@drift-labs/sdk 0.1.6 → 0.1.10

package/lib/math/funding.js

@@ -9,7 +9,7 @@ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, ge
     });
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculateEstimatedFundingRate = void 0;
+exports.calculateFundingPool = exports.calculateLongShortFundingRateAndLiveTwaps = exports.calculateLongShortFundingRate = exports.calculateEstimatedFundingRate = exports.calculateAllEstimatedFundingRate = void 0;
 const anchor_1 = require("@project-serum/anchor");
 const numericConstants_1 = require("../constants/numericConstants");
 const market_1 = require("./market");
@@ -18,10 +18,9 @@ const market_1 = require("./market");
  * @param market
  * @param pythClient
  * @param periodAdjustment
- * @param estimationMethod
  * @returns Estimated funding rate. : Precision //TODO-PRECISION
  */
-function calculateEstimatedFundingRate(market, pythClient, periodAdjustment = new anchor_1.BN(1), estimationMethod) {
+function calculateAllEstimatedFundingRate(market, pythClient, periodAdjustment = new anchor_1.BN(1)) {
     return __awaiter(this, void 0, void 0, function* () {
         // periodAdjustment
         // 	1: hourly
@@ -30,40 +29,178 @@ function calculateEstimatedFundingRate(market, pythClient, periodAdjustment = ne
         const secondsInHour = new anchor_1.BN(3600);
         const hoursInDay = new anchor_1.BN(24);
         if (!market.initialized) {
-            return new anchor_1.BN(0);
+            return [numericConstants_1.ZERO, numericConstants_1.ZERO, numericConstants_1.ZERO, numericConstants_1.ZERO, numericConstants_1.ZERO];
         }
         const payFreq = new anchor_1.BN(market.amm.fundingPeriod);
-        const oraclePriceData = yield pythClient.getPriceData(market.amm.oracle);
-        const oracleTwapWithMantissa = new anchor_1.BN(oraclePriceData.twap.value * numericConstants_1.MARK_PRICE_PRECISION.toNumber());
+        // todo: sufficiently differs from blockchain timestamp?
         const now = new anchor_1.BN((Date.now() / 1000).toFixed(0));
         const timeSinceLastUpdate = now.sub(market.amm.lastFundingRateTs);
+        // calculate real-time mark twap
         const lastMarkTwapWithMantissa = market.amm.lastMarkPriceTwap;
         const lastMarkPriceTwapTs = market.amm.lastMarkPriceTwapTs;
         const timeSinceLastMarkChange = now.sub(lastMarkPriceTwapTs);
-        const markTwapTimeSinceLastUpdate = lastMarkPriceTwapTs.sub(market.amm.lastFundingRateTs);
+        const markTwapTimeSinceLastUpdate = anchor_1.BN.max(secondsInHour, secondsInHour.sub(timeSinceLastMarkChange));
         const baseAssetPriceWithMantissa = market_1.calculateMarkPrice(market);
         const markTwapWithMantissa = markTwapTimeSinceLastUpdate
             .mul(lastMarkTwapWithMantissa)
             .add(timeSinceLastMarkChange.mul(baseAssetPriceWithMantissa))
             .div(timeSinceLastMarkChange.add(markTwapTimeSinceLastUpdate));
+        // calculate real-time (predicted) oracle twap
+        // note: oracle twap depends on `when the chord is struck` (market is trade)
+        const lastOracleTwapWithMantissa = market.amm.lastOraclePriceTwap;
+        const lastOraclePriceTwapTs = market.amm.lastOraclePriceTwapTs;
+        const timeSinceLastOracleTwapUpdate = now.sub(lastOraclePriceTwapTs);
+        const oracleTwapTimeSinceLastUpdate = anchor_1.BN.max(secondsInHour, secondsInHour.sub(timeSinceLastOracleTwapUpdate));
+        const oraclePriceData = yield pythClient.getPriceData(market.amm.oracle);
+        const oraclePriceStableWithMantissa = new anchor_1.BN(((oraclePriceData.price + oraclePriceData.previousPrice) / 2) * numericConstants_1.MARK_PRICE_PRECISION.toNumber());
+        const oracleTwapWithMantissa = oracleTwapTimeSinceLastUpdate
+            .mul(lastOracleTwapWithMantissa)
+            .add(timeSinceLastMarkChange.mul(oraclePriceStableWithMantissa))
+            .div(timeSinceLastOracleTwapUpdate.add(oracleTwapTimeSinceLastUpdate));
         const twapSpread = markTwapWithMantissa.sub(oracleTwapWithMantissa);
         const twapSpreadPct = twapSpread
             .mul(numericConstants_1.MARK_PRICE_PRECISION)
             .mul(new anchor_1.BN(100))
             .div(oracleTwapWithMantissa);
-        if (estimationMethod == 'lowerbound') {
-            //assuming remaining funding period has no gap
-            return twapSpreadPct
-                .mul(payFreq)
-                .mul(anchor_1.BN.min(secondsInHour, timeSinceLastUpdate))
+        const lowerboundEst = twapSpreadPct
+            .mul(payFreq)
+            .mul(anchor_1.BN.min(secondsInHour, timeSinceLastUpdate))
+            .mul(periodAdjustment)
+            .div(secondsInHour)
+            .div(secondsInHour)
+            .div(hoursInDay);
+        const interpEst = twapSpreadPct.mul(periodAdjustment).div(hoursInDay);
+        const interpRateQuote = twapSpreadPct
+            .mul(periodAdjustment)
+            .div(hoursInDay)
+            .div(numericConstants_1.MARK_PRICE_PRECISION.div(numericConstants_1.QUOTE_PRECISION));
+        let feePoolSize = calculateFundingPool(market);
+        if (interpRateQuote.lt(new anchor_1.BN(0))) {
+            feePoolSize = feePoolSize.mul(new anchor_1.BN(-1));
+        }
+        let cappedAltEst;
+        let largerSide;
+        let smallerSide;
+        if (market.baseAssetAmountLong.gt(market.baseAssetAmountShort.abs())) {
+            largerSide = market.baseAssetAmountLong.abs();
+            smallerSide = market.baseAssetAmountShort.abs();
+            if (twapSpread.gt(new anchor_1.BN(0))) {
+                return [markTwapWithMantissa, oracleTwapWithMantissa, lowerboundEst, interpEst, interpEst];
+            }
+        }
+        else if (market.baseAssetAmountLong.lt(market.baseAssetAmountShort.abs())) {
+            largerSide = market.baseAssetAmountShort.abs();
+            smallerSide = market.baseAssetAmountLong.abs();
+            if (twapSpread.lt(new anchor_1.BN(0))) {
+                return [markTwapWithMantissa, oracleTwapWithMantissa, lowerboundEst, interpEst, interpEst];
+            }
+        }
+        else {
+            return [markTwapWithMantissa, oracleTwapWithMantissa, lowerboundEst, interpEst, interpEst];
+        }
+        if (largerSide.gt(numericConstants_1.ZERO)) {
+            cappedAltEst = smallerSide.mul(twapSpread).div(largerSide);
+            const feePoolTopOff = feePoolSize
+                .mul(numericConstants_1.MARK_PRICE_PRECISION.div(numericConstants_1.QUOTE_PRECISION))
+                .mul(numericConstants_1.AMM_RESERVE_PRECISION)
+                .div(largerSide);
+            cappedAltEst = cappedAltEst.add(feePoolTopOff);
+            cappedAltEst = cappedAltEst
+                .mul(numericConstants_1.MARK_PRICE_PRECISION)
+                .mul(new anchor_1.BN(100))
+                .div(oracleTwapWithMantissa)
                 .mul(periodAdjustment)
-                .div(secondsInHour)
-                .div(secondsInHour)
                 .div(hoursInDay);
+            if (cappedAltEst.abs().gt(interpEst.abs())) {
+                cappedAltEst = interpEst;
+            }
+        }
+        else {
+            cappedAltEst = interpEst;
+        }
+        return [markTwapWithMantissa, oracleTwapWithMantissa, lowerboundEst, cappedAltEst, interpEst];
+    });
+}
+exports.calculateAllEstimatedFundingRate = calculateAllEstimatedFundingRate;
+/**
+ *
+ * @param market
+ * @param pythClient
+ * @param periodAdjustment
+ * @param estimationMethod
+ * @returns Estimated funding rate. : Precision //TODO-PRECISION
+ */
+function calculateEstimatedFundingRate(market, pythClient, periodAdjustment = new anchor_1.BN(1), estimationMethod) {
+    return __awaiter(this, void 0, void 0, function* () {
+        const [_1, _2, lowerboundEst, cappedAltEst, interpEst] = yield calculateAllEstimatedFundingRate(market, pythClient, periodAdjustment);
+        if (estimationMethod == 'lowerbound') {
+            //assuming remaining funding period has no gap
+            return lowerboundEst;
+        }
+        else if (estimationMethod == 'capped') {
+            return cappedAltEst;
         }
         else {
-            return twapSpreadPct.mul(periodAdjustment).div(hoursInDay);
+            return interpEst;
         }
     });
 }
 exports.calculateEstimatedFundingRate = calculateEstimatedFundingRate;
+/**
+ *
+ * @param market
+ * @param pythClient
+ * @param periodAdjustment
+ * @param estimationMethod
+ * @returns Estimated funding rate. : Precision //TODO-PRECISION
+ */
+function calculateLongShortFundingRate(market, pythClient, periodAdjustment = new anchor_1.BN(1)) {
+    return __awaiter(this, void 0, void 0, function* () {
+        const [_1, _2, _, cappedAltEst, interpEst] = yield calculateAllEstimatedFundingRate(market, pythClient, periodAdjustment);
+        if (market.baseAssetAmountLong.gt(market.baseAssetAmountShort)) {
+            return [cappedAltEst, interpEst];
+        }
+        else if (market.baseAssetAmountLong.lt(market.baseAssetAmountShort)) {
+            return [interpEst, cappedAltEst];
+        }
+        else {
+            return [interpEst, interpEst];
+        }
+    });
+}
+exports.calculateLongShortFundingRate = calculateLongShortFundingRate;
+/**
+ *
+ * @param market
+ * @param pythClient
+ * @param periodAdjustment
+ * @param estimationMethod
+ * @returns Estimated funding rate. : Precision //TODO-PRECISION
+ */
+function calculateLongShortFundingRateAndLiveTwaps(market, pythClient, periodAdjustment = new anchor_1.BN(1)) {
+    return __awaiter(this, void 0, void 0, function* () {
+        const [markTwapLive, oracleTwapLive, _2, cappedAltEst, interpEst] = yield calculateAllEstimatedFundingRate(market, pythClient, periodAdjustment);
+        if (market.baseAssetAmountLong.gt(market.baseAssetAmountShort.abs())) {
+            return [markTwapLive, oracleTwapLive, cappedAltEst, interpEst];
+        }
+        else if (market.baseAssetAmountLong.lt(market.baseAssetAmountShort.abs())) {
+            return [markTwapLive, oracleTwapLive, interpEst, cappedAltEst];
+        }
+        else {
+            return [markTwapLive, oracleTwapLive, interpEst, interpEst];
+        }
+    });
+}
+exports.calculateLongShortFundingRateAndLiveTwaps = calculateLongShortFundingRateAndLiveTwaps;
+/**
+ *
+ * @param market
+ * @returns Estimated fee pool size
+ */
+function calculateFundingPool(market) {
+    // todo
+    const totalFeeLB = market.amm.totalFee.div(new anchor_1.BN(2));
+    const feePool = market.amm.totalFeeMinusDistributions.sub(totalFeeLB);
+    return feePool;
+}
+exports.calculateFundingPool = calculateFundingPool;

package/lib/math/market.d.ts

@@ -8,3 +8,4 @@ import { Market } from '../types';
  * @return markPrice : Precision MARK_PRICE_PRECISION
  */
 export declare function calculateMarkPrice(market: Market): BN;
+//# sourceMappingURL=market.d.ts.map

package/lib/math/market.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"market.d.ts","sourceRoot":"","sources":["../../src/math/market.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,EAAE,EAAE,MAAM,uBAAuB,CAAC;AAC3C,OAAO,EAAE,MAAM,EAAE,MAAM,UAAU,CAAC;AAGlC;;;;;GAKG;AACH,wBAAgB,kBAAkB,CAAC,MAAM,EAAE,MAAM,GAAG,EAAE,CAMrD"}

package/lib/math/position.d.ts

@@ -24,3 +24,4 @@ export declare function calculatePositionPNL(market: Market, marketPosition: Use
  * @returns // TODO-PRECISION
  */
 export declare function calculatePositionFundingPNL(market: Market, marketPosition: UserPosition): BN;
+//# sourceMappingURL=position.d.ts.map

package/lib/math/position.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"position.d.ts","sourceRoot":"","sources":["../../src/math/position.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,EAAqB,YAAY,EAAE,MAAM,UAAU,CAAC;AAMnE,OAAO,EAAE,MAAM,OAAO,CAAC;AAQvB;;;;;;GAMG;AACH,wBAAgB,uBAAuB,CACtC,MAAM,EAAE,MAAM,EACd,YAAY,EAAE,YAAY,GACxB,EAAE,CA+BJ;AAED;;;;;;;GAOG;AACH,wBAAgB,oBAAoB,CACnC,MAAM,EAAE,MAAM,EACd,cAAc,EAAE,YAAY,EAC5B,WAAW,UAAQ,GACjB,EAAE,CAgCJ;AAED;;;;;GAKG;AACH,wBAAgB,2BAA2B,CAC1C,MAAM,EAAE,MAAM,EACd,cAAc,EAAE,YAAY,GAC1B,EAAE,CAoBJ"}

package/lib/math/trade.d.ts

@@ -1,7 +1,8 @@
 /// <reference types="bn.js" />
 import { Market, PositionDirection } from '../types';
 import { BN } from '@project-serum/anchor';
-export declare type PriceImpactUnit = 'entryPrice' | 'maxPrice' | 'priceDelta' | 'priceDeltaAsNumber' | 'pctAvg' | 'pctMax' | 'quoteAssetAmount' | 'quoteAssetAmountPeg' | 'acquiredBaseAssetAmount' | 'acquiredQuoteAssetAmount';
+import { AssetType } from './amm';
+export declare type PriceImpactUnit = 'entryPrice' | 'maxPrice' | 'priceDelta' | 'priceDeltaAsNumber' | 'pctAvg' | 'pctMax' | 'quoteAssetAmount' | 'quoteAssetAmountPeg' | 'acquiredBaseAssetAmount' | 'acquiredQuoteAssetAmount' | 'all';
 /**
  * Calculates avg/max slippage (price impact) for candidate trade
  * @param direction
@@ -17,7 +18,7 @@ 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): [BN, BN, BN, BN];
+export declare function calculateTradeSlippage(direction: PositionDirection, amount: BN, market: Market, inputAssetType?: AssetType): [BN, BN, BN, BN];
 /**
  * Calculates acquired amounts for trade executed
  * @param direction
@@ -27,7 +28,7 @@ export declare function calculateTradeSlippage(direction: PositionDirection, amo
  * 	| 'acquiredBase' =>  positive/negative change in user's base : BN TODO-PRECISION
  * 	| 'acquiredQuote' => positive/negative change in user's quote : BN TODO-PRECISION
  */
-export declare function calculateTradeAcquiredAmounts(direction: PositionDirection, amount: BN, market: Market): [BN, BN];
+export declare function calculateTradeAcquiredAmounts(direction: PositionDirection, amount: BN, market: Market, inputAssetType?: AssetType): [BN, BN];
 /**
  * calculateTargetPriceTrade
  * simple function for finding arbitraging trades
@@ -44,3 +45,4 @@ export declare function calculateTradeAcquiredAmounts(direction: PositionDirecti
  * ]
  */
 export declare function calculateTargetPriceTrade(market: Market, targetPrice: BN, pct?: BN): [PositionDirection, BN, BN, BN];
+//# sourceMappingURL=trade.d.ts.map

package/lib/math/trade.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"trade.d.ts","sourceRoot":"","sources":["../../src/math/trade.ts"],"names":[],"mappings":";AAAA,OAAO,EAAE,MAAM,EAAE,iBAAiB,EAAE,MAAM,UAAU,CAAC;AACrD,OAAO,EAAE,EAAE,EAAE,MAAM,uBAAuB,CAAC;AAS3C,OAAO,EAIN,SAAS,EACT,MAAM,OAAO,CAAC;AAKf,oBAAY,eAAe,GACxB,YAAY,GACZ,UAAU,GACV,YAAY,GACZ,oBAAoB,GACpB,QAAQ,GACR,QAAQ,GACR,kBAAkB,GAClB,qBAAqB,GACrB,yBAAyB,GACzB,0BAA0B,GAC1B,KAAK,CAAC;AAET;;;;;;;;;;;;;;GAcG;AACH,wBAAgB,sBAAsB,CACrC,SAAS,EAAE,iBAAiB,EAC5B,MAAM,EAAE,EAAE,EACV,MAAM,EAAE,MAAM,EACd,cAAc,GAAE,SAAmB,GACjC,CAAC,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,CAAC,CA0ClB;AAED;;;;;;;;GAQG;AACH,wBAAgB,6BAA6B,CAC5C,SAAS,EAAE,iBAAiB,EAC5B,MAAM,EAAE,EAAE,EACV,MAAM,EAAE,MAAM,EACd,cAAc,GAAE,SAAmB,GACjC,CAAC,EAAE,EAAE,EAAE,CAAC,CAiBV;AAED;;;;;;;;;;;;;;GAcG;AACH,wBAAgB,yBAAyB,CACxC,MAAM,EAAE,MAAM,EACd,WAAW,EAAE,EAAE,EACf,GAAG,GAAE,EAAW,GACd,CAAC,iBAAiB,EAAE,EAAE,EAAE,EAAE,EAAE,EAAE,CAAC,CA6GjC"}

package/lib/math/trade.js

@@ -24,12 +24,12 @@ 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) {
+function calculateTradeSlippage(direction, amount, market, inputAssetType = 'quote') {
     const oldPrice = market_1.calculateMarkPrice(market);
     if (amount.eq(numericConstants_1.ZERO)) {
         return [numericConstants_1.ZERO, numericConstants_1.ZERO, oldPrice, oldPrice];
     }
-    const [acquiredBase, acquiredQuote] = calculateTradeAcquiredAmounts(direction, amount, market);
+    const [acquiredBase, acquiredQuote] = calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType);
     const entryPrice = amm_1.calculatePrice(acquiredBase, acquiredQuote, market.amm.pegMultiplier).mul(new anchor_1.BN(-1));
     const newPrice = amm_1.calculatePrice(market.amm.baseAssetReserve.sub(acquiredBase), market.amm.quoteAssetReserve.sub(acquiredQuote), market.amm.pegMultiplier);
     if (direction == types_1.PositionDirection.SHORT) {
@@ -60,11 +60,11 @@ exports.calculateTradeSlippage = calculateTradeSlippage;
  * 	| 'acquiredBase' =>  positive/negative change in user's base : BN TODO-PRECISION
  * 	| 'acquiredQuote' => positive/negative change in user's quote : BN TODO-PRECISION
  */
-function calculateTradeAcquiredAmounts(direction, amount, market) {
+function calculateTradeAcquiredAmounts(direction, amount, market, inputAssetType = 'quote') {
     if (amount.eq(numericConstants_1.ZERO)) {
         return [numericConstants_1.ZERO, numericConstants_1.ZERO];
     }
-    const [newQuoteAssetReserve, newBaseAssetReserve] = amm_1.calculateAmmReservesAfterSwap(market.amm, 'quote', amount, amm_1.getSwapDirection('quote', direction));
+    const [newQuoteAssetReserve, newBaseAssetReserve] = amm_1.calculateAmmReservesAfterSwap(market.amm, inputAssetType, amount, amm_1.getSwapDirection(inputAssetType, direction));
     const acquiredBase = market.amm.baseAssetReserve.sub(newBaseAssetReserve);
     const acquiredQuote = market.amm.quoteAssetReserve.sub(newQuoteAssetReserve);
     return [acquiredBase, acquiredQuote];
@@ -158,6 +158,7 @@ function calculateTargetPriceTrade(market, targetPrice, pct = MAXPCT) {
     }
     const entryPrice = tradeSize
         .mul(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
+        .mul(numericConstants_1.MARK_PRICE_PRECISION)
         .div(baseSize.abs());
     assert_1.assert(tp1.sub(tp2).lte(originalDiff), 'Target Price Calculation incorrect');
     assert_1.assert(tp2.lte(tp1) || tp2.sub(tp1).abs() < 100000, 'Target Price Calculation incorrect' +

package/lib/math/utils.d.ts

@@ -1,2 +1,3 @@
 /// <reference types="bn.js" />
 export declare const squareRootBN: (n: any, closeness?: import("bn.js")) => any;
+//# sourceMappingURL=utils.d.ts.map

package/lib/math/utils.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"utils.d.ts","sourceRoot":"","sources":["../../src/math/utils.ts"],"names":[],"mappings":";AAEA,eAAO,MAAM,YAAY,8CA0BxB,CAAC"}

package/lib/mockUSDCFaucet.d.ts

@@ -33,3 +33,4 @@ export declare class MockUSDCFaucet {
         callback: (accountInfo: AccountInfo) => void;
     }): Promise<boolean>;
 }
+//# sourceMappingURL=mockUSDCFaucet.d.ts.map

package/lib/mockUSDCFaucet.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"mockUSDCFaucet.d.ts","sourceRoot":"","sources":["../src/mockUSDCFaucet.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,MAAM,MAAM,uBAAuB,CAAC;AAChD,OAAO,EAAO,OAAO,EAAE,QAAQ,EAAE,MAAM,uBAAuB,CAAC;AAC/D,OAAO,EACN,WAAW,EAKX,MAAM,mBAAmB,CAAC;AAC3B,OAAO,EACN,cAAc,EACd,UAAU,EACV,SAAS,EAIT,sBAAsB,EACtB,oBAAoB,EACpB,MAAM,iBAAiB,CAAC;AACzB,OAAO,EAAE,MAAM,OAAO,CAAC;AAEvB,OAAO,EAAE,OAAO,EAAE,MAAM,SAAS,CAAC;AAElC,qBAAa,cAAc;IAC1B,UAAU,EAAE,UAAU,CAAC;IACvB,MAAM,EAAE,OAAO,CAAC;IACT,OAAO,EAAE,OAAO,CAAC;IACxB,QAAQ,EAAE,QAAQ,CAAC;IACnB,IAAI,CAAC,EAAE,cAAc,CAAC;gBAGrB,UAAU,EAAE,UAAU,EACtB,MAAM,EAAE,OAAO,EACf,SAAS,EAAE,SAAS,EACpB,IAAI,CAAC,EAAE,cAAc;IAUT,uCAAuC,IAAI,OAAO,CAC9D;QAAC,SAAS;QAAE,MAAM;KAAC,CACnB;IAOD,4BAA4B,CAAC,EAAE,SAAS,CAAC;IAC5B,+BAA+B,IAAI,OAAO,CAAC,SAAS,CAAC;IAUrD,UAAU,IAAI,OAAO,CAAC,oBAAoB,CAAC;IA8C3C,UAAU,IAAI,OAAO,CAAC,GAAG,CAAC;IAM1B,UAAU,CACtB,gBAAgB,EAAE,SAAS,EAC3B,MAAM,EAAE,EAAE,GACR,OAAO,CAAC,oBAAoB,CAAC;IAanB,qCAAqC,CACjD,aAAa,EAAE,SAAS,EACxB,MAAM,EAAE,EAAE,GACR,OAAO,CAAC,CAAC,SAAS,EAAE,oBAAoB,CAAC,CAAC;IAWhC,iDAAiD,CAC7D,aAAa,EAAE,SAAS,EACxB,MAAM,EAAE,EAAE,GACR,OAAO,CAAC,CAAC,SAAS,EAAE,sBAAsB,EAAE,sBAAsB,CAAC,CAAC;IA8B1D,gCAAgC,CAAC,KAAK,EAAE;QACpD,UAAU,EAAE,SAAS,CAAC;KACtB,GAAG,OAAO,CAAC,MAAM,CAAC,IAAI,CAAC,SAAS,CAAC;IAWrB,mBAAmB,CAAC,KAAK,EAAE;QACvC,UAAU,EAAE,SAAS,CAAC;KACtB,GAAG,OAAO,CAAC,WAAW,CAAC;IAiBX,uBAAuB,CAAC,KAAK,EAAE;QAC3C,UAAU,EAAE,SAAS,CAAC;QACtB,QAAQ,EAAE,CAAC,WAAW,EAAE,WAAW,KAAK,IAAI,CAAC;KAC7C,GAAG,OAAO,CAAC,OAAO,CAAC;CAuBpB"}

package/lib/pythClient.d.ts

@@ -5,3 +5,4 @@ export declare class PythClient {
     constructor(connection: Connection);
     getPriceData(pricePublicKey: PublicKey): Promise<PriceData>;
 }
+//# sourceMappingURL=pythClient.d.ts.map

package/lib/pythClient.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"pythClient.d.ts","sourceRoot":"","sources":["../src/pythClient.ts"],"names":[],"mappings":"AAAA,OAAO,EAAkB,SAAS,EAAE,MAAM,qBAAqB,CAAC;AAChE,OAAO,EAAE,UAAU,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAExD,qBAAa,UAAU;IACtB,OAAO,CAAC,UAAU,CAAa;gBAEZ,UAAU,EAAE,UAAU;IAI5B,YAAY,CAAC,cAAc,EAAE,SAAS,GAAG,OAAO,CAAC,SAAS,CAAC;CAIxE"}

package/lib/tx/defaultTxSender.d.ts

@@ -6,3 +6,4 @@ export declare class DefaultTxSender implements TxSender {
     constructor(provider: Provider);
     send(tx: Transaction, additionalSigners?: Array<Signer>, opts?: ConfirmOptions): Promise<TransactionSignature>;
 }
+//# sourceMappingURL=defaultTxSender.d.ts.map

package/lib/tx/defaultTxSender.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"defaultTxSender.d.ts","sourceRoot":"","sources":["../../src/tx/defaultTxSender.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,SAAS,CAAC;AACnC,OAAO,EACN,cAAc,EACd,MAAM,EACN,WAAW,EACX,oBAAoB,EACpB,MAAM,iBAAiB,CAAC;AACzB,OAAO,EAAE,QAAQ,EAAE,MAAM,uBAAuB,CAAC;AAEjD,qBAAa,eAAgB,YAAW,QAAQ;IAC/C,QAAQ,EAAE,QAAQ,CAAC;gBAEA,QAAQ,EAAE,QAAQ;IAIrC,IAAI,CACH,EAAE,EAAE,WAAW,EACf,iBAAiB,CAAC,EAAE,KAAK,CAAC,MAAM,CAAC,EACjC,IAAI,CAAC,EAAE,cAAc,GACnB,OAAO,CAAC,oBAAoB,CAAC;CAGhC"}

package/lib/tx/types.d.ts

@@ -2,3 +2,4 @@ import { ConfirmOptions, Signer, Transaction, TransactionSignature } from '@sola
 export interface TxSender {
     send(tx: Transaction, additionalSigners?: Array<Signer>, opts?: ConfirmOptions): Promise<TransactionSignature>;
 }
+//# sourceMappingURL=types.d.ts.map

package/lib/tx/types.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../../src/tx/types.ts"],"names":[],"mappings":"AAAA,OAAO,EACN,cAAc,EACd,MAAM,EACN,WAAW,EACX,oBAAoB,EACpB,MAAM,iBAAiB,CAAC;AAEzB,MAAM,WAAW,QAAQ;IACxB,IAAI,CACH,EAAE,EAAE,WAAW,EACf,iBAAiB,CAAC,EAAE,KAAK,CAAC,MAAM,CAAC,EACjC,IAAI,CAAC,EAAE,cAAc,GACnB,OAAO,CAAC,oBAAoB,CAAC,CAAC;CACjC"}

package/lib/tx/utils.d.ts

@@ -1,2 +1,3 @@
 import { Transaction, TransactionInstruction } from '@solana/web3.js';
 export declare function wrapInTx(instruction: TransactionInstruction): Transaction;
+//# sourceMappingURL=utils.d.ts.map

package/lib/tx/utils.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"utils.d.ts","sourceRoot":"","sources":["../../src/tx/utils.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,WAAW,EAAE,sBAAsB,EAAE,MAAM,iBAAiB,CAAC;AAEtE,wBAAgB,QAAQ,CAAC,WAAW,EAAE,sBAAsB,GAAG,WAAW,CAEzE"}

package/lib/types.d.ts

@@ -203,6 +203,8 @@ export declare type AMM = {
     lastFundingRateTs: BN;
     lastMarkPriceTwap: BN;
     lastMarkPriceTwapTs: BN;
+    lastOraclePriceTwap: BN;
+    lastOraclePriceTwapTs: BN;
     oracle: PublicKey;
     oracleSource: OracleSource;
     fundingPeriod: BN;
@@ -240,7 +242,9 @@ export interface Trade {
     afterPrice: number;
     side: TradeSide;
     size: number;
+    quoteSize: number;
     ts: number;
+    fee: number;
     marketIndex: number;
     chainTs: number;
 }
@@ -273,9 +277,14 @@ export declare type Candle = {
 };
 export interface FundingPayment {
     userPublicKey: string;
-    ts: number;
+    serverTs: number;
     marketIndex: number;
     amount: string;
+    blockchainTs: number;
+    baseAssetAmount: string;
+    userLastCumulativeFunding: string;
+    userLastFundingRateTs: string;
+    rate: number;
 }
 export interface IWallet {
     signTransaction(tx: Transaction): Promise<Transaction>;
@@ -326,3 +335,4 @@ export declare type OracleGuardRails = {
     };
     useForLiquidations: boolean;
 };
+//# sourceMappingURL=types.d.ts.map

package/lib/types.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../src/types.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,SAAS,EAAE,WAAW,EAAE,MAAM,iBAAiB,CAAC;AACzD,OAAO,EAAE,MAAM,OAAO,CAAC;AAGvB,qBAAa,aAAa;IACzB,MAAM,CAAC,QAAQ,CAAC,GAAG;;MAAe;IAClC,MAAM,CAAC,QAAQ,CAAC,MAAM;;MAAkB;CACxC;AACD,qBAAa,iBAAiB;IAC7B,MAAM,CAAC,QAAQ,CAAC,IAAI;;MAAgB;IACpC,MAAM,CAAC,QAAQ,CAAC,KAAK;;MAAiB;CACtC;AAED,qBAAa,YAAY;IACxB,MAAM,CAAC,QAAQ,CAAC,IAAI;;MAAgB;IACpC,MAAM,CAAC,QAAQ,CAAC,WAAW;;MAAuB;CAClD;AAED,oBAAY,SAAS;IACpB,IAAI,IAAI;IACR,GAAG,IAAI;IACP,IAAI,IAAI;CACR;AAED,oBAAY,gBAAgB,GACzB,GAAG,GACH,GAAG,GACH,IAAI,GACJ,IAAI,GACJ,KAAK,GACL,GAAG,GACH,GAAG,GACH,GAAG,CAAC;AAGP,oBAAY,mBAAmB,GAAG;IACjC,IAAI,EAAE,EAAE,CAAC;IACT,YAAY,EAAE,WAAW,EAAE,CAAC;CAC5B,CAAC;AAEF,oBAAY,qBAAqB,GAAG;IACnC,IAAI,EAAE,EAAE,CAAC;IACT,cAAc,EAAE,aAAa,EAAE,CAAC;CAChC,CAAC;AAEF,oBAAY,mBAAmB,GAAG;IACjC,IAAI,EAAE,EAAE,CAAC;IACT,YAAY,EAAE,WAAW,EAAE,CAAC;CAC5B,CAAC;AAEF,oBAAY,yBAAyB,GAAG;IACvC,IAAI,EAAE,EAAE,CAAC;IACT,kBAAkB,EAAE,iBAAiB,EAAE,CAAC;CACxC,CAAC;AAEF,oBAAY,4BAA4B,GAAG;IAC1C,IAAI,EAAE,EAAE,CAAC;IACT,qBAAqB,EAAE,oBAAoB,EAAE,CAAC;CAC9C,CAAC;AAEF,oBAAY,yBAAyB,GAAG;IACvC,IAAI,EAAE,EAAE,CAAC;IACT,kBAAkB,EAAE,iBAAiB,EAAE,CAAC;CACxC,CAAC;AAEF,oBAAY,aAAa,GAAG;IAC3B,EAAE,EAAE,EAAE,CAAC;IACP,QAAQ,EAAE,EAAE,CAAC;IACb,aAAa,EAAE,SAAS,CAAC;IACzB,IAAI,EAAE,SAAS,CAAC;IAChB,SAAS,EAAE;QACV,OAAO,CAAC,EAAE,GAAG,CAAC;QACd,QAAQ,CAAC,EAAE,GAAG,CAAC;KACf,CAAC;IACF,gBAAgB,EAAE,EAAE,CAAC;IACrB,wBAAwB,EAAE,EAAE,CAAC;IAC7B,MAAM,EAAE,EAAE,CAAC;CACX,CAAC;AAEF,oBAAY,WAAW,GAAG;IACzB,EAAE,EAAE,EAAE,CAAC;IACP,QAAQ,EAAE,EAAE,CAAC;IACb,WAAW,EAAE,EAAE,CAAC;IAChB,mBAAmB,EAAE,EAAE,CAAC;IACxB,sBAAsB,EAAE,EAAE,CAAC;IAC3B,uBAAuB,EAAE,EAAE,CAAC;IAC5B,WAAW,EAAE,EAAE,CAAC;IAChB,kBAAkB,EAAE,EAAE,CAAC;IACvB,qBAAqB,EAAE,EAAE,CAAC;IAC1B,sBAAsB,EAAE,EAAE,CAAC;IAC3B,UAAU,EAAE,EAAE,CAAC;IACf,mBAAmB,EAAE,EAAE,CAAC;IACxB,oBAAoB,EAAE,EAAE,CAAC;IACzB,eAAe,EAAE,EAAE,CAAC;IACpB,YAAY,EAAE,EAAE,CAAC;CACjB,CAAC;AAEF,oBAAY,WAAW,GAAG;IACzB,EAAE,EAAE,EAAE,CAAC;IACP,QAAQ,EAAE,EAAE,CAAC;IACb,aAAa,EAAE,SAAS,CAAC;IACzB,IAAI,EAAE,SAAS,CAAC;IAChB,SAAS,EAAE;QACV,IAAI,CAAC,EAAE,GAAG,CAAC;QACX,KAAK,CAAC,EAAE,GAAG,CAAC;KACZ,CAAC;IACF,eAAe,EAAE,EAAE,CAAC;IACpB,gBAAgB,EAAE,EAAE,CAAC;IACrB,eAAe,EAAE,EAAE,CAAC;IACpB,cAAc,EAAE,EAAE,CAAC;IACnB,GAAG,EAAE,EAAE,CAAC;IACR,cAAc,EAAE,EAAE,CAAC;IACnB,eAAe,EAAE,EAAE,CAAC;IACpB,aAAa,EAAE,EAAE,CAAC;IAClB,WAAW,EAAE,EAAE,CAAC;IAChB,WAAW,EAAE,OAAO,CAAC;IACrB,WAAW,EAAE,EAAE,CAAC;CAChB,CAAC;AAEF,oBAAY,iBAAiB,GAAG;IAC/B,EAAE,EAAE,EAAE,CAAC;IACP,QAAQ,EAAE,EAAE,CAAC;IACb,WAAW,EAAE,EAAE,CAAC;IAChB,WAAW,EAAE,EAAE,CAAC;IAChB,yBAAyB,EAAE,EAAE,CAAC;IAC9B,0BAA0B,EAAE,EAAE,CAAC;IAC/B,eAAe,EAAE,EAAE,CAAC;IACpB,aAAa,EAAE,EAAE,CAAC;CAClB,CAAC;AAEF,oBAAY,oBAAoB,GAAG;IAClC,EAAE,EAAE,EAAE,CAAC;IACP,QAAQ,EAAE,EAAE,CAAC;IACb,aAAa,EAAE,SAAS,CAAC;IACzB,IAAI,EAAE,SAAS,CAAC;IAChB,WAAW,EAAE,EAAE,CAAC;IAChB,cAAc,EAAE,EAAE,CAAC;IACnB,eAAe,EAAE,EAAE,CAAC;IACpB,yBAAyB,EAAE,EAAE,CAAC;IAC9B,qBAAqB,EAAE,EAAE,CAAC;IAC1B,wBAAwB,EAAE,EAAE,CAAC;IAC7B,yBAAyB,EAAE,EAAE,CAAC;CAC9B,CAAC;AAEF,oBAAY,iBAAiB,GAAG;IAC/B,EAAE,EAAE,EAAE,CAAC;IACP,QAAQ,EAAE,EAAE,CAAC;IACb,aAAa,EAAE,SAAS,CAAC;IACzB,IAAI,EAAE,SAAS,CAAC;IAChB,OAAO,EAAE,OAAO,CAAC;IACjB,cAAc,EAAE,EAAE,CAAC;IACnB,oBAAoB,EAAE,EAAE,CAAC;IACzB,cAAc,EAAE,EAAE,CAAC;IACnB,eAAe,EAAE,EAAE,CAAC;IACpB,kBAAkB,EAAE,EAAE,CAAC;IACvB,UAAU,EAAE,SAAS,CAAC;IACtB,eAAe,EAAE,EAAE,CAAC;IACpB,UAAU,EAAE,EAAE,CAAC;IACf,aAAa,EAAE,EAAE,CAAC;IAClB,WAAW,EAAE,EAAE,CAAC;CAChB,CAAC;AAEF,oBAAY,YAAY,GAAG;IAC1B,KAAK,EAAE,SAAS,CAAC;IACjB,aAAa,EAAE,OAAO,CAAC;IACvB,cAAc,EAAE,OAAO,CAAC;IACxB,mBAAmB,EAAE,OAAO,CAAC;IAC7B,cAAc,EAAE,SAAS,CAAC;IAC1B,eAAe,EAAE,SAAS,CAAC;IAC3B,wBAAwB,EAAE,SAAS,CAAC;IACpC,oBAAoB,EAAE,MAAM,CAAC;IAC7B,cAAc,EAAE,SAAS,CAAC;IAC1B,uBAAuB,EAAE,SAAS,CAAC;IACnC,mBAAmB,EAAE,MAAM,CAAC;IAC5B,kBAAkB,EAAE,EAAE,CAAC;IACvB,sBAAsB,EAAE,EAAE,CAAC;IAC3B,kBAAkB,EAAE,EAAE,CAAC;IACvB,OAAO,EAAE,SAAS,CAAC;IACnB,YAAY,EAAE,SAAS,CAAC;IACxB,cAAc,EAAE,SAAS,CAAC;IAC1B,kBAAkB,EAAE,SAAS,CAAC;IAC9B,qBAAqB,EAAE,SAAS,CAAC;IACjC,YAAY,EAAE,SAAS,CAAC;IACxB,kBAAkB,EAAE,SAAS,CAAC;IAC9B,0CAA0C,EAAE,EAAE,CAAC;IAC/C,4CAA4C,EAAE,EAAE,CAAC;IACjD,4CAA4C,EAAE,EAAE,CAAC;IACjD,8CAA8C,EAAE,EAAE,CAAC;IACnD,yCAAyC,EAAE,EAAE,CAAC;IAC9C,2CAA2C,EAAE,EAAE,CAAC;IAChD,4CAA4C,EAAE,EAAE,CAAC;IACjD,yCAAyC,EAAE,EAAE,CAAC;IAC9C,YAAY,EAAE,YAAY,CAAC;IAC3B,QAAQ,EAAE,EAAE,CAAC;IACb,iBAAiB,EAAE,EAAE,CAAC;IACtB,aAAa,EAAE,SAAS,CAAC;IACzB,YAAY,EAAE,SAAS,CAAC;IACxB,gBAAgB,EAAE,gBAAgB,CAAC;IACnC,UAAU,EAAE,EAAE,CAAC;CACf,CAAC;AAEF,oBAAY,cAAc,GAAG;IAC5B,YAAY,EAAE,EAAE,CAAC;IACjB,OAAO,EAAE,MAAM,EAAE,CAAC;CAClB,CAAC;AAEF,oBAAY,MAAM,GAAG;IACpB,GAAG,EAAE,GAAG,CAAC;IACT,eAAe,EAAE,EAAE,CAAC;IACpB,mBAAmB,EAAE,EAAE,CAAC;IACxB,oBAAoB,EAAE,EAAE,CAAC;IACzB,WAAW,EAAE,OAAO,CAAC;IACrB,YAAY,EAAE,EAAE,CAAC;CACjB,CAAC;AAEF,oBAAY,GAAG,GAAG;IACjB,gBAAgB,EAAE,EAAE,CAAC;IACrB,KAAK,EAAE,EAAE,CAAC;IACV,qBAAqB,EAAE,EAAE,CAAC;IAC1B,eAAe,EAAE,EAAE,CAAC;IACpB,iBAAiB,EAAE,EAAE,CAAC;IACtB,iBAAiB,EAAE,EAAE,CAAC;IACtB,mBAAmB,EAAE,EAAE,CAAC;IACxB,mBAAmB,EAAE,EAAE,CAAC;IACxB,qBAAqB,EAAE,EAAE,CAAC;I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package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "0.1.6",
+	"version": "0.1.10",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",
@@ -12,7 +12,9 @@
 	"scripts": {
 		"build": "yarn clean && tsc",
 		"clean": "rm -rf lib",
-		"patch-and-pub": "npm version patch --force && npm publish"
+		"patch-and-pub": "npm version patch --force && npm publish",
+		"prettify": "prettier --write './src/**/*.{ts,tsx}'",
+		"lint": "eslint . --ext ts --ext tsx --ext js --quiet"
 	},
 	"keywords": [
 		"drift-labs",
@@ -34,6 +36,14 @@
 		"@types/bn.js": "^5.1.0",
 		"strict-event-emitter-types": "^2.0.0"
 	},
+	"devDependencies": {
+		"@typescript-eslint/eslint-plugin": "^4.28.0",
+		"@typescript-eslint/parser": "^4.28.0",
+		"eslint": "^7.29.0",
+		"eslint-config-prettier": "^8.3.0",
+		"eslint-plugin-prettier": "^3.4.0",
+		"prettier": "^2.4.1"
+	},
 	"description": "SDK for Drift Protocol v1",
 	"engines": {
 		"node": ">=12"

package/src/admin.ts

@@ -178,8 +178,8 @@ export class Admin extends ClearingHouse {
 	public async initializeMarket(
 		marketIndex: BN,
 		priceOracle: PublicKey,
-		baseAmount: BN,
-		quoteAmount: BN,
+		baseAssetReserve: BN,
+		quoteAssetReserve: BN,
 		periodicity: BN,
 		pegMultiplier: BN = PEG_PRECISION
 	): Promise<TransactionSignature> {
@@ -189,8 +189,8 @@ export class Admin extends ClearingHouse {
 
 		const initializeMarketTx = await this.program.transaction.initializeMarket(
 			marketIndex,
-			baseAmount,
-			quoteAmount,
+			baseAssetReserve,
+			quoteAssetReserve,
 			periodicity,
 			pegMultiplier,
 			{

package/src/clearingHouse.ts

@@ -52,10 +52,10 @@ import { wrapInTx } from './tx/utils';
 
 /**
  * # ClearingHouse
- * This class is the main way to interact with Drift Protocol. It allows you to subscribe to the various accounts where the Market's state is stored, as well as: opening positions, liquidating, settling funding, depositing & withdrawing, and more. 
- * 
+ * This class is the main way to interact with Drift Protocol. It allows you to subscribe to the various accounts where the Market's state is stored, as well as: opening positions, liquidating, settling funding, depositing & withdrawing, and more.
+ *
  * The default way to construct a ClearingHouse instance is using the {@link from} method. This will create an instance using the static {@link DefaultClearingHouseAccountSubscriber}, which will use a websocket for each state account subscription.
- * Alternatively, if you want to implement your own method of subscribing to the state accounts on the blockchain, you can implement a {@link ClearingHouseAccountSubscriber} and use it in the {@link ClearingHouse.constructor} 
+ * Alternatively, if you want to implement your own method of subscribing to the state accounts on the blockchain, you can implement a {@link ClearingHouseAccountSubscriber} and use it in the {@link ClearingHouse.constructor}
  */
 export class ClearingHouse {
 	connection: Connection;
@@ -200,7 +200,7 @@ export class ClearingHouse {
 
 	/**
 	 * Update the wallet to use for clearing house transactions and linked user account
-	 * @param newWallet 
+	 * @param newWallet
 	 */
 	public updateWallet(newWallet: IWallet): void {
 		const newProvider = new Provider(this.connection, newWallet, this.opts);
@@ -290,7 +290,7 @@ export class ClearingHouse {
 	userAccountPublicKey?: PublicKey;
 	/**
 	 * Get the address for the Clearing House User's account. NOT the user's wallet address.
-	 * @returns 
+	 * @returns
 	 */
 	public async getUserAccountPublicKey(): Promise<PublicKey> {
 		if (this.userAccountPublicKey) {
@@ -361,9 +361,9 @@ export class ClearingHouse {
 
 	/**
 	 * Creates the Clearing House User account for a user, and deposits some initial collateral
-	 * @param amount 
-	 * @param collateralAccountPublicKey 
-	 * @returns 
+	 * @param amount
+	 * @param collateralAccountPublicKey
+	 * @returns
 	 */
 	public async initializeUserAccountAndDepositCollateral(
 		amount: BN,
@@ -568,10 +568,10 @@ export class ClearingHouse {
 
 	/**
 	 * Close an entire position. If you want to reduce a position, use the {@link openPosition} method in the opposite direction of the current position.
-	 * @param marketIndex 
-	 * @param discountToken 
-	 * @param referrer 
-	 * @returns 
+	 * @param marketIndex
+	 * @param discountToken
+	 * @param referrer
+	 * @returns
 	 */
 	public async closePosition(
 		marketIndex: BN,

package/src/clearingHouseUser.ts

@@ -86,8 +86,15 @@ export class ClearingHouseUser {
 	 * @returns userPosition
 	 */
 	public getUserPosition(marketIndex: BN): UserPosition {
-		return this.getUserPositionsAccount().positions.find((position) =>
-			position.marketIndex.eq(marketIndex)
+		return (
+			this.getUserPositionsAccount().positions.find((position) =>
+				position.marketIndex.eq(marketIndex)
+			) ?? {
+				baseAssetAmount: ZERO,
+				lastCumulativeFundingRate: ZERO,
+				marketIndex,
+				quoteAssetAmount: ZERO,
+			}
 		);
 	}
 
@@ -217,8 +224,24 @@ export class ClearingHouseUser {
 	 * calculates average exit price for closing 100% of position
 	 * @returns : Precision MARK_PRICE_PRECISION
 	 */
-	public getPositionEstimatedExitPrice(position: UserPosition): BN {
+	public getPositionEstimatedExitPrice(
+		position: UserPosition,
+		amountToClose?: BN
+	): BN {
 		const market = this.clearingHouse.getMarket(position.marketIndex);
+
+		if (amountToClose) {
+			if (amountToClose.eq(ZERO)) {
+				return calculateMarkPrice(market);
+			}
+			position = {
+				baseAssetAmount: amountToClose,
+				lastCumulativeFundingRate: position.lastCumulativeFundingRate,
+				marketIndex: position.marketIndex,
+				quoteAssetAmount: position.quoteAssetAmount,
+			} as UserPosition;
+		}
+
 		const baseAssetValue = calculateBaseAssetValue(market, position);
 		if (position.baseAssetAmount.eq(ZERO)) {
 			return ZERO;
@@ -388,7 +411,7 @@ export class ClearingHouseUser {
 			);
 
 		// if the position value after the trade is less than total collateral, there is no liq price
-		if (targetTotalPositionValueUSDC.lte(totalCollateralUSDC)) {
+		if (targetTotalPositionValueUSDC.lte(totalCollateralUSDC) && proposedMarketPosition.baseAssetAmount.gt(ZERO)) {
 			return new BN(-1);
 		}
 

package/src/config.ts

@@ -11,7 +11,7 @@ export const configs: { [key in DriftEnv]: DriftConfig } = {
 	devnet: {
 		ENV: 'devnet',
 		PYTH_ORACLE_MAPPING_ADDRESS: 'BmA9Z6FjioHJPpjT39QazZyhDRUdZy2ezwx4GiDdE2u2',
-		CLEARING_HOUSE_PROGRAM_ID: 'tCyWBVHtN4iGtZWs2dkefWk38SyN4RGtED14KzUopK9',
+		CLEARING_HOUSE_PROGRAM_ID: 'AsW7LnXB9UA1uec9wi9MctYTgTz7YH9snhxd16GsFaGX',
 		USDC_MINT_ADDRESS: '8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2',
 	},
 	'mainnet-beta': {
@@ -37,7 +37,6 @@ export const initialize = (props: {
 	env: DriftEnv;
 	overrideEnv?: Partial<DriftConfig>;
 }): DriftConfig => {
-
 	//@ts-ignore
 	if (props.env === 'master')
 		return { ...configs['devnet'], ...(props.overrideEnv ?? {}) };