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

package/lib/clearingHouseUser.d.ts

@@ -63,7 +63,7 @@ export declare class ClearingHouseUser {
     /**
      * @returns The partial margin requirement in USDC. : QUOTE_PRECISION
      */
-    getPartialMarginRequirement(): BN;
+    getMaintenanceMarginRequirement(): BN;
     /**
      * calculates unrealized position price pnl
      * @returns : Precision QUOTE_PRECISION
@@ -132,7 +132,7 @@ export declare class ClearingHouseUser {
      * @param partial
      * @returns Precision : MARK_PRICE_PRECISION
      */
-    liquidationPrice(marketPosition: Pick<UserPosition, 'marketIndex'>, positionBaseSizeChange?: BN, partial?: boolean): BN;
+    liquidationPrice(marketPosition: Pick<UserPosition, 'marketIndex'>, positionBaseSizeChange?: BN): BN;
     /**
      * Calculates the estimated liquidation price for a position after closing a quote amount of the position.
      * @param positionMarketIndex

package/lib/clearingHouseUser.js

@@ -126,12 +126,12 @@ class ClearingHouseUser {
     /**
      * @returns The partial margin requirement in USDC. : QUOTE_PRECISION
      */
-    getPartialMarginRequirement() {
+    getMaintenanceMarginRequirement() {
         return this.getUserAccount()
             .positions.reduce((marginRequirement, marketPosition) => {
             const market = this.clearingHouse.getMarketAccount(marketPosition.marketIndex);
             return marginRequirement.add((0, _1.calculateBaseAssetValue)(market, marketPosition, this.getOracleDataForMarket(market.marketIndex))
-                .mul(new _1.BN(market.marginRatioPartial))
+                .mul(new _1.BN(market.marginRatioMaintenance))
                 .div(numericConstants_1.MARGIN_PRECISION));
         }, numericConstants_1.ZERO)
             .add(this.getTotalLiability());
@@ -319,9 +319,6 @@ class ClearingHouseUser {
             case 'Maintenance':
                 marginRatioCategory = market.marginRatioMaintenance;
                 break;
-            case 'Partial':
-                marginRatioCategory = market.marginRatioPartial;
-                break;
             default:
                 marginRatioCategory = market.marginRatioInitial;
                 break;
@@ -342,7 +339,7 @@ class ClearingHouseUser {
     }
     canBeLiquidated() {
         const totalCollateral = this.getTotalCollateral();
-        const partialMaintenanceRequirement = this.getPartialMarginRequirement();
+        const partialMaintenanceRequirement = this.getMaintenanceMarginRequirement();
         const marginRatio = this.getMarginRatio();
         const canLiquidate = totalCollateral.lt(partialMaintenanceRequirement);
         return [canLiquidate, marginRatio];
@@ -372,7 +369,7 @@ class ClearingHouseUser {
      * @param partial
      * @returns Precision : MARK_PRICE_PRECISION
      */
-    liquidationPrice(marketPosition, positionBaseSizeChange = numericConstants_1.ZERO, partial = false) {
+    liquidationPrice(marketPosition, positionBaseSizeChange = numericConstants_1.ZERO) {
         // solves formula for example canBeLiquidated below
         /* example: assume BTC price is $40k (examine 10% up/down)
 
@@ -413,9 +410,7 @@ class ClearingHouseUser {
                 const market = this.clearingHouse.getMarketAccount(position.marketIndex);
                 const positionValue = (0, _1.calculateBaseAssetValue)(market, position, this.getOracleDataForMarket(market.marketIndex));
                 const marketMarginRequirement = positionValue
-                    .mul(partial
-                    ? new _1.BN(market.marginRatioPartial)
-                    : new _1.BN(market.marginRatioMaintenance))
+                    .mul(new _1.BN(market.marginRatioMaintenance))
                     .div(numericConstants_1.MARGIN_PRECISION);
                 totalMarginRequirement = totalMarginRequirement.add(marketMarginRequirement);
             }
@@ -428,14 +423,10 @@ class ClearingHouseUser {
             return new _1.BN(-1);
         }
         const marginRequirementAfterTrade = marginRequirementExcludingTargetMarket.add(proposedMarketPositionValue
-            .mul(partial
-            ? new _1.BN(market.marginRatioPartial)
-            : new _1.BN(market.marginRatioMaintenance))
+            .mul(new _1.BN(market.marginRatioMaintenance))
             .div(numericConstants_1.MARGIN_PRECISION));
         const freeCollateralAfterTrade = totalCollateral.sub(marginRequirementAfterTrade);
-        const marketMaxLeverage = partial
-            ? this.getMaxLeverage(proposedMarketPosition.marketIndex, 'Partial')
-            : this.getMaxLeverage(proposedMarketPosition.marketIndex, 'Maintenance');
+        const marketMaxLeverage = this.getMaxLeverage(proposedMarketPosition.marketIndex, 'Maintenance');
         let priceDelta;
         if (proposedBaseAssetAmount.lt(numericConstants_1.ZERO)) {
             priceDelta = freeCollateralAfterTrade
@@ -486,7 +477,7 @@ class ClearingHouseUser {
             .neg();
         return this.liquidationPrice({
             marketIndex: positionMarketIndex,
-        }, closeBaseAmount, true);
+        }, closeBaseAmount);
     }
     /**
      * Get the maximum trade size for a given market, taking into account the user's current leverage, positions, collateral, etc.

package/lib/config.js

@@ -7,7 +7,7 @@ exports.configs = {
     devnet: {
         ENV: 'devnet',
         PYTH_ORACLE_MAPPING_ADDRESS: 'BmA9Z6FjioHJPpjT39QazZyhDRUdZy2ezwx4GiDdE2u2',
-        CLEARING_HOUSE_PROGRAM_ID: 'GCuH76fb1rXc7bjFXNcnNvWSekLgzpsnMbc1Ng4FsGSs',
+        CLEARING_HOUSE_PROGRAM_ID: '4oyTJnAQ9FqJj1y9mPytbWsLeeHmBzGYfuFqypwyQvuh',
         USDC_MINT_ADDRESS: '8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2',
         MARKETS: markets_1.DevnetMarkets,
         BANKS: banks_1.DevnetBanks,

package/lib/constants/banks.js

@@ -12,11 +12,18 @@ exports.DevnetBanks = [
         mint: new web3_js_1.PublicKey('8zGuJQqwhZafTah7Uc7Z4tXRnguqkn5KLFAP8oV6PHe2'),
     },
     {
-        symbol: 'BTC',
+        symbol: 'SOL',
         bankIndex: new __1.BN(1),
+        oracle: new web3_js_1.PublicKey('J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix'),
+        oracleSource: __1.OracleSource.PYTH,
+        mint: new web3_js_1.PublicKey('So11111111111111111111111111111111111111112'),
+    },
+    {
+        symbol: 'BTC',
+        bankIndex: new __1.BN(2),
         oracle: new web3_js_1.PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
         oracleSource: __1.OracleSource.PYTH,
-        mint: new web3_js_1.PublicKey('Gh9ZwEmdLJ8DscKNTkTqPbNwLNNBjuSzaG9Vp2KGtKJr'),
+        mint: new web3_js_1.PublicKey('3BZPwbcqB5kKScF3TEXxwNfx5ipV13kbRVDvfVp5c6fv'),
     },
 ];
 exports.MainnetBanks = [

package/lib/constants/numericConstants.d.ts

@@ -21,6 +21,7 @@ export declare const BANK_RATE_PRECISION: BN;
 export declare const BANK_WEIGHT_PRECISION: BN;
 export declare const BANK_BALANCE_PRECISION_EXP: BN;
 export declare const BANK_BALANCE_PRECISION: BN;
+export declare const LIQUIDATION_FEE_PRECISION: BN;
 export declare const QUOTE_PRECISION: BN;
 export declare const MARK_PRICE_PRECISION: BN;
 export declare const FUNDING_PAYMENT_PRECISION: BN;
@@ -29,6 +30,7 @@ export declare const AMM_RESERVE_PRECISION: BN;
 export declare const BASE_PRECISION: BN;
 export declare const BASE_PRECISION_EXP: BN;
 export declare const AMM_TO_QUOTE_PRECISION_RATIO: BN;
+export declare const PRICE_DIV_PEG: BN;
 export declare const PRICE_TO_QUOTE_PRECISION: BN;
 export declare const AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO: BN;
 export declare const MARGIN_PRECISION: BN;

package/lib/constants/numericConstants.js

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.QUOTE_ASSET_BANK_INDEX = exports.ONE_YEAR = exports.BID_ASK_SPREAD_PRECISION = exports.MARGIN_PRECISION = exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.PRICE_TO_QUOTE_PRECISION = exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.BASE_PRECISION_EXP = exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION = exports.PEG_PRECISION = exports.FUNDING_PAYMENT_PRECISION = exports.MARK_PRICE_PRECISION = exports.QUOTE_PRECISION = exports.BANK_BALANCE_PRECISION = exports.BANK_BALANCE_PRECISION_EXP = exports.BANK_WEIGHT_PRECISION = exports.BANK_RATE_PRECISION = exports.BANK_UTILIZATION_PRECISION = exports.BANK_CUMULATIVE_INTEREST_PRECISION = exports.BANK_INTEREST_PRECISION = exports.AMM_RESERVE_PRECISION_EXP = exports.PEG_PRECISION_EXP = exports.FUNDING_RATE_PRECISION_EXP = exports.MARK_PRICE_PRECISION_EXP = exports.FUNDING_PAYMENT_PRECISION_EXP = exports.QUOTE_PRECISION_EXP = exports.MAX_LEVERAGE = exports.TEN_MILLION = exports.BN_MAX = exports.TEN_THOUSAND = exports.TEN = exports.TWO = exports.ONE = exports.ZERO = void 0;
+exports.QUOTE_ASSET_BANK_INDEX = exports.ONE_YEAR = exports.BID_ASK_SPREAD_PRECISION = exports.MARGIN_PRECISION = exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.PRICE_TO_QUOTE_PRECISION = exports.PRICE_DIV_PEG = exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.BASE_PRECISION_EXP = exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION = exports.PEG_PRECISION = exports.FUNDING_PAYMENT_PRECISION = exports.MARK_PRICE_PRECISION = exports.QUOTE_PRECISION = exports.LIQUIDATION_FEE_PRECISION = exports.BANK_BALANCE_PRECISION = exports.BANK_BALANCE_PRECISION_EXP = exports.BANK_WEIGHT_PRECISION = exports.BANK_RATE_PRECISION = exports.BANK_UTILIZATION_PRECISION = exports.BANK_CUMULATIVE_INTEREST_PRECISION = exports.BANK_INTEREST_PRECISION = exports.AMM_RESERVE_PRECISION_EXP = exports.PEG_PRECISION_EXP = exports.FUNDING_RATE_PRECISION_EXP = exports.MARK_PRICE_PRECISION_EXP = exports.FUNDING_PAYMENT_PRECISION_EXP = exports.QUOTE_PRECISION_EXP = exports.MAX_LEVERAGE = exports.TEN_MILLION = exports.BN_MAX = exports.TEN_THOUSAND = exports.TEN = exports.TWO = exports.ONE = exports.ZERO = void 0;
 const __1 = require("../");
 exports.ZERO = new __1.BN(0);
 exports.ONE = new __1.BN(1);
@@ -23,6 +23,7 @@ exports.BANK_RATE_PRECISION = new __1.BN(1000000);
 exports.BANK_WEIGHT_PRECISION = new __1.BN(100);
 exports.BANK_BALANCE_PRECISION_EXP = new __1.BN(6);
 exports.BANK_BALANCE_PRECISION = new __1.BN(10).pow(exports.BANK_BALANCE_PRECISION_EXP);
+exports.LIQUIDATION_FEE_PRECISION = new __1.BN(1000000);
 exports.QUOTE_PRECISION = new __1.BN(10).pow(exports.QUOTE_PRECISION_EXP);
 exports.MARK_PRICE_PRECISION = new __1.BN(10).pow(exports.MARK_PRICE_PRECISION_EXP);
 exports.FUNDING_PAYMENT_PRECISION = new __1.BN(10).pow(exports.FUNDING_PAYMENT_PRECISION_EXP);
@@ -31,6 +32,7 @@ exports.AMM_RESERVE_PRECISION = new __1.BN(10).pow(exports.AMM_RESERVE_PRECISION
 exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION;
 exports.BASE_PRECISION_EXP = exports.AMM_RESERVE_PRECISION_EXP;
 exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.div(exports.QUOTE_PRECISION); // 10^7
+exports.PRICE_DIV_PEG = exports.MARK_PRICE_PRECISION.div(exports.PEG_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
 exports.MARGIN_PRECISION = exports.TEN_THOUSAND;

package/lib/factory/bigNum.d.ts

@@ -55,7 +55,7 @@ export declare class BigNum {
      * @returns
      */
     print(): string;
-    prettyPrint(): string;
+    prettyPrint(useTradePrecision?: boolean, precisionOverride?: number): string;
     /**
      * Print and remove unnecessary trailing zeroes
      * @returns
@@ -75,7 +75,13 @@ export declare class BigNum {
      */
     toPrecision(fixedPrecision: number, trailingZeroes?: boolean): string;
     toTradePrecision(): string;
-    toNotional(): string;
+    /**
+     * Print dollar formatted value. Defaults to fixed decimals two unless a given precision is given.
+     * @param useTradePrecision
+     * @param precisionOverride
+     * @returns
+     */
+    toNotional(useTradePrecision?: boolean, precisionOverride?: number): string;
     toMillified(precision?: number): string;
     toJSON(): {
         val: string;

package/lib/factory/bigNum.js

@@ -156,8 +156,8 @@ class BigNum {
             printString = printString.slice(0, printString.length - 1);
         return printString;
     }
-    prettyPrint() {
-        const [leftSide, rightSide] = this.printShort().split(BigNum.delim);
+    prettyPrint(useTradePrecision, precisionOverride) {
+        const [leftSide, rightSide] = this.printShort(useTradePrecision, precisionOverride).split(BigNum.delim);
         let formattedLeftSide = leftSide;
         const isNeg = formattedLeftSide.includes('-');
         if (isNeg) {
@@ -254,10 +254,18 @@ class BigNum {
     toTradePrecision() {
         return this.toPrecision(6, true);
     }
-    toNotional() {
-        return `${this.lt(BigNum.zero()) ? `-` : ``}$${BigNum.fromPrint(this.toFixed(2), new anchor_1.BN(2))
-            .prettyPrint()
-            .replace('-', '')}`;
+    /**
+     * Print dollar formatted value. Defaults to fixed decimals two unless a given precision is given.
+     * @param useTradePrecision
+     * @param precisionOverride
+     * @returns
+     */
+    toNotional(useTradePrecision, precisionOverride) {
+        const prefix = `${this.lt(BigNum.zero()) ? `-` : ``}$`;
+        const val = useTradePrecision || precisionOverride
+            ? this.prettyPrint(useTradePrecision, precisionOverride)
+            : BigNum.fromPrint(this.toFixed(2), new anchor_1.BN(2)).prettyPrint();
+        return `${prefix}${val.replace('-', '')}`;
     }
     toMillified(precision = 3) {
         const stringVal = this.print();