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

package/lib/slot/SlotSubscriber.js

@@ -1,14 +1,17 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.SlotSubscriber = void 0;
+const events_1 = require("events");
 class SlotSubscriber {
     constructor(connection, _config) {
         this.connection = connection;
+        this.eventEmitter = new events_1.EventEmitter();
     }
     async subscribe() {
         this.currentSlot = await this.connection.getSlot('confirmed');
         this.subscriptionId = this.connection.onSlotChange((slotInfo) => {
             this.currentSlot = slotInfo.slot;
+            this.eventEmitter.emit('newSlot', slotInfo.slot);
         });
     }
     getSlot() {

package/lib/tx/utils.js

@@ -3,7 +3,7 @@ Object.defineProperty(exports, "__esModule", { value: true });
 exports.wrapInTx = void 0;
 const web3_js_1 = require("@solana/web3.js");
 const COMPUTE_UNITS_DEFAULT = 200000;
-function wrapInTx(instruction, computeUnits = 500000 // TODO, requires less code change
+function wrapInTx(instruction, computeUnits = 600000 // TODO, requires less code change
 ) {
     const tx = new web3_js_1.Transaction();
     if (computeUnits != COMPUTE_UNITS_DEFAULT) {

package/lib/types.d.ts

@@ -25,6 +25,14 @@ export declare class PositionDirection {
         short: {};
     };
 }
+export declare class DepositDirection {
+    static readonly DEPOSIT: {
+        deposit: {};
+    };
+    static readonly WITHDRAW: {
+        withdraw: {};
+    };
+}
 export declare class OracleSource {
     static readonly PYTH: {
         pyth: {};
@@ -88,6 +96,23 @@ export declare class OrderAction {
     static readonly FILL: {
         fill: {};
     };
+    static readonly TRIGGER: {
+        trigger: {};
+    };
+}
+export declare class OrderActionExplanation {
+    static readonly NONE: {
+        none: {};
+    };
+    static readonly BREACHED_MARGIN_REQUIREMENT: {
+        breachedMarginRequirement: {};
+    };
+    static readonly ORACLE_PRICE_BREACHED_LIMIT_PRICE: {
+        oraclePriceBreachedLimitPrice: {};
+    };
+    static readonly MARKET_ORDER_FILLED_TO_LIMIT_PRICE: {
+        marketOrderFilledToLimitPrice: {};
+    };
 }
 export declare class OrderTriggerCondition {
     static readonly ABOVE: {
@@ -115,6 +140,7 @@ export declare type DepositRecord = {
     };
     bankIndex: BN;
     amount: BN;
+    oraclePrice: BN;
     from?: PublicKey;
     to?: PublicKey;
 };
@@ -182,7 +208,10 @@ export declare type OrderRecord = {
     maker: PublicKey;
     takerOrder: Order;
     makerOrder: Order;
+    takerUnsettledPnl: BN;
+    makerUnsettledPnl: BN;
     action: OrderAction;
+    actionExplanation: OrderActionExplanation;
     filler: PublicKey;
     fillRecordId: BN;
     marketIndex: BN;
@@ -274,6 +303,8 @@ export declare type AMM = {
     lastMarkPriceTwapTs: BN;
     lastOraclePriceTwap: BN;
     lastOraclePriceTwapTs: BN;
+    lastOracleMarkSpreadPct: BN;
+    lastOracleConfPct: BN;
     oracle: PublicKey;
     oracleSource: OracleSource;
     fundingPeriod: BN;
@@ -288,6 +319,8 @@ export declare type AMM = {
     totalFee: BN;
     minimumQuoteAssetTradeSize: BN;
     baseAssetAmountStepSize: BN;
+    maxBaseAssetAmountRatio: number;
+    maxSlippageRatio: number;
     lastOraclePrice: BN;
     baseSpread: number;
     curveUpdateIntensity: number;
@@ -304,6 +337,7 @@ export declare type AMM = {
     lastAskPriceTwap: BN;
     longSpread: BN;
     shortSpread: BN;
+    maxSpread: number;
 };
 export declare type UserPosition = {
     baseAssetAmount: BN;
@@ -356,6 +390,7 @@ export declare type Order = {
     reduceOnly: boolean;
     triggerPrice: BN;
     triggerCondition: OrderTriggerCondition;
+    triggered: boolean;
     discountTier: OrderDiscountTier;
     existingPositionDirection: PositionDirection;
     referrer: PublicKey;
@@ -370,7 +405,6 @@ export declare type OrderParams = {
     orderType: OrderType;
     userOrderId: number;
     direction: PositionDirection;
-    quoteAssetAmount: BN;
     baseAssetAmount: BN;
     price: BN;
     marketIndex: BN;
@@ -388,10 +422,50 @@ export declare type OrderParams = {
         referrer: boolean;
     };
 };
+export declare type NecessaryOrderParams = {
+    orderType: OrderType;
+    marketIndex: BN;
+    baseAssetAmount: BN;
+    direction: PositionDirection;
+};
+export declare type OptionalOrderParams = {
+    [Property in keyof OrderParams]?: OrderParams[Property];
+} & NecessaryOrderParams;
+export declare const DefaultOrderParams: {
+    orderType: {
+        market: {};
+    };
+    userOrderId: number;
+    direction: {
+        long: {};
+    };
+    baseAssetAmount: BN;
+    price: BN;
+    marketIndex: BN;
+    reduceOnly: boolean;
+    postOnly: boolean;
+    immediateOrCancel: boolean;
+    triggerPrice: BN;
+    triggerCondition: {
+        above: {};
+    };
+    positionLimit: BN;
+    oraclePriceOffset: BN;
+    padding0: BN;
+    padding1: BN;
+    optionalAccounts: {
+        discountToken: boolean;
+        referrer: boolean;
+    };
+};
 export declare type MakerInfo = {
     maker: PublicKey;
     order: Order;
 };
+export declare type TakerInfo = {
+    taker: PublicKey;
+    order: Order;
+};
 export interface IWallet {
     signTransaction(tx: Transaction): Promise<Transaction>;
     signAllTransactions(txs: Transaction[]): Promise<Transaction[]>;

package/lib/types.js

@@ -1,6 +1,7 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.TradeSide = exports.isOneOfVariant = exports.isVariant = exports.OrderTriggerCondition = exports.OrderAction = exports.OrderDiscountTier = exports.OrderStatus = exports.OrderType = exports.OracleSource = exports.PositionDirection = exports.BankBalanceType = exports.SwapDirection = void 0;
+exports.DefaultOrderParams = exports.TradeSide = exports.isOneOfVariant = exports.isVariant = exports.OrderTriggerCondition = exports.OrderActionExplanation = exports.OrderAction = exports.OrderDiscountTier = exports.OrderStatus = exports.OrderType = exports.OracleSource = exports.DepositDirection = exports.PositionDirection = exports.BankBalanceType = exports.SwapDirection = void 0;
+const _1 = require(".");
 // # Utility Types / Enums / Constants
 class SwapDirection {
 }
@@ -17,6 +18,11 @@ class PositionDirection {
 exports.PositionDirection = PositionDirection;
 PositionDirection.LONG = { long: {} };
 PositionDirection.SHORT = { short: {} };
+class DepositDirection {
+}
+exports.DepositDirection = DepositDirection;
+DepositDirection.DEPOSIT = { deposit: {} };
+DepositDirection.WITHDRAW = { withdraw: {} };
 class OracleSource {
 }
 exports.OracleSource = OracleSource;
@@ -50,6 +56,20 @@ OrderAction.PLACE = { place: {} };
 OrderAction.CANCEL = { cancel: {} };
 OrderAction.EXPIRE = { expire: {} };
 OrderAction.FILL = { fill: {} };
+OrderAction.TRIGGER = { trigger: {} };
+class OrderActionExplanation {
+}
+exports.OrderActionExplanation = OrderActionExplanation;
+OrderActionExplanation.NONE = { none: {} };
+OrderActionExplanation.BREACHED_MARGIN_REQUIREMENT = {
+    breachedMarginRequirement: {},
+};
+OrderActionExplanation.ORACLE_PRICE_BREACHED_LIMIT_PRICE = {
+    oraclePriceBreachedLimitPrice: {},
+};
+OrderActionExplanation.MARKET_ORDER_FILLED_TO_LIMIT_PRICE = {
+    marketOrderFilledToLimitPrice: {},
+};
 class OrderTriggerCondition {
 }
 exports.OrderTriggerCondition = OrderTriggerCondition;
@@ -71,3 +91,24 @@ var TradeSide;
     TradeSide[TradeSide["Buy"] = 1] = "Buy";
     TradeSide[TradeSide["Sell"] = 2] = "Sell";
 })(TradeSide = exports.TradeSide || (exports.TradeSide = {}));
+exports.DefaultOrderParams = {
+    orderType: OrderType.MARKET,
+    userOrderId: 0,
+    direction: PositionDirection.LONG,
+    baseAssetAmount: _1.ZERO,
+    price: _1.ZERO,
+    marketIndex: _1.ZERO,
+    reduceOnly: false,
+    postOnly: false,
+    immediateOrCancel: false,
+    triggerPrice: _1.ZERO,
+    triggerCondition: OrderTriggerCondition.ABOVE,
+    positionLimit: _1.ZERO,
+    oraclePriceOffset: _1.ZERO,
+    padding0: _1.ZERO,
+    padding1: _1.ZERO,
+    optionalAccounts: {
+        discountToken: false,
+        referrer: false,
+    },
+};

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@drift-labs/sdk",
-	"version": "0.2.0-master.1",
+	"version": "0.2.0-master.10",
 	"main": "lib/index.js",
 	"types": "lib/index.d.ts",
 	"author": "crispheaney",
@@ -30,7 +30,7 @@
 	},
 	"dependencies": {
 		"@project-serum/anchor": "0.24.2",
-		"@pythnetwork/client": "2.5.1",
+		"@pythnetwork/client": "2.5.3",
 		"@solana/spl-token": "^0.1.6",
 		"@solana/web3.js": "1.41.0",
 		"@switchboard-xyz/switchboard-v2": "^0.0.67",
@@ -39,10 +39,10 @@
 	},
 	"devDependencies": {
 		"@types/chai": "^4.3.1",
+		"@types/jest": "^28.1.3",
 		"@types/mocha": "^9.1.1",
 		"@typescript-eslint/eslint-plugin": "^4.28.0",
 		"@typescript-eslint/parser": "^4.28.0",
-		"@types/jest": "^28.1.3",
 		"chai": "^4.3.6",
 		"eslint": "^7.29.0",
 		"eslint-config-prettier": "^8.3.0",

package/src/accounts/bulkAccountLoader.js

@@ -0,0 +1,197 @@
+"use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.BulkAccountLoader = void 0;
+const uuid_1 = require("uuid");
+const promiseTimeout_1 = require("../util/promiseTimeout");
+const GET_MULTIPLE_ACCOUNTS_CHUNK_SIZE = 99;
+const oneMinute = 60 * 1000;
+class BulkAccountLoader {
+    constructor(connection, commitment, pollingFrequency) {
+        this.accountsToLoad = new Map();
+        this.bufferAndSlotMap = new Map();
+        this.errorCallbacks = new Map();
+        this.lastTimeLoadingPromiseCleared = Date.now();
+        this.mostRecentSlot = 0;
+        this.connection = connection;
+        this.commitment = commitment;
+        this.pollingFrequency = pollingFrequency;
+    }
+    addAccount(publicKey, callback) {
+        const existingSize = this.accountsToLoad.size;
+        const callbackId = uuid_1.v4();
+        const existingAccountToLoad = this.accountsToLoad.get(publicKey.toString());
+        if (existingAccountToLoad) {
+            existingAccountToLoad.callbacks.set(callbackId, callback);
+        }
+        else {
+            const callbacks = new Map();
+            callbacks.set(callbackId, callback);
+            const newAccountToLoad = {
+                publicKey,
+                callbacks,
+            };
+            this.accountsToLoad.set(publicKey.toString(), newAccountToLoad);
+        }
+        if (existingSize === 0) {
+            this.startPolling();
+        }
+        // if a new account needs to be polled, remove the cached loadPromise in case client calls load immediately after
+        this.loadPromise = undefined;
+        return callbackId;
+    }
+    removeAccount(publicKey, callbackId) {
+        const existingAccountToLoad = this.accountsToLoad.get(publicKey.toString());
+        if (existingAccountToLoad) {
+            existingAccountToLoad.callbacks.delete(callbackId);
+            if (existingAccountToLoad.callbacks.size === 0) {
+                this.accountsToLoad.delete(existingAccountToLoad.publicKey.toString());
+            }
+        }
+        if (this.accountsToLoad.size === 0) {
+            this.stopPolling();
+        }
+    }
+    addErrorCallbacks(callback) {
+        const callbackId = uuid_1.v4();
+        this.errorCallbacks.set(callbackId, callback);
+        return callbackId;
+    }
+    removeErrorCallbacks(callbackId) {
+        this.errorCallbacks.delete(callbackId);
+    }
+    chunks(array, size) {
+        return new Array(Math.ceil(array.length / size))
+            .fill(null)
+            .map((_, index) => index * size)
+            .map((begin) => array.slice(begin, begin + size));
+    }
+    load() {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (this.loadPromise) {
+                const now = Date.now();
+                if (now - this.lastTimeLoadingPromiseCleared > oneMinute) {
+                    this.loadPromise = undefined;
+                }
+                else {
+                    return this.loadPromise;
+                }
+            }
+            this.loadPromise = new Promise((resolver) => {
+                this.loadPromiseResolver = resolver;
+            });
+            this.lastTimeLoadingPromiseCleared = Date.now();
+            try {
+                const chunks = this.chunks(Array.from(this.accountsToLoad.values()), GET_MULTIPLE_ACCOUNTS_CHUNK_SIZE);
+                yield Promise.all(chunks.map((chunk) => {
+                    return this.loadChunk(chunk);
+                }));
+            }
+            catch (e) {
+                console.error(`Error in bulkAccountLoader.load()`);
+                console.error(e);
+                for (const [_, callback] of this.errorCallbacks) {
+                    callback(e);
+                }
+            }
+            finally {
+                this.loadPromiseResolver();
+                this.loadPromise = undefined;
+            }
+        });
+    }
+    loadChunk(accountsToLoad) {
+        return __awaiter(this, void 0, void 0, function* () {
+            if (accountsToLoad.length === 0) {
+                return;
+            }
+            const args = [
+                accountsToLoad.map((accountToLoad) => {
+                    return accountToLoad.publicKey.toBase58();
+                }),
+                { commitment: this.commitment },
+            ];
+            const rpcResponse = yield promiseTimeout_1.promiseTimeout(
+            // @ts-ignore
+            this.connection._rpcRequest('getMultipleAccounts', args), 10 * 1000 // 30 second timeout
+            );
+            if (rpcResponse === null) {
+                this.log('request to rpc timed out');
+                return;
+            }
+            const newSlot = rpcResponse.result.context.slot;
+            if (newSlot > this.mostRecentSlot) {
+                this.mostRecentSlot = newSlot;
+            }
+            for (const i in accountsToLoad) {
+                const accountToLoad = accountsToLoad[i];
+                const key = accountToLoad.publicKey.toString();
+                const oldRPCResponse = this.bufferAndSlotMap.get(key);
+                let newBuffer = undefined;
+                if (rpcResponse.result.value[i]) {
+                    const raw = rpcResponse.result.value[i].data[0];
+                    const dataType = rpcResponse.result.value[i].data[1];
+                    newBuffer = Buffer.from(raw, dataType);
+                }
+                if (!oldRPCResponse) {
+                    this.bufferAndSlotMap.set(key, {
+                        slot: newSlot,
+                        buffer: newBuffer,
+                    });
+                    this.handleAccountCallbacks(accountToLoad, newBuffer, newSlot);
+                    continue;
+                }
+                if (newSlot <= oldRPCResponse.slot) {
+                    continue;
+                }
+                const oldBuffer = oldRPCResponse.buffer;
+                if (newBuffer && (!oldBuffer || !newBuffer.equals(oldBuffer))) {
+                    this.bufferAndSlotMap.set(key, {
+                        slot: newSlot,
+                        buffer: newBuffer,
+                    });
+                    this.handleAccountCallbacks(accountToLoad, newBuffer, newSlot);
+                }
+            }
+        });
+    }
+    handleAccountCallbacks(accountToLoad, buffer, slot) {
+        for (const [_, callback] of accountToLoad.callbacks) {
+            callback(buffer, slot);
+        }
+    }
+    getBufferAndSlot(publicKey) {
+        return this.bufferAndSlotMap.get(publicKey.toString());
+    }
+    startPolling() {
+        if (this.intervalId) {
+            return;
+        }
+        this.intervalId = setInterval(this.load.bind(this), this.pollingFrequency);
+    }
+    stopPolling() {
+        if (this.intervalId) {
+            clearInterval(this.intervalId);
+            this.intervalId = undefined;
+        }
+    }
+    log(msg) {
+        console.log(msg);
+    }
+    updatePollingFrequency(pollingFrequency) {
+        this.stopPolling();
+        this.pollingFrequency = pollingFrequency;
+        if (this.accountsToLoad.size > 0) {
+            this.startPolling();
+        }
+    }
+}
+exports.BulkAccountLoader = BulkAccountLoader;

package/src/accounts/bulkUserSubscription.js

@@ -0,0 +1,33 @@
+"use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.bulkPollingUserSubscribe = void 0;
+/**
+ * @param users
+ * @param accountLoader
+ */
+function bulkPollingUserSubscribe(users, accountLoader) {
+    return __awaiter(this, void 0, void 0, function* () {
+        if (users.length === 0) {
+            yield accountLoader.load();
+            return;
+        }
+        yield Promise.all(users.map((user) => {
+            // Pull the keys from the authority map so we can skip fetching them in addToAccountLoader
+            return user.accountSubscriber.addToAccountLoader();
+        }));
+        yield accountLoader.load();
+        yield Promise.all(users.map((user) => __awaiter(this, void 0, void 0, function* () {
+            return user.subscribe();
+        })));
+    });
+}
+exports.bulkPollingUserSubscribe = bulkPollingUserSubscribe;

package/src/accounts/fetch.js

@@ -0,0 +1,29 @@
+"use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.fetchUserAccounts = void 0;
+const pda_1 = require("../addresses/pda");
+function fetchUserAccounts(connection, program, authority, limit = 8) {
+    return __awaiter(this, void 0, void 0, function* () {
+        const userAccountPublicKeys = new Array();
+        for (let i = 0; i < limit; i++) {
+            userAccountPublicKeys.push(yield pda_1.getUserAccountPublicKey(program.programId, authority, i));
+        }
+        const accountInfos = yield connection.getMultipleAccountsInfo(userAccountPublicKeys, 'confirmed');
+        return accountInfos.map((accountInfo) => {
+            if (!accountInfo) {
+                return undefined;
+            }
+            return program.account.user.coder.accounts.decode('User', accountInfo.data);
+        });
+    });
+}
+exports.fetchUserAccounts = fetchUserAccounts;