@drift-labs/sdk 0.1.9 → 0.1.13

package/lib/accounts/types.d.ts

@@ -37,27 +37,6 @@ export interface ClearingHouseAccountSubscriber {
     getCurveHistoryAccount(): CurveHistoryAccount;
     getLiquidationHistoryAccount(): LiquidationHistoryAccount;
 }
-export interface HistoryAccountEvents {
-    fundingPaymentHistoryAccountUpdate: (payload: FundingPaymentHistoryAccount) => void;
-    fundingRateHistoryAccountUpdate: (payload: FundingRateHistoryAccount) => void;
-    tradeHistoryAccountUpdate: (payload: TradeHistoryAccount) => void;
-    liquidationHistoryAccountUpdate: (payload: LiquidationHistoryAccount) => void;
-    depositHistoryAccountUpdate: (payload: DepositHistoryAccount) => void;
-    curveHistoryAccountUpdate: (payload: CurveHistoryAccount) => void;
-    update: void;
-}
-export interface HistoryAccountSubscriber {
-    eventEmitter: StrictEventEmitter<EventEmitter, HistoryAccountEvents>;
-    isSubscribed: boolean;
-    subscribe(): Promise<boolean>;
-    unsubscribe(): Promise<void>;
-    getTradeHistoryAccount(): TradeHistoryAccount;
-    getDepositHistoryAccount(): DepositHistoryAccount;
-    getFundingPaymentHistoryAccount(): FundingPaymentHistoryAccount;
-    getFundingRateHistoryAccount(): FundingRateHistoryAccount;
-    getCurveHistoryAccount(): CurveHistoryAccount;
-    getLiquidationHistoryAccount(): LiquidationHistoryAccount;
-}
 export interface UserAccountEvents {
     userAccountData: (payload: UserAccount) => void;
     userPositionsData: (payload: UserPositionsAccount) => void;

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

@@ -1 +1 @@
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package/lib/clearingHouseUser.d.ts

@@ -25,11 +25,12 @@ export declare class ClearingHouseUser {
     getUserAccount(): UserAccount;
     getUserPositionsAccount(): UserPositionsAccount;
     /**
-     * Gets the user's current position for a given market
+     * Gets the user's current position for a given market. If the user has no position returns undefined
      * @param marketIndex
      * @returns userPosition
      */
-    getUserPosition(marketIndex: BN): UserPosition;
+    getUserPosition(marketIndex: BN): UserPosition | undefined;
+    getEmptyPosition(marketIndex: BN): UserPosition;
     getUserAccountPublicKey(): Promise<PublicKey>;
     exists(): Promise<boolean>;
     /**
@@ -46,12 +47,12 @@ export declare class ClearingHouseUser {
      * calculates unrealized position price pnl
      * @returns : Precision QUOTE_PRECISION
      */
-    getUnrealizedPNL(withFunding?: boolean): BN;
+    getUnrealizedPNL(withFunding?: boolean, marketIndex?: BN): BN;
     /**
      * calculates unrealized funding payment pnl
      * @returns : Precision QUOTE_PRECISION
      */
-    getUnrealizedFundingPNL(): BN;
+    getUnrealizedFundingPNL(marketIndex?: BN): BN;
     /**
      * calculates TotalCollateral: collateral + unrealized pnl
      * @returns : Precision QUOTE_PRECISION
@@ -72,7 +73,7 @@ export declare class ClearingHouseUser {
      * calculates average exit price for closing 100% of position
      * @returns : Precision MARK_PRICE_PRECISION
      */
-    getPositionEstimatedExitPrice(position: UserPosition, amountToClose?: BN): BN;
+    getPositionEstimatedExitPriceAndPnl(position: UserPosition, amountToClose?: BN): [BN, BN];
     /**
      * calculates current user leverage across all positions
      * @returns : Precision TEN_THOUSAND
@@ -95,6 +96,14 @@ export declare class ClearingHouseUser {
      * @returns
      */
     needsToSettleFundingPayment(): boolean;
+    /**
+     * Calculate the liquidation price of a position, with optional parameter to calculate the liquidation price after a trade
+     * @param targetMarket
+     * @param positionBaseSizeChange // change in position size to calculate liquidation price for : Precision 10^13
+     * @param partial
+     * @returns Precision : MARK_PRICE_PRECISION
+     */
+    liquidationPriceOld(targetMarket: Pick<UserPosition, 'marketIndex'>, positionBaseSizeChange?: BN, partial?: boolean): BN;
     /**
      * Calculate the liquidation price of a position, with optional parameter to calculate the liquidation price after a trade
      * @param targetMarket
@@ -112,6 +121,21 @@ export declare class ClearingHouseUser {
     liquidationPriceAfterClose(positionMarketIndex: BN, closeQuoteAmount: BN): BN;
     /**
      * Get the maximum trade size for a given market, taking into account the user's current leverage, positions, collateral, etc.
+     *
+     * To Calculate Max Quote Available:
+     *
+     * Case 1: SameSide
+     * 	=> Remaining quote to get to maxLeverage
+     *
+     * Case 2: NOT SameSide && currentLeverage <= maxLeverage
+     * 	=> Current opposite position x2 + remaining to get to maxLeverage
+     *
+     * Case 3: NOT SameSide && currentLeverage > maxLeverage && otherPositions - currentPosition > maxLeverage
+     * 	=> strictly reduce current position size
+     *
+     * Case 4: NOT SameSide && currentLeverage > maxLeverage && otherPositions - currentPosition < maxLeverage
+     * 	=> current position + remaining to get to maxLeverage
+     *
      * @param marketIndex
      * @param tradeSide
      * @param userMaxLeverageSetting - leverage : Precision TEN_THOUSAND

package/lib/clearingHouseUser.d.ts.map

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package/lib/clearingHouseUser.js

@@ -14,6 +14,7 @@ var __importDefault = (this && this.__importDefault) || function (mod) {
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.ClearingHouseUser = void 0;
 const bn_js_1 = __importDefault(require("bn.js"));
+const position_1 = require("./math/position");
 const numericConstants_1 = require("./constants/numericConstants");
 const defaultUserAccountSubscriber_1 = require("./accounts/defaultUserAccountSubscriber");
 const _1 = require(".");
@@ -55,18 +56,20 @@ class ClearingHouseUser {
         return this.accountSubscriber.getUserPositionsAccount();
     }
     /**
-     * Gets the user's current position for a given market
+     * Gets the user's current position for a given market. If the user has no position returns undefined
      * @param marketIndex
      * @returns userPosition
      */
     getUserPosition(marketIndex) {
-        var _a;
-        return ((_a = this.getUserPositionsAccount().positions.find((position) => position.marketIndex.eq(marketIndex))) !== null && _a !== void 0 ? _a : {
+        return this.getUserPositionsAccount().positions.find((position) => position.marketIndex.eq(marketIndex));
+    }
+    getEmptyPosition(marketIndex) {
+        return {
             baseAssetAmount: numericConstants_1.ZERO,
             lastCumulativeFundingRate: numericConstants_1.ZERO,
             marketIndex,
             quoteAssetAmount: numericConstants_1.ZERO,
-        });
+        };
     }
     getUserAccountPublicKey() {
         return __awaiter(this, void 0, void 0, function* () {
@@ -106,8 +109,10 @@ class ClearingHouseUser {
      * calculates unrealized position price pnl
      * @returns : Precision QUOTE_PRECISION
      */
-    getUnrealizedPNL(withFunding) {
-        return this.getUserPositionsAccount().positions.reduce((pnl, marketPosition) => {
+    getUnrealizedPNL(withFunding, marketIndex) {
+        return this.getUserPositionsAccount()
+            .positions.filter((pos) => marketIndex ? pos.marketIndex === marketIndex : true)
+            .reduce((pnl, marketPosition) => {
             const market = this.clearingHouse.getMarket(marketPosition.marketIndex);
             return pnl.add(_1.calculatePositionPNL(market, marketPosition, withFunding));
         }, numericConstants_1.ZERO);
@@ -116,8 +121,10 @@ class ClearingHouseUser {
      * calculates unrealized funding payment pnl
      * @returns : Precision QUOTE_PRECISION
      */
-    getUnrealizedFundingPNL() {
-        return this.getUserPositionsAccount().positions.reduce((pnl, marketPosition) => {
+    getUnrealizedFundingPNL(marketIndex) {
+        return this.getUserPositionsAccount()
+            .positions.filter((pos) => marketIndex ? pos.marketIndex === marketIndex : true)
+            .reduce((pnl, marketPosition) => {
             const market = this.clearingHouse.getMarket(marketPosition.marketIndex);
             return pnl.add(_1.calculatePositionFundingPNL(market, marketPosition));
         }, numericConstants_1.ZERO);
@@ -145,7 +152,7 @@ class ClearingHouseUser {
      * @returns : Precision QUOTE_PRECISION
      */
     getPositionValue(marketIndex) {
-        const userPosition = this.getUserPosition(marketIndex);
+        const userPosition = this.getUserPosition(marketIndex) || this.getEmptyPosition(marketIndex);
         const market = this.clearingHouse.getMarket(userPosition.marketIndex);
         return _1.calculateBaseAssetValue(market, userPosition);
     }
@@ -164,11 +171,12 @@ class ClearingHouseUser {
      * calculates average exit price for closing 100% of position
      * @returns : Precision MARK_PRICE_PRECISION
      */
-    getPositionEstimatedExitPrice(position, amountToClose) {
+    getPositionEstimatedExitPriceAndPnl(position, amountToClose) {
         const market = this.clearingHouse.getMarket(position.marketIndex);
+        const entryPrice = position_1.calculateEntryPrice(position);
         if (amountToClose) {
             if (amountToClose.eq(numericConstants_1.ZERO)) {
-                return _1.calculateMarkPrice(market);
+                return [_1.calculateMarkPrice(market), numericConstants_1.ZERO];
             }
             position = {
                 baseAssetAmount: amountToClose,
@@ -179,12 +187,18 @@ class ClearingHouseUser {
         }
         const baseAssetValue = _1.calculateBaseAssetValue(market, position);
         if (position.baseAssetAmount.eq(numericConstants_1.ZERO)) {
-            return numericConstants_1.ZERO;
+            return [numericConstants_1.ZERO, numericConstants_1.ZERO];
         }
-        return baseAssetValue
+        const exitPrice = baseAssetValue
             .mul(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO)
             .mul(numericConstants_1.MARK_PRICE_PRECISION)
             .div(position.baseAssetAmount.abs());
+        const pnlPerBase = exitPrice.sub(entryPrice);
+        const pnl = pnlPerBase
+            .mul(position.baseAssetAmount)
+            .div(numericConstants_1.MARK_PRICE_PRECISION)
+            .div(numericConstants_1.AMM_TO_QUOTE_PRECISION_RATIO);
+        return [exitPrice, pnl];
     }
     /**
      * calculates current user leverage across all positions
@@ -265,7 +279,7 @@ class ClearingHouseUser {
      * @param partial
      * @returns Precision : MARK_PRICE_PRECISION
      */
-    liquidationPrice(targetMarket, positionBaseSizeChange = numericConstants_1.ZERO, partial = false) {
+    liquidationPriceOld(targetMarket, positionBaseSizeChange = numericConstants_1.ZERO, partial = false) {
         // +/-(margin_ratio-liq_ratio) * price_now = price_liq
         // todo: margin_ratio is not symmetric on price action (both numer and denom change)
         // margin_ratio = collateral / base_asset_value
@@ -282,10 +296,9 @@ class ClearingHouseUser {
         const totalCollateralUSDC = this.getTotalCollateral();
         // calculate the total position value ignoring any value from the target market of the trade
         const totalCurrentPositionValueIgnoringTargetUSDC = this.getTotalPositionValueExcludingMarket(targetMarket.marketIndex);
-        const currentMarketPosition = this.getUserPosition(targetMarket.marketIndex);
-        const currentMarketPositionBaseSize = currentMarketPosition
-            ? currentMarketPosition.baseAssetAmount
-            : numericConstants_1.ZERO;
+        const currentMarketPosition = this.getUserPosition(targetMarket.marketIndex) ||
+            this.getEmptyPosition(targetMarket.marketIndex);
+        const currentMarketPositionBaseSize = currentMarketPosition.baseAssetAmount;
         // calculate position for current market after trade
         const proposedMarketPosition = {
             marketIndex: targetMarket.marketIndex,
@@ -297,23 +310,28 @@ class ClearingHouseUser {
         const proposedMarketPositionValueUSDC = _1.calculateBaseAssetValue(market, proposedMarketPosition);
         // total position value after trade
         const targetTotalPositionValueUSDC = totalCurrentPositionValueIgnoringTargetUSDC.add(proposedMarketPositionValueUSDC);
+        let totalFreeCollateralUSDC = this.getTotalCollateral().sub(this.getTotalPositionValue()
+            .mul(numericConstants_1.TEN_THOUSAND)
+            .div(this.getMaxLeverage('Maintenance')));
+        if (partial) {
+            totalFreeCollateralUSDC = this.getTotalCollateral().sub(this.getTotalPositionValue()
+                .mul(numericConstants_1.TEN_THOUSAND)
+                .div(this.getMaxLeverage('Partial')));
+        }
         // if the position value after the trade is less than total collateral, there is no liq price
-        if (targetTotalPositionValueUSDC.lte(totalCollateralUSDC) && proposedMarketPosition.baseAssetAmount.gt(numericConstants_1.ZERO)) {
+        if (targetTotalPositionValueUSDC.lte(totalFreeCollateralUSDC) &&
+            proposedMarketPosition.baseAssetAmount.gt(numericConstants_1.ZERO)) {
             return new bn_js_1.default(-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(numericConstants_1.ZERO)) {
+        if (proposedMarketPositionValueUSDC.eq(numericConstants_1.ZERO)) {
             marginRatio = numericConstants_1.BN_MAX;
         }
         else {
             marginRatio = totalCollateralUSDC
                 .mul(numericConstants_1.TEN_THOUSAND)
-                .div(targetTotalPositionValueUSDC);
+                .div(proposedMarketPositionValueUSDC);
         }
         let liqRatio = numericConstants_1.FULL_LIQUIDATION_RATIO;
         if (partial) {
@@ -321,27 +339,6 @@ 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) {
@@ -358,6 +355,83 @@ class ClearingHouseUser {
         const liqPrice = currentPrice.mul(pctChange).div(numericConstants_1.TEN_THOUSAND);
         return liqPrice;
     }
+    /**
+     * Calculate the liquidation price of a position, with optional parameter to calculate the liquidation price after a trade
+     * @param targetMarket
+     * @param positionBaseSizeChange // change in position size to calculate liquidation price for : Precision 10^13
+     * @param partial
+     * @returns Precision : MARK_PRICE_PRECISION
+     */
+    liquidationPrice(targetMarket, positionBaseSizeChange = numericConstants_1.ZERO, partial = false) {
+        // solves formula for example calc below
+        /* example: assume BTC price is $40k (examine 10% up/down)
+            
+            if 10k deposit and levered 10x short BTC => BTC up $400 means:
+            1. higher base_asset_value (+$4k)
+            2. lower collateral (-$4k)
+            3. (10k - 4k)/(100k + 4k) => 6k/104k => .0576
+    
+            for 10x long, BTC down $400:
+            3. (10k - 4k) / (100k - 4k) = 6k/96k => .0625 */
+        const tc = this.getTotalCollateral();
+        const tpv = this.getTotalPositionValue();
+        const partialLev = 16;
+        const maintLev = 20;
+        const thisLev = partial ? new bn_js_1.default(partialLev) : new bn_js_1.default(maintLev);
+        // calculate the total position value ignoring any value from the target market of the trade
+        const totalCurrentPositionValueIgnoringTargetUSDC = this.getTotalPositionValueExcludingMarket(targetMarket.marketIndex);
+        const currentMarketPosition = this.getUserPosition(targetMarket.marketIndex) ||
+            this.getEmptyPosition(targetMarket.marketIndex);
+        const currentMarketPositionBaseSize = currentMarketPosition.baseAssetAmount;
+        const proposedBaseAssetAmount = currentMarketPositionBaseSize.add(positionBaseSizeChange);
+        // calculate position for current market after trade
+        const proposedMarketPosition = {
+            marketIndex: targetMarket.marketIndex,
+            baseAssetAmount: proposedBaseAssetAmount,
+            lastCumulativeFundingRate: currentMarketPosition.lastCumulativeFundingRate,
+            quoteAssetAmount: new bn_js_1.default(0),
+        };
+        const market = this.clearingHouse.getMarket(proposedMarketPosition.marketIndex);
+        const proposedMarketPositionValueUSDC = _1.calculateBaseAssetValue(market, proposedMarketPosition);
+        // total position value after trade
+        const targetTotalPositionValueUSDC = totalCurrentPositionValueIgnoringTargetUSDC.add(proposedMarketPositionValueUSDC);
+        let totalFreeCollateralUSDC = tc.sub(totalCurrentPositionValueIgnoringTargetUSDC
+            .mul(numericConstants_1.TEN_THOUSAND)
+            .div(this.getMaxLeverage('Maintenance')));
+        if (partial) {
+            totalFreeCollateralUSDC = tc.sub(totalCurrentPositionValueIgnoringTargetUSDC
+                .mul(numericConstants_1.TEN_THOUSAND)
+                .div(this.getMaxLeverage('Partial')));
+        }
+        let priceDelt;
+        if (currentMarketPositionBaseSize.lt(numericConstants_1.ZERO)) {
+            priceDelt = tc
+                .mul(thisLev)
+                .sub(tpv)
+                .mul(numericConstants_1.PRICE_TO_QUOTE_PRECISION)
+                .div(thisLev.add(new bn_js_1.default(1)));
+        }
+        else {
+            priceDelt = tc
+                .mul(thisLev)
+                .sub(tpv)
+                .mul(numericConstants_1.PRICE_TO_QUOTE_PRECISION)
+                .div(thisLev.sub(new bn_js_1.default(1)));
+        }
+        const currentPrice = _1.calculateMarkPrice(this.clearingHouse.getMarket(targetMarket.marketIndex));
+        // if the position value after the trade is less than total collateral, there is no liq price
+        if (targetTotalPositionValueUSDC.lte(totalFreeCollateralUSDC) &&
+            proposedMarketPosition.baseAssetAmount.gt(numericConstants_1.ZERO)) {
+            return new bn_js_1.default(-1);
+        }
+        if (proposedBaseAssetAmount.eq(numericConstants_1.ZERO))
+            return new bn_js_1.default(-1);
+        const eatMargin2 = priceDelt
+            .mul(numericConstants_1.AMM_RESERVE_PRECISION)
+            .div(proposedBaseAssetAmount);
+        const liqPrice = currentPrice.sub(eatMargin2);
+        return liqPrice;
+    }
     /**
      * Calculates the estimated liquidation price for a position after closing a quote amount of the position.
      * @param positionMarketIndex
@@ -365,7 +439,8 @@ class ClearingHouseUser {
      * @returns : Precision MARK_PRICE_PRECISION
      */
     liquidationPriceAfterClose(positionMarketIndex, closeQuoteAmount) {
-        const currentPosition = this.getUserPosition(positionMarketIndex);
+        const currentPosition = this.getUserPosition(positionMarketIndex) ||
+            this.getEmptyPosition(positionMarketIndex);
         const closeBaseAmount = currentPosition.baseAssetAmount
             .mul(closeQuoteAmount)
             .div(currentPosition.quoteAssetAmount)
@@ -379,31 +454,42 @@ class ClearingHouseUser {
     }
     /**
      * Get the maximum trade size for a given market, taking into account the user's current leverage, positions, collateral, etc.
+     *
+     * To Calculate Max Quote Available:
+     *
+     * Case 1: SameSide
+     * 	=> Remaining quote to get to maxLeverage
+     *
+     * Case 2: NOT SameSide && currentLeverage <= maxLeverage
+     * 	=> Current opposite position x2 + remaining to get to maxLeverage
+     *
+     * Case 3: NOT SameSide && currentLeverage > maxLeverage && otherPositions - currentPosition > maxLeverage
+     * 	=> strictly reduce current position size
+     *
+     * Case 4: NOT SameSide && currentLeverage > maxLeverage && otherPositions - currentPosition < maxLeverage
+     * 	=> current position + remaining to get to maxLeverage
+     *
      * @param marketIndex
      * @param tradeSide
      * @param userMaxLeverageSetting - leverage : Precision TEN_THOUSAND
      * @returns tradeSizeAllowed : Precision QUOTE_PRECISION
      */
     getMaxTradeSizeUSDC(targetMarketIndex, tradeSide, userMaxLeverageSetting) {
-        // inline function which get's the current position size on the opposite side of the target trade
-        const getOppositePositionValueUSDC = () => {
-            if (!currentPosition)
-                return numericConstants_1.ZERO;
-            const side = tradeSide === _1.PositionDirection.SHORT ? 'short' : 'long';
-            if (side === 'long' && (currentPosition === null || currentPosition === void 0 ? void 0 : currentPosition.baseAssetAmount.isNeg())) {
-                return this.getPositionValue(targetMarketIndex);
-            }
-            else if (side === 'short' &&
-                !(currentPosition === null || currentPosition === void 0 ? void 0 : currentPosition.baseAssetAmount.isNeg())) {
-                return this.getPositionValue(targetMarketIndex);
-            }
-            return numericConstants_1.ZERO;
-        };
-        const currentPosition = this.getUserPosition(targetMarketIndex);
+        const currentPosition = this.getUserPosition(targetMarketIndex) ||
+            this.getEmptyPosition(targetMarketIndex);
+        const targetSide = tradeSide === _1.PositionDirection.SHORT ? 'short' : 'long';
+        const currentPositionSide = (currentPosition === null || currentPosition === void 0 ? void 0 : currentPosition.baseAssetAmount.isNeg())
+            ? 'short'
+            : 'long';
+        const targettingSameSide = !currentPosition
+            ? true
+            : targetSide === currentPositionSide;
+        // add any position we have on the opposite side of the current trade, because we can "flip" the size of this position without taking any extra leverage.
+        const oppositeSizeValueUSDC = targettingSameSide
+            ? numericConstants_1.ZERO
+            : this.getPositionValue(targetMarketIndex);
         // get current leverage
         const currentLeverage = this.getLeverage();
-        // remaining leverage
-        // let remainingLeverage = userMaxLeverageSetting;
         const remainingLeverage = bn_js_1.default.max(userMaxLeverageSetting.sub(currentLeverage), numericConstants_1.ZERO);
         // get total collateral
         const totalCollateral = this.getTotalCollateral();
@@ -411,9 +497,43 @@ class ClearingHouseUser {
         let maxPositionSize = remainingLeverage
             .mul(totalCollateral)
             .div(numericConstants_1.TEN_THOUSAND);
-        // add any position we have on the opposite side of the current trade, because we can "flip" the size of this position without taking any extra leverage.
-        const oppositeSizeValueUSDC = getOppositePositionValueUSDC();
-        maxPositionSize = maxPositionSize.add(oppositeSizeValueUSDC);
+        if (userMaxLeverageSetting.sub(currentLeverage).gte(numericConstants_1.ZERO)) {
+            if (oppositeSizeValueUSDC.eq(numericConstants_1.ZERO)) {
+                // case 1 : Regular trade where current total position less than max, and no opposite position to account for
+                // do nothing
+            }
+            else {
+                // case 2 : trade where current total position less than max, but need to account for flipping the current position over to the other side
+                maxPositionSize = maxPositionSize.add(oppositeSizeValueUSDC.mul(new bn_js_1.default(2)));
+            }
+        }
+        else {
+            // current leverage is greater than max leverage - can only reduce position size
+            if (!targettingSameSide) {
+                const currentPositionQuoteSize = this.getPositionValue(targetMarketIndex);
+                const currentTotalQuoteSize = currentLeverage
+                    .mul(totalCollateral)
+                    .div(numericConstants_1.TEN_THOUSAND);
+                const otherPositionsTotalQuoteSize = currentTotalQuoteSize.sub(currentPositionQuoteSize);
+                const quoteValueOfMaxLeverage = userMaxLeverageSetting
+                    .mul(totalCollateral)
+                    .div(numericConstants_1.TEN_THOUSAND);
+                if (otherPositionsTotalQuoteSize
+                    .sub(currentPositionQuoteSize)
+                    .gte(quoteValueOfMaxLeverage)) {
+                    // case 3: Can only reduce the current position because it will still be greater than max leverage
+                    maxPositionSize = currentPositionQuoteSize;
+                }
+                else {
+                    // case 4: Can reduce the position, and then take extra remaining quote to get to max leverage
+                    const allowedQuoteSizeAfterClosingCurrentPosition = quoteValueOfMaxLeverage.sub(otherPositionsTotalQuoteSize);
+                    maxPositionSize = currentPositionQuoteSize.add(allowedQuoteSizeAfterClosingCurrentPosition);
+                }
+            }
+            else {
+                // do nothing if targetting same side
+            }
+        }
         // subtract oneMillionth of maxPositionSize
         // => to avoid rounding errors when taking max leverage
         const oneMilli = maxPositionSize.div(numericConstants_1.QUOTE_PRECISION);
@@ -428,9 +548,10 @@ class ClearingHouseUser {
      * @returns leverageRatio : Precision TEN_THOUSAND
      */
     accountLeverageRatioAfterTrade(targetMarketIndex, tradeQuoteAmount, tradeSide) {
-        const currentPosition = this.getUserPosition(targetMarketIndex);
-        let currentPositionQuoteAmount = currentPosition.quoteAssetAmount;
-        const currentSide = currentPosition.baseAssetAmount.isNeg()
+        const currentPosition = this.getUserPosition(targetMarketIndex) ||
+            this.getEmptyPosition(targetMarketIndex);
+        let currentPositionQuoteAmount = this.getPositionValue(targetMarketIndex);
+        const currentSide = currentPosition && currentPosition.baseAssetAmount.isNeg()
             ? _1.PositionDirection.SHORT
             : _1.PositionDirection.LONG;
         if (currentSide === _1.PositionDirection.SHORT)
@@ -441,11 +562,18 @@ class ClearingHouseUser {
             .add(tradeQuoteAmount)
             .abs();
         const totalPositionAfterTradeExcludingTargetMarket = this.getTotalPositionValueExcludingMarket(targetMarketIndex);
-        return currentMarketPositionAfterTrade
-            .add(totalPositionAfterTradeExcludingTargetMarket)
-            .abs()
-            .mul(numericConstants_1.TEN_THOUSAND)
-            .div(this.getTotalCollateral());
+        const totalCollateral = this.getTotalCollateral();
+        if (totalCollateral.gt(numericConstants_1.ZERO)) {
+            const newLeverage = currentMarketPositionAfterTrade
+                .add(totalPositionAfterTradeExcludingTargetMarket)
+                .abs()
+                .mul(numericConstants_1.TEN_THOUSAND)
+                .div(totalCollateral);
+            return newLeverage;
+        }
+        else {
+            return new bn_js_1.default(0);
+        }
     }
     /**
      * Calculates how much fee will be taken for a given sized trade
@@ -464,11 +592,11 @@ class ClearingHouseUser {
      * @returns positionValue : Precision QUOTE_PRECISION
      */
     getTotalPositionValueExcludingMarket(marketToIgnore) {
-        const currentMarketPosition = this.getUserPosition(marketToIgnore);
+        const currentMarketPosition = this.getUserPosition(marketToIgnore) ||
+            this.getEmptyPosition(marketToIgnore);
         let currentMarketPositionValueUSDC = numericConstants_1.ZERO;
         if (currentMarketPosition) {
-            const market = this.clearingHouse.getMarket(currentMarketPosition.marketIndex);
-            currentMarketPositionValueUSDC = _1.calculateBaseAssetValue(market, currentMarketPosition);
+            currentMarketPositionValueUSDC = this.getPositionValue(marketToIgnore);
         }
         return this.getTotalPositionValue().sub(currentMarketPositionValueUSDC);
     }

package/lib/constants/markets.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"markets.d.ts","sourceRoot":"","sources":["../../src/constants/markets.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,OAAO,CAAC;AAEvB,aAAK,MAAM,GAAG;IACb,MAAM,EAAE,MAAM,CAAC;IACf,eAAe,EAAE,MAAM,CAAC;IACxB,WAAW,EAAE,EAAE,CAAC;IAChB,gBAAgB,EAAE,MAAM,CAAC;IACzB,iBAAiB,EAAE,MAAM,CAAC;CAC1B,CAAC;AAEF,eAAO,MAAM,OAAO,EAAE,MAAM,EA6B3B,CAAC"}
+{"version":3,"file":"markets.d.ts","sourceRoot":"","sources":["../../src/constants/markets.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,OAAO,CAAC;AAEvB,aAAK,MAAM,GAAG;IACb,MAAM,EAAE,MAAM,CAAC;IACf,eAAe,EAAE,MAAM,CAAC;IACxB,WAAW,EAAE,EAAE,CAAC;IAChB,gBAAgB,EAAE,MAAM,CAAC;IACzB,iBAAiB,EAAE,MAAM,CAAC;CAC1B,CAAC;AAEF,eAAO,MAAM,OAAO,EAAE,MAAM,EAkD3B,CAAC"}

package/lib/constants/markets.js

@@ -34,4 +34,25 @@ exports.Markets = [
         devnetPythOracle: '8PugCXTAHLM9kfLSQWe2njE5pzAgUdpPk3Nx5zSm7BD3',
         mainnetPythOracle: '5bmWuR1dgP4avtGYMNKLuxumZTVKGgoN2BCMXWDNL9nY',
     },
+    {
+        symbol: 'AVAX-PERP',
+        baseAssetSymbol: 'AVAX',
+        marketIndex: new bn_js_1.default(4),
+        devnetPythOracle: 'FVb5h1VmHPfVb1RfqZckchq18GxRv4iKt8T4eVTQAqdz',
+        mainnetPythOracle: 'Ax9ujW5B9oqcv59N8m6f1BpTBq2rGeGaBcpKjC5UYsXU',
+    },
+    {
+        symbol: 'BNB-PERP',
+        baseAssetSymbol: 'BNB',
+        marketIndex: new bn_js_1.default(5),
+        devnetPythOracle: 'GwzBgrXb4PG59zjce24SF2b9JXbLEjJJTBkmytuEZj1b',
+        mainnetPythOracle: '4CkQJBxhU8EZ2UjhigbtdaPbpTe6mqf811fipYBFbSYN',
+    },
+    {
+        symbol: 'MATIC-PERP',
+        baseAssetSymbol: 'MATIC',
+        marketIndex: new bn_js_1.default(6),
+        devnetPythOracle: 'FBirwuDFuRAu4iSGc7RGxN5koHB7EJM1wbCmyPuQoGur',
+        mainnetPythOracle: '7KVswB9vkCgeM3SHP7aGDijvdRAHK8P5wi9JXViCrtYh',
+    },
 ];

package/lib/constants/numericConstants.d.ts

@@ -13,4 +13,5 @@ export declare const PEG_PRECISION: BN;
 export declare const AMM_RESERVE_PRECISION: BN;
 export declare const AMM_TO_QUOTE_PRECISION_RATIO: BN;
 export declare const PRICE_TO_QUOTE_PRECISION: BN;
+export declare const AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO: BN;
 //# sourceMappingURL=numericConstants.d.ts.map

package/lib/constants/numericConstants.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"numericConstants.d.ts","sourceRoot":"","sources":["../../src/constants/numericConstants.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,OAAO,CAAC;AAEvB,eAAO,MAAM,IAAI,IAAY,CAAC;AAC9B,eAAO,MAAM,GAAG,IAAY,CAAC;AAC7B,eAAO,MAAM,YAAY,IAAgB,CAAC;AAC1C,eAAO,MAAM,MAAM,IAAkC,CAAC;AAEtD,eAAO,MAAM,YAAY,IAAY,CAAC;AACtC,eAAO,MAAM,sBAAsB,IAAc,CAAC;AAClD,eAAO,MAAM,yBAAyB,IAAc,CAAC;AAErD,eAAO,MAAM,eAAe,IAAkB,CAAC;AAC/C,eAAO,MAAM,oBAAoB,IAAmB,CAAC;AACrD,eAAO,MAAM,yBAAyB,IAAgB,CAAC;AACvD,eAAO,MAAM,aAAa,IAAe,CAAC;AAE1C,eAAO,MAAM,qBAAqB,IAAmB,CAAC;AACtD,eAAO,MAAM,4BAA4B,IACE,CAAC;AAC5C,eAAO,MAAM,wBAAwB,IACK,CAAC"}
+{"version":3,"file":"numericConstants.d.ts","sourceRoot":"","sources":["../../src/constants/numericConstants.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,MAAM,OAAO,CAAC;AAEvB,eAAO,MAAM,IAAI,IAAY,CAAC;AAC9B,eAAO,MAAM,GAAG,IAAY,CAAC;AAC7B,eAAO,MAAM,YAAY,IAAgB,CAAC;AAC1C,eAAO,MAAM,MAAM,IAAkC,CAAC;AAEtD,eAAO,MAAM,YAAY,IAAY,CAAC;AACtC,eAAO,MAAM,sBAAsB,IAAc,CAAC;AAClD,eAAO,MAAM,yBAAyB,IAAc,CAAC;AAErD,eAAO,MAAM,eAAe,IAAkB,CAAC;AAC/C,eAAO,MAAM,oBAAoB,IAAmB,CAAC;AACrD,eAAO,MAAM,yBAAyB,IAAgB,CAAC;AACvD,eAAO,MAAM,aAAa,IAAe,CAAC;AAE1C,eAAO,MAAM,qBAAqB,IAAmB,CAAC;AACtD,eAAO,MAAM,4BAA4B,IACE,CAAC;AAC5C,eAAO,MAAM,wBAAwB,IACK,CAAC;AAC3C,eAAO,MAAM,sCAAsC,IACW,CAAC"}

package/lib/constants/numericConstants.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.PRICE_TO_QUOTE_PRECISION = exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION = exports.PEG_PRECISION = exports.FUNDING_PAYMENT_PRECISION = exports.MARK_PRICE_PRECISION = exports.QUOTE_PRECISION = exports.PARTIAL_LIQUIDATION_RATIO = exports.FULL_LIQUIDATION_RATIO = exports.MAX_LEVERAGE = exports.BN_MAX = exports.TEN_THOUSAND = exports.ONE = exports.ZERO = void 0;
+exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.PRICE_TO_QUOTE_PRECISION = exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION = exports.PEG_PRECISION = exports.FUNDING_PAYMENT_PRECISION = exports.MARK_PRICE_PRECISION = exports.QUOTE_PRECISION = exports.PARTIAL_LIQUIDATION_RATIO = exports.FULL_LIQUIDATION_RATIO = exports.MAX_LEVERAGE = exports.BN_MAX = exports.TEN_THOUSAND = exports.ONE = exports.ZERO = void 0;
 const bn_js_1 = __importDefault(require("bn.js"));
 exports.ZERO = new bn_js_1.default(0);
 exports.ONE = new bn_js_1.default(1);
@@ -19,3 +19,4 @@ exports.PEG_PRECISION = new bn_js_1.default(1000);
 exports.AMM_RESERVE_PRECISION = new bn_js_1.default(Math.pow(10, 13));
 exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.div(exports.QUOTE_PRECISION); // 10^7
 exports.PRICE_TO_QUOTE_PRECISION = exports.MARK_PRICE_PRECISION.div(exports.QUOTE_PRECISION);
+exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.mul(exports.PEG_PRECISION).div(exports.QUOTE_PRECISION); // 10^10

package/lib/examples/makeTradeExample.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"makeTradeExample.d.ts","sourceRoot":"","sources":["../../src/examples/makeTradeExample.ts"],"names":[],"mappings":"AAEA,OAAO,EAAuB,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAcjE,eAAO,MAAM,eAAe,gBACd,MAAM,cACP,MAAM,KAChB,QAAQ,SAAS,CAOnB,CAAC"}
+{"version":3,"file":"makeTradeExample.d.ts","sourceRoot":"","sources":["../../src/examples/makeTradeExample.ts"],"names":[],"mappings":"AAGA,OAAO,EAAuB,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAcjE,eAAO,MAAM,eAAe,gBACd,MAAM,cACP,MAAM,KAChB,QAAQ,SAAS,CAOnB,CAAC"}