@drift-labs/sdk 0.1.8 → 0.1.12

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.calculateFundingPool = exports.calculateLongShortFundingRate = exports.calculateEstimatedFundingRate = exports.calculateAllEstimatedFundingRate = 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");
@@ -29,22 +29,35 @@ function calculateAllEstimatedFundingRate(market, pythClient, periodAdjustment =
         const secondsInHour = new anchor_1.BN(3600);
         const hoursInDay = new anchor_1.BN(24);
         if (!market.initialized) {
-            return [new anchor_1.BN(0), new anchor_1.BN(0), 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)
@@ -58,7 +71,9 @@ function calculateAllEstimatedFundingRate(market, pythClient, periodAdjustment =
             .div(secondsInHour)
             .div(hoursInDay);
         const interpEst = twapSpreadPct.mul(periodAdjustment).div(hoursInDay);
-        const interpRateQuote = 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))) {
@@ -67,32 +82,54 @@ function calculateAllEstimatedFundingRate(market, pythClient, periodAdjustment =
         let cappedAltEst;
         let largerSide;
         let smallerSide;
-        if (market.baseAssetAmountLong.gt(market.baseAssetAmountShort)) {
+        if (market.baseAssetAmountLong.gt(market.baseAssetAmountShort.abs())) {
             largerSide = market.baseAssetAmountLong.abs();
             smallerSide = market.baseAssetAmountShort.abs();
             if (twapSpread.gt(new anchor_1.BN(0))) {
-                return [lowerboundEst, interpEst, interpEst];
+                return [
+                    markTwapWithMantissa,
+                    oracleTwapWithMantissa,
+                    lowerboundEst,
+                    interpEst,
+                    interpEst,
+                ];
             }
         }
-        else if (market.baseAssetAmountLong.lt(market.baseAssetAmountShort)) {
+        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 [lowerboundEst, interpEst, interpEst];
+                return [
+                    markTwapWithMantissa,
+                    oracleTwapWithMantissa,
+                    lowerboundEst,
+                    interpEst,
+                    interpEst,
+                ];
             }
         }
         else {
-            return [lowerboundEst, interpEst, interpEst];
+            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);
+            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)
+            cappedAltEst = cappedAltEst
+                .mul(numericConstants_1.MARK_PRICE_PRECISION)
                 .mul(new anchor_1.BN(100))
                 .div(oracleTwapWithMantissa)
-                .mul(periodAdjustment).div(hoursInDay);
+                .mul(periodAdjustment)
+                .div(hoursInDay);
             if (cappedAltEst.abs().gt(interpEst.abs())) {
                 cappedAltEst = interpEst;
             }
@@ -100,7 +137,13 @@ function calculateAllEstimatedFundingRate(market, pythClient, periodAdjustment =
         else {
             cappedAltEst = interpEst;
         }
-        return [lowerboundEst, cappedAltEst, interpEst];
+        return [
+            markTwapWithMantissa,
+            oracleTwapWithMantissa,
+            lowerboundEst,
+            cappedAltEst,
+            interpEst,
+        ];
     });
 }
 exports.calculateAllEstimatedFundingRate = calculateAllEstimatedFundingRate;
@@ -114,7 +157,7 @@ exports.calculateAllEstimatedFundingRate = calculateAllEstimatedFundingRate;
  */
 function calculateEstimatedFundingRate(market, pythClient, periodAdjustment = new anchor_1.BN(1), estimationMethod) {
     return __awaiter(this, void 0, void 0, function* () {
-        const [lowerboundEst, cappedAltEst, interpEst] = yield calculateAllEstimatedFundingRate(market, pythClient, periodAdjustment);
+        const [_1, _2, lowerboundEst, cappedAltEst, interpEst] = yield calculateAllEstimatedFundingRate(market, pythClient, periodAdjustment);
         if (estimationMethod == 'lowerbound') {
             //assuming remaining funding period has no gap
             return lowerboundEst;
@@ -138,7 +181,7 @@ exports.calculateEstimatedFundingRate = calculateEstimatedFundingRate;
  */
 function calculateLongShortFundingRate(market, pythClient, periodAdjustment = new anchor_1.BN(1)) {
     return __awaiter(this, void 0, void 0, function* () {
-        const [_, cappedAltEst, interpEst] = yield calculateAllEstimatedFundingRate(market, pythClient, periodAdjustment);
+        const [_1, _2, _, cappedAltEst, interpEst] = yield calculateAllEstimatedFundingRate(market, pythClient, periodAdjustment);
         if (market.baseAssetAmountLong.gt(market.baseAssetAmountShort)) {
             return [cappedAltEst, interpEst];
         }
@@ -151,15 +194,38 @@ function calculateLongShortFundingRate(market, pythClient, periodAdjustment = ne
     });
 }
 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 new BN(QUOTE_PRECISION.mul(new BN(2400)));
     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 +24,10 @@ export declare function calculatePositionPNL(market: Market, marketPosition: Use
  * @returns // TODO-PRECISION
  */
 export declare function calculatePositionFundingPNL(market: Market, marketPosition: UserPosition): BN;
+/**
+ *
+ * @param userPosition
+ * @returns Precision: MARK_PRICE_PRECISION (10^10)
+ */
+export declare function calculateEntryPrice(userPosition: 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;AAQnE,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;AAED;;;;GAIG;AACH,wBAAgB,mBAAmB,CAAC,YAAY,EAAE,YAAY,GAAG,EAAE,CAUlE"}

package/lib/math/position.js

@@ -3,7 +3,7 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
     return (mod && mod.__esModule) ? mod : { "default": mod };
 };
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.calculatePositionFundingPNL = exports.calculatePositionPNL = exports.calculateBaseAssetValue = void 0;
+exports.calculateEntryPrice = exports.calculatePositionFundingPNL = exports.calculatePositionPNL = exports.calculateBaseAssetValue = void 0;
 const types_1 = require("../types");
 const numericConstants_1 = require("../constants/numericConstants");
 const bn_js_1 = __importDefault(require("bn.js"));
@@ -98,3 +98,19 @@ function calculatePositionFundingPNL(market, marketPosition) {
     return perPositionFundingRate;
 }
 exports.calculatePositionFundingPNL = calculatePositionFundingPNL;
+/**
+ *
+ * @param userPosition
+ * @returns Precision: MARK_PRICE_PRECISION (10^10)
+ */
+function calculateEntryPrice(userPosition) {
+    if (userPosition.baseAssetAmount.eq(numericConstants_1.ZERO)) {
+        return numericConstants_1.ZERO;
+    }
+    return userPosition.quoteAssetAmount
+        .mul(numericConstants_1.MARK_PRICE_PRECISION)
+        .mul(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
+        .div(userPosition.baseAssetAmount)
+        .abs();
+}
+exports.calculateEntryPrice = calculateEntryPrice;

package/lib/math/trade.d.ts

@@ -2,7 +2,7 @@
 import { Market, PositionDirection } from '../types';
 import { BN } from '@project-serum/anchor';
 import { AssetType } from './amm';
-export declare type PriceImpactUnit = 'entryPrice' | 'maxPrice' | 'priceDelta' | 'priceDeltaAsNumber' | 'pctAvg' | 'pctMax' | 'quoteAssetAmount' | 'quoteAssetAmountPeg' | 'acquiredBaseAssetAmount' | 'acquiredQuoteAssetAmount';
+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
@@ -45,3 +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/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;
@@ -222,6 +224,9 @@ export declare type UserPosition = {
     lastCumulativeFundingRate: BN;
     marketIndex: BN;
     quoteAssetAmount: BN;
+    unrealizedPnl?: BN;
+    unrealizedFundingPnl?: BN;
+    baseAssetValue?: BN;
 };
 export declare type UserPositionsAccount = {
     positions: UserPosition[];
@@ -234,50 +239,16 @@ export declare type UserAccount = {
     positions: PublicKey;
     totalFeePaid: BN;
 };
-export interface Trade {
-    price: number;
-    beforePrice: number;
-    afterPrice: number;
-    side: TradeSide;
-    size: number;
-    ts: number;
-    fee: number;
-    marketIndex: number;
-    chainTs: number;
-}
-export declare type Liquidation = {
-    ts: number;
-    chainTs: number;
-    recordId: number;
+export declare type UserSnapshotRecord = {
+    ts: BN;
     userAuthority: PublicKey;
     user: PublicKey;
-    partial: boolean;
-    baseAssetValue: number;
-    baseAssetValueClosed: number;
-    liquidationFee: number;
-    feeToLiquidator: number;
-    feeToInsuranceFund: number;
-    liquidator: PublicKey;
-    totalCollateral: number;
-    collateral: number;
-    unrealizedPnl: number;
-    marginRatio: number;
-};
-export declare type Candle = {
-    open: number;
-    close: number;
-    high: number;
-    low: number;
-    volume: number;
-    start: number;
-    end: number;
+    userPositions: UserPosition[];
+    userTotalRealizedPnl: BN;
+    userTotalUnrealizedPnl: BN;
+    userTotalUnrealizedFundingPnl: BN;
+    userCollateral: BN;
 };
-export interface FundingPayment {
-    userPublicKey: string;
-    ts: number;
-    marketIndex: number;
-    amount: string;
-}
 export interface IWallet {
     signTransaction(tx: Transaction): Promise<Transaction>;
     signAllTransactions(txs: Transaction[]): Promise<Transaction[]>;
@@ -327,3 +298,4 @@ 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": "0.1.8",
+	"version": "0.1.12",
 	"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/clearingHouseUser.ts

@@ -145,30 +145,32 @@ export class ClearingHouseUser {
 	 * calculates unrealized position price pnl
 	 * @returns : Precision QUOTE_PRECISION
 	 */
-	public getUnrealizedPNL(withFunding?: boolean): BN {
-		return this.getUserPositionsAccount().positions.reduce(
-			(pnl, marketPosition) => {
+	public getUnrealizedPNL(withFunding?: boolean, marketIndex?: BN): BN {
+		return this.getUserPositionsAccount()
+			.positions.filter((pos) =>
+				marketIndex ? pos.marketIndex === marketIndex : true
+			)
+			.reduce((pnl, marketPosition) => {
 				const market = this.clearingHouse.getMarket(marketPosition.marketIndex);
 				return pnl.add(
 					calculatePositionPNL(market, marketPosition, withFunding)
 				);
-			},
-			ZERO
-		);
+			}, ZERO);
 	}
 
 	/**
 	 * calculates unrealized funding payment pnl
 	 * @returns : Precision QUOTE_PRECISION
 	 */
-	public getUnrealizedFundingPNL(): BN {
-		return this.getUserPositionsAccount().positions.reduce(
-			(pnl, marketPosition) => {
+	public getUnrealizedFundingPNL(marketIndex?: BN): BN {
+		return this.getUserPositionsAccount()
+			.positions.filter((pos) =>
+				marketIndex ? pos.marketIndex === marketIndex : true
+			)
+			.reduce((pnl, marketPosition) => {
 				const market = this.clearingHouse.getMarket(marketPosition.marketIndex);
 				return pnl.add(calculatePositionFundingPNL(market, marketPosition));
-			},
-			ZERO
-		);
+			}, ZERO);
 	}
 
 	/**
@@ -224,11 +226,14 @@ export class ClearingHouseUser {
 	 * calculates average exit price for closing 100% of position
 	 * @returns : Precision MARK_PRICE_PRECISION
 	 */
-	public getPositionEstimatedExitPrice(position: UserPosition, amountToClose?: BN): BN {
+	public getPositionEstimatedExitPrice(
+		position: UserPosition,
+		amountToClose?: BN
+	): BN {
 		const market = this.clearingHouse.getMarket(position.marketIndex);
 
-		if(amountToClose){
-			if(amountToClose.eq(ZERO)){
+		if (amountToClose) {
+			if (amountToClose.eq(ZERO)) {
 				return calculateMarkPrice(market);
 			}
 			position = {
@@ -408,23 +413,21 @@ 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);
 		}
 
-		// proportion of proposed market position to overall position
-		// const marketProportion = proposedMarketPositionValueUSDC
-		// 	.mul(TEN_THOUSAND)
-		// 	.div(targetTotalPositionValueUSDC);
-
 		// get current margin ratio based on current collateral and proposed total position value
 		let marginRatio;
-		if (targetTotalPositionValueUSDC.eq(ZERO)) {
+		if (proposedMarketPositionValueUSDC.eq(ZERO)) {
 			marginRatio = BN_MAX;
 		} else {
 			marginRatio = totalCollateralUSDC
 				.mul(TEN_THOUSAND)
-				.div(targetTotalPositionValueUSDC);
+				.div(proposedMarketPositionValueUSDC);
 		}
 
 		let liqRatio = FULL_LIQUIDATION_RATIO;
@@ -435,29 +438,6 @@ export class ClearingHouseUser {
 		// sign of position in current market after the trade
 		const baseAssetSignIsNeg = proposedMarketPosition.baseAssetAmount.isNeg();
 
-		// console.log(
-		// 	convertToNumber(currentPrice),
-		// convertToNumber(liqRatio),
-		// convertToNumber(marginRatio),
-		// convertToNumber(marketProportion),
-		// );
-
-		// // if the user is long, then the liq price is the currentPrice multiplied by liqRatio/marginRatio (how many multiples lower does the current marginRatio have to go to reach the liqRatio), multiplied by the fraction of the proposed total position value that this market will take up
-		// if (!baseAssetSignIsNeg) {
-		// 	liqPrice = currentPrice
-		// 		.mul(liqRatio)
-		// 		.div(marginRatio)
-		// 		.mul(marketProportion)
-		// 		.div(TEN_THOUSAND);
-		// } else {
-		// 	// if the user is short, it's the reciprocal of the above
-		// 	liqPrice = currentPrice
-		// 		.mul(marginRatio)
-		// 		.div(liqRatio)
-		// 		.mul(TEN_THOUSAND)
-		// 		.div(marketProportion);
-		// }
-
 		let pctChange = marginRatio.abs().sub(liqRatio);
 		// if user is short, higher price is liq
 		if (baseAssetSignIsNeg) {

package/src/constants/markets.ts

@@ -30,11 +30,25 @@ export const Markets: Market[] = [
 		devnetPythOracle: 'EdVCmQ9FSPcVe5YySXDPCRmc8aDQLKJ9xvYBMZPie1Vw',
 		mainnetPythOracle: 'JBu1AL4obBcCMqKBBxhpWCNUt136ijcuMZLFvTP7iWdB',
 	},
-	// {
-	// 	symbol: 'COPE-PERP',
-	// 	baseAssetSymbol: 'COPE',
-	// 	marketIndex: new BN(3),
-	// 	devnetPythOracle: 'BAXDJUXtz6P5ARhHH1aPwgv4WENzHwzyhmLYK4daFwiM',
-	// 	mainnetPythOracle: '9xYBiDWYsh2fHzpsz3aaCnNHCKWBNtfEDLtU6kS4aFD9',
-	// },
+	{
+		symbol: 'LUNA-PERP',
+		baseAssetSymbol: 'LUNA',
+		marketIndex: new BN(3),
+		devnetPythOracle: '8PugCXTAHLM9kfLSQWe2njE5pzAgUdpPk3Nx5zSm7BD3',
+		mainnetPythOracle: '5bmWuR1dgP4avtGYMNKLuxumZTVKGgoN2BCMXWDNL9nY',
+	},
+	{
+		symbol: 'AVAX-PERP',
+		baseAssetSymbol: 'AVAX',
+		marketIndex: new BN(4),
+		devnetPythOracle: 'FVb5h1VmHPfVb1RfqZckchq18GxRv4iKt8T4eVTQAqdz',
+		mainnetPythOracle: 'Ax9ujW5B9oqcv59N8m6f1BpTBq2rGeGaBcpKjC5UYsXU',
+	},
+	{
+		symbol: 'BNB-PERP',
+		baseAssetSymbol: 'BNB',
+		marketIndex: new BN(5),
+		devnetPythOracle: 'GwzBgrXb4PG59zjce24SF2b9JXbLEjJJTBkmytuEZj1b',
+		mainnetPythOracle: '4CkQJBxhU8EZ2UjhigbtdaPbpTe6mqf811fipYBFbSYN',
+	},
 ];

package/src/idl/clearing_house.json

@@ -2140,7 +2140,7 @@
             "type": "i64"
           },
           {
-            "name": "lastOracleMarkSpreadTwap",
+            "name": "lastOraclePriceTwap",
             "type": "i128"
           },
           {
@@ -2175,9 +2175,13 @@
             "name": "minimumTradeSize",
             "type": "u128"
           },
+          {
+            "name": "lastOraclePriceTwapTs",
+            "type": "i64"
+          },
           {
             "name": "padding0",
-            "type": "u128"
+            "type": "u64"
           },
           {
             "name": "padding1",