@drift-labs/sdk 0.1.36-master.7 → 0.2.0-master.0

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (197) hide show
  1. package/lib/accounts/bulkAccountLoader.d.ts +6 -6
  2. package/lib/accounts/bulkAccountLoader.js +81 -95
  3. package/lib/accounts/bulkUserSubscription.js +13 -57
  4. package/lib/accounts/fetch.d.ts +4 -0
  5. package/lib/accounts/fetch.js +18 -0
  6. package/lib/accounts/pollingClearingHouseAccountSubscriber.d.ts +34 -38
  7. package/lib/accounts/pollingClearingHouseAccountSubscriber.js +224 -224
  8. package/lib/accounts/pollingOracleSubscriber.d.ts +3 -3
  9. package/lib/accounts/pollingOracleSubscriber.js +37 -49
  10. package/lib/accounts/pollingTokenAccountSubscriber.d.ts +3 -3
  11. package/lib/accounts/pollingTokenAccountSubscriber.js +35 -50
  12. package/lib/accounts/pollingUserAccountSubscriber.d.ts +7 -13
  13. package/lib/accounts/pollingUserAccountSubscriber.js +71 -134
  14. package/lib/accounts/types.d.ts +34 -41
  15. package/lib/accounts/webSocketAccountSubscriber.d.ts +6 -4
  16. package/lib/accounts/webSocketAccountSubscriber.js +39 -35
  17. package/lib/accounts/webSocketClearingHouseAccountSubscriber.d.ts +33 -28
  18. package/lib/accounts/webSocketClearingHouseAccountSubscriber.js +153 -185
  19. package/lib/accounts/webSocketUserAccountSubscriber.d.ts +5 -11
  20. package/lib/accounts/webSocketUserAccountSubscriber.js +22 -67
  21. package/lib/addresses/marketAddresses.d.ts +4 -0
  22. package/lib/addresses/marketAddresses.js +15 -0
  23. package/lib/addresses/pda.d.ts +12 -0
  24. package/lib/addresses/pda.js +83 -0
  25. package/lib/admin.d.ts +8 -17
  26. package/lib/admin.js +366 -558
  27. package/lib/clearingHouse.d.ts +84 -109
  28. package/lib/clearingHouse.js +778 -899
  29. package/lib/clearingHouseConfig.d.ts +34 -0
  30. package/lib/clearingHouseConfig.js +2 -0
  31. package/lib/clearingHouseUser.d.ts +19 -22
  32. package/lib/clearingHouseUser.js +155 -141
  33. package/lib/clearingHouseUserConfig.d.ts +14 -0
  34. package/lib/clearingHouseUserConfig.js +2 -0
  35. package/lib/config.d.ts +12 -0
  36. package/lib/config.js +35 -4
  37. package/lib/constants/banks.d.ts +16 -0
  38. package/lib/constants/banks.js +34 -0
  39. package/lib/constants/markets.d.ts +8 -3
  40. package/lib/constants/markets.js +13 -206
  41. package/lib/constants/numericConstants.d.ts +16 -0
  42. package/lib/constants/numericConstants.js +22 -6
  43. package/lib/events/eventList.d.ts +22 -0
  44. package/lib/events/eventList.js +77 -0
  45. package/lib/events/eventSubscriber.d.ts +34 -0
  46. package/lib/events/eventSubscriber.js +126 -0
  47. package/lib/events/fetchLogs.d.ts +13 -0
  48. package/lib/events/fetchLogs.js +39 -0
  49. package/lib/events/pollingLogProvider.d.ts +15 -0
  50. package/lib/events/pollingLogProvider.js +53 -0
  51. package/lib/events/sort.d.ts +2 -0
  52. package/lib/events/sort.js +44 -0
  53. package/lib/events/txEventCache.d.ts +24 -0
  54. package/lib/events/txEventCache.js +71 -0
  55. package/lib/events/types.d.ts +49 -0
  56. package/lib/events/types.js +20 -0
  57. package/lib/events/webSocketLogProvider.d.ts +12 -0
  58. package/lib/events/webSocketLogProvider.js +30 -0
  59. package/lib/examples/makeTradeExample.js +26 -27
  60. package/lib/factory/bigNum.d.ts +112 -0
  61. package/lib/factory/bigNum.js +356 -0
  62. package/lib/factory/oracleClient.d.ts +1 -2
  63. package/lib/factory/oracleClient.js +6 -2
  64. package/lib/idl/clearing_house.json +2213 -2951
  65. package/lib/index.d.ts +12 -4
  66. package/lib/index.js +12 -4
  67. package/lib/math/amm.d.ts +19 -29
  68. package/lib/math/amm.js +129 -179
  69. package/lib/math/auction.d.ts +5 -0
  70. package/lib/math/auction.js +39 -0
  71. package/lib/math/bankBalance.d.ts +9 -0
  72. package/lib/math/bankBalance.js +75 -0
  73. package/lib/math/conversion.d.ts +0 -1
  74. package/lib/math/conversion.js +1 -5
  75. package/lib/math/funding.d.ts +6 -6
  76. package/lib/math/funding.js +158 -175
  77. package/lib/math/market.d.ts +6 -6
  78. package/lib/math/market.js +10 -9
  79. package/lib/math/orders.d.ts +5 -0
  80. package/lib/math/orders.js +31 -1
  81. package/lib/math/position.d.ts +7 -5
  82. package/lib/math/position.js +27 -27
  83. package/lib/math/repeg.d.ts +22 -0
  84. package/lib/math/repeg.js +128 -0
  85. package/lib/math/trade.d.ts +5 -4
  86. package/lib/math/trade.js +29 -21
  87. package/lib/mockUSDCFaucet.js +87 -116
  88. package/lib/oracles/oracleClientCache.d.ts +8 -0
  89. package/lib/oracles/oracleClientCache.js +19 -0
  90. package/lib/oracles/pythClient.d.ts +3 -5
  91. package/lib/oracles/pythClient.js +12 -31
  92. package/lib/oracles/quoteAssetOracleClient.d.ts +9 -0
  93. package/lib/oracles/quoteAssetOracleClient.js +21 -0
  94. package/lib/oracles/switchboardClient.d.ts +3 -5
  95. package/lib/oracles/switchboardClient.js +29 -50
  96. package/lib/oracles/types.d.ts +6 -1
  97. package/lib/orders.d.ts +6 -6
  98. package/lib/orders.js +10 -9
  99. package/lib/slot/SlotSubscriber.d.ts +12 -0
  100. package/lib/slot/SlotSubscriber.js +23 -0
  101. package/lib/tx/retryTxSender.d.ts +2 -2
  102. package/lib/tx/retryTxSender.js +108 -123
  103. package/lib/tx/types.d.ts +5 -1
  104. package/lib/tx/utils.d.ts +1 -1
  105. package/lib/tx/utils.js +11 -2
  106. package/lib/types.d.ts +105 -109
  107. package/lib/types.js +13 -1
  108. package/lib/userName.d.ts +4 -0
  109. package/lib/userName.js +20 -0
  110. package/lib/util/computeUnits.js +10 -21
  111. package/lib/util/tps.js +11 -22
  112. package/lib/wallet.js +7 -20
  113. package/package.json +10 -3
  114. package/src/accounts/bulkAccountLoader.ts +21 -15
  115. package/src/accounts/bulkUserSubscription.ts +1 -45
  116. package/src/accounts/fetch.ts +33 -0
  117. package/src/accounts/pollingClearingHouseAccountSubscriber.ts +249 -214
  118. package/src/accounts/pollingOracleSubscriber.ts +16 -8
  119. package/src/accounts/pollingTokenAccountSubscriber.ts +11 -8
  120. package/src/accounts/pollingUserAccountSubscriber.ts +21 -86
  121. package/src/accounts/types.ts +41 -70
  122. package/src/accounts/webSocketAccountSubscriber.ts +33 -16
  123. package/src/accounts/webSocketClearingHouseAccountSubscriber.ts +190 -240
  124. package/src/accounts/webSocketUserAccountSubscriber.ts +11 -71
  125. package/src/addresses/marketAddresses.ts +18 -0
  126. package/src/addresses/pda.ts +118 -0
  127. package/src/admin.ts +205 -346
  128. package/src/clearingHouse.ts +918 -961
  129. package/src/clearingHouseConfig.ts +37 -0
  130. package/src/clearingHouseUser.ts +275 -185
  131. package/src/clearingHouseUserConfig.ts +18 -0
  132. package/src/config.ts +54 -1
  133. package/src/constants/banks.ts +43 -0
  134. package/src/constants/markets.ts +16 -207
  135. package/src/constants/numericConstants.ts +33 -5
  136. package/src/events/eventList.ts +94 -0
  137. package/src/events/eventSubscriber.ts +194 -0
  138. package/src/events/fetchLogs.ts +80 -0
  139. package/src/events/pollingLogProvider.ts +79 -0
  140. package/src/events/sort.ts +65 -0
  141. package/src/events/txEventCache.ts +74 -0
  142. package/src/events/types.ts +98 -0
  143. package/src/events/webSocketLogProvider.ts +38 -0
  144. package/src/examples/makeTradeExample.ts +20 -11
  145. package/src/factory/bigNum.ts +507 -0
  146. package/src/factory/oracleClient.ts +7 -4
  147. package/src/idl/clearing_house.json +2213 -2951
  148. package/src/index.ts +12 -4
  149. package/src/math/amm.ts +229 -245
  150. package/src/math/auction.ts +39 -0
  151. package/src/math/bankBalance.ts +112 -0
  152. package/src/math/conversion.ts +1 -11
  153. package/src/math/funding.ts +12 -9
  154. package/src/math/market.ts +37 -30
  155. package/src/math/orders.ts +38 -0
  156. package/src/math/position.ts +48 -35
  157. package/src/math/repeg.ts +175 -0
  158. package/src/math/trade.ts +45 -35
  159. package/src/math/utils.js +27 -0
  160. package/src/math/utils.js.map +1 -0
  161. package/src/oracles/oracleClientCache.ts +20 -0
  162. package/src/oracles/pythClient.ts +4 -11
  163. package/src/oracles/quoteAssetOracleClient.ts +25 -0
  164. package/src/oracles/switchboardClient.ts +11 -24
  165. package/src/oracles/types.ts +7 -1
  166. package/src/orders.ts +35 -20
  167. package/src/slot/SlotSubscriber.ts +32 -0
  168. package/src/tx/retryTxSender.ts +6 -4
  169. package/src/tx/types.ts +6 -1
  170. package/src/tx/utils.ts +22 -3
  171. package/src/types.ts +108 -122
  172. package/src/userName.ts +20 -0
  173. package/src/util/computeUnits.js +17 -0
  174. package/src/util/computeUnits.js.map +1 -0
  175. package/tests/bn/test.ts +255 -0
  176. package/tsconfig.json +12 -12
  177. package/lib/addresses.d.ts +0 -10
  178. package/lib/addresses.js +0 -93
  179. package/lib/constants/accounts.d.ts +0 -15
  180. package/lib/constants/accounts.js +0 -18
  181. package/lib/factory/clearingHouse.d.ts +0 -35
  182. package/lib/factory/clearingHouse.js +0 -81
  183. package/lib/factory/clearingHouseUser.d.ts +0 -19
  184. package/lib/factory/clearingHouseUser.js +0 -34
  185. package/lib/math/insuranceFund.d.ts +0 -15
  186. package/lib/math/insuranceFund.js +0 -33
  187. package/lib/settlement.d.ts +0 -4
  188. package/lib/settlement.js +0 -10
  189. package/lib/tx/defaultTxSender.d.ts +0 -8
  190. package/lib/tx/defaultTxSender.js +0 -12
  191. package/src/addresses.ts +0 -82
  192. package/src/constants/accounts.ts +0 -26
  193. package/src/factory/clearingHouse.ts +0 -173
  194. package/src/factory/clearingHouseUser.ts +0 -73
  195. package/src/math/insuranceFund.ts +0 -29
  196. package/src/settlement.ts +0 -9
  197. package/src/tx/defaultTxSender.ts +0 -24
@@ -22,15 +22,6 @@ var __importStar = (this && this.__importStar) || function (mod) {
22
22
  __setModuleDefault(result, mod);
23
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  return result;
24
24
  };
25
- var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
26
- function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
27
- return new (P || (P = Promise))(function (resolve, reject) {
28
- function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
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- function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
30
- function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
31
- step((generator = generator.apply(thisArg, _arguments || [])).next());
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- });
33
- };
34
25
  var __importDefault = (this && this.__importDefault) || function (mod) {
35
26
  return (mod && mod.__esModule) ? mod : { "default": mod };
36
27
  };
@@ -50,126 +41,106 @@ class MockUSDCFaucet {
50
41
  this.provider = provider;
51
42
  this.program = new anchor_1.Program(mock_usdc_faucet_json_1.default, programId, provider);
52
43
  }
53
- getMockUSDCFaucetStatePublicKeyAndNonce() {
54
- return __awaiter(this, void 0, void 0, function* () {
55
- return anchor.web3.PublicKey.findProgramAddress([Buffer.from(anchor.utils.bytes.utf8.encode('mock_usdc_faucet'))], this.program.programId);
56
- });
44
+ async getMockUSDCFaucetStatePublicKeyAndNonce() {
45
+ return anchor.web3.PublicKey.findProgramAddress([Buffer.from(anchor.utils.bytes.utf8.encode('mock_usdc_faucet'))], this.program.programId);
57
46
  }
58
- getMockUSDCFaucetStatePublicKey() {
59
- return __awaiter(this, void 0, void 0, function* () {
60
- if (this.mockUSDCFaucetStatePublicKey) {
61
- return this.mockUSDCFaucetStatePublicKey;
62
- }
63
- this.mockUSDCFaucetStatePublicKey = (yield this.getMockUSDCFaucetStatePublicKeyAndNonce())[0];
47
+ async getMockUSDCFaucetStatePublicKey() {
48
+ if (this.mockUSDCFaucetStatePublicKey) {
64
49
  return this.mockUSDCFaucetStatePublicKey;
65
- });
50
+ }
51
+ this.mockUSDCFaucetStatePublicKey = (await this.getMockUSDCFaucetStatePublicKeyAndNonce())[0];
52
+ return this.mockUSDCFaucetStatePublicKey;
66
53
  }
67
- initialize() {
68
- return __awaiter(this, void 0, void 0, function* () {
69
- const stateAccountRPCResponse = yield this.connection.getParsedAccountInfo(yield this.getMockUSDCFaucetStatePublicKey());
70
- if (stateAccountRPCResponse.value !== null) {
71
- throw new Error('Faucet already initialized');
72
- }
73
- const fakeUSDCMint = anchor.web3.Keypair.generate();
74
- const createUSDCMintAccountIx = web3_js_1.SystemProgram.createAccount({
75
- fromPubkey: this.wallet.publicKey,
76
- newAccountPubkey: fakeUSDCMint.publicKey,
77
- lamports: yield spl_token_1.Token.getMinBalanceRentForExemptMint(this.connection),
78
- space: spl_token_1.MintLayout.span,
79
- programId: spl_token_1.TOKEN_PROGRAM_ID,
80
- });
81
- const [mintAuthority, _mintAuthorityNonce] = yield web3_js_1.PublicKey.findProgramAddress([fakeUSDCMint.publicKey.toBuffer()], this.program.programId);
82
- const initUSDCMintIx = spl_token_1.Token.createInitMintInstruction(spl_token_1.TOKEN_PROGRAM_ID, fakeUSDCMint.publicKey, 6, mintAuthority, null);
83
- const [mockUSDCFaucetStatePublicKey, mockUSDCFaucetStateNonce] = yield this.getMockUSDCFaucetStatePublicKeyAndNonce();
84
- return yield this.program.rpc.initialize(mockUSDCFaucetStateNonce, {
85
- accounts: {
86
- mockUsdcFaucetState: mockUSDCFaucetStatePublicKey,
87
- admin: this.wallet.publicKey,
88
- mintAccount: fakeUSDCMint.publicKey,
89
- rent: web3_js_1.SYSVAR_RENT_PUBKEY,
90
- systemProgram: anchor.web3.SystemProgram.programId,
91
- },
92
- instructions: [createUSDCMintAccountIx, initUSDCMintIx],
93
- signers: [fakeUSDCMint],
94
- });
54
+ async initialize() {
55
+ const stateAccountRPCResponse = await this.connection.getParsedAccountInfo(await this.getMockUSDCFaucetStatePublicKey());
56
+ if (stateAccountRPCResponse.value !== null) {
57
+ throw new Error('Faucet already initialized');
58
+ }
59
+ const fakeUSDCMint = anchor.web3.Keypair.generate();
60
+ const createUSDCMintAccountIx = web3_js_1.SystemProgram.createAccount({
61
+ fromPubkey: this.wallet.publicKey,
62
+ newAccountPubkey: fakeUSDCMint.publicKey,
63
+ lamports: await spl_token_1.Token.getMinBalanceRentForExemptMint(this.connection),
64
+ space: spl_token_1.MintLayout.span,
65
+ programId: spl_token_1.TOKEN_PROGRAM_ID,
95
66
  });
96
- }
97
- fetchState() {
98
- return __awaiter(this, void 0, void 0, function* () {
99
- return yield this.program.account.mockUsdcFaucetState.fetch(yield this.getMockUSDCFaucetStatePublicKey());
67
+ const [mintAuthority, _mintAuthorityNonce] = await web3_js_1.PublicKey.findProgramAddress([fakeUSDCMint.publicKey.toBuffer()], this.program.programId);
68
+ const initUSDCMintIx = spl_token_1.Token.createInitMintInstruction(spl_token_1.TOKEN_PROGRAM_ID, fakeUSDCMint.publicKey, 6, mintAuthority, null);
69
+ const [mockUSDCFaucetStatePublicKey, mockUSDCFaucetStateNonce] = await this.getMockUSDCFaucetStatePublicKeyAndNonce();
70
+ return await this.program.rpc.initialize(mockUSDCFaucetStateNonce, {
71
+ accounts: {
72
+ mockUsdcFaucetState: mockUSDCFaucetStatePublicKey,
73
+ admin: this.wallet.publicKey,
74
+ mintAccount: fakeUSDCMint.publicKey,
75
+ rent: web3_js_1.SYSVAR_RENT_PUBKEY,
76
+ systemProgram: anchor.web3.SystemProgram.programId,
77
+ },
78
+ instructions: [createUSDCMintAccountIx, initUSDCMintIx],
79
+ signers: [fakeUSDCMint],
100
80
  });
101
81
  }
102
- mintToUser(userTokenAccount, amount) {
103
- return __awaiter(this, void 0, void 0, function* () {
104
- const state = yield this.fetchState();
105
- return yield this.program.rpc.mintToUser(amount, {
106
- accounts: {
107
- mockUsdcFaucetState: yield this.getMockUSDCFaucetStatePublicKey(),
108
- mintAccount: state.mint,
109
- userTokenAccount,
110
- mintAuthority: state.mintAuthority,
111
- tokenProgram: spl_token_1.TOKEN_PROGRAM_ID,
112
- },
113
- });
114
- });
82
+ async fetchState() {
83
+ return await this.program.account.mockUsdcFaucetState.fetch(await this.getMockUSDCFaucetStatePublicKey());
115
84
  }
116
- createAssociatedTokenAccountAndMintTo(userPublicKey, amount) {
117
- return __awaiter(this, void 0, void 0, function* () {
118
- const [associatedTokenPublicKey, createAssociatedAccountIx, mintToTx] = yield this.createAssociatedTokenAccountAndMintToInstructions(userPublicKey, amount);
119
- const tx = new web3_js_1.Transaction().add(createAssociatedAccountIx).add(mintToTx);
120
- const txSig = yield this.program.provider.sendAndConfirm(tx, [], this.opts);
121
- return [associatedTokenPublicKey, txSig];
85
+ async mintToUser(userTokenAccount, amount) {
86
+ const state = await this.fetchState();
87
+ return await this.program.rpc.mintToUser(amount, {
88
+ accounts: {
89
+ mockUsdcFaucetState: await this.getMockUSDCFaucetStatePublicKey(),
90
+ mintAccount: state.mint,
91
+ userTokenAccount,
92
+ mintAuthority: state.mintAuthority,
93
+ tokenProgram: spl_token_1.TOKEN_PROGRAM_ID,
94
+ },
122
95
  });
123
96
  }
124
- createAssociatedTokenAccountAndMintToInstructions(userPublicKey, amount) {
125
- return __awaiter(this, void 0, void 0, function* () {
126
- const state = yield this.fetchState();
127
- const associateTokenPublicKey = yield this.getAssosciatedMockUSDMintAddress({ userPubKey: userPublicKey });
128
- const createAssociatedAccountIx = spl_token_1.Token.createAssociatedTokenAccountInstruction(spl_token_1.ASSOCIATED_TOKEN_PROGRAM_ID, spl_token_1.TOKEN_PROGRAM_ID, state.mint, associateTokenPublicKey, userPublicKey, this.wallet.publicKey);
129
- const mintToIx = yield this.program.instruction.mintToUser(amount, {
130
- accounts: {
131
- mockUsdcFaucetState: yield this.getMockUSDCFaucetStatePublicKey(),
132
- mintAccount: state.mint,
133
- userTokenAccount: associateTokenPublicKey,
134
- mintAuthority: state.mintAuthority,
135
- tokenProgram: spl_token_1.TOKEN_PROGRAM_ID,
136
- },
137
- });
138
- return [associateTokenPublicKey, createAssociatedAccountIx, mintToIx];
139
- });
97
+ async createAssociatedTokenAccountAndMintTo(userPublicKey, amount) {
98
+ const [associatedTokenPublicKey, createAssociatedAccountIx, mintToTx] = await this.createAssociatedTokenAccountAndMintToInstructions(userPublicKey, amount);
99
+ const tx = new web3_js_1.Transaction().add(createAssociatedAccountIx).add(mintToTx);
100
+ const txSig = await this.program.provider.sendAndConfirm(tx, [], this.opts);
101
+ return [associatedTokenPublicKey, txSig];
140
102
  }
141
- getAssosciatedMockUSDMintAddress(props) {
142
- return __awaiter(this, void 0, void 0, function* () {
143
- const state = yield this.fetchState();
144
- return spl_token_1.Token.getAssociatedTokenAddress(spl_token_1.ASSOCIATED_TOKEN_PROGRAM_ID, spl_token_1.TOKEN_PROGRAM_ID, state.mint, props.userPubKey);
103
+ async createAssociatedTokenAccountAndMintToInstructions(userPublicKey, amount) {
104
+ const state = await this.fetchState();
105
+ const associateTokenPublicKey = await this.getAssosciatedMockUSDMintAddress({ userPubKey: userPublicKey });
106
+ const createAssociatedAccountIx = spl_token_1.Token.createAssociatedTokenAccountInstruction(spl_token_1.ASSOCIATED_TOKEN_PROGRAM_ID, spl_token_1.TOKEN_PROGRAM_ID, state.mint, associateTokenPublicKey, userPublicKey, this.wallet.publicKey);
107
+ const mintToIx = await this.program.instruction.mintToUser(amount, {
108
+ accounts: {
109
+ mockUsdcFaucetState: await this.getMockUSDCFaucetStatePublicKey(),
110
+ mintAccount: state.mint,
111
+ userTokenAccount: associateTokenPublicKey,
112
+ mintAuthority: state.mintAuthority,
113
+ tokenProgram: spl_token_1.TOKEN_PROGRAM_ID,
114
+ },
145
115
  });
116
+ return [associateTokenPublicKey, createAssociatedAccountIx, mintToIx];
146
117
  }
147
- getTokenAccountInfo(props) {
148
- return __awaiter(this, void 0, void 0, function* () {
149
- const assosciatedKey = yield this.getAssosciatedMockUSDMintAddress(props);
150
- const state = yield this.fetchState();
151
- const token = new spl_token_1.Token(this.connection, state.mint, spl_token_1.TOKEN_PROGRAM_ID,
152
- // eslint-disable-next-line @typescript-eslint/ban-ts-comment
153
- // @ts-ignore
154
- this.provider.payer);
155
- return yield token.getAccountInfo(assosciatedKey);
156
- });
118
+ async getAssosciatedMockUSDMintAddress(props) {
119
+ const state = await this.fetchState();
120
+ return spl_token_1.Token.getAssociatedTokenAddress(spl_token_1.ASSOCIATED_TOKEN_PROGRAM_ID, spl_token_1.TOKEN_PROGRAM_ID, state.mint, props.userPubKey);
157
121
  }
158
- subscribeToTokenAccount(props) {
159
- return __awaiter(this, void 0, void 0, function* () {
160
- try {
161
- const tokenAccountKey = yield this.getAssosciatedMockUSDMintAddress(props);
162
- props.callback(yield this.getTokenAccountInfo(props));
163
- // Couldn't find a way to do it using anchor framework subscription, someone on serum discord recommended this way
164
- this.connection.onAccountChange(tokenAccountKey, (_accountInfo /* accountInfo is a buffer which we don't know how to deserialize */) => __awaiter(this, void 0, void 0, function* () {
165
- props.callback(yield this.getTokenAccountInfo(props));
166
- }));
167
- return true;
168
- }
169
- catch (e) {
170
- return false;
171
- }
172
- });
122
+ async getTokenAccountInfo(props) {
123
+ const assosciatedKey = await this.getAssosciatedMockUSDMintAddress(props);
124
+ const state = await this.fetchState();
125
+ const token = new spl_token_1.Token(this.connection, state.mint, spl_token_1.TOKEN_PROGRAM_ID,
126
+ // eslint-disable-next-line @typescript-eslint/ban-ts-comment
127
+ // @ts-ignore
128
+ this.provider.payer);
129
+ return await token.getAccountInfo(assosciatedKey);
130
+ }
131
+ async subscribeToTokenAccount(props) {
132
+ try {
133
+ const tokenAccountKey = await this.getAssosciatedMockUSDMintAddress(props);
134
+ props.callback(await this.getTokenAccountInfo(props));
135
+ // Couldn't find a way to do it using anchor framework subscription, someone on serum discord recommended this way
136
+ this.connection.onAccountChange(tokenAccountKey, async (_accountInfo /* accountInfo is a buffer which we don't know how to deserialize */) => {
137
+ props.callback(await this.getTokenAccountInfo(props));
138
+ });
139
+ return true;
140
+ }
141
+ catch (e) {
142
+ return false;
143
+ }
173
144
  }
174
145
  }
175
146
  exports.MockUSDCFaucet = MockUSDCFaucet;
@@ -0,0 +1,8 @@
1
+ import { OracleClient } from './types';
2
+ import { OracleSource } from '../types';
3
+ import { Connection } from '@solana/web3.js';
4
+ export declare class OracleClientCache {
5
+ cache: Map<string, OracleClient>;
6
+ constructor();
7
+ get(oracleSource: OracleSource, connection: Connection): OracleClient;
8
+ }
@@ -0,0 +1,19 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.OracleClientCache = void 0;
4
+ const oracleClient_1 = require("../factory/oracleClient");
5
+ class OracleClientCache {
6
+ constructor() {
7
+ this.cache = new Map();
8
+ }
9
+ get(oracleSource, connection) {
10
+ const key = Object.keys(oracleSource)[0];
11
+ if (this.cache.has(key)) {
12
+ return this.cache.get(key);
13
+ }
14
+ const client = (0, oracleClient_1.getOracleClient)(oracleSource, connection);
15
+ this.cache.set(key, client);
16
+ return client;
17
+ }
18
+ }
19
+ exports.OracleClientCache = OracleClientCache;
@@ -1,14 +1,12 @@
1
1
  /// <reference types="node" />
2
2
  /// <reference types="bn.js" />
3
- import { PriceData } from '@pythnetwork/client';
4
3
  import { Connection, PublicKey } from '@solana/web3.js';
5
- import { OraclePriceData } from './types';
4
+ import { OracleClient, OraclePriceData } from './types';
6
5
  import { BN } from '@project-serum/anchor';
7
- export declare class PythClient {
6
+ export declare class PythClient implements OracleClient {
8
7
  private connection;
9
8
  constructor(connection: Connection);
10
- getPriceData(pricePublicKey: PublicKey): Promise<PriceData>;
11
9
  getOraclePriceData(pricePublicKey: PublicKey): Promise<OraclePriceData>;
12
- getOraclePriceDataFromBuffer(buffer: Buffer): Promise<OraclePriceData>;
10
+ getOraclePriceDataFromBuffer(buffer: Buffer): OraclePriceData;
13
11
  }
14
12
  export declare function convertPythPrice(price: number, exponent: number): BN;
@@ -1,13 +1,4 @@
1
1
  "use strict";
2
- var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
3
- function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
4
- return new (P || (P = Promise))(function (resolve, reject) {
5
- function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
6
- function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
7
- function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
8
- step((generator = generator.apply(thisArg, _arguments || [])).next());
9
- });
10
- };
11
2
  Object.defineProperty(exports, "__esModule", { value: true });
12
3
  exports.convertPythPrice = exports.PythClient = void 0;
13
4
  const client_1 = require("@pythnetwork/client");
@@ -17,30 +8,20 @@ class PythClient {
17
8
  constructor(connection) {
18
9
  this.connection = connection;
19
10
  }
20
- getPriceData(pricePublicKey) {
21
- return __awaiter(this, void 0, void 0, function* () {
22
- const account = yield this.connection.getAccountInfo(pricePublicKey);
23
- return (0, client_1.parsePriceData)(account.data);
24
- });
25
- }
26
- getOraclePriceData(pricePublicKey) {
27
- return __awaiter(this, void 0, void 0, function* () {
28
- const accountInfo = yield this.connection.getAccountInfo(pricePublicKey);
29
- return this.getOraclePriceDataFromBuffer(accountInfo.data);
30
- });
11
+ async getOraclePriceData(pricePublicKey) {
12
+ const accountInfo = await this.connection.getAccountInfo(pricePublicKey);
13
+ return this.getOraclePriceDataFromBuffer(accountInfo.data);
31
14
  }
32
15
  getOraclePriceDataFromBuffer(buffer) {
33
- return __awaiter(this, void 0, void 0, function* () {
34
- const priceData = (0, client_1.parsePriceData)(buffer);
35
- return {
36
- price: convertPythPrice(priceData.aggregate.price, priceData.exponent),
37
- slot: new anchor_1.BN(priceData.lastSlot.toString()),
38
- confidence: convertPythPrice(priceData.confidence, priceData.exponent),
39
- twap: convertPythPrice(priceData.twap.value, priceData.exponent),
40
- twapConfidence: convertPythPrice(priceData.twac.value, priceData.exponent),
41
- hasSufficientNumberOfDataPoints: true,
42
- };
43
- });
16
+ const priceData = (0, client_1.parsePriceData)(buffer);
17
+ return {
18
+ price: convertPythPrice(priceData.aggregate.price, priceData.exponent),
19
+ slot: new anchor_1.BN(priceData.lastSlot.toString()),
20
+ confidence: convertPythPrice(priceData.confidence, priceData.exponent),
21
+ twap: convertPythPrice(priceData.twap.value, priceData.exponent),
22
+ twapConfidence: convertPythPrice(priceData.twac.value, priceData.exponent),
23
+ hasSufficientNumberOfDataPoints: true,
24
+ };
44
25
  }
45
26
  }
46
27
  exports.PythClient = PythClient;
@@ -0,0 +1,9 @@
1
+ /// <reference types="node" />
2
+ import { PublicKey } from '@solana/web3.js';
3
+ import { OracleClient, OraclePriceData } from './types';
4
+ export declare const QUOTE_ORACLE_PRICE_DATA: OraclePriceData;
5
+ export declare class QuoteAssetOracleClient implements OracleClient {
6
+ constructor();
7
+ getOraclePriceData(_pricePublicKey: PublicKey): Promise<OraclePriceData>;
8
+ getOraclePriceDataFromBuffer(_buffer: Buffer): OraclePriceData;
9
+ }
@@ -0,0 +1,21 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.QuoteAssetOracleClient = exports.QUOTE_ORACLE_PRICE_DATA = void 0;
4
+ const anchor_1 = require("@project-serum/anchor");
5
+ const numericConstants_1 = require("../constants/numericConstants");
6
+ exports.QUOTE_ORACLE_PRICE_DATA = {
7
+ price: numericConstants_1.MARK_PRICE_PRECISION,
8
+ slot: new anchor_1.BN(0),
9
+ confidence: new anchor_1.BN(1),
10
+ hasSufficientNumberOfDataPoints: true,
11
+ };
12
+ class QuoteAssetOracleClient {
13
+ constructor() { }
14
+ async getOraclePriceData(_pricePublicKey) {
15
+ return Promise.resolve(exports.QUOTE_ORACLE_PRICE_DATA);
16
+ }
17
+ getOraclePriceDataFromBuffer(_buffer) {
18
+ return exports.QUOTE_ORACLE_PRICE_DATA;
19
+ }
20
+ }
21
+ exports.QuoteAssetOracleClient = QuoteAssetOracleClient;
@@ -1,13 +1,11 @@
1
1
  /// <reference types="node" />
2
2
  import { Connection, PublicKey } from '@solana/web3.js';
3
- import { DriftEnv } from '../config';
4
3
  import { Program } from '@project-serum/anchor';
5
4
  import { OracleClient, OraclePriceData } from './types';
6
5
  export declare class SwitchboardClient implements OracleClient {
7
6
  connection: Connection;
8
- env: DriftEnv;
9
- constructor(connection: Connection, env: DriftEnv);
7
+ constructor(connection: Connection);
10
8
  getOraclePriceData(pricePublicKey: PublicKey): Promise<OraclePriceData>;
11
- getOraclePriceDataFromBuffer(buffer: Buffer): Promise<OraclePriceData>;
12
- getProgram(): Promise<Program>;
9
+ getOraclePriceDataFromBuffer(buffer: Buffer): OraclePriceData;
10
+ getProgram(): Program;
13
11
  }
@@ -1,75 +1,54 @@
1
1
  "use strict";
2
- var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
3
- function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
4
- return new (P || (P = Promise))(function (resolve, reject) {
5
- function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
6
- function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
7
- function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
8
- step((generator = generator.apply(thisArg, _arguments || [])).next());
9
- });
10
- };
11
2
  var __importDefault = (this && this.__importDefault) || function (mod) {
12
3
  return (mod && mod.__esModule) ? mod : { "default": mod };
13
4
  };
14
5
  Object.defineProperty(exports, "__esModule", { value: true });
15
6
  exports.SwitchboardClient = void 0;
16
- const switchboard_v2_1 = require("@switchboard-xyz/switchboard-v2");
17
7
  const web3_js_1 = require("@solana/web3.js");
18
8
  const anchor_1 = require("@project-serum/anchor");
19
9
  const numericConstants_1 = require("../constants/numericConstants");
20
10
  const wallet_1 = require("../wallet");
21
11
  const switchboard_v2_json_1 = __importDefault(require("../idl/switchboard_v2.json"));
22
- // cache switchboard program for every client object since itll always be the same
23
- const programMap = new Map();
12
+ let program;
24
13
  class SwitchboardClient {
25
- constructor(connection, env) {
14
+ constructor(connection) {
26
15
  this.connection = connection;
27
- this.env = env;
28
16
  }
29
- getOraclePriceData(pricePublicKey) {
30
- return __awaiter(this, void 0, void 0, function* () {
31
- const accountInfo = yield this.connection.getAccountInfo(pricePublicKey);
32
- return this.getOraclePriceDataFromBuffer(accountInfo.data);
33
- });
17
+ async getOraclePriceData(pricePublicKey) {
18
+ const accountInfo = await this.connection.getAccountInfo(pricePublicKey);
19
+ return this.getOraclePriceDataFromBuffer(accountInfo.data);
34
20
  }
35
21
  getOraclePriceDataFromBuffer(buffer) {
36
- return __awaiter(this, void 0, void 0, function* () {
37
- const program = yield this.getProgram();
38
- const aggregatorAccountData = program.account.aggregatorAccountData.coder.accounts.decode('AggregatorAccountData', buffer);
39
- const price = convertSwitchboardDecimal(aggregatorAccountData.latestConfirmedRound.result);
40
- const confidence = convertSwitchboardDecimal(aggregatorAccountData.latestConfirmedRound
41
- .stdDeviation);
42
- const hasSufficientNumberOfDataPoints = aggregatorAccountData.latestConfirmedRound.numSuccess >=
43
- aggregatorAccountData.minOracleResults;
44
- const slot = aggregatorAccountData.latestConfirmedRound.roundOpenSlot;
45
- return {
46
- price,
47
- slot,
48
- confidence,
49
- hasSufficientNumberOfDataPoints,
50
- };
51
- });
22
+ const program = this.getProgram();
23
+ const aggregatorAccountData = program.account.aggregatorAccountData.coder.accounts.decode('AggregatorAccountData', buffer);
24
+ const price = convertSwitchboardDecimal(aggregatorAccountData.latestConfirmedRound.result);
25
+ const confidence = convertSwitchboardDecimal(aggregatorAccountData.latestConfirmedRound
26
+ .stdDeviation);
27
+ const hasSufficientNumberOfDataPoints = aggregatorAccountData.latestConfirmedRound.numSuccess >=
28
+ aggregatorAccountData.minOracleResults;
29
+ const slot = aggregatorAccountData.latestConfirmedRound.roundOpenSlot;
30
+ return {
31
+ price,
32
+ slot,
33
+ confidence,
34
+ hasSufficientNumberOfDataPoints,
35
+ };
52
36
  }
53
37
  getProgram() {
54
- return __awaiter(this, void 0, void 0, function* () {
55
- if (programMap.has(this.env)) {
56
- return programMap.get(this.env);
57
- }
58
- const program = yield getSwitchboardProgram(this.env, this.connection);
59
- programMap.set(this.env, program);
38
+ if (program) {
60
39
  return program;
61
- });
40
+ }
41
+ program = getSwitchboardProgram(this.connection);
42
+ return program;
62
43
  }
63
44
  }
64
45
  exports.SwitchboardClient = SwitchboardClient;
65
- function getSwitchboardProgram(env, connection) {
66
- return __awaiter(this, void 0, void 0, function* () {
67
- const DEFAULT_KEYPAIR = web3_js_1.Keypair.fromSeed(new Uint8Array(32).fill(1));
68
- const programId = (0, switchboard_v2_1.getSwitchboardPid)(env);
69
- const wallet = new wallet_1.Wallet(DEFAULT_KEYPAIR);
70
- const provider = new anchor_1.AnchorProvider(connection, wallet, {});
71
- return new anchor_1.Program(switchboard_v2_json_1.default, programId, provider);
72
- });
46
+ function getSwitchboardProgram(connection) {
47
+ const DEFAULT_KEYPAIR = web3_js_1.Keypair.fromSeed(new Uint8Array(32).fill(1));
48
+ const programId = web3_js_1.PublicKey.default;
49
+ const wallet = new wallet_1.Wallet(DEFAULT_KEYPAIR);
50
+ const provider = new anchor_1.AnchorProvider(connection, wallet, {});
51
+ return new anchor_1.Program(switchboard_v2_json_1.default, programId, provider);
73
52
  }
74
53
  function convertSwitchboardDecimal(switchboardDecimal) {
75
54
  const switchboardPrecision = numericConstants_1.TEN.pow(new anchor_1.BN(switchboardDecimal.scale));
@@ -2,6 +2,7 @@
2
2
  /// <reference types="node" />
3
3
  import { BN } from '@project-serum/anchor';
4
4
  import { PublicKey } from '@solana/web3.js';
5
+ import { OracleSource } from '../types';
5
6
  export declare type OraclePriceData = {
6
7
  price: BN;
7
8
  slot: BN;
@@ -10,7 +11,11 @@ export declare type OraclePriceData = {
10
11
  twap?: BN;
11
12
  twapConfidence?: BN;
12
13
  };
14
+ export declare type OracleInfo = {
15
+ publicKey: PublicKey;
16
+ source: OracleSource;
17
+ };
13
18
  export interface OracleClient {
14
- getOraclePriceDataFromBuffer(buffer: Buffer): Promise<OraclePriceData>;
19
+ getOraclePriceDataFromBuffer(buffer: Buffer): OraclePriceData;
15
20
  getOraclePriceData(publicKey: PublicKey): Promise<OraclePriceData>;
16
21
  }
package/lib/orders.d.ts CHANGED
@@ -1,9 +1,9 @@
1
1
  /// <reference types="bn.js" />
2
- import { Market, Order, UserAccount, UserPosition } from './types';
2
+ import { MarketAccount, Order, UserAccount, UserPosition } from './types';
3
3
  import { BN, ClearingHouseUser } from '.';
4
4
  import { OraclePriceData } from '.';
5
- export declare function calculateNewStateAfterOrder(userAccount: UserAccount, userPosition: UserPosition, market: Market, order: Order): [UserAccount, UserPosition, Market] | null;
6
- export declare function calculateBaseAssetAmountMarketCanExecute(market: Market, order: Order, oraclePriceData?: OraclePriceData): BN;
7
- export declare function calculateAmountToTradeForLimit(market: Market, order: Order, oraclePriceData?: OraclePriceData): BN;
8
- export declare function calculateAmountToTradeForTriggerLimit(market: Market, order: Order): BN;
9
- export declare function calculateBaseAssetAmountUserCanExecute(market: Market, order: Order, user: ClearingHouseUser): BN;
5
+ export declare function calculateNewStateAfterOrder(userAccount: UserAccount, userPosition: UserPosition, market: MarketAccount, order: Order): [UserAccount, UserPosition, MarketAccount] | null;
6
+ export declare function calculateBaseAssetAmountMarketCanExecute(market: MarketAccount, order: Order, oraclePriceData?: OraclePriceData): BN;
7
+ export declare function calculateAmountToTradeForLimit(market: MarketAccount, order: Order, oraclePriceData?: OraclePriceData): BN;
8
+ export declare function calculateAmountToTradeForTriggerLimit(market: MarketAccount, order: Order): BN;
9
+ export declare function calculateBaseAssetAmountUserCanExecute(market: MarketAccount, order: Order, user: ClearingHouseUser, oraclePriceData?: OraclePriceData): BN;
package/lib/orders.js CHANGED
@@ -12,7 +12,7 @@ function calculateNewStateAfterOrder(userAccount, userPosition, market, order) {
12
12
  return null;
13
13
  }
14
14
  const baseAssetAmountToTrade = calculateBaseAssetAmountMarketCanExecute(market, order);
15
- if (baseAssetAmountToTrade.lt(market.amm.minimumBaseAssetTradeSize)) {
15
+ if (baseAssetAmountToTrade.lt(market.amm.baseAssetAmountStepSize)) {
16
16
  return null;
17
17
  }
18
18
  const userAccountAfter = Object.assign({}, userAccount);
@@ -112,15 +112,16 @@ function calculateAmountToTradeForLimit(market, order, oraclePriceData) {
112
112
  limitPrice = floatingPrice;
113
113
  }
114
114
  }
115
- const [maxAmountToTrade, direction] = (0, amm_1.calculateMaxBaseAssetAmountToTrade)(market.amm, limitPrice, order.direction, !order.postOnly);
115
+ const [maxAmountToTrade, direction] = (0, amm_1.calculateMaxBaseAssetAmountToTrade)(market.amm, limitPrice, order.direction);
116
+ const baseAssetAmount = (0, _1.standardizeBaseAssetAmount)(maxAmountToTrade, market.amm.baseAssetAmountStepSize);
116
117
  // Check that directions are the same
117
118
  const sameDirection = isSameDirection(direction, order.direction);
118
119
  if (!sameDirection) {
119
120
  return numericConstants_1.ZERO;
120
121
  }
121
- return maxAmountToTrade.gt(order.baseAssetAmount)
122
+ return baseAssetAmount.gt(order.baseAssetAmount)
122
123
  ? order.baseAssetAmount
123
- : maxAmountToTrade;
124
+ : baseAssetAmount;
124
125
  }
125
126
  exports.calculateAmountToTradeForLimit = calculateAmountToTradeForLimit;
126
127
  function calculateAmountToTradeForTriggerLimit(market, order) {
@@ -142,8 +143,8 @@ function calculateAmountToTradeForTriggerMarket(market, order) {
142
143
  ? order.baseAssetAmount
143
144
  : numericConstants_1.ZERO;
144
145
  }
145
- function isTriggerConditionSatisfied(market, order) {
146
- const markPrice = (0, market_1.calculateMarkPrice)(market);
146
+ function isTriggerConditionSatisfied(market, order, oraclePriceData) {
147
+ const markPrice = (0, market_1.calculateMarkPrice)(market, oraclePriceData);
147
148
  if ((0, types_1.isVariant)(order.triggerCondition, 'above')) {
148
149
  return markPrice.gt(order.triggerPrice);
149
150
  }
@@ -151,7 +152,7 @@ function isTriggerConditionSatisfied(market, order) {
151
152
  return markPrice.lt(order.triggerPrice);
152
153
  }
153
154
  }
154
- function calculateBaseAssetAmountUserCanExecute(market, order, user) {
155
+ function calculateBaseAssetAmountUserCanExecute(market, order, user, oraclePriceData) {
155
156
  const maxLeverage = user.getMaxLeverage(order.marketIndex, 'Initial');
156
157
  const freeCollateral = user.getFreeCollateral();
157
158
  let quoteAssetAmount;
@@ -161,7 +162,7 @@ function calculateBaseAssetAmountUserCanExecute(market, order, user) {
161
162
  else {
162
163
  const position = user.getUserPosition(order.marketIndex) ||
163
164
  user.getEmptyPosition(order.marketIndex);
164
- const positionValue = (0, _1.calculateBaseAssetValue)(market, position);
165
+ const positionValue = (0, _1.calculateBaseAssetValue)(market, position, oraclePriceData);
165
166
  quoteAssetAmount = freeCollateral
166
167
  .mul(maxLeverage)
167
168
  .div(_1.TEN_THOUSAND)
@@ -176,7 +177,7 @@ function calculateBaseAssetAmountUserCanExecute(market, order, user) {
176
177
  const useSpread = !order.postOnly;
177
178
  let amm;
178
179
  if (useSpread) {
179
- const { baseAssetReserve, quoteAssetReserve } = (0, _1.calculateSpreadReserves)(market.amm, order.direction);
180
+ const { baseAssetReserve, quoteAssetReserve } = (0, _1.calculateSpreadReserves)(market.amm, order.direction, oraclePriceData);
180
181
  amm = {
181
182
  baseAssetReserve,
182
183
  quoteAssetReserve,
@@ -0,0 +1,12 @@
1
+ import { Connection } from '@solana/web3.js';
2
+ declare type SlotSubscriberConfig = {};
3
+ export declare class SlotSubscriber {
4
+ private connection;
5
+ currentSlot: number;
6
+ subscriptionId: number;
7
+ constructor(connection: Connection, _config?: SlotSubscriberConfig);
8
+ subscribe(): Promise<void>;
9
+ getSlot(): number;
10
+ unsubscribe(): Promise<void>;
11
+ }
12
+ export {};