@drift-labs/sdk 0.1.36-master.7 → 0.2.0-master.10

package/src/types.ts

@@ -1,5 +1,5 @@
 import { PublicKey, Transaction } from '@solana/web3.js';
-import { BN } from '.';
+import { BN, ZERO } from '.';
 
 // # Utility Types / Enums / Constants
 export class SwapDirection {
@@ -7,14 +7,25 @@ export class SwapDirection {
 	static readonly REMOVE = { remove: {} };
 }
 
+export class BankBalanceType {
+	static readonly DEPOSIT = { deposit: {} };
+	static readonly BORROW = { borrow: {} };
+}
+
 export class PositionDirection {
 	static readonly LONG = { long: {} };
 	static readonly SHORT = { short: {} };
 }
 
+export class DepositDirection {
+	static readonly DEPOSIT = { deposit: {} };
+	static readonly WITHDRAW = { withdraw: {} };
+}
+
 export class OracleSource {
 	static readonly PYTH = { pyth: {} };
 	static readonly SWITCHBOARD = { switchboard: {} };
+	static readonly QUOTE_ASSET = { quoteAsset: {} };
 }
 
 export class OrderType {
@@ -42,6 +53,20 @@ export class OrderAction {
 	static readonly CANCEL = { cancel: {} };
 	static readonly EXPIRE = { expire: {} };
 	static readonly FILL = { fill: {} };
+	static readonly TRIGGER = { trigger: {} };
+}
+
+export class OrderActionExplanation {
+	static readonly NONE = { none: {} };
+	static readonly BREACHED_MARGIN_REQUIREMENT = {
+		breachedMarginRequirement: {},
+	};
+	static readonly ORACLE_PRICE_BREACHED_LIMIT_PRICE = {
+		oraclePriceBreachedLimitPrice: {},
+	};
+	static readonly MARKET_ORDER_FILLED_TO_LIMIT_PRICE = {
+		marketOrderFilledToLimitPrice: {},
+	};
 }
 
 export class OrderTriggerCondition {
@@ -53,6 +78,12 @@ export function isVariant(object: unknown, type: string) {
 	return object.hasOwnProperty(type);
 }
 
+export function isOneOfVariant(object: unknown, types: string[]) {
+	return types.reduce((result, type) => {
+		return result || object.hasOwnProperty(type);
+	}, false);
+}
+
 export enum TradeSide {
 	None = 0,
 	Buy = 1,
@@ -69,58 +100,22 @@ export type CandleResolution =
 	| 'W'
 	| 'M';
 
-// # ClearingHouse Account Types
-export type TradeHistoryAccount = {
-	head: BN;
-	tradeRecords: TradeRecord[];
-};
-
-export type DepositHistoryAccount = {
-	head: BN;
-	depositRecords: DepositRecord[];
-};
-
-export type ExtendedCurveHistoryAccount = {
-	head: BN;
-	curveRecords: ExtendedCurveRecord[];
-};
-
-export type FundingRateHistoryAccount = {
-	head: BN;
-	fundingRateRecords: FundingRateRecord[];
-};
-
-export type FundingPaymentHistoryAccount = {
-	head: BN;
-	fundingPaymentRecords: FundingPaymentRecord[];
-};
-
-export type LiquidationHistoryAccount = {
-	head: BN;
-	liquidationRecords: LiquidationRecord[];
-};
-
-export type OrderHistoryAccount = {
-	head: BN;
-	lastOrderId: BN;
-	orderRecords: OrderRecord[];
-};
-
 export type DepositRecord = {
 	ts: BN;
-	recordId: BN;
 	userAuthority: PublicKey;
 	user: PublicKey;
 	direction: {
 		deposit?: any;
 		withdraw?: any;
 	};
-	collateralBefore: BN;
-	cumulativeDepositsBefore: BN;
+	bankIndex: BN;
 	amount: BN;
+	oraclePrice: BN;
+	from?: PublicKey;
+	to?: PublicKey;
 };
 
-export type ExtendedCurveRecord = {
+export type CurveRecord = {
 	ts: BN;
 	recordId: BN;
 	marketIndex: BN;
@@ -140,28 +135,6 @@ export type ExtendedCurveRecord = {
 	tradeId: BN;
 };
 
-export type TradeRecord = {
-	ts: BN;
-	recordId: BN;
-	userAuthority: PublicKey;
-	user: PublicKey;
-	direction: {
-		long?: any;
-		short?: any;
-	};
-	baseAssetAmount: BN;
-	quoteAssetAmount: BN;
-	markPriceBefore: BN;
-	markPriceAfter: BN;
-	fee: BN;
-	quoteAssetAmountSurplus: BN;
-	refereeDiscount: BN;
-	tokenDiscount: BN;
-	marketIndex: BN;
-	liquidation: boolean;
-	oraclePrice: BN;
-};
-
 export type FundingRateRecord = {
 	ts: BN;
 	recordId: BN;
@@ -175,7 +148,6 @@ export type FundingRateRecord = {
 
 export type FundingPaymentRecord = {
 	ts: BN;
-	recordId: BN;
 	userAuthority: PublicKey;
 	user: PublicKey;
 	marketIndex: BN;
@@ -207,18 +179,24 @@ export type LiquidationRecord = {
 
 export type OrderRecord = {
 	ts: BN;
-	recordId: BN;
-	order: Order;
-	user: PublicKey;
-	authority: PublicKey;
+	taker: PublicKey;
+	maker: PublicKey;
+	takerOrder: Order;
+	makerOrder: Order;
+	takerUnsettledPnl: BN;
+	makerUnsettledPnl: BN;
 	action: OrderAction;
+	actionExplanation: OrderActionExplanation;
 	filler: PublicKey;
+	fillRecordId: BN;
+	marketIndex: BN;
 	baseAssetAmountFilled: BN;
 	quoteAssetAmountFilled: BN;
-	fee: BN;
+	makerRebate: BN;
+	takerFee: BN;
 	fillerReward: BN;
-	tradeRecordId: BN;
 	quoteAssetAmountSurplus: BN;
+	oraclePrice: BN;
 };
 
 export type StateAccount = {
@@ -226,23 +204,12 @@ export type StateAccount = {
 	fundingPaused: boolean;
 	exchangePaused: boolean;
 	adminControlsPrices: boolean;
-	collateralMint: PublicKey;
-	collateralVault: PublicKey;
-	collateralVaultAuthority: PublicKey;
-	collateralVaultNonce: number;
 	insuranceVault: PublicKey;
 	insuranceVaultAuthority: PublicKey;
 	insuranceVaultNonce: number;
 	marginRatioInitial: BN;
 	marginRatioMaintenance: BN;
 	marginRatioPartial: BN;
-	markets: PublicKey;
-	curveHistory: PublicKey;
-	depositHistory: PublicKey;
-	fundingRateHistory: PublicKey;
-	fundingPaymentHistory: PublicKey;
-	tradeHistory: PublicKey;
-	liquidationHistory: PublicKey;
 	partialLiquidationClosePercentageNumerator: BN;
 	partialLiquidationClosePercentageDenominator: BN;
 	partialLiquidationPenaltyPercentageNumerator: BN;
@@ -258,37 +225,52 @@ export type StateAccount = {
 	discountMint: PublicKey;
 	oracleGuardRails: OracleGuardRails;
 	maxDeposit: BN;
-	orderState: PublicKey;
-	extendedCurveHistory: PublicKey;
-};
-
-export type OrderStateAccount = {
-	orderHistory: PublicKey;
-	orderFillerRewardStructure: OrderFillerRewardStructure;
+	numberOfMarkets: BN;
+	numberOfBanks: BN;
 	minOrderQuoteAssetAmount: BN;
 };
 
-export type SettlementStateAccount = {
-	totalSettlementValue: BN;
-	collateralAvailableToClaim: BN;
-	collateralClaimed: BN;
-	enabled: boolean;
-};
-
-export type MarketsAccount = {
-	markets: Market[];
-};
-
-export type Market = {
+export type MarketAccount = {
+	initialized: boolean;
+	marketIndex: BN;
+	pubkey: PublicKey;
 	amm: AMM;
 	baseAssetAmount: BN;
 	baseAssetAmountLong: BN;
 	baseAssetAmountShort: BN;
-	initialized: boolean;
 	openInterest: BN;
 	marginRatioInitial: number;
 	marginRatioMaintenance: number;
 	marginRatioPartial: number;
+	nextFillRecordId: BN;
+	pnlPool: PoolBalance;
+};
+
+export type BankAccount = {
+	bankIndex: BN;
+	pubkey: PublicKey;
+	mint: PublicKey;
+	vault: PublicKey;
+	vaultAuthority: PublicKey;
+	vaultAuthorityNonce: number;
+	decimals: number;
+	optimalUtilization: BN;
+	optimalBorrowRate: BN;
+	maxBorrowRate: BN;
+	cumulativeDepositInterest: BN;
+	cumulativeBorrowInterest: BN;
+	depositBalance: BN;
+	borrowBalance: BN;
+	lastUpdated: BN;
+	oracle: PublicKey;
+	initialAssetWeight: BN;
+	maintenanceAssetWeight: BN;
+	initialLiabilityWeight: BN;
+	maintenanceLiabilityWeight: BN;
+};
+
+export type PoolBalance = {
+	balance: BN;
 };
 
 export type AMM = {
@@ -301,6 +283,8 @@ export type AMM = {
 	lastMarkPriceTwapTs: BN;
 	lastOraclePriceTwap: BN;
 	lastOraclePriceTwapTs: BN;
+	lastOracleMarkSpreadPct: BN;
+	lastOracleConfPct: BN;
 	oracle: PublicKey;
 	oracleSource: OracleSource;
 	fundingPeriod: BN;
@@ -314,9 +298,26 @@ export type AMM = {
 	totalFeeWithdrawn: BN;
 	totalFee: BN;
 	minimumQuoteAssetTradeSize: BN;
-	minimumBaseAssetTradeSize: BN;
+	baseAssetAmountStepSize: BN;
+	maxBaseAssetAmountRatio: number;
+	maxSlippageRatio: number;
 	lastOraclePrice: BN;
 	baseSpread: number;
+	curveUpdateIntensity: number;
+	netBaseAssetAmount: BN;
+	quoteAssetAmountLong: BN;
+	quoteAssetAmountShort: BN;
+	terminalQuoteAssetReserve: BN;
+	feePool: PoolBalance;
+	totalExchangeFee: BN;
+	totalMmFee: BN;
+	netRevenueSinceLastFunding: BN;
+	lastUpdateSlot: BN;
+	lastBidPriceTwap: BN;
+	lastAskPriceTwap: BN;
+	longSpread: BN;
+	shortSpread: BN;
+	maxSpread: number;
 };
 
 // # User Account Types
@@ -325,45 +326,46 @@ export type UserPosition = {
 	lastCumulativeFundingRate: BN;
 	marketIndex: BN;
 	quoteAssetAmount: BN;
+	quoteEntryAmount: BN;
 	openOrders: BN;
-};
-
-export type UserPositionsAccount = {
-	positions: UserPosition[];
-	user: PublicKey;
+	unsettledPnl: BN;
+	openBids: BN;
+	openAsks: BN;
 };
 
 export type UserAccount = {
 	authority: PublicKey;
+	name: number[];
+	userId: number;
+	bankBalances: UserBankBalance[];
 	collateral: BN;
 	cumulativeDeposits: BN;
-	positions: PublicKey;
-	totalFeePaid: BN;
-	totalFeeRebate: BN;
-	totalTokenDiscount: BN;
-	totalReferralReward: BN;
-	totalRefereeDiscount: BN;
-	settledPositionValue: BN;
-	collateralClaimed: BN;
-	lastCollateralAvailableToClaim: BN;
-	forgoPositionSettlement: number;
-	hasSettledPosition: number;
+	fees: {
+		totalFeePaid: BN;
+		totalFeeRebate: BN;
+		totalTokenDiscount: BN;
+		totalReferralReward: BN;
+		totalRefereeDiscount: BN;
+	};
+	positions: UserPosition[];
+	orders: Order[];
 };
 
-export type UserOrdersAccount = {
-	orders: Order[];
-	user: PublicKey;
+export type UserBankBalance = {
+	bankIndex: BN;
+	balanceType: BankBalanceType;
+	balance: BN;
 };
 
 export type Order = {
 	status: OrderStatus;
 	orderType: OrderType;
 	ts: BN;
+	slot: BN;
 	orderId: BN;
 	userOrderId: number;
 	marketIndex: BN;
 	price: BN;
-	userBaseAssetAmount: BN;
 	baseAssetAmount: BN;
 	baseAssetAmountFilled: BN;
 	quoteAssetAmount: BN;
@@ -373,18 +375,22 @@ export type Order = {
 	reduceOnly: boolean;
 	triggerPrice: BN;
 	triggerCondition: OrderTriggerCondition;
+	triggered: boolean;
 	discountTier: OrderDiscountTier;
+	existingPositionDirection: PositionDirection;
 	referrer: PublicKey;
 	postOnly: boolean;
 	immediateOrCancel: boolean;
 	oraclePriceOffset: BN;
+	auctionDuration: number;
+	auctionStartPrice: BN;
+	auctionEndPrice: BN;
 };
 
 export type OrderParams = {
 	orderType: OrderType;
 	userOrderId: number;
 	direction: PositionDirection;
-	quoteAssetAmount: BN;
 	baseAssetAmount: BN;
 	price: BN;
 	marketIndex: BN;
@@ -403,6 +409,49 @@ export type OrderParams = {
 	};
 };
 
+export type NecessaryOrderParams = {
+	orderType: OrderType;
+	marketIndex: BN;
+	baseAssetAmount: BN;
+	direction: PositionDirection;
+};
+
+export type OptionalOrderParams = {
+	[Property in keyof OrderParams]?: OrderParams[Property];
+} & NecessaryOrderParams;
+
+export const DefaultOrderParams = {
+	orderType: OrderType.MARKET,
+	userOrderId: 0,
+	direction: PositionDirection.LONG,
+	baseAssetAmount: ZERO,
+	price: ZERO,
+	marketIndex: ZERO,
+	reduceOnly: false,
+	postOnly: false,
+	immediateOrCancel: false,
+	triggerPrice: ZERO,
+	triggerCondition: OrderTriggerCondition.ABOVE,
+	positionLimit: ZERO,
+	oraclePriceOffset: ZERO,
+	padding0: ZERO,
+	padding1: ZERO,
+	optionalAccounts: {
+		discountToken: false,
+		referrer: false,
+	},
+};
+
+export type MakerInfo = {
+	maker: PublicKey;
+	order: Order;
+};
+
+export type TakerInfo = {
+	taker: PublicKey;
+	order: Order;
+};
+
 // # Misc Types
 export interface IWallet {
 	signTransaction(tx: Transaction): Promise<Transaction>;
@@ -441,6 +490,9 @@ export type FeeStructure = {
 		refereeDiscountNumerator: BN;
 		refereeDiscountDenominator: BN;
 	};
+	makerRebateNumerator: BN;
+	makerRebateDenominator: BN;
+	fillerRewardStructure: OrderFillerRewardStructure;
 };
 
 export type OracleGuardRails = {

package/src/userName.js

@@ -0,0 +1,20 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.decodeName = exports.encodeName = exports.DEFAULT_USER_NAME = exports.MAX_NAME_LENGTH = void 0;
+exports.MAX_NAME_LENGTH = 32;
+exports.DEFAULT_USER_NAME = 'Main Account';
+function encodeName(name) {
+    if (name.length > exports.MAX_NAME_LENGTH) {
+        throw Error(`User name (${name}) longer than 32 characters`);
+    }
+    const buffer = Buffer.alloc(32);
+    buffer.fill(name);
+    buffer.fill(' ', name.length);
+    return Array(...buffer);
+}
+exports.encodeName = encodeName;
+function decodeName(bytes) {
+    const buffer = Buffer.from(bytes);
+    return buffer.toString('utf8').trim();
+}
+exports.decodeName = decodeName;

package/src/userName.ts

@@ -0,0 +1,20 @@
+export const MAX_NAME_LENGTH = 32;
+
+export const DEFAULT_USER_NAME = 'Main Account';
+
+export function encodeName(name: string): number[] {
+	if (name.length > MAX_NAME_LENGTH) {
+		throw Error(`User name (${name}) longer than 32 characters`);
+	}
+
+	const buffer = Buffer.alloc(32);
+	buffer.fill(name);
+	buffer.fill(' ', name.length);
+
+	return Array(...buffer);
+}
+
+export function decodeName(bytes: number[]): string {
+	const buffer = Buffer.from(bytes);
+	return buffer.toString('utf8').trim();
+}

package/src/util/promiseTimeout.js

@@ -0,0 +1,14 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.promiseTimeout = void 0;
+function promiseTimeout(promise, timeoutMs) {
+    let timeoutId;
+    const timeoutPromise = new Promise((resolve) => {
+        timeoutId = setTimeout(() => resolve(null), timeoutMs);
+    });
+    return Promise.race([promise, timeoutPromise]).then((result) => {
+        clearTimeout(timeoutId);
+        return result;
+    });
+}
+exports.promiseTimeout = promiseTimeout;

package/src/util/tps.js

@@ -0,0 +1,27 @@
+"use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.estimateTps = void 0;
+function estimateTps(programId, connection, failed) {
+    return __awaiter(this, void 0, void 0, function* () {
+        let signatures = yield connection.getSignaturesForAddress(programId, undefined, 'finalized');
+        if (failed) {
+            signatures = signatures.filter((signature) => signature.err);
+        }
+        const numberOfSignatures = signatures.length;
+        if (numberOfSignatures === 0) {
+            return 0;
+        }
+        return (numberOfSignatures /
+            (signatures[0].blockTime - signatures[numberOfSignatures - 1].blockTime));
+    });
+}
+exports.estimateTps = estimateTps;

package/src/wallet.js

@@ -0,0 +1,35 @@
+"use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.Wallet = void 0;
+class Wallet {
+    constructor(payer) {
+        this.payer = payer;
+    }
+    signTransaction(tx) {
+        return __awaiter(this, void 0, void 0, function* () {
+            tx.partialSign(this.payer);
+            return tx;
+        });
+    }
+    signAllTransactions(txs) {
+        return __awaiter(this, void 0, void 0, function* () {
+            return txs.map((t) => {
+                t.partialSign(this.payer);
+                return t;
+            });
+        });
+    }
+    get publicKey() {
+        return this.payer.publicKey;
+    }
+}
+exports.Wallet = Wallet;