.delim) === fixedPrecision) {
+				// decimal is at end of string, not missing any precision, do nothing
+				skipExponent = true;
+			}
+
+			if (!skipExponent) {
+				const exponent = delimFullStringLocation - fixedPrecision;
+				if (trailingZeroes) {
+					precisionPrintString = `${precisionPrintString}${Array(exponent)
+						.fill('0')
+						.join('')}`;
+				} else {
+					precisionPrintString = `${precisionPrintString}e${exponent}`;
+				}
+			}
+		}
+
+		return precisionPrintString;
+	}
+
+	public toTradePrecision(): string {
+		return this.toPrecision(6, true);
+	}
+
+	public toNotional(): string {
+		return `${this.lt(BigNum.zero()) ? `-` : ``}$${BigNum.fromPrint(
+			this.toFixed(2),
+			new BN(2)
+		)
+			.prettyPrint()
+			.replace('-', '')}`;
+	}
+
+	public toMillified(precision = 3): string {
+		const stringVal = this.print();
+
+		const [leftSide] = stringVal.split(BigNum.delim);
+
+		if (!leftSide) {
+			return this.shift(new BN(precision)).toPrecision(precision, true);
+		}
+
+		if (leftSide.length <= 3) {
+			return this.shift(new BN(precision)).toPrecision(precision, true);
+		}
+
+		const unitTicks = ['', 'K', 'M', 'G', 'T', 'P', 'E', 'Z', 'Y'];
+		const unitNumber = Math.floor((leftSide.length - 1) / 3);
+		const unit = unitTicks[unitNumber];
+
+		let leadDigits = leftSide.slice(0, precision);
+
+		if (leadDigits.length < precision) {
+			leadDigits = [
+				...leadDigits.split(''),
+				...Array(precision - leadDigits.length).fill('0'),
+			].join('');
+		}
+
+		const decimalLocation = leftSide.length - 3 * unitNumber;
+
+		let leadString = '';
+
+		if (decimalLocation >= precision) {
+			leadString = `${leadDigits}`;
+		} else {
+			leadString = `${leadDigits.slice(0, decimalLocation)}${
+				BigNum.delim
+			}${leadDigits.slice(decimalLocation)}`;
+		}
+
+		return `${leadString}${unit}`;
+	}
+
+	public toJSON() {
+		return {
+			val: this.val.toString(),
+			precision: this.precision.toString(),
+		};
+	}
+
+	public isNeg() {
+		return this.lt(ZERO, true);
+	}
+
+	public isPos() {
+		return !this.isNeg();
+	}
+
+	/**
+	 * Get the numerical value of the BigNum. This can break if the BigNum is too large.
+	 * @returns
+	 */
+	public toNum() {
+		return parseFloat(this.print());
+	}
+
+	static fromJSON(json: { val: string; precision: string }) {
+		return BigNum.from(new BN(json.val), new BN(json.precision));
+	}
+
+	/**
+	 * Create a BigNum instance
+	 * @param val
+	 * @param precision
+	 * @returns
+	 */
+	static from(
+		val: BN | number | string = ZERO,
+		precision?: BN | number | string
+	): BigNum {
+		assert(
+			new BN(precision).lt(new BN(100)),
+			'Tried to create a bignum with precision higher than 10^100'
+		);
+		return new BigNum(val, precision);
+	}
+
+	/**
+	 * Create a BigNum instance from a printed BigNum
+	 * @param val
+	 * @param precisionOverride
+	 * @returns
+	 */
+	static fromPrint(val: string, precisionShift?: BN): BigNum {
+		// Handle empty number edge cases
+		if (!val) return BigNum.from(ZERO, precisionShift);
+		if (!val.replace(BigNum.delim, ''))
+			return BigNum.from(ZERO, precisionShift);
+
+		const [leftSide, rightSide] = val.split(BigNum.delim);
+
+		const rawBn = new BN(`${leftSide ?? ''}${rightSide ?? ''}`);
+
+		const rightSideLength = rightSide?.length ?? 0;
+
+		const totalShift = precisionShift
+			? precisionShift.sub(new BN(rightSideLength))
+			: ZERO;
+
+		return BigNum.from(rawBn, precisionShift).shift(totalShift, true);
+	}
+
+	static max(a: BigNum, b: BigNum): BigNum {
+		return a.gt(b) ? a : b;
+	}
+
+	static min(a: BigNum, b: BigNum): BigNum {
+		return a.lt(b) ? a : b;
+	}
+
+	static zero(precision?: BN | number): BigNum {
+		return BigNum.from(0, precision);
+	}
+}

package/src/factory/oracleClient.ts

@@ -1,21 +1,24 @@
 import { isVariant, OracleSource } from '../types';
 import { Connection } from '@solana/web3.js';
-import { DriftEnv } from '../config';
 import { OracleClient } from '../oracles/types';
 import { PythClient } from '../oracles/pythClient';
 import { SwitchboardClient } from '../oracles/switchboardClient';
+import { QuoteAssetOracleClient } from '../oracles/quoteAssetOracleClient';
 
 export function getOracleClient(
 	oracleSource: OracleSource,
-	connection: Connection,
-	env: DriftEnv
+	connection: Connection
 ): OracleClient {
 	if (isVariant(oracleSource, 'pyth')) {
 		return new PythClient(connection);
 	}
 
 	if (isVariant(oracleSource, 'switchboard')) {
-		return new SwitchboardClient(connection, env);
+		return new SwitchboardClient(connection);
+	}
+
+	if (isVariant(oracleSource, 'quoteAsset')) {
+		return new QuoteAssetOracleClient();
 	}
 
 	throw new Error(`Unknown oracle source ${oracleSource}`);