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

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 +9 -17
  26. package/lib/admin.js +375 -558
  27. package/lib/clearingHouse.d.ts +86 -109
  28. package/lib/clearingHouse.js +828 -895
  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 +17 -0
  42. package/lib/constants/numericConstants.js +23 -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 +118 -0
  61. package/lib/factory/bigNum.js +364 -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 +2287 -2938
  65. package/lib/index.d.ts +12 -4
  66. package/lib/index.js +12 -4
  67. package/lib/math/amm.d.ts +24 -29
  68. package/lib/math/amm.js +239 -178
  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 -7
  98. package/lib/orders.js +10 -80
  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 +110 -109
  107. package/lib/types.js +14 -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 +11 -4
  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 +218 -346
  128. package/src/clearingHouse.ts +983 -952
  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 +34 -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 +524 -0
  146. package/src/factory/oracleClient.ts +7 -4
  147. package/src/idl/clearing_house.json +2287 -2938
  148. package/src/index.ts +12 -4
  149. package/src/math/amm.ts +414 -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 +176 -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 +24 -126
  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 +111 -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
@@ -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 +1,8 @@
1
1
  /// <reference types="bn.js" />
2
- import { Market, Order, UserAccount, UserPosition } from './types';
3
- import { BN, ClearingHouseUser } from '.';
2
+ import { MarketAccount, Order, UserAccount, UserPosition } from './types';
3
+ import { BN } 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;
package/lib/orders.js CHANGED
@@ -1,6 +1,6 @@
1
1
  "use strict";
2
2
  Object.defineProperty(exports, "__esModule", { value: true });
3
- exports.calculateBaseAssetAmountUserCanExecute = exports.calculateAmountToTradeForTriggerLimit = exports.calculateAmountToTradeForLimit = exports.calculateBaseAssetAmountMarketCanExecute = exports.calculateNewStateAfterOrder = void 0;
3
+ exports.calculateAmountToTradeForTriggerLimit = exports.calculateAmountToTradeForLimit = exports.calculateBaseAssetAmountMarketCanExecute = exports.calculateNewStateAfterOrder = void 0;
4
4
  const types_1 = require("./types");
5
5
  const _1 = require(".");
6
6
  const market_1 = require("./math/market");
@@ -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);
@@ -88,7 +88,6 @@ function calculateBaseAssetAmountMarketCanExecute(market, order, oraclePriceData
88
88
  return calculateAmountToTradeForTriggerLimit(market, order);
89
89
  }
90
90
  else if ((0, types_1.isVariant)(order.orderType, 'market')) {
91
- // should never be a market order queued
92
91
  return numericConstants_1.ZERO;
93
92
  }
94
93
  else {
@@ -112,23 +111,21 @@ function calculateAmountToTradeForLimit(market, order, oraclePriceData) {
112
111
  limitPrice = floatingPrice;
113
112
  }
114
113
  }
115
- const [maxAmountToTrade, direction] = (0, amm_1.calculateMaxBaseAssetAmountToTrade)(market.amm, limitPrice, order.direction, !order.postOnly);
114
+ const [maxAmountToTrade, direction] = (0, amm_1.calculateMaxBaseAssetAmountToTrade)(market.amm, limitPrice, order.direction);
115
+ const baseAssetAmount = (0, _1.standardizeBaseAssetAmount)(maxAmountToTrade, market.amm.baseAssetAmountStepSize);
116
116
  // Check that directions are the same
117
117
  const sameDirection = isSameDirection(direction, order.direction);
118
118
  if (!sameDirection) {
119
119
  return numericConstants_1.ZERO;
120
120
  }
121
- return maxAmountToTrade.gt(order.baseAssetAmount)
121
+ return baseAssetAmount.gt(order.baseAssetAmount)
122
122
  ? order.baseAssetAmount
123
- : maxAmountToTrade;
123
+ : baseAssetAmount;
124
124
  }
125
125
  exports.calculateAmountToTradeForLimit = calculateAmountToTradeForLimit;
126
126
  function calculateAmountToTradeForTriggerLimit(market, order) {
127
- if (order.baseAssetAmountFilled.eq(numericConstants_1.ZERO)) {
128
- const baseAssetAmount = calculateAmountToTradeForTriggerMarket(market, order);
129
- if (baseAssetAmount.eq(numericConstants_1.ZERO)) {
130
- return numericConstants_1.ZERO;
131
- }
127
+ if (!order.triggered) {
128
+ return numericConstants_1.ZERO;
132
129
  }
133
130
  return calculateAmountToTradeForLimit(market, order);
134
131
  }
@@ -138,75 +135,8 @@ function isSameDirection(firstDirection, secondDirection) {
138
135
  ((0, types_1.isVariant)(firstDirection, 'short') && (0, types_1.isVariant)(secondDirection, 'short')));
139
136
  }
140
137
  function calculateAmountToTradeForTriggerMarket(market, order) {
141
- return isTriggerConditionSatisfied(market, order)
142
- ? order.baseAssetAmount
143
- : numericConstants_1.ZERO;
144
- }
145
- function isTriggerConditionSatisfied(market, order) {
146
- const markPrice = (0, market_1.calculateMarkPrice)(market);
147
- if ((0, types_1.isVariant)(order.triggerCondition, 'above')) {
148
- return markPrice.gt(order.triggerPrice);
149
- }
150
- else {
151
- return markPrice.lt(order.triggerPrice);
152
- }
153
- }
154
- function calculateBaseAssetAmountUserCanExecute(market, order, user) {
155
- const maxLeverage = user.getMaxLeverage(order.marketIndex, 'Initial');
156
- const freeCollateral = user.getFreeCollateral();
157
- let quoteAssetAmount;
158
- if ((0, _1.isOrderRiskIncreasingInSameDirection)(user, order)) {
159
- quoteAssetAmount = freeCollateral.mul(maxLeverage).div(_1.TEN_THOUSAND);
160
- }
161
- else {
162
- const position = user.getUserPosition(order.marketIndex) ||
163
- user.getEmptyPosition(order.marketIndex);
164
- const positionValue = (0, _1.calculateBaseAssetValue)(market, position);
165
- quoteAssetAmount = freeCollateral
166
- .mul(maxLeverage)
167
- .div(_1.TEN_THOUSAND)
168
- .add(positionValue.mul(numericConstants_1.TWO));
169
- }
170
- if (quoteAssetAmount.lte(numericConstants_1.ZERO)) {
138
+ if (!order.triggered) {
171
139
  return numericConstants_1.ZERO;
172
140
  }
173
- const swapDirection = (0, types_1.isVariant)(order.direction, 'long')
174
- ? types_1.SwapDirection.ADD
175
- : types_1.SwapDirection.REMOVE;
176
- const useSpread = !order.postOnly;
177
- let amm;
178
- if (useSpread) {
179
- const { baseAssetReserve, quoteAssetReserve } = (0, _1.calculateSpreadReserves)(market.amm, order.direction);
180
- amm = {
181
- baseAssetReserve,
182
- quoteAssetReserve,
183
- sqrtK: market.amm.sqrtK,
184
- pegMultiplier: market.amm.pegMultiplier,
185
- };
186
- }
187
- else {
188
- amm = market.amm;
189
- }
190
- const baseAssetReservesBefore = amm.baseAssetReserve;
191
- const [_, baseAssetReservesAfter] = (0, _1.calculateAmmReservesAfterSwap)(amm, 'quote', quoteAssetAmount, swapDirection);
192
- let baseAssetAmount = baseAssetReservesBefore
193
- .sub(baseAssetReservesAfter)
194
- .abs();
195
- if (order.reduceOnly) {
196
- const position = user.getUserPosition(order.marketIndex) ||
197
- user.getEmptyPosition(order.marketIndex);
198
- if ((0, types_1.isVariant)(order.direction, 'long') &&
199
- position.baseAssetAmount.gte(numericConstants_1.ZERO)) {
200
- baseAssetAmount = numericConstants_1.ZERO;
201
- }
202
- else if ((0, types_1.isVariant)(order.direction, 'short') &&
203
- position.baseAssetAmount.lte(numericConstants_1.ZERO)) {
204
- baseAssetAmount = numericConstants_1.ZERO;
205
- }
206
- else {
207
- _1.BN.min(baseAssetAmount, position.baseAssetAmount.abs());
208
- }
209
- }
210
- return baseAssetAmount;
141
+ return order.baseAssetAmount;
211
142
  }
212
- exports.calculateBaseAssetAmountUserCanExecute = calculateBaseAssetAmountUserCanExecute;
@@ -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 {};
@@ -0,0 +1,23 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.SlotSubscriber = void 0;
4
+ class SlotSubscriber {
5
+ constructor(connection, _config) {
6
+ this.connection = connection;
7
+ }
8
+ async subscribe() {
9
+ this.currentSlot = await this.connection.getSlot('confirmed');
10
+ this.subscriptionId = this.connection.onSlotChange((slotInfo) => {
11
+ this.currentSlot = slotInfo.slot;
12
+ });
13
+ }
14
+ getSlot() {
15
+ return this.currentSlot;
16
+ }
17
+ async unsubscribe() {
18
+ if (this.subscriptionId) {
19
+ await this.connection.removeSlotChangeListener(this.subscriptionId);
20
+ }
21
+ }
22
+ }
23
+ exports.SlotSubscriber = SlotSubscriber;
@@ -1,5 +1,5 @@
1
1
  /// <reference types="node" />
2
- import { TxSender } from './types';
2
+ import { TxSender, TxSigAndSlot } from './types';
3
3
  import { Commitment, ConfirmOptions, RpcResponseAndContext, Signer, SignatureResult, Transaction, TransactionSignature, Connection } from '@solana/web3.js';
4
4
  import { AnchorProvider } from '@project-serum/anchor';
5
5
  declare type ResolveReference = {
@@ -11,7 +11,7 @@ export declare class RetryTxSender implements TxSender {
11
11
  retrySleep: number;
12
12
  additionalConnections: Connection[];
13
13
  constructor(provider: AnchorProvider, timeout?: number, retrySleep?: number, additionalConnections?: Connection[]);
14
- send(tx: Transaction, additionalSigners?: Array<Signer>, opts?: ConfirmOptions): Promise<TransactionSignature>;
14
+ send(tx: Transaction, additionalSigners?: Array<Signer>, opts?: ConfirmOptions): Promise<TxSigAndSlot>;
15
15
  prepareTx(tx: Transaction, additionalSigners: Array<Signer>, opts: ConfirmOptions): Promise<Transaction>;
16
16
  confirmTransaction(signature: TransactionSignature, commitment?: Commitment): Promise<RpcResponseAndContext<SignatureResult>>;
17
17
  getTimestamp(): number;