@drift-labs/sdk 0.2.0-master.1 → 0.2.0-master.10

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();

package/lib/idl/clearing_house.json

@@ -141,6 +141,10 @@
                 {
                     "name": "maintenanceLiabilityWeight",
                     "type": "u128"
+                },
+                {
+                    "name": "imfFactor",
+                    "type": "u128"
                 }
             ]
         },
@@ -381,11 +385,6 @@
                     "name": "authority",
                     "isMut": false,
                     "isSigner": true
-                },
-                {
-                    "name": "oracle",
-                    "isMut": false,
-                    "isSigner": false
                 }
             ],
             "args": [
@@ -414,17 +413,14 @@
                     "name": "authority",
                     "isMut": false,
                     "isSigner": true
-                },
-                {
-                    "name": "oracle",
-                    "isMut": false,
-                    "isSigner": false
                 }
             ],
             "args": [
                 {
                     "name": "orderId",
-                    "type": "u64"
+                    "type": {
+                        "option": "u64"
+                    }
                 }
             ]
         },
@@ -445,11 +441,6 @@
                     "name": "authority",
                     "isMut": false,
                     "isSigner": true
-                },
-                {
-                    "name": "oracle",
-                    "isMut": false,
-                    "isSigner": false
                 }
             ],
             "args": [
@@ -481,17 +472,14 @@
                     "name": "user",
                     "isMut": true,
                     "isSigner": false
-                },
-                {
-                    "name": "oracle",
-                    "isMut": false,
-                    "isSigner": false
                 }
             ],
             "args": [
                 {
                     "name": "orderId",
-                    "type": "u64"
+                    "type": {
+                        "option": "u64"
+                    }
                 },
                 {
                     "name": "makerOrderId",
@@ -518,11 +506,6 @@
                     "name": "authority",
                     "isMut": false,
                     "isSigner": true
-                },
-                {
-                    "name": "oracle",
-                    "isMut": false,
-                    "isSigner": false
                 }
             ],
             "args": [
@@ -555,18 +538,13 @@
                 },
                 {
                     "name": "taker",
-                    "isMut": false,
+                    "isMut": true,
                     "isSigner": false
                 },
                 {
                     "name": "authority",
                     "isMut": false,
                     "isSigner": true
-                },
-                {
-                    "name": "oracle",
-                    "isMut": false,
-                    "isSigner": false
                 }
             ],
             "args": [
@@ -582,6 +560,37 @@
                 }
             ]
         },
+        {
+            "name": "triggerOrder",
+            "accounts": [
+                {
+                    "name": "state",
+                    "isMut": false,
+                    "isSigner": false
+                },
+                {
+                    "name": "authority",
+                    "isMut": false,
+                    "isSigner": true
+                },
+                {
+                    "name": "filler",
+                    "isMut": true,
+                    "isSigner": false
+                },
+                {
+                    "name": "user",
+                    "isMut": true,
+                    "isSigner": false
+                }
+            ],
+            "args": [
+                {
+                    "name": "orderId",
+                    "type": "u64"
+                }
+            ]
+        },
         {
             "name": "updateAmms",
             "accounts": [
@@ -711,7 +720,7 @@
             ]
         },
         {
-            "name": "withdrawFees",
+            "name": "withdrawFromMarketToInsuranceVault",
             "accounts": [
                 {
                     "name": "state",
@@ -725,7 +734,7 @@
                 },
                 {
                     "name": "bank",
-                    "isMut": false,
+                    "isMut": true,
                     "isSigner": false
                 },
                 {
@@ -830,6 +839,11 @@
                     "isMut": false,
                     "isSigner": false
                 },
+                {
+                    "name": "bank",
+                    "isMut": true,
+                    "isSigner": false
+                },
                 {
                     "name": "bankVault",
                     "isMut": true,
@@ -993,11 +1007,6 @@
                     "name": "user",
                     "isMut": true,
                     "isSigner": false
-                },
-                {
-                    "name": "market",
-                    "isMut": false,
-                    "isSigner": false
                 }
             ],
             "args": []
@@ -1093,6 +1102,62 @@
                 }
             ]
         },
+        {
+            "name": "updateMarketImfFactor",
+            "accounts": [
+                {
+                    "name": "admin",
+                    "isMut": false,
+                    "isSigner": true
+                },
+                {
+                    "name": "state",
+                    "isMut": false,
+                    "isSigner": false
+                },
+                {
+                    "name": "market",
+                    "isMut": true,
+                    "isSigner": false
+                }
+            ],
+            "args": [
+                {
+                    "name": "imfFactor",
+                    "type": "u128"
+                }
+            ]
+        },
+        {
+            "name": "updateMarketUnsettledAssetWeight",
+            "accounts": [
+                {
+                    "name": "admin",
+                    "isMut": false,
+                    "isSigner": true
+                },
+                {
+                    "name": "state",
+                    "isMut": false,
+                    "isSigner": false
+                },
+                {
+                    "name": "market",
+                    "isMut": true,
+                    "isSigner": false
+                }
+            ],
+            "args": [
+                {
+                    "name": "unsettledInitialAssetWeight",
+                    "type": "u8"
+                },
+                {
+                    "name": "unsettledMaintenanceAssetWeight",
+                    "type": "u8"
+                }
+            ]
+        },
         {
             "name": "updateCurveUpdateIntensity",
             "accounts": [
@@ -1389,6 +1454,32 @@
                 }
             ]
         },
+        {
+            "name": "updateMarketMaxSpread",
+            "accounts": [
+                {
+                    "name": "admin",
+                    "isMut": false,
+                    "isSigner": true
+                },
+                {
+                    "name": "state",
+                    "isMut": false,
+                    "isSigner": false
+                },
+                {
+                    "name": "market",
+                    "isMut": true,
+                    "isSigner": false
+                }
+            ],
+            "args": [
+                {
+                    "name": "maxSpread",
+                    "type": "u32"
+                }
+            ]
+        },
         {
             "name": "updateMarketBaseAssetAmountStepSize",
             "accounts": [
@@ -1415,6 +1506,58 @@
                 }
             ]
         },
+        {
+            "name": "updateMarketMaxSlippageRatio",
+            "accounts": [
+                {
+                    "name": "admin",
+                    "isMut": false,
+                    "isSigner": true
+                },
+                {
+                    "name": "state",
+                    "isMut": false,
+                    "isSigner": false
+                },
+                {
+                    "name": "market",
+                    "isMut": true,
+                    "isSigner": false
+                }
+            ],
+            "args": [
+                {
+                    "name": "maxSlippageRatio",
+                    "type": "u16"
+                }
+            ]
+        },
+        {
+            "name": "updateMaxBaseAssetAmountRatio",
+            "accounts": [
+                {
+                    "name": "admin",
+                    "isMut": false,
+                    "isSigner": true
+                },
+                {
+                    "name": "state",
+                    "isMut": false,
+                    "isSigner": false
+                },
+                {
+                    "name": "market",
+                    "isMut": true,
+                    "isSigner": false
+                }
+            ],
+            "args": [
+                {
+                    "name": "maxBaseAssetAmountRatio",
+                    "type": "u16"
+                }
+            ]
+        },
         {
             "name": "updateAdmin",
             "accounts": [
@@ -1537,7 +1680,7 @@
             ]
         },
         {
-            "name": "updateOrderAuctionTime",
+            "name": "updateAuctionDuration",
             "accounts": [
                 {
                     "name": "admin",
@@ -1552,7 +1695,11 @@
             ],
             "args": [
                 {
-                    "name": "orderAuctionTime",
+                    "name": "minAuctionDuration",
+                    "type": "u8"
+                },
+                {
+                    "name": "maxAuctionDuration",
                     "type": "u8"
                 }
             ]
@@ -1649,6 +1796,10 @@
                     {
                         "name": "maintenanceLiabilityWeight",
                         "type": "u128"
+                    },
+                    {
+                        "name": "imfFactor",
+                        "type": "u128"
                     }
                 ]
             }
@@ -1726,6 +1877,22 @@
                         "name": "unsettledLoss",
                         "type": "u128"
                     },
+                    {
+                        "name": "imfFactor",
+                        "type": "u128"
+                    },
+                    {
+                        "name": "unsettledInitialAssetWeight",
+                        "type": "u8"
+                    },
+                    {
+                        "name": "unsettledMaintenanceAssetWeight",
+                        "type": "u8"
+                    },
+                    {
+                        "name": "unsettledImfFactor",
+                        "type": "u128"
+                    },
                     {
                         "name": "padding0",
                         "type": "u32"
@@ -1859,7 +2026,11 @@
                         "type": "u128"
                     },
                     {
-                        "name": "orderAuctionDuration",
+                        "name": "minAuctionDuration",
+                        "type": "u8"
+                    },
+                    {
+                        "name": "maxAuctionDuration",
                         "type": "u8"
                     },
                     {
@@ -1964,10 +2135,6 @@
                         "name": "userOrderId",
                         "type": "u8"
                     },
-                    {
-                        "name": "quoteAssetAmount",
-                        "type": "u128"
-                    },
                     {
                         "name": "baseAssetAmount",
                         "type": "u128"
@@ -2016,6 +2183,10 @@
                         "name": "oraclePriceOffset",
                         "type": "i128"
                     },
+                    {
+                        "name": "auctionDuration",
+                        "type": "u8"
+                    },
                     {
                         "name": "padding0",
                         "type": "bool"
@@ -2178,6 +2349,14 @@
                         "name": "minimumQuoteAssetTradeSize",
                         "type": "u128"
                     },
+                    {
+                        "name": "maxBaseAssetAmountRatio",
+                        "type": "u16"
+                    },
+                    {
+                        "name": "maxSlippageRatio",
+                        "type": "u16"
+                    },
                     {
                         "name": "baseAssetAmountStepSize",
                         "type": "u128"
@@ -2194,6 +2373,10 @@
                         "name": "shortSpread",
                         "type": "u128"
                     },
+                    {
+                        "name": "maxSpread",
+                        "type": "u32"
+                    },
                     {
                         "name": "askBaseAssetReserve",
                         "type": "u128"
@@ -2252,7 +2435,7 @@
                     },
                     {
                         "name": "totalFeeMinusDistributions",
-                        "type": "u128"
+                        "type": "i128"
                     },
                     {
                         "name": "totalFeeWithdrawn",
@@ -2658,10 +2841,6 @@
                             "defined": "PositionDirection"
                         }
                     },
-                    {
-                        "name": "quoteAssetAmount",
-                        "type": "u128"
-                    },
                     {
                         "name": "baseAssetAmount",
                         "type": "u128"
@@ -2712,6 +2891,10 @@
                             "defined": "OrderTriggerCondition"
                         }
                     },
+                    {
+                        "name": "triggered",
+                        "type": "bool"
+                    },
                     {
                         "name": "referrer",
                         "type": "publicKey"
@@ -2848,6 +3031,9 @@
                     {
                         "name": "Fill"
                     },
+                    {
+                        "name": "Trigger"
+                    },
                     {
                         "name": "Expire"
                     }
@@ -2867,6 +3053,12 @@
                     },
                     {
                         "name": "OraclePriceBreachedLimitPrice"
+                    },
+                    {
+                        "name": "MarketOrderFilledToLimitPrice"
+                    },
+                    {
+                        "name": "MarketOrderAuctionExpired"
                     }
                 ]
             }
@@ -3016,6 +3208,11 @@
                     "type": "u64",
                     "index": false
                 },
+                {
+                    "name": "oraclePrice",
+                    "type": "i128",
+                    "index": false
+                },
                 {
                     "name": "from",
                     "type": {
@@ -3217,7 +3414,7 @@
                 },
                 {
                     "name": "totalFeeMinusDistributions",
-                    "type": "u128",
+                    "type": "i128",
                     "index": false
                 },
                 {
@@ -3349,6 +3546,16 @@
                     },
                     "index": false
                 },
+                {
+                    "name": "makerUnsettledPnl",
+                    "type": "i128",
+                    "index": false
+                },
+                {
+                    "name": "takerUnsettledPnl",
+                    "type": "i128",
+                    "index": false
+                },
                 {
                     "name": "action",
                     "type": {
@@ -3639,8 +3846,8 @@
         },
         {
             "code": 6044,
-            "name": "CouldNotFillOrder",
-            "msg": "CouldNotFillOrder"
+            "name": "FillOrderDidNotUpdateState",
+            "msg": "FillOrderDidNotUpdateState"
         },
         {
             "code": 6045,
@@ -3854,6 +4061,21 @@
         },
         {
             "code": 6087,
+            "name": "OrderMustBeTriggeredFirst",
+            "msg": "OrderMustBeTriggeredFirst"
+        },
+        {
+            "code": 6088,
+            "name": "OrderNotTriggerable",
+            "msg": "OrderNotTriggerable"
+        },
+        {
+            "code": 6089,
+            "name": "OrderDidNotSatisfyTriggerCondition",
+            "msg": "OrderDidNotSatisfyTriggerCondition"
+        },
+        {
+            "code": 6090,
             "name": "DefaultError",
             "msg": "DefaultError"
         }

package/lib/index.d.ts

@@ -1,5 +1,6 @@
 import { BN } from '@project-serum/anchor';
 import { PublicKey } from '@solana/web3.js';
+import pyth from '@pythnetwork/client';
 export * from './mockUSDCFaucet';
 export * from './oracles/types';
 export * from './oracles/pythClient';
@@ -47,4 +48,4 @@ export * from './util/tps';
 export * from './math/bankBalance';
 export * from './constants/banks';
 export * from './clearingHouseConfig';
-export { BN, PublicKey };
+export { BN, PublicKey, pyth };

package/lib/index.js

@@ -13,12 +13,17 @@ var __createBinding = (this && this.__createBinding) || (Object.create ? (functi
 var __exportStar = (this && this.__exportStar) || function(m, exports) {
     for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
 };
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.PublicKey = exports.BN = void 0;
+exports.pyth = exports.PublicKey = exports.BN = void 0;
 const anchor_1 = require("@project-serum/anchor");
 Object.defineProperty(exports, "BN", { enumerable: true, get: function () { return anchor_1.BN; } });
 const web3_js_1 = require("@solana/web3.js");
 Object.defineProperty(exports, "PublicKey", { enumerable: true, get: function () { return web3_js_1.PublicKey; } });
+const client_1 = __importDefault(require("@pythnetwork/client"));
+exports.pyth = client_1.default;
 __exportStar(require("./mockUSDCFaucet"), exports);
 __exportStar(require("./oracles/types"), exports);
 __exportStar(require("./oracles/pythClient"), exports);

package/lib/math/amm.d.ts

@@ -2,6 +2,8 @@
 import { BN } from '@project-serum/anchor';
 import { AMM, PositionDirection, SwapDirection, MarketAccount } from '../types';
 import { OraclePriceData } from '../oracles/types';
+export declare function calculatePegFromTargetPrice(targetPrice: BN, baseAssetReserve: BN, quoteAssetReserve: BN): BN;
+export declare function calculateOptimalPegAndBudget(amm: AMM, oraclePriceData: OraclePriceData): [BN, BN, BN, boolean];
 export declare function calculateNewAmm(amm: AMM, oraclePriceData: OraclePriceData): [BN, BN, BN, BN];
 export declare function calculateUpdatedAMM(amm: AMM, oraclePriceData: OraclePriceData): AMM;
 export declare function calculateUpdatedAMMSpreadReserves(amm: AMM, direction: PositionDirection, oraclePriceData: OraclePriceData): {
@@ -10,7 +12,7 @@ export declare function calculateUpdatedAMMSpreadReserves(amm: AMM, direction: P
     sqrtK: BN;
     newPeg: BN;
 };
-export declare function calculateBidAskPrice(amm: AMM, oraclePriceData: OraclePriceData): [BN, BN];
+export declare function calculateBidAskPrice(amm: AMM, oraclePriceData: OraclePriceData, withUpdate?: boolean): [BN, BN];
 /**
  * Calculates a price given an arbitrary base and quote amount (they must have the same precision)
  *
@@ -31,6 +33,9 @@ export declare type AssetType = 'quote' | 'base';
  * @returns quoteAssetReserve and baseAssetReserve after swap. : Precision AMM_RESERVE_PRECISION
  */
 export declare function calculateAmmReservesAfterSwap(amm: Pick<AMM, 'pegMultiplier' | 'quoteAssetReserve' | 'sqrtK' | 'baseAssetReserve'>, inputAssetType: AssetType, swapAmount: BN, swapDirection: SwapDirection): [BN, BN];
+export declare function calculateEffectiveLeverage(baseSpread: number, quoteAssetReserve: BN, terminalQuoteAssetReserve: BN, pegMultiplier: BN, netBaseAssetAmount: BN, markPrice: BN, totalFeeMinusDistributions: BN): number;
+export declare function calculateMaxSpread(marginRatioInitial: number): number;
+export declare function calculateSpreadBN(baseSpread: number, lastOracleMarkSpreadPct: BN, lastOracleConfPct: BN, maxSpread: number, quoteAssetReserve: BN, terminalQuoteAssetReserve: BN, pegMultiplier: BN, netBaseAssetAmount: BN, markPrice: BN, totalFeeMinusDistributions: BN): [number, number];
 export declare function calculateSpread(amm: AMM, direction: PositionDirection, oraclePriceData: OraclePriceData): number;
 export declare function calculateSpreadReserves(amm: AMM, direction: PositionDirection, oraclePriceData: OraclePriceData): {
     baseAssetReserve: BN;