@drift-labs/sdk 0.1.36-master.7 → 0.2.0-master.2

package/lib/index.d.ts

@@ -6,6 +6,7 @@ export * from './oracles/pythClient';
 export * from './oracles/switchboardClient';
 export * from './types';
 export * from './constants/markets';
+export * from './accounts/fetch';
 export * from './accounts/webSocketClearingHouseAccountSubscriber';
 export * from './accounts/bulkAccountLoader';
 export * from './accounts/bulkUserSubscription';
@@ -13,24 +14,28 @@ export * from './accounts/pollingClearingHouseAccountSubscriber';
 export * from './accounts/pollingOracleSubscriber';
 export * from './accounts/pollingTokenAccountSubscriber';
 export * from './accounts/types';
-export * from './addresses';
+export * from './addresses/pda';
 export * from './admin';
 export * from './clearingHouseUser';
+export * from './clearingHouseUserConfig';
 export * from './clearingHouse';
-export * from './factory/clearingHouse';
-export * from './factory/clearingHouseUser';
 export * from './factory/oracleClient';
+export * from './factory/bigNum';
+export * from './events/types';
+export * from './events/eventSubscriber';
+export * from './math/auction';
 export * from './math/conversion';
 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';
+export * from './math/repeg';
 export * from './orders';
 export * from './orderParams';
+export * from './slot/SlotSubscriber';
 export * from './wallet';
 export * from './types';
 export * from './math/utils';
@@ -39,4 +44,7 @@ export * from './constants/numericConstants';
 export * from './tx/retryTxSender';
 export * from './util/computeUnits';
 export * from './util/tps';
+export * from './math/bankBalance';
+export * from './constants/banks';
+export * from './clearingHouseConfig';
 export { BN, PublicKey };

package/lib/index.js

@@ -25,6 +25,7 @@ __exportStar(require("./oracles/pythClient"), exports);
 __exportStar(require("./oracles/switchboardClient"), exports);
 __exportStar(require("./types"), exports);
 __exportStar(require("./constants/markets"), exports);
+__exportStar(require("./accounts/fetch"), exports);
 __exportStar(require("./accounts/webSocketClearingHouseAccountSubscriber"), exports);
 __exportStar(require("./accounts/bulkAccountLoader"), exports);
 __exportStar(require("./accounts/bulkUserSubscription"), exports);
@@ -32,24 +33,28 @@ __exportStar(require("./accounts/pollingClearingHouseAccountSubscriber"), export
 __exportStar(require("./accounts/pollingOracleSubscriber"), exports);
 __exportStar(require("./accounts/pollingTokenAccountSubscriber"), exports);
 __exportStar(require("./accounts/types"), exports);
-__exportStar(require("./addresses"), exports);
+__exportStar(require("./addresses/pda"), exports);
 __exportStar(require("./admin"), exports);
 __exportStar(require("./clearingHouseUser"), exports);
+__exportStar(require("./clearingHouseUserConfig"), exports);
 __exportStar(require("./clearingHouse"), exports);
-__exportStar(require("./factory/clearingHouse"), exports);
-__exportStar(require("./factory/clearingHouseUser"), exports);
 __exportStar(require("./factory/oracleClient"), exports);
+__exportStar(require("./factory/bigNum"), exports);
+__exportStar(require("./events/types"), exports);
+__exportStar(require("./events/eventSubscriber"), exports);
+__exportStar(require("./math/auction"), exports);
 __exportStar(require("./math/conversion"), exports);
 __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);
+__exportStar(require("./math/repeg"), exports);
 __exportStar(require("./orders"), exports);
 __exportStar(require("./orderParams"), exports);
+__exportStar(require("./slot/SlotSubscriber"), exports);
 __exportStar(require("./wallet"), exports);
 __exportStar(require("./types"), exports);
 __exportStar(require("./math/utils"), exports);
@@ -58,3 +63,6 @@ __exportStar(require("./constants/numericConstants"), exports);
 __exportStar(require("./tx/retryTxSender"), exports);
 __exportStar(require("./util/computeUnits"), exports);
 __exportStar(require("./util/tps"), exports);
+__exportStar(require("./math/bankBalance"), exports);
+__exportStar(require("./constants/banks"), exports);
+__exportStar(require("./clearingHouseConfig"), exports);

package/lib/math/amm.d.ts

@@ -1,15 +1,27 @@
 /// <reference types="bn.js" />
 import { BN } from '@project-serum/anchor';
-import { AMM, PositionDirection, SwapDirection, Market } from '../types';
+import { AMM, PositionDirection, SwapDirection, MarketAccount } from '../types';
+import { OraclePriceData } from '../oracles/types';
+export declare function calculatePegFromTargetPrice(targetPrice: BN, baseAssetReserve: BN, quoteAssetReserve: BN): BN;
+export declare function calculateOptimalPegAndBudget(amm: AMM, oraclePriceData: OraclePriceData): [BN, BN, BN, boolean];
+export declare function calculateNewAmm(amm: AMM, oraclePriceData: OraclePriceData): [BN, BN, BN, BN];
+export declare function calculateUpdatedAMM(amm: AMM, oraclePriceData: OraclePriceData): AMM;
+export declare function calculateUpdatedAMMSpreadReserves(amm: AMM, direction: PositionDirection, oraclePriceData: OraclePriceData): {
+    baseAssetReserve: BN;
+    quoteAssetReserve: BN;
+    sqrtK: BN;
+    newPeg: BN;
+};
+export declare function calculateBidAskPrice(amm: AMM, oraclePriceData: OraclePriceData, withUpdate?: boolean): [BN, BN];
 /**
  * Calculates a price given an arbitrary base and quote amount (they must have the same precision)
  *
- * @param baseAssetAmount
- * @param quoteAssetAmount
- * @param peg_multiplier
+ * @param baseAssetReserves
+ * @param quoteAssetReserves
+ * @param pegMultiplier
  * @returns price : Precision MARK_PRICE_PRECISION
  */
-export declare function calculatePrice(baseAssetAmount: BN, quoteAssetAmount: BN, peg_multiplier: BN): BN;
+export declare function calculatePrice(baseAssetReserves: BN, quoteAssetReserves: BN, pegMultiplier: BN): BN;
 export declare type AssetType = 'quote' | 'base';
 /**
  * Calculates what the amm reserves would be after swapping a quote or base asset amount.
@@ -21,8 +33,11 @@ export declare type AssetType = 'quote' | 'base';
  * @returns quoteAssetReserve and baseAssetReserve after swap. : Precision AMM_RESERVE_PRECISION
  */
 export declare function calculateAmmReservesAfterSwap(amm: Pick<AMM, 'pegMultiplier' | 'quoteAssetReserve' | 'sqrtK' | 'baseAssetReserve'>, inputAssetType: AssetType, swapAmount: BN, swapDirection: SwapDirection): [BN, BN];
-export declare function calculateSpread(amm: AMM, direction: PositionDirection): number;
-export declare function calculateSpreadReserves(amm: AMM, direction: PositionDirection): {
+export declare function calculateEffectiveLeverage(baseSpread: number, quoteAssetReserve: BN, terminalQuoteAssetReserve: BN, pegMultiplier: BN, netBaseAssetAmount: BN, markPrice: BN, totalFeeMinusDistributions: BN): number;
+export declare function calculateMaxSpread(marginRatioInitial: number): number;
+export declare function calculateSpreadBN(baseSpread: number, lastOracleMarkSpreadPct: BN, lastOracleConfPct: BN, maxSpread: number, quoteAssetReserve: BN, terminalQuoteAssetReserve: BN, pegMultiplier: BN, netBaseAssetAmount: BN, markPrice: BN, totalFeeMinusDistributions: BN): [number, number];
+export declare function calculateSpread(amm: AMM, direction: PositionDirection, oraclePriceData: OraclePriceData): number;
+export declare function calculateSpreadReserves(amm: AMM, direction: PositionDirection, oraclePriceData: OraclePriceData): {
     baseAssetReserve: BN;
     quoteAssetReserve: BN;
 };
@@ -43,32 +58,12 @@ export declare function calculateSwapOutput(inputAssetReserve: BN, swapAmount: B
  * @param positionDirection
  */
 export declare function getSwapDirection(inputAssetType: AssetType, positionDirection: PositionDirection): SwapDirection;
-/**
- * Helper function calculating adjust k cost
- * @param market
- * @param marketIndex
- * @param numerator
- * @param denomenator
- * @returns cost : Precision QUOTE_ASSET_PRECISION
- */
-export declare function calculateAdjustKCost(market: Market, marketIndex: BN, numerator: BN, denomenator: BN): BN;
-/**
- * Helper function calculating adjust pegMultiplier (repeg) cost
- *
- * @param market
- * @param marketIndex
- * @param newPeg
- * @returns cost : Precision QUOTE_ASSET_PRECISION
- */
-export declare function calculateRepegCost(market: Market, marketIndex: BN, newPeg: BN): BN;
 /**
  * Helper function calculating terminal price of amm
  *
  * @param market
  * @returns cost : Precision MARK_PRICE_PRECISION
  */
-export declare function calculateTerminalPrice(market: Market): BN;
-export declare function calculateMaxBaseAssetAmountToTrade(amm: AMM, limit_price: BN, direction: PositionDirection, useSpread: boolean): [BN, PositionDirection];
-export declare function calculateBudgetedK(market: Market, cost: BN): [BN, BN];
-export declare function calculateBudgetedPeg(market: Market, cost: BN): BN;
+export declare function calculateTerminalPrice(market: MarketAccount): BN;
+export declare function calculateMaxBaseAssetAmountToTrade(amm: AMM, limit_price: BN, direction: PositionDirection, oraclePriceData?: OraclePriceData): [BN, PositionDirection];
 export declare function calculateQuoteAssetAmountSwapped(quoteAssetReserves: BN, pegMultiplier: BN, swapDirection: SwapDirection): BN;