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

package/lib/math/position.js

@@ -1,34 +1,47 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.isEmptyPosition = exports.positionCurrentDirection = exports.findDirectionToClose = exports.calculateEntryPrice = exports.calculatePositionFundingPNL = exports.calculateSettledPositionPNL = exports.calculatePositionPNL = exports.calculateBaseAssetValue = void 0;
+exports.isEmptyPosition = exports.positionCurrentDirection = exports.findDirectionToClose = exports.calculateEntryPrice = exports.positionIsAvailable = exports.calculatePositionFundingPNL = exports.calculatePositionPNL = exports.calculateBaseAssetValue = void 0;
 const __1 = require("../");
 const numericConstants_1 = require("../constants/numericConstants");
 const types_1 = require("../types");
 const amm_1 = require("./amm");
-const settlement_1 = require("../settlement");
 /**
  * calculateBaseAssetValue
  * = market value of closing entire position
  * @param market
  * @param userPosition
+ * @param oraclePriceData
  * @returns Base Asset Value. : Precision QUOTE_PRECISION
  */
-function calculateBaseAssetValue(market, userPosition) {
+function calculateBaseAssetValue(market, userPosition, oraclePriceData) {
     if (userPosition.baseAssetAmount.eq(numericConstants_1.ZERO)) {
         return numericConstants_1.ZERO;
     }
     const directionToClose = findDirectionToClose(userPosition);
-    const [newQuoteAssetReserve, _] = (0, amm_1.calculateAmmReservesAfterSwap)(market.amm, 'base', userPosition.baseAssetAmount.abs(), (0, amm_1.getSwapDirection)('base', directionToClose));
+    let prepegAmm;
+    if (market.amm.baseSpread > 0) {
+        const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, directionToClose, oraclePriceData);
+        prepegAmm = {
+            baseAssetReserve,
+            quoteAssetReserve,
+            sqrtK: sqrtK,
+            pegMultiplier: newPeg,
+        };
+    }
+    else {
+        prepegAmm = (0, amm_1.calculateUpdatedAMM)(market.amm, oraclePriceData);
+    }
+    const [newQuoteAssetReserve, _] = (0, amm_1.calculateAmmReservesAfterSwap)(prepegAmm, 'base', userPosition.baseAssetAmount.abs(), (0, amm_1.getSwapDirection)('base', directionToClose));
     switch (directionToClose) {
         case types_1.PositionDirection.SHORT:
-            return market.amm.quoteAssetReserve
+            return prepegAmm.quoteAssetReserve
                 .sub(newQuoteAssetReserve)
-                .mul(market.amm.pegMultiplier)
+                .mul(prepegAmm.pegMultiplier)
                 .div(numericConstants_1.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO);
         case types_1.PositionDirection.LONG:
             return newQuoteAssetReserve
-                .sub(market.amm.quoteAssetReserve)
-                .mul(market.amm.pegMultiplier)
+                .sub(prepegAmm.quoteAssetReserve)
+                .mul(prepegAmm.pegMultiplier)
                 .div(numericConstants_1.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO)
                 .add(numericConstants_1.ONE);
     }
@@ -42,11 +55,11 @@ exports.calculateBaseAssetValue = calculateBaseAssetValue;
  * @param withFunding (adds unrealized funding payment pnl to result)
  * @returns BaseAssetAmount : Precision QUOTE_PRECISION
  */
-function calculatePositionPNL(market, marketPosition, withFunding = false) {
+function calculatePositionPNL(market, marketPosition, withFunding = false, oraclePriceData) {
     if (marketPosition.baseAssetAmount.eq(numericConstants_1.ZERO)) {
         return numericConstants_1.ZERO;
     }
-    const baseAssetValue = calculateBaseAssetValue(market, marketPosition);
+    const baseAssetValue = calculateBaseAssetValue(market, marketPosition, oraclePriceData);
     let pnl;
     if (marketPosition.baseAssetAmount.gt(numericConstants_1.ZERO)) {
         pnl = baseAssetValue.sub(marketPosition.quoteAssetAmount);
@@ -61,23 +74,6 @@ function calculatePositionPNL(market, marketPosition, withFunding = false) {
     return pnl;
 }
 exports.calculatePositionPNL = calculatePositionPNL;
-function calculateSettledPositionPNL(market, marketPosition) {
-    let pnl = calculatePositionPNL(market, marketPosition);
-    if (pnl.gt(numericConstants_1.ZERO)) {
-        try {
-            pnl = pnl
-                .mul(new __1.BN(settlement_1.SETTLEMENT_RATIOS[marketPosition.marketIndex.toNumber()]))
-                .div(settlement_1.SETTLEMENT_RATIO_PRECISION);
-        }
-        catch (e) {
-            console.log(pnl.toString());
-            console.log(marketPosition.marketIndex.toNumber());
-            throw e;
-        }
-    }
-    return pnl;
-}
-exports.calculateSettledPositionPNL = calculateSettledPositionPNL;
 /**
  *
  * @param market
@@ -104,6 +100,10 @@ function calculatePositionFundingPNL(market, marketPosition) {
     return perPositionFundingRate;
 }
 exports.calculatePositionFundingPNL = calculatePositionFundingPNL;
+function positionIsAvailable(position) {
+    return position.baseAssetAmount.eq(numericConstants_1.ZERO) && position.openOrders.eq(numericConstants_1.ZERO);
+}
+exports.positionIsAvailable = positionIsAvailable;
 /**
  *
  * @param userPosition

package/lib/math/repeg.d.ts

@@ -0,0 +1,22 @@
+/// <reference types="bn.js" />
+import { BN } from '@project-serum/anchor';
+import { AMM } from '../types';
+/**
+ * Helper function calculating adjust k cost
+ * @param amm
+ * @param numerator
+ * @param denomenator
+ * @returns cost : Precision QUOTE_ASSET_PRECISION
+ */
+export declare function calculateAdjustKCost(amm: AMM, numerator: BN, denomenator: BN): BN;
+/**
+ * Helper function calculating adjust pegMultiplier (repeg) cost
+ *
+ * @param amm
+ * @param newPeg
+ * @returns cost : Precision QUOTE_ASSET_PRECISION
+ */
+export declare function calculateRepegCost(amm: AMM, newPeg: BN): BN;
+export declare function calculateBudgetedKBN(x: BN, y: BN, budget: BN, Q: BN, d: BN): [BN, BN];
+export declare function calculateBudgetedK(amm: AMM, cost: BN): [BN, BN];
+export declare function calculateBudgetedPeg(amm: AMM, cost: BN, targetPrice: BN): BN;

package/lib/math/repeg.js

@@ -0,0 +1,128 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.calculateBudgetedPeg = exports.calculateBudgetedK = exports.calculateBudgetedKBN = exports.calculateRepegCost = exports.calculateAdjustKCost = void 0;
+const anchor_1 = require("@project-serum/anchor");
+const assert_1 = require("../assert/assert");
+const numericConstants_1 = require("../constants/numericConstants");
+/**
+ * Helper function calculating adjust k cost
+ * @param amm
+ * @param numerator
+ * @param denomenator
+ * @returns cost : Precision QUOTE_ASSET_PRECISION
+ */
+function calculateAdjustKCost(amm, numerator, denomenator) {
+    // const k = market.amm.sqrtK.mul(market.amm.sqrtK);
+    const x = amm.baseAssetReserve;
+    const y = amm.quoteAssetReserve;
+    const d = amm.netBaseAssetAmount;
+    const Q = amm.pegMultiplier;
+    const quoteScale = y.mul(d).mul(Q); //.div(AMM_RESERVE_PRECISION);
+    const p = numerator.mul(numericConstants_1.MARK_PRICE_PRECISION).div(denomenator);
+    const cost = quoteScale
+        .div(x.add(d))
+        .sub(quoteScale
+        .mul(p)
+        .div(numericConstants_1.MARK_PRICE_PRECISION)
+        .div(x.mul(p).div(numericConstants_1.MARK_PRICE_PRECISION).add(d)))
+        .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
+        .div(numericConstants_1.PEG_PRECISION);
+    return cost.mul(new anchor_1.BN(-1));
+}
+exports.calculateAdjustKCost = calculateAdjustKCost;
+/**
+ * Helper function calculating adjust pegMultiplier (repeg) cost
+ *
+ * @param amm
+ * @param newPeg
+ * @returns cost : Precision QUOTE_ASSET_PRECISION
+ */
+function calculateRepegCost(amm, newPeg) {
+    const dqar = amm.quoteAssetReserve.sub(amm.terminalQuoteAssetReserve);
+    const cost = dqar
+        .mul(newPeg.sub(amm.pegMultiplier))
+        .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
+        .div(numericConstants_1.PEG_PRECISION);
+    return cost;
+}
+exports.calculateRepegCost = calculateRepegCost;
+function calculateBudgetedKBN(x, y, budget, Q, d) {
+    (0, assert_1.assert)(Q.gt(new anchor_1.BN(0)));
+    const C = budget.mul(new anchor_1.BN(-1));
+    let dSign = new anchor_1.BN(1);
+    if (d.lt(new anchor_1.BN(0))) {
+        dSign = new anchor_1.BN(-1);
+    }
+    const pegged_y_d_d = y
+        .mul(d)
+        .mul(d)
+        .mul(Q)
+        .div(numericConstants_1.AMM_RESERVE_PRECISION)
+        .div(numericConstants_1.AMM_RESERVE_PRECISION)
+        .div(numericConstants_1.PEG_PRECISION);
+    const numer1 = pegged_y_d_d;
+    const numer2 = C.mul(d)
+        .div(numericConstants_1.QUOTE_PRECISION)
+        .mul(x.add(d))
+        .div(numericConstants_1.AMM_RESERVE_PRECISION)
+        .mul(dSign);
+    const denom1 = C.mul(x)
+        .mul(x.add(d))
+        .div(numericConstants_1.AMM_RESERVE_PRECISION)
+        .div(numericConstants_1.QUOTE_PRECISION);
+    const denom2 = pegged_y_d_d;
+    const numerator = numer1.sub(numer2).div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO);
+    const denominator = denom1.add(denom2).div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO);
+    return [numerator, denominator];
+}
+exports.calculateBudgetedKBN = calculateBudgetedKBN;
+function calculateBudgetedK(amm, cost) {
+    // wolframalpha.com
+    // (1/(x+d) - p/(x*p+d))*y*d*Q = C solve for p
+    // p = (d(y*d*Q - C(x+d))) / (C*x(x+d) + y*d*d*Q)
+    // numer
+    //   =  y*d*d*Q - Cxd - Cdd
+    //   =  y/x*Q*d*d - Cd - Cd/x
+    //   = mark      - C/d - C/(x)
+    //   =  mark/C    - 1/d - 1/x
+    // denom
+    // = C*x*x + C*x*d + y*d*d*Q
+    // = x/d**2 + 1 / d + mark/C
+    // todo: assumes k = x * y
+    // otherwise use: (y(1-p) + (kp^2/(x*p+d)) - k/(x+d)) * Q = C solve for p
+    const x = amm.baseAssetReserve;
+    const y = amm.quoteAssetReserve;
+    const d = amm.netBaseAssetAmount;
+    const Q = amm.pegMultiplier;
+    const [numerator, denominator] = calculateBudgetedKBN(x, y, cost, Q, d);
+    return [numerator, denominator];
+}
+exports.calculateBudgetedK = calculateBudgetedK;
+function calculateBudgetedPeg(amm, cost, targetPrice) {
+    // wolframalpha.com
+    // (1/(x+d) - p/(x*p+d))*y*d*Q = C solve for p
+    // p = (d(y*d*Q - C(x+d))) / (C*x(x+d) + y*y*d*Q)
+    // todo: assumes k = x * y
+    // otherwise use: (y(1-p) + (kp^2/(x*p+d)) - k/(x+d)) * Q = C solve for p
+    const targetPeg = targetPrice
+        .mul(amm.baseAssetReserve)
+        .div(amm.quoteAssetReserve)
+        .div(numericConstants_1.PRICE_DIV_PEG);
+    const k = amm.sqrtK.mul(amm.sqrtK);
+    const x = amm.baseAssetReserve;
+    const y = amm.quoteAssetReserve;
+    const d = amm.netBaseAssetAmount;
+    const Q = amm.pegMultiplier;
+    const C = cost.mul(new anchor_1.BN(-1));
+    const deltaQuoteAssetReserves = y.sub(k.div(x.add(d)));
+    const pegChangeDirection = targetPeg.sub(Q);
+    const useTargetPeg = (deltaQuoteAssetReserves.lt(numericConstants_1.ZERO) && pegChangeDirection.gt(numericConstants_1.ZERO)) ||
+        (deltaQuoteAssetReserves.gt(numericConstants_1.ZERO) && pegChangeDirection.lt(numericConstants_1.ZERO));
+    if (deltaQuoteAssetReserves.eq(numericConstants_1.ZERO) || useTargetPeg) {
+        return targetPeg;
+    }
+    const deltaPegMultiplier = C.mul(numericConstants_1.MARK_PRICE_PRECISION).div(deltaQuoteAssetReserves.div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO));
+    const newPeg = Q.sub(deltaPegMultiplier.mul(numericConstants_1.PEG_PRECISION).div(numericConstants_1.MARK_PRICE_PRECISION));
+    return newPeg;
+}
+exports.calculateBudgetedPeg = calculateBudgetedPeg;

package/lib/math/trade.d.ts

@@ -1,7 +1,8 @@
 /// <reference types="bn.js" />
-import { Market, PositionDirection } from '../types';
+import { MarketAccount, PositionDirection } from '../types';
 import { BN } from '@project-serum/anchor';
 import { AssetType } from './amm';
+import { OraclePriceData } from '../oracles/types';
 export declare type PriceImpactUnit = 'entryPrice' | 'maxPrice' | 'priceDelta' | 'priceDeltaAsNumber' | 'pctAvg' | 'pctMax' | 'quoteAssetAmount' | 'quoteAssetAmountPeg' | 'acquiredBaseAssetAmount' | 'acquiredQuoteAssetAmount' | 'all';
 /**
  * Calculates avg/max slippage (price impact) for candidate trade
@@ -20,7 +21,7 @@ export declare type PriceImpactUnit = 'entryPrice' | 'maxPrice' | 'priceDelta' |
  *
  * 'newPrice' => the price of the asset after the trade : Precision MARK_PRICE_PRECISION
  */
-export declare function calculateTradeSlippage(direction: PositionDirection, amount: BN, market: Market, inputAssetType?: AssetType, useSpread?: boolean): [BN, BN, BN, BN];
+export declare function calculateTradeSlippage(direction: PositionDirection, amount: BN, market: MarketAccount, inputAssetType?: AssetType, oraclePriceData?: OraclePriceData, useSpread?: boolean): [BN, BN, BN, BN];
 /**
  * Calculates acquired amounts for trade executed
  * @param direction
@@ -32,7 +33,7 @@ export declare function calculateTradeSlippage(direction: PositionDirection, amo
  * 	| 'acquiredBase' =>  positive/negative change in user's base : BN AMM_RESERVE_PRECISION
  * 	| 'acquiredQuote' => positive/negative change in user's quote : BN TODO-PRECISION
  */
-export declare function calculateTradeAcquiredAmounts(direction: PositionDirection, amount: BN, market: Market, inputAssetType?: AssetType, useSpread?: boolean): [BN, BN];
+export declare function calculateTradeAcquiredAmounts(direction: PositionDirection, amount: BN, market: MarketAccount, inputAssetType: AssetType, oraclePriceData: OraclePriceData, useSpread?: boolean): [BN, BN];
 /**
  * calculateTargetPriceTrade
  * simple function for finding arbitraging trades
@@ -50,4 +51,4 @@ export declare function calculateTradeAcquiredAmounts(direction: PositionDirecti
  *   targetPrice => the target price MARK_PRICE_PRECISION
  * ]
  */
-export declare function calculateTargetPriceTrade(market: Market, targetPrice: BN, pct?: BN, outputAssetType?: AssetType, useSpread?: boolean): [PositionDirection, BN, BN, BN];
+export declare function calculateTargetPriceTrade(market: MarketAccount, targetPrice: BN, pct?: BN, outputAssetType?: AssetType, oraclePriceData?: OraclePriceData, useSpread?: boolean): [PositionDirection, BN, BN, BN];

package/lib/math/trade.js

@@ -27,32 +27,39 @@ const MAXPCT = new anchor_1.BN(1000); //percentage units are [0,1000] => [0,1]
  *
  * 'newPrice' => the price of the asset after the trade : Precision MARK_PRICE_PRECISION
  */
-function calculateTradeSlippage(direction, amount, market, inputAssetType = 'quote', useSpread = true) {
+function calculateTradeSlippage(direction, amount, market, inputAssetType = 'quote', oraclePriceData, useSpread = true) {
     let oldPrice;
     if (useSpread && market.amm.baseSpread > 0) {
         if ((0, types_2.isVariant)(direction, 'long')) {
-            oldPrice = (0, market_1.calculateAskPrice)(market);
+            oldPrice = (0, market_1.calculateAskPrice)(market, oraclePriceData);
         }
         else {
-            oldPrice = (0, market_1.calculateBidPrice)(market);
+            oldPrice = (0, market_1.calculateBidPrice)(market, oraclePriceData);
         }
     }
     else {
-        oldPrice = (0, market_1.calculateMarkPrice)(market);
+        oldPrice = (0, market_1.calculateMarkPrice)(market, oraclePriceData);
     }
     if (amount.eq(numericConstants_1.ZERO)) {
         return [numericConstants_1.ZERO, numericConstants_1.ZERO, oldPrice, oldPrice];
     }
-    const [acquiredBase, acquiredQuote] = calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType, useSpread);
-    const entryPrice = (0, amm_1.calculatePrice)(acquiredBase, acquiredQuote, market.amm.pegMultiplier).mul(new anchor_1.BN(-1));
+    const [acquiredBase, acquiredQuote] = calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType, oraclePriceData, useSpread);
+    const swapDirection = (0, types_2.isVariant)(direction, 'long')
+        ? types_1.SwapDirection.REMOVE
+        : types_1.SwapDirection.ADD;
+    const quoteAssetAmountAcquired = (0, amm_1.calculateQuoteAssetAmountSwapped)(acquiredQuote.abs(), market.amm.pegMultiplier, swapDirection);
+    const entryPrice = quoteAssetAmountAcquired
+        .mul(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
+        .mul(numericConstants_1.MARK_PRICE_PRECISION)
+        .div(acquiredBase.abs());
     let amm;
     if (useSpread && market.amm.baseSpread > 0) {
-        const { baseAssetReserve, quoteAssetReserve } = (0, amm_1.calculateSpreadReserves)(market.amm, direction);
+        const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, direction, oraclePriceData);
         amm = {
             baseAssetReserve,
             quoteAssetReserve,
-            sqrtK: market.amm.sqrtK,
-            pegMultiplier: market.amm.pegMultiplier,
+            sqrtK: sqrtK,
+            pegMultiplier: newPeg,
         };
     }
     else {
@@ -60,10 +67,10 @@ function calculateTradeSlippage(direction, amount, market, inputAssetType = 'quo
     }
     const newPrice = (0, amm_1.calculatePrice)(amm.baseAssetReserve.sub(acquiredBase), amm.quoteAssetReserve.sub(acquiredQuote), amm.pegMultiplier);
     if (direction == types_1.PositionDirection.SHORT) {
-        (0, assert_1.assert)(newPrice.lt(oldPrice));
+        (0, assert_1.assert)(newPrice.lte(oldPrice));
     }
     else {
-        (0, assert_1.assert)(oldPrice.lt(newPrice));
+        (0, assert_1.assert)(oldPrice.lte(newPrice));
     }
     const pctMaxSlippage = newPrice
         .sub(oldPrice)
@@ -89,19 +96,19 @@ exports.calculateTradeSlippage = calculateTradeSlippage;
  * 	| 'acquiredBase' =>  positive/negative change in user's base : BN AMM_RESERVE_PRECISION
  * 	| 'acquiredQuote' => positive/negative change in user's quote : BN TODO-PRECISION
  */
-function calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType = 'quote', useSpread = true) {
+function calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType = 'quote', oraclePriceData, useSpread = true) {
     if (amount.eq(numericConstants_1.ZERO)) {
         return [numericConstants_1.ZERO, numericConstants_1.ZERO];
     }
     const swapDirection = (0, amm_1.getSwapDirection)(inputAssetType, direction);
     let amm;
     if (useSpread && market.amm.baseSpread > 0) {
-        const { baseAssetReserve, quoteAssetReserve } = (0, amm_1.calculateSpreadReserves)(market.amm, direction);
+        const { baseAssetReserve, quoteAssetReserve, sqrtK, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, direction, oraclePriceData);
         amm = {
             baseAssetReserve,
             quoteAssetReserve,
-            sqrtK: market.amm.sqrtK,
-            pegMultiplier: market.amm.pegMultiplier,
+            sqrtK: sqrtK,
+            pegMultiplier: newPeg,
         };
     }
     else {
@@ -130,13 +137,13 @@ exports.calculateTradeAcquiredAmounts = calculateTradeAcquiredAmounts;
  *   targetPrice => the target price MARK_PRICE_PRECISION
  * ]
  */
-function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAssetType = 'quote', useSpread = true) {
+function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAssetType = 'quote', oraclePriceData, useSpread = true) {
     (0, assert_1.assert)(market.amm.baseAssetReserve.gt(numericConstants_1.ZERO));
     (0, assert_1.assert)(targetPrice.gt(numericConstants_1.ZERO));
     (0, assert_1.assert)(pct.lte(MAXPCT) && pct.gt(numericConstants_1.ZERO));
-    const markPriceBefore = (0, market_1.calculateMarkPrice)(market);
-    const bidPriceBefore = (0, market_1.calculateBidPrice)(market);
-    const askPriceBefore = (0, market_1.calculateAskPrice)(market);
+    const markPriceBefore = (0, market_1.calculateMarkPrice)(market, oraclePriceData);
+    const bidPriceBefore = (0, market_1.calculateBidPrice)(market, oraclePriceData);
+    const askPriceBefore = (0, market_1.calculateAskPrice)(market, oraclePriceData);
     let direction;
     if (targetPrice.gt(markPriceBefore)) {
         const priceGap = targetPrice.sub(markPriceBefore);
@@ -154,16 +161,17 @@ function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT, outputAsse
     let baseSize;
     let baseAssetReserveBefore;
     let quoteAssetReserveBefore;
+    let peg = market.amm.pegMultiplier;
     if (useSpread && market.amm.baseSpread > 0) {
-        const { baseAssetReserve, quoteAssetReserve } = (0, amm_1.calculateSpreadReserves)(market.amm, direction);
+        const { baseAssetReserve, quoteAssetReserve, newPeg } = (0, amm_1.calculateUpdatedAMMSpreadReserves)(market.amm, direction, oraclePriceData);
         baseAssetReserveBefore = baseAssetReserve;
         quoteAssetReserveBefore = quoteAssetReserve;
+        peg = newPeg;
     }
     else {
         baseAssetReserveBefore = market.amm.baseAssetReserve;
         quoteAssetReserveBefore = market.amm.quoteAssetReserve;
     }
-    const peg = market.amm.pegMultiplier;
     const invariant = market.amm.sqrtK.mul(market.amm.sqrtK);
     const k = invariant.mul(numericConstants_1.MARK_PRICE_PRECISION);
     let baseAssetReserveAfter;

package/lib/mockUSDCFaucet.js

@@ -22,15 +22,6 @@ var __importStar = (this && this.__importStar) || function (mod) {
     __setModuleDefault(result, mod);
     return result;
 };
-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());
-    });
-};
 var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
@@ -50,126 +41,106 @@ class MockUSDCFaucet {
         this.provider = provider;
         this.program = new anchor_1.Program(mock_usdc_faucet_json_1.default, programId, provider);
     }
-    getMockUSDCFaucetStatePublicKeyAndNonce() {
-        return __awaiter(this, void 0, void 0, function* () {
-            return anchor.web3.PublicKey.findProgramAddress([Buffer.from(anchor.utils.bytes.utf8.encode('mock_usdc_faucet'))], this.program.programId);
-        });
+    async getMockUSDCFaucetStatePublicKeyAndNonce() {
+        return anchor.web3.PublicKey.findProgramAddress([Buffer.from(anchor.utils.bytes.utf8.encode('mock_usdc_faucet'))], this.program.programId);
     }
-    getMockUSDCFaucetStatePublicKey() {
-        return __awaiter(this, void 0, void 0, function* () {
-            if (this.mockUSDCFaucetStatePublicKey) {
-                return this.mockUSDCFaucetStatePublicKey;
-            }
-            this.mockUSDCFaucetStatePublicKey = (yield this.getMockUSDCFaucetStatePublicKeyAndNonce())[0];
+    async getMockUSDCFaucetStatePublicKey() {
+        if (this.mockUSDCFaucetStatePublicKey) {
             return this.mockUSDCFaucetStatePublicKey;
-        });
+        }
+        this.mockUSDCFaucetStatePublicKey = (await this.getMockUSDCFaucetStatePublicKeyAndNonce())[0];
+        return this.mockUSDCFaucetStatePublicKey;
     }
-    initialize() {
-        return __awaiter(this, void 0, void 0, function* () {
-            const stateAccountRPCResponse = yield this.connection.getParsedAccountInfo(yield this.getMockUSDCFaucetStatePublicKey());
-            if (stateAccountRPCResponse.value !== null) {
-                throw new Error('Faucet already initialized');
-            }
-            const fakeUSDCMint = anchor.web3.Keypair.generate();
-            const createUSDCMintAccountIx = web3_js_1.SystemProgram.createAccount({
-                fromPubkey: this.wallet.publicKey,
-                newAccountPubkey: fakeUSDCMint.publicKey,
-                lamports: yield spl_token_1.Token.getMinBalanceRentForExemptMint(this.connection),
-                space: spl_token_1.MintLayout.span,
-                programId: spl_token_1.TOKEN_PROGRAM_ID,
-            });
-            const [mintAuthority, _mintAuthorityNonce] = yield web3_js_1.PublicKey.findProgramAddress([fakeUSDCMint.publicKey.toBuffer()], this.program.programId);
-            const initUSDCMintIx = spl_token_1.Token.createInitMintInstruction(spl_token_1.TOKEN_PROGRAM_ID, fakeUSDCMint.publicKey, 6, mintAuthority, null);
-            const [mockUSDCFaucetStatePublicKey, mockUSDCFaucetStateNonce] = yield this.getMockUSDCFaucetStatePublicKeyAndNonce();
-            return yield this.program.rpc.initialize(mockUSDCFaucetStateNonce, {
-                accounts: {
-                    mockUsdcFaucetState: mockUSDCFaucetStatePublicKey,
-                    admin: this.wallet.publicKey,
-                    mintAccount: fakeUSDCMint.publicKey,
-                    rent: web3_js_1.SYSVAR_RENT_PUBKEY,
-                    systemProgram: anchor.web3.SystemProgram.programId,
-                },
-                instructions: [createUSDCMintAccountIx, initUSDCMintIx],
-                signers: [fakeUSDCMint],
-            });
+    async initialize() {
+        const stateAccountRPCResponse = await this.connection.getParsedAccountInfo(await this.getMockUSDCFaucetStatePublicKey());
+        if (stateAccountRPCResponse.value !== null) {
+            throw new Error('Faucet already initialized');
+        }
+        const fakeUSDCMint = anchor.web3.Keypair.generate();
+        const createUSDCMintAccountIx = web3_js_1.SystemProgram.createAccount({
+            fromPubkey: this.wallet.publicKey,
+            newAccountPubkey: fakeUSDCMint.publicKey,
+            lamports: await spl_token_1.Token.getMinBalanceRentForExemptMint(this.connection),
+            space: spl_token_1.MintLayout.span,
+            programId: spl_token_1.TOKEN_PROGRAM_ID,
         });
-    }
-    fetchState() {
-        return __awaiter(this, void 0, void 0, function* () {
-            return yield this.program.account.mockUsdcFaucetState.fetch(yield this.getMockUSDCFaucetStatePublicKey());
+        const [mintAuthority, _mintAuthorityNonce] = await web3_js_1.PublicKey.findProgramAddress([fakeUSDCMint.publicKey.toBuffer()], this.program.programId);
+        const initUSDCMintIx = spl_token_1.Token.createInitMintInstruction(spl_token_1.TOKEN_PROGRAM_ID, fakeUSDCMint.publicKey, 6, mintAuthority, null);
+        const [mockUSDCFaucetStatePublicKey, mockUSDCFaucetStateNonce] = await this.getMockUSDCFaucetStatePublicKeyAndNonce();
+        return await this.program.rpc.initialize(mockUSDCFaucetStateNonce, {
+            accounts: {
+                mockUsdcFaucetState: mockUSDCFaucetStatePublicKey,
+                admin: this.wallet.publicKey,
+                mintAccount: fakeUSDCMint.publicKey,
+                rent: web3_js_1.SYSVAR_RENT_PUBKEY,
+                systemProgram: anchor.web3.SystemProgram.programId,
+            },
+            instructions: [createUSDCMintAccountIx, initUSDCMintIx],
+            signers: [fakeUSDCMint],
         });
     }
-    mintToUser(userTokenAccount, amount) {
-        return __awaiter(this, void 0, void 0, function* () {
-            const state = yield this.fetchState();
-            return yield this.program.rpc.mintToUser(amount, {
-                accounts: {
-                    mockUsdcFaucetState: yield this.getMockUSDCFaucetStatePublicKey(),
-                    mintAccount: state.mint,
-                    userTokenAccount,
-                    mintAuthority: state.mintAuthority,
-                    tokenProgram: spl_token_1.TOKEN_PROGRAM_ID,
-                },
-            });
-        });
+    async fetchState() {
+        return await this.program.account.mockUsdcFaucetState.fetch(await this.getMockUSDCFaucetStatePublicKey());
     }
-    createAssociatedTokenAccountAndMintTo(userPublicKey, amount) {
-        return __awaiter(this, void 0, void 0, function* () {
-            const [associatedTokenPublicKey, createAssociatedAccountIx, mintToTx] = yield this.createAssociatedTokenAccountAndMintToInstructions(userPublicKey, amount);
-            const tx = new web3_js_1.Transaction().add(createAssociatedAccountIx).add(mintToTx);
-            const txSig = yield this.program.provider.sendAndConfirm(tx, [], this.opts);
-            return [associatedTokenPublicKey, txSig];
+    async mintToUser(userTokenAccount, amount) {
+        const state = await this.fetchState();
+        return await this.program.rpc.mintToUser(amount, {
+            accounts: {
+                mockUsdcFaucetState: await this.getMockUSDCFaucetStatePublicKey(),
+                mintAccount: state.mint,
+                userTokenAccount,
+                mintAuthority: state.mintAuthority,
+                tokenProgram: spl_token_1.TOKEN_PROGRAM_ID,
+            },
         });
     }
-    createAssociatedTokenAccountAndMintToInstructions(userPublicKey, amount) {
-        return __awaiter(this, void 0, void 0, function* () {
-            const state = yield this.fetchState();
-            const associateTokenPublicKey = yield this.getAssosciatedMockUSDMintAddress({ userPubKey: userPublicKey });
-            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);
-            const mintToIx = yield this.program.instruction.mintToUser(amount, {
-                accounts: {
-                    mockUsdcFaucetState: yield this.getMockUSDCFaucetStatePublicKey(),
-                    mintAccount: state.mint,
-                    userTokenAccount: associateTokenPublicKey,
-                    mintAuthority: state.mintAuthority,
-                    tokenProgram: spl_token_1.TOKEN_PROGRAM_ID,
-                },
-            });
-            return [associateTokenPublicKey, createAssociatedAccountIx, mintToIx];
-        });
+    async createAssociatedTokenAccountAndMintTo(userPublicKey, amount) {
+        const [associatedTokenPublicKey, createAssociatedAccountIx, mintToTx] = await this.createAssociatedTokenAccountAndMintToInstructions(userPublicKey, amount);
+        const tx = new web3_js_1.Transaction().add(createAssociatedAccountIx).add(mintToTx);
+        const txSig = await this.program.provider.sendAndConfirm(tx, [], this.opts);
+        return [associatedTokenPublicKey, txSig];
     }
-    getAssosciatedMockUSDMintAddress(props) {
-        return __awaiter(this, void 0, void 0, function* () {
-            const state = yield this.fetchState();
-            return spl_token_1.Token.getAssociatedTokenAddress(spl_token_1.ASSOCIATED_TOKEN_PROGRAM_ID, spl_token_1.TOKEN_PROGRAM_ID, state.mint, props.userPubKey);
+    async createAssociatedTokenAccountAndMintToInstructions(userPublicKey, amount) {
+        const state = await this.fetchState();
+        const associateTokenPublicKey = await this.getAssosciatedMockUSDMintAddress({ userPubKey: userPublicKey });
+        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);
+        const mintToIx = await this.program.instruction.mintToUser(amount, {
+            accounts: {
+                mockUsdcFaucetState: await this.getMockUSDCFaucetStatePublicKey(),
+                mintAccount: state.mint,
+                userTokenAccount: associateTokenPublicKey,
+                mintAuthority: state.mintAuthority,
+                tokenProgram: spl_token_1.TOKEN_PROGRAM_ID,
+            },
         });
+        return [associateTokenPublicKey, createAssociatedAccountIx, mintToIx];
     }
-    getTokenAccountInfo(props) {
-        return __awaiter(this, void 0, void 0, function* () {
-            const assosciatedKey = yield this.getAssosciatedMockUSDMintAddress(props);
-            const state = yield this.fetchState();
-            const token = new spl_token_1.Token(this.connection, state.mint, spl_token_1.TOKEN_PROGRAM_ID, 
-            // eslint-disable-next-line @typescript-eslint/ban-ts-comment
-            // @ts-ignore
-            this.provider.payer);
-            return yield token.getAccountInfo(assosciatedKey);
-        });
+    async getAssosciatedMockUSDMintAddress(props) {
+        const state = await this.fetchState();
+        return spl_token_1.Token.getAssociatedTokenAddress(spl_token_1.ASSOCIATED_TOKEN_PROGRAM_ID, spl_token_1.TOKEN_PROGRAM_ID, state.mint, props.userPubKey);
     }
-    subscribeToTokenAccount(props) {
-        return __awaiter(this, void 0, void 0, function* () {
-            try {
-                const tokenAccountKey = yield this.getAssosciatedMockUSDMintAddress(props);
-                props.callback(yield this.getTokenAccountInfo(props));
-                // Couldn't find a way to do it using anchor framework subscription, someone on serum discord recommended this way
-                this.connection.onAccountChange(tokenAccountKey, (_accountInfo /* accountInfo is a buffer which we don't know how to deserialize */) => __awaiter(this, void 0, void 0, function* () {
-                    props.callback(yield this.getTokenAccountInfo(props));
-                }));
-                return true;
-            }
-            catch (e) {
-                return false;
-            }
-        });
+    async getTokenAccountInfo(props) {
+        const assosciatedKey = await this.getAssosciatedMockUSDMintAddress(props);
+        const state = await this.fetchState();
+        const token = new spl_token_1.Token(this.connection, state.mint, spl_token_1.TOKEN_PROGRAM_ID, 
+        // eslint-disable-next-line @typescript-eslint/ban-ts-comment
+        // @ts-ignore
+        this.provider.payer);
+        return await token.getAccountInfo(assosciatedKey);
+    }
+    async subscribeToTokenAccount(props) {
+        try {
+            const tokenAccountKey = await this.getAssosciatedMockUSDMintAddress(props);
+            props.callback(await this.getTokenAccountInfo(props));
+            // Couldn't find a way to do it using anchor framework subscription, someone on serum discord recommended this way
+            this.connection.onAccountChange(tokenAccountKey, async (_accountInfo /* accountInfo is a buffer which we don't know how to deserialize */) => {
+                props.callback(await this.getTokenAccountInfo(props));
+            });
+            return true;
+        }
+        catch (e) {
+            return false;
+        }
     }
 }
 exports.MockUSDCFaucet = MockUSDCFaucet;