@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.
- package/lib/accounts/types.d.ts +1 -0
- package/lib/admin.d.ts +8 -5
- package/lib/admin.js +43 -11
- package/lib/clearingHouse.d.ts +35 -20
- package/lib/clearingHouse.js +497 -154
- package/lib/clearingHouseUser.d.ts +12 -17
- package/lib/clearingHouseUser.js +97 -88
- package/lib/config.js +1 -1
- package/lib/constants/banks.d.ts +2 -2
- package/lib/constants/banks.js +12 -4
- package/lib/constants/numericConstants.d.ts +4 -0
- package/lib/constants/numericConstants.js +5 -1
- package/lib/events/eventList.js +3 -0
- package/lib/events/types.d.ts +2 -1
- package/lib/factory/bigNum.d.ts +9 -2
- package/lib/factory/bigNum.js +50 -16
- package/lib/idl/clearing_house.json +858 -177
- package/lib/idl/{mock_usdc_faucet.json → token_faucet.json} +46 -23
- package/lib/index.d.ts +4 -2
- package/lib/index.js +8 -2
- package/lib/math/amm.d.ts +6 -1
- package/lib/math/amm.js +124 -41
- package/lib/math/auction.js +4 -1
- package/lib/math/bankBalance.d.ts +3 -1
- package/lib/math/bankBalance.js +54 -1
- package/lib/math/margin.d.ts +11 -0
- package/lib/math/margin.js +72 -0
- package/lib/math/market.d.ts +4 -1
- package/lib/math/market.js +35 -1
- package/lib/math/orders.d.ts +2 -2
- package/lib/math/orders.js +18 -11
- package/lib/math/position.d.ts +8 -0
- package/lib/math/position.js +44 -12
- package/lib/math/repeg.js +1 -1
- package/lib/math/trade.d.ts +1 -1
- package/lib/math/trade.js +7 -10
- package/lib/orderParams.d.ts +14 -5
- package/lib/orderParams.js +8 -96
- package/lib/orders.d.ts +2 -4
- package/lib/orders.js +7 -161
- package/lib/slot/SlotSubscriber.d.ts +7 -0
- package/lib/slot/SlotSubscriber.js +3 -0
- package/lib/{mockUSDCFaucet.d.ts → tokenFaucet.d.ts} +8 -5
- package/lib/{mockUSDCFaucet.js → tokenFaucet.js} +63 -51
- package/lib/tx/retryTxSender.js +9 -2
- package/lib/tx/utils.js +1 -1
- package/lib/types.d.ts +159 -15
- package/lib/types.js +59 -1
- package/lib/util/computeUnits.js +1 -1
- package/lib/util/getTokenAddress.d.ts +2 -0
- package/lib/util/getTokenAddress.js +9 -0
- package/package.json +3 -3
- package/src/accounts/bulkAccountLoader.js +197 -0
- package/src/accounts/bulkUserSubscription.js +33 -0
- package/src/accounts/pollingClearingHouseAccountSubscriber.js +311 -0
- package/src/accounts/pollingOracleSubscriber.js +93 -0
- package/src/accounts/pollingTokenAccountSubscriber.js +90 -0
- package/src/accounts/pollingUserAccountSubscriber.js +132 -0
- package/src/accounts/types.js +10 -0
- package/src/accounts/utils.js +7 -0
- package/src/accounts/webSocketAccountSubscriber.js +93 -0
- package/src/accounts/webSocketClearingHouseAccountSubscriber.js +233 -0
- package/src/accounts/webSocketUserAccountSubscriber.js +62 -0
- package/src/addresses/marketAddresses.js +26 -0
- package/src/admin.ts +66 -14
- package/src/assert/assert.js +9 -0
- package/src/clearingHouse.ts +836 -254
- package/src/clearingHouseConfig.js +2 -0
- package/src/clearingHouseUser.ts +219 -121
- package/src/clearingHouseUserConfig.js +2 -0
- package/src/config.ts +1 -1
- package/src/constants/banks.js +42 -0
- package/src/constants/banks.ts +14 -4
- package/src/constants/markets.js +42 -0
- package/src/constants/numericConstants.js +41 -0
- package/src/constants/numericConstants.ts +5 -0
- package/src/events/eventList.js +77 -0
- package/src/events/eventList.ts +3 -0
- package/src/events/eventSubscriber.js +139 -0
- package/src/events/fetchLogs.js +50 -0
- package/src/events/pollingLogProvider.js +64 -0
- package/src/events/sort.js +44 -0
- package/src/events/txEventCache.js +71 -0
- package/src/events/types.js +20 -0
- package/src/events/types.ts +2 -0
- package/src/events/webSocketLogProvider.js +41 -0
- package/src/examples/makeTradeExample.js +80 -0
- package/src/factory/bigNum.js +390 -0
- package/src/factory/bigNum.ts +65 -18
- package/src/factory/oracleClient.js +20 -0
- package/src/idl/clearing_house.json +858 -177
- package/src/idl/{mock_usdc_faucet.json → token_faucet.json} +46 -23
- package/src/index.js +69 -0
- package/src/index.ts +4 -2
- package/src/math/amm.js +369 -0
- package/src/math/amm.ts +207 -52
- package/src/math/auction.js +42 -0
- package/src/math/auction.ts +5 -1
- package/src/math/bankBalance.ts +98 -1
- package/src/math/conversion.js +11 -0
- package/src/math/funding.js +248 -0
- package/src/math/margin.ts +124 -0
- package/src/math/market.ts +66 -1
- package/src/math/oracles.js +26 -0
- package/src/math/orders.ts +17 -13
- package/src/math/position.ts +63 -9
- package/src/math/repeg.js +128 -0
- package/src/math/repeg.ts +2 -1
- package/src/math/state.js +15 -0
- package/src/math/trade.js +253 -0
- package/src/math/trade.ts +23 -25
- package/src/math/utils.js +0 -1
- package/src/mockUSDCFaucet.js +280 -0
- package/src/oracles/oracleClientCache.js +19 -0
- package/src/oracles/pythClient.js +46 -0
- package/src/oracles/quoteAssetOracleClient.js +32 -0
- package/src/oracles/switchboardClient.js +69 -0
- package/src/oracles/types.js +2 -0
- package/src/orderParams.js +20 -0
- package/src/orderParams.ts +20 -141
- package/src/orders.ts +10 -287
- package/src/slot/SlotSubscriber.js +39 -0
- package/src/slot/SlotSubscriber.ts +11 -1
- package/src/token/index.js +38 -0
- package/src/tokenFaucet.js +189 -0
- package/src/{mockUSDCFaucet.ts → tokenFaucet.ts} +82 -70
- package/src/tx/retryTxSender.ts +11 -3
- package/src/tx/types.js +2 -0
- package/src/tx/utils.js +17 -0
- package/src/tx/utils.ts +1 -1
- package/src/types.js +125 -0
- package/src/types.ts +155 -17
- package/src/userName.js +20 -0
- package/src/util/computeUnits.js +21 -11
- package/src/util/computeUnits.ts +1 -1
- package/src/util/getTokenAddress.js +9 -0
- package/src/util/getTokenAddress.ts +18 -0
- package/src/util/promiseTimeout.js +14 -0
- package/src/util/tps.js +27 -0
- package/src/wallet.js +35 -0
- package/tests/bn/test.ts +2 -0
- package/src/util/computeUnits.js.map +0 -1
|
@@ -0,0 +1,80 @@
|
|
|
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.getTokenAddress = void 0;
|
|
13
|
+
const anchor_1 = require("@project-serum/anchor");
|
|
14
|
+
const __1 = require("..");
|
|
15
|
+
const spl_token_1 = require("@solana/spl-token");
|
|
16
|
+
const web3_js_1 = require("@solana/web3.js");
|
|
17
|
+
const __2 = require("..");
|
|
18
|
+
const banks_1 = require("../constants/banks");
|
|
19
|
+
const getTokenAddress = (mintAddress, userPubKey) => {
|
|
20
|
+
return spl_token_1.Token.getAssociatedTokenAddress(new web3_js_1.PublicKey(`ATokenGPvbdGVxr1b2hvZbsiqW5xWH25efTNsLJA8knL`), spl_token_1.TOKEN_PROGRAM_ID, new web3_js_1.PublicKey(mintAddress), new web3_js_1.PublicKey(userPubKey));
|
|
21
|
+
};
|
|
22
|
+
exports.getTokenAddress = getTokenAddress;
|
|
23
|
+
const main = () => __awaiter(void 0, void 0, void 0, function* () {
|
|
24
|
+
// Initialize Drift SDK
|
|
25
|
+
const sdkConfig = __2.initialize({ env: 'devnet' });
|
|
26
|
+
// Set up the Wallet and Provider
|
|
27
|
+
const privateKey = process.env.BOT_PRIVATE_KEY; // stored as an array string
|
|
28
|
+
const keypair = web3_js_1.Keypair.fromSecretKey(Uint8Array.from(JSON.parse(privateKey)));
|
|
29
|
+
const wallet = new __1.Wallet(keypair);
|
|
30
|
+
// Set up the Connection
|
|
31
|
+
const rpcAddress = process.env.RPC_ADDRESS; // can use: https://api.devnet.solana.com for devnet; https://api.mainnet-beta.solana.com for mainnet;
|
|
32
|
+
const connection = new web3_js_1.Connection(rpcAddress);
|
|
33
|
+
// Set up the Provider
|
|
34
|
+
const provider = new anchor_1.AnchorProvider(connection, wallet, anchor_1.AnchorProvider.defaultOptions());
|
|
35
|
+
// Check SOL Balance
|
|
36
|
+
const lamportsBalance = yield connection.getBalance(wallet.publicKey);
|
|
37
|
+
console.log('SOL balance:', lamportsBalance / Math.pow(10, 9));
|
|
38
|
+
// Misc. other things to set up
|
|
39
|
+
const usdcTokenAddress = yield exports.getTokenAddress(sdkConfig.USDC_MINT_ADDRESS, wallet.publicKey.toString());
|
|
40
|
+
// Set up the Drift Clearing House
|
|
41
|
+
const clearingHousePublicKey = new web3_js_1.PublicKey(sdkConfig.CLEARING_HOUSE_PROGRAM_ID);
|
|
42
|
+
const clearingHouse = new __2.ClearingHouse({
|
|
43
|
+
connection,
|
|
44
|
+
wallet: provider.wallet,
|
|
45
|
+
programID: clearingHousePublicKey,
|
|
46
|
+
});
|
|
47
|
+
yield clearingHouse.subscribe();
|
|
48
|
+
// Set up Clearing House user client
|
|
49
|
+
const user = new __2.ClearingHouseUser({
|
|
50
|
+
clearingHouse,
|
|
51
|
+
userAccountPublicKey: yield clearingHouse.getUserAccountPublicKey(),
|
|
52
|
+
});
|
|
53
|
+
//// Check if clearing house account exists for the current wallet
|
|
54
|
+
const userAccountExists = yield user.exists();
|
|
55
|
+
if (!userAccountExists) {
|
|
56
|
+
//// Create a Clearing House account by Depositing some USDC ($10,000 in this case)
|
|
57
|
+
const depositAmount = new anchor_1.BN(10000).mul(__2.QUOTE_PRECISION);
|
|
58
|
+
yield clearingHouse.initializeUserAccountAndDepositCollateral(depositAmount, yield exports.getTokenAddress(usdcTokenAddress.toString(), wallet.publicKey.toString()), banks_1.Banks['devnet'][0].bankIndex);
|
|
59
|
+
}
|
|
60
|
+
yield user.subscribe();
|
|
61
|
+
// Get current price
|
|
62
|
+
const solMarketInfo = sdkConfig.MARKETS.find((market) => market.baseAssetSymbol === 'SOL');
|
|
63
|
+
const currentMarketPrice = __2.calculateMarkPrice(clearingHouse.getMarketAccount(solMarketInfo.marketIndex), undefined);
|
|
64
|
+
const formattedPrice = __2.convertToNumber(currentMarketPrice, __2.MARK_PRICE_PRECISION);
|
|
65
|
+
console.log(`Current Market Price is $${formattedPrice}`);
|
|
66
|
+
// Estimate the slippage for a $5000 LONG trade
|
|
67
|
+
const solMarketAccount = clearingHouse.getMarketAccount(solMarketInfo.marketIndex);
|
|
68
|
+
const longAmount = new anchor_1.BN(5000).mul(__2.QUOTE_PRECISION);
|
|
69
|
+
const slippage = __2.convertToNumber(__2.calculateTradeSlippage(__2.PositionDirection.LONG, longAmount, solMarketAccount, 'quote', undefined)[0], __2.MARK_PRICE_PRECISION);
|
|
70
|
+
console.log(`Slippage for a $5000 LONG on the SOL market would be $${slippage}`);
|
|
71
|
+
// Make a $5000 LONG trade
|
|
72
|
+
yield clearingHouse.openPosition(__2.PositionDirection.LONG, longAmount, solMarketInfo.marketIndex);
|
|
73
|
+
console.log(`LONGED $5000 SOL`);
|
|
74
|
+
// Reduce the position by $2000
|
|
75
|
+
const reduceAmount = new anchor_1.BN(2000).mul(__2.QUOTE_PRECISION);
|
|
76
|
+
yield clearingHouse.openPosition(__2.PositionDirection.SHORT, reduceAmount, solMarketInfo.marketIndex);
|
|
77
|
+
// Close the rest of the position
|
|
78
|
+
yield clearingHouse.closePosition(solMarketInfo.marketIndex);
|
|
79
|
+
});
|
|
80
|
+
main();
|
|
@@ -0,0 +1,390 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.BigNum = void 0;
|
|
4
|
+
const anchor_1 = require("@project-serum/anchor");
|
|
5
|
+
const assert_1 = require("../assert/assert");
|
|
6
|
+
const numericConstants_1 = require("./../constants/numericConstants");
|
|
7
|
+
class BigNum {
|
|
8
|
+
constructor(val, precisionVal = new anchor_1.BN(0)) {
|
|
9
|
+
this.toString = (base, length) => this.val.toString(base, length);
|
|
10
|
+
this.val = new anchor_1.BN(val);
|
|
11
|
+
this.precision = new anchor_1.BN(precisionVal);
|
|
12
|
+
}
|
|
13
|
+
bigNumFromParam(bn) {
|
|
14
|
+
return anchor_1.BN.isBN(bn) ? BigNum.from(bn) : bn;
|
|
15
|
+
}
|
|
16
|
+
add(bn) {
|
|
17
|
+
assert_1.assert(bn.precision.eq(this.precision), 'Adding unequal precisions');
|
|
18
|
+
return BigNum.from(this.val.add(bn.val), this.precision);
|
|
19
|
+
}
|
|
20
|
+
sub(bn) {
|
|
21
|
+
assert_1.assert(bn.precision.eq(this.precision), 'Subtracting unequal precisions');
|
|
22
|
+
return BigNum.from(this.val.sub(bn.val), this.precision);
|
|
23
|
+
}
|
|
24
|
+
mul(bn) {
|
|
25
|
+
const mulVal = this.bigNumFromParam(bn);
|
|
26
|
+
return BigNum.from(this.val.mul(mulVal.val), this.precision.add(mulVal.precision));
|
|
27
|
+
}
|
|
28
|
+
/**
|
|
29
|
+
* Multiplies by another big number then scales the result down by the big number's precision so that we're in the same precision space
|
|
30
|
+
* @param bn
|
|
31
|
+
* @returns
|
|
32
|
+
*/
|
|
33
|
+
scalarMul(bn) {
|
|
34
|
+
if (anchor_1.BN.isBN(bn))
|
|
35
|
+
return BigNum.from(this.val.mul(bn), this.precision);
|
|
36
|
+
return BigNum.from(this.val.mul(bn.val), this.precision.add(bn.precision)).shift(bn.precision.neg());
|
|
37
|
+
}
|
|
38
|
+
div(bn) {
|
|
39
|
+
if (anchor_1.BN.isBN(bn))
|
|
40
|
+
return BigNum.from(this.val.div(bn), this.precision);
|
|
41
|
+
return BigNum.from(this.val.div(bn.val), this.precision.sub(bn.precision));
|
|
42
|
+
}
|
|
43
|
+
/**
|
|
44
|
+
* Shift precision up or down
|
|
45
|
+
* @param exponent
|
|
46
|
+
* @param skipAdjustingPrecision
|
|
47
|
+
* @returns
|
|
48
|
+
*/
|
|
49
|
+
shift(exponent, skipAdjustingPrecision = false) {
|
|
50
|
+
const shiftVal = typeof exponent === 'number' ? new anchor_1.BN(exponent) : exponent;
|
|
51
|
+
return BigNum.from(shiftVal.isNeg()
|
|
52
|
+
? this.val.div(new anchor_1.BN(10).pow(shiftVal))
|
|
53
|
+
: this.val.mul(new anchor_1.BN(10).pow(shiftVal)), skipAdjustingPrecision ? this.precision : this.precision.add(shiftVal));
|
|
54
|
+
}
|
|
55
|
+
/**
|
|
56
|
+
* Shift to a target precision
|
|
57
|
+
* @param targetPrecision
|
|
58
|
+
* @returns
|
|
59
|
+
*/
|
|
60
|
+
shiftTo(targetPrecision) {
|
|
61
|
+
return this.shift(targetPrecision.sub(this.precision));
|
|
62
|
+
}
|
|
63
|
+
/**
|
|
64
|
+
* Scale the number by a fraction
|
|
65
|
+
* @param numerator
|
|
66
|
+
* @param denominator
|
|
67
|
+
* @returns
|
|
68
|
+
*/
|
|
69
|
+
scale(numerator, denominator) {
|
|
70
|
+
return this.mul(BigNum.from(new anchor_1.BN(numerator))).div(new anchor_1.BN(denominator));
|
|
71
|
+
}
|
|
72
|
+
toPercentage(denominator, precision) {
|
|
73
|
+
return this.shift(precision)
|
|
74
|
+
.shift(2, true)
|
|
75
|
+
.div(denominator)
|
|
76
|
+
.toPrecision(precision);
|
|
77
|
+
}
|
|
78
|
+
gt(bn, ignorePrecision) {
|
|
79
|
+
const comparisonVal = this.bigNumFromParam(bn);
|
|
80
|
+
if (!ignorePrecision && !comparisonVal.eq(numericConstants_1.ZERO)) {
|
|
81
|
+
assert_1.assert(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
|
|
82
|
+
}
|
|
83
|
+
return this.val.gt(comparisonVal.val);
|
|
84
|
+
}
|
|
85
|
+
lt(bn, ignorePrecision) {
|
|
86
|
+
const comparisonVal = this.bigNumFromParam(bn);
|
|
87
|
+
if (!ignorePrecision && !comparisonVal.val.eq(numericConstants_1.ZERO)) {
|
|
88
|
+
assert_1.assert(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
|
|
89
|
+
}
|
|
90
|
+
return this.val.lt(comparisonVal.val);
|
|
91
|
+
}
|
|
92
|
+
gte(bn, ignorePrecision) {
|
|
93
|
+
const comparisonVal = this.bigNumFromParam(bn);
|
|
94
|
+
if (!ignorePrecision && !comparisonVal.val.eq(numericConstants_1.ZERO)) {
|
|
95
|
+
assert_1.assert(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
|
|
96
|
+
}
|
|
97
|
+
return this.val.gte(comparisonVal.val);
|
|
98
|
+
}
|
|
99
|
+
lte(bn, ignorePrecision) {
|
|
100
|
+
const comparisonVal = this.bigNumFromParam(bn);
|
|
101
|
+
if (!ignorePrecision && !comparisonVal.val.eq(numericConstants_1.ZERO)) {
|
|
102
|
+
assert_1.assert(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
|
|
103
|
+
}
|
|
104
|
+
return this.val.lte(comparisonVal.val);
|
|
105
|
+
}
|
|
106
|
+
eq(bn, ignorePrecision) {
|
|
107
|
+
const comparisonVal = this.bigNumFromParam(bn);
|
|
108
|
+
if (!ignorePrecision && !comparisonVal.val.eq(numericConstants_1.ZERO)) {
|
|
109
|
+
assert_1.assert(comparisonVal.precision.eq(this.precision), 'Trying to compare numbers with different precision. Yo can opt to ignore precision using the ignorePrecision parameter');
|
|
110
|
+
}
|
|
111
|
+
return this.val.eq(comparisonVal.val);
|
|
112
|
+
}
|
|
113
|
+
eqZero() {
|
|
114
|
+
return this.val.eq(numericConstants_1.ZERO);
|
|
115
|
+
}
|
|
116
|
+
gtZero() {
|
|
117
|
+
return this.val.gt(numericConstants_1.ZERO);
|
|
118
|
+
}
|
|
119
|
+
ltZero() {
|
|
120
|
+
return this.val.lt(numericConstants_1.ZERO);
|
|
121
|
+
}
|
|
122
|
+
gteZero() {
|
|
123
|
+
return this.val.gte(numericConstants_1.ZERO);
|
|
124
|
+
}
|
|
125
|
+
lteZero() {
|
|
126
|
+
return this.val.lte(numericConstants_1.ZERO);
|
|
127
|
+
}
|
|
128
|
+
abs() {
|
|
129
|
+
return new BigNum(this.val.abs(), this.precision);
|
|
130
|
+
}
|
|
131
|
+
neg() {
|
|
132
|
+
return new BigNum(this.val.neg(), this.precision);
|
|
133
|
+
}
|
|
134
|
+
/**
|
|
135
|
+
* Pretty print the underlying value in human-readable form. Depends on precision being correct for the output string to be correct
|
|
136
|
+
* @returns
|
|
137
|
+
*/
|
|
138
|
+
print() {
|
|
139
|
+
assert_1.assert(this.precision.gte(numericConstants_1.ZERO), 'Tried to print a BN with precision lower than zero');
|
|
140
|
+
const plainString = this.toString();
|
|
141
|
+
const precisionNum = this.precision.toNumber();
|
|
142
|
+
// make a string with at least the precisionNum number of zeroes
|
|
143
|
+
let printString = [
|
|
144
|
+
...Array(this.precision.toNumber()).fill(0),
|
|
145
|
+
...plainString.split(''),
|
|
146
|
+
].join('');
|
|
147
|
+
// inject decimal
|
|
148
|
+
printString =
|
|
149
|
+
printString.substring(0, printString.length - precisionNum) +
|
|
150
|
+
BigNum.delim +
|
|
151
|
+
printString.substring(printString.length - precisionNum);
|
|
152
|
+
// remove leading zeroes
|
|
153
|
+
printString = printString.replace(/^0+/, '');
|
|
154
|
+
// add zero if leading delim
|
|
155
|
+
if (this.isNeg()) {
|
|
156
|
+
if (printString[1] === BigNum.delim)
|
|
157
|
+
printString = printString.replace('-.', '-0.');
|
|
158
|
+
}
|
|
159
|
+
else {
|
|
160
|
+
if (printString[0] === BigNum.delim)
|
|
161
|
+
printString = `0${printString}`;
|
|
162
|
+
}
|
|
163
|
+
// remove trailing delim
|
|
164
|
+
if (printString[printString.length - 1] === BigNum.delim)
|
|
165
|
+
printString = printString.slice(0, printString.length - 1);
|
|
166
|
+
return printString;
|
|
167
|
+
}
|
|
168
|
+
prettyPrint(useTradePrecision, precisionOverride) {
|
|
169
|
+
const [leftSide, rightSide] = this.printShort(useTradePrecision, precisionOverride).split(BigNum.delim);
|
|
170
|
+
let formattedLeftSide = leftSide;
|
|
171
|
+
const isNeg = formattedLeftSide.includes('-');
|
|
172
|
+
if (isNeg) {
|
|
173
|
+
formattedLeftSide = formattedLeftSide.replace('-', '');
|
|
174
|
+
}
|
|
175
|
+
let index = formattedLeftSide.length - 3;
|
|
176
|
+
while (index >= 1) {
|
|
177
|
+
const formattedLeftSideArray = formattedLeftSide.split('');
|
|
178
|
+
formattedLeftSideArray.splice(index, 0, BigNum.spacer);
|
|
179
|
+
formattedLeftSide = formattedLeftSideArray.join('');
|
|
180
|
+
index -= 3;
|
|
181
|
+
}
|
|
182
|
+
return `${isNeg ? '-' : ''}${formattedLeftSide}${rightSide ? `${BigNum.delim}${rightSide}` : ''}`;
|
|
183
|
+
}
|
|
184
|
+
/**
|
|
185
|
+
* Print and remove unnecessary trailing zeroes
|
|
186
|
+
* @returns
|
|
187
|
+
*/
|
|
188
|
+
printShort(useTradePrecision, precisionOverride) {
|
|
189
|
+
const printVal = precisionOverride
|
|
190
|
+
? this.toPrecision(precisionOverride)
|
|
191
|
+
: useTradePrecision
|
|
192
|
+
? this.toTradePrecision()
|
|
193
|
+
: this.print();
|
|
194
|
+
return printVal.replace(/0+$/g, '').replace(/\.$/, '').replace(/,$/, '');
|
|
195
|
+
}
|
|
196
|
+
debug() {
|
|
197
|
+
console.log(`${this.toString()} | ${this.print()} | ${this.precision.toString()}`);
|
|
198
|
+
}
|
|
199
|
+
/**
|
|
200
|
+
* Pretty print with the specified number of decimal places
|
|
201
|
+
* @param fixedPrecision
|
|
202
|
+
* @returns
|
|
203
|
+
*/
|
|
204
|
+
toFixed(fixedPrecision) {
|
|
205
|
+
const printString = this.print();
|
|
206
|
+
const [leftSide, rightSide] = printString.split(BigNum.delim);
|
|
207
|
+
const filledRightSide = [
|
|
208
|
+
...(rightSide !== null && rightSide !== void 0 ? rightSide : '').slice(0, fixedPrecision),
|
|
209
|
+
...Array(fixedPrecision).fill('0'),
|
|
210
|
+
]
|
|
211
|
+
.slice(0, fixedPrecision)
|
|
212
|
+
.join('');
|
|
213
|
+
return `${leftSide}${BigNum.delim}${filledRightSide}`;
|
|
214
|
+
}
|
|
215
|
+
/**
|
|
216
|
+
* Pretty print to the specified number of significant figures
|
|
217
|
+
* @param fixedPrecision
|
|
218
|
+
* @returns
|
|
219
|
+
*/
|
|
220
|
+
toPrecision(fixedPrecision, trailingZeroes = false) {
|
|
221
|
+
const printString = this.print();
|
|
222
|
+
let precisionPrintString = printString.slice(0, fixedPrecision + 1);
|
|
223
|
+
if (!precisionPrintString.includes(BigNum.delim) ||
|
|
224
|
+
precisionPrintString[precisionPrintString.length - 1] === BigNum.delim) {
|
|
225
|
+
precisionPrintString = printString.slice(0, fixedPrecision);
|
|
226
|
+
}
|
|
227
|
+
const pointsOfPrecision = precisionPrintString.replace(BigNum.delim, '').length;
|
|
228
|
+
if (pointsOfPrecision < fixedPrecision) {
|
|
229
|
+
precisionPrintString = [
|
|
230
|
+
...precisionPrintString.split(''),
|
|
231
|
+
...Array(fixedPrecision - pointsOfPrecision).fill('0'),
|
|
232
|
+
].join('');
|
|
233
|
+
}
|
|
234
|
+
if (!precisionPrintString.includes(BigNum.delim)) {
|
|
235
|
+
const delimFullStringLocation = printString.indexOf(BigNum.delim);
|
|
236
|
+
let skipExponent = false;
|
|
237
|
+
if (delimFullStringLocation === -1) {
|
|
238
|
+
// no decimal, not missing any precision
|
|
239
|
+
skipExponent = true;
|
|
240
|
+
}
|
|
241
|
+
if (precisionPrintString[precisionPrintString.length - 1] === BigNum.delim) {
|
|
242
|
+
// decimal is at end of string, not missing any precision, do nothing
|
|
243
|
+
skipExponent = true;
|
|
244
|
+
}
|
|
245
|
+
if (printString.indexOf(BigNum.delim) === fixedPrecision) {
|
|
246
|
+
// decimal is at end of string, not missing any precision, do nothing
|
|
247
|
+
skipExponent = true;
|
|
248
|
+
}
|
|
249
|
+
if (!skipExponent) {
|
|
250
|
+
const exponent = delimFullStringLocation - fixedPrecision;
|
|
251
|
+
if (trailingZeroes) {
|
|
252
|
+
precisionPrintString = `${precisionPrintString}${Array(exponent)
|
|
253
|
+
.fill('0')
|
|
254
|
+
.join('')}`;
|
|
255
|
+
}
|
|
256
|
+
else {
|
|
257
|
+
precisionPrintString = `${precisionPrintString}e${exponent}`;
|
|
258
|
+
}
|
|
259
|
+
}
|
|
260
|
+
}
|
|
261
|
+
return precisionPrintString;
|
|
262
|
+
}
|
|
263
|
+
toTradePrecision() {
|
|
264
|
+
return this.toPrecision(6, true);
|
|
265
|
+
}
|
|
266
|
+
/**
|
|
267
|
+
* Print dollar formatted value. Defaults to fixed decimals two unless a given precision is given.
|
|
268
|
+
* @param useTradePrecision
|
|
269
|
+
* @param precisionOverride
|
|
270
|
+
* @returns
|
|
271
|
+
*/
|
|
272
|
+
toNotional(useTradePrecision, precisionOverride) {
|
|
273
|
+
var _a;
|
|
274
|
+
const prefix = `${this.lt(BigNum.zero()) ? `-` : ``}$`;
|
|
275
|
+
const usingCustomPrecision = true && (useTradePrecision || precisionOverride);
|
|
276
|
+
let val = usingCustomPrecision
|
|
277
|
+
? this.prettyPrint(useTradePrecision, precisionOverride)
|
|
278
|
+
: BigNum.fromPrint(this.toFixed(2), new anchor_1.BN(2)).prettyPrint();
|
|
279
|
+
// Append two trailing zeroes if not using custom precision
|
|
280
|
+
if (!usingCustomPrecision) {
|
|
281
|
+
const [_, rightSide] = val.split(BigNum.delim);
|
|
282
|
+
const trailingLength = (_a = rightSide === null || rightSide === void 0 ? void 0 : rightSide.length) !== null && _a !== void 0 ? _a : 0;
|
|
283
|
+
if (trailingLength < 2) {
|
|
284
|
+
const numHasDecimals = this.print().includes(BigNum.delim);
|
|
285
|
+
// Handle case where pretty print won't include the decimal point
|
|
286
|
+
if (trailingLength === 0 && numHasDecimals) {
|
|
287
|
+
val = `${val}.00`;
|
|
288
|
+
}
|
|
289
|
+
else {
|
|
290
|
+
val = `${val}${new Array(2 - trailingLength).fill('0').join('')}`;
|
|
291
|
+
}
|
|
292
|
+
}
|
|
293
|
+
}
|
|
294
|
+
return `${prefix}${val.replace('-', '')}`;
|
|
295
|
+
}
|
|
296
|
+
toMillified(precision = 3) {
|
|
297
|
+
const stringVal = this.print();
|
|
298
|
+
const [leftSide] = stringVal.split(BigNum.delim);
|
|
299
|
+
if (!leftSide) {
|
|
300
|
+
return this.shift(new anchor_1.BN(precision)).toPrecision(precision, true);
|
|
301
|
+
}
|
|
302
|
+
if (leftSide.length <= 3) {
|
|
303
|
+
return this.shift(new anchor_1.BN(precision)).toPrecision(precision, true);
|
|
304
|
+
}
|
|
305
|
+
const unitTicks = ['', 'K', 'M', 'G', 'T', 'P', 'E', 'Z', 'Y'];
|
|
306
|
+
const unitNumber = Math.floor((leftSide.length - 1) / 3);
|
|
307
|
+
const unit = unitTicks[unitNumber];
|
|
308
|
+
let leadDigits = leftSide.slice(0, precision);
|
|
309
|
+
if (leadDigits.length < precision) {
|
|
310
|
+
leadDigits = [
|
|
311
|
+
...leadDigits.split(''),
|
|
312
|
+
...Array(precision - leadDigits.length).fill('0'),
|
|
313
|
+
].join('');
|
|
314
|
+
}
|
|
315
|
+
const decimalLocation = leftSide.length - 3 * unitNumber;
|
|
316
|
+
let leadString = '';
|
|
317
|
+
if (decimalLocation >= precision) {
|
|
318
|
+
leadString = `${leadDigits}`;
|
|
319
|
+
}
|
|
320
|
+
else {
|
|
321
|
+
leadString = `${leadDigits.slice(0, decimalLocation)}${BigNum.delim}${leadDigits.slice(decimalLocation)}`;
|
|
322
|
+
}
|
|
323
|
+
return `${leadString}${unit}`;
|
|
324
|
+
}
|
|
325
|
+
toJSON() {
|
|
326
|
+
return {
|
|
327
|
+
val: this.val.toString(),
|
|
328
|
+
precision: this.precision.toString(),
|
|
329
|
+
};
|
|
330
|
+
}
|
|
331
|
+
isNeg() {
|
|
332
|
+
return this.lt(numericConstants_1.ZERO, true);
|
|
333
|
+
}
|
|
334
|
+
isPos() {
|
|
335
|
+
return !this.isNeg();
|
|
336
|
+
}
|
|
337
|
+
/**
|
|
338
|
+
* Get the numerical value of the BigNum. This can break if the BigNum is too large.
|
|
339
|
+
* @returns
|
|
340
|
+
*/
|
|
341
|
+
toNum() {
|
|
342
|
+
return parseFloat(this.print());
|
|
343
|
+
}
|
|
344
|
+
static fromJSON(json) {
|
|
345
|
+
return BigNum.from(new anchor_1.BN(json.val), new anchor_1.BN(json.precision));
|
|
346
|
+
}
|
|
347
|
+
/**
|
|
348
|
+
* Create a BigNum instance
|
|
349
|
+
* @param val
|
|
350
|
+
* @param precision
|
|
351
|
+
* @returns
|
|
352
|
+
*/
|
|
353
|
+
static from(val = numericConstants_1.ZERO, precision) {
|
|
354
|
+
assert_1.assert(new anchor_1.BN(precision).lt(new anchor_1.BN(100)), 'Tried to create a bignum with precision higher than 10^100');
|
|
355
|
+
return new BigNum(val, precision);
|
|
356
|
+
}
|
|
357
|
+
/**
|
|
358
|
+
* Create a BigNum instance from a printed BigNum
|
|
359
|
+
* @param val
|
|
360
|
+
* @param precisionOverride
|
|
361
|
+
* @returns
|
|
362
|
+
*/
|
|
363
|
+
static fromPrint(val, precisionShift) {
|
|
364
|
+
var _a;
|
|
365
|
+
// Handle empty number edge cases
|
|
366
|
+
if (!val)
|
|
367
|
+
return BigNum.from(numericConstants_1.ZERO, precisionShift);
|
|
368
|
+
if (!val.replace(BigNum.delim, ''))
|
|
369
|
+
return BigNum.from(numericConstants_1.ZERO, precisionShift);
|
|
370
|
+
const [leftSide, rightSide] = val.split(BigNum.delim);
|
|
371
|
+
const rawBn = new anchor_1.BN(`${leftSide !== null && leftSide !== void 0 ? leftSide : ''}${rightSide !== null && rightSide !== void 0 ? rightSide : ''}`);
|
|
372
|
+
const rightSideLength = (_a = rightSide === null || rightSide === void 0 ? void 0 : rightSide.length) !== null && _a !== void 0 ? _a : 0;
|
|
373
|
+
const totalShift = precisionShift
|
|
374
|
+
? precisionShift.sub(new anchor_1.BN(rightSideLength))
|
|
375
|
+
: numericConstants_1.ZERO;
|
|
376
|
+
return BigNum.from(rawBn, precisionShift).shift(totalShift, true);
|
|
377
|
+
}
|
|
378
|
+
static max(a, b) {
|
|
379
|
+
return a.gt(b) ? a : b;
|
|
380
|
+
}
|
|
381
|
+
static min(a, b) {
|
|
382
|
+
return a.lt(b) ? a : b;
|
|
383
|
+
}
|
|
384
|
+
static zero(precision) {
|
|
385
|
+
return BigNum.from(0, precision);
|
|
386
|
+
}
|
|
387
|
+
}
|
|
388
|
+
exports.BigNum = BigNum;
|
|
389
|
+
BigNum.delim = '.';
|
|
390
|
+
BigNum.spacer = ',';
|
package/src/factory/bigNum.ts
CHANGED
|
@@ -17,6 +17,10 @@ export class BigNum {
|
|
|
17
17
|
this.precision = new BN(precisionVal);
|
|
18
18
|
}
|
|
19
19
|
|
|
20
|
+
private bigNumFromParam(bn: BigNum | BN) {
|
|
21
|
+
return BN.isBN(bn) ? BigNum.from(bn) : bn;
|
|
22
|
+
}
|
|
23
|
+
|
|
20
24
|
public add(bn: BigNum): BigNum {
|
|
21
25
|
assert(bn.precision.eq(this.precision), 'Adding unequal precisions');
|
|
22
26
|
|
|
@@ -30,7 +34,7 @@ export class BigNum {
|
|
|
30
34
|
}
|
|
31
35
|
|
|
32
36
|
public mul(bn: BigNum | BN): BigNum {
|
|
33
|
-
const mulVal =
|
|
37
|
+
const mulVal = this.bigNumFromParam(bn);
|
|
34
38
|
|
|
35
39
|
return BigNum.from(
|
|
36
40
|
this.val.mul(mulVal.val),
|
|
@@ -44,7 +48,7 @@ export class BigNum {
|
|
|
44
48
|
* @returns
|
|
45
49
|
*/
|
|
46
50
|
public scalarMul(bn: BigNum | BN): BigNum {
|
|
47
|
-
if (bn
|
|
51
|
+
if (BN.isBN(bn)) return BigNum.from(this.val.mul(bn), this.precision);
|
|
48
52
|
|
|
49
53
|
return BigNum.from(
|
|
50
54
|
this.val.mul(bn.val),
|
|
@@ -53,7 +57,8 @@ export class BigNum {
|
|
|
53
57
|
}
|
|
54
58
|
|
|
55
59
|
public div(bn: BigNum | BN): BigNum {
|
|
56
|
-
if (bn
|
|
60
|
+
if (BN.isBN(bn)) return BigNum.from(this.val.div(bn), this.precision);
|
|
61
|
+
|
|
57
62
|
return BigNum.from(this.val.div(bn.val), this.precision.sub(bn.precision));
|
|
58
63
|
}
|
|
59
64
|
|
|
@@ -101,7 +106,7 @@ export class BigNum {
|
|
|
101
106
|
}
|
|
102
107
|
|
|
103
108
|
public gt(bn: BigNum | BN, ignorePrecision?: boolean): boolean {
|
|
104
|
-
const comparisonVal =
|
|
109
|
+
const comparisonVal = this.bigNumFromParam(bn);
|
|
105
110
|
|
|
106
111
|
if (!ignorePrecision && !comparisonVal.eq(ZERO)) {
|
|
107
112
|
assert(
|
|
@@ -114,7 +119,7 @@ export class BigNum {
|
|
|
114
119
|
}
|
|
115
120
|
|
|
116
121
|
public lt(bn: BigNum | BN, ignorePrecision?: boolean): boolean {
|
|
117
|
-
const comparisonVal =
|
|
122
|
+
const comparisonVal = this.bigNumFromParam(bn);
|
|
118
123
|
|
|
119
124
|
if (!ignorePrecision && !comparisonVal.val.eq(ZERO)) {
|
|
120
125
|
assert(
|
|
@@ -127,7 +132,7 @@ export class BigNum {
|
|
|
127
132
|
}
|
|
128
133
|
|
|
129
134
|
public gte(bn: BigNum | BN, ignorePrecision?: boolean): boolean {
|
|
130
|
-
const comparisonVal =
|
|
135
|
+
const comparisonVal = this.bigNumFromParam(bn);
|
|
131
136
|
|
|
132
137
|
if (!ignorePrecision && !comparisonVal.val.eq(ZERO)) {
|
|
133
138
|
assert(
|
|
@@ -140,7 +145,7 @@ export class BigNum {
|
|
|
140
145
|
}
|
|
141
146
|
|
|
142
147
|
public lte(bn: BigNum | BN, ignorePrecision?: boolean): boolean {
|
|
143
|
-
const comparisonVal =
|
|
148
|
+
const comparisonVal = this.bigNumFromParam(bn);
|
|
144
149
|
|
|
145
150
|
if (!ignorePrecision && !comparisonVal.val.eq(ZERO)) {
|
|
146
151
|
assert(
|
|
@@ -153,7 +158,7 @@ export class BigNum {
|
|
|
153
158
|
}
|
|
154
159
|
|
|
155
160
|
public eq(bn: BigNum | BN, ignorePrecision?: boolean): boolean {
|
|
156
|
-
const comparisonVal =
|
|
161
|
+
const comparisonVal = this.bigNumFromParam(bn);
|
|
157
162
|
|
|
158
163
|
if (!ignorePrecision && !comparisonVal.val.eq(ZERO)) {
|
|
159
164
|
assert(
|
|
@@ -225,7 +230,12 @@ export class BigNum {
|
|
|
225
230
|
printString = printString.replace(/^0+/, '');
|
|
226
231
|
|
|
227
232
|
// add zero if leading delim
|
|
228
|
-
if (
|
|
233
|
+
if (this.isNeg()) {
|
|
234
|
+
if (printString[1] === BigNum.delim)
|
|
235
|
+
printString = printString.replace('-.', '-0.');
|
|
236
|
+
} else {
|
|
237
|
+
if (printString[0] === BigNum.delim) printString = `0${printString}`;
|
|
238
|
+
}
|
|
229
239
|
|
|
230
240
|
// remove trailing delim
|
|
231
241
|
if (printString[printString.length - 1] === BigNum.delim)
|
|
@@ -234,8 +244,14 @@ export class BigNum {
|
|
|
234
244
|
return printString;
|
|
235
245
|
}
|
|
236
246
|
|
|
237
|
-
public prettyPrint(
|
|
238
|
-
|
|
247
|
+
public prettyPrint(
|
|
248
|
+
useTradePrecision?: boolean,
|
|
249
|
+
precisionOverride?: number
|
|
250
|
+
): string {
|
|
251
|
+
const [leftSide, rightSide] = this.printShort(
|
|
252
|
+
useTradePrecision,
|
|
253
|
+
precisionOverride
|
|
254
|
+
).split(BigNum.delim);
|
|
239
255
|
|
|
240
256
|
let formattedLeftSide = leftSide;
|
|
241
257
|
|
|
@@ -374,13 +390,44 @@ export class BigNum {
|
|
|
374
390
|
return this.toPrecision(6, true);
|
|
375
391
|
}
|
|
376
392
|
|
|
377
|
-
|
|
378
|
-
|
|
379
|
-
|
|
380
|
-
|
|
381
|
-
|
|
382
|
-
|
|
383
|
-
|
|
393
|
+
/**
|
|
394
|
+
* Print dollar formatted value. Defaults to fixed decimals two unless a given precision is given.
|
|
395
|
+
* @param useTradePrecision
|
|
396
|
+
* @param precisionOverride
|
|
397
|
+
* @returns
|
|
398
|
+
*/
|
|
399
|
+
public toNotional(
|
|
400
|
+
useTradePrecision?: boolean,
|
|
401
|
+
precisionOverride?: number
|
|
402
|
+
): string {
|
|
403
|
+
const prefix = `${this.lt(BigNum.zero()) ? `-` : ``}$`;
|
|
404
|
+
|
|
405
|
+
const usingCustomPrecision =
|
|
406
|
+
true && (useTradePrecision || precisionOverride);
|
|
407
|
+
|
|
408
|
+
let val = usingCustomPrecision
|
|
409
|
+
? this.prettyPrint(useTradePrecision, precisionOverride)
|
|
410
|
+
: BigNum.fromPrint(this.toFixed(2), new BN(2)).prettyPrint();
|
|
411
|
+
|
|
412
|
+
// Append two trailing zeroes if not using custom precision
|
|
413
|
+
if (!usingCustomPrecision) {
|
|
414
|
+
const [_, rightSide] = val.split(BigNum.delim);
|
|
415
|
+
|
|
416
|
+
const trailingLength = rightSide?.length ?? 0;
|
|
417
|
+
|
|
418
|
+
if (trailingLength < 2) {
|
|
419
|
+
const numHasDecimals = this.print().includes(BigNum.delim);
|
|
420
|
+
|
|
421
|
+
// Handle case where pretty print won't include the decimal point
|
|
422
|
+
if (trailingLength === 0 && numHasDecimals) {
|
|
423
|
+
val = `${val}.00`;
|
|
424
|
+
} else {
|
|
425
|
+
val = `${val}${new Array(2 - trailingLength).fill('0').join('')}`;
|
|
426
|
+
}
|
|
427
|
+
}
|
|
428
|
+
}
|
|
429
|
+
|
|
430
|
+
return `${prefix}${val.replace('-', '')}`;
|
|
384
431
|
}
|
|
385
432
|
|
|
386
433
|
public toMillified(precision = 3): string {
|
|
@@ -0,0 +1,20 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.getOracleClient = void 0;
|
|
4
|
+
const types_1 = require("../types");
|
|
5
|
+
const pythClient_1 = require("../oracles/pythClient");
|
|
6
|
+
const switchboardClient_1 = require("../oracles/switchboardClient");
|
|
7
|
+
const quoteAssetOracleClient_1 = require("../oracles/quoteAssetOracleClient");
|
|
8
|
+
function getOracleClient(oracleSource, connection) {
|
|
9
|
+
if (types_1.isVariant(oracleSource, 'pyth')) {
|
|
10
|
+
return new pythClient_1.PythClient(connection);
|
|
11
|
+
}
|
|
12
|
+
if (types_1.isVariant(oracleSource, 'switchboard')) {
|
|
13
|
+
return new switchboardClient_1.SwitchboardClient(connection);
|
|
14
|
+
}
|
|
15
|
+
if (types_1.isVariant(oracleSource, 'quoteAsset')) {
|
|
16
|
+
return new quoteAssetOracleClient_1.QuoteAssetOracleClient();
|
|
17
|
+
}
|
|
18
|
+
throw new Error(`Unknown oracle source ${oracleSource}`);
|
|
19
|
+
}
|
|
20
|
+
exports.getOracleClient = getOracleClient;
|