@drift-labs/sdk 0.2.0-master.1 → 0.2.0-master.12

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (142) hide show
  1. package/lib/accounts/types.d.ts +1 -0
  2. package/lib/admin.d.ts +8 -5
  3. package/lib/admin.js +43 -11
  4. package/lib/clearingHouse.d.ts +35 -20
  5. package/lib/clearingHouse.js +497 -154
  6. package/lib/clearingHouseUser.d.ts +12 -17
  7. package/lib/clearingHouseUser.js +97 -88
  8. package/lib/config.js +1 -1
  9. package/lib/constants/banks.d.ts +2 -2
  10. package/lib/constants/banks.js +12 -4
  11. package/lib/constants/numericConstants.d.ts +4 -0
  12. package/lib/constants/numericConstants.js +5 -1
  13. package/lib/events/eventList.js +3 -0
  14. package/lib/events/types.d.ts +2 -1
  15. package/lib/factory/bigNum.d.ts +9 -2
  16. package/lib/factory/bigNum.js +50 -16
  17. package/lib/idl/clearing_house.json +858 -177
  18. package/lib/idl/{mock_usdc_faucet.json → token_faucet.json} +46 -23
  19. package/lib/index.d.ts +4 -2
  20. package/lib/index.js +8 -2
  21. package/lib/math/amm.d.ts +6 -1
  22. package/lib/math/amm.js +124 -41
  23. package/lib/math/auction.js +4 -1
  24. package/lib/math/bankBalance.d.ts +3 -1
  25. package/lib/math/bankBalance.js +54 -1
  26. package/lib/math/margin.d.ts +11 -0
  27. package/lib/math/margin.js +72 -0
  28. package/lib/math/market.d.ts +4 -1
  29. package/lib/math/market.js +35 -1
  30. package/lib/math/orders.d.ts +2 -2
  31. package/lib/math/orders.js +18 -11
  32. package/lib/math/position.d.ts +8 -0
  33. package/lib/math/position.js +44 -12
  34. package/lib/math/repeg.js +1 -1
  35. package/lib/math/trade.d.ts +1 -1
  36. package/lib/math/trade.js +7 -10
  37. package/lib/orderParams.d.ts +14 -5
  38. package/lib/orderParams.js +8 -96
  39. package/lib/orders.d.ts +2 -4
  40. package/lib/orders.js +7 -161
  41. package/lib/slot/SlotSubscriber.d.ts +7 -0
  42. package/lib/slot/SlotSubscriber.js +3 -0
  43. package/lib/{mockUSDCFaucet.d.ts → tokenFaucet.d.ts} +8 -5
  44. package/lib/{mockUSDCFaucet.js → tokenFaucet.js} +63 -51
  45. package/lib/tx/retryTxSender.js +9 -2
  46. package/lib/tx/utils.js +1 -1
  47. package/lib/types.d.ts +159 -15
  48. package/lib/types.js +59 -1
  49. package/lib/util/computeUnits.js +1 -1
  50. package/lib/util/getTokenAddress.d.ts +2 -0
  51. package/lib/util/getTokenAddress.js +9 -0
  52. package/package.json +3 -3
  53. package/src/accounts/bulkAccountLoader.js +197 -0
  54. package/src/accounts/bulkUserSubscription.js +33 -0
  55. package/src/accounts/pollingClearingHouseAccountSubscriber.js +311 -0
  56. package/src/accounts/pollingOracleSubscriber.js +93 -0
  57. package/src/accounts/pollingTokenAccountSubscriber.js +90 -0
  58. package/src/accounts/pollingUserAccountSubscriber.js +132 -0
  59. package/src/accounts/types.js +10 -0
  60. package/src/accounts/utils.js +7 -0
  61. package/src/accounts/webSocketAccountSubscriber.js +93 -0
  62. package/src/accounts/webSocketClearingHouseAccountSubscriber.js +233 -0
  63. package/src/accounts/webSocketUserAccountSubscriber.js +62 -0
  64. package/src/addresses/marketAddresses.js +26 -0
  65. package/src/admin.ts +66 -14
  66. package/src/assert/assert.js +9 -0
  67. package/src/clearingHouse.ts +836 -254
  68. package/src/clearingHouseConfig.js +2 -0
  69. package/src/clearingHouseUser.ts +219 -121
  70. package/src/clearingHouseUserConfig.js +2 -0
  71. package/src/config.ts +1 -1
  72. package/src/constants/banks.js +42 -0
  73. package/src/constants/banks.ts +14 -4
  74. package/src/constants/markets.js +42 -0
  75. package/src/constants/numericConstants.js +41 -0
  76. package/src/constants/numericConstants.ts +5 -0
  77. package/src/events/eventList.js +77 -0
  78. package/src/events/eventList.ts +3 -0
  79. package/src/events/eventSubscriber.js +139 -0
  80. package/src/events/fetchLogs.js +50 -0
  81. package/src/events/pollingLogProvider.js +64 -0
  82. package/src/events/sort.js +44 -0
  83. package/src/events/txEventCache.js +71 -0
  84. package/src/events/types.js +20 -0
  85. package/src/events/types.ts +2 -0
  86. package/src/events/webSocketLogProvider.js +41 -0
  87. package/src/examples/makeTradeExample.js +80 -0
  88. package/src/factory/bigNum.js +390 -0
  89. package/src/factory/bigNum.ts +65 -18
  90. package/src/factory/oracleClient.js +20 -0
  91. package/src/idl/clearing_house.json +858 -177
  92. package/src/idl/{mock_usdc_faucet.json → token_faucet.json} +46 -23
  93. package/src/index.js +69 -0
  94. package/src/index.ts +4 -2
  95. package/src/math/amm.js +369 -0
  96. package/src/math/amm.ts +207 -52
  97. package/src/math/auction.js +42 -0
  98. package/src/math/auction.ts +5 -1
  99. package/src/math/bankBalance.ts +98 -1
  100. package/src/math/conversion.js +11 -0
  101. package/src/math/funding.js +248 -0
  102. package/src/math/margin.ts +124 -0
  103. package/src/math/market.ts +66 -1
  104. package/src/math/oracles.js +26 -0
  105. package/src/math/orders.ts +17 -13
  106. package/src/math/position.ts +63 -9
  107. package/src/math/repeg.js +128 -0
  108. package/src/math/repeg.ts +2 -1
  109. package/src/math/state.js +15 -0
  110. package/src/math/trade.js +253 -0
  111. package/src/math/trade.ts +23 -25
  112. package/src/math/utils.js +0 -1
  113. package/src/mockUSDCFaucet.js +280 -0
  114. package/src/oracles/oracleClientCache.js +19 -0
  115. package/src/oracles/pythClient.js +46 -0
  116. package/src/oracles/quoteAssetOracleClient.js +32 -0
  117. package/src/oracles/switchboardClient.js +69 -0
  118. package/src/oracles/types.js +2 -0
  119. package/src/orderParams.js +20 -0
  120. package/src/orderParams.ts +20 -141
  121. package/src/orders.ts +10 -287
  122. package/src/slot/SlotSubscriber.js +39 -0
  123. package/src/slot/SlotSubscriber.ts +11 -1
  124. package/src/token/index.js +38 -0
  125. package/src/tokenFaucet.js +189 -0
  126. package/src/{mockUSDCFaucet.ts → tokenFaucet.ts} +82 -70
  127. package/src/tx/retryTxSender.ts +11 -3
  128. package/src/tx/types.js +2 -0
  129. package/src/tx/utils.js +17 -0
  130. package/src/tx/utils.ts +1 -1
  131. package/src/types.js +125 -0
  132. package/src/types.ts +155 -17
  133. package/src/userName.js +20 -0
  134. package/src/util/computeUnits.js +21 -11
  135. package/src/util/computeUnits.ts +1 -1
  136. package/src/util/getTokenAddress.js +9 -0
  137. package/src/util/getTokenAddress.ts +18 -0
  138. package/src/util/promiseTimeout.js +14 -0
  139. package/src/util/tps.js +27 -0
  140. package/src/wallet.js +35 -0
  141. package/tests/bn/test.ts +2 -0
  142. package/src/util/computeUnits.js.map +0 -1
@@ -0,0 +1,42 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.Markets = exports.MainnetMarkets = exports.DevnetMarkets = void 0;
4
+ const __1 = require("../");
5
+ const web3_js_1 = require("@solana/web3.js");
6
+ exports.DevnetMarkets = [
7
+ {
8
+ fullName: 'Solana',
9
+ category: ['L1', 'Infra'],
10
+ symbol: 'SOL-PERP',
11
+ baseAssetSymbol: 'SOL',
12
+ marketIndex: new __1.BN(0),
13
+ oracle: new web3_js_1.PublicKey('J83w4HKfqxwcq3BEMMkPFSppX3gqekLyLJBexebFVkix'),
14
+ launchTs: 1655751353000,
15
+ oracleSource: __1.OracleSource.PYTH,
16
+ },
17
+ {
18
+ fullName: 'Bitcoin',
19
+ category: ['L1', 'Payment'],
20
+ symbol: 'BTC-PERP',
21
+ baseAssetSymbol: 'BTC',
22
+ marketIndex: new __1.BN(1),
23
+ oracle: new web3_js_1.PublicKey('HovQMDrbAgAYPCmHVSrezcSmkMtXSSUsLDFANExrZh2J'),
24
+ launchTs: 1655751353000,
25
+ oracleSource: __1.OracleSource.PYTH,
26
+ },
27
+ {
28
+ fullName: 'Ethereum',
29
+ category: ['L1', 'Infra'],
30
+ symbol: 'ETH-PERP',
31
+ baseAssetSymbol: 'ETH',
32
+ marketIndex: new __1.BN(2),
33
+ oracle: new web3_js_1.PublicKey('EdVCmQ9FSPcVe5YySXDPCRmc8aDQLKJ9xvYBMZPie1Vw'),
34
+ launchTs: 1637691133472,
35
+ oracleSource: __1.OracleSource.PYTH,
36
+ },
37
+ ];
38
+ exports.MainnetMarkets = [];
39
+ exports.Markets = {
40
+ devnet: exports.DevnetMarkets,
41
+ 'mainnet-beta': [],
42
+ };
@@ -0,0 +1,41 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ 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;
4
+ const __1 = require("../");
5
+ exports.ZERO = new __1.BN(0);
6
+ exports.ONE = new __1.BN(1);
7
+ exports.TWO = new __1.BN(2);
8
+ exports.TEN = new __1.BN(10);
9
+ exports.TEN_THOUSAND = new __1.BN(10000);
10
+ exports.BN_MAX = new __1.BN(Number.MAX_SAFE_INTEGER);
11
+ exports.TEN_MILLION = exports.TEN_THOUSAND.mul(exports.TEN_THOUSAND);
12
+ exports.MAX_LEVERAGE = new __1.BN(5);
13
+ exports.QUOTE_PRECISION_EXP = new __1.BN(6);
14
+ exports.FUNDING_PAYMENT_PRECISION_EXP = new __1.BN(4);
15
+ exports.MARK_PRICE_PRECISION_EXP = new __1.BN(10);
16
+ exports.FUNDING_RATE_PRECISION_EXP = exports.MARK_PRICE_PRECISION_EXP.mul(exports.FUNDING_PAYMENT_PRECISION_EXP);
17
+ exports.PEG_PRECISION_EXP = new __1.BN(3);
18
+ exports.AMM_RESERVE_PRECISION_EXP = new __1.BN(13);
19
+ exports.BANK_INTEREST_PRECISION = new __1.BN(1000000);
20
+ exports.BANK_CUMULATIVE_INTEREST_PRECISION = new __1.BN(10000000000);
21
+ exports.BANK_UTILIZATION_PRECISION = new __1.BN(1000000);
22
+ exports.BANK_RATE_PRECISION = new __1.BN(1000000);
23
+ exports.BANK_WEIGHT_PRECISION = new __1.BN(100);
24
+ exports.BANK_BALANCE_PRECISION_EXP = new __1.BN(6);
25
+ exports.BANK_BALANCE_PRECISION = new __1.BN(10).pow(exports.BANK_BALANCE_PRECISION_EXP);
26
+ exports.LIQUIDATION_FEE_PRECISION = new __1.BN(1000000);
27
+ exports.QUOTE_PRECISION = new __1.BN(10).pow(exports.QUOTE_PRECISION_EXP);
28
+ exports.MARK_PRICE_PRECISION = new __1.BN(10).pow(exports.MARK_PRICE_PRECISION_EXP);
29
+ exports.FUNDING_PAYMENT_PRECISION = new __1.BN(10).pow(exports.FUNDING_PAYMENT_PRECISION_EXP);
30
+ exports.PEG_PRECISION = new __1.BN(10).pow(exports.PEG_PRECISION_EXP);
31
+ exports.AMM_RESERVE_PRECISION = new __1.BN(10).pow(exports.AMM_RESERVE_PRECISION_EXP);
32
+ exports.BASE_PRECISION = exports.AMM_RESERVE_PRECISION;
33
+ exports.BASE_PRECISION_EXP = exports.AMM_RESERVE_PRECISION_EXP;
34
+ exports.AMM_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.div(exports.QUOTE_PRECISION); // 10^7
35
+ exports.PRICE_DIV_PEG = exports.MARK_PRICE_PRECISION.div(exports.PEG_PRECISION); //10^7
36
+ exports.PRICE_TO_QUOTE_PRECISION = exports.MARK_PRICE_PRECISION.div(exports.QUOTE_PRECISION);
37
+ exports.AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO = exports.AMM_RESERVE_PRECISION.mul(exports.PEG_PRECISION).div(exports.QUOTE_PRECISION); // 10^10
38
+ exports.MARGIN_PRECISION = exports.TEN_THOUSAND;
39
+ exports.BID_ASK_SPREAD_PRECISION = new __1.BN(1000000);
40
+ exports.ONE_YEAR = new __1.BN(31536000);
41
+ exports.QUOTE_ASSET_BANK_INDEX = new __1.BN(0);
@@ -28,6 +28,10 @@ export const BANK_BALANCE_PRECISION_EXP = new BN(6);
28
28
  export const BANK_BALANCE_PRECISION = new BN(10).pow(
29
29
  BANK_BALANCE_PRECISION_EXP
30
30
  );
31
+ export const BANK_IMF_PRECISION_EXP = new BN(6);
32
+
33
+ export const BANK_IMF_PRECISION = new BN(10).pow(BANK_IMF_PRECISION_EXP);
34
+ export const LIQUIDATION_FEE_PRECISION = new BN(1000000);
31
35
 
32
36
  export const QUOTE_PRECISION = new BN(10).pow(QUOTE_PRECISION_EXP);
33
37
  export const MARK_PRICE_PRECISION = new BN(10).pow(MARK_PRICE_PRECISION_EXP);
@@ -43,6 +47,7 @@ export const BASE_PRECISION_EXP = AMM_RESERVE_PRECISION_EXP;
43
47
 
44
48
  export const AMM_TO_QUOTE_PRECISION_RATIO =
45
49
  AMM_RESERVE_PRECISION.div(QUOTE_PRECISION); // 10^7
50
+ export const PRICE_DIV_PEG = MARK_PRICE_PRECISION.div(PEG_PRECISION); //10^7
46
51
  export const PRICE_TO_QUOTE_PRECISION =
47
52
  MARK_PRICE_PRECISION.div(QUOTE_PRECISION);
48
53
  export const AMM_TIMES_PEG_TO_QUOTE_PRECISION_RATIO =
@@ -0,0 +1,77 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.EventList = void 0;
4
+ class Node {
5
+ constructor(event, next, prev) {
6
+ this.event = event;
7
+ this.next = next;
8
+ this.prev = prev;
9
+ }
10
+ }
11
+ class EventList {
12
+ constructor(eventType, maxSize, sortFn, orderDirection) {
13
+ this.eventType = eventType;
14
+ this.maxSize = maxSize;
15
+ this.sortFn = sortFn;
16
+ this.orderDirection = orderDirection;
17
+ this.size = 0;
18
+ }
19
+ insert(event) {
20
+ this.size++;
21
+ const newNode = new Node(event);
22
+ if (this.head === undefined) {
23
+ this.head = this.tail = newNode;
24
+ return;
25
+ }
26
+ if (this.sortFn(this.head.event, newNode.event) ===
27
+ (this.orderDirection === 'asc' ? 'less than' : 'greater than')) {
28
+ this.head.prev = newNode;
29
+ newNode.next = this.head;
30
+ this.head = newNode;
31
+ }
32
+ else {
33
+ let currentNode = this.head;
34
+ while (currentNode.next !== undefined &&
35
+ this.sortFn(currentNode.next.event, newNode.event) !==
36
+ (this.orderDirection === 'asc' ? 'less than' : 'greater than')) {
37
+ currentNode = currentNode.next;
38
+ }
39
+ newNode.next = currentNode.next;
40
+ if (currentNode.next !== undefined) {
41
+ newNode.next.prev = newNode;
42
+ }
43
+ currentNode.next = newNode;
44
+ newNode.prev = currentNode;
45
+ }
46
+ if (this.size > this.maxSize) {
47
+ this.detach();
48
+ }
49
+ }
50
+ detach() {
51
+ const node = this.tail;
52
+ if (node.prev !== undefined) {
53
+ node.prev.next = node.next;
54
+ }
55
+ else {
56
+ this.head = node.next;
57
+ }
58
+ if (node.next !== undefined) {
59
+ node.next.prev = node.prev;
60
+ }
61
+ else {
62
+ this.tail = node.prev;
63
+ }
64
+ this.size--;
65
+ }
66
+ toArray() {
67
+ return Array.from(this);
68
+ }
69
+ *[Symbol.iterator]() {
70
+ let node = this.head;
71
+ while (node) {
72
+ yield node.event;
73
+ node = node.next;
74
+ }
75
+ }
76
+ }
77
+ exports.EventList = EventList;
@@ -53,7 +53,10 @@ export class EventList<Type extends EventType> {
53
53
  newNode.next = currentNode.next;
54
54
  if (currentNode.next !== undefined) {
55
55
  newNode.next.prev = newNode;
56
+ } else {
57
+ this.tail = newNode;
56
58
  }
59
+
57
60
  currentNode.next = newNode;
58
61
  newNode.prev = currentNode;
59
62
  }
@@ -0,0 +1,139 @@
1
+ "use strict";
2
+ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
3
+ function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
4
+ return new (P || (P = Promise))(function (resolve, reject) {
5
+ function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
6
+ function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
7
+ function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
8
+ step((generator = generator.apply(thisArg, _arguments || [])).next());
9
+ });
10
+ };
11
+ Object.defineProperty(exports, "__esModule", { value: true });
12
+ exports.EventSubscriber = void 0;
13
+ const types_1 = require("./types");
14
+ const txEventCache_1 = require("./txEventCache");
15
+ const eventList_1 = require("./eventList");
16
+ const pollingLogProvider_1 = require("./pollingLogProvider");
17
+ const fetchLogs_1 = require("./fetchLogs");
18
+ const webSocketLogProvider_1 = require("./webSocketLogProvider");
19
+ const events_1 = require("events");
20
+ const sort_1 = require("./sort");
21
+ class EventSubscriber {
22
+ constructor(connection, program, options = types_1.DefaultEventSubscriptionOptions) {
23
+ this.connection = connection;
24
+ this.program = program;
25
+ this.options = options;
26
+ this.awaitTxPromises = new Map();
27
+ this.awaitTxResolver = new Map();
28
+ this.options = Object.assign({}, types_1.DefaultEventSubscriptionOptions, options);
29
+ this.txEventCache = new txEventCache_1.TxEventCache(this.options.maxTx);
30
+ this.eventListMap = new Map();
31
+ for (const eventType of this.options.eventTypes) {
32
+ this.eventListMap.set(eventType, new eventList_1.EventList(eventType, this.options.maxEventsPerType, sort_1.getSortFn(this.options.orderBy, this.options.orderDir, eventType), this.options.orderDir));
33
+ }
34
+ this.eventEmitter = new events_1.EventEmitter();
35
+ if (this.options.logProviderConfig.type === 'websocket') {
36
+ this.logProvider = new webSocketLogProvider_1.WebSocketLogProvider(this.connection, this.program.programId, this.options.commitment);
37
+ }
38
+ else {
39
+ this.logProvider = new pollingLogProvider_1.PollingLogProvider(this.connection, this.program.programId, options.commitment, this.options.logProviderConfig.frequency);
40
+ }
41
+ }
42
+ subscribe() {
43
+ if (this.logProvider.isSubscribed()) {
44
+ return true;
45
+ }
46
+ this.fetchPreviousTx().catch((e) => {
47
+ console.error('Error fetching previous txs in event subscriber');
48
+ console.error(e);
49
+ });
50
+ return this.logProvider.subscribe((txSig, slot, logs) => {
51
+ this.handleTxLogs(txSig, slot, logs);
52
+ });
53
+ }
54
+ handleTxLogs(txSig, slot, logs) {
55
+ if (this.txEventCache.has(txSig)) {
56
+ return;
57
+ }
58
+ const wrappedEvents = this.parseEventsFromLogs(txSig, slot, logs);
59
+ for (const wrappedEvent of wrappedEvents) {
60
+ this.eventListMap.get(wrappedEvent.eventType).insert(wrappedEvent);
61
+ this.eventEmitter.emit('newEvent', wrappedEvent);
62
+ }
63
+ if (this.awaitTxPromises.has(txSig)) {
64
+ this.awaitTxPromises.delete(txSig);
65
+ this.awaitTxResolver.get(txSig)();
66
+ this.awaitTxResolver.delete(txSig);
67
+ }
68
+ this.txEventCache.add(txSig, wrappedEvents);
69
+ }
70
+ fetchPreviousTx() {
71
+ return __awaiter(this, void 0, void 0, function* () {
72
+ if (!this.options.untilTx) {
73
+ return;
74
+ }
75
+ let txFetched = 0;
76
+ let beforeTx = undefined;
77
+ const untilTx = this.options.untilTx;
78
+ while (txFetched < this.options.maxTx) {
79
+ const response = yield fetchLogs_1.fetchLogs(this.connection, this.program.programId, this.options.commitment === 'finalized' ? 'finalized' : 'confirmed', beforeTx, untilTx);
80
+ if (response === undefined) {
81
+ break;
82
+ }
83
+ txFetched += response.transactionLogs.length;
84
+ beforeTx = response.earliestTx;
85
+ for (const { txSig, slot, logs } of response.transactionLogs) {
86
+ this.handleTxLogs(txSig, slot, logs);
87
+ }
88
+ }
89
+ });
90
+ }
91
+ unsubscribe() {
92
+ return __awaiter(this, void 0, void 0, function* () {
93
+ return yield this.logProvider.unsubscribe();
94
+ });
95
+ }
96
+ parseEventsFromLogs(txSig, slot, logs) {
97
+ const records = [];
98
+ // @ts-ignore
99
+ this.program._events._eventParser.parseLogs(logs, (event) => {
100
+ const expectRecordType = this.eventListMap.has(event.name);
101
+ if (expectRecordType) {
102
+ event.data.txSig = txSig;
103
+ event.data.slot = slot;
104
+ event.data.eventType = event.name;
105
+ records.push(event.data);
106
+ }
107
+ });
108
+ return records;
109
+ }
110
+ awaitTx(txSig) {
111
+ if (this.awaitTxPromises.has(txSig)) {
112
+ return this.awaitTxPromises.get(txSig);
113
+ }
114
+ if (this.txEventCache.has(txSig)) {
115
+ return Promise.resolve();
116
+ }
117
+ const promise = new Promise((resolve) => {
118
+ this.awaitTxResolver.set(txSig, resolve);
119
+ });
120
+ this.awaitTxPromises.set(txSig, promise);
121
+ return promise;
122
+ }
123
+ getEventList(eventType) {
124
+ return this.eventListMap.get(eventType);
125
+ }
126
+ /**
127
+ * This requires the EventList be cast to an array, which requires reallocation of memory.
128
+ * Would bias to using getEventList over getEvents
129
+ *
130
+ * @param eventType
131
+ */
132
+ getEventsArray(eventType) {
133
+ return this.eventListMap.get(eventType).toArray();
134
+ }
135
+ getEventsByTx(txSig) {
136
+ return this.txEventCache.get(txSig);
137
+ }
138
+ }
139
+ exports.EventSubscriber = EventSubscriber;
@@ -0,0 +1,50 @@
1
+ "use strict";
2
+ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
3
+ function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
4
+ return new (P || (P = Promise))(function (resolve, reject) {
5
+ function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
6
+ function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
7
+ function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
8
+ step((generator = generator.apply(thisArg, _arguments || [])).next());
9
+ });
10
+ };
11
+ Object.defineProperty(exports, "__esModule", { value: true });
12
+ exports.fetchLogs = void 0;
13
+ function fetchLogs(connection, programId, finality, beforeTx, untilTx) {
14
+ return __awaiter(this, void 0, void 0, function* () {
15
+ const signatures = yield connection.getSignaturesForAddress(programId, {
16
+ before: beforeTx,
17
+ until: untilTx,
18
+ }, finality);
19
+ const sortedSignatures = signatures.sort((a, b) => a.slot < b.slot ? -1 : 1);
20
+ const filteredSignatures = sortedSignatures.filter((signature) => !signature.err);
21
+ if (filteredSignatures.length === 0) {
22
+ return undefined;
23
+ }
24
+ const chunkedSignatures = chunk(filteredSignatures, 100);
25
+ const transactionLogs = (yield Promise.all(chunkedSignatures.map((chunk) => __awaiter(this, void 0, void 0, function* () {
26
+ const transactions = yield connection.getTransactions(chunk.map((confirmedSignature) => confirmedSignature.signature), finality);
27
+ return transactions.map((transaction) => {
28
+ return {
29
+ txSig: transaction.transaction.signatures[0],
30
+ slot: transaction.slot,
31
+ logs: transaction.meta.logMessages,
32
+ };
33
+ });
34
+ })))).flat();
35
+ const earliestTx = filteredSignatures[0].signature;
36
+ const mostRecentTx = filteredSignatures[filteredSignatures.length - 1].signature;
37
+ return {
38
+ transactionLogs: transactionLogs,
39
+ earliestTx: earliestTx,
40
+ mostRecentTx: mostRecentTx,
41
+ };
42
+ });
43
+ }
44
+ exports.fetchLogs = fetchLogs;
45
+ function chunk(array, size) {
46
+ return new Array(Math.ceil(array.length / size))
47
+ .fill(null)
48
+ .map((_, index) => index * size)
49
+ .map((begin) => array.slice(begin, begin + size));
50
+ }
@@ -0,0 +1,64 @@
1
+ "use strict";
2
+ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
3
+ function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
4
+ return new (P || (P = Promise))(function (resolve, reject) {
5
+ function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
6
+ function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
7
+ function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
8
+ step((generator = generator.apply(thisArg, _arguments || [])).next());
9
+ });
10
+ };
11
+ Object.defineProperty(exports, "__esModule", { value: true });
12
+ exports.PollingLogProvider = void 0;
13
+ const fetchLogs_1 = require("./fetchLogs");
14
+ class PollingLogProvider {
15
+ constructor(connection, programId, commitment, frequency = 15 * 1000) {
16
+ this.connection = connection;
17
+ this.programId = programId;
18
+ this.frequency = frequency;
19
+ this.finality = commitment === 'finalized' ? 'finalized' : 'confirmed';
20
+ }
21
+ subscribe(callback) {
22
+ if (this.intervalId) {
23
+ return true;
24
+ }
25
+ this.intervalId = setInterval(() => __awaiter(this, void 0, void 0, function* () {
26
+ if (this.mutex === 1) {
27
+ return;
28
+ }
29
+ this.mutex = 1;
30
+ try {
31
+ const response = yield fetchLogs_1.fetchLogs(this.connection, this.programId, this.finality, undefined, this.mostRecentSeenTx);
32
+ if (response === undefined) {
33
+ return;
34
+ }
35
+ const { mostRecentTx, transactionLogs } = response;
36
+ for (const { txSig, slot, logs } of transactionLogs) {
37
+ callback(txSig, slot, logs);
38
+ }
39
+ this.mostRecentSeenTx = mostRecentTx;
40
+ }
41
+ catch (e) {
42
+ console.error('PollingLogProvider threw an Error');
43
+ console.error(e);
44
+ }
45
+ finally {
46
+ this.mutex = 0;
47
+ }
48
+ }), this.frequency);
49
+ return true;
50
+ }
51
+ isSubscribed() {
52
+ return this.intervalId !== undefined;
53
+ }
54
+ unsubscribe() {
55
+ return __awaiter(this, void 0, void 0, function* () {
56
+ if (this.intervalId !== undefined) {
57
+ clearInterval(this.intervalId);
58
+ this.intervalId = undefined;
59
+ }
60
+ return true;
61
+ });
62
+ }
63
+ }
64
+ exports.PollingLogProvider = PollingLogProvider;
@@ -0,0 +1,44 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.getSortFn = void 0;
4
+ const index_1 = require("../index");
5
+ function clientSortAscFn() {
6
+ return 'less than';
7
+ }
8
+ function clientSortDescFn() {
9
+ return 'greater than';
10
+ }
11
+ function defaultBlockchainSortFn(currentEvent, newEvent) {
12
+ return currentEvent.slot <= newEvent.slot ? 'less than' : 'greater than';
13
+ }
14
+ function orderRecordSortFn(currentEvent, newEvent) {
15
+ const currentEventMarketIndex = !currentEvent.maker.equals(index_1.PublicKey.default)
16
+ ? currentEvent.makerOrder.marketIndex
17
+ : currentEvent.takerOrder.marketIndex;
18
+ const newEventMarketIndex = !newEvent.maker.equals(index_1.PublicKey.default)
19
+ ? newEvent.makerOrder.marketIndex
20
+ : newEvent.takerOrder.marketIndex;
21
+ if (!currentEventMarketIndex.eq(newEventMarketIndex)) {
22
+ return currentEvent.ts.lte(newEvent.ts) ? 'less than' : 'greater than';
23
+ }
24
+ if (currentEvent.fillRecordId.gt(index_1.ZERO) && newEvent.fillRecordId.gt(index_1.ZERO)) {
25
+ return currentEvent.fillRecordId.lte(newEvent.fillRecordId)
26
+ ? 'less than'
27
+ : 'greater than';
28
+ }
29
+ else {
30
+ return currentEvent.ts.lte(newEvent.ts) ? 'less than' : 'greater than';
31
+ }
32
+ }
33
+ function getSortFn(orderBy, orderDir, eventType) {
34
+ if (orderBy === 'client') {
35
+ return orderDir === 'asc' ? clientSortAscFn : clientSortDescFn;
36
+ }
37
+ switch (eventType) {
38
+ case 'OrderRecord':
39
+ return orderRecordSortFn;
40
+ default:
41
+ return defaultBlockchainSortFn;
42
+ }
43
+ }
44
+ exports.getSortFn = getSortFn;
@@ -0,0 +1,71 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.TxEventCache = void 0;
4
+ class Node {
5
+ constructor(key, value, next, prev) {
6
+ this.key = key;
7
+ this.value = value;
8
+ this.next = next;
9
+ this.prev = prev;
10
+ }
11
+ }
12
+ // lru cache
13
+ class TxEventCache {
14
+ constructor(maxTx = 1024) {
15
+ this.maxTx = maxTx;
16
+ this.size = 0;
17
+ this.cacheMap = {};
18
+ }
19
+ add(key, events) {
20
+ const existingNode = this.cacheMap[key];
21
+ if (existingNode) {
22
+ this.detach(existingNode);
23
+ this.size--;
24
+ }
25
+ else if (this.size === this.maxTx) {
26
+ delete this.cacheMap[this.tail.key];
27
+ this.detach(this.tail);
28
+ this.size--;
29
+ }
30
+ // Write to head of LinkedList
31
+ if (!this.head) {
32
+ this.head = this.tail = new Node(key, events);
33
+ }
34
+ else {
35
+ const node = new Node(key, events, this.head);
36
+ this.head.prev = node;
37
+ this.head = node;
38
+ }
39
+ // update cacheMap with LinkedList key and Node reference
40
+ this.cacheMap[key] = this.head;
41
+ this.size++;
42
+ }
43
+ has(key) {
44
+ return this.cacheMap.hasOwnProperty(key);
45
+ }
46
+ get(key) {
47
+ var _a;
48
+ return (_a = this.cacheMap[key]) === null || _a === void 0 ? void 0 : _a.value;
49
+ }
50
+ detach(node) {
51
+ if (node.prev !== undefined) {
52
+ node.prev.next = node.next;
53
+ }
54
+ else {
55
+ this.head = node.next;
56
+ }
57
+ if (node.next !== undefined) {
58
+ node.next.prev = node.prev;
59
+ }
60
+ else {
61
+ this.tail = node.prev;
62
+ }
63
+ }
64
+ clear() {
65
+ this.head = undefined;
66
+ this.tail = undefined;
67
+ this.size = 0;
68
+ this.cacheMap = {};
69
+ }
70
+ }
71
+ exports.TxEventCache = TxEventCache;
@@ -0,0 +1,20 @@
1
+ "use strict";
2
+ Object.defineProperty(exports, "__esModule", { value: true });
3
+ exports.DefaultEventSubscriptionOptions = void 0;
4
+ exports.DefaultEventSubscriptionOptions = {
5
+ eventTypes: [
6
+ 'DepositRecord',
7
+ 'FundingPaymentRecord',
8
+ 'LiquidationRecord',
9
+ 'OrderRecord',
10
+ 'FundingRateRecord',
11
+ ],
12
+ maxEventsPerType: 4096,
13
+ orderBy: 'blockchain',
14
+ orderDir: 'asc',
15
+ commitment: 'confirmed',
16
+ maxTx: 4096,
17
+ logProviderConfig: {
18
+ type: 'websocket',
19
+ },
20
+ };
@@ -5,6 +5,7 @@ import {
5
5
  FundingRateRecord,
6
6
  LiquidationRecord,
7
7
  OrderRecord,
8
+ SettlePnlRecord,
8
9
  } from '../index';
9
10
 
10
11
  export type EventSubscriptionOptions = {
@@ -59,6 +60,7 @@ export type EventMap = {
59
60
  LiquidationRecord: Event<LiquidationRecord>;
60
61
  FundingRateRecord: Event<FundingRateRecord>;
61
62
  OrderRecord: Event<OrderRecord>;
63
+ SettlePnlRecord: Event<SettlePnlRecord>;
62
64
  };
63
65
 
64
66
  export type EventType = keyof EventMap;
@@ -0,0 +1,41 @@
1
+ "use strict";
2
+ var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
3
+ function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
4
+ return new (P || (P = Promise))(function (resolve, reject) {
5
+ function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
6
+ function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
7
+ function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
8
+ step((generator = generator.apply(thisArg, _arguments || [])).next());
9
+ });
10
+ };
11
+ Object.defineProperty(exports, "__esModule", { value: true });
12
+ exports.WebSocketLogProvider = void 0;
13
+ class WebSocketLogProvider {
14
+ constructor(connection, programId, commitment) {
15
+ this.connection = connection;
16
+ this.programId = programId;
17
+ this.commitment = commitment;
18
+ }
19
+ subscribe(callback) {
20
+ if (this.subscriptionId) {
21
+ return true;
22
+ }
23
+ this.subscriptionId = this.connection.onLogs(this.programId, (logs, ctx) => {
24
+ callback(logs.signature, ctx.slot, logs.logs);
25
+ }, this.commitment);
26
+ return true;
27
+ }
28
+ isSubscribed() {
29
+ return this.subscriptionId !== undefined;
30
+ }
31
+ unsubscribe() {
32
+ return __awaiter(this, void 0, void 0, function* () {
33
+ if (this.subscriptionId !== undefined) {
34
+ yield this.connection.removeOnLogsListener(this.subscriptionId);
35
+ this.subscriptionId = undefined;
36
+ }
37
+ return true;
38
+ });
39
+ }
40
+ }
41
+ exports.WebSocketLogProvider = WebSocketLogProvider;