@drift-labs/sdk 0.2.0-master.0 → 0.2.0-master.11

package/lib/admin.d.ts

@@ -5,8 +5,8 @@ import { BN } from '@project-serum/anchor';
 import { ClearingHouse } from './clearingHouse';
 export declare class Admin extends ClearingHouse {
     initialize(usdcMint: PublicKey, adminControlsPrices: boolean): Promise<[TransactionSignature]>;
-    initializeBank(mint: PublicKey, optimalUtilization: BN, optimalRate: BN, maxRate: BN, oracle: PublicKey, oracleSource: OracleSource, initialAssetWeight: BN, maintenanceAssetWeight: BN, initialLiabilityWeight: BN, maintenanceLiabilityWeight: BN): Promise<TransactionSignature>;
-    initializeMarket(priceOracle: PublicKey, baseAssetReserve: BN, quoteAssetReserve: BN, periodicity: BN, pegMultiplier?: BN, oracleSource?: OracleSource, marginRatioInitial?: number, marginRatioPartial?: number, marginRatioMaintenance?: number): Promise<TransactionSignature>;
+    initializeBank(mint: PublicKey, optimalUtilization: BN, optimalRate: BN, maxRate: BN, oracle: PublicKey, oracleSource: OracleSource, initialAssetWeight: BN, maintenanceAssetWeight: BN, initialLiabilityWeight: BN, maintenanceLiabilityWeight: BN, imfFactor?: BN, liquidationFee?: BN): Promise<TransactionSignature>;
+    initializeMarket(priceOracle: PublicKey, baseAssetReserve: BN, quoteAssetReserve: BN, periodicity: BN, pegMultiplier?: BN, oracleSource?: OracleSource, marginRatioInitial?: number, marginRatioMaintenance?: number, liquidationFee?: BN): Promise<TransactionSignature>;
     moveAmmPrice(baseAssetReserve: BN, quoteAssetReserve: BN, marketIndex: BN): Promise<TransactionSignature>;
     updateK(sqrtK: BN, marketIndex: BN): Promise<TransactionSignature>;
     moveAmmToPrice(marketIndex: BN, targetPrice: BN): Promise<TransactionSignature>;
@@ -14,12 +14,13 @@ export declare class Admin extends ClearingHouse {
     updateAmmOracleTwap(marketIndex: BN): Promise<TransactionSignature>;
     resetAmmOracleTwap(marketIndex: BN): Promise<TransactionSignature>;
     withdrawFromInsuranceVault(amount: BN, recipient: PublicKey): Promise<TransactionSignature>;
-    withdrawFees(marketIndex: BN, amount: BN, recipient: PublicKey): Promise<TransactionSignature>;
+    withdrawFromMarketToInsuranceVault(marketIndex: BN, amount: BN, recipient: PublicKey): Promise<TransactionSignature>;
     withdrawFromInsuranceVaultToMarket(marketIndex: BN, amount: BN): Promise<TransactionSignature>;
     updateAdmin(admin: PublicKey): Promise<TransactionSignature>;
     updateCurveUpdateIntensity(marketIndex: BN, curveUpdateIntensity: number): Promise<TransactionSignature>;
-    updateMarginRatio(marketIndex: BN, marginRatioInitial: number, marginRatioPartial: number, marginRatioMaintenance: number): Promise<TransactionSignature>;
+    updateMarginRatio(marketIndex: BN, marginRatioInitial: number, marginRatioMaintenance: number): Promise<TransactionSignature>;
     updateMarketBaseSpread(marketIndex: BN, baseSpread: number): Promise<TransactionSignature>;
+    updateMarketMaxSpread(marketIndex: BN, maxSpread: number): Promise<TransactionSignature>;
     updatePartialLiquidationClosePercentage(numerator: BN, denominator: BN): Promise<TransactionSignature>;
     updatePartialLiquidationPenaltyPercentage(numerator: BN, denominator: BN): Promise<TransactionSignature>;
     updateFullLiquidationPenaltyPercentage(numerator: BN, denominator: BN): Promise<TransactionSignature>;
@@ -37,5 +38,7 @@ export declare class Admin extends ClearingHouse {
     updateFundingPaused(fundingPaused: boolean): Promise<TransactionSignature>;
     updateExchangePaused(exchangePaused: boolean): Promise<TransactionSignature>;
     disableAdminControlsPrices(): Promise<TransactionSignature>;
-    updateOrderAuctionTime(time: BN | number): Promise<TransactionSignature>;
+    updateAuctionDuration(minDuration: BN | number, maxDuration: BN | number): Promise<TransactionSignature>;
+    updateMaxBaseAssetAmountRatio(marketIndex: BN, maxBaseAssetAmountRatio: number): Promise<TransactionSignature>;
+    updateMaxSlippageRatio(marketIndex: BN, maxSlippageRatio: number): Promise<TransactionSignature>;
 }

package/lib/admin.js

@@ -58,12 +58,12 @@ class Admin extends clearingHouse_1.ClearingHouse {
         const { txSig: initializeTxSig } = await this.txSender.send(initializeTx, [], this.opts);
         return [initializeTxSig];
     }
-    async initializeBank(mint, optimalUtilization, optimalRate, maxRate, oracle, oracleSource, initialAssetWeight, maintenanceAssetWeight, initialLiabilityWeight, maintenanceLiabilityWeight) {
+    async initializeBank(mint, optimalUtilization, optimalRate, maxRate, oracle, oracleSource, initialAssetWeight, maintenanceAssetWeight, initialLiabilityWeight, maintenanceLiabilityWeight, imfFactor = new anchor_1.BN(0), liquidationFee = numericConstants_1.ZERO) {
         const bankIndex = this.getStateAccount().numberOfBanks;
         const bank = await (0, pda_1.getBankPublicKey)(this.program.programId, bankIndex);
         const bankVault = await (0, pda_1.getBankVaultPublicKey)(this.program.programId, bankIndex);
         const bankVaultAuthority = await (0, pda_1.getBankVaultAuthorityPublicKey)(this.program.programId, bankIndex);
-        const initializeTx = await this.program.transaction.initializeBank(optimalUtilization, optimalRate, maxRate, oracleSource, initialAssetWeight, maintenanceAssetWeight, initialLiabilityWeight, maintenanceLiabilityWeight, {
+        const initializeTx = await this.program.transaction.initializeBank(optimalUtilization, optimalRate, maxRate, oracleSource, initialAssetWeight, maintenanceAssetWeight, initialLiabilityWeight, maintenanceLiabilityWeight, imfFactor, liquidationFee, {
             accounts: {
                 admin: this.wallet.publicKey,
                 state: await this.getStatePublicKey(),
@@ -85,9 +85,9 @@ class Admin extends clearingHouse_1.ClearingHouse {
         });
         return txSig;
     }
-    async initializeMarket(priceOracle, baseAssetReserve, quoteAssetReserve, periodicity, pegMultiplier = numericConstants_1.PEG_PRECISION, oracleSource = types_1.OracleSource.PYTH, marginRatioInitial = 2000, marginRatioPartial = 625, marginRatioMaintenance = 500) {
+    async initializeMarket(priceOracle, baseAssetReserve, quoteAssetReserve, periodicity, pegMultiplier = numericConstants_1.PEG_PRECISION, oracleSource = types_1.OracleSource.PYTH, marginRatioInitial = 2000, marginRatioMaintenance = 500, liquidationFee = numericConstants_1.ZERO) {
         const marketPublicKey = await (0, pda_1.getMarketPublicKey)(this.program.programId, this.getStateAccount().numberOfMarkets);
-        const initializeMarketTx = await this.program.transaction.initializeMarket(baseAssetReserve, quoteAssetReserve, periodicity, pegMultiplier, oracleSource, marginRatioInitial, marginRatioPartial, marginRatioMaintenance, {
+        const initializeMarketTx = await this.program.transaction.initializeMarket(baseAssetReserve, quoteAssetReserve, periodicity, pegMultiplier, oracleSource, marginRatioInitial, marginRatioMaintenance, liquidationFee, {
             accounts: {
                 state: await this.getStatePublicKey(),
                 admin: this.wallet.publicKey,
@@ -177,10 +177,12 @@ class Admin extends clearingHouse_1.ClearingHouse {
     }
     async withdrawFromInsuranceVault(amount, recipient) {
         const state = await this.getStateAccount();
+        const bank = this.getQuoteAssetBankAccount();
         return await this.program.rpc.withdrawFromInsuranceVault(amount, {
             accounts: {
                 admin: this.wallet.publicKey,
                 state: await this.getStatePublicKey(),
+                bank: bank.pubkey,
                 insuranceVault: state.insuranceVault,
                 insuranceVaultAuthority: state.insuranceVaultAuthority,
                 recipient: recipient,
@@ -188,10 +190,10 @@ class Admin extends clearingHouse_1.ClearingHouse {
             },
         });
     }
-    async withdrawFees(marketIndex, amount, recipient) {
+    async withdrawFromMarketToInsuranceVault(marketIndex, amount, recipient) {
         const marketPublicKey = await (0, pda_1.getMarketPublicKey)(this.program.programId, marketIndex);
         const bank = this.getQuoteAssetBankAccount();
-        return await this.program.rpc.withdrawFees(amount, {
+        return await this.program.rpc.withdrawFromMarketToInsuranceVault(amount, {
             accounts: {
                 admin: this.wallet.publicKey,
                 state: await this.getStatePublicKey(),
@@ -206,6 +208,7 @@ class Admin extends clearingHouse_1.ClearingHouse {
     }
     async withdrawFromInsuranceVaultToMarket(marketIndex, amount) {
         const state = await this.getStateAccount();
+        const bank = this.getQuoteAssetBankAccount();
         return await this.program.rpc.withdrawFromInsuranceVaultToMarket(amount, {
             accounts: {
                 admin: this.wallet.publicKey,
@@ -213,7 +216,9 @@ class Admin extends clearingHouse_1.ClearingHouse {
                 market: await (0, pda_1.getMarketPublicKey)(this.program.programId, marketIndex),
                 insuranceVault: state.insuranceVault,
                 insuranceVaultAuthority: state.insuranceVaultAuthority,
-                bankVault: this.getQuoteAssetBankAccount().vault,
+                bank: bank.pubkey,
+                bankVault: bank.vault,
+                bankVaultAuthority: bank.vaultAuthority,
                 tokenProgram: spl_token_1.TOKEN_PROGRAM_ID,
             },
         });
@@ -237,8 +242,8 @@ class Admin extends clearingHouse_1.ClearingHouse {
             },
         });
     }
-    async updateMarginRatio(marketIndex, marginRatioInitial, marginRatioPartial, marginRatioMaintenance) {
-        return await this.program.rpc.updateMarginRatio(marginRatioInitial, marginRatioPartial, marginRatioMaintenance, {
+    async updateMarginRatio(marketIndex, marginRatioInitial, marginRatioMaintenance) {
+        return await this.program.rpc.updateMarginRatio(marginRatioInitial, marginRatioMaintenance, {
             accounts: {
                 admin: this.wallet.publicKey,
                 state: await this.getStatePublicKey(),
@@ -255,6 +260,15 @@ class Admin extends clearingHouse_1.ClearingHouse {
             },
         });
     }
+    async updateMarketMaxSpread(marketIndex, maxSpread) {
+        return await this.program.rpc.updateMarketMaxSpread(maxSpread, {
+            accounts: {
+                admin: this.wallet.publicKey,
+                state: await this.getStatePublicKey(),
+                market: await (0, pda_1.getMarketPublicKey)(this.program.programId, marketIndex),
+            },
+        });
+    }
     async updatePartialLiquidationClosePercentage(numerator, denominator) {
         return await this.program.rpc.updatePartialLiquidationClosePercentage(numerator, denominator, {
             accounts: {
@@ -394,11 +408,29 @@ class Admin extends clearingHouse_1.ClearingHouse {
             },
         });
     }
-    async updateOrderAuctionTime(time) {
-        return await this.program.rpc.updateOrderAuctionTime(typeof time === 'number' ? time : time.toNumber, {
+    async updateAuctionDuration(minDuration, maxDuration) {
+        return await this.program.rpc.updateAuctionDuration(typeof minDuration === 'number' ? minDuration : minDuration.toNumber(), typeof maxDuration === 'number' ? maxDuration : maxDuration.toNumber(), {
+            accounts: {
+                admin: this.wallet.publicKey,
+                state: await this.getStatePublicKey(),
+            },
+        });
+    }
+    async updateMaxBaseAssetAmountRatio(marketIndex, maxBaseAssetAmountRatio) {
+        return await this.program.rpc.updateMaxBaseAssetAmountRatio(maxBaseAssetAmountRatio, {
+            accounts: {
+                admin: this.wallet.publicKey,
+                state: await this.getStatePublicKey(),
+                market: this.getMarketAccount(marketIndex).pubkey,
+            },
+        });
+    }
+    async updateMaxSlippageRatio(marketIndex, maxSlippageRatio) {
+        return await this.program.rpc.updateMaxSlippageRatio(maxSlippageRatio, {
             accounts: {
                 admin: this.wallet.publicKey,
                 state: await this.getStatePublicKey(),
+                market: this.getMarketAccount(marketIndex).pubkey,
             },
         });
     }

package/lib/clearingHouse.d.ts

@@ -1,9 +1,9 @@
 /// <reference types="node" />
 /// <reference types="bn.js" />
 import { AnchorProvider, BN, Program } from '@project-serum/anchor';
-import { StateAccount, IWallet, PositionDirection, UserAccount, MarketAccount, OrderParams, Order, BankAccount, UserBankBalance, MakerInfo } from './types';
+import { StateAccount, IWallet, PositionDirection, UserAccount, MarketAccount, OrderParams, Order, BankAccount, UserBankBalance, MakerInfo, TakerInfo, OptionalOrderParams } from './types';
 import { Connection, PublicKey, TransactionSignature, ConfirmOptions, TransactionInstruction, AccountMeta } from '@solana/web3.js';
-import { MockUSDCFaucet } from './mockUSDCFaucet';
+import { TokenFaucet } from './tokenFaucet';
 import { EventEmitter } from 'events';
 import StrictEventEmitter from 'strict-event-emitter-types';
 import { ClearingHouseAccountSubscriber, ClearingHouseAccountEvents, DataAndSlot } from './accounts/types';
@@ -87,7 +87,7 @@ export declare class ClearingHouse {
      * @returns
      */
     initializeUserAccountAndDepositCollateral(amount: BN, userTokenAccount: PublicKey, bankIndex?: BN, userId?: number, name?: string, fromUserId?: number): Promise<[TransactionSignature, PublicKey]>;
-    initializeUserAccountForDevnet(userId: number, name: string, mockUSDCFaucet: MockUSDCFaucet, amount: BN): Promise<[TransactionSignature, PublicKey]>;
+    initializeUserAccountForDevnet(userId: number, name: string, bankIndex: BN, tokenFaucet: TokenFaucet, amount: BN): Promise<[TransactionSignature, PublicKey]>;
     withdraw(amount: BN, bankIndex: BN, userTokenAccount: PublicKey, reduceOnly?: boolean): Promise<TransactionSignature>;
     getWithdrawIx(amount: BN, bankIndex: BN, userTokenAccount: PublicKey, reduceOnly?: boolean): Promise<TransactionInstruction>;
     transferDeposit(amount: BN, bankIndex: BN, fromUserId: number, toUserId: number): Promise<TransactionSignature>;
@@ -95,24 +95,23 @@ export declare class ClearingHouse {
     updateBankCumulativeInterest(bankIndex: BN): Promise<TransactionSignature>;
     updateBankCumulativeInterestIx(bankIndex: BN): Promise<TransactionInstruction>;
     openPosition(direction: PositionDirection, amount: BN, marketIndex: BN, limitPrice?: BN): Promise<TransactionSignature>;
-    placeOrder(orderParams: OrderParams): Promise<TransactionSignature>;
-    getPlaceOrderIx(orderParams: OrderParams): Promise<TransactionInstruction>;
-    expireOrders(userAccountPublicKey: PublicKey): Promise<TransactionSignature>;
-    getExpireOrdersIx(userAccountPublicKey: PublicKey): Promise<TransactionInstruction>;
+    placeOrder(orderParams: OptionalOrderParams): Promise<TransactionSignature>;
+    getOrderParams(optionalOrderParams: OptionalOrderParams): OrderParams;
+    getPlaceOrderIx(orderParams: OptionalOrderParams): Promise<TransactionInstruction>;
     updateAMMs(marketIndexes: BN[]): Promise<TransactionSignature>;
     getUpdateAMMsIx(marketIndexes: BN[]): Promise<TransactionInstruction>;
-    cancelOrder(orderId: BN): Promise<TransactionSignature>;
-    getCancelOrderIx(orderId: BN): Promise<TransactionInstruction>;
+    cancelOrder(orderId?: BN): Promise<TransactionSignature>;
+    getCancelOrderIx(orderId?: BN): Promise<TransactionInstruction>;
     cancelOrderByUserId(userOrderId: number): Promise<TransactionSignature>;
     getCancelOrderByUserIdIx(userOrderId: number): Promise<TransactionInstruction>;
-    cancelAllOrders(bestEffort?: boolean): Promise<TransactionSignature>;
-    getCancelAllOrdersIx(bestEffort?: boolean): Promise<TransactionInstruction>;
-    cancelOrdersByMarketAndSide(bestEffort?: boolean, marketIndexOnly?: BN, directionOnly?: PositionDirection): Promise<TransactionSignature>;
-    getCancelOrdersByMarketAndSideIx(bestEffort?: boolean, marketIndexOnly?: BN, directionOnly?: PositionDirection): Promise<TransactionInstruction>;
-    fillOrder(userAccountPublicKey: PublicKey, user: UserAccount, order: Order, makerInfo?: MakerInfo): Promise<TransactionSignature>;
+    fillOrder(userAccountPublicKey: PublicKey, user: UserAccount, order?: Order, makerInfo?: MakerInfo): Promise<TransactionSignature>;
     getFillOrderIx(userAccountPublicKey: PublicKey, userAccount: UserAccount, order: Order, makerInfo?: MakerInfo): Promise<TransactionInstruction>;
-    placeAndTake(orderParams: OrderParams, makerInfo?: MakerInfo): Promise<TransactionSignature>;
-    getPlaceAndTakeIx(orderParams: OrderParams, makerInfo?: MakerInfo): Promise<TransactionInstruction>;
+    triggerOrder(userAccountPublicKey: PublicKey, user: UserAccount, order: Order): Promise<TransactionSignature>;
+    getTriggerOrderIx(userAccountPublicKey: PublicKey, userAccount: UserAccount, order: Order): Promise<TransactionInstruction>;
+    placeAndTake(orderParams: OptionalOrderParams, makerInfo?: MakerInfo): Promise<TransactionSignature>;
+    getPlaceAndTakeIx(orderParams: OptionalOrderParams, makerInfo?: MakerInfo): Promise<TransactionInstruction>;
+    placeAndMake(orderParams: OptionalOrderParams, takerInfo: TakerInfo): Promise<TransactionSignature>;
+    getPlaceAndMakeIx(orderParams: OptionalOrderParams, takerInfo: TakerInfo): Promise<TransactionInstruction>;
     /**
      * 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
@@ -125,8 +124,19 @@ export declare class ClearingHouse {
     }[], marketIndex: BN): Promise<TransactionSignature>;
     settlePNL(settleeUserAccountPublicKey: PublicKey, settleeUserAccount: UserAccount, marketIndex: BN): Promise<TransactionSignature>;
     settlePNLIx(settleeUserAccountPublicKey: PublicKey, settleeUserAccount: UserAccount, marketIndex: BN): Promise<TransactionInstruction>;
-    liquidate(liquidateeUserAccountPublicKey: PublicKey): Promise<TransactionSignature>;
-    getLiquidateIx(liquidateeUserAccountPublicKey: PublicKey): Promise<TransactionInstruction>;
+    liquidatePerp(userAccountPublicKey: PublicKey, userAccount: UserAccount, marketIndex: BN, maxBaseAssetAmount: BN): Promise<TransactionSignature>;
+    getLiquidatePerpIx(userAccountPublicKey: PublicKey, userAccount: UserAccount, marketIndex: BN, maxBaseAssetAmount: BN): Promise<TransactionInstruction>;
+    liquidateBorrow(userAccountPublicKey: PublicKey, userAccount: UserAccount, assetBankIndex: BN, liabilityBankIndex: BN, maxLiabilityTransfer: BN): Promise<TransactionSignature>;
+    getLiquidateBorrowIx(userAccountPublicKey: PublicKey, userAccount: UserAccount, assetBankIndex: BN, liabilityBankIndex: BN, maxLiabilityTransfer: BN): Promise<TransactionInstruction>;
+    liquidateBorrowForPerpPnl(userAccountPublicKey: PublicKey, userAccount: UserAccount, perpMarketIndex: BN, liabilityBankIndex: BN, maxLiabilityTransfer: BN): Promise<TransactionSignature>;
+    getLiquidateBorrowForPerpPnlIx(userAccountPublicKey: PublicKey, userAccount: UserAccount, perpMarketIndex: BN, liabilityBankIndex: BN, maxLiabilityTransfer: BN): Promise<TransactionInstruction>;
+    liquidatePerpPnlForDeposit(userAccountPublicKey: PublicKey, userAccount: UserAccount, perpMarketIndex: BN, assetBankIndex: BN, maxPnlTransfer: BN): Promise<TransactionSignature>;
+    getLiquidatePerpPnlForDepositIx(userAccountPublicKey: PublicKey, userAccount: UserAccount, perpMarketIndex: BN, assetBankIndex: BN, maxPnlTransfer: BN): Promise<TransactionInstruction>;
+    getRemainingAccountsForLiquidation(params: {
+        userAccount: UserAccount;
+        writableMarketIndex?: BN;
+        writableBankIndexes?: BN[];
+    }): AccountMeta[];
     updateFundingRate(oracle: PublicKey, marketIndex: BN): Promise<TransactionSignature>;
     getUpdateFundingRateIx(oracle: PublicKey, marketIndex: BN): Promise<TransactionInstruction>;
     settleFundingPayment(userAccount: PublicKey): Promise<TransactionSignature>;